Customer Margins for Onechicago Futures

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TO: ALL CLEARING MEMBERS DATE: September 17, 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 9/25. 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 9/25/2018 AAN Aarons Inc 24.2 27.0 ABC AMERISOURCEBERGEN CORP 22.5 21.2 ABMD ABIOMED INCCOM 20.0 31.0 ACAD ACADIA PHARMACEUTICALS 42.1 35.7 ACH ALUMINUM CORP CHINA LTDSPON ADR H SHS 24.0 26.2 ADBE ADOBE SYS INC 20.0 23.3 AEGN Aegion Corp 25.2 23.2 AGX ARGAN INCCOM 35.7 29.1 AIR AAR CORPCOM 20.0 21.9 AKCA AKCEA THERAPEUTICS INCCOM 65.1 61.2 ALK ALASKA AIR GROUP INC 20.0 21.7 ALKS Alkermes plc 39.1 32.2 AMAG AMAG Pharmaceuticals Inc 43.6 38.0 ANGI ANGI Homeservices Inc. 63.8 60.0 ARCO ARCOS DORADOS HOLDINGS INC 24.4 22.9 ARLP ALLIANCE RES PARTNER L P 21.6 20.0 ARNC Arconic Inc. 25.0 27.3 ARRS ARRIS International plc 20.0 22.0 ASTE ASTEC INDS INC 20.0 37.4 ATI ALLEGHENY TECHNOLOGIES INC 32.3 29.0 AYI ACUITY BRANDS INCCOM 23.1 24.3 BAH BOOZ ALLEN HAMILTON HLDG CORCL A 20.0 25.5 BAK BRASKEM S ASP ADR PFD A 63.8 60.0 BB BlackBerry Limited 35.7 26.5 BBD BANCO BRADESCO S ASP ADR PFD NEW 61.3 57.8 BBY BEST BUY INC 24.9 23.3 BEL Belmond Ltd. 21.5 20.0 BGFV BIG 5 SPORTING GOODS CORPCOM 30.7 27.2 BGG BRIGGS & STRATTON CORP 21.6 20.3 BHF BRIGHTHOUSE FINL INCCOM 62.4 58.7 BKI BLACK KNIGHT INCCOM 65.1 61.2 BLUE BLUEBIRD BIO INCCOM 36.5 34.6 BMRN BIOMARIN PHARMACEUTICAL INC 22.3 20.0 BOFI Axos Financial, Inc. 22.8 21.1 BPI BRIDGEPOINT ED INCCOM 31.2 100.0 BRFS BRF S.A. 27.2 25.0 BSBR BANCO SANTANDER BRASIL S AADS REP 1 UNIT 22.2 24.3 BZH BEAZER HOMES USA INC 22.4 28.0 CAH CARDINAL HEALTH INC 24.5 20.8 CAR Avis Budget Group Inc 36.7 29.5 CBD Companhia Brasileira de Distribuicao 64.0 60.3 CBPO China Biologic Products Holdings, Inc. 32.8 26.3 CENX Century Aluminum Co. 39.5 36.2 CGBD TCG BDC INCCOM 20.0 60.3 CGNX COGNEX CORPCOM 21.2 60.1 CIA CITIZENS INC 25.8 24.2 CLGX CoreLogic Inc 20.0 21.4 CNSL CONSOLIDATED COMM HLDGS INCCOM 20.0 21.4 COMM COMMSCOPE HLDG CO INCCOM 24.3 25.8 CPB CAMPBELL SOUP CO 25.9 21.2 CROX CROCS INCCOM 32.9 30.3 CVG CONVERGYS CORPCOM 26.0 20.0 CVS CVS Health Corporation 25.5 20.0 CXO CONCHO RES INCCOM 22.5 20.0 CYH COMMUNITY HEALTH SYS INC NEW 71.8 59.8 DATA TABLEAU SOFTWARE INCCL A 24.0 26.2 DB DEUTSCHE BANK AGNAMEN AKT 20.5 22.6 DDD 3-D SYS CORP DELCOM NEW 40.8 46.2 DE DEERE & CO 20.0 23.5 DECK DECKERS OUTDOOR CORP 22.0 23.5 DHI D R HORTON INC 20.0 23.3 DHT DHT Holdings, Inc. 25.9 24.2 DIN Dine Brands Global, Inc. 29.9 24.4 DISCA Discovery, Inc. Series A 21.8 20.0 DK DELEK US HLDGS INCCOM 20.0 21.1 DLB DOLBY LABORATORIES INCCOM 20.0 21.5 DM Dominion Energy midstream Partners, LP 20.0 23.9 DNR DENBURY RES INC 44.4 47.4 DO DIAMOND OFFSHORE DRILLING IN 30.0 26.0 DSX Diana Shipping Inc. 36.2 33.2 EEFT EURONET WORLDWIDE, INC 20.0 31.0 EEP ENBRIDGE ENERGY PARTNERS L P 38.1 24.9 ENB ENBRIDGE INCCOM 24.3 20.0 ENDP Endo International plc 40.6 36.7 EQT EQT Corporation 20.0 21.5 ERJ Embraer S.A. 22.1 23.7 EW EDWARDS LIFESCIENCES CORP 20.0 21.4 EXAS EXACT SCIENCES CORP 42.3 35.2 EXPE Expedia Group, Inc. 20.0 25.9 FB FACEBOOK INCCL A 20.0 58.5 FI FRANKS INTL N VCOM 26.1 21.6 FIVE FIVE BELOW INCCOM 20.0 21.2 FIX COMFORT SYS USA INCCOM 20.0 21.3 FLIC FIRST LONG IS CORPCOM 20.0 24.7 FMX Fomento Economico Mexicano, S.A.B. de C.V. 66.5 62.5 FRO Frontline Ltd Bermuda 25.4 22.4 FTI TechnipFMC plc 65.2 61.3 GDXJ VanEck Vectors Junior Gold Miners ETF 24.4 22.9 GE GENERAL ELECTRIC COCOM 27.5 20.0 GGB GERDAU S A 65.8 61.9 GHL GREENHILL & CO INCCOM 20.0 21.8 GLW CORNING INCCOM 20.0 24.9 GNW Genworth Financial, Inc. (Holding Company) 30.3 28.0 GPRO GOPRO INCCL A 30.5 35.1 GRPN Groupon Inc 33.4 31.3 GRUB GRUBHUB INCCOM 30.6 36.7 GT GOODYEAR TIRE & RUBR CO 20.0 22.6 GWW GRAINGER W W INCCOM 20.0 22.6 HALO HALOZYME THERAPEUTICS INCCOM 30.6 33.7 HAS HASBRO INC 20.0 23.3 HCA HCA Healthcare, Inc. 20.0 22.3 HCLP HI-CRUSH PARTNERS LPCOM UNIT LTD 31.2 36.8 HL HECLA MNG COCOM 27.1 28.6 HRS HARRIS CORP DEL 20.0 26.5 HTZ Hertz Global Holidings, Inc. 52.1 47.1 IAC IAC INTERACTIVECORPCOM 21.1 22.8 ICPT INTERCEPT PHARMACEUTICALS INCOM 40.9 38.0 IGT International Game Technology PLC 20.0 21.5 IIVI II VI INCCOM 25.8 33.5 ILMN ILLUMINA INC 25.5 49.7 INFN INFINERA CORPORATIONCOM 42.7 39.1 INT WORLD FUEL SVCS CORPCOM 27.2 65.0 INTC INTEL CORP 20.0 23.1 IONS Ionis Pharmaceuticals, Inc. 35.8 32.4 IPGP IPG PHOTONICS CORPCOM 25.3 100.0 IRBT IROBOT CORPCOM 34.9 39.2 IRTC IRHYTHM TECHNOLOGIES INCCOM 20.0 25.0 ITUB Itau Unibanco Holding SA 64.3 60.4 JCP PENNEY J C INC 33.1 31.3 JD JD COM INCSPON ADR CL A 21.8 20.3 JKS JINKOSOLAR HLDG CO LTDSPONSORED ADR 33.4 26.5 JNPR JUNIPER NETWORKS INC 20.0 23.8 JNUG DIREXION SHS ETF TRDLY JR GL MNR 3X 75.6 71.4 KBH KB HOME 23.4 20.8 KDP Keurig Dr Pepper Inc. 20.0 61.5 KERX KERYX BIOPHARMACEUTICALS INCCOM 71.7 33.9 KLAC KLA-TENCOR CORPCOM 20.0 29.4 KMX CARMAX INCCOM 27.3 20.0 KNX Knight-Swift Transportation Holdings Inc. 20.0 26.3 KOS KOSMOS ENERGY LTD 31.4 27.0 LAD LITHIA MTRS INC 20.0 28.8 LB L Brands, Inc. 27.2 28.6 LC LENDINGCLUB CORPCOM 36.6 38.7 LGFA Lions Gate Entertainment Corporation Class A 22.7 20.5 LN LINE CORPSPONSORED ADR 25.9 23.9 LPNT LifePoint Health, Inc. 22.1 46.3 MBI MBIA INC 27.2 33.0 MCF CONTANGO OIL & GAS COMPANY 52.0 45.0 MCK MCKESSON CORP 27.1 21.2 MCY MERCURY GENL CORP NEW 20.0 34.8 MDSO MEDIDATA SOLUTIONS INCCOM 20.0 30.5 MDXG MIMEDX GROUP INCCOM 58.0 87.5 MED MEDIFAST INC 39.0 32.6 MELI MERCADOLIBRE INCCOM 31.0 26.3 MHK MOHAWK INDS INC 20.0 41.7 MIC Macquarie Infrastructure Corporation 27.5 29.2 MIK MICHAELS COS INCCOM 24.4 20.2 MKC MCCORMICK & CO INC 22.1 20.0 MLCO Melco Resorts & Entertainment Limited 20.0 21.1 MNK MALLINCKRODT PUB LTD COSHS 39.4 37.0 MRVL MARVELL TECHNOLOGY GROUP LTD 26.9 20.0 MSG MADISON SQUARE GARDEN CO NEWCL A 34.2 20.0 MSGN MSG Networks Inc. 24.7 20.6 MSTR MICROSTRATEGY INCCL A NEW 20.0 25.5 MU MICRON TECHNOLOGY INC 26.6 23.5 NAT Nordic American Tankers Ltd 45.8 40.0 NKE NIKE INC 31.3 20.0 NL NL Industries, Inc. 20.0 46.1 NLNK NEWLINK GENETICS CORPCOM 62.4 68.3 NLSN Nielsen Holdings plc 20.0 86.9 NOK NOKIA CORP 21.8 24.0 NOV NATIONAL OILWELL VARCO INCCOM 20.0 23.4 NS NuStar Energy LP 21.5 20.0 NSP Insperity, Inc. 24.0 21.6 NTCT NETSCOUT SYS INC 20.0 23.0 NTRI NUTRI SYS INC NEWCOM 31.4 29.5 NUGT Direxion Daily Gold Miners Index Bull 3X Shares 59.4 56.1 NXPI NXP SEMICONDUCTORS N VCOM 20.3 26.1 OAS Oasis Petroleum Inc. 38.5 35.6 ODP OFFICE DEPOT INC 37.5 35.4 OII OCEANEERING INTL INC 21.4 20.0 OPK OPKO HEALTH INCCOM 37.5 46.0 OSTK OVERSTOCK COM INC 62.9 48.4 P PANDORA MEDIA INC 29.4 37.8 PBRA PETROLEO BRASILEIRO SA PETROSP ADR NON 66.0 62.1 VTG PBYI PUMA BIOTECHNOLOGY INCCOM 72.1 55.6 PDCO Patterson Cos. Inc. 25.1 23.4 PETS PETMED EXPRESS INCCOM 29.9 39.7 PTCT PTC THERAPEUTICS INCCOM 97.1 72.8 PTEN PATTERSON UTI ENERGY INCCOM 21.1 22.5 QCOM QUALCOMM INC 20.0 26.2 QEP QEP RES INCCOM 28.4 32.5 QID ProShares UltraShort QQQ 23.2 20.0 QLD ProShares Ultra QQQ 24.0 20.0 RDC Rowan Companies plc 26.4 24.3 RES RPC INC 20.0 21.9 REV REVLON INCCL A NEW 32.8 43.9 RHT RED HAT INC 33.8 20.4 RIOT Riot Blockchain, Inc. 78.7 100.0 RMTI Rockwell Medical, Inc. 48.0 33.9 RRC RANGE RES CORP 20.0 21.3 RRD DONNELLEY R R & SONS COCOM 31.7 27.6 RYAM RAYONIER ADVANCED MATLS INCCOM 32.3 30.5 S Sprint Corporation 31.6 28.6 SA SEABRIDGE GOLD INCCOM 26.8 25.2 SABR SABRE CORPCOM 20.0 25.4 SAM BOSTON BEER INC 20.0 26.8 SDLP SEADRILL PARTNERS LLCCOMUNIT REP LB 43.6 33.5 SEP SPECTRA ENERGY PARTNERS LPCOM 26.0 20.0 SFM SPROUTS FMRS MKT INCCOM 24.3 22.8 SFUN Fang Holdings Limited 34.7 32.7 SGMO Sangamo Therapeutics, Inc. 52.1 47.5 SIG SIGNET JEWELERS LIMITEDSHS 36.5 39.2 SIL GLOBAL X FDSSILVER MNR ETF 21.3 20.2 SKX Skechers USA INC CL A 37.3 52.2 SMCI SUPER MICRO COMPUTER INCCOM 28.7 24.3 SN SANCHEZ ENERGY CORPCOM 43.1 40.8 SNAP SNAP INCCL A 42.8 48.4 SONC SONIC CORP 22.5 20.0 SPB Spectrum Brands Holdings, Inc. 23.8 35.2 SRC Spirit Realty Capital Inc. 20.0 21.1 SRE SEMPRA ENERGY 22.6 20.0 SRPT SAREPTA THERAPEUTICS INCCOM 63.0 53.1 SSRM SSR Mining Inc. 29.9 32.7 SVU SUPERVALU INC 30.4 42.9 SWIR SIERRA WIRELESS INCCOM 35.6 33.6 SWN SOUTHWESTERN ENERGY CO 26.0 24.5 SYF SYNCHRONY FINLCOM 20.0 21.7 SYY SYSCO CORP 20.0 24.7 TAL TAL ED GROUPADS REPSTG COM 27.0 32.2 TCP TC PIPELINES LPUT COM LTD PRT 38.0 49.5 TDC TERADATA CORP DELCOM 20.0 25.4 TER TERADYNE INCCOM 20.0 23.3 TERP TerraForm Power, Inc. Class A 25.4 23.9 TGI TRIUMPH GROUP INC NEWCOM 34.5 29.0 TGNA TEGNA Inc. 23.6 20.0 TIVO TiVo Corporation 22.7 25.8 TK TEEKAY CORPORATIONCOM 28.5 32.0 TKR TIMKEN CO 20.0 21.8 TLK P T TELEKOMUNIKASI INDONESIASPONSORED 20.0 30.6 ADR TPX Tempur Sealy International Inc. 31.8 33.5 TRCO TRIBUNE MEDIA COCL A 20.0 38.6 TREX TREX INCCOM 26.1 49.5 TRTN Triton International Limited 28.4 33.7 TSN TYSON FOODS INC 20.0 25.6 TSRO TESARO INCCOM 36.9 34.2 TTWO TAKE-TWO INTERACTIVE SOFTWAR 20.0 22.9 TUP TUPPERWARE BRANDS CORPCOM 20.0 44.0 TWTR TWITTER INCCOM 34.9 82.0 TZOO Travelzoo 29.4 80.1 UAA UNDER ARMOUR INCCL A 32.4 34.1 UGP ULTRAPAR PARTICIPACOES S ASP ADR REP PFD 21.7 27.9 UIS UNISYS CORPCOM 34.1 32.3 UNFI UNITED NAT FOODS INC 22.7 24.1 UNIT Uniti Group Inc. 20.0 26.6 URBN URBAN OUTFITTERS INCCOM 23.2 24.9 URI UNITED RENTALS INCCOM 22.1 20.0 USM U.S. CELLULAR 20.1 22.3 VEEV VEEVA SYS INCCL A COM 20.0 24.5 VIIX VelocityShares VIX Short-Term ETN 52.5 42.2 VIV Telefonica Brasil S.A. 65.2 61.3 VIXY PROSHARES TR IIVIX SHTTRM FUT 52.8 42.6 VRTX VERTEX PHARMACEUTICALS INC 51.1 26.5 VSH VISHAY INTERTECHNOLOGY INC 22.0 20.0 VXX iPath S&P 500 VIX Short-Term Futures ETN 54.4 41.3 WB WEIBO CORPSPONSORED ADR 20.0 30.7 WBA Walgreens Boots Alliance, Inc. 29.4 20.0 WCG WELLCARE HEALTH PLANS INCCOM 20.0 23.6 WGO WINNEBAGO INDS INC 30.4 27.5 WH WYNDHAM HOTELS & RESORTS INCCOM 65.1 61.2 WIN Windstream Holdings, Inc. 50.8 65.0 WLL WHITING PETE CORP NEWCOM 40.7 38.6 WMIH WMIH CORPCOM 45.2 39.7 WOR WORTHINGTON INDS INC 23.9 20.0 WUBA 58 COM INCSPON ADR REP A 31.5 29.9 XLNX XILINX INC 20.0 21.8 XONE EXONE COCOM 35.8 28.1 YPF YPF SA 22.1 20.0 YUMC YUM CHINA HLDGS INCCOM 26.2 39.6 ZIOP ZIOPHARM ONCOLOGY INCCOM 42.2 34.6

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].