#43367

TO: ALL CLEARING MEMBERS DATE: JULY 16, 2018 SUBJECT: CUSTOMER MARGINS FOR ONECHICAGO FUTURES

On a monthly basis OCC updates OneChicago scan ranges used in the OCX SPAN parameter file. The frequency of the updates is intended to keep the futures customer margin rates more closely aligned with clearing margins, while maintaining regulatory minimums related to security futures. This month’s new rates will be effective on Tuesday 7/24. To receive email notification of these rate changes, which includes an attached file of the rate changes, please subscribe to the ONE Updates list from the OFRA webpage: https://www.theocc.com/risk- management/ofra/

The following scan ranges will be updated and all others will not change:

Current Scan Range Commodity Scan Effective Code Name Range 7/24/2018

AAN Aarons Inc 21.2 23.0

AAXN Axon Enterprise, Inc. 22.0 25.2

ABBV Abbvie Inc. 20.0 21.4

ACAD ACADIA PHARMACEUTICALS 53.5 31.5

ACH ALUMINUM CORP CHINA LTDSPON ADR H SHS 25.7 21.1

ACHC ACADIA HEALTHCARE COMPANY INCOM 24.4 26.1

ACIA ACACIA COMMUNICATIONS INCCOM 55.1 49.3

AFSI AMTRUST FINANCIAL SERVICES ICOM 28.7 30.2

AGX ARGAN INCCOM 25.8 27.3

AKCA AKCEA THERAPEUTICS INCCOM 20.0 65.1

AKRX AKORN INCCOM 90.8 38.2 ALGN ALIGN TECHNOLOGY INCCOM 26.7 24.0

ALKS Alkermes plc 35.4 27.4

ALV AUTOLIV INC 25.1 20.0

ALXN ALEXION PHARMACEUTICALS INC 31.0 21.1

AMAG AMAG Pharmaceuticals Inc 36.4 34.4

AMBA AMBARELLA INCSHS 26.1 27.7

AMED AMEDISYS INCCOM 20.0 21.9

AMN AMN HEALTHCARE SERVICES INCCOM 20.0 23.2

AMWD AMERICAN WOODMARK CORPCOM 22.7 40.4

ANDV Andeavor 24.9 20.0

ANDX Andeavor Logistics LP 26.5 20.0

ANF ABERCROMBIE & FITCH CO 32.2 34.8

ANGI ANGI Homeservices Inc. 44.8 63.8

AOBC American Outdoor Brands Corporation 20.0 22.7

APEI AMERICAN PUBLIC EDUCATION INCOM 34.8 37.0

ARCO ARCOS DORADOS HOLDINGS INC 20.0 22.4

ARLP ALLIANCE RES PARTNER L P 23.8 21.6

ARNC Arconic Inc. 30.0 25.0

ATGE Adtalem Global Education Inc. 23.0 20.0

ATHN ATHENAHEALTH INCCOM 39.7 27.7

ATI ALLEGHENY TECHNOLOGIES INC 32.4 29.0

AU ANGLOGOLD ASHANTI LTD 22.0 20.8

AYI ACUITY BRANDS INCCOM 20.0 21.2

BAK BRASKEM S ASP ADR PFD A 44.8 63.8

BB BlackBerry Limited 22.4 24.0

BBD BANCO BRADESCO S ASP ADR PFD NEW 43.3 61.3

BBVA BANCO BILBAO VIZCAYA ARGENTINA 20.0 22.8

BBY BEST BUY INC 21.3 22.9

BGFV BIG 5 SPORTING GOODS CORPCOM 25.4 30.7

BHF BRIGHTHOUSE FINL INCCOM 44.0 62.4

BKD BROOKDALE SR LIVING INCCOM 37.6 28.5

BKI BLACK KNIGHT INCCOM 45.6 65.1 BKS BARNES & NOBLES INC 24.2 25.9

BPI BRIDGEPOINT ED INCCOM 26.4 28.2

BURL BURLINGTON STORES INCCOM 20.0 21.7

BZH BEAZER HOMES USA INC 20.0 21.3

CAR Avis Budget Group Inc 26.6 28.5

CARA CARA THERAPEUTICS INCCOM 49.2 78.5

CBD Companhia Brasileira de Distribuicao 45.1 64.0

CBL CBL & ASSOC PPTYS INCCOM 23.2 28.3

CCJ CAMECO CORP 20.0 28.1

CDEV Centennial Resource Development, Inc. 20.0 21.8

CHK CHESAPEAKE ENERGY CORP 28.5 33.0

CHS CHICOS FAS INCCOM 20.0 27.1

CHTR CHARTER COMMUNICATIONS INC CL A 30.9 20.0

CIA CITIZENS INC 20.0 23.2

CIB BANCOLOMBIA S A 45.5 63.9

CIEN CIENA CORPCOM NEW 21.1 20.0

CLF Cleveland-Cliffs Inc. 35.6 31.3

CLGX CoreLogic Inc 21.1 20.0

CLR CONTINENTAL RESOURCES INCCOM 21.6 20.1

CMG Chipotle Mexican Grill Inc 29.6 22.9

COMM COMMSCOPE HLDG CO INCCOM 20.0 22.1

CPL CPFL ENERGIA S ASPONSORED ADR 20.0 22.0

CPLA CAPELLA EDUCATION COMPANYCOM 20.0 21.5

CREE CREE INC 21.4 22.6

CRR CARBO CERAMICS INCCOM 40.4 43.1

CRZO CARRIZO OIL & CO INC 27.0 29.3

CSIQ CANADIAN SOLAR INCCOM 23.9 25.4

CTL CenturyLink Inc 20.0 21.1

CYH COMMUNITY HEALTH SYS INC NEW 49.9 55.6

CZR CAESARS ENTMT CORPCOM 26.9 28.3

DB DEUTSCHE BANK AGNAMEN AKT 20.0 25.3

DDD 3-D SYS CORP DELCOM NEW 33.7 37.3 DDS DILLARDS INC 23.9 25.8

DECK DECKERS OUTDOOR CORP 21.6 20.0

DF DEAN FOODS CO NEWCOM 21.1 27.3

DG DOLLAR GEN CORP NEWCOM 20.3 26.7

DHT DHT Holdings, Inc. 20.0 21.7

DKS DICKS SPORTING GOODS INCCOM 20.5 28.0

DLTR Dollar Tree, Inc 20.0 30.8

DNOW NOW INCCOM 22.7 24.9

DO DIAMOND OFFSHORE DRILLING IN 22.7 24.5

DSW DSW INCCL A 20.0 22.9

DXC DXC TECHNOLOGY COCOM 21.4 20.0

DY DYCOM INDS INCCOM 24.6 36.2

EDU NEW ORIENTAL ED & TECH GRP ISPON ADR 20.0 21.6

EEP ENBRIDGE ENERGY PARTNERS L P 21.6 22.7

ELY CALLAWAY GOLF CO 21.2 20.0

ENDP Endo International plc 42.5 33.4

EPE EP ENERGY CORPCL A 39.6 42.0

ERF Enerplus Corporation 20.8 23.0

ESPR ESPERION THERAPEUTICS INC NECOM 51.8 57.5

EWI iShares MSCI ETF 20.0 24.0

EXPE Expedia Group, Inc. 22.9 20.0

FB FACEBOOK INCCL A 22.5 20.0

FCX Freeport-McMoRan Inc. 29.3 23.6

FEYE FIREEYE INCCOM 26.1 22.1

FI FRANKS INTL N VCOM 23.8 26.1

FII FEDERATED INVS INC PACL B 32.6 20.0

FL FOOT LOCKER INCCOM 26.1 38.5

FLEX Flex Ltd. 55.4 20.0

FLO FLOWERS FOODS INCCOM 20.0 22.1

FLXN FLEXION THERAPEUTICS INCCOM 20.0 31.6

FMI FOUNDATION MEDICINE INCCOM 26.3 27.9

FMX Fomento Economico Mexicano, S.A.B. de C.V. 46.5 66.5 FNSR FINISAR 25.1 26.8

FORR FORRESTER RESH INC 27.6 20.0

FOSL Fossil Group, Inc. 47.5 50.4

FRAN FRANCESCAS HLDGS CORPCOM 33.6 27.0

FRO Frontline Ltd Bermuda 20.0 31.2

FSLR FIRST SOLAR INCCOM 40.5 30.0

FTI TechnipFMC plc 45.7 65.2

FTR Frontier Communications Corp. 41.1 55.0

GCI Gannett Co Inc 20.0 24.2

GE GENERAL ELECTRIC COCOM 20.0 22.3

GEO GEO GROUP INCCOM 29.5 31.3

GES GUESS INCCOM 29.6 68.1

GGB GERDAU S A 46.1 65.8

GLNG GOLAR LNG LTD BERMUDASHS 20.0 78.6

GM GENERAL MTRS COCOM 20.0 24.1

GMLP GOLAR LNG PARTNERS LPCOM UNIT LPI 20.7 47.8

GNW Genworth Financial, Inc. (Holding Company) 24.6 31.9

GOGO GOGO INCCOM 25.9 48.6

GPOR GULFPORT ENERGY CORP 20.7 23.0

GPRO GOPRO INCCL A 25.9 27.8

GPS GAP INC DEL 20.0 21.3

GSM Ferroglobe PLC 27.3 28.8

GSVC GSV CAP CORPCOM 22.4 25.0

HALO HALOZYME THERAPEUTICS INCCOM 27.5 28.9

HCLP HI-CRUSH PARTNERS LPCOM UNIT LTD 29.8 27.5

HRI Herc Holdings Inc. 27.5 24.3

HTZ Hertz Global Holidings, Inc. 41.5 46.3

IAC IAC INTERACTIVECORPCOM 20.0 24.6

IIVI II VI INCCOM 24.1 22.8

ILMN ILLUMINA INC 20.7 22.6

INFN INFINERA CORPORATIONCOM 36.5 42.7

ING ING GROEP N VSPONSORED ADR 20.0 22.6 INOV INOVALON HLDGS INCCOM CL A 30.9 34.1

INSY INSYS THERAPEUTICS INC NEWCOM NEW 37.4 39.7

INT WORLD FUEL SVCS CORPCOM 76.9 24.2

IONS Ionis Pharmaceuticals, Inc. 39.4 31.7

IPHI INPHI CORPCOM 30.4 25.2

ITUB Itau Unibanco Holding SA 45.1 64.3

IVC INVACARE CORP 25.4 27.3

KBR KBR INCCOM 23.1 28.3

KEYS KEYSIGHT TECHNOLOGIES INCCOM 20.0 27.1

KLXI KLX INCCOM 23.6 20.0

KNDI Kandi Technologies Group, Inc 29.9 32.6

KOS KOSMOS ENERGY LTD 27.5 24.8

KSS KOHLS CORP 20.0 21.5

LB L Brands, Inc. 22.5 23.7

LBRDA LIBERTY BROADBAND CORPCOM SER A 38.3 20.0

LBRDK LIBERTY BROADBAND CORPCOM SER C 35.4 20.0

LC LENDINGCLUB CORPCOM 41.4 27.6

LE LANDS END INC NEWCOM 27.3 28.8

LITE LUMENTUM HLDGS INCCOM 24.2 29.1

LKM Link Motion Inc. 52.7 100.0

LKQ LKQ CORPCOM 47.4 20.0

LPI Laredo Petroleum Inc 25.3 29.2

LQDT LIQUIDITY SERVICES INC 24.1 27.9

LULU LULULEMON ATHLETICA INCCOM 21.1 22.6

MAN ManpowerGroup 21.1 20.0

MAT MATTEL INCCOM 28.8 25.1

MBI MBIA INC 26.4 24.2

MCF CONTANGO OIL & GAS COMPANY 43.8 47.0

MCY MERCURY GENL CORP NEW 26.3 20.0

MDR MCDERMOTT INTL INCCOM 32.5 22.9

MED MEDIFAST INC 24.1 34.7

MELI MERCADOLIBRE INCCOM 23.8 26.2 MNK MALLINCKRODT PUB LTD COSHS 32.0 33.9

MPC MARATHON PETE CORPCOM 21.7 20.0

MRO MARATHON OIL CORPCOM 20.7 22.2

MSGN MSG Networks Inc. 23.1 20.0

MTDR MATADOR RES COCOM 20.0 22.1

MTSI MACOM Technology Solutions Holdings, Inc. 36.0 38.6

MUR MURPHY OIL CORP 20.8 22.4

MYGN MYRIAD GENETICS INCCOM 31.2 32.9

NATI NATIONAL INSTRS CORPCOM 67.6 20.0

NBR NABORS INDS INC 24.2 25.9

NE Noble Corporation plc 27.0 28.4

NG NOVAGOLD RES INCCOM NEW 26.2 27.6

NLNK NEWLINK GENETICS CORPCOM 59.2 62.4

NLSN Nielsen Holdings plc 22.9 20.0

NRG NRG ENERGY INCCOM NEW 21.1 22.6

NSP Insperity, Inc. 23.6 20.6

NTP Nam Tai Property Inc. 20.0 21.3

NTRI NUTRI SYS INC NEWCOM 26.6 29.3

NWL Newell Brands Inc. 22.5 24.3

NXPI NXP SEMICONDUCTORS N VCOM 20.0 24.8

OC Owens Corning Inc 21.9 20.0

OCLR OCLARO INCCOM NEW 35.9 38.0

ODP OFFICE DEPOT INC 37.1 31.8

OLED UNIVERSAL DISPLAY CORPCOM 28.5 30.0

OMER OMEROS CORPCOM 44.3 49.0

OMF OneMain Holdings, Inc. 30.7 33.7

OPK OPKO HEALTH INCCOM 23.5 35.2

ORLY O REILLY AUTOMOTIVE INC 21.9 20.0

P PANDORA MEDIA INC 24.4 26.7

PAY VeriFone Systems, Inc. 37.4 28.7

PBR PETROLEO BRASILEIRO SA PETRO 22.4 37.8

PBRA PETROLEO BRASILEIRO SA PETROSP ADR NON VTG 46.4 66.0 PDCO Patterson Cos. Inc. 25.4 22.6

PETS PETMED EXPRESS INCCOM 24.3 26.4

PJC PIPER JAFFRAY COSCOM 37.7 20.2

PTEN PATTERSON UTI ENERGY INCCOM 20.0 21.1

RDC Rowan Companies plc 22.8 24.0

RDN RADIAN GROUP 22.4 20.6

RES RPC INC 20.0 21.2

REV REVLON INCCL A NEW 27.8 32.8

ROKU ROKU INCCOM CL A 20.0 64.0

RRD DONNELLEY R R & SONS COCOM 22.4 24.1

S 60.9 29.1

SAN BANCO SANTANDER CENT HISPANO 20.0 27.3

SC SANTANDER CONSUMER USA HDG ICOM 29.1 23.5

SFUN Fang Holdings Limited 28.4 34.7

SGEN SEATTLE GENETICS INCCOM 22.1 25.0

SHAK SHAKE SHACK INCCL A 20.0 21.9

SHLD SEARS HLDGS CORPCOM 32.0 45.3

SINA SINA CORPORD 20.0 22.8

SIVB SVB FINL GROUPCOM 46.2 21.8

SKX Skechers USA INC CL A 31.6 33.3

SMCI SUPER MICRO COMPUTER INCCOM 23.7 26.5

SN SANCHEZ ENERGY CORPCOM 35.7 38.3

SNAP SNAP INCCL A 21.2 37.9

SNBR Sleep Number Corporation 24.0 26.3

SPB SPECTRUM BRANDS HLDGS INCCOM 65.9 33.0

SQ SQUARE INCCL A 31.8 23.8

SRPT SAREPTA THERAPEUTICS INCCOM 49.6 46.5

SSW SEASPAN CORPSHS 24.5 26.2

STX SEAGATE TECH PLC (IRL) 23.9 25.6

SUPN SUPERNUS PHARMACEUTICALS INCCOM 24.7 26.5

SVU SUPERVALU INC 25.9 27.2

SWIR SIERRA WIRELESS INCCOM 31.2 35.6 SYMC SYMANTEC CORP 20.0 45.0

TCP TC PIPELINES LPUT COM LTD PRT 20.2 28.6

TER TERADYNE INCCOM 45.1 20.0

TEVA TEVA PHARMACEUTICAL INDS LTD 28.4 31.0

TGI TRIUMPH GROUP INC NEWCOM 31.1 38.6

THC TENET HEALTHCARE 30.0 33.0

THO INDS INC 21.8 25.6

THS TREEHOUSE FOODS INCCOM 25.5 28.1

TPX Tempur Sealy International Inc. 27.1 29.5

TREX TREX INCCOM 21.9 24.0

TRIP TRIPADVISOR INCCOM 24.5 27.3

TRTN Triton International Limited 24.0 26.4

TUP TUPPERWARE BRANDS CORPCOM 24.2 22.6

TZOO Travelzoo 49.3 27.7

UBNT UBIQUITI NETWORKS INCCOM 24.1 25.6

UNM UNUM GROUPCOM 20.0 24.0

URBN URBAN OUTFITTERS INCCOM 20.0 21.7

UTHR UNITED THERAPEUTICS CORP DEL 20.0 21.6

UVV UNIVERSAL CORP VA 20.0 63.0

UVXY PROSHARES TR IIULT VIX ST TRM 72.5 79.4

VEON VEON Ltd. 27.1 25.4

VIIX VelocityShares VIX Short-Term ETN 35.7 46.4

VIPS VIPSHOP HLDGS LTDSPONSORED ADR 32.5 37.6

VIV Telefonica Brasil S.A. 45.7 65.2

VIXY PROSHARES TR IIVIX SHTTRM FUT 37.3 46.0

VSTO VISTA OUTDOOR INCCOM 27.7 32.0

VXX iPath S&P 500 VIX Short-Term Futures ETN 39.0 46.5

WDC WESTERN DIGITAL CORP 25.2 20.0

WGO WINNEBAGO INDS INC 22.0 23.2

WH WYNDHAM HOTELS & RESORTS INCCOM 20.0 65.1

WIN Windstream Holdings, Inc. 36.6 59.1

WPG WASHINGTON PRIME GROUP INCCOM 25.4 20.0 WPX WPX ENERGY INCCOM 25.9 27.5

XON INTREXON CORPCOM 32.7 37.7

XPO XPO LOGISTICS INCCOM 20.0 21.3

YRCW YRC Worldwide Inc 35.7 37.8

YUMC YUM CHINA HLDGS INCCOM 46.3 66.1

ZIOP ZIOPHARM ONCOLOGY INCCOM 20.0 28.9

ZYNE ZYNERBA PHARMACEUTICALS INCCOM 56.2 59.9

For questions regarding this memo, Clearing Members may contact Member Services at 1-800-544-6091 or, within Canada, at 1-800-424-7320, and email [email protected] or [email protected].