Futures & Options on Futures Margin Requirements

Exchange
IB Underlying
Trading Class
Intraday Initial
Intraday Maintenance
Overnight Initial
Overnight Maintenance
BELFOX
BFX
BXF
750
600
1500
1200
CDE
BAX
BAX
196
157
391
313
CDE
CGB
CGB
852
682
1704
1363
CDE
CGZ
CGZ
270
216
540
432
CDE
TSE60
SXF
2921
2337
5843
4674
CFE
CYX
CX
1375
1100
2750
2200
CFE
RUI
RN
9063
7250
18125
14500
CFE
RUT
RT
1750
1400
3500
2800
CFE
VBI
VX
1125
900
2250
1800
CFE
VT
VT
3438
2750
6875
5500
CFE
VXD
DV
1625
1300
3250
2600
DTB
AAB
AARF
3
2
3
2
DTB
ACA
XCAF
3
3
3
3
DTB
ADS
ADSF
19
15
19
15
DTB
AGN
AENF
2
2
2
2
DTB
AH
AHOF
1
1
1
1
DTB
AI
AIRF
19
16
19
16
DTB
AIB
ALBF
2
2
2
2
DTB
ALT
ALTF
6
5
6
5
DTB
ALV
ALVF
16
13
16
13
DTB
BAS
BASF
8
6
8
6
DTB
BAY
BAYF
4
3
4
3
DTB
BMW
BMWF
5
4
5
4
DTB
BN
BSNF
11
9
11
9
DTB
BNP
BNPF
9
7
9
7
DTB
BOY
BBVF
2
1
2
1
DTB
BSD2
SANF
1
1
1
1
DTB
CA
CARF
5
4
5
4
DTB
CBK
CBKF
3
3
3
3
DTB
CGE
CGEF
1
1
1
1
DTB
CON
CONG
9
7
9
7
DTB
CS
AXAF
4
3
4
3
DTB
DAX
FDAX
6188
4950
12375
9900
DTB
DB1
DB1F
11
9
11
9
DTB
DBK
DBKF
11
9
11
9
DTB
DCX
DCXF
5
4
5
4
DTB
DPW
DPWF
2
2
2
2
DTB
DTE
DTEF
2
2
2
2
DTB
ELE
ELEF
3
2
3
2
DTB
ENEL
ENLF
1
1
1
1
DTB
ENI
ENTF
3
2
3
2
DTB
EO1
FEO1
125
100
250
200
DTB
EOA
EOAF
10
8
10
8
DTB
ESA
FESA
813
650
1625
1300
DTB
ESE
FESE
1000
800
2000
1600
DTB
ESF
FESF
750
600
1500
1200
DTB
ESI
FESI
750
600
1500
1200
DTB
ESM
FESM
500
400
1000
800
DTB
ESTX50
FESX
1656
1325
3313
2650
DTB
ESU
FESU
844
675
1688
1350
DTB
EU3
FEU3
391
313
781
625
DTB
EUN2
EUNF
2
1
3
3
DTB
EX
VVUF
4
3
4
3
DTB
EXS1
EXSF
2
2
5
4
DTB
EXW1
EXWF
2
1
3
3
DTB
FME
FMEF
10
8
10
8
DTB
FOR
FO4F
3
3
3
3
DTB
FOX
FFOX
1063
850
2125
1700
DTB
FP
TOTF
27
22
27
22
DTB
FTE
FTEF
4
3
4
3
DTB
G
ASGF
3
3
3
3
DTB
GBL
FGBL
875
700
1750
1400
DTB
GBM
FGBM
500
400
1000
800
DTB
GBS
FGBS
219
175
438
350
DTB
GBX
FGBX
1875
1500
3750
3000
DTB
GLE
SGEF
13
11
13
11
DTB
GTI
FGTI
1063
850
2125
1700
DTB
HEN3
HENF
11
9
11
9
DTB
HVM
HVMF
3
3
3
3
DTB
IBE
IBEF
3
2
3
2
DTB
IFX
IFXF
1
1
1
1
DTB
ING
INNF
4
3
4
3
DTB
LG
CILF
9
7
9
7
DTB
LHA
LHAF
2
1
2
1
DTB
LIN
LINF
8
6
8
6
DTB
MAN
MANF
5
4
5
4
DTB
MC
MOHF
9
7
9
7
DTB
MDAX
F2MX
1688
1350
3375
2700
DTB
MEO
MEOF
5
4
5
4
DTB
MUV2
MU2F
14
12
14
12
DTB
NOA3
NO3F
3
2
3
2
DTB
OR
LORF
8
6
8
6
DTB
PHI
PH1F
4
3
4
3
DTB
REP
REPF
3
3
3
3
DTB
RNO
RNLF
8
7
8
7
DTB
RWE
RWEF
7
6
7
6
DTB
SAN
SNWF
9
7
9
7
DTB
SAP
SAPF
21
17
21
17
DTB
SCH
SCHF
7
6
7
6
DTB
SGO
GOBF
6
5
6
5
DTB
SIE
SIEF
8
7
8
7
DTB
SPI
PA5F
2
1
2
1
DTB
STX
FSTX
1563
1250
3125
2500
DTB
SX3E
FESO
594
475
1188
950
DTB
SX3P
FSTO
625
500
1250
1000
DTB
SX4E
FESC
969
775
1938
1550
DTB
SX4P
FSTC
781
625
1563
1250
DTB
SX6P
FSTU
781
625
1563
1250
DTB
SX7E
FESB
844
675
1688
1350
DTB
SX7P
FSTB
1000
800
2000
1600
DTB
SX8E
FESY
1094
875
2188
1750
DTB
SX8P
FSTY
969
775
1938
1550
DTB
SXAP
FSTA
531
425
1063
850
DTB
SXDE
FESH
1125
900
2250
1800
DTB
SXDP
FSTH
1000
800
2000
1600
DTB
SXEP
FSTE
969
775
1938
1550
DTB
SXFP
FSTF
750
600
1500
1200
DTB
SXIP
FSTI
563
450
1125
900
DTB
SXKE
FEST
1000
800
2000
1600
DTB
SXKP
FSTT
656
525
1313
1050
DTB
SXMP
FSTM
500
400
1000
800
DTB
SXNE
FESG
906
725
1813
1450
DTB
SXNP
FSTG
563
450
1125
900
DTB
SXOE
FESN
719
575
1438
1150
DTB
SXOP
FSTN
656
525
1313
1050
DTB
SXPE
FESS
531
425
1063
850
DTB
SXPP
FSTS
938
750
1875
1500
DTB
SXQE
FESZ
688
550
1375
1100
DTB
SXQP
FSTZ
750
600
1500
1200
DTB
SXRE
FESR
594
475
1188
950
DTB
SXRP
FSTR
594
475
1188
950
DTB
SXTE
FESV
316
253
631
505
DTB
SXTP
FSTV
384
308
769
615
DTB
SZE
LYOF
3
3
3
3
DTB
TDX
FTDX
353
283
706
565
DTB
TEF
TEFF
2
1
2
1
DTB
TIT
TQIF
0
0
0
0
DTB
TKA
TKAF
2
2
2
2
DTB
TUI
TUIF
2
2
2
2
DTB
UC
CR5F
1
1
1
1
DTB
UN
UNIF
7
6
7
6
DTB
V1X
FVDX
2375
1900
4750
3800
DTB
VOW
VOWF
6
5
6
5
ECBOT
AIGCI
AI
878
650
1755
1300
ECBOT
SA
SA
338
250
675
500
ECBOT
SR
SR
540
400
1080
800
ECBOT
YE
YE
169
125
338
250
ECBOT
YG
YG
304
225
608
450
ECBOT
YI
YI
182
135
365
270
ECBOT
YM
YM
1219
975
2438
1950
ECBOT
ZB
ZB
675
500
1350
1000
ECBOT
ZF
ZF
270
200
540
400
ECBOT
ZG
ZG
911
675
1823
1350
ECBOT
ZI
ZI
911
675
1823
1350
ECBOT
ZN
ZN
439
325
878
650
ECBOT
ZQ
ZQ
304
225
608
450
ECBOT
ZT
ZT
236
175
473
350
ECBOT
ZU
ZU
439
325
878
650
EUREXUS
AUD
F1DA
1755
1350
3510
2700
EUREXUS
EUR
F1FE
1170
900
2340
1800
EUREXUS
GBP
F1DP
3835
2950
7670
5900
EUREXUS
TBX
FTBX
878
675
1755
1350
EUREXUS
TN2
FTN2
1495
1150
2990
2300
EUREXUS
TNL
FTNL
553
425
1105
850
EUREXUS
TNM
FTNM
358
275
715
550
EUREXUS
USD
F1YD
260000
200000
520000
400000
EUREXUS
WR1
FWR1
650
500
1300
1000
EUREXUS
WR2
FWR2
1040
800
2080
1600
FTA
AEXL
FTL
313
250
625
500
FTA
EOE
FTI
3125
2500
6250
5000
FTA
FDE
FDE
375
300
750
600
FTA
FED
FED
500
400
1000
800
GLOBEX
ACD
ACD
1688
1250
3375
2500
GLOBEX
AJY
AJY
168750
125000
337500
250000
GLOBEX
AUD
6A
641
475
1283
950
GLOBEX
BQX
BIO
1875
1500
3750
3000
GLOBEX
BRE
6L
1750
1250
3500
2500
GLOBEX
CAD
6C
608
450
1215
900
GLOBEX
CHF
6S
1080
800
2160
1600
GLOBEX
CJY
CJY
202500
150000
405000
300000
GLOBEX
CPI
CPI
625
500
1250
1000
GLOBEX
CZK
CZK
1890
1400
3780
2800
GLOBEX
E7
E7
709
525
1418
1050
GLOBEX
EAD
EAD
1620
1200
3240
2400
GLOBEX
ECD
ECD
1823
1350
3645
2700
GLOBEX
ECK
ECK
1013
750
2025
1500
GLOBEX
EM
GLB
236
175
473
350
GLOBEX
EMD
EMD
1688
1350
3375
2700
GLOBEX
EPZ
EPZ
1013
750
2025
1500
GLOBEX
ER2
ER2
1688
1350
3375
2700
GLOBEX
ES
ES
1969
1575
3938
3150
GLOBEX
ET
ET
1148
850
2295
1700
GLOBEX
EUR
6E
1418
1050
2835
2100
GLOBEX
FIN
FIN
1188
950
2375
1900
GLOBEX
GBP
6B
1013
750
2025
1500
GLOBEX
GE
GE
473
350
945
700
GLOBEX
GF
GF
675
500
1350
1000
GLOBEX
GSCI
GD
3000
2000
6000
4000
GLOBEX
GTB
GTB
203
150
405
300
GLOBEX
HE
HE
540
400
1080
800
GLOBEX
HUF
HUF
1958
1450
3915
2900
GLOBEX
IWM
IWM
1827
1462
3654
2923
GLOBEX
J7
J7
776
575
1553
1150
GLOBEX
JPY
6J
1553
1150
3105
2300
GLOBEX
LE
LE
473
350
945
700
GLOBEX
MXP
6M
938
750
1875
1500
GLOBEX
NIY
NIY
268750
215000
537500
430000
GLOBEX
NKD
NKD
2344
1875
4688
3750
GLOBEX
NOK
NOK
3375
2500
6750
5000
GLOBEX
NQ
NQ
1875
1500
3750
3000
GLOBEX
NZD
6N
675
500
1350
1000
GLOBEX
PJY
PJY
202500
150000
405000
300000
GLOBEX
PLN
PLN
2025
1500
4050
3000
GLOBEX
PSF
PSF
1553
1150
3105
2300
GLOBEX
QCN
QCN
2250
1800
4500
3600
GLOBEX
QQQQ
QQQ
1037
830
2074
1659
GLOBEX
RF
RF
506
375
1013
750
GLOBEX
RP
RP
439
325
878
650
GLOBEX
RUI
RS1
1813
1450
3625
2900
GLOBEX
RUR
6R
1500
1000
3000
2000
GLOBEX
RY
RY
168750
125000
337500
250000
GLOBEX
S0
S0
743
550
1485
1100
GLOBEX
S2
S2
743
550
1485
1100
GLOBEX
S5
S5
675
500
1350
1000
GLOBEX
SEK
SEK
3375
2500
6750
5000
GLOBEX
SGX
SG
5000
4000
10000
8000
GLOBEX
SJY
SJY
202500
150000
405000
300000
GLOBEX
SML
SMC
1750
1400
3500
2800
GLOBEX
SPY
SPY
1594
1276
3189
2551
GLOBEX
SVX
SU
4844
3875
9688
7750
GLOBEX
TEC
TEC
875
700
1750
1400
GLOBEX
TZ
TZ
675
500
1350
1000
GLOBEX
USS
USD
979
725
1958
1450
GLOBEX
ZAR
6Z
1924
1425
3848
2850
HKFE
FXC
FXC
15875
12700
31750
25400
HKFE
HHI.HK
HHI
10875
8700
21750
17400
HKFE
HSI
HSI
24700
19760
49400
39520
HKFE
MHI
MHI
4940
3952
9880
7904
IDEM
MINI
MINI
1790
1432
3580
2864
IDEM
SPMIB
SPMIB
4475
3580
8949
7159
LIFFE
E300
FOT
484
387
968
774
LIFFE
ED
ED
383
306
766
613
LIFFE
EFE
EFE
894
715
1788
1430
LIFFE
EFP
EFP
844
675
1688
1350
LIFFE
I
I
297
238
594
475
LIFFE
L
L
133
106
266
213
LIFFE
MCP
MCP
418
334
835
668
LIFFE
MCU
MCU
409
327
818
654
LIFFE
O
O
450
360
900
720
LIFFE
P
P
819
655
1638
1310
LIFFE
Q
Q
1088
870
2175
1740
LIFFE
R
R
756
605
1513
1210
LIFFE
S
S
250
200
500
400
LIFFE
TWS
TWS
166
133
331
265
LIFFE
USO
USO
694
555
1388
1110
LIFFE
USP
USP
1163
930
2325
1860
LIFFE
USW
USW
581
465
1163
930
LIFFE
Y
Y
1950
1560
3900
3120
LIFFE
Z
Z
1122
898
2244
1795
LSSF
AAB
AA
55
44
110
88
LSSF
ABE
ABE
76
61
153
122
LSSF
AC
AC
136
109
273
218
LSSF
ACA
ACA
83
67
166
133
LSSF
AGF
AFG
189
152
379
303
LSSF
AGN
AGN
39
32
79
63
LSSF
AH
AHL
28
23
56
45
LSSF
AI
AI
378
303
756
605
LSSF
AKZ
AKZ
98
78
195
156
LSSF
ALD
ALT
66
53
133
106
LSSF
ALV
ALV
319
255
638
510
LSSF
AMGN
AGX
343
275
686
549
LSSF
ASML
ASL
77
62
154
123
LSSF
AV.
CGN
138
110
275
220
LSSF
AZN
AZN
719
575
1438
1150
LSSF
BARC
BAR
150
120
300
240
LSSF
BAS
BAS
162
130
324
259
LSSF
BBVA
BVA
29
23
58
46
LSSF
BIN
BIN
75
60
150
120
LSSF
BMW
BMW
101
81
201
161
LSSF
BN
BN
230
184
460
368
LSSF
BNP
BNP
191
153
381
305
LSSF
BP.
BPA
244
195
488
390
LSSF
BPVN
BPV
338
270
675
540
LSSF
BT
BTL
69
55
138
110
LSSF
CA
CA
80
64
160
128
LSSF
CAP
CAT
163
130
325
260
LSSF
CBK
CBK
74
60
149
119
LSSF
CEP
CEP
189
152
379
303
LSSF
CFR
CFR
213
170
425
340
LSSF
CGE
CGE
56
45
111
89
LSSF
CS
AXA
73
59
146
117
LSSF
CSGN
CSG
193
154
385
308
LSSF
DBK
DBK
188
151
376
301
LSSF
DCX
DCY
166
133
331
265
LSSF
DGE
DGE
188
150
375
300
LSSF
DPW
DPW
58
46
115
92
LSSF
DSM
DSM
116
93
233
186
LSSF
DTE
DTE
29
24
59
47
LSSF
DX
DEI
36
29
73
58
LSSF
EAD
EDA
116
93
231
185
LSSF
ELE
ELE
62
50
124
99
LSSF
EN
EN
129
104
259
207
LSSF
ENEL
ENL
181
145
363
290
LSSF
ENI
ENI
856
685
1713
1370
LSSF
ENUR
STX
29
24
59
47
LSSF
EOA
EOA
238
191
476
381
LSSF
EX
VIV
79
64
159
127
LSSF
F
FIA
269
215
538
430
LSSF
FOR
FOR
42
34
84
67
LSSF
FP
TOT
811
649
1623
1298
LSSF
FTE
FTE
69
55
138
110
LSSF
G
GEN
656
525
1313
1050
LSSF
GAS
GAS
56
45
111
89
LSSF
GLE
GLE
244
196
489
391
LSSF
GSK
GXW
475
380
950
760
LSSF
GUS
GSU
319
255
638
510
LSSF
HBOS
HBO
300
240
600
480
LSSF
HEI
HEI
48
39
96
77
LSSF
HRX
HRH
133
106
265
212
LSSF
HSBA
HSA
150
120
300
240
LSSF
IBE
IBE
45
36
90
72
LSSF
IFX
IF
26
21
51
41
LSSF
INB
INB
88
71
176
141
LSSF
ING
ING
85
68
170
136
LSSF
ITX
IT
67
54
134
107
LSSF
KBC
KBB
182
146
364
291
LSSF
KPN
KPN
32
26
64
51
LSSF
LG
LG
184
147
368
294
LSSF
LGEN
LGN
31
25
63
50
LSSF
LLOY
LLO
100
80
200
160
LSSF
LOR
LOR
63
51
126
101
LSSF
MB
MB
431
345
863
690
LSSF
MC
MC
158
127
316
253
LSSF
MEO
MEO
96
77
193
154
LSSF
MKS
MKS
150
120
300
240
LSSF
MMB
MMB
158
127
316
253
LSSF
MS
MSI
231
185
463
370
LSSF
MUV2
MUV
425
340
850
680
LSSF
NESN
NES
938
750
1875
1500
LSSF
NOA3
NOX
56
45
113
90
LSSF
NOVN
NOV
181
145
363
290
LSSF
OR
OR
160
128
320
256
LSSF
PHI
PHI
83
67
166
133
LSSF
POP
POP
19
16
39
31
LSSF
POR3
POR
2869
2296
5739
4591
LSSF
PP
PP
223
179
446
357
LSSF
PRU
PUR
181
145
363
290
LSSF
RBS
RBO
400
320
800
640
LSSF
RCE
RCE
172
138
344
275
LSSF
RDSA
RD
70
56
140
112
LSSF
REN
REN
32
26
64
51
LSSF
REP
REP
99
80
199
159
LSSF
RI
RI
316
253
633
506
LSSF
RNO
RNO
279
223
558
446
LSSF
ROG
ROG
588
470
1175
940
LSSF
RPL
UPX
36
29
73
58
LSSF
RUKN
RUK
338
270
675
540
LSSF
RWE
RWE
188
151
376
301
LSSF
SAB
SBA
65
52
130
104
LSSF
SAN
SSL
144
116
289
231
LSSF
SAP
SAP
394
315
788
630
LSSF
SBRY
SBR
63
50
125
100
LSSF
SCH
SHC
143
115
286
229
LSSF
SCMN
SCM
719
575
1438
1150
LSSF
SGO
SGO
111
89
221
177
LSSF
SHEL
SHE
475
380
950
760
LSSF
SIE
SIE
155
124
310
248
LSSF
SOLB
SOB
384
308
769
615
LSSF
SPI
SPI
313
250
625
500
LSSF
STM
STM
581
465
1163
930
LSSF
SU
SU
199
160
399
319
LSSF
SW
SWA
130
104
260
208
LSSF
SZE
SZE
56
45
113
90
LSSF
TEF
TEF
30
24
60
48
LSSF
TEM
TEM
26
21
51
41
LSSF
TFI
TFI
83
67
166
133
LSSF
TIT
TI
81
65
163
130
LSSF
TKA
TKA
44
36
89
71
LSSF
TNT
TPG
130
104
260
208
LSSF
TSCO
TSC
100
80
200
160
LSSF
UBSN
UBS
419
336
839
671
LSSF
UC
UC
213
170
425
340
LSSF
UG
UG
208
167
416
333
LSSF
ULVR
ULR
150
120
300
240
LSSF
UN
UNA
143
115
286
229
LSSF
UNF
UNF
91
73
181
145
LSSF
VNU
VNU
89
72
179
143
LSSF
VOD
VOF
63
50
125
100
LSSF
VOW
VOW
214
172
429
343
LSSF
WKL
WLS
31
25
61
49
LSSF
ZURN
ZUR
1125
900
2250
1800
MONEP
CAC40
FCE
1406
1125
2813
2250
NYMEX
QG
QG
1519
1125
3038
2250
NYMEX
QH
QH
1688
1250
3375
2500
NYMEX
QM
QM
844
625
1688
1250
NYMEX
QU
QU
1350
1000
2700
2000
OSE.JPN
N225
0018
212500
170000
425000
340000
SGX
SEY
EY
10125
7500
20250
15000
SGX
SGXNK
NK
212500
170000
425000
340000
SGX
SJB
JB
50625
37500
101250
75000
SGX
STW
TW
625
500
1250
1000
SNFE
BW
BW
875
700
875
700
SNFE
SPI
AP
5000
4000
5000
4000
SOFFEX
ABBN
ABBF
2
2
2
2
SOFFEX
CFR
CFRF
7
5
7
5
SOFFEX
CONF
CONF
875
700
1750
1400
SOFFEX
CSGN
CSGF
9
7
9
7
SOFFEX
NESN
NESF
49
40
49
40
SOFFEX
NOVN
NOVF
9
7
9
7
SOFFEX
ROG
ROGF
26
21
26
21
SOFFEX
RUKN
RUKF
13
10
13
10
SOFFEX
SCMN
SCMF
52
42
52
42
SOFFEX
SMI
FSMI
3563
2850
7125
5700
SOFFEX
UBSN
UBSF
16
13
16
13
SOFFEX
XMSZ
XMTF
4
3
7
6
SOFFEX
ZURN
ZURF
43
35
43
35
TSE.JPN
JGB
10Y
431250
345000
862500
690000
TSE.JPN
TOPX
TOPX
209375
167500
418750
335000