#44556

TO: ALL CLEARING MEMBERS DATE: FEBRUARY 12, 2019 SUBJECT: CUSTOMER MARGINS FOR ONECHICAGO FUTURES

Each month 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 2/19. 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/, or contact [email protected]. The following scan ranges will be updated, and all others will not change:

Scan Current Range Commodity Scan Effective Code Name Range 2/19/2018 ACAD ACADIA PHARMACEUTICALS 35.7 33.2 AGIO AGIOS PHARMACEUTICALS INCCOM 28.6 23.7 AKCA AKCEA THERAPEUTICS INCCOM 35.7 32.9 AKRX AKORN INCCOM 58.3 28.0 ALNY ALNYLAM PHARMACEUTICALS INCCOM 21.7 20.0 AMAG AMAG Pharmaceuticals Inc 20.0 21.2 AMBA AMBARELLA INCSHS 22.4 20.0 APHA APHRIA INCCOM 20.0 22.7 APU AMERIGAS PARTNERS L PUNIT L P INT 24.4 20.0 ARMK Aramark 24.5 20.0 AVP AVON PRODS INC 20.0 31.8 BGFV BIG 5 SPORTING GOODS CORPCOM 22.9 20.0 BIG BIG LOTS INCCOM 21.4 20.0 BZH BEAZER HOMES USA INC 22.8 21.5 CAR Avis Budget Group Inc 22.6 21.4 CARA CARA THERAPEUTICS INCCOM 33.0 24.5 CBD Companhia Brasileira de Distribuicao 24.4 22.4 CENX Century Aluminum Co. 26.1 24.7 CHS CHICOS FAS INCCOM 51.3 21.5 CIB BANCOLOMBIA S A 24.7 23.0 CLMT CALUMET SPECIALTY PRODS PTNRUT LTD PARTNER 20.0 21.6 CLS CELESTICA INC 20.3 30.6 CROX CROCS INCCOM 22.9 20.7 CRR CARBO CERAMICS INCCOM 20.1 22.4 CTRP CTRIP COM INTL LTDADR 21.9 20.0 DNR DENBURY RES INC 30.8 23.4 EA ELECTRONIC ARTS INC 21.0 25.3 EPE EP ENERGY CORPCL A 27.2 29.2 ESV Ensco PLC 25.4 20.0 EXAS EXACT SCIENCES CORP 24.6 21.5 FCX Freeport-McMoRan Inc. 20.0 21.4 FGP FERRELLGAS PARTNERS L.P.UNIT LTD PART 100.0 35.0 FIT FITBIT INCCL A 21.0 22.6 FLXN FLEXION THERAPEUTICS INCCOM 23.1 24.8 FRAN FRANCESCAS HLDGS CORPCOM 56.2 26.5 FRO Frontline Ltd Bermuda 23.6 21.4 FTR Frontier Communications Corp. 29.6 23.9 GME Gamestop Corp CL A (Holding Company) 20.0 24.5 GNC GNC HLDGS INC 26.4 21.6 GOGO GOGO INCCOM 26.2 20.0 GPRO GOPRO INCCL A 20.0 21.4 GSM Ferroglobe PLC 50.3 27.4 HBI HANESBRANDS INCCOM 20.0 26.4 HOS HORNBECK OFFSHORE SVCS INC NCOM 33.3 38.3 HRI Herc Holdings Inc. 22.8 20.0 INOV INOVALON HLDGS INCCOM CL A 22.3 20.0 INSY INSYS THERAPEUTICS INC NEWCOM NEW 30.8 33.5 IVC INVACARE CORP 20.0 25.5 JAZZ Jazz Pharmaceuticals Plc. 25.2 23.0 JCP PENNEY J C INC 22.0 20.0 JKS JINKOSOLAR HLDG CO LTDSPONSORED ADR 22.0 24.2 KOS KOSMOS ENERGY LTD 24.1 20.0 KRO KRONOS WORLDWIDE INC 21.1 20.0 LITE LUMENTUM HLDGS INCCOM 20.0 22.9 MCF CONTANGO OIL & GAS COMPANY 24.7 20.0 MDCO MEDICINES COCOM 27.9 20.0 MDR MCDERMOTT INTL INCCOM 35.0 20.0 MED MEDIFAST INC 27.7 23.8 MTN VAIL RESORTS INC 31.9 20.0 MTSI MACOM Technology Solutions Holdings, Inc. 20.0 22.7 NAT Nordic American Tankers Ltd 21.8 20.0 NBR NABORS INDS INC 24.4 21.9 NE Noble Corporation plc 21.3 20.0 NG NOVAGOLD RES INCCOM NEW 21.5 20.0 NL NL Industries, Inc. 34.7 20.0 NVDA NVIDIA CORP 29.8 23.3 OAS Oasis Petroleum Inc. 21.7 20.0 ODP OFFICE DEPOT INC 21.7 20.6 OLED UNIVERSAL DISPLAY CORPCOM 22.7 20.0 OMER OMEROS CORPCOM 29.0 27.0 OPK OPKO HEALTH INCCOM 20.0 30.8 OSTK OVERSTOCK COM INC 34.4 29.8 PBRA PETROLEO BRASILEIRO SA PETROSP ADR NON VTG 24.2 22.2 PCG PG&E CORPCOM 20.0 100.0 PIR PIER 1 IMPORTS INC 27.4 47.6 PLCE Childrens Place, Inc. (The) 23.6 20.0 RDC Rowan Companies plc 21.2 20.0 REV REVLON INCCL A NEW 22.3 20.0 RIOT Riot Blockchain, Inc. 45.1 41.2 RMTI Rockwell Medical, Inc. 22.0 24.6 SDLP SEADRILL PARTNERS LLCCOMUNIT REP LB 20.0 39.4 SGMO Sangamo Therapeutics, Inc. 24.0 61.8 SIVB SVB FINL GROUPCOM 22.0 20.0 SN SANCHEZ ENERGY CORPCOM 100.0 57.1 SNAP SNAP INCCL A 21.8 23.5 SNBR Sleep Number Corporation 23.2 21.9 SPB Spectrum Brands Holdings, Inc. 20.0 43.1 SPN SUPERIOR ENERGY SVCS INCCOM 26.2 21.3 SQ SQUARE INCCL A 23.5 20.8 SRPT SAREPTA THERAPEUTICS INCCOM 39.9 35.9 TGI TRIUMPH GROUP INC NEWCOM 25.7 20.0 TLRD Tailored Brands, Inc. 38.7 29.8 TLRY TILRAY INCCOM CL 2 54.0 39.1 TPR Tapestry, Inc. 20.0 32.9 TTWO TAKE-TWO INTERACTIVE SOFTWAR 20.0 31.0 TUP TUPPERWARE BRANDS CORPCOM 20.0 39.2 TZOO Travelzoo 20.7 27.5 UAA UNDER ARMOUR INCCL A 22.2 20.0 ULTA Ulta Beauty, Inc. 22.5 20.0 ULTI ULTIMATE SOFTWARE GROUP INC 20.0 22.0 UNFI UNITED NAT FOODS INC 28.8 20.0 UNG United States Natural Gas Fund LP 21.6 20.0 VALE Vale S.A. 20.0 26.6 VECO VEECO INSTRS INC DEL 21.3 20.0 VICR VICOR CORPCOM 20.9 25.4 WFT Weatherford International plc 36.9 45.4 WH WYNDHAM HOTELS & RESORTS INCCOM 24.3 22.4 WIN Windstream Holdings, Inc. 26.3 29.7 XPER Xperi Corporation 37.0 20.0 XPO XPO LOGISTICS INCCOM 91.8 20.0 ZG Zillow Group, Inc. Class A Common Stock 25.3 20.0 ZIOP ZIOPHARM ONCOLOGY INCCOM 29.4 27.0

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].