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Introduction to Margin
IB Margin Accounts
Interactive Brokers offers several account types, including a cash account which requires enough cash in the account to cover transaction plus commissions, and two types of margin accounts: Reg T Margin and Portfolio Margin. New customers must select an account type during the application process, and existing customers can upgrade from Cash or Reg T to Portfolio Margin, via the Trading Access menu in Account Management.
One of the main goals of Portfolio Margin is to reflect the lower risk inherent in a balanced portfolio. Depending on the composition of the trading account, margin requirements under Portfolio Margin could be lower than under the Reg T rules. This translates to greater leverage (note that trading with greater leverage involves greater risk of loss). Conversely, for a portfolio with concentrated risk, the requirements under Portfolio Margin may be greater than those under Reg T, as the true economic risk behind the portfolio may not be adequately accounted for under static Reg T calculations. Customers can compare their current Reg T margin requirements for their portfolio with those required under Portfolio Margin rules by clicking the Try PM button from their TWS Account Window.
Requirements and supported products for each of these accounts are detailed on the Account Types tab of the Trading Configuration page.
| Account Type | Description | How We Calculate Margin |
| Regulation (Reg) T Margin | Borrowing to support equities trading, shorting of equities, options trading, futures/futures options trading, currency conversions and securities/commodities trading in multiple currency denominations available. Purchase and sale proceeds are immediately recognized. | Margin requirements are computed in real-time under a rules-based calculation methodology, with immediate position liquidation if the minimum maintenance margin requirement is not met. |
| Portfolio Margin | Borrowing to support equities trading, shorting of equities, options trading, futures/futures options trading, currency conversions and securities/commodities trading in multiple currency denominations available. | Margin requirements are calculated using a risk-based calculation methodology. Customers must maintain account equity of at least USD 110,000 in order to use a portfolio margin account. Otherwise account restrictions will apply. |
At IB, margin has a different meaning for securities versus commodities. For securities, margin is the amount of cash a client borrows from IB. For commodities, margin is the amount of cash a client must put up as collateral to support a futures contract.
Margin Definition
The definition of margin includes three important concepts: the Margin Loan, the Margin Deposit and the Margin Requirement. The Margin Loan is the amount of money that an investor borrows from his broker to buy securities. The Margin Deposit is the amount of equity contributed by the investor toward the purchase of securities in a margin account. The Margin Requirement is the minimum amount that a customer must deposit and it is commonly expressed as a percent of the current market value. The Margin Deposit can be greater than or equal to the Margin Requirement. We can express this as an equation:
Margin Loan + Margin Deposit = Market Value of Security
Margin Deposit >= Margin Requirement
Borrowing money to purchase securities is known as "buying on margin". When an investor borrows money from his broker to buy a stock, he must open a margin account with his broker, sign a related agreement and abide by the broker's margin requirements. The loan in the account is collateralized by investor's securities and cash. If the value of the stock drops too much, the investor must deposit more cash in his account, or sell a portion of the stock.
Initial and Maintenance Margin
The Federal Reserve Board and self-regulatory organizations (SROs), such as the New York Stock Exchange and FINRA, have clear rules regarding margin trading. In the United States, the Fed's Regulation T allows investors to borrow up to 50 percent of the price of the securities to be purchased on margin. The percentage of the purchase price of securities that an investor must pay for is called the initial margin. To buy securities on margin, the investor must first deposit enough cash or eligible securities with a broker to meet the initial margin requirement for that purchase.
Once an investor has started buying a stock on margin, the NYSE and FINRA require that a minimum amount of equity be maintained in the investor's margin account. These rules require investors to have at least 25 percent of the total market value of the securities they own in their margin account. This is called the maintenance margin. For market participants identified as pattern day traders, the maintenance margin requirement is a minimum of $25,000.
When the balance in the margin account falls below the maintenance requirement, the broker can issue a margin call requiring the investor to deposit more cash, or the broker can liquidate the position.
Brokers also set their own minimum margin requirements called "house requirements". Some brokers extend more lenient lending conditions than others and lending terms may also vary from one client to the other but brokers must always operate within the parameters of margin requirements set by regulators.
Not all securities can be bought on margin. Buying on margin is a double-edged sword that can translate into bigger gains or bigger losses. In volatile markets, investors who borrowed from their brokers may need to provide additional cash if the price of a stock drops too much for those who bought on margin or rallies too much for those who shorted a stock. In such cases, brokers are also allowed to liquidate a position, even without informing the investor. Real-time position monitoring is a crucial tool when buying on margin or shorting a stock.
IB Real-Time Margining
Interactive Brokers uses real-time margining to allow you to see your trading risk at any moment of the day. Our real-time margin system applies margin requirements throughout the day to new trades and trades already on the books and enforces initial margin requirements at the end of the day, with real-time liquidation of positions instead of delayed margin calls. This system allows us to maintain our low commissions because we do not have to spread the cost of credit losses to customers in the form of higher costs.
Our real-time margin system allows you to see your trading risk at any moment of the day using the real-time activity monitoring features in Trader Workstation. For more information about real-time margin monitoring, see the Real-Time Monitoring Margin page.
Universal AccountSM
Your Interactive Brokers Universal Account is authorized to trade both securities products and commodities/futures products and therefore consists of two underlying accounts, a securities account governed by rules of the U.S. Securities and Exchange Commission (SEC) and a futures account governed by rules of the U.S. Commodity Futures Trading Commission (CFTC).
Whether you have assets in an IB securities account or in an IB futures account, your assets are protected by U.S. federal regulations governing how brokers like IB must protect your property and funds. In the IB securities account, your assets are protected by SEC and SIPC rules. In the IB futures account, your assets are protected by CFTC rules requiring segregation of customer funds. You are also protected by IB's strong financial position and our conservative risk management philosophy. See IB's Strength & Security page.
As part of the IB Universal Account service, IB is authorized to automatically transfer funds as necessary between your IB securities account and your IB futures account in order to satisfy margin requirements in either account. You can configure how you want IB to handle the transfer of excess funds between accounts on the Excess Funds Sweep page in Account Management: you can choose to sweep funds to the securities account, to the futures account, or you can choose to not sweep excess funds at all.
Margin Model
Margin requirements are calculated either on a rules basis and/or a risk basis.
| Margin Calculation Basis | Available IB Products |
| Rule-Based Margin System: Predefined and static calculations are applied to each position or predefined groups of positions ("strategies"). | Reg T accounts: US stocks, index options, stock options, single stock futures, and mutual funds. All accounts: Forex; bonds; Canadian, European, and Asian stocks; and Canadian stock options and index options. |
| Risk-Based Margin System: Exchanges consider the maximum one day risk on all the positions in a complete portfolio, or subportfolio together (for example, a future and all the options delivering that future). | Portfolio Margin accounts: US stocks, index options, stock options, single stock futures, and mutual funds. All accounts: All futures and future options in any account. Non-US/Non-Canadian stock options and index options in any account. |
Margin requirements for each underlying are listed on the appropriate exchange site for the contract. A summary of the requirements for the major futures contracts as well as links to the exchange sites are available on our Futures Margin Requirements page.
Extreme Margin Model
Systems that derive risk-based margin requirements deliver adequate assessments of the risk for complex derivative portfolios under small/moderate move scenarios. Such systems are less comprehensive when considering large moves in the price of the underlying stock or future. IB has enhanced the basic exchange margin models with algorithms that consider the portfolio impact of larger moves up 30% (or even higher for extremely volatile stocks). This 'Extreme Margin Model' may increase the margin requirement for portfolios with net short options positions, and is particularly sensitive to short positions in far out-of-the-money options.
If you sell a security short, you must have sufficient equity in your IB account to cover any fees associated with borrowing the security. If you borrow the security through IB, IB will borrow the security on your behalf and your account must have sufficient collateral to cover the margin requirements of the short sale.To cover administrative fees and stock borrowing fees, IB must post 102% of the value of the security borrowed as collateral with the lender. In instances in which the security shorted is hard to borrow, borrowing fees charged by the lender may be so high (greater than the interest earned) that the short seller must pay additional interest for the privilege of borrowing a security. Customers may view the indicative short stock interest rates for a specific stock through the Short Stock (SLB) Availability tool located in the Tools section of their Account Management page. For more information concerning shorting stocks and associated fees, visit the "Shortable Stock" page on the IB website
- In the interest of ensuring the continued safety of its clients, IB may modify certain margin policies to adjust for unprecedented volatility in financial markets. The changes will promote reduction of leverage in client portfolios and help ensure that clients' accounts are appropriately capitalized.
- IB is focused on prudent, realistic, and forward looking approaches to risk management. In order to provide the broadest notification to our clients, we will post announcements to the IB System Status page. We strongly encourage all clients to monitor this web page for advance alerts regarding margin policy changes.
- Note that the credit check for order entry always considers the initial margin of existing positions. Therefore, although an account may be holding an existing position at 35%, for example, it is the initial margin requirement of that position that is used in the credit check calculation for order acceptance.
http://www.interactivebrokers.com/en/p.php?f=margin&p=overview
Margin Calculations for Reg T Margin Accounts
Margin Calculations
IB applies margin calculations to Reg T Margin accounts as follows: |
You can also use the following liquidation calculations: |
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One important thing to remember about our margin calculations is that we apply the Regulation T initial margin requirement at the end of the trading day (3:50 PM) as part of our Special Memorandum Account (SMA) calculation. At the time of trade and in real time throughout the trading day, we apply our own margin calculations, which are described below. |
You can monitor most of the values used in the calculations described on this page in real time in the Account Window in Trader Workstation. For more information about real-time margin monitoring, click the Real-Time Monitoring link above. |
1. Time of Trade Margin Calculations
When you open a new position, we apply the following:
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Initial Minimum Equity Requirement
You are required to have a minimum of $2,000 or USD equivalent of securities equity with loan value or commodities net liquidation value to open a new position. If you do not meet this initial requirement, you will be unable to open a new position in your Reg T Margin account.
Time of Trade Initial Margin Calculation
Upon submission of an order, a check is made against real-time available funds. If available funds, after the order request, would be greater than or equal to zero, the order is accepted; if available funds would be negative, the order is rejected.
Time of Trade Initial Margin calculations are pictured below. The initial margin used in these calculations is IB's initial margin, which is listed on the product-specific Margin pages.
Securities Time of Trade Initial Margin Calculation
(Available Funds = Securities Equity with Loan Value - Initial Margin Requirement)
Commodities Time of Trade Initial Margin Calculation
(Available Funds = Commodities Net Liquidation Value - Initial Margin Requirement as set by the exchange)
Time of Trade Position Leverage Check
At the time of a trade, we also check the leverage cap for establishing new positions. The leverage limitation is a house margin requirement that limits the risk associated with the close-out of large positions held on margin. We perform the following calculation to ensure that the Gross Position Value is not more than 30 times the Net Liquidation Value minus the futures options value:
If the result of this calculation is true, then you have not exceeded the leverage cap for establishing new positions. If the trade would put your account over the leverage cap (that is, the calculation is not true), then the order will not be accepted.
2. Real-Time Margin Calculations
Throughout the trading day, we apply the following calculations to your account in real-time:
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Real-Time Maintenance Margin Calculation
IB's Real-Time Maintenance Margin calculations is pictured below. The maintenance margin used in these calculations is IB's maintenance margin requirement, which is listed on the product-specific Margin pages. In the calculations below, "Excess Liquidity" refers to excess maintenance margin equity.
Securities Real-Time Maintenance Margin Calculation
(Excess Liquidity= Securities Equity with Loan Value - Maintenance Margin Requirement)
Commodities Real-Time Maintenance Margin Calculation
(Excess Liquidity= Commodities Net Liquidation Value - Maintenance Margin Requirement)
In addition, any account that has a negative cash balance on a trade date or settlement date basis will be liquidated. It should be noted whereas futures settle each night, futures options are generally treated on a premium style basis, which means that they will not settle until the options are sold or expire. Therefore, for certain combination futures and futures options positions, there may be a mismatch in cash flows which could cause cash to go negative even though Net Liquidation Value is positive. In addition, there are a handful of options where local custom is to cash settle the option each night at the clearing house (e.g. HKFE HSI Options), but we may choose to margin these options on a premium style basis.
Real-Time Gross Position Leverage Check
There is a real-time check on overall position leverage to ensure that the Gross Position Value is not more than 50 times the Net Liquidation Value minus the futures options value. The leverage limitation is a house margin requirement that limits the risk associated with the close-out of large positions held on margin. The calculation can be expressed as:
If the result of this calculation is not true, positions may be liquidated to reduce the Gross Position Leverage.
Real-Time Cash Leverage Check
An additional leverage check on cash is made to ensure that the total FX settlement value is no more than 250 times the Net Liquidation Value as follows:
If the result of this calculation is not true, account liquidation may occur.
Decreased Marginability Calculations
IB reduces the marginability of stocks for accounts holding concentrated positions relative to the shares outstanding (SHO) of a company. For Reg T accounts, this algorithm increases the margin requirement for stock positions exceeding 1% of the published SHO from its default to 100% (in other words, decreases the amount of money that can be borrowed against a stock position toward zero). At 5% concentration, positions have a 100% margin requirement.
Large bond positions relative to the issue size may trigger an increase in the margin requirement. The review of bond marginability is done periodically to consider redemptions and calls, as well as other factors, which may affect the remaining liquidity of the particular bond instrument. Less liquid bonds are given less favorable margin treatment.
Soft Edge Margining
IB will automatically liquidate when an account falls below the minimum margin requirement. However, to allow a customer the ability to manage risk prior to an IB-initated liquidation, we calculate Soft Edge Margin (SEM) during the trading day. From the start of the trading day until 15 minutes before the close of the trading day, Soft Edge Margin allows for an account's margin deficit to be within a specified percentage of the account's Net Liquidation Value, currently 10%. When SEM ends, the full maintenance requirement must be met. When SEM is not applicable, the account must meet 100% of maintenance margin.
Soft Edge Margin start time of a contract is the latest of:
- the market open, the latest open time if listed on multiple exchanges;
- or the start of liquidation hours
Soft Edge Margin end time of a contract is the earliest of:
- 15 minutes before market close, the earliest close time if listed on multiple exchanges;
- or 15 minutes before the end of liquidation hours;
- or the start of Reg T enforcement time.
If an account falls below the miniumum maintenance margin, it will not be automatically liquidated until the it falls below the Soft Edge Margin. This allows a customer's account to be in margin violation for a short period of time. Soft Edge Margin is not displayed in Trader Workstation. Once the account falls below SEM however, it is then required to meet full maintenance margin.
Please note that IB reserves the right to restrict soft edge access on any given day, and may eliminate SEM completely in times of heightened volatility.
3. SMA and End of Day Calculations
Real-Time SMA
On a real-time basis, we check the balance of a special account associated with your Reg T Margin account called the Special Memorandum Account (SMA). We calculate a running balance of your SMA throughout the trading day, then enforce Regulation T initial margin requirements at the end of the trading day. No cash withdrawal will be allowed that causes SMA to go negative on a real-time basis.
End of Day SMA
As described above, we calculate SMA in real time throughout the trading day, but we enforce Regulation T initial margin requirements (typically 50% for stocks or 100% for nonmarginable securities) at the end of the trading day. Whenever you have a position change on a trading day, we check the balance of your SMA at the end of the US trading day (15:50-16:00 ET), to ensure that it is greater than or equal to zero.
We use the following calculation to check your SMA balance in real time and apply Regulation T initial margin requirements to securities that can be purchased on margin. Note that this is the same SMA calculation that is used throughout the trading day. In the first calculation, "today's trades initial margin requirements" are added for SELL orders and subtracted for BUY orders, and are based on US Regulation T Initial Margin requirements.
or
(Equity with Loan Value - Reg T Margin))
whichever is greater
If the SMA balance at the end of the trading day is negative, your account is subject to liquidation.
SMA Rules
SMA is calculated based on the following rules:
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4. Overnight Margin Calculations
Stocks and futures have additional margin requirements when held overnight. For overnight margin requirements for stocks, click the Stocks tab above. Futures margin requirements are determined by each exchange and can change frequently. IB applies overnight initial and maintenance requirements to futures as required by each exchange. For more information, click the Futures tab above.
How to Determine the Last Stock Price Before We Begin to Liquidate the Position?
Use the following series of calculations to determine the last stock price of a position before we begin to liquidate that position:

To see an example click the Examples link at top of page.
Note that this calculation applies only to single stock positions.
How Much Stock Do We Liquidate?
As shown on the Margin Calculations page, we calculate the amount of Excess Liquidity (margin excess) in your Reg T Margin account in real time. If your Excess Liquidity balance is less than zero, we will liquidate positions in your account to bring the Excess Liquidity balance up to at least zero.
You can use the following calculation to determine how much stock equity we will liquidate in your Reg T Margin account to bring your Excess Liquidity balance back to zero. Note that this calculation applies only to stocks.

To see an example click the Examples link at top of page.
- Note that the credit check for order entry always considers the initial margin of existing positions. Therefore, although an account may be holding an existing position at 35%, for example, it is the initial margin requirement of that position that is used in the credit check calculation for order acceptance.
- IB Japan margin accounts are not subject to US Regulation T margin requirements, which IB enforces at the end of the trading day.
- [1] All liquidations are subject to the normal commission schedule. Advisor clients will not be subject to advisor fees for any liquidating transaction.
- [2] Calculated at the end of the day under US margin rules.
- [3] Initial margin requirements calculated under US Regulation T rules. You can find these requirements by using our Contract Search feature to find a specific symbol, then drilling down to the details.
- [4] Change in day's cash also includes changes to cash resulting from option trades and day trading. Changes in cash resulting from other trades are not included.
http://www.interactivebrokers.com/en/p.php?f=margin&p=overview1
Example: Securities Margin Example
The following table shows an example of a typical sequence of trading events involving securities and how they affect a Regulation T (Reg T) Margin Account.[1]
| Day 1: Deposit $10,000.00 Cash in Margin Account. After the deposit, account values look like this: |
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|---|---|---|
| Cash = | $10,000.00 | |
| Securities Market Value = | $0.00 | No positions held |
| Equity with Loan Value (ELV) = | $10,000.00 | Total cash value + stock value + bond value + fund value + European & Asian options value |
| IB Initial Margin = | $0.00 | IM = 25% * Stock Value |
| Maintenance Margin (MM) = | $0.00 | MM = 25% * Stock Value |
| Available Funds = | $10,000.00 | ELV - IM |
| Excess Liquidity | $10,000.00 | ELV - MM |
| Day 1: End of Day SMA Calculation | ||
|---|---|---|
| Reg T Margin = | $0.00 | Reg T Margin = 50% * Stock Value |
| SMA = | $10,000.00 | (Prior Day SMA +/- Change in Day's Cash +/- Today's Trades Reg T Initial Margin) or (Equity with Loan Value - Reg T Margin) whichever is greater |
| SMA >= 0 | SMA Requirement Satisfied, NO liquidation | |
| Day 2: Customer BUYS 500 shares of XYZ stock at $40.00/share. Total Amount = $20,000.00. After the trade, account values look like this: | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $20,000.00 | |
| Equity with Loan Value = | $10,000.00 | |
| IB Initial Margin = | $5,000.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $5,000.00 | MM = 25% * Stock Value |
| Available Funds = | $5,000.00 | ELV-IM Available Funds were >=0 at the time of the trade, so the trade was submitted. |
| Excess Liquidity | $5,000.00 | ELV - MM |
| Day 2: End of Day SMA Calculation | ||
|---|---|---|
| Reg T Margin = | $10,000.00 | RegT Margin = 50% * Stock Value |
| SMA = | $0.00 | ($10,000.00 – $0.00 – $10,000.00) or ($10,000.00 – $10,000.00) Whichever is greater |
| SMA >= 0 | SMA Requirement Satisfied, NO liquidation | |
| Day 3: First, the price of XYZ rises to 45.00/share. Account values now look like this: | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $22,500.00 | |
| Equity with Loan Value = | $12,500.00 | |
| IB Initial Margin = | $5,625.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $5,625.00 | MM = 25% * Stock Value |
| Available Funds = | $6,875.00 | ELV-IM |
| Excess Liquidity | $6,875.00 | ELV - MM Excess Liquidity >=0, so NO LIQUIDATION occurs. |
| Day 3: Then the price of XYZ falls to $35.00/share. Account values now look like this: | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $17,500.00 | |
| Equity with Loan Value = | $7,500.00 | |
| IB Initial Margin = | $4,375.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $4,375.00 | MM = 25% * Stock Value |
| Available Funds = | $3,125.00 | ELV-IM |
| Excess Liquidity | $3,125.00 | ELV - MM |
| Day 3: End of Day SMA Calculation | ||
|---|---|---|
| Reg T Margin = | $8,750.00 | RegT Margin = 50% * Stock Value |
| SMA = | $0.00 | ($0.00 +/– $0.00 + $0.00) or ($7,500.00 – $8,750.00) Whichever is greater |
| SMA >= 0 | SMA Requirement Satisfied, NO liquidation | |
| Day 4: Customer SELLS 500 shares of XYZ at $45.00/share. Total Amount = $22,500.00. After the trade, account values look like this: | ||
|---|---|---|
| Cash = | $12,500.00 | |
| Securities Market Value = | $0.00 | Positions no longer held. |
| Equity with Loan Value = | $12,500.00 | |
| IB Initial Margin = | $0.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $0.00 | MM = 25% * Stock Value |
| Available Funds = | $12,500.00 | ELV-IM |
| Excess Liquidity | $12,500.00 | ELV - MM |
| Day 4: End of Day SMA Calculation | ||
|---|---|---|
| Reg T Margin = | $0.00 | RegT Margin = 50% * Stock Value |
| SMA = | $12,500.00 | ($0.00 +/– $0.00 + $11,250.00) or ($12,500.00 – $0.00) Whichever is greater |
| SMA >= 0 | SMA Requirement Satisfied, NO liquidation | |
| Day 5: Customer attempts to BUY 500 shares of ABC stock at $101.00/share. Total Amount = $50,500.00. Account values at the time of the attempted trade would look like this: | ||
|---|---|---|
| Cash = | $12,500.00 | |
| Securities Market Value = | $0.00 | |
| Equity with Loan Value = | $12,500.00 | |
| IB Initial Margin = | $12,625.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $12,625.00 | MM = 25% * Stock Value |
| Available Funds = | ($125.00) | ELV-IM |
| Excess Liquidity | ($125.00) | ELV - MM |
| Available Funds <=0, | so the trade is Rejected. | |
| Day 5: Later on Day 5, the customer buys some stock. Customer BUYS 300 shares of ABC stock at $100.00/share. Total Amount = $30,000.00. After the trade, account values look like this: |
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|---|---|---|
| Cash = | ($17,500.00) | |
| Securities Market Value = | $30,000.00 | |
| Equity with Loan Value = | $12,500.00 | |
| IB Initial Margin = | $7,500.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $7,500.00 | MM = 25% * Stock Value |
| Available Funds = | $5,000.00 | ELV-IM |
| Excess Liquidity | $5,000.00 | ELV - MM |
| Day 5: End of Day SMA Calculation | ||
|---|---|---|
| Reg T Margin = | $15,000.00 | RegT Margin = 50% * Stock Value |
| SMA = | -$2,500.00 | ($12,500 +/– $0.00 – $15,000.00) or ($12,500.00 – $15,000.00) Whichever is greater |
| SMA = ($2,500.00) which is < 0 | Shares are Liquidated. | |
| Day 5: Consider an alternate Day 5 scenario in which the price of ABC stock drops. Price of ABC stock drops to $75.00/share. Account values would now look like this: |
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|---|---|---|
| Cash = | ($17,500.00) | |
| Securities Market Value = | $22,500.00 | |
| Equity with Loan Value = | $5,000.00 | |
| IB Initial Margin = | $5,625.00 | IM = 25% * Stock Value |
| Maintenance Margin = | $5,625.00 | MM = 25% * Stock Value |
| Available Funds = | ($625.00) | ELV-IM |
| Excess Liquidity | ($625.00) | ELV - MM |
| Excess Liquidity <0, | so shares will be Liquidated. | |
Example: Commodities Margin Example
The following table shows an example of a typical sequence of trading events involving commodities. Although our Universal Account automatically transfers funds between the securities and commodities segments of the account, to simplify the following example, we will assume that the cash in the account remains in the Commodities segment of the account.
| Action | Cash | Margin Requirement | Net Liquidation Value |
|---|---|---|---|
| 1. Deposit $5,000.00 | + $5,000.00 | $5,000.00 | |
| 2 Buy 1 ES Futures Contract | $5,000.00 | $2,813.00 | $5,000.00 |
| $850.00 * 50 (multiplier) ES Initial Margin Requirement = $2,813.00 |
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| 3. End of Day: ESprice goes to $860.00 | $5,500.00 | $2813.00 | $5,500.00 |
| Gained $10.00 * 50 = $500.00 | |||
| Net Liquidation Value > $2,813.00 | No Liquidation. | ||
| 4. Next Day: ES price drops to $810.00 | $3,000.00 | $4,500.00 | $3,000.00 |
| Lost $50.00 * 50 = $2,500.00 | |||
| Net Liquidation Value < $4,500.00 Overnight Maintenance Margin | Liquidation occurs. | ||
Example: How to Determine the Last Stock Price Before We Begin to Liquidate the Position
For example, suppose a customer buys 2,000 shares of ABC stock at $10.00/share on margin. The loan amount in this case is $10,000.00, so the calculations would be: [1]
| 1. Customer deposits $10,000 in Reg T Margin account. | ||
|---|---|---|
| Cash = | $10,000.00 | |
| Securities Market Value = | $0.00 | |
| Equity with Loan Value = | $10,000.00 | |
| Maintenance Margin = | $0.00 | MM = 25% * Stock Value |
| Excess Liquidity | $10,000.00 | ELV - MM |
| 2. Customer buys $20,000.00 of ABC stock (2,000 shares at $10.00/share) | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $20,000.00 | |
| Equity with Loan Value = | $10,000.00 | |
| Maintenance Margin = | $5,000.00 | MM = 25% * Stock Value |
| Excess Liquidity | $5,000.00 | ELV - MM |
| 3. The price of ABC begins to drop. Determine the last stock price of ABC before we begin to liquidate the position: |
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|---|---|---|
| $10,000.00 * 1.4285 = | 14,285 | |
| 14,285 / 2,000 = | 7.1425 | |
| Therefore, when the price of ABC stock drops to below $7.1425/share, we will begin liquidating the position. | ||
Example: How Much Stock Do We Liquidate?
In the following example, a customer buys stock, but then the price of the stock drops enough to bring the Excess Liquidity balance below zero, prompting liquidation.
| 1. Customer deposits $10,000 in Reg T Margin account. | ||
|---|---|---|
| Cash = | $10,000.00 | |
| Securities Market Value = | $0.00 | |
| Equity with Loan Value (ELV) = | $10,000.00 | |
| Maintenance Margin (MM) = | $0.00 | MM = 25% * Stock Value |
| Excess Liquidity | $10,000.00 | ELV - MM |
| 2. Customer buys $20,000.00 of ABC stock (2,000 shares at $10.00/share) | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $20,000.00 | |
| Equity with Loan Value = | $10,000.00 | |
| Maintenance Margin = | $5,000.00 | MM = 25% * Stock Value |
| Excess Liquidity | $5,000.00 | ELV - MM |
| 3. The price of ABC drops to $6.00/share | ||
|---|---|---|
| Cash = | ($10,000.00) | |
| Securities Market Value = | $12,000.00 | |
| Equity with Loan Value = | $2,000.00 | |
| Maintenance Margin = | $3,000.00 | MM = 25% * Stock Value |
| Excess Liquidity | -$1,000.00 | ELV - MM |
| Excess Liquidity is now < 0, so positions will be liquidated to bring Excess Liquidity back to at least zero. | ||
| 4. Determine the liquidation amount using the calculation listed above: | |
|---|---|
| Liquidation Amount | = $1,000.00 * 4 |
| = $4,000.00 | |
| 5. After liquidation, the customer's account balances look like this: | ||
|---|---|---|
| Cash = | ($6,000.00) | Original $10,000.00 loan – Liquidation Amount |
| Securities Market Value = | $8,000.00 | $12,000.00 Market Value – Liquidation Amount |
| Equity with Loan Value = | $2,000.00 | |
| Maintenance Margin = | $2,000.00 | MM = 25% * Stock Value |
| Excess Liquidity | $0.00 | ELV - MM |
| Note that this ONLY brings the Excess Liquidity balance back to zero. Depositing more than this amount will provide the ability to open additional positions and/or a cushion to prevent further liquidation. | ||
- The example uses Initial and Maintenance Margins of 25%. These percentages are used for illustrative purposes only and do not necessarily reflect current Interactive Brokers margin rates.
http://www.interactivebrokers.com/en/p.php?f=margin&p=overview3
Real-time Monitoring
Unlike other brokers who calculate margin only at the end of the trading day, IB provides real-time data that gives you the edge you need to react quickly to the markets. The Margin Requirements section of the Account window allows you to understand your trading risk at any moment of the day by calculating requirements for initial margin (at the time of the trade) and maintenance margin (when holding positions) on a real time basis.
For more information regarding any of the real-time monitoring features mentioned here, see the TWS Users' Guide.
The TWS Account Window
The Account window in Trader Workstation lets you monitor every aspect of your account activity, including the values used in IB's margin calculations. We present key account values as the default when you first open the Account window, and you can expand each section of the Account window to display all values.
The Account window displays real-time values, including those listed below.
Balances
For more information on any of the real-time monitoring features mentioned here, as well as a table containing definitions of all values, see the TWS Users' Guide.
Margin Requirements
For more information on any of the real-time monitoring features mentioned here, as well as a table containing definitions of all values, see the TWS Users' Guide.
Available for Trading
For more information on any of the real-time monitoring features mentioned here, as well as a table containing definitions of all values, see the TWS Users' Guide.
Margin What-Ifs
Margin scenarios provide the margin implications of any transaction before transmitting an order. From the trading window, right click any order row and select Preview Order/Check Margin. Commission for the trade is also displayed.
Margin Warnings
IB will automatically liquidate when the account falls below the minimum maintenance margin requirement. To help avoid this scenario, TWS provides pop-up warning messages and color-coded account information as a notification that you are approaching a margin deficiency. This allows you to take action such as entering margin-reducing trades instead of risking liquidations.
To help customers monitor margin deficiencies, TWS displays color-coded messages on the Account Screen and pop-up warning messages to notify customers that they are approaching their margin limits. This feature allows you to take action, such as entering margin-reducing trades, to avoid having IB liquidate your positions. The colors on the Account screen convey the following information at a glance:
Margin Reports
Margin reports show margin requirements for single and combination positions, and display both available and excess liquidity. Each day at 16:15 ET we record your margin and equity information across all asset classes and exchanges.
You can access your margin reports under the Margin Report menu item (Report Management) within Account Management. Here is an example of a portion of a margin report.
Any trading symbols displayed are for illustrative purposes only and are not intended to portray recommendations.
http://www.interactivebrokers.com/en/p.php?f=margin&p=overview2
US Stocks
The following table lists margin calculations for Reg T Margin, Cash and Reg T Margin - IRA Accounts. See our Portfolio Margin page for US Stock requirements in a Portfolio Margin account.
The NYSE and FINRA have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to special Day Trading Restrictions for US securities.
The following table shows stock margin requirements for initial (at the time of trade), maintenance (when holding positions), and Overnight Reg T (Regulatory End of Day Requirement) time periods.
Long Position
| IB Initial Margin Account | 25%[1] * Stock Value |
| IB Maintenance Margin Account | Same as Initial. |
| Reg T End of Day Margin Account | 50%[2] * Stock Value |
| Cash, Individual or IRA | 100% * Stock Value |
| Reg T Margin - IRA | Same as Cash |
Short Positions
| IB Initial Margin Account | 30%[3] * Stock Value |
| IB Maintenance Margin Account | 30% * Stock Value if Stock Value > $16.67 $5.00 if Stock Value < $16.67 and > $5.00 100% * Stock Value if Stock Value < $5.00 $2.50 if Stock Value <= $2.50 |
| Reg T End of Day Margin Account | Same as Reg T End of Day for Long Positions. |
| Cash, Individual or IRA | N/A |
| Reg T Margin - IRA | Same as Cash |
Non-Marginable Long or Short Positions
| IB Initial Margin Account | 100% * Stock Value |
| IB Maintenance Margin Account | Same as Initial. |
| Reg T End of Day Margin Account | Same as Initital. |
| Cash, Individual or IRA | Same as Initial, Only Long Positions |
| Reg T Margin - IRA | N/A |
Click here to learn more about our Reg T End of Day margin calculations.
Notes:
- All Margin accounts must have a minimum of USD 2,000 to trade.
- Margin requirements quoted in US dollars may also be satisfied with a Non-US Dollar equivalent.
- IB has additional algorithms which increase the nominal margin for positions that represent a >1% holding of an individual company's shares outstanding, with full margin required for concentrations of >= 5% of a company's shares outstanding. Investors should be prepared to meet the increased margin, where holdings are above 1% threshold.
- [1] For Leveraged ETFs, Minimum(25% * Leverage Factor, 100%)
- [2] For Leveraged ETFs, Minimum(50% * Leverage Factor, 100%)
- [3] For Leveraged ETFs, Minimum(30% * Leverage Factor, 100%)
http://www.interactivebrokers.com/en/p.php?f=margin&p=stk
Canadian Stocks and Canadian Residents Trading All Stocks
The following table shows stock margin requirements for initial (at the time of trade), maintenance (when holding positions), and Overnight Reg T (Regulatory End of Day Requirement) time periods. FINRA and the NYSE have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to special Day Trading Restrictions for US Securities.
Long Positions Traded on Approved Exchanges [1]
| IB Initial Margin Account | If Stock Price >= CAD 2, then 50% * Stock Value |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | Same as Initial |
| Cash | 100% * Stock Value |
Long Positions Eligible for Reduced Margin on Approved Exchanges [1]
| IB Initial Margin Account | If Stock Price >= CAD 2, then 30%[3] * Stock Value |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | If Stock Price >= CAD 2, then 50%[2] * Stock Value |
| Cash | 100% * Stock Value |
All Other Long Positions including Stocks < CAD 2 and TSX Venture Exchange
| IB Initial Margin Account | 100% * Stock Value |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | Same as Initial |
| Cash | Same as Initial |
Short Positions Traded on Approved Exchanges [1]
| IB Initial Margin Account |
If Stock Price >= CAD 2, then 50% * Stock Value
Minimum Margin >= USD 2.50 * Number of Shares |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | Same as Initial |
| Cash | 100% * Stock Value |
Short Positions Eligible for Reduced Margin on Approved Exchanges [1]
| IB Initial Margin Account |
If Stock Price >= CAD 2, then 30%[3] * Stock Value
Minimum Margin >= USD 2.50 * Number of Shares |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account |
If Stock Price >= CAD 2, then 50%[2] * Stock Value
Minimum Margin >= USD 2.50 * Number of Shares |
| Cash | 100% * Stock Value |
All Other Short Positions including Stocks < CAD 2 and TSX Venture Exchange
| IB Initial Margin Account |
100% * Stock Value
Minimum Margin >= USD 2.50 * Number of Shares |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | Same as Initial |
| Cash | Same as Initial |
Cross-Margined Stock on the Same Underlying [4]
| IB Initial Margin Account |
5% * Long Stock Value
(Long and short positions with the same underlying stocks, one leg cleared in the US and the other leg cleared in Canada.) |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | Same as Initial |
| Cash | N/A |
Notes:
- All margin accounts must have a minimum of USD 2,000 to trade.
- Margin requirements quoted in US or CA dollars may be satisfied with the equivalent amount in another currency.
- IB has additional algorithms which increase the nominal margin for positions that represent a >1% holding of an individual company's shares outstanding, with full margin required for concentrations of >= 5% of a company's shares outstanding. Investors should be prepared to meet the increased margin, where holdings are above 1% threshold.
- [1] Approved exchanges for Canadian residents are: TSX, NYSE, NASDAQ, AMEX, ARCA, LSE, TSE.JPN. Only TSX applies to Non-Canadian residents. To see which securities the IDA has determined are eligible for reduced margin, view this List of Securities Eligible for Reduced Margin.
- [2] For Leveraged ETFs, Minimum(50% * Leverage Factor, 100%)
- [3] For Leveraged ETFs, Minimum(30% * Leverage Factor, 100%)
- [4] Long CAD stock and short USD stock or long USD stock and short CAD stock.
http://www.interactivebrokers.com/en/p.php?f=margin&p=stk1
Other Stocks
The following table shows stock margin requirements for initial (at the time of trade), maintenance (when holding positions), and Overnight Reg T (Regulatory End of Day Requirement) time periods.
The NYSE and FINRA have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to special Day Trading Restrictions for US securities.
Long Position
| IB Initial Margin Account | Margin requirements are determined by risk-based portfolio analysis models specified by each exchange. For details, visit the specific exchange site in question. |
| IB Maintenance Margin Account | Same as Initial |
| Reg T End of Day Margin Account | 50%[1] * Stock Value |
| Cash | 100% * Stock Value |
Short Positions
| IB Initial Margin Account | Same as Initial for long positions |
| IB Maintenance Margin Account | Same as Initial for long positions |
| Reg T End of Day Margin Account | Same as Reg T End of Day for long positions |
| Cash | N/A |
Notes:
- All Margin accounts must have a minimum of USD 2,000 to trade.
- Margin requirements quoted in US dollars may also be satisfied with a Non-US Dollar equivalent.
- IB has additional algorithms which increase the nominal margin for positions that represent a > 1% holding of an individual company's shares outstanding, with full margin required for concentrations of > = 5% of a company's shares outstanding. Investors should be prepared to meet the increased margin, where holdings are above 1% threshold.
- [1] For Leveraged ETFs, Minimum(50% * Leverage Factor, 100%)
http://www.interactivebrokers.com/en/p.php?f=margin&p=stk3
IB may reduce the collateral value of securities (reduces marginability) for a variety of reasons, including:
* small market capitalization or small issue size
* low liquidity in the collective primary/secondary exchanges
* involvement in tenders and other corporate action
Changes in marginability are generally considered for a specific security. However, in cases of concerns about the viability or liquidity of a company, marginability reductions will apply to all securities issued by, or related to, the affected company, including bonds, derivatives, depository receipts, etc.
See the section on Decreased Marginability Calculations on the Margin Calculations page for information about large position and position concentration algorithms that may affect the margin rate applied to a given security within an account and may vary between accounts.
|
Americas
|
|
|---|---|
| Country | Special Margin Stocks |
|
United States |
Listed: 10917 |
|
Canada |
Listed: 3199 |
|
Mexico |
Listed: 74 |
|
Europe
|
|
|---|---|
| Country | Special Margin Stocks |
|
Germany |
Listed: 1144 |
|
United Kingdom |
Listed: 928 |
|
France |
Listed: 616 |
|
Netherlands |
Listed: 74 |
|
Switzerland |
Listed: 112 |
|
Belgium |
Listed: 113 |
|
Sweden |
Listed: 177 |
|
Spain |
Listed: 68 |
|
Austria |
None available at this time |
|
Italy |
Listed: 167 |
|
Asia
|
|
|---|---|
| Country | Special Margin Stocks |
|
Australia |
Listed: 1577 |
|
Japan |
Listed: 11 |
|
Hong Kong |
Listed: 939 |
|
India |
None available at this time |
http://www.interactivebrokers.com/en/p.php?f=margin&p=stk2
US Options
The following calculations apply only to Reg T, Reg T Margin - IRA and Cash Accounts. See our Portfolio Margin page for US Options requirements in a Portfolio Margin account.
FINRA and the NYSE have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to Day Trading Restrictions for US Securities.
Interactive Brokers utilizes option combination margin optimization software to try to create the minimum margin requirement. However, due to the system requirements required to determine the optimal solution, we cannot always guarantee the optimal combination in all cases.
Please note that Interactive Brokers does not support option exercises, assignments or deliveries which may result in an account being non-compliant with margin requirements. For additional information about the handling of options on expiration Friday, click here (Knowledgebase Article http://ibkb.interactivebrokers.com/node/1767).
The following table shows option margin requirements for each type of margin combination.
Long Call or Put
| IB Initial/RegT End of Day Margin Account |
None |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | Same as Initial |
| Reg T Margin - IRA | Same as Margin Account |
Short Naked Call
| IB Initial/RegT End of Day Margin Account |
Stock Options[1] Call Price + Maximum ((20%[2] * Underlying Price - Out of the Money Amount), (10% * Underlying Price)) Index Options[1] Call Price + Maximum ((15%[3] * Underlying Price - Out of the Money Amount), (10% * Underlying Price)) World Currency Options[1] Call Price + Maximum ((4%[2] * Underlying Price - Out of the Money Amount), (0.75% * Underlying Price)) Cash Basket Option[1] In the Money Amount |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | N/A |
| Reg T Margin - IRA | Same as Cash Account |
Short Naked Put
| IB Initial/RegT End of Day Margin Account |
Stock Options[1] Put Price + Maximum ((20%[2] * Underlying Price - Out of the Money Amount), (10% * Strike Price)) Index Options[1] Put Price + Maximum ((15%[3] * Underlying Price - Out of the Money Amount), (10% * Strike Price)) World Currency Options[1] Put Price + Maximum ((4%[2] * Underlying Price - Out of the Money Amount), (0.75% * Underlying Price)) Cash Basket Option[1] In the Money Amount |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | Put Strike Price |
| Reg T Margin - IRA | Same as Cash Account |

Covered Calls and Puts
Short an option with an equity position held to cover full exercise upon assignment of the option contract.
| IB Initial/RegT End of Day Margin Account |
Initial Stock Margin Requirement + In the Money Amount[4] |
| IB Maintenance Margin Account |
Initial Stock Margin Requirement + In the Money Amount[4] |
| Cash Accounts |
Covered Calls Stock paid in full Covered Puts N/A |
| Reg T Margin - IRA |
Covered Calls None Covered Puts N/A |
Call Spread
A long and short position of equal number of calls on the same underlying (and same multiplier) if the long position expires on or after the short position.
| IB Initial/RegT End of Day Margin Account |
Maximum (Strike Long Call - Strike Short Call, 0) |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | Same as Initial if both options are European-style cash-settled Otherwise, N/A. |
| Reg T Margin - IRA | Same as Margin Account |
Put Spread
A long and short position of equal number of puts on the same underlying (and same multiplier) if the long position expires on or after the short position.
| IB Initial/RegT End of Day Margin Account |
Maximum (Short Put Strike - Long Put Strike, 0) |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | Same as Margin Account Both options must be European style cash settled. |
| Reg T Margin - IRA | Same as Margin Account |
Collar
Long put and long underlying with short call. Put and call must have same expiration date, same underlying (and same multiplier), and put exercise price must be lower than call exercise price.
| IB Initial/RegT End of Day Margin Account |
Initial Stock Margin Requirement + In the Money Call Amount Equity with Loan Value of Long Stock Minimum (Current Market Value, Call Aggregate Exercise Price) |
| IB Maintenance Margin Account |
Minimum (((10% * Put Exercise Price) + Out of the-Money Put Amount), (25% * Call Exercise Price)) |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |

Long Call and Put
Buy a call and a put.
| IB Initial/RegT End of Day Margin Account |
Margined as two long options. |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | Same as Margin Account |
| Reg T Margin - IRA | Same as Margin Account |
Short Call and Put
Sell a call and a put.
| IB Initial/RegT End of Day Margin Account |
If Initial Margin Short Put > Initial Short Call, then Initial Margin Short Put + Price Short Call else If Initial Margin Short Call >= Initial Short Put, then Initial Margin Short Call + Price Short Put |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Long Butterfly
Two short options of the same series (class, multiplier, strike price, expiration) offset by one long option of the same type (put or call) with a higher strike price and one long option of the same type with a lower strike price. All component options must have the same expiration, same underlying, and intervals between exercise prices must be equal.
| IB Initial/RegT End of Day Margin Account |
None |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | None Both options must be European-style cash-settled. |
| Reg T Margin - IRA | Same as Margin Account |
Short Butterfly Put
Two long put options of the same series offset by one short put option with a higher strike price and one short put option with a lower strike price. All component options must have the same expiration, same underlying, and intervals between exercise prices must be equal.
| IB Initial/RegT End of Day Margin Account |
((Highest Put Options Strike - Middle Put Options Strike) + (Middle Put Options Strike = Lowest Put Option Strike)) |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Short Butterfly Call
Two long call options of the same series offset by one short call option with a higher strike price and one short call option with a lower strike price. All component options must have the same expiration, same underlying, and intervals between exercise prices must be equal.
| IB Initial/RegT End of Day Margin Account |
((Highest Call Options Strike - Middle Call Options Strike) + (Middle Call Options Strike = Lowest Call Option Strike)) |
| IB Maintenance Margin Account |
Must maintain initial margin. |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Long Box Spread
Long call and short put with the same exercise price ("buy side") coupled with a long put and short call with the same exercise price ("sell side"). Buy side exercise price is lower than the sell side exercise price. All component options must have the same expiration, and underlying (multiplier).
| IB Initial/RegT End of Day Margin Account |
None |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | N/A |
| Reg T Margin - IRA | Same as Margin Account |
Short Box Spread
Long call and short put with the same exercise price ("buy side") coupled with a long put and short call with the same exercise price ("sell side"). Buy side exercise price is higher than the sell side exercise price. All component options must have the same expiration, and underlying (multiplier).
| IB Initial/RegT End of Day Margin Account |
American Style Maximum (((Long Call Price + Long Put Price - Short Call Price = Short Put Price) * -102%), (Long Call Strike - Short Call Strike)) European Style Long Call Strike - Short Call Strike |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | N/A |
| Reg T Margin - IRA | Same as Margin Account |
Conversion
Long put and long underlying with short call. Put and call must have the same expiration date, underlying (multiplier), and exercise price.
| IB Initial/RegT End of Day Margin Account |
Initial Stock Margin Requirement Equity with Loan Value of Long Stock Minimum (Current Market Value, Call Aggregate Exercise Price) |
| IB Maintenance Margin Account |
10% * Strike Price |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Reverse Conversion
Long call and short underlying with short put. Put and call must have same expiration date, underlying (multiplier), and exercise price.
| IB Initial/RegT End of Day Margin Account |
In the Money Put Amount + Initial Stock Margin Requirement |
| IB Maintenance Margin Account |
In the Money Put Amount + (10% * Strike Price) |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Protective Put
Long Put and Long Underlying.
| IB Initial/RegT End of Day Margin Account |
Initial Stock Margin Requirement |
| IB Maintenance Margin Account |
Minimum (((10% * Put Strike Price) + Put Out of the Money Amount), Long Stock Maintenance Requirement) |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Protective Call
Long Call and Short Underlying.
| IB Initial/RegT End of Day Margin Account |
Initial Standard Stock Margin Requirement |
| IB Maintenance Margin Account |
Minimum (((10% * Call Strike Price) + Call Out of the Money Amount), Short Stock Maintenance Requirement) |
| Cash Accounts | N/A |
| Reg T Margin - IRA | N/A |
Iron Condor
Sell a put, buy put, sell a call, buy a call.
| IB Initial/RegT End of Day Margin Account |
Short Put Strike - Long Put Strike |
| IB Maintenance Margin Account |
Same as Initial |
| Cash Accounts | If all options are European and cash-settled, same as margin account. |
| Reg T Margin - IRA | Same as Margin Account |
Notes:
- Specific options with commodity-like behavior, such as VIX Index Options, have special spread rules and, consequently, may be required to meet higher margin requirements than a straightforward US equity option. Clients are urged to use the paper trading account to simulate an options spread in order to check the current margin on such spread.
- If a combination of options is put on in such a way that a specific strategy is optimal at that point in time, the strategy may remain in place until the account is revalued even if it does not remain the optimal strategy. A revaluation will occur when there is a position change within that symbol. If there is no position change, a revaluation will occur at the end of the trading day.
- [1] Minimum charge of USD 2.50 per share of underlying. This minimum does not apply for End of Day Reg T calculation purposes.
- [2] For Leverage Options, Minimum (20% * Leverage Factor, 100%).
- [3] For Leverage Options, Minimum (15% * Leverage Factor, 100%)
- [4] For Covered Basket Calls, (short basket call, long component stocks), the margin requirement is for all the component stocks.
http://www.interactivebrokers.com/en/p.php?f=margin&p=opt
Canadian Stock and Index Options Requirements
FINRA and the NYSE have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to Day Trading Restrictions for US Securities.
Please note that Interactive Brokers utilizes option margin optimization software to try to create the minimum margin requirement. However, due to the system requirements required to determine the optimal solution, we cannot always guarantee the optimal combination in all cases.
The following table shows option margin requirements for each type of margin combination.
Long Call or Put
| IB Initial Margin Account |
None. Long option cost is subtracted from cash. |
| IB Maintenance Margin Account |
None. |
| Cash Accounts | None. Long option cost is subtracted from cash. |
Short Naked Call
| IB Initial Margin Account |
Stock Options[1] Call Price + Maximum (((30% * Underlying Price) - Out of the Money Amount), 10% * Underlying Price) Index Options[1] Call Price + Maximum (((15% * Underlying Price) - Out of the Money Amount), 10% * Underlying Price) |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | N/A |
Short Naked Put
| IB Initial Margin Account |
Stock Options[1] Put Price + Maximum (((30% * (Underlying Price) - Out of the Money Amount), 10% * Strike Price) Index Options[1] Put Price + Maximum (((15% * (Underlying Price) - Out of the Money Amount), 10% * Strike Price) |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | Aggregate Put Strike Price. |

Covered Calls and Puts
Short an option with an equity position held to cover full exercise upon assignment of the option contract.
| IB Initial Margin Account |
Stock Initial Margin Requirement + In the Money Amount |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | Covered Calls Stock paid in full Covered Puts N/A |
Call Spread
A long and short position of equal number of calls on the same underlying (and same multiplier) if the long position expires on or after the short position.
| IB Initial Margin Account |
Maximum ((Strike Long Call - Strike Short Call), 0) |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | Same as Initial if both options are European-style cash-settled Otherwise, N/A. |
Put Spread
A long and short position of equal number of puts on the same underlying (and same multiplier) if the long position expires on or after the short position.
| IB Initial Margin Account |
Maximum (Short Put Strike - Long Put Strike, 0)) |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | Same as Margin Account Both options must be European style cash settled. |
Protective Put
Long Put and Long Underlying.
| IB Initial Margin Account |
Initial Stock Margin Requirement |
| IB Maintenance Margin Account |
Minimum (((10% * Put Strike Price) + Put Out of the Money Amount), Long Stock Maintenance Requirement) |
| Cash Accounts | N/A |
Protective Call
Long Call and Short Underlying.
| IB Initial Margin Account |
If Trading Currency is CAD Minimum(Strike Long Call, Initial Stock Margin Requirement) If Trading Currency is not CAD Call Price + (30% * Underlying Price) + Minimum (Out of the Money Amount, (30% * Underlying Price)) |
| IB Maintenance Margin Account |
If Trading Currency is CAD Minimum(Strike Long Call, Maintenance Stock Margin Requirement) If Trading Currency is not CAD Call Price + (30% * Underlying Price) + Minimum (Out of the Money Amount, (30% * Underlying Price)) |
| Cash Accounts | N/A |
Collar
Long put and long underlying with short call. Put and call must have same expiration date, same underlying (and same multiplier), and put exercise price must be lower than call exercise price.
| IB Initial Margin Account |
Initial Stock Margin Requirement + In the Money Call Amount |
| IB Maintenance Margin Account |
In the Money Call Amount + Minimum (((10% * Put Strike Price) + Out of the Money Put Amount), (30% * Strike Call)) |
| Cash Accounts | N/A |
Conversion
Long put and long underlying with short call. Put and call must have the same expiration date, underlying (multiplier), and exercise price.
| IB Initial Margin Account |
Initial Stock Margin Requirement + In the Money Call Amount |
| IB Maintenance Margin Account |
In the Money Call Amount + (10% * Strike Price) |
| Cash Accounts | N/A |
Reverse Conversion
Long call and short underlying with short put. Put and call must have same expiration date, underlying (multiplier), and exercise price.
| IB Initial Margin Account |
In the Money Put Amount + Initial Stock Margin Requirement |
| IB Maintenance Margin Account |
In the Money Put Amount + (10% * Strike Price) |
| Cash Accounts | N/A |
Long Butterfly
Two short options of the same series (class, multiplier, strike price, expiration) offset by one long option of the same type (put or call) with a higher strike price and one long option of the same type with a lower strike price. All component options must have the same expiration, same underlying, and intervals between exercise prices must be equal.
| IB Initial Margin Account |
None. |
| IB Maintenance Margin Account |
Same as Initial. |
| Cash Accounts | None Both options must be European-style cash-settled. |
Notes:
- [1] Minimum charge of USD 2.50 per share of underlying. This minimum does not apply for End of Day Reg T calculation purposes.
http://www.interactivebrokers.com/en/p.php?f=margin&p=opt1
Non-US/Non-Canadian Options Margin Requirements
Margin requirements are determined by risk based portfolio analysis models specified by each exchange. For specific details, visit the specific exchange site in question. US Reg T Margin requirements are also applied at the end of each trading day. For more information, see the US Stock and Index Options tab above.
For Australian single stock options, we apply US rule-based and Reg T margin requirements.
http://www.interactivebrokers.com/en/p.php?f=margin&p=opt2
Futures
N O T I C E
Futures margin requirements are determined by each exchange and can change frequently. All margin requirements are expressed in the currency of the traded product. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by the respective clearing house. In addition to the exchange-mandated margin models, IB considers three standard deviation price moves and will charge additional margin when three standard deviations of the underlying price exceed the exchange scanning range. IB will consider margin on extreme up and down moves in the underlying index products. |
In addition to the exchange scanning ranges, IB will consider additional scenarios which incorporate extreme moves in the underlying. Accordingly, IB may require margin over and above the exchange-mandated margin on short options in order to account for the risk inherent in an extreme market move. You can view the margin requirements on a specific option or futures order that you are considering before you submit the order by creating the order in TWS and using the right-click menu to "Check Margin" before you transmit. |
Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows from IB.
Please see the following special articles and links, which describe important information on futures/options risk management and financial controls at IB:
- Special risk relating to offsets between options and futures | IB Knowledge Base
- Delivery, Exercise and Corporate Actions
The table below depicts the exchange margin requirements.
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
BELFOX |
BFX |
BEL 20 Index |
BXF |
1750 |
N/A |
1750 |
1400 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
CBOT |
AC |
Ethanol -CME |
AC |
4725 |
N/A |
4725 |
3500 |
USD |
CBOT |
INDU |
Dow Jones Industrial Average |
DJ |
3125 |
2500 |
6250 |
5000 |
USD |
CBOT |
SA |
5 Year Swap Future |
NG |
810 |
N/A |
810 |
600 |
USD |
CBOT |
SR |
10 Year Swap Futures |
NI |
1890 |
N/A |
1890 |
1400 |
USD |
CBOT |
YC |
Mini Sized Corn Futures |
YC |
338 |
N/A |
338 |
250 |
USD |
CBOT |
YK |
Mini Sized Soybean Futures |
YK |
675 |
N/A |
675 |
500 |
USD |
CBOT |
YW |
Mini Sized Wheat Futures |
YW |
608 |
N/A |
608 |
450 |
USD |
CBOT |
ZB |
30 Year US Treasury Bond |
US |
1958 |
1450 |
3915 |
2900 |
USD |
CBOT |
ZC |
Corn Futures |
C |
2363 |
N/A |
2363 |
1750 |
USD |
CBOT |
ZF |
5 Year US Treasury Note |
FV |
439 |
325 |
878 |
650 |
USD |
CBOT |
ZL |
Soybean Oil Futures |
BO |
1296 |
N/A |
1296 |
960 |
USD |
CBOT |
ZM |
Soybean Meal Futures |
SM |
2160 |
N/A |
2160 |
1600 |
USD |
CBOT |
ZO |
Oat Futures |
O |
1080 |
N/A |
1080 |
800 |
USD |
CBOT |
ZQ |
30 Day Fed Funds |
FF |
65 |
49 |
131 |
97 |
USD |
CBOT |
ZR |
Rough Rice Futures |
RR |
1607 |
N/A |
1607 |
1190 |
USD |
CBOT |
ZS |
Soybean Futures |
S |
3375 |
N/A |
3375 |
2500 |
USD |
CBOT |
ZT |
2 Year US Treasury Note |
TU |
186 |
138 |
371 |
275 |
USD |
CBOT |
ZW |
Wheat Futures |
W |
3038 |
N/A |
3038 |
2250 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
CDE |
BAX |
3 Month Canadian Bankers' Acceptance Futures |
BAX |
531 |
425 |
1063 |
850 |
CAD |
CDE |
CGB |
10 Year Government of Canada Bonds |
CGB |
1500 |
1200 |
3000 |
2400 |
CAD |
CDE |
TSE60 |
S&P Canada 60 Index Futures (Old TSE60) |
SXF |
4313 |
3450 |
8625 |
6900 |
CAD |
CDE |
TSE60 |
S&P Canada 60 Index Futures (Old TSE60) |
SXM |
1078 |
863 |
2156 |
1725 |
CAD |
CDE |
TSX |
S&P TSX COMPOSITE INDEX |
SCF |
4063 |
3250 |
8125 |
6500 |
CAD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
CFE |
GVZ |
CBOE Gold Volatility Index |
GV |
1110 |
N/A |
1110 |
888 |
USD |
CFE |
OVX |
CBOE Crude Oil Vol Index |
OV |
1488 |
N/A |
1488 |
1190 |
USD |
CFE |
VIX |
CBOE Volatility Index |
VX |
8438 |
N/A |
8438 |
6750 |
USD |
CFE |
VM |
Mini VIX Index |
VM |
844 |
N/A |
844 |
675 |
USD |
CFE |
VT |
CBOE S&P 500 Three Month Variance |
VT |
45000 |
N/A |
45000 |
36000 |
USD |
CFE |
VXEEM |
CBOE Emerging Markets ETF Volatility Index |
VXEM |
1313 |
N/A |
1313 |
1050 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
CME |
ACD |
Australian dollar |
ACD |
8640 |
N/A |
8640 |
6400 |
CAD |
CME |
AJY |
Australian dollar |
AJY |
1687500 |
N/A |
1687500 |
1250000 |
JPY |
CME |
AUD |
Australian dollar |
AD |
3780 |
N/A |
3780 |
2800 |
USD |
CME |
BRE |
Brazilian Real in US Dollars |
BR |
9100 |
N/A |
9100 |
6500 |
USD |
CME |
CAD |
Canadian dollar |
CD |
2295 |
N/A |
2295 |
1700 |
USD |
CME |
CHF |
Swiss franc |
SF |
6210 |
N/A |
6210 |
4600 |
USD |
CME |
CZK |
Czech koruna |
CZ |
20250 |
N/A |
20250 |
15000 |
USD |
CME |
ECK |
Czech koruna |
ECZ |
8100 |
N/A |
8100 |
6000 |
EUR |
CME |
EHF |
Hungarian forint |
EHU |
8100 |
N/A |
8100 |
6000 |
EUR |
CME |
EM |
1 Month LIBOR (Int. Rate) |
EM |
270 |
N/A |
270 |
200 |
USD |
CME |
EPZ |
Polish zloty |
EPL |
3375 |
N/A |
3375 |
2500 |
EUR |
CME |
EUR |
European Monetary Union euro |
EC |
4860 |
N/A |
4860 |
3600 |
USD |
CME |
GBP |
British pound |
BP |
2066 |
N/A |
2066 |
1530 |
USD |
CME |
GE |
GLOBEX Euro-Dollar |
ED |
253 |
188 |
506 |
375 |
USD |
CME |
GF |
Feeder Cattle |
FC |
2646 |
N/A |
2646 |
1960 |
USD |
CME |
GSCI |
CME GSCI Index |
GI |
10500 |
N/A |
10500 |
7000 |
USD |
CME |
GTB |
13 Week T-Bills |
TB |
810 |
N/A |
810 |
600 |
USD |
CME |
HE |
Lean Hogs |
LH |
1715 |
N/A |
1715 |
1270 |
USD |
CME |
HUF |
Hungarian forint |
HFO |
16200 |
N/A |
16200 |
12000 |
USD |
CME |
JPY |
Japanese yen |
JY |
4860 |
N/A |
4860 |
3600 |
USD |
CME |
LE |
Live Cattle |
LC |
1957 |
N/A |
1957 |
1450 |
USD |
CME |
MID |
S&P Midcap 400 Stock Index |
MD |
31250 |
N/A |
31250 |
25000 |
USD |
CME |
MXP |
Mexican Peso |
MP |
3750 |
N/A |
3750 |
3000 |
USD |
CME |
NDX |
NASDAQ 100 Stock Index |
ND |
6250 |
5000 |
12500 |
10000 |
USD |
CME |
NKD |
Dollar Denominated Nikkei 225 Index |
NK |
1875 |
1500 |
3750 |
3000 |
USD |
CME |
NZD |
New Zealand dollar |
NE |
2754 |
N/A |
2754 |
2040 |
USD |
CME |
PLN |
Polish zloty |
PLZ |
17550 |
N/A |
17550 |
13000 |
USD |
CME |
RF |
European Monetary Union euro |
RF |
5400 |
N/A |
5400 |
4000 |
CHF |
CME |
RP |
European Monetary Union euro |
RP |
2093 |
N/A |
2093 |
1550 |
GBP |
CME |
RUR |
Russian Ruble in US Dollars |
RU |
8550 |
N/A |
8550 |
5700 |
USD |
CME |
RY |
European Monetary Union euro |
RY |
607500 |
N/A |
607500 |
450000 |
JPY |
CME |
SEY |
Euroyen (TIBOR) Index |
EY |
24300 |
N/A |
24300 |
18000 |
JPY |
CME |
SPX |
S&P 500 Stock Index |
SP |
10938 |
8750 |
21875 |
17500 |
USD |
CME |
ZAR |
South African Rand |
RA |
3780 |
N/A |
3780 |
2800 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
DTB |
4GLD |
XETRA-GOLD |
FXGL |
5013 |
N/A |
5013 |
4010 |
EUR |
DTB |
5AB |
Asian Bamboo AG |
5ABF |
155 |
N/A |
155 |
124 |
EUR |
DTB |
ABI |
Anheuser-Busch InBev NV |
ITKG |
667 |
N/A |
667 |
533 |
EUR |
DTB |
ACA |
Credit Agricole SA |
XCAH |
52 |
N/A |
52 |
42 |
EUR |
DTB |
ADS |
Adidas AG |
ADSG |
761 |
N/A |
761 |
608 |
EUR |
DTB |
AGN |
Aegon NV |
AENF |
53 |
N/A |
53 |
42 |
EUR |
DTB |
AGS |
Ageas |
FO4G |
16 |
N/A |
16 |
13 |
EUR |
DTB |
AI |
Air Liquide SA |
AIRI |
1169 |
N/A |
1169 |
935 |
EUR |
DTB |
ALBK |
Allied Irish Banks PLC |
ALBF |
1 |
N/A |
1 |
1 |
EUR |
DTB |
ALO |
Alstom SA |
AOMG |
304 |
N/A |
304 |
243 |
EUR |
DTB |
ALU |
Alcatel-Lucent/France |
CGEF |
23 |
N/A |
23 |
18 |
EUR |
DTB |
ALV |
Allianz SE |
ALVG |
947 |
N/A |
947 |
758 |
EUR |
DTB |
AZM |
Azimut Holding SpA |
HDBG |
891 |
N/A |
891 |
713 |
EUR |
DTB |
BAS |
BASF SE |
BASG |
718 |
N/A |
718 |
575 |
EUR |
DTB |
BAYN |
Bayer AG |
BAYF |
647 |
N/A |
647 |
518 |
EUR |
DTB |
BBVA |
Banco Bilbao Vizcaya Argentaria SA |
BBVG |
71 |
N/A |
71 |
57 |
EUR |
DTB |
BMW |
Bayerische Motoren Werke AG |
BMWF |
772 |
N/A |
772 |
618 |
EUR |
DTB |
BMW3 |
Bayerische Motoren Werke AG |
BM3F |
518 |
N/A |
518 |
414 |
EUR |
DTB |
BN |
Danone |
BSNH |
649 |
N/A |
649 |
519 |
EUR |
DTB |
BNP |
BNP Paribas SA |
BNPH |
388 |
N/A |
388 |
311 |
EUR |
DTB |
BTM |
Mid-Term Euro-BTP Italian Government Bond |
FBTM |
8050 |
N/A |
8050 |
6440 |
EUR |
DTB |
BTP |
Euro-BTP Italian Government Bond |
FBTP |
4463 |
N/A |
4463 |
3570 |
EUR |
DTB |
BTS |
Short-Term Euro-BTP Italian Government Bond |
FBTS |
2275 |
N/A |
2275 |
1820 |
EUR |
DTB |
CA |
Carrefour SA |
CARG |
174 |
N/A |
174 |
139 |
EUR |
DTB |
CBK |
Commerzbank AG |
CBKG |
20 |
N/A |
20 |
16 |
EUR |
DTB |
CS |
AXA SA |
AXAG |
126 |
N/A |
126 |
101 |
EUR |
DTB |
DAX |
DAX 30 Index (Deutsche Aktien Xchange 30) |
FDAX |
7428 |
5942 |
14856 |
11885 |
EUR |
DTB |
DB1 |
Deutsche Boerse AG |
DB1G |
524 |
N/A |
524 |
419 |
EUR |
DTB |
DBK |
Deutsche Bank AG |
DBKG |
362 |
N/A |
362 |
289 |
EUR |
DTB |
DCX |
Daimler AG |
DAIF |
465 |
N/A |
465 |
372 |
EUR |
DTB |
DDAX |
DivDax |
FDIV |
3745 |
N/A |
3745 |
2996 |
EUR |
DTB |
DEC |
JCDecaux SA |
DCSG |
220 |
N/A |
220 |
176 |
EUR |
DTB |
DESX5 |
Dow Jones EURO STOXX 50 Index-Dividenden |
FEXD |
881 |
N/A |
881 |
705 |
EUR |
DTB |
DG |
Vinci SA |
SQUG |
409 |
N/A |
409 |
327 |
EUR |
DTB |
DIVDAX |
DivDax Dividend Index |
FDVD |
625 |
N/A |
625 |
500 |
EUR |
DTB |
DJ200 |
Dow Jones STOXX MID 200 Index |
FMCP |
1125 |
N/A |
1125 |
900 |
EUR |
DTB |
DJ200L |
Dow Jones STOXX Large 200 Index |
FLCP |
1188 |
N/A |
1188 |
950 |
EUR |
DTB |
DJ200S |
Dow Jones STOXX Small 200 Index |
FSCP |
725 |
N/A |
725 |
580 |
EUR |
DTB |
DJ600 |
Dow Jones STOXX 600 Index |
FXXP |
1125 |
N/A |
1125 |
900 |
EUR |
DTB |
DJES |
Dow Jones Euro STOXX Price Index |
FXXE |
2025 |
N/A |
2025 |
1620 |
EUR |
DTB |
DJESL |
Euro Stoxx Large |
FLCE |
2125 |
N/A |
2125 |
1700 |
EUR |
DTB |
DJESM |
Euro Stoxx Mid |
FMCE |
1000 |
N/A |
1000 |
800 |
EUR |
DTB |
DJESS |
Euro Stoxx Small |
FSCE |
675 |
N/A |
675 |
540 |
EUR |
DTB |
DJSD |
Dow Jones Euro STOXX Select Dividend 30 Index |
FD3D |
1462 |
N/A |
1462 |
1170 |
EUR |
DTB |
DJSD |
Dow Jones Euro STOXX Select Dividend 30 Index |
FEDV |
850 |
N/A |
850 |
680 |
EUR |
DTB |
DJUBS |
Dow Jones-UBS Commodity Index |
FCCO |
1375 |
N/A |
1375 |
1100 |
USD |
DTB |
DOU |
Douglas Holding AG |
DOUF |
400 |
N/A |
400 |
320 |
EUR |
DTB |
DPW |
Deutsche Post AG |
DPWF |
164 |
N/A |
164 |
131 |
EUR |
DTB |
DTE |
Deutsche Telekom AG |
DTEF |
110 |
N/A |
110 |
88 |
EUR |
DTB |
DXDIVPT |
DAX Dividend Points Index |
FDXD |
2518 |
N/A |
2518 |
2014 |
EUR |
DTB |
ELE1 |
Euler Hermes SA |
ELEF |
643 |
N/A |
643 |
514 |
EUR |
DTB |
EN |
Bouygues SA |
BYGG |
257 |
N/A |
257 |
206 |
EUR |
DTB |
ENEL |
Enel SpA |
ENLG |
295 |
N/A |
295 |
236 |
EUR |
DTB |
ENI |
ENI SpA |
ENTG |
1921 |
N/A |
1921 |
1537 |
EUR |
DTB |
EO1 |
One Month EONIA Index |
FEO1 |
1937 |
N/A |
1937 |
1550 |
EUR |
DTB |
EOA |
E.ON AG |
EOAH |
189 |
N/A |
189 |
152 |
EUR |
DTB |
ESA |
Dow Jones Euro STOXX 600 Automobile & Parts |
FESA |
1431 |
N/A |
1431 |
1145 |
EUR |
DTB |
ESE |
Dow Jones Euro STOXX Oil & Gas |
FESE |
1287 |
N/A |
1287 |
1030 |
EUR |
DTB |
ESF |
Dow Jones Euro STOXX Financial Services Index |
FESF |
1763 |
N/A |
1763 |
1410 |
EUR |
DTB |
ESI |
Dow Jones Euro STOXX Insurance |
FESI |
594 |
N/A |
594 |
475 |
EUR |
DTB |
ESM |
Dow Jones Euro STOXX Media Index |
FESM |
588 |
N/A |
588 |
470 |
EUR |
DTB |
ESTX50 |
Dow Jones Euro STOXX50 |
FESX |
1003 |
803 |
2006 |
1605 |
EUR |
DTB |
ESU |
Dow Jones Euro STOXX Utilities Index |
FESU |
1000 |
N/A |
1000 |
800 |
EUR |
DTB |
EU3 |
Three Month EURIBOR |
FEU3 |
313 |
N/A |
313 |
250 |
EUR |
DTB |
EUN2 |
iShares EURO STOXX 50 |
EUNF |
524 |
N/A |
524 |
419 |
EUR |
DTB |
EXS1 |
ISHARES DAX DE |
EXSF |
1364 |
N/A |
1364 |
1091 |
EUR |
DTB |
FME |
Fresenius Medical Care AG & Co KGaA |
FMEH |
662 |
N/A |
662 |
530 |
EUR |
DTB |
FOX |
OMX Helsinki 25 Index |
FFOX |
1803 |
N/A |
1803 |
1442 |
EUR |
DTB |
FP |
Total SA |
TOTG |
432 |
N/A |
432 |
346 |
EUR |
DTB |
FTE |
France Telecom SA |
FTEF |
127 |
N/A |
127 |
101 |
EUR |
DTB |
G |
Assicurazioni Generali SpA |
ASGG |
1071 |
N/A |
1071 |
857 |
EUR |
DTB |
GBL |
Euro Bund (10 Year Bond) |
FGBL |
1894 |
1515 |
3788 |
3030 |
EUR |
DTB |
GBM |
Euro Bobl (5 Year Bond) |
FGBM |
998 |
798 |
1996 |
1596 |
EUR |
DTB |
GBS |
Euro Schatz (2 Year Bond) |
FGBS |
250 |
200 |
500 |
400 |
EUR |
DTB |
GBX |
Euro Buxl (15 - 30 Year Bond) |
FGBX |
6788 |
N/A |
6788 |
5430 |
EUR |
DTB |
GLE |
Societe Generale SA |
SGEI |
270 |
N/A |
270 |
216 |
EUR |
DTB |
GSZ |
GDF Suez |
GZFG |
202 |
N/A |
202 |
162 |
EUR |
DTB |
GTI |
Dow Jones Global Titans Index 50 |
FGTI |
3425 |
N/A |
3425 |
2740 |
EUR |
DTB |
HEID |
HeidelbergCement AG |
HEFG |
440 |
N/A |
440 |
352 |
EUR |
DTB |
HEN |
Henkel AG & Co KGaA |
HESF |
558 |
N/A |
558 |
447 |
EUR |
DTB |
HEN3 |
Henkel AG & Co KGaA |
HENG |
671 |
N/A |
671 |
537 |
EUR |
DTB |
IBE |
Iberdrola SA |
IBEG |
42 |
N/A |
42 |
34 |
EUR |
DTB |
IFX |
Infineon Technologies AG |
IFXG |
79 |
N/A |
79 |
63 |
EUR |
DTB |
ING |
ING Groep NV |
INNG |
71 |
N/A |
71 |
57 |
EUR |
DTB |
ISP |
Intesa Sanpaolo SpA |
IESI |
1280 |
N/A |
1280 |
1024 |
EUR |
DTB |
KCO |
Kloeckner & Co SE |
KCOH |
104 |
N/A |
104 |
83 |
EUR |
DTB |
LG |
Lafarge SA |
CILF |
358 |
N/A |
358 |
286 |
EUR |
DTB |
LHA |
Deutsche Lufthansa AG |
LHAF |
107 |
N/A |
107 |
86 |
EUR |
DTB |
LIN |
Linde AG |
LING |
1531 |
N/A |
1531 |
1224 |
EUR |
DTB |
MAN |
MAN SE |
MANG |
1005 |
N/A |
1005 |
804 |
EUR |
DTB |
MAN3 |
MAN SE |
MA3F |
922 |
N/A |
922 |
738 |
EUR |
DTB |
MC |
LVMH Moet Hennessy Louis Vuitton SA |
MOHF |
1502 |
N/A |
1502 |
1202 |
EUR |
DTB |
MDAX |
Midcap DAX |
F2MX |
4772 |
N/A |
4772 |
3818 |
EUR |
DTB |
MEO |
Metro AG |
MEOF |
300 |
N/A |
300 |
240 |
EUR |
DTB |
MEO3 |
Metro AG |
ME3F |
455 |
N/A |
455 |
364 |
EUR |
DTB |
MUV2 |
Muenchener Rueckversicherungs AG |
MU2G |
1286 |
N/A |
1286 |
1028 |
EUR |
DTB |
MXJPUS |
MSCI JAPAN INDEX - USD |
FMJP |
3263 |
N/A |
3263 |
2610 |
USD |
DTB |
NDAF |
Aurubis AG |
NDAF |
493 |
N/A |
493 |
394 |
EUR |
DTB |
NOA3 |
Nokia OYJ |
NO3F |
36 |
N/A |
36 |
29 |
EUR |
DTB |
OAT |
Euro-OAT French Government Bond |
FOAT |
3875 |
N/A |
3875 |
3100 |
EUR |
DTB |
OR |
L'Oreal SA |
LORF |
1149 |
N/A |
1149 |
919 |
EUR |
DTB |
PHI |
Koninklijke Philips Electronics NV |
PH1F |
187 |
N/A |
187 |
149 |
EUR |
DTB |
POR3 |
Porsche Automobil Holding SE |
PORK |
504 |
N/A |
504 |
403 |
EUR |
DTB |
RDSA |
Royal Dutch Shell PLC |
R6CF |
307 |
N/A |
307 |
246 |
EUR |
DTB |
REP |
Repsol YPF SA |
REPF |
195 |
N/A |
195 |
156 |
EUR |
DTB |
RNO |
Renault SA |
RNLF |
465 |
N/A |
465 |
372 |
EUR |
DTB |
RWE |
RWE AG |
RWEF |
373 |
N/A |
373 |
298 |
EUR |
DTB |
RWE |
RWE AG |
RWEG |
372 |
N/A |
372 |
297 |
EUR |
DTB |
SAN |
Sanofi |
SNWF |
679 |
N/A |
679 |
543 |
EUR |
DTB |
SAP |
SAP AG |
SAPH |
585 |
N/A |
585 |
468 |
EUR |
DTB |
SCR |
SCOR SE |
SCOI |
227 |
N/A |
227 |
181 |
EUR |
DTB |
SDF |
K+S AG |
SDXH |
431 |
N/A |
431 |
345 |
EUR |
DTB |
SGO |
Cie de St-Gobain |
GOBG |
374 |
N/A |
374 |
299 |
EUR |
DTB |
SIE |
Siemens AG |
SIEF |
830 |
N/A |
830 |
664 |
EUR |
DTB |
STX |
Dow Jones STOXX50 |
FSTX |
2107 |
N/A |
2107 |
1686 |
EUR |
DTB |
SU |
Schneider Electric SA |
SNDH |
535 |
N/A |
535 |
428 |
EUR |
DTB |
SX3E |
Dow Jones Euro STOXX Food&Beverages |
FESO |
1713 |
N/A |
1713 |
1370 |
EUR |
DTB |
SX3P |
Dow Jones STOXX 600 Food & Beverage Index |
FSTO |
1887 |
N/A |
1887 |
1510 |
EUR |
DTB |
SX4E |
Dow Jones Euro STOXX Chemicals |
FESC |
3000 |
N/A |
3000 |
2400 |
EUR |
DTB |
SX4P |
Dow Jones STOXX 600 Chemicals |
FSTC |
2575 |
N/A |
2575 |
2060 |
EUR |
DTB |
SX6P |
Dow Jones STOXX 600 Utilities |
FSTU |
1138 |
N/A |
1138 |
910 |
EUR |
DTB |
SX7E |
Dow Jones Euro STOXX Banks Index |
FESB |
563 |
N/A |
563 |
450 |
EUR |
DTB |
SX7P |
Dow Jones STOXX 600 Banks |
FSTB |
600 |
N/A |
600 |
480 |
EUR |
DTB |
SX86P |
Dow Jones STOXX 600 Real Estate |
FSTL |
1038 |
N/A |
1038 |
830 |
EUR |
DTB |
SX8E |
Dow Jones Euro STOXX Technology |
FESY |
931 |
N/A |
931 |
745 |
EUR |
DTB |
SX8P |
Dow Jones STOXX 600 Technology |
FSTY |
869 |
N/A |
869 |
695 |
EUR |
DTB |
SXAP |
Dow Jones STOXX 600 Automobiles & Parts |
FSTA |
1475 |
N/A |
1475 |
1180 |
EUR |
DTB |
SXDE |
Dow Jones Euro STOXX Healthcare |
FESH |
2269 |
N/A |
2269 |
1815 |
EUR |
DTB |
SXDP |
Dow Jones STOXX 600 Healthcare |
FSTH |
2025 |
N/A |
2025 |
1620 |
EUR |
DTB |
SXEP |
Dow Jones STOXX 600 Oil & Gas |
FSTE |
1444 |
N/A |
1444 |
1155 |
EUR |
DTB |
SXFP |
Dow Jones STOXX 600 Financial Services Index |
FSTF |
969 |
N/A |
969 |
775 |
EUR |
DTB |
SXIP |
Dow Jones STOXX 600 Insurance |
FSTI |
619 |
N/A |
619 |
495 |
EUR |
DTB |
SXKE |
Dow Jones Euro STOXX Telecommunications |
FEST |
1175 |
N/A |
1175 |
940 |
EUR |
DTB |
SXKP |
Dow Jones STOXX 600 Telecommunications |
FSTT |
1050 |
N/A |
1050 |
840 |
EUR |
DTB |
SXMP |
Dow Jones STOXX 600 Media |
FSTM |
750 |
N/A |
750 |
600 |
EUR |
DTB |
SXNE |
Dow Jones Euro STOXX Industrial Goods&Services |
FESG |
1850 |
N/A |
1850 |
1480 |
EUR |
DTB |
SXNP |
Dow Jones STOXX 600 Industrial Goods & Services Index |
FSTG |
1331 |
N/A |
1331 |
1065 |
EUR |
DTB |
SXOE |
Dow Jones Euro STOXX Construction |
FESN |
1075 |
N/A |
1075 |
860 |
EUR |
DTB |
SXOP |
Dow Jones STOXX 600 Construction & Materials |
FSTN |
1031 |
N/A |
1031 |
825 |
EUR |
DTB |
SXPE |
Dow Jones Euro STOXX Basic Resources |
FESS |
856 |
N/A |
856 |
685 |
EUR |
DTB |
SXPP |
Dow Jones STOXX 600 Basic Resources Index |
FSTS |
2037 |
N/A |
2037 |
1630 |
EUR |
DTB |
SXQE |
Dow Jones Euro STOXX Personal & Household Goods |
FESZ |
1856 |
N/A |
1856 |
1485 |
EUR |
DTB |
SXQP |
Dow Jones STOXX 600 Personal & Household Goods |
FSTZ |
1288 |
N/A |
1288 |
1030 |
EUR |
DTB |
SXRE |
Dow Jones Euro STOXX Retail |
FESR |
2350 |
N/A |
2350 |
1880 |
EUR |
DTB |
SXRP |
Dow Jones STOXX 600 Retail |
FSTR |
1100 |
N/A |
1100 |
880 |
EUR |
DTB |
SXTE |
Dow Jones Euro STOXX Travel & Leisure |
FESV |
450 |
N/A |
450 |
360 |
EUR |
DTB |
SXTP |
Dow Jones STOXX 600 Travel & Leisure |
FSTV |
563 |
N/A |
563 |
450 |
EUR |
DTB |
SZG |
Salzgitter AG |
SZGG |
452 |
N/A |
452 |
362 |
EUR |
DTB |
TDX |
TECDAX |
FTDX |
705 |
N/A |
705 |
564 |
EUR |
DTB |
TEC |
Technip SA |
THPG |
933 |
N/A |
933 |
746 |
EUR |
DTB |
TEF |
Telefonica SA |
TEFF |
123 |
N/A |
123 |
98 |
EUR |
DTB |
TIT |
Telecom Italia SpA |
TQIF |
90 |
N/A |
90 |
72 |
EUR |
DTB |
TKA |
ThyssenKrupp AG |
TKAG |
191 |
N/A |
191 |
153 |
EUR |
DTB |
TUI |
TUI AG |
TUIF |
69 |
N/A |
69 |
55 |
EUR |
DTB |
UCG |
UniCredit SpA |
CR5I |
503 |
N/A |
503 |
402 |
EUR |
DTB |
UN |
Unilever NV |
UNIH |
316 |
N/A |
316 |
253 |
EUR |
DTB |
V2TX |
VSTOXX Volatility Index |
FVS |
599 |
N/A |
599 |
479 |
EUR |
DTB |
VIV |
Vivendi SA |
VVUF |
171 |
N/A |
171 |
137 |
EUR |
DTB |
VOW |
Volkswagen AG |
VOWG |
1488 |
N/A |
1488 |
1191 |
EUR |
DTB |
XAGUSD |
Silver Spot USD/oz. loco London |
FSFX |
13237 |
N/A |
13237 |
10590 |
USD |
DTB |
XAUUSD |
Gold Spot USD/oz. loco London |
FGFX |
14915 |
N/A |
14915 |
11932 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
ECBOT |
7I |
CBOT 7 Year Interest Rate Swap |
7I |
2160 |
N/A |
2160 |
1600 |
USD |
ECBOT |
AC |
Ethanol -CME |
EH |
4725 |
N/A |
4725 |
3500 |
USD |
ECBOT |
AIGCI |
Dow Jones-UBS Excess Return Commodity Index |
AW |
581 |
N/A |
581 |
430 |
USD |
ECBOT |
DD |
Big Sized Dow Jones Industrial Average $25 |
DD |
7813 |
6250 |
15625 |
12500 |
USD |
ECBOT |
I3 |
CBOT 30 Year Interest Rate Swap |
I3 |
10125 |
N/A |
10125 |
7500 |
USD |
ECBOT |
INDU |
Dow Jones Industrial Average |
ZD |
3125 |
2500 |
6250 |
5000 |
USD |
ECBOT |
SA |
5 Year Swap Future |
SA |
810 |
N/A |
810 |
600 |
USD |
ECBOT |
SR |
10 Year Swap Futures |
SR |
1890 |
N/A |
1890 |
1400 |
USD |
ECBOT |
UB |
Ultra Treasury Bond |
UB |
2896 |
2145 |
5792 |
4290 |
USD |
ECBOT |
YC |
Mini Sized Corn Futures |
XC |
338 |
N/A |
338 |
250 |
USD |
ECBOT |
YK |
Mini Sized Soybean Futures |
XK |
675 |
N/A |
675 |
500 |
USD |
ECBOT |
YM |
Mini Sized Dow Jones Industrial Average $5 |
YM |
1563 |
1250 |
3125 |
2500 |
USD |
ECBOT |
YW |
Mini Sized Wheat Futures |
XW |
608 |
N/A |
608 |
450 |
USD |
ECBOT |
Z3N |
3 YEAR US TREASURY NOTE |
Z3N |
1013 |
750 |
2025 |
1500 |
USD |
ECBOT |
ZB |
30 Year US Treasury Bond |
ZB |
1958 |
1450 |
3915 |
2900 |
USD |
ECBOT |
ZC |
Corn Futures |
ZC |
2363 |
N/A |
2363 |
1750 |
USD |
ECBOT |
ZF |
5 Year US Treasury Note |
ZF |
439 |
325 |
878 |
650 |
USD |
ECBOT |
ZL |
Soybean Oil Futures |
ZL |
1296 |
N/A |
1296 |
960 |
USD |
ECBOT |
ZM |
Soybean Meal Futures |
ZM |
2160 |
N/A |
2160 |
1600 |
USD |
ECBOT |
ZN |
10 Year US Treasury Note |
ZN |
763 |
565 |
1526 |
1130 |
USD |
ECBOT |
ZO |
Oat Futures |
ZO |
1080 |
N/A |
1080 |
800 |
USD |
ECBOT |
ZQ |
30 Day Fed Funds |
ZQ |
65 |
49 |
131 |
97 |
USD |
ECBOT |
ZR |
Rough Rice Futures |
ZR |
1607 |
N/A |
1607 |
1190 |
USD |
ECBOT |
ZS |
Soybean Futures |
ZS |
3375 |
N/A |
3375 |
2500 |
USD |
ECBOT |
ZT |
2 Year US Treasury Note |
ZT |
186 |
138 |
371 |
275 |
USD |
ECBOT |
ZW |
Wheat Futures |
ZW |
3038 |
N/A |
3038 |
2250 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
ELX |
GE |
GLOBEX Euro-Dollar |
GEE |
505 |
N/A |
505 |
375 |
USD |
ELX |
UB |
Ultra Treasury Bond |
ZUE |
14490 |
N/A |
14490 |
9000 |
USD |
ELX |
ZB |
30 Year US Treasury Bond |
ZBE |
2303 |
1400 |
4606 |
2800 |
USD |
ELX |
ZF |
5 Year US Treasury Note |
ZFE |
669 |
300 |
1337 |
600 |
USD |
ELX |
ZN |
10 Year US Treasury Note |
ZNE |
1279 |
575 |
2558 |
1150 |
USD |
ELX |
ZT |
2 Year US Treasury Note |
ZTE |
433 |
150 |
867 |
300 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
EUREXCBL |
ACS |
- |
OCIP |
290 |
N/A |
290 |
232 |
EUR |
EUREXCBL |
ACX |
- |
ACEP |
106 |
N/A |
106 |
85 |
EUR |
EUREXCBL |
BBVA |
- |
BBVP |
71 |
N/A |
71 |
57 |
EUR |
EUREXCBL |
IBE |
- |
IBEP |
42 |
N/A |
42 |
34 |
EUR |
EUREXCBL |
ITX |
- |
IXDP |
831 |
N/A |
831 |
665 |
EUR |
EUREXCBL |
POP |
- |
POPP |
25 |
N/A |
25 |
20 |
EUR |
EUREXCBL |
REP |
- |
REPP |
195 |
N/A |
195 |
156 |
EUR |
EUREXCBL |
SANT |
- |
SANP |
61 |
N/A |
61 |
49 |
EUR |
EUREXCBL |
TEF |
- |
TEFP |
123 |
N/A |
123 |
98 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
FTA |
AMX |
AMX INDEX |
FMX |
4375 |
N/A |
4375 |
3500 |
EUR |
FTA |
EOE |
AMS EOE Index |
FTI |
2375 |
1900 |
4750 |
3800 |
EUR |
FTA |
FED |
Euro in US Dollars Index |
FED |
2500 |
N/A |
2500 |
2000 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
GLOBEX |
16E |
EUR/USD 1-month Realized Volatility Index |
16E |
8775 |
N/A |
8775 |
6500 |
USD |
GLOBEX |
36E |
EUR/USD 3-month Realized Volatility Index |
36E |
5265 |
N/A |
5265 |
3900 |
USD |
GLOBEX |
ACD |
Australian dollar |
ACD |
8640 |
N/A |
8640 |
6400 |
CAD |
GLOBEX |
AJY |
Australian dollar |
AJY |
1687500 |
N/A |
1687500 |
1250000 |
JPY |
GLOBEX |
AUD |
Australian dollar |
6A |
3780 |
N/A |
3780 |
2800 |
USD |
GLOBEX |
BOS |
Boston Housing Index |
BOS |
3375 |
N/A |
3375 |
2500 |
USD |
GLOBEX |
BQX |
CME E-Mini NASDAQ Biotechnology |
BIO |
8750 |
N/A |
8750 |
7000 |
USD |
GLOBEX |
BRE |
Brazilian Real in US Dollars |
6L |
9100 |
N/A |
9100 |
6500 |
USD |
GLOBEX |
CAD |
Canadian dollar |
6C |
2295 |
N/A |
2295 |
1700 |
USD |
GLOBEX |
CB |
CME Cash-Settled Butter Futures |
CB |
1669 |
N/A |
1669 |
1236 |
USD |
GLOBEX |
CHF |
Swiss franc |
6S |
6210 |
N/A |
6210 |
4600 |
USD |
GLOBEX |
CHI |
Chicago Housing Index |
CHI |
2025 |
N/A |
2025 |
1500 |
USD |
GLOBEX |
CJY |
Canadian dollar |
CJY |
1215000 |
N/A |
1215000 |
900000 |
JPY |
GLOBEX |
CSC |
Cheese |
CSC |
2025 |
N/A |
2025 |
1500 |
USD |
GLOBEX |
CUS |
Housing Index Composite |
CUS |
2700 |
N/A |
2700 |
2000 |
USD |
GLOBEX |
CZK |
Czech koruna |
CZK |
20250 |
N/A |
20250 |
15000 |
USD |
GLOBEX |
DA |
MILK CLASS III INDEX |
DC |
1816 |
N/A |
1816 |
1345 |
USD |
GLOBEX |
DEN |
Denver Housing Index |
DEN |
2025 |
N/A |
2025 |
1500 |
USD |
GLOBEX |
DY |
CME DRY WHEY INDEX |
DY |
2700 |
N/A |
2700 |
2000 |
USD |
GLOBEX |
E7 |
European Monetary Union euro |
E7 |
2430 |
N/A |
2430 |
1800 |
USD |
GLOBEX |
EAD |
European Monetary Union euro |
EAD |
9450 |
N/A |
9450 |
7000 |
AUD |
GLOBEX |
ECD |
European Monetary Union euro |
ECD |
7425 |
N/A |
7425 |
5500 |
CAD |
GLOBEX |
ECK |
Czech koruna |
ECK |
8100 |
N/A |
8100 |
6000 |
EUR |
GLOBEX |
EED |
E-mini Euro-Dollar |
EED |
253 |
188 |
506 |
375 |
USD |
GLOBEX |
EHF |
Hungarian forint |
EHF |
8100 |
N/A |
8100 |
6000 |
EUR |
GLOBEX |
EM |
1 Month LIBOR (Int. Rate) |
GLB |
270 |
N/A |
270 |
200 |
USD |
GLOBEX |
EMD |
E-mini S&P Midcap 400 Futures |
EMD |
6250 |
N/A |
6250 |
5000 |
USD |
GLOBEX |
EPZ |
Polish zloty |
EPZ |
3375 |
N/A |
3375 |
2500 |
EUR |
GLOBEX |
ES |
E-mini S&P 500 |
ES |
2188 |
1750 |
4375 |
3500 |
USD |
GLOBEX |
EUR |
European Monetary Union euro |
6E |
4860 |
N/A |
4860 |
3600 |
USD |
GLOBEX |
GBP |
British pound |
6B |
2066 |
N/A |
2066 |
1530 |
USD |
GLOBEX |
GDK |
Class IV Milk - 200k lbs |
GDK |
1080 |
N/A |
1080 |
800 |
USD |
GLOBEX |
GE |
GLOBEX Euro-Dollar |
GE |
253 |
188 |
506 |
375 |
USD |
GLOBEX |
GF |
Feeder Cattle |
GF |
2646 |
N/A |
2646 |
1960 |
USD |
GLOBEX |
GSCI |
CME GSCI Index |
GD |
10500 |
N/A |
10500 |
7000 |
USD |
GLOBEX |
GTB |
13 Week T-Bills |
GTB |
810 |
N/A |
810 |
600 |
USD |
GLOBEX |
HE |
Lean Hogs |
HE |
1715 |
N/A |
1715 |
1270 |
USD |
GLOBEX |
HUF |
Hungarian forint |
HUF |
16200 |
N/A |
16200 |
12000 |
USD |
GLOBEX |
ILS |
Israeli Shekel in US Dollar |
ILS |
12150 |
N/A |
12150 |
9000 |
USD |
GLOBEX |
IXB |
Materials Select Sector Index |
XAB |
3125 |
N/A |
3125 |
2500 |
USD |
GLOBEX |
IXE |
Energy Select Sector Index |
XAE |
12000 |
N/A |
12000 |
9600 |
USD |
GLOBEX |
IXI |
Industrial Select Sector Index |
XAI |
2500 |
N/A |
2500 |
2000 |
USD |
GLOBEX |
IXM |
Financial Select Sector Index |
XAF |
3500 |
N/A |
3500 |
2800 |
USD |
GLOBEX |
IXR |
Consumer Staples Select Sector Index |
XAP |
1375 |
N/A |
1375 |
1100 |
USD |
GLOBEX |
IXT |
Technology Select Sector Index - |
XAK |
1750 |
N/A |
1750 |
1400 |
USD |
GLOBEX |
IXU |
Utilities Select Sector Index |
XAU |
3000 |
N/A |
3000 |
2400 |
USD |
GLOBEX |
IXV |
Health Care Select Sector Index |
XAV |
4000 |
N/A |
4000 |
3200 |
USD |
GLOBEX |
IXY |
Consumer Discretionary Select Sector Index |
XAY |
5000 |
N/A |
5000 |
4000 |
USD |
GLOBEX |
J7 |
Japanese yen |
J7 |
2430 |
N/A |
2430 |
1800 |
USD |
GLOBEX |
JPY |
Japanese yen |
6J |
4860 |
N/A |
4860 |
3600 |
USD |
GLOBEX |
KRW |
Korean Won |
KRW |
8100 |
N/A |
8100 |
6000 |
USD |
GLOBEX |
LAV |
Las Vegas Housing Index |
LAV |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
LAX |
Los Angeles Housing Index |
LAX |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
LB |
Random Length Lumber |
LBS |
2295 |
N/A |
2295 |
1530 |
USD |
GLOBEX |
LE |
Live Cattle |
LE |
1957 |
N/A |
1957 |
1450 |
USD |
GLOBEX |
M6A |
Australian dollar |
M6A |
378 |
N/A |
378 |
280 |
USD |
GLOBEX |
M6B |
British pound |
M6B |
207 |
N/A |
207 |
153 |
USD |
GLOBEX |
M6C |
United States dollar |
M6C |
230 |
N/A |
230 |
170 |
CAD |
GLOBEX |
M6E |
European Monetary Union euro |
M6E |
486 |
N/A |
486 |
360 |
USD |
GLOBEX |
M6J |
United States dollar |
M6J |
20250 |
N/A |
20250 |
15000 |
JPY |
GLOBEX |
M6S |
United States dollar |
M6S |
270 |
N/A |
270 |
200 |
CHF |
GLOBEX |
MCD |
Canadian dollar |
MCD |
230 |
N/A |
230 |
170 |
USD |
GLOBEX |
MIA |
Miami Housing Index |
MIA |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
MID |
S&P Midcap 400 Stock Index |
MD |
31250 |
N/A |
31250 |
25000 |
USD |
GLOBEX |
MJY |
Japanese yen |
MJY |
486 |
N/A |
486 |
360 |
USD |
GLOBEX |
MNCA |
E-Micro S&P CNX Nifty Index |
MNF |
1375 |
N/A |
1375 |
1100 |
USD |
GLOBEX |
MNEA |
E-mini S&P CNX Nifty Index |
EMF |
6875 |
N/A |
6875 |
5500 |
USD |
GLOBEX |
MSF |
Swiss franc |
MSF |
621 |
N/A |
621 |
460 |
USD |
GLOBEX |
MXP |
Mexican Peso |
6M |
3750 |
N/A |
3750 |
3000 |
USD |
GLOBEX |
NDX |
NASDAQ 100 Stock Index |
ND |
6250 |
5000 |
12500 |
10000 |
USD |
GLOBEX |
NF |
NON FAT DRY MILK INDEX |
GNF |
1755 |
N/A |
1755 |
1300 |
USD |
GLOBEX |
NIY |
Yen Denominated Nikkei 225 Index |
NIY |
375000 |
N/A |
375000 |
300000 |
JPY |
GLOBEX |
NKD |
Dollar Denominated Nikkei 225 Index |
NKD |
1875 |
1500 |
3750 |
3000 |
USD |
GLOBEX |
NOK |
Norwegian krone |
NOK |
27000 |
N/A |
27000 |
20000 |
USD |
GLOBEX |
NQ |
E-mini NASDAQ 100 Futures |
NQ |
1250 |
1000 |
2500 |
2000 |
USD |
GLOBEX |
NYM |
New York Housing Index |
NYM |
3375 |
N/A |
3375 |
2500 |
USD |
GLOBEX |
NZD |
New Zealand dollar |
6N |
2754 |
N/A |
2754 |
2040 |
USD |
GLOBEX |
PJY |
British pound |
PJY |
405000 |
N/A |
405000 |
300000 |
JPY |
GLOBEX |
PLN |
Polish zloty |
PLN |
17550 |
N/A |
17550 |
13000 |
USD |
GLOBEX |
PSF |
British pound |
PSF |
14580 |
N/A |
14580 |
10800 |
CHF |
GLOBEX |
RF |
European Monetary Union euro |
RF |
5400 |
N/A |
5400 |
4000 |
CHF |
GLOBEX |
RMB |
CME Chinese Renminbi in US Dollar Cross Rate |
RMB |
14850 |
N/A |
14850 |
11000 |
USD |
GLOBEX |
RME |
CME Chinese Renminbi in Euro Cross Rate |
RME |
8640 |
N/A |
8640 |
6400 |
EUR |
GLOBEX |
RMY |
CME Chinese Renminbi in Japanese Yen Cross Rate |
RMY |
1093500 |
N/A |
1093500 |
810000 |
JPY |
GLOBEX |
RP |
European Monetary Union euro |
RP |
2093 |
N/A |
2093 |
1550 |
GBP |
GLOBEX |
RUR |
Russian Ruble in US Dollars |
6R |
8550 |
N/A |
8550 |
5700 |
USD |
GLOBEX |
RY |
European Monetary Union euro |
RY |
607500 |
N/A |
607500 |
450000 |
JPY |
GLOBEX |
SDG |
San Diego Housing Index |
SDG |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
SEK |
Swedish krona |
SEK |
19440 |
N/A |
19440 |
14400 |
USD |
GLOBEX |
SEY |
Euroyen (TIBOR) Index |
EJ |
24300 |
N/A |
24300 |
18000 |
JPY |
GLOBEX |
SFR |
San Francisco Housing Index |
SFR |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
SGX |
S&P 500 / Citigroup Growth Index |
SG |
17500 |
N/A |
17500 |
14000 |
USD |
GLOBEX |
SJY |
Swiss franc |
SJY |
2065500 |
N/A |
2065500 |
1530000 |
JPY |
GLOBEX |
SMC |
E-Mini S&P SmallCap 600 Futures |
SMC |
7250 |
N/A |
7250 |
5800 |
USD |
GLOBEX |
SML |
S&P Smallcap 600 Futures |
SMP |
36250 |
N/A |
36250 |
29000 |
USD |
GLOBEX |
SPX |
S&P 500 Stock Index |
SP |
10938 |
8750 |
21875 |
17500 |
USD |
GLOBEX |
SVX |
S&P 500 / Citigroup Value Index |
SU |
17500 |
N/A |
17500 |
14000 |
USD |
GLOBEX |
WDC |
Washington DC Housing Index |
WDC |
4050 |
N/A |
4050 |
3000 |
USD |
GLOBEX |
ZAR |
South African Rand |
6Z |
3780 |
N/A |
3780 |
2800 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
HKFE |
1 |
Cheung Kong Holdings Ltd |
CKH |
3790 |
3032 |
7580 |
6064 |
HKD |
HKFE |
11 |
Hang Seng Bank Ltd |
HSB |
325 |
260 |
650 |
520 |
HKD |
HKFE |
12 |
Henderson Land Development Co Ltd |
HLD |
1680 |
1344 |
3360 |
2688 |
HKD |
HKFE |
13 |
Hutchison Whampoa Ltd |
HWL |
2305 |
1844 |
4610 |
3688 |
HKD |
HKFE |
1398 |
Industrial & Commercial Bank of China |
ICB |
182 |
146 |
364 |
291 |
HKD |
HKFE |
16 |
Sun Hung Kai Properties Ltd |
SHK |
6390 |
5112 |
12780 |
10224 |
HKD |
HKFE |
17 |
New World Development Co Ltd |
NWA |
490 |
392 |
980 |
784 |
HKD |
HKFE |
17 |
New World Development Co Ltd |
NWD |
450 |
360 |
900 |
720 |
HKD |
HKFE |
1800 |
China Communications Construction Co Ltd |
CCC |
415 |
332 |
829 |
663 |
HKD |
HKFE |
19 |
Swire Pacific Ltd |
SWA |
1400 |
1120 |
2800 |
2240 |
HKD |
HKFE |
19 |
Swire Pacific Ltd |
SWE |
1611 |
1289 |
3222 |
2578 |
HKD |
HKFE |
2 |
CLP Holdings Ltd |
CLP |
1040 |
832 |
2080 |
1664 |
HKD |
HKFE |
2038 |
Foxconn International Holdings Ltd |
FIH |
416 |
332 |
831 |
665 |
HKD |
HKFE |
23 |
Bank of East Asia Ltd |
BEA |
183 |
146 |
366 |
293 |
HKD |
HKFE |
2318 |
Ping An Insurance Group Co of China Ltd |
PAI |
1345 |
1076 |
2690 |
2152 |
HKD |
HKFE |
2328 |
PICC Property & Casualty Co Ltd |
PIA |
1123 |
898 |
2245 |
1796 |
HKD |
HKFE |
2328 |
PICC Property & Casualty Co Ltd |
PIC |
1070 |
856 |
2140 |
1712 |
HKD |
HKFE |
2388 |
BOC Hong Kong Holdings Ltd |
BOC |
341 |
273 |
682 |
546 |
HKD |
HKFE |
2600 |
Aluminum Corp of China Ltd |
ALC |
368 |
294 |
735 |
588 |
HKD |
HKFE |
2628 |
China Life Insurance Co Ltd |
CLI |
930 |
744 |
1860 |
1488 |
HKD |
HKFE |
267 |
Citic Pacific Ltd |
CIT |
405 |
324 |
810 |
648 |
HKD |
HKFE |
293 |
Cathay Pacific Airways Ltd |
CPA |
530 |
424 |
1060 |
848 |
HKD |
HKFE |
3 |
Hong Kong & China Gas Co Ltd |
HKG |
640 |
512 |
1280 |
1024 |
HKD |
HKFE |
330 |
Esprit Holdings Ltd |
ESP |
127 |
101 |
253 |
202 |
HKD |
HKFE |
3328 |
Bank of Communications Co Ltd |
BCM |
208 |
166 |
416 |
333 |
HKD |
HKFE |
386 |
China Petroleum & Chemical Corp |
CPC |
570 |
456 |
1140 |
912 |
HKD |
HKFE |
388 |
Hong Kong Exchanges and Clearing Ltd |
HEX |
393 |
314 |
785 |
628 |
HKD |
HKFE |
3968 |
China Merchants Bank Co Ltd |
CMB |
309 |
247 |
618 |
494 |
HKD |
HKFE |
3988 |
Bank of China Ltd |
BCL |
103 |
82 |
206 |
165 |
HKD |
HKFE |
4 |
Wharf Holdings Ltd |
WHL |
1795 |
1436 |
3590 |
2872 |
HKD |
HKFE |
494 |
Li & Fung Ltd |
LIF |
1770 |
1416 |
3540 |
2832 |
HKD |
HKFE |
5 |
HSBC Holdings PLC |
HKB |
850 |
680 |
1700 |
1360 |
HKD |
HKFE |
6 |
Power Assets Holdings Ltd |
HEH |
875 |
700 |
1750 |
1400 |
HKD |
HKFE |
66 |
MTR Corp |
MTR |
434 |
347 |
867 |
694 |
HKD |
HKFE |
728 |
China Telecom Corp Ltd |
CTC |
296 |
236 |
591 |
473 |
HKD |
HKFE |
762 |
China Unicom Hong Kong Ltd |
CHU |
1105 |
884 |
2210 |
1768 |
HKD |
HKFE |
857 |
PetroChina Co Ltd |
PEC |
715 |
572 |
1430 |
1144 |
HKD |
HKFE |
883 |
CNOOC Ltd |
CNC |
655 |
524 |
1310 |
1048 |
HKD |
HKFE |
902 |
Huaneng Power International Inc |
HNP |
550 |
440 |
1100 |
880 |
HKD |
HKFE |
939 |
China Construction Bank Corp |
CCB |
215 |
172 |
429 |
343 |
HKD |
HKFE |
941 |
China Mobile Ltd |
CHT |
1345 |
1076 |
2690 |
2152 |
HKD |
HKFE |
GLD |
Gold Futures |
GLD |
16380 |
N/A |
16380 |
13104 |
USD |
HKFE |
HHI.HK |
Hang Seng China Enterprise Index |
HHI |
17350 |
13880 |
34700 |
27760 |
HKD |
HKFE |
HHIDPI |
HSCEI Dividend Point Index |
DHH |
1880 |
N/A |
1880 |
1504 |
HKD |
HKFE |
HSI |
Hang Seng Stock Index |
HSI |
33125 |
26500 |
66250 |
53000 |
HKD |
HKFE |
HSIDPI |
HSI Dividend Point Index |
DHS |
3971 |
N/A |
3971 |
3177 |
HKD |
HKFE |
IBOV |
Brazil Bovespa Stock Index |
BOV |
59340 |
N/A |
59340 |
47472 |
HKD |
HKFE |
INDEXCF |
MICEX Index |
MCX |
49470 |
N/A |
49470 |
39576 |
HKD |
HKFE |
MCH.HK |
Mini-Hang Seng China Enterprises Index |
MCH |
3470 |
2776 |
6940 |
5552 |
HKD |
HKFE |
MHI |
Mini Hang Seng Index |
MHI |
6625 |
5300 |
13250 |
10600 |
HKD |
HKFE |
SENSEX |
Sensitive Index 30 |
BSE |
33090 |
N/A |
33090 |
26472 |
HKD |
HKFE |
TOP40 |
FTSE/JSE Africa Top40 Index |
SAF |
56820 |
N/A |
56820 |
45456 |
HKD |
HKFE |
VHSI |
Hang Seng Volatility Index |
VHS |
63120 |
N/A |
63120 |
50496 |
HKD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
HKMEX |
HKG |
32 Troy Ounces Gold |
HKG |
4480 |
N/A |
4480 |
3584 |
USD |
HKMEX |
HKS |
1000 Troy Ounces Silver |
HKS |
4000 |
N/A |
4000 |
3200 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
ICEUS |
AUD |
Australian dollar |
KAU |
4000 |
N/A |
4000 |
3200 |
USD |
ICEUS |
EJ |
NYBOT Euro in Japanese Yen |
KEJ |
343750 |
N/A |
343750 |
275000 |
JPY |
ICEUS |
EO |
European Monetary Union euro |
KEO |
3500 |
N/A |
3500 |
2800 |
USD |
ICEUS |
GB |
Euro in British Pound |
KGB |
1563 |
N/A |
1563 |
1250 |
GBP |
ICEUS |
IAU |
Million Australian Dollar in US Dollar |
IAU |
40000 |
N/A |
40000 |
32000 |
USD |
ICEUS |
IEJ |
Million Euro in Japanese Yen |
IEJ |
2750000 |
N/A |
2750000 |
2200000 |
JPY |
ICEUS |
IEO |
Million Euro in US Dollar |
IEO |
28000 |
N/A |
28000 |
22400 |
USD |
ICEUS |
IGB |
Million Euro in British Pound |
IGB |
12500 |
N/A |
12500 |
10000 |
GBP |
ICEUS |
IMP |
Million British Pound in US Dollar |
IMP |
60000 |
N/A |
60000 |
48000 |
USD |
ICEUS |
ISN |
Million US Dollar in Japanese Yen |
ISN |
5737500 |
N/A |
5737500 |
4590000 |
JPY |
ICEUS |
MP |
British pound |
MP |
3750 |
N/A |
3750 |
3000 |
USD |
ICEUS |
SY |
British Pound in Japanese Yen |
SY |
436250 |
N/A |
436250 |
349000 |
JPY |
ICEUS |
ZY |
Swiss Franc in Japanese Yen |
KZY |
971250 |
N/A |
971250 |
777000 |
JPY |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
IDEM |
A2A |
A2A SpA |
A2A |
440 |
N/A |
440 |
352 |
EUR |
IDEM |
A2A |
A2A SpA |
A2A.1 |
230 |
N/A |
230 |
184 |
EUR |
IDEM |
ACE |
ACEA SpA |
ACE |
399 |
N/A |
399 |
319 |
EUR |
IDEM |
AGL |
Autogrill SpA |
AGL |
684 |
N/A |
684 |
547 |
EUR |
IDEM |
ATL |
Atlantia SpA |
ATL |
709 |
N/A |
709 |
568 |
EUR |
IDEM |
BMPS |
Banca Monte dei Paschi di Siena SpA |
BMPS |
378 |
N/A |
378 |
303 |
EUR |
IDEM |
BMPS |
Banca Monte dei Paschi di Siena SpA |
BMPS.1 |
76 |
N/A |
76 |
61 |
EUR |
IDEM |
BP |
Banco Popolare SC |
BP |
327 |
N/A |
327 |
262 |
EUR |
IDEM |
BP |
Banco Popolare SC |
BP.1 |
163 |
N/A |
163 |
131 |
EUR |
IDEM |
BZU |
Buzzi Unicem SpA |
BZU |
130 |
N/A |
130 |
104 |
EUR |
IDEM |
CPR |
Davide Campari-Milano SpA |
CPR |
723 |
N/A |
723 |
578 |
EUR |
IDEM |
ENEL |
Enel SpA |
ENEL |
169 |
N/A |
169 |
136 |
EUR |
IDEM |
ENI |
ENI SpA |
ENI |
1417 |
N/A |
1417 |
1134 |
EUR |
IDEM |
ERG |
ERG SpA |
ERG |
375 |
N/A |
375 |
300 |
EUR |
IDEM |
EXO |
Exor SpA |
EXO |
391 |
N/A |
391 |
313 |
EUR |
IDEM |
FNC |
Finmeccanica SpA |
FNC |
433 |
N/A |
433 |
346 |
EUR |
IDEM |
FSA |
Fondiaria-Sai SpA |
FSA |
465 |
N/A |
465 |
372 |
EUR |
IDEM |
FSA |
Fondiaria-Sai SpA |
FSA.1 |
80 |
N/A |
80 |
64 |
EUR |
IDEM |
FTMIB |
FTSE MIB Index |
FTMIB |
4569 |
3655 |
9138 |
7310 |
EUR |
IDEM |
G |
Assicurazioni Generali SpA |
G |
118 |
N/A |
118 |
94 |
EUR |
IDEM |
GEO |
Geox SpA |
GEO |
156 |
N/A |
156 |
125 |
EUR |
IDEM |
IPG |
Impregilo SpA |
IPG |
284 |
N/A |
284 |
227 |
EUR |
IDEM |
ISP |
Intesa Sanpaolo SpA |
ISP |
278 |
N/A |
278 |
223 |
EUR |
IDEM |
ISPR |
Intesa Sanpaolo SpA |
ISPR |
223 |
N/A |
223 |
178 |
EUR |
IDEM |
IT |
Italcementi SpA |
IT |
73 |
N/A |
73 |
58 |
EUR |
IDEM |
LTO |
Lottomatica Goup SpA |
LTO |
198 |
N/A |
198 |
159 |
EUR |
IDEM |
LUX |
Luxottica Group SpA |
LUX |
1832 |
N/A |
1832 |
1465 |
EUR |
IDEM |
MB |
Mediobanca SpA |
MB |
303 |
N/A |
303 |
243 |
EUR |
IDEM |
MED |
Mediolanum SpA |
MED |
211 |
N/A |
211 |
169 |
EUR |
IDEM |
MIBDIV |
FTSE MIB Dividend Index |
FDIV |
843 |
N/A |
843 |
674 |
EUR |
IDEM |
MINI |
Mini FTSE MIB Index |
MINI |
914 |
731 |
1828 |
1462 |
EUR |
IDEM |
MN |
Arnoldo Mondadori Editore SpA |
MN |
188 |
N/A |
188 |
150 |
EUR |
IDEM |
MS |
Mediaset SpA |
MS |
292 |
N/A |
292 |
233 |
EUR |
IDEM |
PC |
Pirelli & C SpA |
PC |
842 |
N/A |
842 |
674 |
EUR |
IDEM |
PLT |
Parmalat SpA |
PLT |
260 |
N/A |
260 |
208 |
EUR |
IDEM |
PMI |
Banca Popolare di Milano Scarl |
PMI |
618 |
N/A |
618 |
495 |
EUR |
IDEM |
PMI |
Banca Popolare di Milano Scarl |
PMI.1 |
191 |
N/A |
191 |
153 |
EUR |
IDEM |
PRY |
Prysmian SpA |
PRY |
242 |
N/A |
242 |
194 |
EUR |
IDEM |
SPM |
Saipem SpA |
SPM |
3320 |
N/A |
3320 |
2656 |
EUR |
IDEM |
SRG |
Snam Rete Gas SpA |
SRG |
392 |
N/A |
392 |
313 |
EUR |
IDEM |
SRS |
Saras SpA |
SRS |
207 |
N/A |
207 |
166 |
EUR |
IDEM |
STM |
STMicroelectronics NV |
STM |
362 |
N/A |
362 |
290 |
EUR |
IDEM |
STM |
STMicroelectronics NV |
STM.1 |
72 |
N/A |
72 |
58 |
EUR |
IDEM |
TEN |
Tenaris SA |
TEN |
1416 |
N/A |
1416 |
1133 |
EUR |
IDEM |
TIT |
Telecom Italia SpA |
TIT |
111 |
N/A |
111 |
88 |
EUR |
IDEM |
TITR |
Telecom Italia SpA |
TITR |
105 |
N/A |
105 |
84 |
EUR |
IDEM |
TOD |
Tod's SpA |
TOD |
1160 |
N/A |
1160 |
928 |
EUR |
IDEM |
TRN |
Terna Rete Elettrica Nazionale SpA |
TRN |
1668 |
N/A |
1668 |
1334 |
EUR |
IDEM |
UBI |
Unione di Banche Italiane SCPA |
UBI |
292 |
N/A |
292 |
233 |
EUR |
IDEM |
UCG |
UniCredit SpA |
UCG |
1115 |
N/A |
1115 |
892 |
EUR |
IDEM |
UCG |
UniCredit SpA |
UCG.2 |
169 |
N/A |
169 |
136 |
EUR |
IDEM |
UNI |
Unipol Gruppo Finanziario SpA |
UNI |
58 |
N/A |
58 |
46 |
EUR |
IDEM |
UNI |
Unipol Gruppo Finanziario SpA |
UNI.1 |
58 |
N/A |
58 |
46 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
IPE |
COIL |
ICE Brent Crude |
COIL |
7188 |
N/A |
7188 |
5750 |
USD |
IPE |
GOIL |
ICE Gasoil |
GOIL |
5980 |
N/A |
5980 |
4784 |
USD |
IPE |
HOIL |
ICE Heating Oil |
HOIL |
7749 |
N/A |
7749 |
6199 |
USD |
IPE |
NGF |
ICE UK Natural Gas |
NGF |
1875 |
N/A |
1875 |
1500 |
GBP |
IPE |
RBOB |
ICE NYH RBOB Gasoline |
RBOB |
7588 |
N/A |
7588 |
6070 |
USD |
IPE |
WTI |
West Texas Intermediate Light Sweet Crude Oil |
WTI |
3088 |
2470 |
6175 |
4940 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
KSE |
K200 |
KOSPI200 Index |
01 |
9252250 |
6219000 |
18504500 |
12438000 |
KRW |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
LIFFE |
F1DV |
FTSE 100 Dividend Index |
XZ |
163 |
N/A |
163 |
130 |
GBP |
LIFFE |
G |
Short Gilt |
G |
550 |
N/A |
550 |
440 |
GBP |
LIFFE |
H |
Medium Gilt |
H |
1500 |
N/A |
1500 |
1200 |
GBP |
LIFFE |
I |
3 Month EURIBOR Interest Rate |
I |
500 |
400 |
1000 |
800 |
EUR |
LIFFE |
L |
3 Month Sterling Interest Rate FUT |
L |
234 |
188 |
469 |
375 |
GBP |
LIFFE |
O |
5 Year Euro Swapnote |
O |
1913 |
N/A |
1913 |
1530 |
EUR |
LIFFE |
P |
10 Year Euro Swapnote |
P |
3888 |
N/A |
3888 |
3110 |
EUR |
LIFFE |
Q |
FTSE Eurotop 100 Index |
Q |
6750 |
N/A |
6750 |
5400 |
EUR |
LIFFE |
R |
Long Gilt |
R |
1875 |
1500 |
3750 |
3000 |
GBP |
LIFFE |
S |
Three Month Euro Swiss Franc Interest Rate |
S |
625 |
N/A |
625 |
500 |
CHF |
LIFFE |
TWS |
2 Year Euro Swapnote |
TWS |
625 |
N/A |
625 |
500 |
EUR |
LIFFE |
USO |
Five Year $ Swapnote |
USO |
5000 |
N/A |
5000 |
4000 |
USD |
LIFFE |
USP |
Ten Year $ Swapnote |
USP |
11250 |
N/A |
11250 |
9000 |
USD |
LIFFE |
USW |
Two Year Dollar Swapnote |
USW |
2750 |
N/A |
2750 |
2200 |
USD |
LIFFE |
Y |
FTSE 250 Index |
Y |
7500 |
N/A |
7500 |
6000 |
GBP |
LIFFE |
Z |
FTSE 100 Index |
Z |
2125 |
1700 |
4250 |
3400 |
GBP |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
LIFFE_NF |
C |
Cocoa |
C |
1688 |
N/A |
1688 |
1350 |
GBP |
LIFFE_NF |
D |
Robusta Coffee |
RC |
1875 |
N/A |
1875 |
1500 |
USD |
LIFFE_NF |
T |
Wheat |
T |
1125 |
N/A |
1125 |
900 |
GBP |
LIFFE_NF |
W |
White Sugar |
W |
2500 |
N/A |
2500 |
2000 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
LSSF |
AH |
Koninklijke Ahold NV |
AHL |
69 |
N/A |
69 |
55 |
EUR |
LSSF |
AKZ |
Akzo Nobel NV |
AKZ |
390 |
N/A |
390 |
312 |
EUR |
LSSF |
ALV |
Allianz SE |
ALV |
989 |
N/A |
989 |
791 |
EUR |
LSSF |
ASML |
ASML Holding NV |
ASL |
236 |
N/A |
236 |
189 |
EUR |
LSSF |
BAS |
BASF SE |
BAS |
500 |
N/A |
500 |
400 |
EUR |
LSSF |
BBVA |
Banco Bilbao Vizcaya Argentaria SA |
BVA |
81 |
N/A |
81 |
65 |
EUR |
LSSF |
BMW |
Bayerische Motoren Werke AG |
BMW |
720 |
N/A |
720 |
576 |
EUR |
LSSF |
BN |
Danone |
BN |
304 |
N/A |
304 |
243 |
EUR |
LSSF |
BNP |
BNP Paribas SA |
BNP |
750 |
N/A |
750 |
600 |
EUR |
LSSF |
BP. |
BP PLC |
BPA |
325 |
N/A |
325 |
260 |
GBP |
LSSF |
BP |
Banco Popolare SC |
BPV |
288 |
N/A |
288 |
230 |
EUR |
LSSF |
CS |
AXA SA |
AXA |
253 |
N/A |
253 |
202 |
EUR |
LSSF |
DCX |
Daimler AG |
DCY |
546 |
N/A |
546 |
437 |
EUR |
LSSF |
DGE |
Diageo PLC |
DGE |
675 |
N/A |
675 |
540 |
GBP |
LSSF |
DTE |
Deutsche Telekom AG |
DTE |
81 |
N/A |
81 |
65 |
EUR |
LSSF |
ENEL |
Enel SpA |
ENL |
375 |
N/A |
375 |
300 |
EUR |
LSSF |
ENI |
ENI SpA |
ENI |
1050 |
N/A |
1050 |
840 |
EUR |
LSSF |
EOA |
E.ON AG |
EOA |
169 |
N/A |
169 |
135 |
EUR |
LSSF |
FTE |
France Telecom SA |
FTE |
106 |
N/A |
106 |
85 |
EUR |
LSSF |
G |
Assicurazioni Generali SpA |
GEN |
1413 |
N/A |
1413 |
1130 |
EUR |
LSSF |
GSK |
GlaxoSmithKline PLC |
GXW |
913 |
N/A |
913 |
730 |
GBP |
LSSF |
HEI |
Heineken NV |
HEI |
244 |
N/A |
244 |
195 |
EUR |
LSSF |
HSBA |
HSBC Holdings PLC |
HSA |
538 |
N/A |
538 |
430 |
GBP |
LSSF |
IBE |
Iberdrola SA |
IBE |
48 |
N/A |
48 |
38 |
EUR |
LSSF |
ING |
ING Groep NV |
ING |
123 |
N/A |
123 |
98 |
EUR |
LSSF |
ISP |
Intesa Sanpaolo SpA |
BIN |
263 |
N/A |
263 |
210 |
EUR |
LSSF |
KPN |
Koninklijke KPN NV |
KPN |
74 |
N/A |
74 |
59 |
EUR |
LSSF |
MB |
Mediobanca SpA |
MB |
838 |
N/A |
838 |
670 |
EUR |
LSSF |
MC |
LVMH Moet Hennessy Louis Vuitton SA |
MC |
1094 |
N/A |
1094 |
875 |
EUR |
LSSF |
MS |
Mediaset SpA |
MSI |
463 |
N/A |
463 |
370 |
EUR |
LSSF |
PHI |
Koninklijke Philips Electronics NV |
PHI |
145 |
N/A |
145 |
116 |
EUR |
LSSF |
PRU |
Prudential PLC |
PUR |
550 |
N/A |
550 |
440 |
GBP |
LSSF |
RDSA |
Royal Dutch Shell PLC |
RD |
199 |
N/A |
199 |
159 |
EUR |
LSSF |
REN |
Reed Elsevier NV |
REN |
50 |
N/A |
50 |
40 |
EUR |
LSSF |
REP |
Repsol YPF SA |
REP |
216 |
N/A |
216 |
173 |
EUR |
LSSF |
RWE |
RWE AG |
RWE |
419 |
N/A |
419 |
335 |
EUR |
LSSF |
SAP |
SAP AG |
SAP |
340 |
N/A |
340 |
272 |
EUR |
LSSF |
SCMN |
Swisscom AG |
SCM |
1638 |
N/A |
1638 |
1310 |
CHF |
LSSF |
SGO |
Cie de St-Gobain |
SGO |
513 |
N/A |
513 |
410 |
EUR |
LSSF |
SIE |
Siemens AG |
SIE |
635 |
N/A |
635 |
508 |
EUR |
LSSF |
STM |
STMicroelectronics NV |
STM |
800 |
N/A |
800 |
640 |
EUR |
LSSF |
SU |
Schneider Electric SA |
SU |
613 |
N/A |
613 |
490 |
EUR |
LSSF |
TEF |
Telefonica SA |
TEF |
144 |
N/A |
144 |
115 |
EUR |
LSSF |
TIT |
Telecom Italia SpA |
TI |
100 |
N/A |
100 |
80 |
EUR |
LSSF |
UCG |
UniCredit SpA |
UC |
2138 |
N/A |
2138 |
1710 |
EUR |
LSSF |
ULVR |
Unilever PLC |
ULR |
1038 |
N/A |
1038 |
830 |
GBP |
LSSF |
UN |
Unilever NV |
UNA |
143 |
N/A |
143 |
114 |
EUR |
LSSF |
VOD |
Vodafone Group PLC |
VOF |
113 |
N/A |
113 |
90 |
GBP |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
MATIF |
EBM |
Milling Wheat Futures |
EBM |
1000 |
N/A |
1000 |
800 |
EUR |
MATIF |
ECO |
European Rapeseed Future |
ECO |
1438 |
N/A |
1438 |
1150 |
EUR |
MATIF |
EMA |
Corn |
EMA |
938 |
N/A |
938 |
750 |
EUR |
MATIF |
EOB |
Malting Barley Index |
EOB |
1750 |
N/A |
1750 |
1400 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
MEFFRV |
ABE |
Abertis Infraestructuras SA |
ABE |
153 |
N/A |
153 |
123 |
EUR |
MEFFRV |
ABG |
Abengoa SA |
ABG |
195 |
N/A |
195 |
156 |
EUR |
MEFFRV |
ACS |
ACS Actividades de Construccion y Servicios SA |
ACS |
213 |
N/A |
213 |
171 |
EUR |
MEFFRV |
ACX |
Acerinox SA |
ACX |
106 |
N/A |
106 |
85 |
EUR |
MEFFRV |
ANA |
Acciona SA |
ANA |
551 |
N/A |
551 |
441 |
EUR |
MEFFRV |
ATN |
Antena 3 de Television SA |
A3T |
49 |
N/A |
49 |
39 |
EUR |
MEFFRV |
BBVA |
Banco Bilbao Vizcaya Argentaria SA |
BBV |
73 |
N/A |
73 |
59 |
EUR |
MEFFRV |
BKT |
Bankinter SA |
BKT |
45 |
N/A |
45 |
36 |
EUR |
MEFFRV |
BME |
Bolsas y Mercados Espanoles SA |
BME |
191 |
N/A |
191 |
153 |
EUR |
MEFFRV |
BTO |
Banco Espanol de Credito SA |
BTO |
42 |
N/A |
42 |
33 |
EUR |
MEFFRV |
ELE |
Endesa SA |
ELE |
161 |
N/A |
161 |
128 |
EUR |
MEFFRV |
ENG |
Enagas SA |
ENA |
161 |
N/A |
161 |
129 |
EUR |
MEFFRV |
FCC |
Fomento de Construcciones y Contratas SA |
FCC |
175 |
N/A |
175 |
140 |
EUR |
MEFFRV |
FER |
Ferrovial SA |
FER |
100 |
N/A |
100 |
80 |
EUR |
MEFFRV |
GAM |
Gamesa Corp Tecnologica SA |
GAM |
32 |
N/A |
32 |
26 |
EUR |
MEFFRV |
GAS |
Gas Natural SDG SA |
GAS |
116 |
N/A |
116 |
93 |
EUR |
MEFFRV |
GRF |
Grifols SA |
GRF |
232 |
N/A |
232 |
186 |
EUR |
MEFFRV |
IBE |
Iberdrola SA |
IBE |
42 |
N/A |
42 |
34 |
EUR |
MEFFRV |
IBEX |
IBEX 35 Index Mini |
MIX |
500 |
400 |
1000 |
800 |
EUR |
MEFFRV |
IBEX35 |
IBEX 35 Index |
IBX |
5000 |
4000 |
10000 |
8000 |
EUR |
MEFFRV |
IDR |
Indra Sistemas SA |
IDR |
99 |
N/A |
99 |
80 |
EUR |
MEFFRV |
ITX |
Inditex SA |
ITX |
831 |
N/A |
831 |
665 |
EUR |
MEFFRV |
MAP |
Mapfre SA |
MAP |
28 |
N/A |
28 |
22 |
EUR |
MEFFRV |
MT |
ArcelorMittal |
MTS |
202 |
N/A |
202 |
162 |
EUR |
MEFFRV |
NHH |
NH Hoteles SA |
NHH |
29 |
N/A |
29 |
23 |
EUR |
MEFFRV |
POP |
Banco Popular Espanol SA |
POP |
29 |
N/A |
29 |
23 |
EUR |
MEFFRV |
REE |
Red Electrica Corp SA |
REE |
365 |
N/A |
365 |
292 |
EUR |
MEFFRV |
REP |
Repsol YPF SA |
REP |
169 |
N/A |
169 |
135 |
EUR |
MEFFRV |
SAB |
Banco de Sabadell SA |
SAB |
25 |
N/A |
25 |
20 |
EUR |
MEFFRV |
SANT |
Banco Santander SA |
SAN |
68 |
N/A |
68 |
54 |
EUR |
MEFFRV |
SYV |
Sacyr Vallehermoso SA |
SVO |
30 |
N/A |
30 |
24 |
EUR |
MEFFRV |
TEF |
Telefonica SA |
TEF |
123 |
N/A |
123 |
98 |
EUR |
MEFFRV |
TL5 |
Mediaset Espana Comunicacion SA |
TL5 |
54 |
N/A |
54 |
43 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
MEXDER |
AMXL |
America Movil SAB de CV |
AXL |
175 |
N/A |
175 |
140 |
MXN |
MEXDER |
BONO10 |
10 Year Bond |
M10 |
6250 |
N/A |
6250 |
5000 |
MXN |
MEXDER |
BONO3 |
3 Year Bond |
M3 |
3125 |
N/A |
3125 |
2500 |
MXN |
MEXDER |
CEMEXCPO |
Cemex SAB de CV |
CXC |
238 |
N/A |
238 |
190 |
MXN |
MEXDER |
DEUA |
United States dollar |
DA |
11250 |
N/A |
11250 |
9000 |
MXN |
MEXDER |
EURO |
European Monetary Union euro |
EU |
7500 |
N/A |
7500 |
6000 |
MXN |
MEXDER |
FEMSAUBD |
Fomento Economico Mexicano SAB de CV |
FEM |
688 |
N/A |
688 |
550 |
MXN |
MEXDER |
IPC |
Mexico Bolsa (IPC) Index |
IPC |
30625 |
N/A |
30625 |
24500 |
MXN |
MEXDER |
WALMEXV |
Wal-Mart de Mexico SAB de CV |
WAL |
625 |
N/A |
625 |
500 |
MXN |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
MONEP |
CAC40 |
CAC 40 |
FCE |
1500 |
1200 |
3000 |
2400 |
EUR |
MONEP |
EPEU |
FTSE EPRA/NAREIT Euro Zone |
EPE |
3000 |
N/A |
3000 |
2400 |
EUR |
MONEP |
EPRA |
FTSE EPRA/NAREIT Europe |
EPR |
1250 |
N/A |
1250 |
1000 |
EUR |
MONEP |
FEF |
FTSEurofirst 80 NEW |
FEF |
3250 |
N/A |
3250 |
2600 |
EUR |
MONEP |
FEO |
FTSEurofirst 100 NEW |
FEO |
5500 |
N/A |
5500 |
4400 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
NSE |
ABAN |
Aban Offshore Ltd |
ABAN |
42069 |
N/A |
42069 |
33655 |
INR |
NSE |
ABB |
ABB Ltd/India |
ABB |
35558 |
N/A |
35558 |
28446 |
INR |
NSE |
ABGSHIP |
ABG Shipyard Ltd |
ABGSHIP |
76522 |
N/A |
76522 |
61218 |
INR |
NSE |
ABIRLANUV |
Aditya Birla Nuvo Ltd |
ABIRLANUVO |
39698 |
N/A |
39698 |
31759 |
INR |
NSE |
ACC |
ACC Ltd |
ACC |
55366 |
N/A |
55366 |
44293 |
INR |
NSE |
ADANIENT |
Adani Enterprises Ltd |
ADANIENT |
57972 |
N/A |
57972 |
46377 |
INR |
NSE |
ADANIPOWE |
Adani Power Ltd |
ADANIPOWER |
45680 |
N/A |
45680 |
36544 |
INR |
NSE |
ALBK |
Allahabad Bank |
ALBK |
65181 |
N/A |
65181 |
52145 |
INR |
NSE |
ALOKTEXT |
Alok Industries Ltd |
ALOKTEXT |
38000 |
N/A |
38000 |
30400 |
INR |
NSE |
AMBUJACEM |
Ambuja Cements Ltd |
AMBUJACEM |
55038 |
N/A |
55038 |
44030 |
INR |
NSE |
ANDHRABAN |
Andhra Bank |
ANDHRABANK |
43469 |
N/A |
43469 |
34775 |
INR |
NSE |
APIL |
Alstom Projects India Ltd |
APIL |
75563 |
N/A |
75563 |
60450 |
INR |
NSE |
APOLLOTYR |
Apollo Tyres Ltd |
APOLLOTYRE |
73663 |
N/A |
73663 |
58930 |
INR |
NSE |
ARVIND |
Arvind Ltd |
ARVIND |
92300 |
N/A |
92300 |
73840 |
INR |
NSE |
ASHOKLEY |
Ashok Leyland Ltd |
ASHOKLEY |
39375 |
N/A |
39375 |
31500 |
INR |
NSE |
ASIANPAIN |
Asian Paints Ltd |
ASIANPAINT |
89982 |
N/A |
89982 |
71986 |
INR |
NSE |
AUROPHARM |
Aurobindo Pharma Ltd |
AUROPHARMA |
54288 |
N/A |
54288 |
43430 |
INR |
NSE |
AXISBANK |
Axis Bank Ltd |
AXISBANK |
47100 |
N/A |
47100 |
37680 |
INR |
NSE |
BAJAJ-AUT |
Bajaj Auto Ltd |
BAJAJ-AUTO |
36898 |
N/A |
36898 |
29519 |
INR |
NSE |
BAJAJHIND |
Bajaj Hindusthan Ltd |
BAJAJHIND |
46300 |
N/A |
46300 |
37040 |
INR |
NSE |
BAJAJHLDN |
Bajaj Holdings and Investment Ltd |
BAJAJHLDNG |
37760 |
N/A |
37760 |
30208 |
INR |
NSE |
BALRAMCHI |
Balrampur Chini Mills Ltd |
BALRAMCHIN |
45048 |
N/A |
45048 |
36039 |
INR |
NSE |
BANKBAROD |
Bank of Baroda |
BANKBARODA |
33531 |
N/A |
33531 |
26825 |
INR |
NSE |
BANKINDIA |
Bank of India |
BANKINDIA |
68047 |
N/A |
68047 |
54438 |
INR |
NSE |
BANKNIFTY |
BANK Nifty |
BANKNIFTY |
28798 |
N/A |
28798 |
23039 |
INR |
NSE |
BATAINDIA |
Bata India Ltd |
BATAINDIA |
86163 |
N/A |
86163 |
68930 |
INR |
NSE |
BEL |
Bharat Electronics Ltd |
BEL |
61530 |
N/A |
61530 |
49224 |
INR |
NSE |
BEML |
BEML Ltd |
BEML |
59605 |
N/A |
59605 |
47684 |
INR |
NSE |
BFUTILITI |
BF Utilities Ltd |
BFUTILITIE |
101206 |
N/A |
101206 |
80965 |
INR |
NSE |
BGRENERGY |
BGR Energy Systems Ltd |
BGRENERGY |
80926 |
N/A |
80926 |
64741 |
INR |
NSE |
BHARATFOR |
Bharat Forge Ltd |
BHARATFORG |
60400 |
N/A |
60400 |
48320 |
INR |
NSE |
BHARTIART |
Bharti Airtel Ltd |
BHARTIARTL |
57834 |
N/A |
57834 |
46268 |
INR |
NSE |
BHEL |
Bharat Heavy Electricals Ltd |
BHEL |
46653 |
N/A |
46653 |
37323 |
INR |
NSE |
BHUSANSTL |
Bhushan Steel Ltd |
BHUSANSTL |
85359 |
N/A |
85359 |
68288 |
INR |
NSE |
BIOCON |
Biocon Ltd |
BIOCON |
42034 |
N/A |
42034 |
33628 |
INR |
NSE |
BOMDYEING |
Bombay Dyeing & Manufacturing Co Ltd |
BOMDYEING |
66105 |
N/A |
66105 |
52884 |
INR |
NSE |
BOSCHLTD |
Bosch Ltd |
BOSCHLTD |
217331 |
N/A |
217331 |
173865 |
INR |
NSE |
BPCL |
Bharat Petroleum Corp Ltd |
BPCL |
71486 |
N/A |
71486 |
57189 |
INR |
NSE |
BRFL |
Bombay Rayon Fashions Ltd |
BRFL |
70781 |
N/A |
70781 |
56625 |
INR |
NSE |
CAIRN |
Cairn India Ltd |
CAIRN |
65172 |
N/A |
65172 |
52138 |
INR |
NSE |
CANBK |
Canara Bank |
CANBK |
38909 |
N/A |
38909 |
31128 |
INR |
NSE |
CENTRALBK |
Central Bank Of India |
CENTRALBK |
43738 |
N/A |
43738 |
34990 |
INR |
NSE |
CENTURYTE |
Century Textile & Industries Ltd |
CENTURYTEX |
68375 |
N/A |
68375 |
54700 |
INR |
NSE |
CESC |
CESC Ltd |
CESC |
52744 |
N/A |
52744 |
42195 |
INR |
NSE |
CHAMBLFER |
Chambal Fertilizers & Chemicals Ltd |
CHAMBLFERT |
58988 |
N/A |
58988 |
47190 |
INR |
NSE |
CIPLA |
Cipla Ltd/India |
CIPLA |
61134 |
N/A |
61134 |
48908 |
INR |
NSE |
CNXIT |
CNX IT |
CNXIT |
72998 |
N/A |
72998 |
58398 |
INR |
NSE |
COALINDIA |
Coal India Ltd |
COALINDIA |
60047 |
N/A |
60047 |
48038 |
INR |
NSE |
COLPAL |
Colgate Palmolive India Ltd |
COLPAL |
58752 |
N/A |
58752 |
47001 |
INR |
NSE |
COREEDUTE |
Core Education & Technologies Ltd |
COREEDUTEC |
58063 |
N/A |
58063 |
46450 |
INR |
NSE |
CROMPGREA |
Crompton Greaves Ltd |
CROMPGREAV |
51906 |
N/A |
51906 |
41525 |
INR |
NSE |
CUMMINSIN |
Cummins India Ltd |
CUMMINSIND |
42898 |
N/A |
42898 |
34319 |
INR |
NSE |
DABUR |
Dabur India Ltd |
DABUR |
41138 |
N/A |
41138 |
32910 |
INR |
NSE |
DCB1 |
Development Credit Bank Ltd |
DCB |
74075 |
N/A |
74075 |
59260 |
INR |
NSE |
DELTACORP |
Delta Corp Ltd |
DELTACORP |
67593 |
N/A |
67593 |
54074 |
INR |
NSE |
DENABANK |
Dena Bank |
DENABANK |
81450 |
N/A |
81450 |
65160 |
INR |
NSE |
DISHTV |
Dish TV India Ltd |
DISHTV |
55525 |
N/A |
55525 |
44420 |
INR |
NSE |
DIVISLAB |
Divi's Laboratories Ltd |
DIVISLAB |
90567 |
N/A |
90567 |
72454 |
INR |
NSE |
DLF |
DLF Ltd |
DLF |
78975 |
N/A |
78975 |
63180 |
INR |
NSE |
DRREDDY |
Dr Reddy's Laboratories Ltd |
DRREDDY |
40575 |
N/A |
40575 |
32460 |
INR |
NSE |
EDUCOMP |
Educomp Solutions Ltd |
EDUCOMP |
81041 |
N/A |
81041 |
64833 |
INR |
NSE |
ESCORTS |
Escorts Ltd |
ESCORTS |
55363 |
N/A |
55363 |
44290 |
INR |
NSE |
ESSAROIL |
Essar Oil Ltd |
ESSAROIL |
45699 |
N/A |
45699 |
36559 |
INR |
NSE |
EURINR |
Euro in Indian Rupee |
EURINR |
2367 |
N/A |
2367 |
1893 |
INR |
NSE |
EXIDEIND |
Exide Industries Ltd |
EXIDEIND |
46281 |
N/A |
46281 |
37025 |
INR |
NSE |
FEDERALBN |
Federal Bank Ltd |
FEDERALBNK |
39692 |
N/A |
39692 |
31754 |
INR |
NSE |
FINANTECH |
Financial Technologies India Ltd |
FINANTECH |
68431 |
N/A |
68431 |
54745 |
INR |
NSE |
FORTIS |
Fortis Healthcare India Ltd |
FORTIS |
36750 |
N/A |
36750 |
29400 |
INR |
NSE |
GAIL |
GAIL India Ltd |
GAIL |
61675 |
N/A |
61675 |
49340 |
INR |
NSE |
GBPINR |
British Pounds in Indian Rupee |
GBPINR |
2909 |
N/A |
2909 |
2328 |
INR |
NSE |
GESHIP |
Great Eastern Shipping Co Ltd/The |
GESHIP |
47700 |
N/A |
47700 |
38160 |
INR |
NSE |
GLAXO |
GlaxoSmithKline Pharmaceuticals Ltd |
GLAXO |
48673 |
N/A |
48673 |
38939 |
INR |
NSE |
GMDCLTD |
Gujarat Mineral Development Corp Ltd |
GMDCLTD |
64563 |
N/A |
64563 |
51650 |
INR |
NSE |
GMRINFRA |
GMR Infrastructure Ltd |
GMRINFRA |
43792 |
N/A |
43792 |
35033 |
INR |
NSE |
GODREJIND |
Godrej Industries Ltd |
GODREJIND |
54988 |
N/A |
54988 |
43990 |
INR |
NSE |
GRASIM |
Grasim Industries Ltd |
GRASIM |
58508 |
N/A |
58508 |
46807 |
INR |
NSE |
GSPL |
Gujarat State Petronet Ltd |
GSPL |
49750 |
N/A |
49750 |
39800 |
INR |
NSE |
GUJFLUORO |
Gujarat Flourochemicals |
GUJFLUORO |
43591 |
N/A |
43591 |
34873 |
INR |
NSE |
GVKPIL |
GVK Power & Infrastructure Ltd |
GVKPIL |
44634 |
N/A |
44634 |
35708 |
INR |
NSE |
HAVELLS |
Havells India Ltd |
HAVELLS |
52469 |
N/A |
52469 |
41975 |
INR |
NSE |
HCC |
Hindustan Construction Co |
HCC |
39498 |
N/A |
39498 |
31598 |
INR |
NSE |
HCLTECH |
HCL Technologies Ltd |
HCLTECH |
47700 |
N/A |
47700 |
38160 |
INR |
NSE |
HDFC |
Housing Development Finance Corp |
HDFC |
62873 |
N/A |
62873 |
50299 |
INR |
NSE |
HDFCBANK |
HDFC Bank Ltd |
HDFCBANK |
47941 |
N/A |
47941 |
38353 |
INR |
NSE |
HDIL |
Housing Development & Infrastructure Ltd |
HDIL |
75551 |
N/A |
75551 |
60441 |
INR |
NSE |
HEROMOTOC |
Hero Honda Motors Ltd |
HEROMOTOCO |
45405 |
N/A |
45405 |
36324 |
INR |
NSE |
HEXAWARE |
Hexaware Technologies Ltd |
HEXAWARE |
63131 |
N/A |
63131 |
50505 |
INR |
NSE |
HINDALCO |
Hindalco Industries Ltd |
HINDALCO |
44900 |
N/A |
44900 |
35920 |
INR |
NSE |
HINDOILEX |
Hindustan Oil Exploration |
HINDOILEXP |
56711 |
N/A |
56711 |
45369 |
INR |
NSE |
HINDPETRO |
Hindustan Petroleum Corp Ltd |
HINDPETRO |
60406 |
N/A |
60406 |
48325 |
INR |
NSE |
HINDUNILV |
Hindustan Unilever Ltd |
HINDUNILVR |
82978 |
N/A |
82978 |
66383 |
INR |
NSE |
HINDZINC |
Hindustan Zinc Ltd |
HINDZINC |
45156 |
N/A |
45156 |
36125 |
INR |
NSE |
IBREALEST |
Indiabulls Real Estate Ltd |
IBREALEST |
52609 |
N/A |
52609 |
42088 |
INR |
NSE |
ICICIBANK |
ICICI Bank Ltd |
ICICIBANK |
38226 |
N/A |
38226 |
30581 |
INR |
NSE |
IDBI |
IDBI Bank Ltd |
IDBI |
36431 |
N/A |
36431 |
29145 |
INR |
NSE |
IDEA |
Idea Cellular Ltd |
IDEA |
66913 |
N/A |
66913 |
53530 |
INR |
NSE |
IDFC |
Infrastructure Development Finance Co Ltd |
IDFC |
48775 |
N/A |
48775 |
39020 |
INR |
NSE |
IFCI |
IFCI Ltd |
IFCI |
68904 |
N/A |
68904 |
55123 |
INR |
NSE |
IGL |
Indraprastha Gas Ltd |
IGL |
75956 |
N/A |
75956 |
60765 |
INR |
NSE |
INDHOTEL |
Indian Hotels Co Ltd |
INDHOTEL |
45350 |
N/A |
45350 |
36280 |
INR |
NSE |
INDIACEM |
India Cements Ltd |
INDIACEM |
35013 |
N/A |
35013 |
28010 |
INR |
NSE |
INDIAINFO |
India Infoline Ltd |
INDIAINFO |
103938 |
N/A |
103938 |
83150 |
INR |
NSE |
INDIANB |
Indian Bank |
INDIANB |
41675 |
N/A |
41675 |
33340 |
INR |
NSE |
INDUA |
NSE Dow Jones Industrial Averages Index |
DJIA |
39240 |
N/A |
39240 |
31392 |
INR |
NSE |
INDUSINDB |
IndusInd Bank Ltd |
INDUSINDBK |
59688 |
N/A |
59688 |
47750 |
INR |
NSE |
INFY |
Infosys Ltd |
INFY |
56589 |
N/A |
56589 |
45271 |
INR |
NSE |
IOB |
Indian Overseas Bank |
IOB |
62413 |
N/A |
62413 |
49930 |
INR |
NSE |
IOC |
Indian Oil Corp Ltd |
IOC |
53381 |
N/A |
53381 |
42705 |
INR |
NSE |
IRB |
IRB Infrastructure Developers Ltd |
IRB |
88707 |
N/A |
88707 |
70965 |
INR |
NSE |
ITC |
ITC Ltd |
ITC |
45513 |
N/A |
45513 |
36410 |
INR |
NSE |
IVRCLINFR |
IVRCL Infrastructures & Projects Ltd |
IVRCLINFRA |
61568 |
N/A |
61568 |
49254 |
INR |
NSE |
JETAIRWAY |
Jet Airways India Ltd |
JETAIRWAYS |
81634 |
N/A |
81634 |
65307 |
INR |
NSE |
JINDALSAW |
Jindal Saw Ltd |
JINDALSAW |
51069 |
N/A |
51069 |
40855 |
INR |
NSE |
JINDALSTE |
Jindal Steel & Power Ltd |
JINDALSTEL |
48683 |
N/A |
48683 |
38946 |
INR |
NSE |
JISLJALEQ |
Jain Irrigation Systems Ltd |
JISLJALEQS |
36749 |
N/A |
36749 |
29399 |
INR |
NSE |
JPASSOCIA |
Jaiprakash Associates Ltd |
JPASSOCIAT |
65609 |
N/A |
65609 |
52487 |
INR |
NSE |
JPPOWER |
Jaiprakash Power Ventures Ltd |
JPPOWER |
58325 |
N/A |
58325 |
46660 |
INR |
NSE |
JPYINR |
Japanese Yen in Indian Rupee |
JPYINR |
63096 |
N/A |
63096 |
50477 |
INR |
NSE |
JSWENERGY |
JSW Energy Ltd |
JSWENERGY |
43098 |
N/A |
43098 |
34478 |
INR |
NSE |
JSWISPAT |
Ispat Industries Ltd |
JSWISPAT |
35719 |
N/A |
35719 |
28575 |
INR |
NSE |
JSWSTEEL |
JSW Steel Ltd |
JSWSTEEL |
82754 |
N/A |
82754 |
66203 |
INR |
NSE |
JUBLFOOD |
Jubilant Foodworks Ltd |
JUBLFOOD |
62081 |
N/A |
62081 |
49665 |
INR |
NSE |
KOTAKBANK |
Kotak Mahindra Bank Ltd |
KOTAKBANK |
55350 |
N/A |
55350 |
44280 |
INR |
NSE |
KTKBANK |
Karnataka Bank Ltd |
KTKBANK |
58763 |
N/A |
58763 |
47010 |
INR |
NSE |
LICHSGFIN |
LIC Housing Finance Ltd |
LICHSGFIN |
45741 |
N/A |
45741 |
36593 |
INR |
NSE |
LITL |
Lanco Infratech Ltd |
LITL |
42163 |
N/A |
42163 |
33730 |
INR |
NSE |
LT |
Larsen & Toubro Ltd |
LT |
62901 |
N/A |
62901 |
50321 |
INR |
NSE |
LUPIN |
Lupin Ltd |
LUPIN |
53378 |
N/A |
53378 |
42703 |
INR |
NSE |
MARUTI |
Maruti Suzuki India Ltd |
MARUTI |
59107 |
N/A |
59107 |
47286 |
INR |
NSE |
MAX |
MAX India Ltd |
MAX |
74187 |
N/A |
74187 |
59350 |
INR |
NSE |
MCDOWELL- |
United Spirits Ltd |
MCDOWELL-N |
94010 |
N/A |
94010 |
75208 |
INR |
NSE |
MCLEODRUS |
McLeod Russel India Ltd |
MCLEODRUSS |
53066 |
N/A |
53066 |
42453 |
INR |
NSE |
MINIFTY |
S&P CNX Nifty Mini |
MINIFTY |
12143 |
N/A |
12143 |
9714 |
INR |
NSE |
MPHASIS |
Mphasis Ltd |
MPHASIS |
36844 |
N/A |
36844 |
29475 |
INR |
NSE |
MRF |
MRF Ltd |
MRF |
276419 |
N/A |
276419 |
221135 |
INR |
NSE |
MRPL |
Mangalore Refinery & Petrochemicals Ltd |
MRPL |
50888 |
N/A |
50888 |
40710 |
INR |
NSE |
MTNL |
Mahanagar Telephone Nigam |
MTNL |
38994 |
N/A |
38994 |
31196 |
INR |
NSE |
NCC |
Nagarjuna Construction Co |
NCC |
39674 |
N/A |
39674 |
31739 |
INR |
NSE |
NFTYMCAP50 |
Nifty Midcap 50 |
NFTYMCAP50 |
76151 |
N/A |
76151 |
60921 |
INR |
NSE |
NHPC |
NHPC Ltd |
NHPC |
36375 |
N/A |
36375 |
29100 |
INR |
NSE |
NIFTY50 |
S&P CNX NSE Nifty Index |
NIFTY |
30359 |
N/A |
30359 |
24287 |
INR |
NSE |
NMDC |
NMDC Ltd |
NMDC |
74825 |
N/A |
74825 |
59860 |
INR |
NSE |
NSEFTSE |
- |
FTSE100 |
23569 |
N/A |
23569 |
18855 |
INR |
NSE |
NTPC |
NTPC Ltd |
NTPC |
55706 |
N/A |
55706 |
44565 |
INR |
NSE |
OFSS |
Oracle Financial Sevices Software Ltd |
OFSS |
59166 |
N/A |
59166 |
47333 |
INR |
NSE |
OIL |
Oil India Ltd |
OIL |
43333 |
N/A |
43333 |
34666 |
INR |
NSE |
ONGC |
Oil & Natural Gas Corp Ltd |
ONGC |
48081 |
N/A |
48081 |
38465 |
INR |
NSE |
ONMOBILE |
OnMobile Global Ltd |
ONMOBILE |
49467 |
N/A |
49467 |
39573 |
INR |
NSE |
OPTOCIRCU |
Opto Circuits India Ltd |
OPTOCIRCUI |
34150 |
N/A |
34150 |
27320 |
INR |
NSE |
ORCHIDCHE |
Orchid Chemicals & Pharmaceuticals Ltd |
ORCHIDCHEM |
77906 |
N/A |
77906 |
62324 |
INR |
NSE |
ORIENTBAN |
Oriental Bank Of Commerce |
ORIENTBANK |
43169 |
N/A |
43169 |
34535 |
INR |
NSE |
PANTALOON |
Pantaloon Retail India Ltd |
PANTALOONR |
104569 |
N/A |
104569 |
83655 |
INR |
NSE |
PATELENG |
Patel Engineering Ltd |
PATELENG |
40100 |
N/A |
40100 |
32080 |
INR |
NSE |
PETRONET |
Petronet LNG Ltd |
PETRONET |
56513 |
N/A |
56513 |
45210 |
INR |
NSE |
PFC |
Power Finance Corp Ltd |
PFC |
66913 |
N/A |
66913 |
53530 |
INR |
NSE |
PIRHEALTH |
Piramal Healthcare Ltd |
PIRHEALTH |
40780 |
N/A |
40780 |
32624 |
INR |
NSE |
PNB |
Punjab National Bank Ltd |
PNB |
35244 |
N/A |
35244 |
28195 |
INR |
NSE |
POLARIS |
Polaris Financial Technology Ltd |
POLARIS |
48350 |
N/A |
48350 |
38680 |
INR |
NSE |
POWERGRID |
Power Grid Corp of India Ltd |
POWERGRID |
40719 |
N/A |
40719 |
32575 |
INR |
NSE |
PRAJIND |
Praj Industries Ltd |
PRAJIND |
58088 |
N/A |
58088 |
46470 |
INR |
NSE |
PTC |
PTC India Ltd |
PTC |
49062 |
N/A |
49062 |
39250 |
INR |
NSE |
PUNJLLOYD |
Punj Lloyd Ltd |
PUNJLLOYD |
50819 |
N/A |
50819 |
40655 |
INR |
NSE |
RANBAXY |
Ranbaxy Laboratories Ltd |
RANBAXY |
48406 |
N/A |
48406 |
38725 |
INR |
NSE |
RAYMOND |
Raymond Ltd/India |
RAYMOND |
70825 |
N/A |
70825 |
56660 |
INR |
NSE |
RCOM |
Reliance Communications Ltd |
RCOM |
58625 |
N/A |
58625 |
46900 |
INR |
NSE |
RECLTD |
Rural Electrification Corp Ltd |
RECLTD |
37203 |
N/A |
37203 |
29762 |
INR |
NSE |
RELCAPITA |
Reliance Capital Ltd |
RELCAPITAL |
39872 |
N/A |
39872 |
31898 |
INR |
NSE |
RELIANCE |
Reliance Industries Ltd |
RELIANCE |
67428 |
N/A |
67428 |
53943 |
INR |
NSE |
RELINFRA |
Reliance Infrastructure Ltd |
RELINFRA |
53347 |
N/A |
53347 |
42678 |
INR |
NSE |
RENUKA |
Shree Renuka Sugars Ltd |
RENUKA |
60301 |
N/A |
60301 |
48240 |
INR |
NSE |
ROLTA |
Rolta India Ltd |
ROLTA |
72988 |
N/A |
72988 |
58390 |
INR |
NSE |
RPOWER |
Reliance Power Ltd |
RPOWER |
47031 |
N/A |
47031 |
37625 |
INR |
NSE |
RUCHISOYA |
Ruchi Soya Industries Ltd |
RUCHISOYA |
72575 |
N/A |
72575 |
58060 |
INR |
NSE |
SAIL |
Steel Authority Of India Ltd |
SAIL |
75475 |
N/A |
75475 |
60380 |
INR |
NSE |
SBIN |
State Bank of India |
SBIN |
52236 |
N/A |
52236 |
41788 |
INR |
NSE |
SCI |
Shipping Corp Of India Ltd |
SCI |
46650 |
N/A |
46650 |
37320 |
INR |
NSE |
SESAGOA |
Sesa Goa Ltd |
SESAGOA |
41447 |
N/A |
41447 |
33158 |
INR |
NSE |
SIEMENS |
Siemens Ltd/India |
SIEMENS |
65973 |
N/A |
65973 |
52779 |
INR |
NSE |
SINTEX |
Sintex Industries Ltd |
SINTEX |
59293 |
N/A |
59293 |
47434 |
INR |
NSE |
SKUMARSYN |
S Kumars Nationwide Ltd |
SKUMARSYNF |
54524 |
N/A |
54524 |
43619 |
INR |
NSE |
SOBHA |
Sobha Developers Ltd |
SOBHA |
60791 |
N/A |
60791 |
48633 |
INR |
NSE |
SOUTHBANK |
South Indian Bank Ltd |
SOUTHBANK |
35000 |
N/A |
35000 |
28000 |
INR |
NSE |
SREINFRA |
SREI Infrastructure Finance Ltd |
SREINFRA |
65241 |
N/A |
65241 |
52193 |
INR |
NSE |
SRTRANSFI |
Shriram Transport Finance Co Ltd |
SRTRANSFIN |
53125 |
N/A |
53125 |
42500 |
INR |
NSE |
STER |
Sterlite Industries India Ltd |
STER |
39488 |
N/A |
39488 |
31590 |
INR |
NSE |
STRTECH |
Sterlite Technologies Ltd |
STRTECH |
99204 |
N/A |
99204 |
79363 |
INR |
NSE |
SUNPHARMA |
Sun Pharmaceutical Industries Ltd |
SUNPHARMA |
56311 |
N/A |
56311 |
45049 |
INR |
NSE |
SUNTV |
Sun TV Network Ltd |
SUNTV |
56884 |
N/A |
56884 |
45507 |
INR |
NSE |
SUZLON |
Suzlon Energy Ltd |
SUZLON |
53849 |
N/A |
53849 |
43079 |
INR |
NSE |
SYNDIBANK |
Syndicate Bank |
SYNDIBANK |
39781 |
N/A |
39781 |
31825 |
INR |
NSE |
TATACHEM |
Tata Chemicals Ltd |
TATACHEM |
61553 |
N/A |
61553 |
49243 |
INR |
NSE |
TATACOMM |
Tata Communications Ltd |
TATACOMM |
40634 |
N/A |
40634 |
32508 |
INR |
NSE |
TATAGLOBA |
Tata Global Beverages Ltd |
TATAGLOBAL |
43675 |
N/A |
43675 |
34940 |
INR |
NSE |
TATAMOTOR |
Tata Motors Ltd |
TATAMOTORS |
59372 |
N/A |
59372 |
47498 |
INR |
NSE |
TATAMTRDV |
Tata Motors Ltd |
TATAMTRDVR |
74194 |
N/A |
74194 |
59355 |
INR |
NSE |
TATAPOWER |
Tata Power Co Ltd |
TATAPOWER |
41831 |
N/A |
41831 |
33465 |
INR |
NSE |
TATASTEEL |
Tata Steel Ltd |
TATASTEEL |
38959 |
N/A |
38959 |
31167 |
INR |
NSE |
TCS |
Tata Consultancy Services Ltd |
TCS |
63364 |
N/A |
63364 |
50691 |
INR |
NSE |
TECHM |
Tech Mahindra Ltd |
TECHM |
60555 |
N/A |
60555 |
48444 |
INR |
NSE |
TITAN |
Titan Industries Ltd |
TITAN |
45328 |
N/A |
45328 |
36263 |
INR |
NSE |
TTKPRESTI |
TTK Prestige Ltd |
TTKPRESTIG |
108818 |
N/A |
108818 |
87055 |
INR |
NSE |
TTML |
Tata Teleservices Maharashtra Ltd |
TTML |
35438 |
N/A |
35438 |
28350 |
INR |
NSE |
TVSMOTOR |
TVS Motor Co Ltd |
TVSMOTOR |
60850 |
N/A |
60850 |
48680 |
INR |
NSE |
UCOBANK |
UCO Bank |
UCOBANK |
61613 |
N/A |
61613 |
49290 |
INR |
NSE |
ULTRACEMC |
Ultratech Cement Ltd |
ULTRACEMCO |
67520 |
N/A |
67520 |
54016 |
INR |
NSE |
UNIONBANK |
Union Bank Of India |
UNIONBANK |
40134 |
N/A |
40134 |
32108 |
INR |
NSE |
UNIPHOS |
United Phosphorus Ltd |
UNIPHOS |
53806 |
N/A |
53806 |
43045 |
INR |
NSE |
UNITECH |
Unitech Ltd |
UNITECH |
46368 |
N/A |
46368 |
37094 |
INR |
NSE |
USDINR |
US Dollars in Indian Rupee |
USDINR |
2294 |
N/A |
2294 |
1835 |
INR |
NSE |
VIDEOIND |
Videocon Industries Ltd |
VIDEOIND |
67200 |
N/A |
67200 |
53760 |
INR |
NSE |
VIJAYABAN |
Vijaya Bank |
VIJAYABANK |
44375 |
N/A |
44375 |
35500 |
INR |
NSE |
VIPIND |
VIP Industries Ltd |
VIPIND |
43333 |
N/A |
43333 |
34667 |
INR |
NSE |
VOLTAS |
Voltas Ltd |
VOLTAS |
51669 |
N/A |
51669 |
41335 |
INR |
NSE |
WELCORP |
Welspun-Gujarat Stahl Ltd |
WELCORP |
57228 |
N/A |
57228 |
45782 |
INR |
NSE |
WIPRO |
Wipro Ltd |
WIPRO |
37469 |
N/A |
37469 |
29975 |
INR |
NSE |
YESBANK |
Yes Bank Ltd |
YESBANK |
64722 |
N/A |
64722 |
51777 |
INR |
NSE |
ZEEL |
Zee Entertainment Enterprises Ltd |
ZEEL |
49169 |
N/A |
49169 |
39335 |
INR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
NYBOT |
CC |
Cocoa NYBOT |
CC |
1875 |
N/A |
1875 |
1500 |
USD |
NYBOT |
CI |
Continuous Commodity Index |
CI |
15375 |
N/A |
15375 |
12300 |
USD |
NYBOT |
CRY |
Reuters Jefferies CRB INDEX |
CR |
875 |
N/A |
875 |
700 |
USD |
NYBOT |
CT |
Cotton No. 2 |
CT |
2500 |
N/A |
2500 |
2000 |
USD |
NYBOT |
DX |
NYBOT US Dollar FX |
DX |
1500 |
N/A |
1500 |
1200 |
USD |
NYBOT |
KC |
Coffee "C" |
KC |
4575 |
N/A |
4575 |
3660 |
USD |
NYBOT |
OJ |
FC Orange Juice "A" |
OJ |
1875 |
N/A |
1875 |
1500 |
USD |
NYBOT |
RLG |
Russell 1000 Growth Index |
RG |
2500 |
N/A |
2500 |
2000 |
USD |
NYBOT |
RLV |
Russell 1000 Value Index |
RV |
2500 |
N/A |
2500 |
2000 |
USD |
NYBOT |
RYO |
Russell 1000 Index |
RF |
3750 |
N/A |
3750 |
3000 |
USD |
NYBOT |
SB |
Sugar No. 11 |
SB |
1875 |
N/A |
1875 |
1500 |
USD |
NYBOT |
SF |
Sugar #16 112000 lbs |
SF |
2813 |
N/A |
2813 |
2250 |
USD |
NYBOT |
TF |
Russell 2000 Mini Futures |
TF |
3750 |
3000 |
7500 |
6000 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
NYMEX |
6Q |
NYMEX EMini Silver Index |
XSN |
4312 |
N/A |
4312 |
2800 |
USD |
NYMEX |
BB |
NYMEX Brent Financial Futures Index |
BB |
6075 |
N/A |
6075 |
4500 |
USD |
NYMEX |
BZ |
Brent Crude Oil - Last Day |
BZ |
6075 |
N/A |
6075 |
4500 |
USD |
NYMEX |
CC |
Cocoa NYBOT |
CJ |
4250 |
N/A |
4250 |
3400 |
USD |
NYMEX |
CL |
Light Sweet Crude Oil |
CL |
3511 |
2601 |
7023 |
5202 |
USD |
NYMEX |
CT |
Cotton No. 2 |
TT |
7500 |
N/A |
7500 |
6000 |
USD |
NYMEX |
GC |
Gold |
GC |
10125 |
N/A |
10125 |
7500 |
USD |
NYMEX |
GVXX |
Gold Volatility Index |
GVF |
6250 |
N/A |
6250 |
5000 |
USD |
NYMEX |
HG |
NYMEX Copper Index |
HG |
5508 |
N/A |
5508 |
4080 |
USD |
NYMEX |
HO |
Heating Oil |
HO |
6674 |
N/A |
6674 |
4944 |
USD |
NYMEX |
HRC |
Hot-Rolled Coil Steel Index |
HRC |
563 |
N/A |
563 |
450 |
USD |
NYMEX |
KC |
Coffee "C" |
KT |
11250 |
N/A |
11250 |
9000 |
USD |
NYMEX |
MGC |
E-Micro Gold |
MGC |
1013 |
N/A |
1013 |
750 |
USD |
NYMEX |
NG |
Henry Hub Natural Gas |
NG |
2835 |
N/A |
2835 |
2100 |
USD |
NYMEX |
PA |
NYMEX Palladium Index |
PA |
5938 |
N/A |
5938 |
4750 |
USD |
NYMEX |
PL |
NYMEX Platinum Index |
PL |
4375 |
N/A |
4375 |
3500 |
USD |
NYMEX |
QC |
COMEX MINY Copper |
QC |
2754 |
N/A |
2754 |
2040 |
USD |
NYMEX |
QG |
NYMEX MINY Natural Gas Index |
QG |
675 |
N/A |
675 |
500 |
USD |
NYMEX |
QH |
NYMEX MINY Heating Oil Index |
QH |
3337 |
N/A |
3337 |
2472 |
USD |
NYMEX |
QI |
COMEX MINY Silver |
QI |
10780 |
N/A |
10780 |
7000 |
USD |
NYMEX |
QM |
NYMEX MINY Light Sweet Crude Oil |
QM |
1756 |
1301 |
3511 |
2601 |
USD |
NYMEX |
QO |
COMEX MINY Gold |
QO |
5063 |
N/A |
5063 |
3750 |
USD |
NYMEX |
QU |
NYMEX MINY Gasoline RBOB Index |
QU |
4037 |
N/A |
4037 |
2990 |
USD |
NYMEX |
RB |
NYMEX RBOB Gas Index |
RB |
8073 |
N/A |
8073 |
5980 |
USD |
NYMEX |
SB |
Sugar No. 11 |
YO |
4500 |
N/A |
4500 |
3600 |
USD |
NYMEX |
SI |
NYMEX Silver Index |
SI |
21560 |
N/A |
21560 |
14000 |
USD |
NYMEX |
UX |
NYMEX Uranium Index |
UX |
938 |
N/A |
938 |
750 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
NYSELIFFE |
MXEA |
MSCI EAFE Index |
MFS |
5274 |
N/A |
5274 |
4219 |
USD |
NYSELIFFE |
MXEF |
MSCI EMERGING MARKETS INDEX |
MME |
3469 |
N/A |
3469 |
2775 |
USD |
NYSELIFFE |
MXUS |
MSCI USA Index |
MUN |
7645 |
N/A |
7645 |
6116 |
USD |
NYSELIFFE |
YG |
Mini Sized NY Gold Futures |
YG |
4095 |
N/A |
4095 |
3033 |
USD |
NYSELIFFE |
YI |
Mini Sized NY Silver Futures |
YI |
5236 |
N/A |
5236 |
3400 |
USD |
NYSELIFFE |
ZG |
Gold 100 Troy Oz |
ZG |
12284 |
N/A |
12284 |
9099 |
USD |
NYSELIFFE |
ZI |
CBOT 5000 Oz Silver Futures |
ZI |
26180 |
N/A |
26180 |
17000 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
OMS |
ABB |
ABB Ltd |
ABB.FWD |
1752 |
N/A |
1752 |
1402 |
SEK |
OMS |
ALFA |
Alfa Laval AB |
ALFA.FWD |
1870 |
N/A |
1870 |
1496 |
SEK |
OMS |
ALIV.SDB |
Autoliv Inc |
ALIV.FWD |
5985 |
N/A |
5985 |
4788 |
SEK |
OMS |
ASSA.B |
Assa Abloy AB |
ASSAB |
2754 |
N/A |
2754 |
2203 |
SEK |
OMS |
ASSA.B |
Assa Abloy AB |
ASSAB.FWD |
2755 |
N/A |
2755 |
2204 |
SEK |
OMS |
ATCO.A |
Atlas Copco AB |
ATCOA.FWD |
3096 |
N/A |
3096 |
2477 |
SEK |
OMS |
AZN |
AstraZeneca PLC |
AZN.FWD |
4496 |
N/A |
4496 |
3597 |
SEK |
OMS |
BOL |
Boliden AB |
BOLI.FWD |
2004 |
N/A |
2004 |
1603 |
SEK |
OMS |
ELUX.B |
Electrolux AB |
ELUXB.FWD |
2856 |
N/A |
2856 |
2285 |
SEK |
OMS |
ERIC.B |
Telefonaktiebolaget LM Ericsson |
ERICB.FWD |
1309 |
N/A |
1309 |
1047 |
SEK |
OMS |
HM.B |
Hennes & Mauritz AB |
HMB.FWD |
4586 |
N/A |
4586 |
3669 |
SEK |
OMS |
HOLM.B |
Holmen AB |
HOLMB.FWD |
2734 |
N/A |
2734 |
2187 |
SEK |
OMS |
HUS |
Husqvarna AB |
HUSQB.FWD |
711 |
N/A |
711 |
569 |
SEK |
OMS |
INVE.B |
Investor AB |
INVEB.FWD |
1914 |
N/A |
1914 |
1531 |
SEK |
OMS |
LUPE |
Lundin Petroleum AB |
LUPE.FWD |
3598 |
N/A |
3598 |
2878 |
SEK |
OMS |
MEDA.A |
Meda AB |
MEDA.FWD |
1802 |
N/A |
1802 |
1442 |
SEK |
OMS |
NDA |
Nordea Bank AB |
NDA.FWD |
1129 |
N/A |
1129 |
903 |
SEK |
OMS |
NOKIA |
Nokia OYJ |
NOKIA.FWD |
703 |
N/A |
703 |
562 |
SEK |
OMS |
OMXS30 |
OMX Index (Sweden) |
OMXS30 |
11590 |
N/A |
11590 |
9272 |
SEK |
OMS |
SAND |
Sandvik AB |
SAND.FWD |
1986 |
N/A |
1986 |
1589 |
SEK |
OMS |
SCA.B |
Svenska Cellulosa AB |
SCAB.FWD |
2170 |
N/A |
2170 |
1736 |
SEK |
OMS |
SCV.B |
Scania AB |
SCVB |
2471 |
N/A |
2471 |
1977 |
SEK |
OMS |
SCV.B |
Scania AB |
SCVB.FWD |
2471 |
N/A |
2471 |
1977 |
SEK |
OMS |
SEB.A |
Skandinaviska Enskilda Banken AB |
SEBA.FWD |
855 |
N/A |
855 |
684 |
SEK |
OMS |
SECU.B |
Securitas AB |
SECUB.FWD |
1108 |
N/A |
1108 |
886 |
SEK |
OMS |
SHB.A |
Svenska Handelsbanken AB |
SHBA.FWD |
3058 |
N/A |
3058 |
2446 |
SEK |
OMS |
SKA.B |
Skanska AB |
SKAB.FWD |
2069 |
N/A |
2069 |
1655 |
SEK |
OMS |
SKF.B |
SKF AB |
SKFB |
3058 |
N/A |
3058 |
2446 |
SEK |
OMS |
SKF.B |
SKF AB |
SKFB.FWD |
3059 |
N/A |
3059 |
2447 |
SEK |
OMS |
SSAB.A |
SSAB AB |
SSABA.FWD |
1274 |
N/A |
1274 |
1019 |
SEK |
OMS |
STE.R |
Stora Enso OYJ |
STER.FWD |
851 |
N/A |
851 |
681 |
SEK |
OMS |
SWEDA |
Swedbank AB |
SWEDA.FWD |
2161 |
N/A |
2161 |
1729 |
SEK |
OMS |
SWMA |
Swedish Match AB |
SWMA.FWD |
4029 |
N/A |
4029 |
3223 |
SEK |
OMS |
TEL2.B |
Tele2 AB |
TEL2B |
1746 |
N/A |
1746 |
1397 |
SEK |
OMS |
TEL2.B |
Tele2 AB |
TEL2B.FWD |
1746 |
N/A |
1746 |
1397 |
SEK |
OMS |
TLSN |
TeliaSonera AB |
TLSN.FWD |
664 |
N/A |
664 |
531 |
SEK |
OMS |
TREL.B |
Trelleborg AB |
TRELB.FWD |
1471 |
N/A |
1471 |
1177 |
SEK |
OMS |
VOLV.B |
Volvo AB |
VOLVB.FWD |
1701 |
N/A |
1701 |
1361 |
SEK |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
OSE.JPN |
N225 |
Nikkei 225 |
NK225 |
225000 |
180000 |
450000 |
360000 |
JPY |
OSE.JPN |
N225M |
Nikkei 225 Mini |
NK225M |
22500 |
18000 |
45000 |
36000 |
JPY |
OSE.JPN |
NKVI |
Nikkei 225 Volatility Index |
NKVI |
142500 |
N/A |
142500 |
114000 |
JPY |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
SGX |
AH |
LME-SGX Aluminum |
AH |
1375 |
N/A |
1375 |
1100 |
USD |
SGX |
APEX50 |
SGX MSCI Asia APEX 50 Index |
AP |
4500 |
N/A |
4500 |
3600 |
USD |
SGX |
CU |
LME-SGX Copper |
CU |
7500 |
N/A |
7500 |
6000 |
USD |
SGX |
N225U |
SGX: USD Nikkei 225 Index |
NU |
2000 |
N/A |
2000 |
1600 |
USD |
SGX |
NIFTY |
S&P CNX Nifty Index |
IN |
510 |
N/A |
510 |
408 |
USD |
SGX |
NKYDIV |
Nikkei Stock Average Dividend Point Index |
ND |
51875 |
N/A |
51875 |
41500 |
JPY |
SGX |
SEY |
Euroyen (TIBOR) Index |
EY |
12150 |
N/A |
12150 |
9000 |
JPY |
SGX |
SGB |
SGX Mini JGB Index |
JB |
81000 |
N/A |
81000 |
60000 |
JPY |
SGX |
SGXNK |
SGX: Nikkei 225 |
NK |
100000 |
80000 |
200000 |
160000 |
JPY |
SGX |
SGXNKM |
SGX: NIKKEI 225 Mini |
NS |
20000 |
16000 |
40000 |
32000 |
JPY |
SGX |
SSG |
MSCI Singapore Free Index |
SG |
2625 |
N/A |
2625 |
2100 |
SGD |
SGX |
STI |
SGX Straits Times Index |
ST |
2500 |
N/A |
2500 |
2000 |
SGD |
SGX |
STW |
MSCI Taiwan Index |
TW |
750 |
600 |
1500 |
1200 |
USD |
SGX |
SX5EU |
SGX Euro Stoxx 50 Price Index |
EX |
4500 |
N/A |
4500 |
3600 |
USD |
SGX |
TSR20 |
SICOM Rubber |
TF |
1625 |
N/A |
1625 |
1300 |
USD |
SGX |
XINA50 |
FTSE/Xinhua China A50 |
CN |
513 |
N/A |
513 |
410 |
USD |
SGX |
ZINC |
LME-SGX Zinc |
ZS |
1875 |
N/A |
1875 |
1500 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
SNFE |
IB |
30 Day Interbank Cash Rate |
IB |
750 |
N/A |
750 |
600 |
AUD |
SNFE |
IR |
90 Day Bills |
IR |
913 |
N/A |
913 |
730 |
AUD |
SNFE |
SPI |
S&P/ASX 200 Index (Australia) |
AP |
3750 |
3000 |
7500 |
6000 |
AUD |
SNFE |
XT |
10 Year Treasury Bond 6% |
XT |
3581 |
N/A |
3581 |
2865 |
AUD |
SNFE |
YT |
3 Year Treasury Bond 6% |
YT |
1200 |
N/A |
1200 |
960 |
AUD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
SOFFEX |
ABBN |
ABB Ltd |
ABBF |
193 |
N/A |
193 |
154 |
CHF |
SOFFEX |
ADEN |
Adecco SA |
ADEF |
473 |
N/A |
473 |
378 |
CHF |
SOFFEX |
ATLN |
Actelion Ltd |
ATLH |
531 |
N/A |
531 |
425 |
CHF |
SOFFEX |
BAER |
Julius Baer Group Ltd |
BAEH |
392 |
N/A |
392 |
314 |
CHF |
SOFFEX |
BAER |
Julius Baer Group Ltd |
BAEI |
388 |
N/A |
388 |
310 |
CHF |
SOFFEX |
BALN |
Baloise Holding AG |
BALF |
780 |
N/A |
780 |
624 |
CHF |
SOFFEX |
CFR |
Cie Financiere Richemont SA |
CFRI |
723 |
N/A |
723 |
578 |
CHF |
SOFFEX |
CLN |
Clariant AG |
CLNF |
131 |
N/A |
131 |
105 |
CHF |
SOFFEX |
CONF |
Swiss Federal Long-Term Bonds |
CONF |
2675 |
N/A |
2675 |
2140 |
CHF |
SOFFEX |
CSGN |
Credit Suisse Group AG |
CSGG |
234 |
N/A |
234 |
187 |
CHF |
SOFFEX |
GAM |
GAM Holding AG |
GAMF |
132 |
N/A |
132 |
106 |
CHF |
SOFFEX |
GEBN |
Geberit AG |
GBRI |
2348 |
N/A |
2348 |
1878 |
CHF |
SOFFEX |
GIVN |
Givaudan SA |
GIVG |
1073 |
N/A |
1073 |
859 |
CHF |
SOFFEX |
HOLN |
Holcim Ltd |
HOLH |
676 |
N/A |
676 |
541 |
CHF |
SOFFEX |
KNIN |
Kuehne + Nagel International AG |
KNIH |
1272 |
N/A |
1272 |
1018 |
CHF |
SOFFEX |
KUD |
Kudelski SA |
KUDG |
81 |
N/A |
81 |
65 |
CHF |
SOFFEX |
LOGN |
Logitech International SA |
LOGF |
196 |
N/A |
196 |
157 |
CHF |
SOFFEX |
LONN |
Lonza Group AG |
LONF |
466 |
N/A |
466 |
373 |
CHF |
SOFFEX |
NESN |
Nestle SA |
NESG |
679 |
N/A |
679 |
544 |
CHF |
SOFFEX |
NOBE |
Nobel Biocare Holding AG |
NOBH |
128 |
N/A |
128 |
102 |
CHF |
SOFFEX |
NOVN |
Novartis AG |
NOVF |
610 |
N/A |
610 |
488 |
CHF |
SOFFEX |
RIGN |
Transocean Ltd/Switzerland |
RIGF |
503 |
N/A |
503 |
402 |
CHF |
SOFFEX |
ROG |
Roche Holding AG |
ROGF |
1906 |
N/A |
1906 |
1525 |
CHF |
SOFFEX |
SCMN |
Swisscom AG |
SCMH |
440 |
N/A |
440 |
352 |
CHF |
SOFFEX |
SGSN |
SGS SA |
SGSJ |
2170 |
N/A |
2170 |
1736 |
CHF |
SOFFEX |
SGSN |
SGS SA |
SGSK |
2125 |
N/A |
2125 |
1700 |
CHF |
SOFFEX |
SLHN |
Swiss Life Holding AG |
SLHG |
1018 |
N/A |
1018 |
814 |
CHF |
SOFFEX |
SLI |
Swiss Leader Index (PREIS_INDEX) |
FSLI |
823 |
N/A |
823 |
658 |
CHF |
SOFFEX |
SMI |
Swiss Market Index |
FSMI |
2729 |
2183 |
5458 |
4366 |
CHF |
SOFFEX |
SMIDP |
SMI Dividend Points Index |
FSMD |
1850 |
N/A |
1850 |
1480 |
CHF |
SOFFEX |
SMIM |
Swiss Mid-cap Index |
FSMM |
1054 |
N/A |
1054 |
843 |
CHF |
SOFFEX |
SREN |
Swiss Re AG |
SREG |
682 |
N/A |
682 |
545 |
CHF |
SOFFEX |
SYNN |
Syngenta AG |
SYNG |
382 |
N/A |
382 |
305 |
CHF |
SOFFEX |
SYST |
Synthes Inc |
SYSG |
1955 |
N/A |
1955 |
1564 |
CHF |
SOFFEX |
UBSN |
UBS AG |
UBSH |
135 |
N/A |
135 |
108 |
CHF |
SOFFEX |
UHR |
Swatch Group AG/The |
UHFF |
482 |
N/A |
482 |
386 |
CHF |
SOFFEX |
UHRN |
Swatch Group AG/The |
UHRF |
835 |
N/A |
835 |
668 |
CHF |
SOFFEX |
UNAX |
OC Oerlikon Corp AG |
OERG |
100 |
N/A |
100 |
80 |
CHF |
SOFFEX |
XMSZ |
CS ETF CH on SMIR |
XMTF |
1414 |
N/A |
1414 |
1131 |
CHF |
SOFFEX |
ZURN |
Zurich Insurance Group AG |
ZURF |
250 |
N/A |
250 |
200 |
CHF |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial(1) |
Intraday Maintenance(1) |
Overnight Initial |
Overnight Maintenance |
Currency |
TSEJ |
JGB |
Japanese Government Bonds |
JGB |
343750 |
275000 |
687500 |
550000 |
JPY |
TSEJ |
MJ |
Mini 10 Year JGB |
MJG |
34375 |
27500 |
68750 |
55000 |
JPY |
TSEJ |
MNTPX |
Japan Mini Topix |
MTP |
19938 |
15950 |
39875 |
31900 |
JPY |
TSEJ |
TOPX |
TOPIX Index |
TPX |
199375 |
159500 |
398750 |
319000 |
JPY |
TSEJ |
TPXC30 |
Topix Core30 |
COR |
19100 |
N/A |
19100 |
15280 |
JPY |
TSEJ |
TSEREIT |
TSE REIT Index |
EIX |
32500 |
N/A |
32500 |
26000 |
JPY |
- [1] Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
http://www.interactivebrokers.com/en/p.php?f=margin&p=fut
Futures - Intraday Margin Requirements
Due to market conditions and until further notice, Intra-day margin benefit rules for currency futures have temporarily been suspended.
IB Intraday Futures Margin and Futures Options Hours
The following Futures products will be margined at 50% of the normal margin requirements during normal liquid trading hours for each product type. Each day at 15 minutes before the close of the normal trading session for a product, margin requirements will revert back to the 100% requirement until the opening of normal trading hours the next day. Margin requirements will always be applied at 100% for all spread transactions.
| Exchange | Symbol |
| ECBOT | ZD |
| ECBOT | ZB |
| ECBOT | ZN |
| ECBOT | ZF |
| ECBOT | ZT |
| ECBOT | ZQ |
| ECBOT | DD |
| ECBOT | YE |
| ECBOT | YM |
| GLOBEX | 6A |
| GLOBEX | 6B |
| GLOBEX | 6C |
| GLOBEX | 6S |
| GLOBEX | E7 |
| GLOBEX | 6E |
| GLOBEX | GE |
| GLOBEX | EED |
| GLOBEX | ES |
| GLOBEX | 6J |
| GLOBEX | ND |
| GLOBEX | NQ |
| GLOBEX | QCN |
| GLOBEX | SP |
| IDEM | MINI |
| IDEM | SPMIB |
| CDE | BAX |
| CDE | CGB |
| CDE | SXF |
| DTB | FDAX |
| DTB | FGBL |
| DTB | FGBM |
| DTB | FGBS |
| SOFFEX | FSMI |
| LIFFE | I |
| LIFFE | L |
| LIFFE | R |
| LIFFE | Z |
| IPE | WTI |
| MEFFRV | IX |
| FTA | FTI |
| MONEP | FCE |
| HKFE | ALC |
| HKFE | BCL |
| HKFE | BCM |
| HKFE | BEA |
| HKFE | BOC |
| HKFE | CCB |
| HKFE | CCC |
| HKFE | CHT |
| HKFE | CHU |
| Exchange | Symbol |
| HKFE | CIT |
| HKFE | CKH |
| HKFE | CKI |
| HKFE | CLI |
| HKFE | CLP |
| HKFE | CNC |
| HKFE | CNM |
| HKFE | CPA |
| HKFE | CPC |
| HKFE | CTC |
| HKFE | DWM |
| HKFE | ESP |
| HKFE | FIH |
| HKFE | HEH |
| HKFE | HEX |
| HKFE | HHI |
| HKFE | HKB |
| HKFE | HKG |
| HKFE | HLD |
| HKFE | HNP |
| HKFE | HSB |
| HKFE | HSI |
| HKFE | HWL |
| HKFE | ICB |
| HKFE | JSE |
| HKFE | LEH |
| HKFE | LIF |
| HKFE | MCH |
| HKFE | MHI |
| HKFE | MTR |
| HKFE | NWD |
| HKFE | PAI |
| HKFE | PCC |
| HKFE | PEC |
| HKFE | PIC |
| HKFE | SHK |
| HKFE | SWA |
| HKFE | WHL |
| OSE.JPN | 18 |
| OSE.JPN | MN |
| SNFE | AP |
| SGX | TW |
| SGX | NK |
| SGX | NS |
| TSE.JPN | 10Y |
| TSE.JPN | TOPX |
| TSE.JPN | MT |
| NYMEX | CL |
| NYMEX | QM |
| 50% Margin Cut-Off Time | |
| Exchange | Normal Trading Margin Commences |
| ECBOT & Globex | The earlier of 15 minutes before open outcry hours for a product ends or 15:45 pm EST |
| OneChicago | 15:45 EST |
| European Exchanges (with the exception of DTB) |
15 minutes before product trading ends |
| DTB | We do not offer intraday margin for futures if you have the option based on the future/index in the same portfolio for European exchanges. If you have a DAX future, you have intraday margin until 21:45. If you have an option on DAX, you will not have any intraday margin for the futures. |
| HKFE | 16:00 HK Time |
IB Maintenance Margin Minimums
Futures:
50 USD /contractShort Options:
50 USD/contract for 100 delta units
25 USD/contract for 0 delta unitsMinimums for deltas between 100 and 0 will be interpolated based on the above schedule. Eurex contracts always assume a delta of 100.
IB Initial Margin Minimums
125% of Maintenance Margin
http://www.interactivebrokers.com/en/p.php?f=margin&p=fut1
Futures Options
Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows from IB.
In addition to the exchange-mandated SPAN margin models, IB’s margin system considers risk scenarios for options on futures which incorporate extreme market moves in the underlying products. In order to account for the risk inherent in extreme market moves, IB’s required margin for your options positions may be higher than the exchange-mandated margin requirements. IB’s margin requirements for a specific option contract can be determined by creating a TWS order line for that option contract and then using the TWS "margin check" feature for that order line.
Exchange-mandated margin requirements are determined by risk based portfolio analysis models specified by each exchange. For specific details, visit the specific exchange site in question. IB futures minimums and 50% Day trading rates will apply.
Please see the following special articles and links, which describe important information on futures/options risk management and financial controls at IB:
- Special risk relating to offsets between options and futures | IB Knowledge Base
- Delivery, Exercise and Corporate Actions
http://www.interactivebrokers.com/en/p.php?f=margin&p=fut2
US SSFs
The following calculations apply only to Reg T and Cash Accounts. See our Portfolio Margin page for US SSFs requirements in a Portfolio Margin account.
Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows from IB.
Long or Short SSF
| Initial | 20% * SSF Market Value |
| Maintenance | Same as initial margin. |
SSF Spread
Long and Short SSF with the same underlying.
| Initial | Maximum ((5% * long SSF market value), (5% * short SSF value)) |
| Maintenance | Same as initial margin. |
Protective SSF [1]
Long SSF, short stock.
| Initial | Short stock margin requirement |
| Maintenance | 5% * Stock Market Value |
Covered SSF [1]
Short SSF, long stock
| Initial | Long stock margin requirement |
| Maintenance | 5%*Stock Market Value |
Protective Call or Put SSF [1]
Short SSF, long call or long SSF, long put
| Initial | 20% * SSF market value |
| Maintenance | Minimum ((10% * option strike price) + out of the money value, (20% * SSF market value)) |
Covered Call or Put SSF [1]
Long SSF and short call or short SSF and short put
| Initial | In the money amount + 20% * SSF market value. Proceeds from the short option are applied. |
| Maintenance | Same as initial margin. |
Collar SSF [1]
Short call, long SSF, long put Strike (call) > Strike (put)
| Initial | In the money amount of call + 20% * SSF market value. Proceeds from the short option are applied. |
| Maintenance | Minimum (In the money amount of call + ((10%*Put Strike price) + out of the money amount of put), (20% * call option strike price)) |
Conversion SSF [1]
Short call, long put, long SSF Strike (call) = Strike (put)
| Initial | In the money amount of call + 20% * SSF market value. Proceeds from the short option are applied. |
| Maintenance | In the money amount of call + (10%*call and put strike price) |
Reverse Conversion SSF [1]
Long call, short put, short SSF Strike (call) = Strike (put)
| Initial | In the money amount of put + 20% * SSF market value. Proceeds from the short option are applied. |
| Maintenance | In the money amount of put + (10% * call and put strike price) |
Notes: [1] Not allowed in an IRA account. Each combination component will be margined separately.
http://www.interactivebrokers.com/en/p.php?f=margin&p=ssf
Non-US SSFs
Margin Requirements are determined by risk based portfolio analysis models specified by each exchange. For specific details, visit the specific exchange site in question.
http://www.interactivebrokers.com/en/p.php?f=margin&p=ssf1
Forex
Forex trading is only allowed in a Reg T Margin or Portfolio Margin accounts and the same rules apply. All assets in each currency are combined to determine a single net asset value in that currency. Separate margin requirement calculations are used when determining the amount of funds available for withdrawal and the amount of funds available for trading. When determining the amount of funds available for withdrawal, the margin for non-base currency assets is determined by taking the margin rate from the following table times the net asset value in the currency. There is no margin for base currency assets.
The following are the margin requirements for each currency.
| Leverage Rate | Margin Requirement %1 | |
| USD, EUR, JPY, CHF, GBP, AUD, CAD | 40:1 | 2.5%[2] |
| SEK, NOK, NZD | 30:1 | 3.33% |
| HKD, MXN, SGD, ILS | 20:1 | 5% |
| KRW | 10:1 | 10% |
When determining the amount of funds available for trading purposes, margin is required only on negative net liquidation values. The margin requirement is calculated as follows:
- Determine the base currency equivalent of the net liquidation values in the account.
- Determine the haircut (margin requirement) rate for each currency pair.
- Sort the haircut rates from lowest to highest.
- Determine the largest negative net liquidation value.
- Starting with the positive new liquidation value base currency equivalent with the lowest haircut rate, calculate the margin requirement on that portion which may be used to offset the negative net liquidation value.
- Repeat steps 4 and 5 until all negative net liquidation values have been offset.
For examples of the margin calculations for both withdrawals and trading, please refer to the following IB Knowledge Base articles:
http://ibkb.interactivebrokers.com/node/970
http://ibkb.interactivebrokers.com/node/971
- US IRA margin accounts are never allowed to borrow non-base currencies.
- [1] Margin Requirement % = 1/Leverage Rate.
- [2] The rate has historically been 2% but the 2.5% is in place due to exceptional market volatility.
http://www.interactivebrokers.com/en/p.php?f=margin&p=forex
Bonds
The following rules apply for Reg T Margin and Portfolio Margin[1] accounts. Bonds must be paid-in-full in a Cash account. |
FINRA and the NYSE have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to special Day Trading Restrictions for US securities. |
| Bond Type | Initial Margin Requirements | Maintenance Margin Requirements | Currency |
| Government | |||
| US Treasury Securities: | |||
| 1% * Market Value | 1% * Market Value | USD | |
| 2% * Market Value | 2% * Market Value | USD | |
| 3% * Market Value | 3% * Market Value | USD | |
| 4% * Market Value | 4% * Market Value | USD | |
| 5% * Market Value | 5% * Market Value | USD | |
| 7% * Market Value | 7% * Market Value | USD | |
| 9% * Market Value | 9% * Market Value | USD | |
| 3% * Principal Amount of the Obligation | 3% * Principal Amount of the Obligation | USD | |
| Municipal | |||
| 25% * Bond Market Value[2] | 25%* Bond Market Value | USD | |
| 50% * Bond Market Value[2] | 50%* Bond Market Value | USD | |
| 75% * Bond Market Value[2] | 75%* Bond Market Value | USD | |
| 100% * Bond Market Value[2] | 100%* Bond Market Value | USD | |
Notes:
- [1] Portfolio Margin does not apply to Treasury Securities, thus, these securities are not eligible for portfolio margin treatment. However, IB customers may carry Treasury Securities in a portfolio margin account if IB is able to apply the applicable margin rates to these securities separately.
- [2] In order to apply other than 100% margin requirement, the bond must satisfy the following:
- not private placement
- not RegS
- not Rule 144A
- original issue size at least $25 million
http://www.interactivebrokers.com/en/p.php?f=margin&p=bonds
Corporate Bonds
The margin for the following types of corporate bonds is determined using a proprietary Value At Risk (VAR) methodology[1]:
- Investment Grade
- NYSE-listed Speculative Grade
- NYSE-listed Junk Grade
The theoretical price of each bond is calculated over a range of interest rate offsets to the prevailing Treasury yield curve. The result of such a calculation is illustrated in the following figure. As the interest rate offset increases, the bond price decreases. The upward curvature of the line is indicative of the "convexity" of the bond.

The VAR is the worst case loss in the bond price over a specified range of underlying interest rate changes. The scanning ranges are listed in the table below.
| Bond Type | Basis Points |
| Investment Grade (Moody's Aaa to Baa3) | 200 basis points |
| NYSE-Listed Speculative Grade (Moody's Ba1 to B3) | 300 basis points |
| NYSE-Listed Junk Grade (Moody's Caa1 to C) | 400 basis points |
Within the Value At Risk calculation, bonds that contain embedded options (calls or puts) are subjected to stress tests that separately increase and decrease the interest rate period volatilities used to calculate the theoretical price of the bond by 15% of their values. Under each volatility change scenario, another theoretical price curve is calculated over the same range of interest rate offsets to the prevailing Treasury yield curve. The VAR for bonds with embedded options is taken as the worst case loss on the appropriate interest rate scanning range across each of the unchanged, up and down volatility scenarios.
The regulatory minimum margin of 10% of market value applies to investment grade bonds. The regulatory minimum of the larger of 20% of market value and 7% of face value applies to non-investment grade, NYSE-listed bonds.
Non-NYSE-Listed Speculative and Junk Bonds are margined as follows:
| Bond Type | Initial Margin | Maintenance Margin | Currency |
| Non-NYSE-Listed Speculative Grade | 50% * Bond Market Value | 50% * Bond Market Value | USD |
| Non-NYSE-Listed Junk Grade | 70% * Bond Market Value | 70% * Bond Market Value | USD |
Bonds that have defaulted or that are not rated are not eligible for margin treatment.
Notes: [1] At this time, Interactive Brokers is unable to provide additional details about the proprietary VAR methodology used to calculate margin for requirements of corporate bonds.
http://www.interactivebrokers.com/en/p.php?f=margin&p=bonds1
Special Margin Bonds
IB may reduce the collateral value of securities (reduces marginability) for a variety of reasons, including:
- small market capitalization or small issue size
- low liquidity in the collective primary/secondary exchanges
- involvement in tenders and other corporate action
Changes in marginability are generally considered for a specific security. However, in cases of concerns about the viability or liquidity of a company, marginability reductions will apply to all securities issued by, or related to, the affected company, including bonds, derivatives, depository receipts, etc.
In addition, please see discussions on special risk management algorithms, for example, large position and position concentration algorithms which may affect the margin rate applied to a given security within an account and may vary between accounts.
http://www.interactivebrokers.com/en/p.php?f=margin&p=bonds2
US Mutual Funds Margin Requirements
The following calculations apply only to Reg T Margin and Cash Accounts. See our Portfolio Margin page for US Mutual Funds requirements in a Portfolio Margin account. |
FINRA and the NYSE have imposed rules to limit small investor day trading. Customers that these organizations classify as Pattern Day Traders are subject to special Day Trading Restrictions for US securities. |
The following table shows stock margin requirements for initial (at the time of trade) and maintenance (when holding positions).
| Margin Accounts | Cash Accounts | |
| IB Initial/Reg T End of Day | IB Maintenance | |
| Mutual Fund Long Position | ||
| First 30 days:
100% * Net Asset Value After 30 days: 25% * Net Asset Value |
First 30 days:
100% * Net Asset Value After 30 days: 25% * Net Asset Value |
100% * Net Asset Value |
| Money Market Fund Long Position | ||
| 1% * Net Asset Value Cannot borrow against for 30 days (no debit balance) |
1% * Net Asset Value Cannot borrow against for 30 days (no debit balance) |
100% * Net Asset Value |
| Short Positions | ||
| N/A | N/A | N/A |
- Margin requirements quoted in US Dollars may also be satisfied with a Non-USDollar equivalent.
- Mutual Funds market value is always included in Equity with Loan Value.
- 30-day initial margin requirement does not apply to funds that are transferred from another broker (e.g. ACATs).
- Net Asset Value is computed once per day at closing by the funds at which time your margin requirement and equity will be updated.
http://www.interactivebrokers.com/en/p.php?f=margin&p=funds
Metals
| Initial Margin | Maintenance Margin | |
| Gold Spot USD/oz. loco London | 6.25% | 5% |
| Silver Spot USD/oz. loco London | 14.85% | 9% |
http://www.interactivebrokers.com/en/p.php?f=margin&p=metal
IB CFDs
| Initial Margin | Maintenance Margin | |
| IB CFDs | 1.25 x Maintenance Margin | Risk-based calculation described below (minimum 10%) |
IB Maintenance and Initial Margin Requirements for IB CFDs
IB establishes a risk-based margin for each CFD individually, based on the observed historical volatility of the underlying share. Specifically, IB calculates five historical standard deviations to determine the standard maintenance margin, subject to a minimum margin of 10% (without correlation-based off-sets). The resultant margin rates apply position by position. In the vast majority of cases the minimum margin of 10% is applied.
The following house charges may apply in addition to standard margins:
- Large Position Charge - If a position is greater than the equivalent of 0.5% of the market capitalization of a share, a large position charge applies. The required margin grows linearly from the risk-based margin to 100% when the share of market capitalization grows from 0.5% to 2%.
- Short Cheap Stock Charge - A short cheap stock charge is applied for short CFDs on shares with market capitalizations below $500 million. The required margin grows linearly from 30% to 100% as the market capitalization decreases from $500 to $250 million. For market capitalizations between $250 and $100 million, the required margin is 100%, subject to a minimum of $2.50.
http://www.interactivebrokers.com/en/p.php?f=margin&p=cfd
Australian CFDs
| Initial Margin | Maintenance Margin | |
| Australian CFDs | 1.25 x ASX Margin | ASX Margin |
Australian CFDs are available on the Australian Stock Exchange (ASX). Margin calculations depend on the particular CFDs. For detailed information visit the ASX website.
http://www.interactivebrokers.com/en/p.php?f=margin&p=cfd2
Portfolio Margin

Under SEC approved Portfolio Margin rules and using our real-time margin system, Interactive Brokers customers are able in certain cases to increase their leverage beyond Reg T margin requirements. For decades margin requirements for securities (stocks, options, and single stock futures) accounts have been calculated under a Reg T rules-based policy. This calculation methodology applies fixed percents to pre-defined combination strategies. With Portfolio Margin, margin requirements are determined using a "risk-based" pricing model that calculates the largest potential loss of all positions in a product class or group across a range of underlying prices and volatilities. This model, known as the Theoretical Intermarket Margining System ("TIMS"), is applied each night to U.S. stocks, OCC stock and index options, and U.S. single stock futures positions by the federally-chartered Options Clearing Corporation ("OCC") and is disseminated by the OCC to participating brokerage firms each night. The minimum margin requirement in a Portfolio Margin account is static during the day because the OCC only disseminates the TIMS parameter requirements once per day.
However, Portfolio Margin compliance is updated by IB throughout the day based on the real-time price of the equity positions in the Portfolio Margin account. Please note, at this time, Portfolio Margin is not available for US commodities futures and futures options, US bonds, or Forex positions, but US regulatory bodies may consider inclusion of these products at a future date.
Portfolio or risk based margin has been utilized for many years in both commodities and many non-US securities markets, with great success. Dependent upon the composition of the trading account, Portfolio Margin may require a lower margin than that required under Reg T rules, which translates to greater leverage. Trading with greater leverage involves greater risk of loss. There is also the possibility that, given a specific portfolio composed of positions considered as having higher risk, the requirement under Portfolio Margin may be higher than the requirement under Reg T. Part of the reasoning behind the creation of Portfolio Margin is that the margin requirements would more accurately reflect the actual risk of the positions in an account. Thus, it is possible that, in a highly concentrated account, a Portfolio Margin approach may result in higher margin requirements than under Reg T. One of the main goals of Portfolio Margin is to reflect the lower risk inherent in a balanced portfolio of hedged positions. Conversely, Portfolio Margin must assess proportionately larger margin for accounts with positions which represent a concentration in a relatively small number of stocks.
Portfolio Margin Eligibility
Customers must meet the following eligibility requirements to open a Portfolio Margin account:
|
|
Portfolio Margin Mechanics
Under Portfolio Margin, trading accounts are broken into three component groups; Class groups, which are all positions with the same underlying; Product groups, which are closely related classes; and Portfolio groups, which are closely related products. Examples of classes would include IBM, SPX, and OEX. A product example would be a Broad Based Index composed of SPX, OEX, etc. A portfolio could include such products as Broad Based Indices, Growth Indices, Small Cap Indices, and FINRA Indices.
The portfolio margin calculation begins at the lowest level, the class. All positions with the same class are grouped and stressed (underlying price and implied volatility are changed) together with the following parameters:
|
|
In addition to the stress parameters above the following minimums will also be applied:
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All of the above stresses are applied and the worst case loss is the margin requirement for the class. Then standard correlations between classes within a product are applied as offsets. As an example, within the Broad Based Index product 90% offset is allowed between SPX and OEX. Lastly standard correlations between products are applied as offsets. An example would be a 50% offset between Broad Based Indices and Small Cap Indices. For stocks and Single Stock Futures offsets are only allowed within a class and not between products and portfolios. After all the offsets are taken into account all the worst case losses are combined and this number is the margin requirement for the account. For a complete list of products and offsets, see the Appendix-Product Groups and Stress Parameters section at the end of this document.
Interactive Brokers’ real-time, intra-day margining system enables us to apply the Day Trading Margin Rules to Portfolio Margin accounts based on real-time equity, so Pattern Day Trading Accounts will always be able to trade based on their full, real-time buying power.
Because of the complexity of Portfolio Margin calculations it would be extremely difficult to calculate margin requirements manually. We encourage those interested in Portfolio Margin to use our TWS Portfolio Margin Demo to understand the impact of Portfolio Margin requirement under different scenarios.
Click here for the OCC's published list of Product Groups and Offset Parameters.
http://www.interactivebrokers.com/en/p.php?f=margin&p=pmar
Overview of Pattern Day Trading ("PDT") Rules

FINRA and the NYSE, as part
of a small investor protection agenda, instituted regulations
intended to limit the amount of trading that can be done in accounts
with
small amounts of capital, specifically accounts with less than
25,000
USD Net Liquidation Value. Pattern Day Trading rules will not apply to Portfolio
Margin accounts.
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Adjustments to Previous Day's Equity and First Day Trading
The previous day's equity is recorded at the close of the previous day (4:15 PM ET). Previous day's equity must be at least 25,000 USD. However, net deposits and withdrawals that brought the previous day's equity up to or greater than the required 25,000 USD after 4:15 PM ET on the previous trading day are handled as adjustments to the previous day's equity, so that on the next trading day, the customer is able to trade.
For example, suppose a new customer's deposit of 50,000 USD is received after the close of the trading day. Even though his previous day's equity was 0 at the close of the previous day, we handle the previous day's late deposit as an adjustment, and this customer's previous day equity is adjusted to 50,000 USD and he is able to trade on the first trading day. Without this adjustment, the customer's trades would be rejected on the first trading day based on the previous day's equity recorded at the close.
Special Cases
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Additional details relating to PDT regulations and IB’s implementation of these rules can be found in the FAQ section.
- Pattern Day Trading rules do not apply to IB Japan accounts.
http://www.interactivebrokers.com/en/p.php?f=margin&p=daytrade
Day Trading Frequently Asked Questions
FINRA and the NYSE define a Pattern Day Trader (PDT) as one who effects four or more day trades (same day opening and closing of a given equity security ("stock") or equity option) within a five business day period.
Note that Futures contracts and Futures Options are not included in the SEC Day Trade rule.
A potential pattern day trader error message means that an account has less than the SEC required $25,000 minimum Net Liquidation Value AND the number of available day trades (3) has already been used within the last five days.
The IB system is programmed to prohibit any further trades to be initiated in the account, regardless of the intent to day trade that position or not. The IB system is programmed to protect the accounts with less than $25,000 so the account would not “potentially” be flagged as a day trading account.
If an account receives the error message “potential pattern day trader”, there is no PDT flag to remove. The account holder will need to wait for the five-day period to end before any new positions can be initiated in the account.
The customer has the following options:
A. Deposit funds to bring the account’s equity up to the SEC required minimum of $25,000
B. Wait the required 90 day period before any new positions can be initiated
C. Request a PDT account reset
If the intraday situation occurs, the customer will immediately be prohibited from initiating any new positions. Customers should be able to close any existing positions in his account, but will not be allowed to initiate any new positions.
The customer will have the same options listed above, however, if at any time the Net Liquidation Value figure goes back above the threshold amount ($25,000), then the account will once again have unlimited day trades available.
FINRA has provided brokerage firms the ability to remove the PDT flag from a customer’s account once every 180 days. If an account was erroneously flagged, and the customer’s intent is not to day trade in his/her account, IB has the ability to remove this flag. Once the PDT flag is removed, the customer will then be allowed three day trades every five business days. If an account gets re-flagged as a PDT account within 180 days after the reset, the customer then has the following options:
A. Deposit funds to bring the account’s equity up to the SEC required minimum of $25,000
B. Wait the required 90 day period before any new positions can be initiated
FINRA and the NYSE define a Pattern Day Trader (PDT) as one who effects 4 or more day trades (same day purchase and sale of a given equity security ("stock") or equity option) within a five-day period, and NYSE and FINRA rules place certain restrictions on those who are deemed to be pattern day traders. If an Interactive Brokers ("IB") account effects three (3) day trades involving stocks or equity options within any five (5) day period, IB will require that such account satisfy the minimum Net Liquidation Value requirement of $25,000 before IB will accept the next order to purchase or sell a stock or equity option. Once the account has effected a fourth day trade (in such 5 day period), IB will deem the account to be a PDT account.
Pattern Day Trading regulations allow a broker to remove the PDT designation if the client acknowledges that she/he does not intend to engage in day trading strategies, and requests that the PDT designation be removed. If you wish to have the PDT designation for your account removed, provide IB with the following information in a letter using the Customer Service Message Center in Account Management:
- Provide the following acknowledgements:
- I do not intend to engage in a day trading strategy in my IB account.
- I hereby request that IB no longer designate my account as a "Pattern Day Trading" account under NYSE and FINRA rules.
- I understand that if, following this acknowledgement I engage in Pattern Day Trading, my account will be designated as a "Pattern Day Trading" account, and IB will apply all applicable PDT rules to my account.
- Log into Account Management, then click the Message Center icon in the upper left corner of the Account Management menu pane. Create a ticket in the Message Center, then paste the aforementioned acknowledgements, your account number, your name, and the statement “I agree” into the ticket form. Submit the ticket to Customer Service.
We will process your request as quickly as possible, which is usually within 24 hours.
For example, if the window reads (0,0,1,2,3), here is how to interpret this information:
If today was Wednesday, the first number within the parenthesis, 0, means that 0-day trades are available on Wednesday. The 2nd number in the parenthesis, 0, means that no day trades are available on Thursday. The 3rd number within the parenthesis, 1, means that on Friday 1-day trade is available. The 4th number within the parenthesis, 2, means that on Monday, if 1-day trade was not used on Friday, and then on Monday, the account would have 2-day trades available. The 5th number within the parenthesis, 3, means that if no day trades were used on either Friday or Monday, then on Tuesday, the account would have 3-day trades available.
http://www.interactivebrokers.com/en/p.php?f=margin&p=daytrade1
Examples of Day Trades
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Non-Day Trade Examples:
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http://www.interactivebrokers.com/en/p.php?f=margin&p=daytrade2




