Customer Margins for Onechicago Futures
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#XXXXX TO: ALL CLEARING MEMBERS DATE: August 13, 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 8/21. 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: Commodity Name Current Scan Code Scan Range Range Effective 8/21/2018 AAN Aarons Inc 23.0 24.2 AAP ADVANCED AUTO PARTS INCCOM 22.0 24.9 AAXN Axon Enterprise, Inc. 25.2 32.8 ABBV Abbvie Inc. 21.4 20.0 ABC AMERISOURCEBERGEN CORP 20.0 22.5 ABX BARRICK GOLD CORP 20.0 24.3 ACAD ACADIA PHARMACEUTICALS 31.5 42.1 ACH ALUMINUM CORP CHINA LTDSPON ADR H SHS 21.1 24.0 AEGN Aegion Corp 22.0 25.2 AEM Agnico Eagle Mines Limited 20.0 21.1 AEO AMERICAN EAGLE OUTFITTERS NECOM 20.0 21.2 AFSI AMTRUST FINANCIAL SERVICES ICOM 30.2 35.1 AGIO AGIOS PHARMACEUTICALS INCCOM 30.7 33.7 AGX ARGAN INCCOM 27.3 35.7 AKAM AKAMAI TECHNOLOGIES INCCOM 20.0 22.1 AKRX AKORN INCCOM 38.2 40.7 AKS AK STL HLDG CORP 34.3 38.0 ALKS Alkermes plc 27.4 39.1 ALNY ALNYLAM PHARMACEUTICALS INCCOM 46.5 54.1 ALXN ALEXION PHARMACEUTICALS INC 21.1 22.8 AMAG AMAG Pharmaceuticals Inc 34.4 43.6 AMBA AMBARELLA INCSHS 27.7 32.5 AMD ADVANCED MICRO DEVICES INC 31.7 34.5 AMED AMEDISYS INCCOM 21.9 24.2 AMN AMN HEALTHCARE SERVICES INCCOM 23.2 26.1 AMWD AMERICAN WOODMARK CORPCOM 40.4 26.9 ANET ARISTA NETWORKS INCCOM 24.7 28.3 ANF ABERCROMBIE & FITCH CO 34.8 38.9 AOBC American Outdoor Brands Corporation 22.7 24.6 APEI AMERICAN PUBLIC EDUCATION INCOM 37.0 40.8 APOG APOGEE ENTERPRISES INCCOM 20.0 23.0 ARCO ARCOS DORADOS HOLDINGS INC 22.4 24.4 ATGE Adtalem Global Education Inc. 20.0 21.9 ATHN ATHENAHEALTH INCCOM 27.7 30.0 ATI ALLEGHENY TECHNOLOGIES INC 29.0 32.3 AU ANGLOGOLD ASHANTI LTD 20.8 22.1 AVP AVON PRODS INC 26.7 30.6 AYI ACUITY BRANDS INCCOM 21.2 23.1 BB BlackBerry Limited 24.0 35.7 BBBY BED BATH & BEYOND INC 26.7 28.9 BBVA BANCO BILBAO VIZCAYA ARGENTINA 22.8 20.0 BBY BEST BUY INC 22.9 24.9 BCS BARCLAYS PLCADR 21.9 20.0 BEL Belmond Ltd. 20.0 21.5 BGG BRIGGS & STRATTON CORP 20.0 21.6 BHC Bausch Health Companies Inc. 42.3 46.8 BKD BROOKDALE SR LIVING INCCOM 28.5 32.0 BKE BUCKLE INC 20.0 21.7 BKS BARNES & NOBLES INC 25.9 28.0 BLUE BLUEBIRD BIO INCCOM 29.9 36.5 BMRN BIOMARIN PHARMACEUTICAL INC 20.0 22.3 BOFI BOFI HLDG INCCOM 20.0 22.8 BPI BRIDGEPOINT ED INCCOM 28.2 31.2 BRFS BRF S.A. 22.6 27.2 BSBR BANCO SANTANDER BRASIL S AADS REP 1 UNIT 20.0 22.2 BURL BURLINGTON STORES INCCOM 21.7 20.0 BVN COMPANIA DE MINAS BUENAVENTUSPONSORED 20.0 21.7 ADR BZH BEAZER HOMES USA INC 21.3 22.4 CAH CARDINAL HEALTH INC 20.0 24.5 CAR Avis Budget Group Inc 28.5 36.7 CARA CARA THERAPEUTICS INCCOM 78.5 56.1 CBPO China Biologic Products Holdings, Inc. 20.0 32.8 CCJ CAMECO CORP 28.1 25.4 CCO CLEAR CHANNEL OUTDOOR HLDGSCL A 26.3 30.0 CDE Coeur Mining Inc. 29.5 32.2 CDEV Centennial Resource Development, Inc. 21.8 20.6 CENX Century Aluminum Co. 33.5 39.5 CF CF INDS HLDGS INCCOM 20.0 21.1 CGNX COGNEX CORPCOM 20.0 21.2 CIA CITIZENS INC 23.2 25.8 CLF Cleveland-Cliffs Inc. 31.3 34.4 CLMT CALUMET SPECIALTY PRODS PTNRUT LTD 27.4 29.5 PARTNER CLR CONTINENTAL RESOURCES INCCOM 20.1 22.6 CMC COMMERCIAL METALS COCOM 20.0 24.2 CMG Chipotle Mexican Grill Inc 22.9 25.9 CMPR Cimpress N.V. 20.0 21.6 CNC CENTENE CORP 20.0 22.0 CNX CNX Resources Corporation 20.0 21.3 COMM COMMSCOPE HLDG CO INCCOM 22.1 24.3 CPB CAMPBELL SOUP CO 20.0 25.9 CPL CPFL ENERGIA S ASPONSORED ADR 22.0 20.2 CPLA CAPELLA EDUCATION COMPANYCOM 21.5 23.9 CREE CREE INC 22.6 25.4 CROX CROCS INCCOM 29.4 32.9 CRR CARBO CERAMICS INCCOM 43.1 46.3 CRS CARPENTER TECHNOLOGY CORP 20.0 22.4 CRZO CARRIZO OIL & CO INC 29.3 32.8 CSIQ CANADIAN SOLAR INCCOM 25.4 28.0 CTL CenturyLink Inc 21.1 23.0 CVG CONVERGYS CORPCOM 20.0 26.0 CVI CVR ENERGY INCCOM 25.8 29.6 CVS CVS Health Corporation 20.0 25.5 CXO CONCHO RES INCCOM 20.9 22.5 CXW CoreCivic, Inc. 31.0 36.9 CYH COMMUNITY HEALTH SYS INC NEW 55.6 71.8 DATA TABLEAU SOFTWARE INCCL A 20.0 24.0 DB DEUTSCHE BANK AGNAMEN AKT 25.3 20.5 DDD 3-D SYS CORP DELCOM NEW 37.3 40.8 DDS DILLARDS INC 25.8 28.9 DECK DECKERS OUTDOOR CORP 20.0 22.0 DF DEAN FOODS CO NEWCOM 27.3 25.9 DG DOLLAR GEN CORP NEWCOM 26.7 20.0 DHT DHT Holdings, Inc. 21.7 25.9 DIN Dine Brands Global, Inc. 21.7 29.9 DISCA Discovery, Inc. Series A 20.0 21.8 DKS DICKS SPORTING GOODS INCCOM 28.0 31.1 DLTR Dollar Tree, Inc 30.8 20.0 DNOW NOW INCCOM 24.9 26.6 DNR DENBURY RES INC 38.8 44.4 DO DIAMOND OFFSHORE DRILLING IN 24.5 30.0 DSX Diana Shipping Inc. 32.4 36.2 DUST Direxion Daily Gold Miners Index Bear 3X Shares 52.5 55.8 DVN DEVON ENERGY CORP NEW 20.0 21.9 DXCM DEXCOM INCCOM 28.9 34.7 DY DYCOM INDS INCCOM 36.2 31.6 ECA ENCANA CORPCOM 21.3 22.5 ECPG Encore Capital Group, Inc. 24.9 26.2 EDU NEW ORIENTAL ED & TECH GRP ISPON ADR 21.6 23.2 EEP ENBRIDGE ENERGY PARTNERS L P 22.7 38.1 ENB ENBRIDGE INCCOM 20.0 24.3 ENDP Endo International plc 33.4 40.6 EPE EP ENERGY CORPCL A 42.0 45.4 ERJ Embraer S.A. 20.0 22.1 ESV Ensco PLC 27.0 29.7 ETM ENTERCOM COMMUNICATIONS CORP 20.9 23.5 EVHC Envision Healthcare Corporation 26.7 30.6 EWI iShares MSCI Italy ETF 24.0 20.0 FCX Freeport-McMoRan Inc. 23.6 25.0 FEYE FIREEYE INCCOM 22.1 24.7 FGP FERRELLGAS PARTNERS L.P.UNIT LTD PART 27.5 31.2 FIT FITBIT INCCL A 31.7 38.9 FL FOOT LOCKER INCCOM 38.5 32.0 FLO FLOWERS FOODS INCCOM 22.1 20.0 FLR FLUOR CORP NEW 20.0 21.8 FLXN FLEXION THERAPEUTICS INCCOM 31.6 35.1 FMI FOUNDATION MEDICINE INCCOM 27.9 38.6 FNSR FINISAR 26.8 29.3 FOSL Fossil Group, Inc. 50.4 57.1 FRAN FRANCESCAS HLDGS CORPCOM 27.0 33.4 FRO Frontline Ltd Bermuda 31.2 25.4 FSLR FIRST SOLAR INCCOM 30.0 32.3 FXP ProShares UltraShort FTSE China 50 20.0 22.0 GCI Gannett Co Inc 24.2 26.1 GDXJ VanEck Vectors Junior Gold Miners ETF 22.3 24.4 GE GENERAL ELECTRIC COCOM 22.3 27.5 GEO GEO GROUP INCCOM 31.3 36.2 GES GUESS INCCOM 68.1 36.6 GHDX GENOMIC HEALTH INCCOM 20.0 32.5 GLNG GOLAR LNG LTD BERMUDASHS 78.6 25.7 GM GENERAL MTRS COCOM 24.1 20.0 GME Gamestop Corp CL A (Holding Company) 20.0 24.1 GMLP GOLAR LNG PARTNERS LPCOM UNIT LPI 47.8 20.0 GNC GNC HLDGS INC 47.9 55.2 GNW Genworth Financial, Inc. (Holding Company) 31.9 30.3 GOGO GOGO INCCOM 48.6 37.3 GPOR GULFPORT ENERGY CORP 23.0 24.6 GPRO GOPRO INCCL A 27.8 30.5 GPS GAP INC DEL 21.3 23.3 GRPN Groupon Inc 29.2 33.4 GRUB GRUBHUB INCCOM 26.4 30.6 GSM Ferroglobe PLC 28.8 32.0 GSVC GSV CAP CORPCOM 25.0 27.6 HAIN HAIN CELESTIAL GROUP INCCOM 21.5 23.6 HALO HALOZYME THERAPEUTICS INCCOM 28.9 30.6 HCLP HI-CRUSH PARTNERS LPCOM UNIT LTD 27.5 31.2 HL HECLA MNG COCOM 24.4 27.1 HOS HORNBECK OFFSHORE SVCS INC NCOM 48.5 56.6 HRB BLOCK H & R INCCOM 20.0 24.2 HTZ Hertz Global Holidings, Inc. 46.3 52.1 HURN HURON CONSULTING GROUP INCCOM 20.0 21.4 HZNP Horizon Pharma plc 34.5 36.9 IAC IAC INTERACTIVECORPCOM 24.6 21.1 ICPT INTERCEPT PHARMACEUTICALS INCOM 34.7 40.9 IIVI II VI INCCOM 22.8 25.8 ILMN ILLUMINA INC 22.6 25.5 IMAX IMAX CORP 20.0 22.1 INCY INCYTE CORPCOM 22.1 25.0 ING ING GROEP N VSPONSORED ADR 22.6 20.0 INSY INSYS THERAPEUTICS INC NEWCOM NEW 39.7 43.9 INT WORLD FUEL SVCS CORPCOM 24.2 27.2 INVA Innoviva, Inc.