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Margin Requirements
IB calculates initial (new position) and maintenance margin requirements on a real-time basis. IB will liquidate positions on a real-time basis if there is a maintenance margin deficiency. Real-time margining allows you to see your trading risk at any moment of the day and it allows IB to maintain low commissions because we do not have to spread the cost of credit losses to customers like other non-automated brokers.
Interactive Brokers offers three margin account types: Cash, Reg T Margin, and Portfolio Margin. Requirements for each of these accounts are detailed on our Account Types tab of the Trading Configuration page.
All of the calculations below as well as other real-time account statistics can be found in the TWS account window. For a detailed description of the account window and its underlying calculations, see the TWS Users' Guide.
Upon submission of an order request, a check is made against real-time available funds. If available funds including the order request >=0, the order is submitted; if it is negative, the order is rejected. The following calculations are used to determine available funds:
Commodities available funds = Commodities net liquidation value - Commodities initial margin requirement
In addition, 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.
On a real-time basis, excess liquidity is checked to ensure that it's >=0. If it is negative, the account is subject to liquidation on a real-time basis. The following calculations are used to determine excess liquidity:
Commodities excess liquidity = Commodities net liquidation value - Commodities maintenance margin requirements
In addition, any account that has negative cash 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 and 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 due to system constraints we margin these options on a premium style basis.
At the end of each US trading day (15:50-16:00 ET), a Special Memorandum Account (SMA) is checked to ensure that it's > =0. If it is negative, the account is subject to liquidation. In addition, no cash withdrawal will be allowed that causes SMA to go negative on a real-time basis. SMA is calculated for all securities (stocks and options) regardless of country of trading as follows:
Margin requirements are calculated either on a rules basis or a risk basis.
For rule based margin systems, predefined and static calculations are applied to each position or predefined groups of positions (“strategies”). The following instruments are margined using rule based margins:
- US stocks, index options, stock options, single stock futures, and mutual funds in a cash or Reg T account.
- All Forex and bonds in any account.
- Canadian, European, and Asian stocks in any account.
- Canadian stock options and index options in any account.
For risk based margin systems, 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).
Risk based margin is applied for the following products and accounts:
- US stocks, index options, stock options, single stock futures, and mutual funds in a Portfolio Margin account.
- 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 contract requirements as well as links to the exchange sites is available on our Futures Margin Requirements page.
There is a real-time check on overall position leverage, as follows: The Gross Position Value cannot be more than 50 times the Adjusted Net Liquidation Value. Alternatively, this can be expressed as:
Liquidations may occur if the Gross Position Value exceeds more than 50 times the liquidation value.
Although the Universal AccountSM should be viewed as a single account for trading and account monitoring purposes, for regulatory and segregation purposes, there exists a separate securities and commodities account. If there is a margin deficit in either your securities or commodities account, cash will be immediately transferred to protect the margin deficit. At the end of each day, any excess cash in your commodities account will be swept to your securities account.
Margin "What Ifs" may be tested through the TWS Demo or by creating an order and choosing Check Margin under the Orders menu before you transmit the order.
To help customers monitor margin deficiencies, TWS includes a Soft Edge margining utility, which displays color-coding 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. Soft Edge margining colors on the Account screen convey the following information at a glance:
- Yellow - You have only a 5% cushion above the margin requirement.
- Orange - Your margin cushion is depleted and you have a short time to enter into margin-reducing trades before IB begins to liquidate your positions. At this point you will not be able to enter into any trades that might increase your margin requirements.
- Red - IB will shortly start to liquidate positions as necessary to bring your account back within the margin limits.
- All liquidations are subject to the normal commission schedule. Advisor clients will not be subject to advisor fees for any liquidating transaction.
- T-Bills may be deposited as collateral, but we require a minimum of $1,000,000 in US T-Bills for a transfer. To initiate a US T-Bill transfer, contact Customer Service.
- Calculated at the end of the day under US margin rules.
- Calculated at the time of the trade under US margin rules.
The following calculations apply only to Reg T and Cash Accounts. See our Portfolio Margin page for US Options requirements in a Portfolio Margin account.
The NYSE and NASD 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.
| Combination Type |
Margin Accounts
|
Cash Accounts
|
|
|
Initial
|
Maintenance
|
Initial and Maintenance
|
|
| Long Call or Put | None. Long option cost is subtracted from cash. | None. | Initial: None.
Long option cost is subtracted from cash. Maintenance: None. |
| Short Naked Call | 100% * option market value + maximum ((20% * underlying market value - out of the money amount), (10% * underlying market value), ($2.50 * multiplier * number of contracts)). 20% above is 15% for broad based index options. Short sale proceeds are applied to cash. Not allowed for IRA accounts. | Same as Initial. | N/A. |
| Short Naked Put | 100% * option market value +
maximum ((20% * underlying market value - out of the money
amount), (10% * strike price), ($2.50 * multiplier * number
of contracts)). 20% above is 15% for broad based index options.
Short sale proceeds are applied to cash. Same rules as cash for IRA Margin Accounts. |
Same as Initial. | 100% of the 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. |
Initial stock margin requirement
+ 100% of in the money option value. Short sale option proceeds
are applied to cash. Same rules as cash for IRA Margin Accounts. |
Stock maintenance margin requirements
+ 100% of in the money option value. |
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. |
(Maximum (aggregate long call
strike - aggregate short call strike, 0)). Long call cost
is subtracted from cash and short call proceeds are applied
to cash. |
Same as Initial. |
(Maximum (aggregate long call strike -
aggregate short call strike, 0)). Long call cost is subtracted
from cash and short call proceeds are applied to cash.
Both options must be European style cash settled. |
| 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. |
(Maximum (aggregate short put
strike - aggregate long put strike, 0)). Long option cost
is subtracted from cash and short option proceeds are applied
to cash. |
Same as Initial. | (Maximum (aggregate short put strike -
aggregate long put strike, 0)). Long option cost is subtracted
from cash and short option proceeds are applied to cash. Both options must be European style cash settled. |
| 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. |
(Initial stock margin requirement).
Put option cost is subtracted from cash, short
option proceeds are applied to cash. Same rules as cash for IRA Margin Accounts. Equity with Loan Value of long stock: Minimum (current market value, call aggregate exercise price). |
Minimum (((10% * put exercise
price) + out-of-the-money put amount), (25% * call exercise
price)). |
Stock paid in full. Long stock and put option cost is subtracted from cash, short option proceeds are applied to cash. |
| Long Call and Put Buy a call and a put. |
Margined as two long options. | Same as Initial. | Same as Margin Account. |
| Short Call and Put Sell a call and a put. |
If maximum (short call margin,
short put margin) = short call margin then short call margin
+ put premium else short put margin + call premium. Short
option proceeds are applied to cash. Not allowed for IRA accounts. |
Same as Initial. | 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. |
None. Long option cost is subtracted from cash and short option proceeds are applied to cash. | None. |
N/A. |
| 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. |
(Aggregate put option highest
exercise price - aggregate put option second highest exercise
price). Long put cost is subtracted from cash and short put
proceeds are applied to cash. Not allowed for IRA accounts. |
Must maintain initial margin. | 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. |
(Aggregate call option second
lowest exercise price - aggregate call option lowest exercise
price). Long option cost is subtracted from cash and short
option proceeds are applied to cash. Not allowed for IRA accounts. |
Must maintain initial margin. | 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). |
None. Long option cost is subtracted
from cash, and short option proceeds are applied to cash. |
None. | N/A. |
| 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). |
MAX(102%*market-to-market value,
strike differential*contract multiplier). |
Must maintain initial margin. | 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. |
(Initial stock margin requirement).
Long stock and put cost is subtracted from cash, and short
call proceeds are applied to cash. Equity with Loan Value of long stock: minimum (current market value, call aggregate exercise price). |
(10% * aggregate exercise price). |
Long stock
and put option cost is subtracted from cash, short option
proceeds are applied to cash. |
| Reverse Conversion Long call and short underlying with short put. Put and call must have same expiration date, underlying (multiplier), and exercise price. |
(50% * short market value) +
Maximum ((Put Exercise Price - Stock Market Price),0). Long
call cost is subtracted from cash, short stock and put proceeds
are applied to cash, and short position is subtracted from
equity with loan value. Not allowed for IRA accounts. |
(10% of Put Exercise price) + Maximum ((Put Exercise Price - Stock Market Price),0). | N/A. |
| Protective Put Long Put and Long Underlying. |
(Initial stock margin requirement).
Long stock and put cost is subtracted from cash. Same rules as cash for IRA Margin Accounts. |
Minimum ((10% * aggregate put
exercise price) + (100% * out of money amount), (stock maintenance
margin requirement)). |
Long stock and put option cost is subtracted from cash. |
| Protective Call Long Call and Short Underlying. |
(Initial standard stock margin
requirement). Long call cost is subtracted from cash, short
stock proceeds are applied to cash, and short position is
subtracted from equity with loan value. Not allowed for IRA accounts. |
Minimum ((10% * aggregate call
exercise price) + (100% * out of money amount), (stock maintenance
margin requirement)). |
N/A. |
- The above formulas make use of the functions Maximum (x, y, ..), Minimum (x, y, ..) and If (x, y, z). The Maximum function returns the greatest value of all parameters separated by commas within the parenthesis. As an example, Maximum (500, 2000, 1500) would return the value 2000. The Minimum function returns the least value of all parameters separated by commas within the parenthesis. As an example, Minimum (500, 2000, 1500) would return the value of 500. The If function checks a condition and if true uses formula y and if false formula z. As an example If (20 < 0, 30, 60) would return the value 60. Note also that Margin requirements quoted in US dollars may also be satisfied with a non-US Dollar equivalent.
- 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.
The NYSE and NASD 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.
| Combination Type |
Margin Accounts
|
Cash Accounts | |
| Initial | Maintenance | Initial and Maintenance | |
| Long Call or Put | None. Long option cost is subtracted
from cash. |
None. | Initial: None.
Long option cost is subtracted from cash. Maintenance: None. |
| Short Naked Call | 100% * option market value + maximum (((25% * underlying market value) - out of the money amount), 10% * underlying market value, $250 * number of contracts). 25% above is 15% for broad based index options. Short sale proceeds are applied to cash. | Same as Initial. | N/A. |
| Short Naked Put | 100% * option market value + maximum (((25% * (underlying market value) - out of the money amount), 10% * strike price, $250 * number of contracts). 25% above is 15% for broad based index options. Short sale proceeds are applied to cash. | Same as Initial. | 100% of the aggregate put strike price. |
| Covered Calls Short a call option with an equity position held to cover full exercise upon assignment of the option contract. |
Initial stock margin requirement + 100% of in the money option value. Short sale option proceeds are applied to cash. | Stock maintenance margin requirements
+ 100% of in the money option value. |
Stock paid in full. |
| Covered Puts Short a put option with an equity position held to cover full exercise upon assignment of the option contract. |
Maximum (Short securities margin requirements, aggregate short put strike) | Same as Initial. | 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. |
(Maximum (aggregate long call strike - aggregate short call strike, 0)). Long call cost is subtracted from cash and short call proceeds are applied to cash. | Same as Initial. | (Maximum (aggregate long call strike - aggregate short call strike, 0)). Long call cost is subtracted from cash and short call proceeds are applied to cash. Both options must be European style cash settled. |
| 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. |
(Maximum (aggregate short put
strike - aggregate long put strike, 0)). Long option cost is
subtracted from cash and short option proceeds are applied
to cash. |
Same as Initial. | (Maximum (aggregate short put strike - aggregate
long put strike, 0)). Long option cost is subtracted from
cash and short option proceeds are applied to cash. Both options must be European style cash settled. |
| Protective Put Long Put and Long Underlying. |
Maximum ((25% * market value
of long security) + minimum ((100% * out of money amount),
(25% * market value of short security), (initial stock margin
requirement)). Long stock and put cost is subtracted from cash. |
Minimum ((10% * aggregate put
exercise price) + (100% * out of money amount), (stock maintenance
margin requirement)). |
Long stock and put option cost is subtracted from cash. |
| Protective Call Long Call and Short Underlying. |
Maximum ((25% * market value
of short security) + minimum ((100% * out of money amount),
(25% * market value of short security)), (initial stock margin
requirement). Long call cost is subtracted from cash, short
stock proceeds are applied to cash, and short position is subtracted
from equity with loan value. |
Minimum ((10% * aggregate call
exercise price) + (100% * out of money amount), (stock maintenance
margin requirement)). |
N/A. |
- The above formulas make use of the function Maximum (x, y, ..), Minimum (x, y, ..) and If (x, y, z). The Maximum function returns the greatest value of all parameters separated by commas within the parenthesis. As an example, Maximum (500, 2000, 1500) would return the value 2000. The Minimum function returns the least value of all parameters separated by commas within the parenthesis. As an example, Minimum (500, 2000, 1500) would return the value of 500. The If function checks a condition and if true uses formula y and if false formula z. As an example If (20 < 0, 30, 60) would return the value 60. Note also that Margin requirements quoted in US dollars may also be satisfied with a non-US Dollar equivalent.
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.
Futures margin requirements are determined by each exchange and can change frequently. All margin requirements are expressed in the currency of the traded product.
The SPAN margin algorithm defines 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 large move scenarios for equity based index products. IB will consider margin on extreme up and down moves in the underlying index products. (In addition to the current SPAN range of 16 points, 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 out-of-the-money options in order to account for the risk inherent in an extreme market move. Margin requirements on a specific option may be determined via creation of a TWS order line for the option in question and subsequent utilization of the TWS “margin check” feature for the given order.
The table below depicts the exchange margin requirements.
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
BELFOX |
BFX |
BEL 20 Index |
BXF |
2750 |
N/A |
2750 |
2200 |
EUR |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
CBOT |
INDU |
Dow Jones Industrial Average |
DJ |
7005 |
N/A |
7005 |
5604 |
USD |
CBOT |
SA |
5 Year Swap Future |
NG |
1485 |
N/A |
1485 |
1100 |
USD |
CBOT |
SR |
10 Year Swap Futures |
NI |
2295 |
N/A |
2295 |
1700 |
USD |
CBOT |
YC |
Mini Sized Corn Futures |
YC |
405 |
N/A |
405 |
300 |
USD |
CBOT |
YK |
Mini Sized Soybean Futures |
YK |
945 |
N/A |
945 |
700 |
USD |
CBOT |
YW |
Mini Sized Wheat Futures |
YW |
810 |
N/A |
810 |
600 |
USD |
CBOT |
ZB |
30 Year US Treasury Bond |
US |
2160 |
N/A |
2160 |
1600 |
USD |
CBOT |
ZC |
Corn Futures |
C |
2025 |
N/A |
2025 |
1500 |
USD |
CBOT |
ZF |
5 Year US Treasury Note |
FV |
1350 |
N/A |
1350 |
1000 |
USD |
CBOT |
ZL |
Soybean Oil Futures |
BO |
2025 |
N/A |
2025 |
1500 |
USD |
CBOT |
ZM |
Soybean Meal Futures |
SM |
2700 |
N/A |
2700 |
2000 |
USD |
CBOT |
ZO |
Oat Futures |
O |
1350 |
N/A |
1350 |
1000 |
USD |
CBOT |
ZQ |
30 Day Fed Funds |
FF |
1148 |
N/A |
1148 |
850 |
USD |
CBOT |
ZR |
Rough Rice Futures |
RR |
3105 |
N/A |
3105 |
2300 |
USD |
CBOT |
ZS |
Soybean Futures |
S |
4725 |
N/A |
4725 |
3500 |
USD |
CBOT |
ZT |
2 Year US Treasury Note |
TU |
1215 |
N/A |
1215 |
900 |
USD |
CBOT |
ZW |
Wheat Futures |
W |
4050 |
N/A |
4050 |
3000 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
CDE |
BAX |
3 Month Canadian Bankers' Acceptance Futures |
BAX |
1391 |
N/A |
1391 |
1113 |
CAD |
CDE |
CGB |
10 Year Government of Canada Bonds |
CGB |
2214 |
N/A |
2214 |
1771 |
CAD |
CDE |
TSE60 |
S&P Canada 60 Index Futures (Old TSE60) |
SXF |
11356 |
N/A |
11356 |
9085 |
CAD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
CFE |
BXM |
CBOE Buywrite Monthly IX |
BZ |
3875 |
N/A |
3875 |
3100 |
USD |
CFE |
IIK |
CBOE S&P 500 Twelve Month Variance |
VA |
3250 |
N/A |
3250 |
2600 |
USD |
CFE |
RVX |
Russell 2000 Volatility Index |
VR |
5156 |
N/A |
5156 |
4125 |
USD |
CFE |
VIX |
CBOE Volatility Index |
VX |
3750 |
N/A |
3750 |
3000 |
USD |
CFE |
VT |
CBOE S&P 500 Three Month Variance |
VT |
18750 |
N/A |
18750 |
15000 |
USD |
CFE |
VXD |
CBOE DJIA Volatility Index |
DV |
4750 |
N/A |
4750 |
3800 |
USD |
CFE |
VXN |
CBOE NDX Volatility Index |
VN |
4688 |
N/A |
4688 |
3750 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
CME |
ACD |
Australian dollar |
ACD |
3645 |
N/A |
3645 |
2700 |
CAD |
CME |
AJY |
Australian dollar |
AJY |
810000 |
N/A |
810000 |
600000 |
JPY |
CME |
AUD |
Australian dollar |
AD |
2025 |
N/A |
2025 |
1500 |
USD |
CME |
BRE |
Brazilian Real (Curr) |
BR |
2800 |
N/A |
2800 |
2000 |
USD |
CME |
CAD |
Canadian dollar |
CD |
2160 |
N/A |
2160 |
1600 |
USD |
CME |
CHF |
Swiss franc |
SF |
2700 |
N/A |
2700 |
2000 |
USD |
CME |
CZK |
Czech koruna |
CZ |
4995 |
N/A |
4995 |
3700 |
USD |
CME |
ECK |
Czech koruna |
ECZ |
2160 |
N/A |
2160 |
1600 |
EUR |
CME |
EHF |
Hungarian forint |
EHU |
2700 |
N/A |
2700 |
2000 |
EUR |
CME |
EM |
1 Month LIBOR (Int. Rate) |
EM |
608 |
N/A |
608 |
450 |
USD |
CME |
EPZ |
Polish zloty |
EPL |
1620 |
N/A |
1620 |
1200 |
EUR |
CME |
EUR |
European Monetary Union euro |
EC |
3240 |
N/A |
3240 |
2400 |
USD |
CME |
GBP |
British pound |
BP |
1890 |
N/A |
1890 |
1400 |
USD |
CME |
GE |
GLOBEX Euro-Dollar |
ED |
1013 |
N/A |
1013 |
750 |
USD |
CME |
GF |
Feeder Cattle |
FC |
1485 |
N/A |
1485 |
1100 |
USD |
CME |
GSCI |
CME GSCI Index |
GI |
12000 |
N/A |
12000 |
8000 |
USD |
CME |
GTB |
13 Week T-Bills |
TB |
405 |
N/A |
405 |
300 |
USD |
CME |
HE |
Lean Hogs |
LH |
1215 |
N/A |
1215 |
900 |
USD |
CME |
HUF |
Hungarian forint |
HFO |
5400 |
N/A |
5400 |
4000 |
USD |
CME |
JPY |
Japanese yen |
JY |
2700 |
N/A |
2700 |
2000 |
USD |
CME |
LE |
Live Cattle |
LC |
1080 |
N/A |
1080 |
800 |
USD |
CME |
MID |
S&P Midcap 400 Stock Index |
MD |
20000 |
N/A |
20000 |
16000 |
USD |
CME |
MXP |
Mexican Peso |
MP |
1875 |
N/A |
1875 |
1500 |
USD |
CME |
NDX |
NASDAQ 100 Stock Index |
ND |
13750 |
N/A |
13750 |
11000 |
USD |
CME |
NKD |
Dollar Denominated Nikkei 225 Index |
NK |
5000 |
N/A |
5000 |
4000 |
USD |
CME |
NZD |
New Zealand dollar |
NE |
1890 |
N/A |
1890 |
1400 |
USD |
CME |
PB |
Frozen Pork Belly |
PB |
1620 |
N/A |
1620 |
1200 |
USD |
CME |
PLN |
Polish zloty |
PLZ |
4455 |
N/A |
4455 |
3300 |
USD |
CME |
RF |
European Monetary Union euro |
RF |
2025 |
N/A |
2025 |
1500 |
CHF |
CME |
RP |
European Monetary Union euro |
RP |
1485 |
N/A |
1485 |
1100 |
GBP |
CME |
RUR |
Russian Ruble |
RU |
3000 |
N/A |
3000 |
2000 |
USD |
CME |
RY |
European Monetary Union euro |
RY |
405000 |
N/A |
405000 |
300000 |
JPY |
CME |
S0 |
10 Year Swap CME |
S0 |
2025 |
N/A |
2025 |
1500 |
USD |
CME |
S5 |
5 Year Swap CME |
SW5 |
2835 |
N/A |
2835 |
2100 |
USD |
CME |
SPX |
S&P 500 Stock Index |
SP |
22500 |
N/A |
22500 |
18000 |
USD |
CME |
USS |
CME Dollar Index |
USX |
1958 |
N/A |
1958 |
1450 |
USD |
CME |
ZAR |
South African Rand |
RA |
3105 |
N/A |
3105 |
2300 |
USD |
Exchange |
IB Underlying |
Product description |
Trading Class |
Intraday Initial |
Intraday Maintenance |
Overnight Initial |
Overnight Maintenance |
Currency |
DTB |
ACA |
Credit Agricole SA |
XCAG |
318 |
N/A |
318 |
255 |
EUR |
DTB |
ACA |
Credit Agricole SA |
XCAH |
294 |
N/A |
294 |
235 |
EUR |
DTB |
ADS |
Adidas AG |
ADSG |
506 |
N/A |
506 |
405 |
EUR |
DTB |
AGN |
Aegon NV |
AENF |
106 |
N/A |
106 |
85 |
EUR |
DTB |
AI |
Air Liquide |
AIRG |
1148 |
N/A |
1148 |
918 |
EUR |
DTB |
AI |
Air Liquide |
AIRH |
1044 |
N/A |
1044 |
835 |
EUR |
DTB |
ALBK |
Allied Irish Banks PLC |
ALBF |
125 |
N/A |
125 |
100 |
EUR |
DTB |
ALT |
Altana AG |
ALTG |
137 |
N/A |
137 |
110 |
EUR |
DTB |
ALU |
Alcatel-Lucent |
CGEF |
56 |
N/A |
56 |
45 |
EUR |
DTB |
ALV |
Allianz SE |
ALVF |
141 |
N/A |
141 |
113 |
EUR |
DTB |
BAS |
BASF SE |
BASF |
1113 |
N/A |
1113 |
890 |
EUR |
DTB |
BAY |
Bayer AG |
BAYF |
669 |
N/A |
669 |
535 |
EUR |
DTB |
BBVA |
Banco Bilbao Vizcaya Argentaria SA |
BBVF |
156 |
N/A |
156 |
125 |
EUR |
DTB |
BMW |
Bayerische Motoren Werke AG |
BMWF |
381 |
N/A |
381 |
305 |
EUR |
DTB |
BMW3 |
Bayerische Motoren Werke AG |
BM3F |
313 |
N/A |
313 |
250 |
EUR |
DTB |
BN |
Groupe Danone |
BSNG |
563 |
N/A |
563 |
450 |
EUR |
DTB |
BNP |
BNP Paribas |
BNPG |
725 |
N/A |
725 |
580 |
EUR |
DTB |
CA |
Carrefour SA |
CARF |
462 |
N/A |
462 |
370 |
EUR |
DTB |
CBK |
Commerzbank AG |
CBKF |
288 |
N/A |
288 |
230 |
EUR |
DTB |
CON |
Continental AG |
CONG |
1813 |
N/A |
1813 |
1450 |
EUR |
DTB |
CS |
AXA SA |
AXAF |
244 |
N/A |
244 |
195 |
EUR |
DTB |
DAX |
DAX 30 Index (Deutsche Aktien Xchange 30) |
FDAX |
15052 |
N/A |
15052 |
12041 |
EUR |
DTB |
DB1 |
Deutsche Boerse AG |
DB1G |
987 |
N/A |
987 |
790 |
EUR |
DTB |
DBK |
Deutsche Bank AG |
DBKF |
700 |
N/A |
700 |
560 |
EUR |
DTB |
DCX |
Daimler AG |
DAIF |
500 |
N/A |
500 |
400 |
EUR |
DTB |
DDAX |
DivDax |
FDIV |
2438 |
N/A |
2438 |
1950 |
EUR |
DTB |
DESX5 |
Dow Jones EURO STOXX 50 Index-Dividenden |
FEXD |
856 |
N/A |
856 |
685 |
EUR |
DTB |
DJ200 |
Dow Jones STOXX MID 200 Index |
F2MI |
4950 |
N/A |
4950 |
3960 |
EUR |
DTB |
DJ200L |
Dow Jones STOXX Large 200 Index |
F2LA |
5787 |
N/A |
5787 |
4630 |
EUR |
DTB |
DJ200S |
Dow Jones STOXX Small 200 Index |
F2SM |
3050 |
N/A |
3050 |
2440 |
EUR |
DTB |
DJ600 |
Dow Jones STOXX 600 Index |
F600 |
5400 |
N/A |
5400 |
4320 |
EUR |
DTB |
DJSD |
Dow Jones Euro STOXX Select Dividend 30 Index |
FEDV |
2154 |
N/A |
2154 |
1723 |
EUR |
DTB |
DOU |
Douglas Holding AG |
DOUF |
419 |
N/A |
419 |
335 |
EUR |
DTB |
DPW |
Deutsche Post AG |
DPWF |
212 |
N/A |
212 |
170 |
EUR |
DTB |
DTE |
Deutsche Telekom AG |
DTEF |
137 |
N/A |
137 |
110 |
EUR |
DTB |
ELE |
Endesa SA |
ELEF |
813 |
N/A |
813 |
650 |
EUR |
DTB |
ENEL |
Enel SpA |
ENLF |
406 |
N/A |
406 |
325 |
EUR |
DTB |
ENI |
ENI SpA |
ENTF |
1469 |
N/A |
1469 |
1175 |
EUR |
DTB |
EO1 |
One Month EONIA Index |
FEO1 |
594 |
N/A |
594 |
475 |
EUR |
DTB |
EOA |
E.ON AG |
EOAG |
1594 |
N/A |
1594 |
1275 |
EUR |
DTB |
ESA |
Dow Jones STOXX 600 Automobile & Parts |
FESA |
1553 |
N/A |
1553 |
1243 |
EUR |
DTB |
ESE |
Dow Jones STOXX Oil & Gas |
FESE |
2025 |
N/A |
2025 |
1620 |
EUR |
DTB |
ESF |
Dow Jones Euro STOXX Financial Services Index |
FESF |
1559 |
N/A |
1559 |
1248 |
EUR |
DTB |
ESI |
Dow Jones STOXX Insurance |
FESI |
1066 |
N/A |
1066 |
853 |
EUR |
DTB |
ESM |
Dow Jones Euro STOXX Media Index |
FESM |
763 |
N/A |
763 |
610 |
EUR |
DTB |
ESTX50 |
Dow Jones Euro STOXX50 |
FESX |
3132 |
N/A |
3132 |
2506 |
EUR |
DTB |
ESU |
Dow Jones Euro STOXX Utilities Index |
FESU |
2484 |
N/A |
2484 |
1988 |
EUR |
DTB |
EU3 |
Three Month EURIBOR |
FEU3 |
781 |
N/A |
781 |
625 |
EUR |
DTB |
EUN2 |
EETF - iShares DJ Euro STOXX 50 |
EUNF |