#42599 TO: ALL CLEARING MEMBERS DATE: February 9, 2018 SUBJECT: Customer Margins for OneChicago Futures On a monthly basis OCC updates OneChicago scan ranges used in the OCX SPAN parameter file. The new rates become effective on the Tuesday, or second business day, following the standard ‘third Friday of the month’ expiration. The frequency of the updates is intended to keep the customer future’s 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 Wednesday 2/21. 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: Scan Current Range Commodity Scan Effective Code Name Range 2/21/2018 AA Alcoa Corporation 20.0% 30.2% AABA Altaba Inc. 20.0% 22.9% AAL American Airlines Group Inc. 20.0% 26.4% AAN Aarons Inc 25.8% 37.4% AAP ADVANCED AUTO PARTS INCCOM 36.0% 53.0% AAXN Axon Enterprise, Inc. 25.4% 35.8% AB Alliance Bernstein Holding LP 20.0% 22.1% ABBV Abbvie Inc. 20.8% 22.4% ABC AMERISOURCEBERGEN CORP 20.0% 26.9% ABEV Ambev S.A. ADR 20.0% 22.9% ABMD ABIOMED INCCOM 23.6% 34.4% ABX BARRICK GOLD CORP 27.4% 40.0% ACAD ACADIA PHARMACEUTICALS 35.7% 50.3% ACH ALUMINUM CORP CHINA LTDSPON ADR H SHS 21.8% 31.8% ACHC ACADIA HEALTHCARE COMPANY INCOM 34.0% 50.0% ACIA ACACIA COMMUNICATIONS INCCOM 59.1% 90.4% ACM AECOM 20.0% 27.2% ADBE ADOBE SYS INC 21.6% 31.3% ADS ALLIANCE DATA SYSTEMS CORPCOM 20.0% 30.3% ADSK AUTODESK INC 54.3% 79.3% ADTN ADTRAN INC 20.0% 22.7% AEGN Aegion Corp 24.6% 37.0% AEM Agnico Eagle Mines Limited 22.3% 33.0% AEO AMERICAN EAGLE OUTFITTERS NECOM 24.0% 35.2% AER AERCAP HOLDINGS NVSHS 20.0% 30.1% AFSI AMTRUST FINANCIAL SERVICES ICOM 36.4% 53.1% AGCO AGCO CORP 20.0% 21.2% AGIO AGIOS PHARMACEUTICALS INCCOM 40.5% 59.7% AGM FEDERAL AGRICULTURE CORP CLS C 20.6% 30.7% AGN Allergan plc. 20.0% 23.3% AGX ARGAN INCCOM 20.0% 30.3% AHGP ALLIANCE HOLDINGS GP LPCOM UNITS LP 29.5% 40.5% AHL ASPEN INSURANCE HOLDINGS LTDSHS 20.0% 21.9% AI ARLINGTON ASSET INVT CORPCL A NEW 20.0% 21.6% AINV APOLLO INVT CORPCOM 20.0% 24.4% AIR AAR CORPCOM 20.0% 26.6% AIZ ASSURANT INCCOM 20.0% 23.7% AKAM AKAMAI TECHNOLOGIES INCCOM 24.8% 38.0% AKRX AKORN INCCOM 37.8% 52.6% AKS AK STL HLDG CORP 38.6% 57.1% AL AIR LEASE CORP 20.0% 25.6% ALB ALBEMARLE CORP 20.0% 25.0% ALGN ALIGN TECHNOLOGY INCCOM 20.0% 30.3% ALK ALASKA AIR GROUP INC 20.0% 24.7% ALKS Alkermes plc 41.4% 60.7% ALLY ALLY FINL INCCOM 20.0% 23.7% ALNY ALNYLAM PHARMACEUTICALS INCCOM 55.6% 82.0% ALV AUTOLIV INC 20.0% 27.4% ALXN ALEXION PHARMACEUTICALS INC 21.9% 33.2% AM ANTERO MIDSTREAM PARTNERS LPUNT LTD PARTN 25.9% 37.7% AMAG AMAG Pharmaceuticals Inc 36.0% 52.5% AMAT APPLIED MATERIALS INC 24.2% 35.2% AMBA AMBARELLA INCSHS 30.5% 44.5% AMCX AMC NETWORKS INCCL A 20.0% 23.7% AMD ADVANCED MICRO DEVICES INC 46.4% 69.4% AMED AMEDISYS INCCOM 31.3% 45.8% AMG AFFILIATED MANAGERS GROUP 20.0% 25.3% AMJ JPMORGAN Alerian MLP ETN 20.0% 28.9% AMLP ALPS ETF TRALERIAN MLP 21.4% 31.2% AMN AMN HEALTHCARE SERVICES INCCOM 23.6% 34.4% AMP AMERIPRISE FINL INCCOM 20.0% 23.6% AMTD TD Ameritrade Holding Corp 20.0% 25.5% AMWD AMERICAN WOODMARK CORPCOM 20.0% 28.8% AMX AMERICA MOVIL SAB DE CVSPON ADR L SHS 20.0% 24.3% AMZN AMAZON COM INC 20.0% 25.4% AN AUTONATION INC 20.0% 29.1% ANDV Andeavor 20.0% 26.0% ANDX Andeavor Logistics LP 20.0% 28.1% ANET ARISTA NETWORKS INCCOM 26.0% 38.7% ANF ABERCROMBIE & FITCH CO 36.6% 52.5% ANGI ANGI Homeservices Inc. 59.5% 87.9% ANSS ANSYS, Inc. 20.0% 21.8% AOBC American Outdoor Brands Corporation 30.9% 45.3% APA APACHE CORPCOM 24.0% 37.0% APAM ARTISAN PARTNERS ASSET MGMTCL A 20.0% 22.0% APC ANADARKO PETE CORP 28.0% 41.0% APEI AMERICAN PUBLIC EDUCATION INCOM 38.6% 56.2% APO APOLLO GLOBAL MGMT LLC 20.0% 21.8% APOG APOGEE ENTERPRISES INCCOM 20.0% 30.5% APTV Aptiv PLC 20.0% 28.6% AR ANTERO RES CORPCOM 20.0% 30.5% ARCO ARCOS DORADOS HOLDINGS INC 27.7% 39.8% ARLP ALLIANCE RES PARTNER L P 27.8% 41.0% ARNC Arconic Inc. 22.9% 35.1% ARRS ARRIS International plc 21.0% 31.0% ASB ASSOCIATED BANC CORPCOM 20.0% 21.2% ASTE ASTEC INDS INC 20.0% 28.1% ASX ADVANCED SEMICONDUCTOR ENGRSPONSORED ADR 36.0% 52.5% ATGE Adtalem Global Education Inc. 28.7% 42.2% ATHN ATHENAHEALTH INCCOM 26.8% 39.0% ATI ALLEGHENY TECHNOLOGIES INC 45.1% 66.3% ATVI ACTIVISION BLIZZARD INCCOM 20.0% 30.5% AU ANGLOGOLD ASHANTI LTD 27.6% 40.5% AVGO Broadcom Limited 20.0% 22.7% AVP AVON PRODS INC 40.5% 59.2% AWI ARMSTRONG WORLD INDS INC NEWCOM 20.0% 26.3% AXTA AXALTA COATING SYS LTDCOM 66.9% 98.3% AYI ACUITY BRANDS INCCOM 21.7% 33.0% AZN ASTRAZENECA PLC ADS 20.0% 24.4% AZO AUTOZONE INC 20.0% 24.9% B BARNES GROUP INC 20.0% 21.2% BABA ALIBABA GROUP HLDG LTDSPONSORED ADS 20.0% 24.9% BAC BANK OF AMERICA CORPORATION 20.0% 23.3% BAH BOOZ ALLEN HAMILTON HLDG CORCL A 20.0% 24.9% BAK BRASKEM S ASP ADR PFD A 57.5% 87.6% BB BlackBerry Limited 25.0% 36.5% BBBY BED BATH & BEYOND INC 20.0% 29.6% BBD BANCO BRADESCO S ASP ADR PFD NEW 55.3% 83.8% BBVA BANCO BILBAO VIZCAYA ARGENTINA 20.0% 28.9% BBY BEST BUY INC 23.6% 35.7% BC BRUNSWICK CORP 24.7% 36.0% BCS BARCLAYS PLCADR 26.9% 39.3% BEL Belmond Ltd. 20.0% 23.7% BEN FRANKLIN RES INC 20.0% 21.9% BG BUNGE LIMITEDCOM 22.3% 32.5% BGFV BIG 5 SPORTING GOODS CORPCOM 31.9% 46.9% BGG BRIGGS & STRATTON CORP 21.3% 31.3% BHF BRIGHTHOUSE FINL INCCOM 56.3% 85.4% BHGE Baker Hughes Incorporated 20.0% 30.0% BHP BHP BILLITON LTD 21.8% 31.8% BIDU Baidu Inc 20.0% 24.5% BIG BIG LOTS INCCOM 20.0% 21.6% BIIB Biogen Inc. 20.0% 25.2% BIO BIO RAD LABS INCCL A 20.0% 25.2% BJRI BJs Restaurants Inc. 20.0% 21.4% BKD BROOKDALE SR LIVING INCCOM 30.9% 45.2% BKE BUCKLE INC 24.4% 35.9% BKEP BLUEKNIGHT ENERGY PARTNERS LCOM UNIT 20.0% 27.9% BKI BLACK KNIGHT INCCOM 58.6% 90.2% BKS BARNES & NOBLES INC 41.2% 60.7% BKU BANKUNITED INCCOM 20.0% 23.2% BLMN Bloomin Brands Inc. 20.0% 29.4% BLUE BLUEBIRD BIO INCCOM 38.6% 56.9% BMRN BIOMARIN PHARMACEUTICAL INC 21.6% 31.6% BMY BRISTOL MYERS SQUIBB CO 20.0% 25.7% BOFI BOFI HLDG INCCOM 27.1% 39.6% BOKF BOK FINL CORPCOM NEW 20.0% 21.3% BOTZ GLOBAL X ROBOTICS & ARTIFICI 63.1% 93.7% BPI BRIDGEPOINT ED INCCOM 32.4% 49.1% BPL BUCKEYE PARTNERS L P 20.0% 23.9% BPOP POPULAR INC 20.0% 25.7% BRF VanEck Vectors Brazil Small-Cap ETF 20.0% 25.0% BRFS BRF S.A. 20.0% 28.7% BRKR BRUKER CORPCOM 20.0% 22.6% BRX BRIXMOR PPTY GROUP INCCOM 20.0% 26.7% BSAC BANCO SANTANDER CHILE NEWSP ADR REP COM 20.0% 21.7% BSBR BANCO SANTANDER BRASIL S AADS REP 1 UNIT 23.2% 35.3% BSX BOSTON SCIENTIFIC CORP 20.0% 28.8% BURL BURLINGTON STORES INCCOM 20.0% 27.5% BVN COMPANIA DE MINAS BUENAVENTUSPONSORED ADR 29.0% 42.1% BWA BORGWARNER INCCOM 20.0% 26.3% BWLD BUFFALO WILD WINGS INC 26.3% 38.5% BWP BOARDWALK PIPELINE PARTNERSUT LTD PARTNER 20.0% 24.9% BX BLACKSTONE GROUP L PCOM UNIT LTD 20.0% 22.9% BXS BancorpSouth Bank 20.0% 23.2% BYD BOYD GAMING CORP 20.0% 26.3% BZH BEAZER HOMES USA INC 31.0% 45.3% C CITIGROUP INC 20.0% 25.7% CA CA, Inc. 20.0% 21.1% CAA CalAtlantic Group, Inc. 20.0% 25.6% CACC CREDIT ACCEP CORP MICHCOM 21.3% 31.1% CAH CARDINAL HEALTH INC 20.0% 25.6% CAKE CHEESECAKE FACTORY INCCOM 20.0% 24.8% CALL magicJack VocalTec Ltd 34.0% 49.7% CAR Avis Budget Group Inc 34.1% 50.1% CARA CARA THERAPEUTICS INCCOM 64.2% 95.3% CAVM Cavium, Inc. 23.8% 34.7% CBD Companhia Brasileira de Distribuicao 57.9% 87.9% CBG CBRE Group Inc. 20.0% 24.3% CBI CHICAGO BRIDGE & IRON CO N VN Y REGISTRY SH 38.7% 56.8% CBL CBL & ASSOC PPTYS INCCOM 25.9% 38.0% CBRL Cracker Barrel Old Country Store 20.0% 21.4% CCC CALGON CARBON CORPCOM 32.0% 46.8% CCE Coca Cola European Partners plc 58.2% 88.5% CCJ CAMECO CORP 25.4% 37.2% CCO CLEAR CHANNEL OUTDOOR HLDGSCL A 28.7% 44.1% CDE Coeur Mining Inc.