NOTICE November 12, 2013 Summary of Content: Margin Changes For more information please contact: David Farrell 212-748-4200 david.farrell@theice.com Media Inquiries: Brookly McLaughlin 312-836-6728 brookly.mclaughlin@theice.com To sign up to receive Exchange Notices automatically, please go to our Subscriptions page at: https://www.theice.com/subscribe.jhtml New Margin Requirements New York, NY ( November 12, 2013 ) Effective with the open of business Thursday, November 14, 2013 and thereafter, the margin requirements are as follows: Agriculture: ICE Soybean Meal (ISM) 2,450 USD -850 USD Type Initial Margin Maintenance Margin 2,450 USD 2,450 USD 2,695 USD 2,450 USD Coffee (KC) 1,550 USD -950 USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD Sugar 16 (SF) 850 USD +50 USD Type Initial Margin Maintenance Margin 850 USD 850 USD 935 USD 850 USD ICE Futures U.S. Exchange Notice 1
Index: Russell 2000 Growth Index (G2) 1,800 USD + 200 USD Type Initial Margin Maintenance Margin 1,800 USD 1,800 USD Currencies: 1,980 USD 1,800 USD AUD/CAD (AS) 2,550 CAD - 800 CAD Type Initial Margin Maintenance Margin 2,550 CAD 2,550 CAD 2,805 CAD 2,550 CAD EUR/CZK (EZ) 118,500 CZK + 97,500 CZK Type Initial Margin Maintenance Margin 118,500 CZK 118,500 CZK 130,350 CZK 118,500 CZK EUR/HUF (HR) 317,500 HUF -82,600 HUF Type Initial Margin Maintenance Margin 317,500 HUF 317,500 HUF 349,250 HUF 317,500 HUF ICE Futures U.S. Exchange Notice 2
Million USD/JPY (ISN) 1,662,000 JPY - 421,500 JPY Type Initial Margin Maintenance Margin 1,662,000 JPY 1,662,000 JPY 1,828,200 JPY 1,662,000 JPY AUD/USD (KAU) 1,550 USD - 450 USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD Million AUD/USD (IAU) 15,500 USD - 4,500 USD Type Initial Margin Maintenance Margin 15,500 USD 15,500 USD 17,050 USD 15,500 USD EUR/GBP (KGB) 1,350 GBP + 200 GBP Type Initial Margin Maintenance Margin 1,350 GBP 1,350 GBP 1,485 GBP 1,350 GBP ICE Futures U.S. Exchange Notice 3
Million EUR/GBP (IGB) 10,800 GBP + 1,600 GBP Type Initial Margin Maintenance Margin 10,800 GBP 10,800 GBP 11,880 GBP 10,800 GBP INR/USD (KIU) 12,500 USD + 11,300 USD Type Initial Margin Maintenance Margin 12,500 USD 12,500 USD 13,750 USD 12,500 USD CHF/USD (KMF) 2,000 USD - 300 USD Type Initial Margin Maintenance Margin 2,000 USD 2,000 USD 2,200 USD 2,000 USD EUR/AUD (KRA) 2,550 AUD - 1,200 AUD Type Initial Margin Maintenance Margin 2,550 AUD 2,550 AUD 2,805 AUD 2,550 AUD ICE Futures U.S. Exchange Notice 4
EUR/SEK (KRK) 11,500 SEK - 3,000 SEK Type Initial Margin Maintenance Margin 11,500 SEK 11,500 SEK 12,650 SEK 11,500 SEK Million EUR/SEK (IRK) 92,000 SEK - 24,000 SEK Type Initial Margin Maintenance Margin 92,000 SEK 92,000 SEK 101,200 SEK 92,000 SEK EUR/CHF (KRZ) 1,050 CHF - 100 CHF Type Initial Margin Maintenance Margin 1,050 CHF 1,050 CHF 1,155 CHF 1,050 CHF Millions EUR/CHF (IRZ) 8,400 CHF -800 CHF Type Initial Margin Maintenance Margin 8,400 CHF 8,400 CHF 9,240 CHF 8,400 CHF ICE Futures U.S. Exchange Notice 5
JPY/USD (KSN) 2,250 USD - 700 USD Type Initial Margin Maintenance Margin 2,250 USD 2,250 USD 2,475 USD 2,250 USD NZD/USD (KZX) 1,550 USD -400 USD Type Initial Margin Maintenance Margin 1,550 USD 1,550 USD 1,705 USD 1,550 USD GBP/AUD (QA) 3,200 AUD - 650 AUD Type Initial Margin Maintenance Margin 3,200 AUD 3,200 AUD 3,520 AUD 3,200 AUD GBP/JPY (SY) 290,000 JPY - 89,800 JPY Type Initial Margin Maintenance Margin 290,000 JPY 290,000 JPY 319,000 JPY 290,000 JPY ICE Futures U.S. Exchange Notice 6
USD/CZK (VC) 101,500 CZK + 76,000 CZK Type Initial Margin Maintenance Margin 101,500 CZK 101,500 CZK 111,650 CZK 101,500 CZK AUD/JPY (YA) 402,000 JPY - 138,000 JPY Type Initial Margin Maintenance Margin 402,000 JPY 402,000 JPY 442,200 JPY 402,000 JPY Calendar Spread Margin: Coffee KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T1 200 200 150 200 200 200 250 250 300 350 350 400 T2 50 50 50 100 150 150 200 250 300 300 350 T3 50 50 100 200 150 200 250 300 300 350 T4 50 100 200 150 150 250 300 300 350 T5 50 100 150 150 250 250 300 350 T6 100 100 150 200 250 300 350 T7 50 100 200 250 250 300 T8 100 200 250 350 300 T9 100 200 200 250 T10 100 200 200 T11 100 150 T12 150 T13+ vs. Any Tier: 400 ICE Futures U.S. Exchange Notice 7
Soybean Oil (IBO) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T1 50 50 50 50 100 100 150 200 200 350 350 350 T2 50 50 50 50 100 150 200 200 300 300 300 T3 50 50 50 100 100 150 200 250 250 300 T4 50 50 100 100 150 200 250 250 250 T5 50 50 100 150 150 200 200 200 T6 50 100 150 150 200 200 200 T7 50 100 150 150 200 200 T8 50 100 150 150 150 T9 100 100 100 150 T10 100 100 100 T11 50 100 T12 100 T13+ vs. T13+: 350 Corn (ICN) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T1 500 500 500 500 500 500 300 350 350 350 400 400 T2 50 50 50 100 100 200 250 250 300 400 350 T3 50 50 100 100 250 250 350 300 350 350 T4 50 50 100 250 250 250 300 500 500 T5 50 100 250 350 250 400 400 450 T6 100 150 200 250 350 400 400 T7 200 200 200 350 350 400 T8 100 100 200 300 250 T9 100 150 300 250 T10 100 250 200 T11 200 200 T12 200 T13+ v. T13+: 650 ICE Futures U.S. Exchange Notice 8
Soybean (IS) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T1 350 400 450 600 800 950 1100 1350 1550 1650 1700 1700 T2 200 300 450 850 1350 1450 1600 1600 2350 2350 2300 T3 250 400 800 900 1450 1600 1600 2350 2350 2300 T4 350 700 850 1350 1500 1500 2200 2200 2150 T5 450 650 800 1000 1500 1350 1400 1400 T6 300 450 850 900 1050 1050 1050 T7 300 500 800 900 950 950 T8 300 650 750 750 800 T9 450 550 550 550 T10 400 400 400 T11 150 150 T12 150 T13+ vs. T13+: 250 Soybean Meal (ISM) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T11 T12 T13 T1 450 550 600 750 800 950 1100 1250 2200 1600 1750 1800 T2 350 450 550 700 850 1350 1450 2100 2100 2300 2350 T3 200 450 800 800 1300 1350 1500 1550 1600 2350 T4 350 550 800 900 1350 1500 1550 1550 1600 T5 350 450 650 800 1400 1500 1350 1500 T6 250 500 600 750 1150 1150 1200 T7 300 550 700 1150 1050 1050 T8 350 450 850 900 900 T9 350 700 750 750 T10 450 600 600 T11 300 350 T12 100 T13+ vs. T13+ 350 ICE Futures U.S. Exchange Notice 9
Wheat (IW) KC T2 T3 T4 T5 T6 T7 T8 T9 T10 T1 100 100 100 200 350 400 400 450 450 T2 100 100 200 350 350 400 500 450 T3 50 200 300 350 350 400 400 T4 150 300 350 350 400 400 T5 300 300 350 350 350 T6 100 200 200 250 T7 100 150 200 T8 100 150 T9 100 Butterfly Margins Tier KC OJ IBO ICN IS ISM IW T123 200 250 50 500 400 500 100 T234 50 150 50 50 250 350 100 T345 50 150 50 50 400 350 150 T456 50 100 100 100 450 450 300 T567 100 100 50 100 350 400 250 T678 100 150 50 200 300 300 150 T789 100 150 50 100 300 400 150 T8910 100 100 100 100 450 400 150 T91011 100 100 100 100 700 450 T101112 100 50 100 200 400 350 T111213 150 50 100 800 600 600 Volatility Scan Ranges Commodity Volatility Scan Range Tier 1 CC 3% CT 3% DX 1.5% RF 2% SB 4% A complete grid of margin rates for all ICE Futures U.S. Agricultural and Financial Products is available on our web page @ www.theice.com ICE Futures U.S. Exchange Notice 10