#45633
TO: ALL CLEARING MEMBERS DATE: September 13, 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 9/24. 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/, or contact [email protected]. The following scan ranges will be updated, and all others will not change:
Commodity Name Current Scan Code Scan Range Range Effective 9/24 AAL American Airlines Group Inc. 29.4 30.1 ABMD ABIOMED INCCOM 29.0 20.0 ACAD ACADIA PHARMACEUTICALS 29.1 53.7 ACIA ACACIA COMMUNICATIONS INCCOM 24.4 23.7 AGIO AGIOS PHARMACEUTICALS INCCOM 23.1 22.1 AKCA AKCEA THERAPEUTICS INCCOM 29.2 28.9 AKRX AKORN INCCOM 23.7 30.1 ALGN ALIGN TECHNOLOGY INCCOM 39.7 20.0 AMAG AMAG Pharmaceuticals Inc 23.4 20.0 AMBA AMBARELLA INCSHS 20.0 22.3 AMCR AMCOR PLC 23.9 22.8 AMD ADVANCED MICRO DEVICES INC 27.1 20.0 ANGI ANGI Homeservices Inc. 84.8 20.0 APEI AMERICAN PUBLIC EDUCATION INCOM 35.8 20.0 APHA APHRIA INCCOM 38.7 31.9 AR ANTERO RES CORPCOM 22.0 25.3 BITA BITAUTO HLDGS LTDSPONSORED ADS 21.0 20.4 BKEP BLUEKNIGHT ENERGY PARTNERS LCOM UNIT 22.5 22.7 BLUE BLUEBIRD BIO INCCOM 23.6 23.2 CARA CARA THERAPEUTICS INCCOM 25.8 25.4 CBL CBL & ASSOC PPTYS INCCOM 26.3 65.4 CCO Clear Channel Outdoor Holdings, Inc. 26.4 20.0 CDE Coeur Mining Inc. 21.6 20.0 CENX Century Aluminum Co. 21.3 21.1 CFX COLFAX CORPCOM 21.3 20.0 CGC CANOPY GROWTH CORPCOM 20.0 23.1 CHK CHESAPEAKE ENERGY CORP 25.8 27.9 CHS CHICOS FAS INCCOM 20.0 23.7 CLF Cleveland-Cliffs Inc. 20.8 23.4 CNSL CONSOLIDATED COMM HLDGS INCCOM 20.9 20.0 CNX CNX Resources Corporation 24.9 20.0 CRZO CARRIZO OIL & CO INC 20.3 22.5 CTVA CORTEVA INC 24.0 23.0 CXO CONCHO RES INCCOM 35.6 20.0 CYH COMMUNITY HEALTH SYS INC NEW 21.5 25.7 CZR CAESARS ENTMT CORPCOM 21.0 20.6 DDD 3-D SYS CORP DELCOM NEW 25.5 20.0 DF DEAN FOODS CO NEWCOM 87.3 59.4 DNR DENBURY RES INC 25.9 25.7 DO DIAMOND OFFSHORE DRILLING IN 30.5 23.2 DOW DOW INCCOM 24.1 23.1 DXC DXC TECHNOLOGY COCOM 20.0 29.2 ECPG Encore Capital Group, Inc. 20.0 21.7 ENDP Endo International plc 31.8 39.6 ENLC Enlink Midstream, LLC 22.7 20.0 EPAM EPAM SYS INCCOM 20.0 20.3 ESPR ESPERION THERAPEUTICS INC NECOM 28.4 27.8 ETM ENTERCOM COMMUNICATIONS CORP 82.6 25.3 EXAS EXACT SCIENCES CORP 20.0 21.3 FGP FERRELLGAS PARTNERS L.P.UNIT LTD PART 28.7 25.0 FIT FITBIT INCCL A 21.3 21.7 FIX COMFORT SYS USA INCCOM 23.3 20.0 FLR FLUOR CORP NEW 47.8 20.0 FLXN FLEXION THERAPEUTICS INCCOM 24.0 21.9 FOSL Fossil Group, Inc. 21.6 20.0 FOX FOX CORPCL B COM 24.4 23.2 FOXA FOX CORPCL A COM 23.7 22.7 FRO Frontline Ltd Bermuda 21.4 20.6 FTR Frontier Communications Corp. 35.6 34.5 GERN GERON CORP 31.1 30.5 GHL GREENHILL & CO INCCOM 26.9 20.0 GLNG GOLAR LNG LTD BERMUDASHS 21.1 23.6 GNC GNC HLDGS INC 22.5 27.9 GOGO GOGO INCCOM 31.9 25.1 GPOR GULFPORT ENERGY CORP 21.7 26.2 GPRO GOPRO INCCL A 20.6 20.5 GRPN Groupon Inc 21.8 22.1 GVA GRANITE CONSTR INCCOM 25.0 20.0 HALO HALOZYME THERAPEUTICS INCCOM 20.0 20.2 HCR Hi-Crush Inc. 32.9 31.9 HCSG HEALTHCARE SVCS GRP INCCOM 22.8 20.0 HL HECLA MNG COCOM 30.3 22.4 HTZ Hertz Global Holidings, Inc. 21.9 25.3 HZNP Horizon Therapeutics Public Limited Company 22.9 22.2 IFF INTERNATIONAL FLAVORS&FRAGRACOM 29.4 20.0 INFN INFINERA CORPORATIONCOM 27.7 20.0 IVC INVACARE CORP 53.5 28.7 JCP PENNEY J C INC 22.0 43.5 JKS JINKOSOLAR HLDG CO LTDSPONSORED ADR 22.2 22.3 KHC The Kraft Heinz Company 23.3 20.0 KNDI Kandi Technologies Group, Inc 26.8 26.1 LC LENDINGCLUB CORPCOM 23.9 20.0 LE LANDS END INC NEWCOM 20.0 22.3 LPI Laredo Petroleum Inc 22.7 20.1 LYFT LYFT INCCL A COM 23.9 22.7 MDP MEREDITH CORP 20.0 34.5 MDR MCDERMOTT INTL INCCOM 51.5 35.3 MHK MOHAWK INDS INC 21.7 20.0 MIDD MIDDLEBY CORP 21.2 20.0 MIK MICHAELS COS INCCOM 20.0 30.1 MMLP MARTIN MIDSTREAM PRTNRS L PUNIT L P INT 22.4 20.0 MNK MALLINCKRODT PUB LTD COSHS 25.8 82.9 NBR NABORS INDS INC 28.1 28.2 NE Noble Corporation plc 31.8 36.0 NK NANTKWEST INCCOM 27.3 27.8 NL NL Industries, Inc. 26.2 20.0 NLNK NEWLINK GENETICS CORPCOM 28.1 28.2 NTAP NetApp Inc 27.6 20.0 NYT NEW YORK TIMES CO 24.2 20.0 OAS Oasis Petroleum Inc. 59.0 33.2 ODP OFFICE DEPOT INC 21.0 20.0 OI OWENS ILL INC 33.9 21.3 OII OCEANEERING INTL INC 26.2 20.0 OLED UNIVERSAL DISPLAY CORPCOM 20.0 21.3 OMER OMEROS CORPCOM 26.3 27.2 OSTK OVERSTOCK COM INC 23.8 50.3 PBYI PUMA BIOTECHNOLOGY INCCOM 35.6 38.6 PCG PG&E CORPCOM 20.0 33.8 PEI PENNSYLVANIA RL ESTATE INVT 20.0 23.6 PINS PINTEREST INCCL A 25.2 24.1 PS PLURALSIGHT INCCOM CL A 61.6 23.0 PTC PTC Inc. 25.0 20.0 PTCT PTC THERAPEUTICS INCCOM 31.9 32.0 QEP QEP RES INCCOM 27.8 24.0 QRVO Qorvo Inc 22.4 22.2 REV REVLON INCCL A NEW 22.9 20.0 RIG Transocean Ltd 20.5 20.0 RLGY REALOGY HLDGS CORPCOM 20.2 25.7 RMTI Rockwell Medical, Inc. 22.2 22.7 ROKU ROKU INCCOM CL A 41.9 32.3 RRC RANGE RES CORP 26.1 24.4 RYAM RAYONIER ADVANCED MATLS INCCOM 49.4 45.0 SFUN Fang Holdings Limited 27.4 28.1 SGMO Sangamo Therapeutics, Inc. 24.1 24.2 SHAK SHAKE SHACK INCCL A 22.6 20.0 SIG SIGNET JEWELERS LIMITEDSHS 20.0 25.2 SLCA U S SILICA HLDGS INCCOM 28.8 21.4 SM SM Energy Company 22.7 23.5 SNAP SNAP INCCL A 23.1 22.2 SPWR SunPower Corporation 24.4 21.0 SQ SQUARE INCCL A 21.0 20.0 SSNC SS&C TECHNOLOGIES HLDGS INCCOM 20.3 20.0 SUPN SUPERNUS PHARMACEUTICALS INCCOM 27.7 21.3 SWN SOUTHWESTERN ENERGY CO 22.0 24.7 TCS CONTAINER STORE GROUP INCCOM 23.3 23.9 TK TEEKAY CORPORATIONCOM 24.3 20.0 TLRD Tailored Brands, Inc. 25.3 32.1 TLRY TILRAY INCCOM CL 2 48.3 45.7 TUP TUPPERWARE BRANDS CORPCOM 21.2 20.0 TVTY Tivity Health, Inc. 23.0 20.0 TWLO TWILIO INCCL A 21.4 22.2 TZOO Travelzoo 21.2 21.3 UAA UNDER ARMOUR INCCL A 20.5 20.0 UBER UBER TECHNOLOGIES INCCOM 24.5 23.3 ULTA Ulta Beauty, Inc. 20.0 48.5 VAL Valaris plc Class A 50.3 32.4 VC VISTEON CORPCOM NEW 23.3 23.1 VIPS VIPSHOP HLDGS LTDSPONSORED ADR 20.0 20.6 WLL WHITING PETE CORP NEWCOM 73.1 43.5 WORK SLACK TECHNOLOGIES INCCOM CL A 23.7 22.7 WUBA 58 COM INCSPON ADR REP A 20.0 21.4 WW WEIGHT WATCHERS INTL INC NEWCOM 60.7 23.9 XON INTREXON CORPCOM 24.0 24.2 XONE EXONE COCOM 22.4 20.0 YRCW YRC Worldwide Inc 39.9 64.5 ZG Zillow Group, Inc. Class A Common Stock 22.5 20.0 ZIOP ZIOPHARM ONCOLOGY INCCOM 27.5 26.4 ZVO Zovio Inc. 20.0 20.3 ZYNE ZYNERBA PHARMACEUTICALS INCCOM 40.3 39.7
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].