期货与期货期权保证金要求

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期货与期货期权保证金概览

美国期货与期货期权保证金要求


交易期货与期货期权的美国居民:

  • 基于风险计算保证金

下方列出了完整的保证金要求。




期货保证金


期货保证金要求是基于以风险为基础的算法进行计算。所有保证金要求以所交易产品的币种表示并可频繁变动。基于风险的保证金算法定义了一组标准的市场结果情景,时间范围为一天。每项产品均会由相关清算所界定一个价格扫瞄区间。

请注意,对于商品(包括期货、个股期货和期货期权)而言,保证金是指必须由客户提供的作为期货合约抵押品的现金金额。对于证券而言,保证金是指客户借用的现金金额。

IRA账户进行期货保证金交易所需的保证金要求远远高于非IRA保证金账户。IRA保证金账户的保证金比例可能会达到或超过非IRA保证金账户隔夜期货保证金要求的两倍。

期货保证金要求由各家交易所自行设置。


保证金要求

Euronext Brussels (Belfox)

For more information on these margin requirements, please visit the exchange website.

Exchange BELFOX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BELFOXBFXBEL 20 INDEX BXF 8202.58 N/A 8202.58 6835.48 EUR Yes 2 8202.58 6835.48
BURSAMY

Exchange BURSAMY Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BURSAMYFCPO.MY- FCPO 9350 N/A 9350 7000 MYR No 8750 7000
BURSAMYFBMKLCI- FKLI 3518.98 2815.17 5027.11 4021.68 MYR No 5927.11 4021.68
Chicago Board Of Trade (CBOT)

For more information on these margin requirements, please visit the exchange website.

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y10 YEAR MICRO TREASURY YIELD 10Y 704 N/A 704 560 USD No 672 560
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1254.01 N/A 1254.01 1018.14 USD No 1222.01 1018.14
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 978.336 N/A 978.336 815.28 USD No 978.336 815.28
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 1385.01 N/A 1385.01 1154.17 USD No 1385.01 1154.17
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 976.832 N/A 976.832 806.489 USD No 967.832 806.489
CBOTACETHANOL -CME EH 5880 N/A 5880 4900 USD No 5880 4900
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 4106.34 N/A 4106.34 3286.54 USD Yes 3943.84 3286.54
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 578.901 N/A 578.901 482.414 USD No 605.501 482.414
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1312.21 N/A 1312.21 1093.49 USD No 1387.21 1093.49
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 816.31 709.835 1166.16 1014.05 USD No 1180.66 1014.05
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 4591.50 N/A 4591.50 3684.41 USD No 4421.50 3684.41
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 4867.27 N/A 4867.27 4056.06 USD No 5164.52 4056.06
CBOTTWE20-YEAR U.S. TREASURY BOND TWE 5625 N/A 5625 4500.05 USD No 5625 4500.05
CBOTUBULTRA TREASURY BOND UB 8810.76 N/A 8810.76 7342.30 USD Yes 9560.76 7342.30
CBOTYCMINI SIZED CORN FUTURES XC 503.175 N/A 503.175 356.812 USD No 428.175 356.812
CBOTYKMINI SIZED SOYBEAN FUTURES XK 1026.52 N/A 1026.52 607.516 USD No 729.019 607.516
CBOTYWMINI SIZED WHEAT FUTURES XW 811.109 N/A 811.109 623.841 USD No 748.609 623.841
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 60 N/A 60 50 USD No 60 50
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 60 N/A 60 50 USD No 67.998 50
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 84 N/A 84 70 USD No 138.999 70
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 150.00 N/A 150.00 125.00 USD No 190.001 125.00
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 60 N/A 60 50 USD No 129.999 50
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 8163.10 7098.35 11661.575 10140.50 USD Yes 11806.575 10140.50
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3110.26 N/A 3110.26 2591.88 USD No 3328.38 2591.88
CBOTZBUS TREASURY BOND ZB 6595.16 N/A 6595.16 5495.97 USD Yes 7126.41 5495.97
CBOTZCCORN FUTURES ZC 2515.87 N/A 2515.87 1784.06 USD Yes 2140.87 1784.06
CBOTZF5 YEAR US TREASURY NOTE ZF 2240.25 N/A 2240.25 1866.88 USD Yes 2404.06 1866.88
CBOTZLSOYBEAN OIL FUTURES ZL 3621.64 N/A 3621.64 2503.04 USD Yes 3003.64 2503.04
CBOTZMSOYBEAN MEAL FUTURES ZM 4106.39 N/A 4106.39 2538.66 USD Yes 3046.39 2538.66
CBOTZN10 YEAR US TREASURY NOTE ZN 3295.29 N/A 3295.29 2746.08 USD Yes 3498.29 2746.08
CBOTZOOAT FUTURES ZO 5615.49 N/A 5615.49 4176.34 USD Yes 5015.49 4176.34
CBOTZQ30 DAY FED FUNDS ZQ 522.688 N/A 522.688 435.573 USD Yes 2 522.688 435.573
CBOTZRROUGH RICE FUTURES ZR 5584.83 N/A 5584.83 3979.02 USD Yes 4774.83 3979.02
CBOTZSSOYBEAN FUTURES ZS 5132.60 N/A 5132.60 3037.58 USD Yes 3645.10 3037.58
CBOTZT2 YEAR US TREASURY NOTE ZT 1487.27 N/A 1487.27 1239.40 USD Yes 1628.59 1239.40
CBOTZWWHEAT FUTURES ZW 4055.55 N/A 4055.55 3119.21 USD Yes 3743.05 3119.21
Montreal Exchange (CDE)

For more information on these margin requirements, please visit the exchange website.

Exchange CDE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CDECGB10 YEAR GOVERNMENT OF CANADA BONDS CGB 4104.06 N/A 4104.06 3420.05 CAD No 4104.06 3420.05
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 2344.54 N/A 2344.54 1953.78 CAD No 2344.53 1953.78
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 846.278 N/A 846.278 705.23 CAD No 846.276 705.23
CDECRA3 MONTH CORRA CRA 531.294 N/A 531.294 442.737 CAD No 531.284 442.737
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 11689.35 9741.12 16699.07 13915.89 CAD No 16699.07 13915.89
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12361.91 N/A 12361.91 10301.60 CAD No 12361.91 10301.60
CEDX

Exchange CEDX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CEDXBCH20P- CH20F 8226.88 N/A 8226.88 6855.73 CHF Yes 8226.88 6855.73
CEDXBDE40G- DE40F 12111.85 N/A 12111.85 10093.21 EUR Yes 12111.85 10093.21
CEDXBES35P- ES35F 9927.07 N/A 9927.07 8272.56 EUR Yes 9927.07 8272.56
CEDXBEZ50P- EZ50F 3836.15 N/A 3836.15 3196.79 EUR Yes 3836.15 3196.79
CEDXBFR40P- FR40F 6051.98 N/A 6051.98 5043.31 EUR Yes 6051.98 5043.31
CEDXBIT40P- IT40F 6807.04 N/A 6807.04 5672.535 EUR Yes 6807.04 5672.535
CEDXBNL25P- NL25F 7001.40 N/A 7001.40 5834.50 EUR Yes 7001.40 5834.50
CEDXBNO25G- NO25F 9855.83 N/A 9855.83 8213.19 NOK Yes 9855.83 8213.19
CEDXBSE30P- SE30F 21307.32 N/A 21307.32 17756.10 SEK Yes 21307.32 17756.10
CEDXBUK100P- UK100F 5545.50 N/A 5545.50 4621.25 GBP Yes 5545.50 4621.25
CBOE Futures Exchange (CFE)

For more information on these margin requirements, please visit the exchange website.

Exchange CFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CFEIBXXIBHYIBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR IBHY 9573.92 N/A 9573.92 7974.75 USD No 9573.92 7974.75
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 14067.91 N/A 14067.91 11715.60 USD No 14067.91 11715.60
CFEVIXCBOE VOLATILITY INDEX VX 9550.14 N/A 9550.14 7958.45 USD No 27797.325 23164.44
CFEVIXCBOE VOLATILITY INDEX VX30 9960 N/A 9960 8300 USD No 27285 22737.50
CFEVIXCBOE VOLATILITY INDEX VX31 9870.00 N/A 9870.00 8225.00 USD No 27285 22737.50
CFEVIXCBOE VOLATILITY INDEX VX32 9345.00 N/A 9345.00 7787.50 USD No 27285 22737.50
CFEVIXCBOE VOLATILITY INDEX VX33 9345.00 N/A 9345.00 7787.50 USD No 27285 22737.50
CFEVIXCBOE VOLATILITY INDEX VX35 8786.12 N/A 8786.12 7321.77 USD No 24863.87 20719.89
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 955.014 N/A 955.014 795.845 USD No 2779.73 2316.44
Chicago Mercantile Exchange (CME)

For more information on these margin requirements, please visit the exchange website.

Exchange CME Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CMEAUDAUSTRALIAN DOLLAR 6A 2446.85 N/A 2446.85 2039.04 USD Yes 2916.85 2039.04
CMEGBPBRITISH POUND 6B 2402.72 N/A 2402.72 2002.27 USD Yes 2415.22 2002.27
CMECADCANADIAN DOLLAR 6C 1651.78 N/A 1651.78 1376.49 USD Yes 1811.78 1376.49
CMEEUREUROPEAN MONETARY UNION EURO 6E 3503.91 N/A 3503.91 2919.93 USD Yes 3522.66 2919.93
CMEJPYJAPANESE YEN 6J 3522.49 N/A 3522.49 2800 USD Yes 3360 2800
CMEBREBRAZILIAN REAL 6L 1984.23 N/A 1984.23 1337.625 USD Yes 2 1694.23 1337.625
CMEMXPMEXICAN PESO 6M 2260.28 N/A 2260.28 1641.90 USD Yes 1970.28 1641.90
CMENZDNEW ZEALAND DOLLAR 6N 2203.16 N/A 2203.16 1835.97 USD Yes 2 2553.16 1835.97
CMERUR *RUSSIAN RUBLE IN US DOLLARS 6R 32325 N/A 32325 26937.50 USD Yes 2 32325 26937.50
CMECHFSWISS FRANC 6S 5095.35 N/A 5095.35 4246.125 USD Yes 5264.10 4246.125
CMEZARSOUTH AFRICAN RAND 6Z 2323.39 N/A 2323.39 1904.875 USD No 2285.89 1904.875
CMEACDXAUSTRALIAN DOLLAR ACD 12891.86 N/A 12891.86 10743.21 CAD No 12891.86 10743.21
CMEAJYAUSTRALIAN DOLLAR AJY 2666770.92 N/A 2666770.92 2222309.10 JPY No 2818771.32 2222309.10
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 29697.74 N/A 29697.74 24748.11 USD No 29697.74 24748.11
CMEBOSBOSTON HOUSING INDEX BOS 5160 N/A 5160 4300 USD No 5160 4300
CMEBSBYTHREE-MONTH BLOOMBERG SHORT-TERM BANK YIELD BSB 1888.02 N/A 1888.02 1573.35 USD No 1888.02 1573.35
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 158573.88 N/A 158573.88 124074.13 USD Yes 160473.89 124074.13
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 185820 N/A 185820 154850 EUR No 371640 309700
CMECBCME CASH-SETTLED BUTTER FUTURES CB 8450.44 N/A 8450.44 7042.04 USD No 8850.44 7042.04
CMECHICHICAGO HOUSING INDEX CHI 3150 N/A 3150 2625 USD No 3150 2625
CMECLPCHILEAN PESO CHP 8470.66 N/A 8470.66 7054.72 USD No 8465.66 7054.72
CMECJYCANADIAN DOLLAR CJY 3013041.94 N/A 3013041.94 2510868.28 JPY No 3013042.34 2510868.28
CMECNHUNITED STATES DOLLAR CNH 27334.30 N/A 27334.30 21775.50 CNH No 26134.30 21775.50
CMECSCCHEESE CSC 8131.28 N/A 8131.28 6776.07 USD No 8191.28 6776.07
CMECUSHOUSING INDEX COMPOSITE CUS 5298.00 N/A 5298.00 4415.00 USD No 5298.00 4415.00
CMECZKCZECH KORUNA CZK 20697.50 N/A 20697.50 17247.92 USD Yes 2 20697.50 17247.92
CMEDAMILK CLASS III INDEX DC 6221.74 N/A 6221.74 5101.45 USD Yes 6121.74 5101.45
CMEDENDENVER HOUSING INDEX DEN 4830 N/A 4830 4025 USD No 4830 4025
CMEDYCME DRY WHEY INDEX DY 4785.35 N/A 4785.35 3987.79 USD No 4840.35 3987.79
CMEE7EUROPEAN MONETARY UNION EURO E7 1751.96 N/A 1751.96 1459.96 USD No 1761.33 1459.96
CMEEADEUROPEAN MONETARY UNION EURO EAD 16019.71 N/A 16019.71 12145.71 AUD No 14582.21 12145.71
CMEECDEUROPEAN MONETARY UNION EURO ECD 10990.19 N/A 10990.19 8808.52 CAD No 10577.69 8808.52
CMEECKCZECH KORUNA ECK 9502.08 N/A 9502.08 7918.40 EUR No 9502.08 7918.40
CMEEHFHUNGARIAN FORINT EHF 8341.05 N/A 8341.05 6735.88 EUR Yes 2 8083.05 6735.88
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 19378.80 15338.09 27684.00 21911.56 USD Yes 2 26294.01 21911.56
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 220349.99 175749.99 314785.69 251071.41 JPY No 301285.69 251071.41
CMEEPZPOLISH ZLOTY EPZ 9927.84 N/A 9927.84 8273.20 EUR Yes 2 9927.84 8273.20
CMEESE-MINI S&P 500 ES 11941.05 10155.50 17058.64 14507.85 USD Yes 15958.64 14507.85
CMESPXESUPE-MINI S&P 500 ESG ESG 15166.20 N/A 15166.20 11611.41 USD No 13936.21 11611.41
CMEESTREURO SHORT-TERM RATE ESR 210.00 N/A 210.00 175.00 EUR No 210.005 175.00
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 97365 N/A 97365 81137.50 EUR No 194730 162275
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 110764.09 N/A 110764.09 92303.41 USD Yes 224928.17 184606.82
CMEGSCIS&P-GSCI INDEX GD 20648.70 N/A 20648.70 17207.25 USD No 20736.20 17207.25
CMEGDKCLASS IV MILK - 200K LBS GDK 3231.83 N/A 3231.83 2693.19 USD No 3231.83 2693.19
CMEGFFEEDER CATTLE GF 9726.88 N/A 9726.88 7689.07 USD Yes 9226.88 7689.07
CMENFNON FAT DRY MILK INDEX GNF 6673.15 N/A 6673.15 5377.62 USD No 6453.15 5377.62
CMEHELEAN HOGS HE 3863.77 N/A 3863.77 2994.81 USD Yes 3593.77 2994.81
CMEHUFHUNGARIAN FORINT HUF 12152.96 N/A 12152.96 9927.47 USD Yes 2 11912.96 9927.47
CMEIBAABOVESPA INDEX - USD IBV 28765.20 N/A 28765.20 23971 USD No 28765.20 23971
CMEILSISRAELI SHEKEL ILS 36057.49 N/A 36057.49 29397.91 USD Yes 2 35277.49 29397.91
CMEJ7JAPANESE YEN J7 1761.24 N/A 1761.24 1400 USD No 1680 1400
CMEKRWKOREAN WON KRW 18568.15 N/A 18568.15 15327.625 USD Yes 2 11901.45 9917.875
CMELAVLAS VEGAS HOUSING INDEX LAV 4500 N/A 4500 3750 USD No 4500 3750
CMELAXLOS ANGELES HOUSING INDEX LAX 6765 N/A 6765 5637.50 USD No 6765 5637.50
CMELBRLUMBER FUTURES LBR 1756.11 N/A 1756.11 1429.00 USD No 1714.86 1429.00
CMELELIVE CATTLE LE 4385.68 N/A 4385.68 3329.73 USD Yes 3995.68 3329.73
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 660.232 521.027 943.189 744.324 USD No 893.189 744.324
CMEM6AAUSTRALIAN DOLLAR M6A 244.685 N/A 244.685 203.904 USD No 291.685 203.904
CMEM6BBRITISH POUND M6B 240.272 N/A 240.272 200.227 USD No 241.522 200.227
CMEM6EEUROPEAN MONETARY UNION EURO M6E 350.391 N/A 350.391 291.993 USD No 352.266 291.993
CMEMBTMICRO BITCOIN MBT 3171.48 N/A 3171.48 2481.48 USD Yes 3209.48 2481.48
CMEMCDCANADIAN DOLLAR MCD 165.178 N/A 165.178 137.649 USD No 181.178 137.649
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1194.10 1015.55 1705.86 1450.79 USD Yes 1595.86 1450.79
CMEMETMICRO ETHER MET 221.528 N/A 221.528 184.607 USD Yes 449.956 369.214
CMEMIAMIAMI HOUSING INDEX MIA 6645 N/A 6645 5537.50 USD No 6645 5537.50
CMEMIRINDIAN RUPEE MIR 1432.80 N/A 1432.80 1194 USD No 1432.80 1194
CMEMNHUNITED STATES DOLLAR MNH 2733.43 N/A 2733.43 2177.55 CNH No 2613.43 2177.55
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2443.69 2067.53 3490.98 2953.62 USD Yes 3248.98 2953.62
CMEMSFSWISS FRANC MSF 509.535 N/A 509.535 424.6125 USD No 525.785 424.6125
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1101749.93 878749.94 1573928.47 1255357.05 JPY No 1506428.47 1255357.05
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 17851.90 N/A 17851.90 14313.99 USD No 17176.90 14313.99
CMENOKNORWEGIAN KRONE NOK 23260.88 N/A 23260.88 19375.71 USD No 24220.88 19375.71
CMENQE-MINI NASDAQ 100 NQ 24436.86 20675.33 34909.80 29536.18 USD Yes 32489.80 29536.18
CMENYMNEW YORK HOUSING INDEX NYM 4710 N/A 4710 3925 USD No 4710 3925
CMEPJYBRITISH POUND PJY 2984814.42 N/A 2984814.42 2486771.03 JPY No 3082314.17 2486771.03
CMEPLNPOLISH ZLOTY PLN 16150.44 N/A 16150.44 13233.70 USD Yes 2 15880.44 13233.70
CMEPSFBRITISH POUND PSF 11838.47 N/A 11838.47 9797.39 CHF No 11763.47 9797.39
CMERFEUROPEAN MONETARY UNION EURO RF 4511.13 N/A 4511.13 3665.36 CHF No 4398.63 3665.36
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8409.60 N/A 8409.60 7008 USD Yes 2 8409.60 7008
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 9765.88 N/A 9765.88 8136.57 EUR Yes 2 9763.88 8136.57
CMERPEUROPEAN MONETARY UNION EURO RP 6359.74 N/A 6359.74 5278.75 GBP No 6334.74 5278.75
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 10884.66 N/A 10884.66 8510.72 USD No 10219.66 8510.72
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 49579.42 N/A 49579.42 40268.18 USD No 48339.42 40268.18
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 11338.09 N/A 11338.09 9188.80 USD No 11028.09 9188.80
CMERTYE-MINI RUSSELL 2000 INDEX RTY 6602.32 5210.27 9431.89 7443.24 USD Yes 8931.89 7443.24
CMERYEUROPEAN MONETARY UNION EURO RY 1164016.75 N/A 1164016.75 969985.31 JPY Yes 2 1219017.00 969985.31
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4482.00 N/A 4482.00 3735.00 USD No 4494.50 3735.00
CMESDGSAN DIEGO HOUSING INDEX SDG 6855 N/A 6855 5712.50 USD No 6855 5712.50
CMESEKSWEDISH KRONA SEK 21620.89 N/A 21620.89 18010.16 USD No 22460.89 18010.16
CMESFRSAN FRANCISCO HOUSING INDEX SFR 6963.00 N/A 6963.00 4552.50 USD No 5463.00 4552.50
CMESGXSHORT GILT SG 292911.55 N/A 292911.55 244092.96 USD No 292911.57 244092.96
CMESIRINDIAN RUPEE SIR 7204 N/A 7204 5970 USD No 7164 5970
CMESJYSWISS FRANC SJY 3883707.48 N/A 3883707.48 3236422.49 JPY No 3883706.98 3236422.49
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 38628.01 N/A 38628.01 32190.00 USD No 38628.00 32190.00
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 2758.39 N/A 2758.39 2298.66 GBP No 2845.89 2298.66
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 532.345 N/A 532.345 443.621 USD No 532.35 443.621
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 350.71 N/A 350.71 292.259 USD Yes 356.953 292.259
CMESVXSCHNEIDER ELECTRIC SE SU 88189.22 N/A 88189.22 73491.02 USD No 88189.22 73491.02
CMETBF313-WEEK US TREASURY BILL TBF3 518.079 N/A 518.079 431.733 USD No 568.082 431.733
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4965 N/A 4965 4137.50 USD No 4965 4137.50
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 16468.41 N/A 16468.41 13718.57 USD No 16518.42 13718.57
CMEIXEENERGY SELECT SECTOR INDEX XAE 14622.26 N/A 14622.26 12183.93 USD No 14952.25 12183.93
CMEIXMFINANCIAL SELECT SECTOR INDEX XAF 17811.89 N/A 17811.89 14519.08 USD No 17424.39 14519.08
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 20875.57 N/A 20875.57 17016.93 USD No 20425.58 17016.93
CMEIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 57533.75 N/A 57533.75 46126.44 USD No 55363.74 46126.44
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 8401.21 N/A 8401.21 7000.01 USD No 8741.21 7000.01
CMEIXREREAL ESTATE SELECT SECTOR INDEX XAR 9835.74 N/A 9835.74 7933.23 USD No 9523.24 7933.23
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 10924.55 N/A 10924.55 8702.83 USD No 10444.55 8702.83
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 18868.72 N/A 18868.72 15362.20 USD No 18438.72 15362.20
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 40821.69 N/A 40821.69 33182.44 USD No 39841.68 33182.44
COMEX

Exchange COMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
COMEXALIALUMINUM INDEX ALI 5945.08 N/A 5945.08 4954.23 USD No 7195.08 4954.23
COMEXGCGOLD GC 16838.85 N/A 16838.85 14032.37 USD Yes 18008.86 14032.37
COMEXHGCOPPER INDEX HG 11037.07 N/A 11037.07 9197.56 USD Yes 12262.07 9197.56
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 2746.79 N/A 2746.79 2272.32 USD No 2726.79 2272.32
COMEXMGCE-MICRO GOLD MGC 1683.88 N/A 1683.88 1403.24 USD Yes 1800.89 1403.24
COMEXMHGMICRO COPPER MHG 1103.71 N/A 1103.71 919.756 USD No 1227.46 919.756
COMEXQCCOMEX MINY COPPER QC 5518.53 N/A 5518.53 4598.78 USD No 6131.03 4598.78
COMEXQICOMEX MINY SILVER QI 10987.125 N/A 10987.125 9155.94 USD No 11322.125 9155.94
COMEXQOCOMEX MINY GOLD QO 8419.42 N/A 8419.42 7016.19 USD No 9004.43 7016.19
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 68411.02 N/A 68411.02 56899.80 CNH No 69811.02 56899.80
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 10529.80 N/A 10529.80 8765.35 USD No 10803.08 8765.35
COMEXSISILVER INDEX SI 21974.25 N/A 21974.25 18311.875 USD Yes 22644.25 18311.875
COMEXSISILVER INDEX SIL 4394.85 N/A 4394.85 3662.375 USD No 4528.85 3662.375
COMEXUXURANIUM INDEX UX 3157.81 N/A 3157.81 2631.51 USD No 3157.81 2631.51
ENDEX

Exchange ENDEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ENDEXECFICE ECX EUA FUTURES ECF 63648.00 N/A 63648.00 53040.00 EUR No 63648.01 53040.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 8649.03 N/A 8649.03 7207.52 EUR Yes 8649.03 7207.52
EUREX

Exchange EUREX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
EUREXCONFSWISS FEDERAL LONG-TERM BONDS CONF 11460.88 N/A 11460.88 9550.73 CHF No 13753.05 11460.88
EUREXKS200.EUKOSPI 200 - EUREX/KRX LINKED PRODUCT FBK2 8106000 6755000 11580000 9650000 KRW Yes 11580000 9650000
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 9248.12 N/A 9248.12 7705.72 EUR No 11097.74 9246.86
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 4043.77 N/A 4043.77 3369.81 EUR Yes 4852.52 4043.77
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1110.24 N/A 1110.24 925.197 EUR No 1332.28 1110.24
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 2911.80 N/A 2911.80 2426.50 USD No 3494.15 2911.80
EUREXKWY.EUUS DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT FCUW 1661215.68 N/A 1661215.68 1384300.05 KRW No 3322431.36 2768600.10
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2587.20 N/A 2587.20 2156.00 EUR No 2587.20 2156.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 28338.66 23615.55 40483.80 33736.50 EUR Yes 45974.99 38312.49
EUREXDDAXDIVDAX PRICE INDEX FDIV 9276.19 N/A 9276.19 7730.16 EUR Yes 2 11131.43 9276.19
EUREXDDXDIVPTDIVDAX DIVIDEND POINTS INDEX FDVD 2224.80 N/A 2224.80 1854 EUR No 2224.80 1854
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 5667.73 4723.11 8096.76 6747.30 EUR No 9195.00 7662.50
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1133.55 944.622 1619.35 1349.46 EUR Yes 1839.00 1532.50
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 384.39 N/A 384.39 320.325 EUR No 368.734 307.278
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3968.41 N/A 3968.41 3307 EUR Yes 2 3968.41 3307
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 9819.65 N/A 9819.65 8183.04 EUR Yes 2 11783.57 9819.65
EUREXSX7EEURO STOXX BANKS INDEX FESB 700.001 583.334 1000.00 833.335 EUR Yes 919.82 766.517
EUREXSX4EEURO STOXX CHEMICALS FESC 6449.70 N/A 6449.70 5374.75 EUR Yes 2 7739.63 6449.70
EUREXESEEURO STOXX OIL & GAS FESE 1917.29 N/A 1917.29 1596.56 EUR Yes 2 2300.75 1915.87
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3223.21 N/A 3223.21 2686.01 EUR Yes 2 2626.90 2189.08
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 6129.48 N/A 6129.48 5107.90 EUR Yes 2 7327.67 6106.39
EUREXSXDEEURO STOXX HEALTHCARE FESH 2813.45 N/A 2813.45 2344.54 EUR Yes 2 3376.14 2813.45
EUREXESIEURO STOXX INSURANCE FESI 2519.22 N/A 2519.22 2098.36 EUR Yes 2 2180.58 1816.295
EUREXESMEURO STOXX MEDIA INDEX FESM 1442.72 N/A 1442.72 1202.26 EUR Yes 2 1731.26 1442.72
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3136.37 N/A 3136.37 2612.415 EUR Yes 2 3186.92 2654.52
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1779.08 N/A 1779.08 1482.57 EUR Yes 2 2134.90 1779.08
EUREXSXREEURO STOXX RETAIL FESR 3697.80 N/A 3697.80 3081.50 EUR Yes 2 4437.36 3697.80
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1305.86 N/A 1305.86 1088.21 EUR Yes 2 1344.80 1120.67
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 897.30 N/A 897.30 747.75 EUR Yes 2 971.106 809.255
EUREXESUEURO STOXX UTILITIES INDEX FESU 1459.92 N/A 1459.92 1216.36 EUR Yes 1751.90 1459.63
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1003.06 N/A 1003.06 835.884 EUR Yes 2 1170.26 975.22
EUREXESTX50EURO STOXX50 FESX 3245.96 2704.97 4637.09 3864.24 EUR Yes 5564.51 4637.09
EUREXSX8EEURO STOXX TECHNOLOGY FESY 17786.61 N/A 17786.61 14817.86 EUR Yes 2 21343.93 17781.44
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 7499.72 N/A 7499.72 6249.77 EUR Yes 2 8999.67 7499.72
EUREXEU3THREE MONTH EURIBOR FEU3 403.176 N/A 403.176 335.98 EUR Yes 403.176 335.98
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2701.44 2251.20 3859.20 3216.00 EUR Yes 3859.20 3216.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 10814.96 N/A 10814.96 9009.53 EUR Yes 2 12977.95 10811.44
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 3210.20 N/A 3210.20 2675.17 EUR Yes 3852.24 3210.20
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1848.01 N/A 1848.01 1540.01 EUR Yes 2067.46 1722.89
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 785.548 N/A 785.548 654.623 EUR Yes 751.994 626.661
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 7725.63 N/A 7725.63 6438.02 EUR Yes 9270.75 7725.63
EUREXDJESLEURO STOXX LARGE FLCE 2218.59 N/A 2218.59 1847.57 EUR No 2662.31 2217.09
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2175.46 N/A 2175.46 1810.49 EUR No 2298.02 1912.49
EUREXDJESMEURO STOXX MID FMCE 2108.47 N/A 2108.47 1756.10 EUR No 2253.63 1877.00
EUREXM1CNMSCI CHINA NTR USD FMCH 1271.77 1059.78 1816.82 1513.97 USD No 1971.41 1642.78
EUREXDJ200STOXX MID 200 INDEX FMCP 2293.70 N/A 2293.70 1910.96 EUR Yes 2 2348.67 1956.75
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 3776.84 3147.37 5395.49 4496.24 USD No 5110.14 4258.45
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 4945.98 N/A 4945.98 4121.01 USD No 5935.17 4945.21
EUREXMXEUMSCI EUROPE FMEP 1566.56 N/A 1566.56 1305.46 EUR No 1879.87 1566.56
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2719.28 N/A 2719.28 2265.99 EUR No 2233.24 1860.97
EUREXM1INMSCI INDIA NTR USD FMIN 8712.24 7259.56 12446.06 10370.80 USD No 11381.68 9483.90
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 6166.90 N/A 6166.90 5138.83 USD No 5512.56 4593.57
EUREXK200M.EUMINI KOSPI 200 - EUREX/KRX LINKED PRODUCT FMK2 1616244.08 1346870.00 2308920.11 1924100.00 KRW No 2308920.23 1924100.19
EUREXM1TWMSCI TAIWAN NTR USD FMTW 4384.01 3651.94 6262.87 5217.06 USD No 6448.51 5371.70
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 3699.67 N/A 3699.67 3083 EUR No 3249.61 2707.96
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 6062.92 5052.36 8661.32 7217.65 USD No 9466.97 7889.02
EUREXMXWOMSCI WORLD INDEX FMWP 4544.00 N/A 4544.00 3786.58 USD No 5452.80 4543.89
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 3522.22 N/A 3522.22 2935.18 EUR No 4226.67 3522.22
EUREXDJESSEURO STOXX SMALL FSCE 1373.68 N/A 1373.68 1144.22 EUR No 1634.45 1361.44
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1543.05 N/A 1543.05 1285.77 EUR No 1698.87 1415.61
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1432.97 N/A 1432.97 1194.11 EUR No 1142.02 951.654
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 4247.12 N/A 4247.12 3539.26 CHF Yes 2 5096.54 4247.12
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8887.20 N/A 8887.20 7406.00 CHF No 8887.20 7406.00
EUREXSMISWISS MARKET INDEX FSMI 5861.04 4884.20 8372.92 6977.43 CHF Yes 9128.89 7607.41
EUREXSMIMSWISS MID-CAP INDEX FSMM 4206.49 N/A 4206.49 3503.13 CHF Yes 2 5047.78 4203.76
EUREXSMISWISS MARKET INDEX FSMS 586.104 488.42 837.292 697.743 CHF No 912.889 760.741
EUREXMDAXMIDCAP DAX FSMX 2604.60 N/A 2604.60 2169.98 EUR No 2551.27 2125.55
EUREXST3THREE MONTH ESTR FST3 136.107 N/A 136.107 113.423 EUR No 197.569 164.641
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 4849.53 N/A 4849.53 4041.02 EUR Yes 2 5819.43 4849.22
EUREXSX7PSTOXX 600 BANKS FSTB 1344.95 N/A 1344.95 1120.77 EUR Yes 1204.03 1003.34
EUREXSX4PSTOXX 600 CHEMICALS FSTC 5354.49 N/A 5354.49 4459.10 EUR Yes 2 6070.07 5055.01
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1825.79 N/A 1825.79 1521.45 EUR Yes 2190.94 1825.74
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4420.23 N/A 4420.23 3681.76 EUR Yes 2 4046.17 3370.20
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4125.84 N/A 4125.84 3437.53 EUR Yes 2 4896.93 4079.99
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 3880.97 N/A 3880.97 3233.84 EUR Yes 2 4657.17 3880.61
EUREXSXIPSTOXX 600 INSURANCE FSTI 2366.25 N/A 2366.25 1971.76 EUR Yes 2 2033.70 1694.66
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 864.869 N/A 864.869 720.694 EUR No 1037.84 864.832
EUREXSXMPSTOXX 600 MEDIA FSTM 1685.91 N/A 1685.91 1404.01 EUR Yes 2 1893.47 1576.86
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3453.54 N/A 3453.54 2876.97 EUR Yes 2 3418.58 2847.85
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 2228.33 N/A 2228.33 1856.57 EUR Yes 2 2674.00 2227.89
EUREXSXRPSTOXX 600 RETAIL FSTR 2003.91 N/A 2003.91 1668.58 EUR Yes 2 2404.69 2002.30
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 4071.67 N/A 4071.67 3392.87 EUR Yes 4817.39 4014.27
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 636.357 N/A 636.357 530.25 EUR Yes 2 762.619 635.459
EUREXSX6PSTOXX 600 UTILITIES FSTU 1504.38 N/A 1504.38 1253.60 EUR Yes 1805.25 1504.32
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1281.22 N/A 1281.22 1067.54 EUR Yes 2 1446.43 1205.18
EUREXSTXSTOXX50 FSTX 3481.27 N/A 3481.27 2900.42 EUR Yes 2 3888.55 3239.74
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 8665.72 N/A 8665.72 7221.20 EUR Yes 2 10398.87 8665.44
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 4405.77 N/A 4405.77 3667.93 EUR Yes 2 5286.93 4401.51
EUREXESTX50EURO STOXX50 FSXE 324.596 270.497 463.709 386.424 EUR No 556.451 463.709
EUREXTDXTECDAX FTDX 8221.49 N/A 8221.49 6851.24 EUR Yes 2 9865.78 8221.49
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 972.00 N/A 972.00 810.00 EUR Yes 2758.50 2298.75
EUREXDJESEURO STOXX PRICE INDEX FXXE 2136.79 N/A 2136.79 1780.36 EUR No 2512.48 2093.37
EUREXDJ600STOXX 600 INDEX FXXP 1459.59 1216.33 2085.13 1737.61 EUR Yes 2502.16 2085.13
Euronext NL (FTA)

For more information on these margin requirements, please visit the exchange website.

Exchange FTA Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
FTAAMXAMX INDEX FMX 11341.20 N/A 11341.20 9451.00 EUR No 11341.20 9451.00
FTAEOEAMS EOE INDEX FTI 9896.67 8247.23 14138.10 11781.75 EUR Yes 14138.10 11781.75
FTAEOEAMS EOE INDEX MFA 989.667 824.723 1413.81 1178.18 EUR No 1413.81 1178.18
Hong Kong Futures Exchange (HKFE)

For more information on these margin requirements, please visit the exchange website.

Exchange Underlying Product description Trading Class Intraday Initial 1,5 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120CES CHINA 120 INDEX CHH 66194.76 N/A 66194.76 55162.30 HKD No 66194.76 55162.30
HKFECNHHOUSING INDEX COMPOSITE CUS 26163.36 N/A 26163.36 21802.80 CNH Yes 26163.36 21802.80
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3121.56 N/A 3121.56 2601.30 HKD No 3121.56 2601.30
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9740.88 N/A 9740.88 8117.40 HKD No 9740.88 8117.40
HKFEGDRCNH GOLD FUTURES GDR 105586.66 N/A 105586.66 87988.88 CNH No 105586.66 87988.88
HKFEGDUUSD GOLD FUTURES GDU 15583.34 N/A 15583.34 12986.11 USD No 15583.33 12986.11
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 31550.40 26292 45072 37560 HKD Yes 45072 37560
HKFEHSIHANG SENG STOCK INDEX HSI 71476.27 59563.56 102108.96 85090.80 HKD Yes 102108.96 85090.80
HKFEHSTECHHANG SENG TECH INDEX HTI 21233.79 17694.82 30333.99 25278.32 HKD Yes 30333.99 25278.32
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 3629.41 N/A 3629.41 3024.49 USD No 3629.41 3024.49
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 6310.08 5258.40 9014.40 7512 HKD Yes 9014.40 7512
HKFEMCSUNITED STATES DOLLAR MCS 5233.09 N/A 5233.09 4360.20 CNH No 5233.09 4360.20
HKFEMHIMINI HANG SENG INDEX MHI 14295.25 11912.71 20421.79 17018.16 HKD Yes 20421.79 17018.16
HKFEMID.HKMIAMI HOUSING INDEX MIA 1962.81 N/A 1962.81 1635.67 USD No 1962.81 1635.67
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 4124.57 N/A 4124.57 3433.84 USD No 4124.57 3433.84
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 7535.81 N/A 7535.81 6279.81 USD No 7535.81 6279.81
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 58500 N/A 58500 48750 HKD No 125760 104800
Intercontinental Exchange (ICEEU)

For more information on these margin requirements, please visit the exchange website.

Exchange ICEEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUSGGENERALI G 3113.23 N/A 3113.23 2594.36 GBP No 3113.23 2594.36
ICEEUHMEDIUM GILT H 6041.52 N/A 6041.52 5034.60 GBP No 6041.52 5034.60
ICEEUI3 MONTH EURIBOR INTEREST RATE I 862.50 N/A 862.50 718.75 EUR Yes 862.503 718.75
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 6108.19 N/A 6108.19 5089.21 USD No 6108.19 5089.21
ICEEUO5 YEAR EURO SWAPNOTE O 4853.28 N/A 4853.28 4044.40 EUR No 4853.28 4044.40
ICEEUP10 YEAR EURO SWAPNOTE P 9153.02 N/A 9153.02 7627.51 EUR No 9153.01 7627.51
ICEEURLONG GILT R 4416.03 N/A 4416.03 3680.03 GBP No 4416.03 3680.03
ICEEUSRFXON3THREE MONTH SARONA SA3 740.765 N/A 740.765 617.30 CHF No 740.76 617.30
ICEEUSONIA.NTHREE MONTH SONIA SO3 882.30 N/A 882.30 735.25 GBP Yes 882.305 735.25
ICEEUSONIO.NONE MONTH SONIA SOA 797.213 N/A 797.213 664.344 GBP No 797.213 664.344
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 2048.98 N/A 2048.98 1707.48 EUR No 2048.98 1707.48
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 923.042 N/A 923.042 769.192 GBP No 923.042 769.192
ICEEUYFTSE 250 INDEX Y2 5013.36 N/A 5013.36 4177.50 GBP No 5013.36 4177.50
ICEEUZFTSE 100 INDEX Z 4246.60 3538.84 6066.58 5055.48 GBP Yes 6066.58 5055.48
ICE Agricultural Products (ICEEUSOFT)

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Exchange ICEEUSOFT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUSOFTCCOCOA C 19896 N/A 19896 16580 GBP No 19896 16580
ICEEUSOFTDROBUSTA COFFEE RC 5736 N/A 5736 4780 USD No 5736 4780
ICEEUSOFTTWHEAT T 3636.38 N/A 3636.38 3030.32 GBP No 3636.38 3030.32
ICEEUSOFTWWHITE SUGAR W 2502.25 N/A 2502.25 2085.21 USD No 2502.25 2085.21
ICE Futures US (ICEUS)

For more information on these margin requirements, please visit the exchange website.

Exchange ICEUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEUSAUDAUSTRALIAN DOLLAR KAU 7340.54 N/A 7340.54 6117.11 USD No 7340.54 6117.11
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 25549500.30 N/A 25549500.30 21291250.25 JPY No 25549500.55 21291250.25
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 9188.96 N/A 9188.96 7654.89 USD No 9188.96 7654.89
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 12219.12 N/A 12219.12 10182.60 CAD No 12219.12 10182.60
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6334.50 N/A 6334.50 5278.75 GBP No 6334.50 5278.75
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 15608.43 N/A 15608.43 13007.02 AUD No 15608.43 13007.02
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7515.77 N/A 7515.77 6263.14 CHF No 7515.77 6263.14
ICEUSZYSWISS FRANC KZY 3883707.48 N/A 3883707.48 3236422.49 JPY No 3883706.98 3236422.49
ICEUSMPBRITISH POUND MP 7208.17 N/A 7208.17 6006.81 USD No 7208.17 6006.81
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12847.54 N/A 12847.54 10706.28 CHF No 12847.54 10706.28
ICEUSSYBRITISH POUND IN JAPANESE YEN SY 3201387.43 N/A 3201387.43 2667822.65 JPY No 3201387.18 2667822.65
Borsa Italiana (IDEM)

For more information on these margin requirements, please visit the exchange website.

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIVFTSE MIB DIVIDEND INDEX FDIV 2199.60 N/A 2199.60 1833 EUR No 2199.60 1833
IDEMFTMIBFTSE MIB INDEX FIB 17669.99 14724.99 25242.84 21035.70 EUR Yes 25242.84 21035.70
IDEMFTMIBFTSE MIB INDEX MICR 706.80 589.00 1009.71 841.428 EUR No 1009.71 841.428
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3534.00 2945.00 5048.57 4207.14 EUR No 5048.57 4207.14
IDEMSRGBSNAM & ITALGAS BASKET SRG7 996.33 N/A 996.33 797.064 EUR No 996.33 797.064
Intercontinental Exchange (IPE)

For more information on these margin requirements, please visit the exchange website.

Exchange IPE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IPEATWICE ROTTERDAM COAL ATW 38341.41 N/A 38341.41 31951.17 USD No 38341.41 31951.17
IPECOILICE BRENT CRUDE COIL 18844.67 N/A 18844.67 13959.01 USD Yes 18844.66 13959.01
IPEGOILICE GASOIL GOIL 9502.27 N/A 9502.27 7038.72 USD No 9502.27 7038.72
IPEHOILICE HEATING OIL HOIL 35154 N/A 35154 26040 USD No 35154 26040
IPENCFNEWCASTLE COAL FUTURES NCF 38806.06 N/A 38806.06 32338.38 USD No 38806.07 32338.38
IPENGFICE UK NATURAL GAS NGF 6057.65 N/A 6057.65 5048.04 GBP No 23166.30 5048.04
IPERBOBICE NYH RBOB GASOLINE RBOB 34020 N/A 34020 25200 USD No 34020 25200
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 17550.00 N/A 17550.00 13000 USD Yes 17550 13000
Korea Stock Exchange (KSE)

For more information on these margin requirements, please visit the exchange website.

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200KOSPI200 INDEX 01 8026200.25 6688500.21 11466000.36 9555000.30 KRW Yes 11466003.36 9555000.30
KSEK200MMINI KOSPI200 INDEX 05 1600200.02 1333499.95 2286000.02 1904999.92 KRW Yes 2286000.02 1904999.92
KSEKOSDQ150KOSDAQ 150 INDEX 06 1238769.875 938000 1769671.25 1340000 KRW No 1769671.25 1340000
KSE005930SAMSUNG ELECTRONICS CO LTD 111 264340.84 N/A 264340.84 211472.68 KRW No 278231.54 211472.68
KSE017670SK TELECOM 112 168814.83 N/A 168814.83 135051.87 KRW No 171022.28 135051.87
KSE005490POSCO HOLDINGS INC 113 1160406.15 N/A 1160406.15 928324.92 KRW No 1238705.98 928324.92
KSE030200KTCORPORATION 114 121366.12 N/A 121366.12 92957.77 KRW No 116197.22 92957.77
KSE015760KOREA ELECTRIC POWER CORP 115 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE005380HYUNDAI MOTOR CO 116 809622.12 N/A 809622.12 647697.70 KRW No 850412.97 647697.70
KSE016360SAMSUNG SECURITIES CO LTD 117 141723.02 N/A 141723.02 113378.42 KRW No 152236.70 113378.42
KSE055550SHINHAN FINANCIAL GROUP LTD 118 186770.28 N/A 186770.28 132447.17 KRW No 165558.96 132447.17
KSE000270KIA CORP 119 364251.66 N/A 364251.66 291401.33 KRW No 367856.98 291401.33
KSE012330HYUNDAI MOBIS CO LTD 120 700002.10 N/A 700002.10 560001.68 KRW No 710008.88 560001.68
KSE006400SAMSUNG SDI CO LTD 122 1119690.14 N/A 1119690.14 895752.11 KRW No 1272698.76 895752.11
KSE009150SAMSUNG ELECTRO-MECHANICS CO 123 526176.07 N/A 526176.07 420940.86 KRW No 598939.55 420940.86
KSE066570LG ELECTRONICS INC 124 350157.67 N/A 350157.67 280126.13 KRW No 355662.17 280126.13
KSE036460KOREA GAS CORPORATION 128 155829 N/A 155829 104483.54 KRW No 155829 104483.54
KSE004020HYUNDAI STEEL CO 132 90068.77 N/A 90068.77 70156.81 KRW No 87696.01 70156.81
KSE003550LG CORP 134 257365.20 N/A 257365.20 204958.11 KRW No 256197.63 204958.11
KSE078930GS HOLDINGS 135 154949.79 N/A 154949.79 120018.26 KRW No 150022.83 120018.26
KSE033780KT & G CORPORATION 136 308107.74 N/A 308107.74 226506.27 KRW No 283132.84 226506.27
KSE009540HD KOREA SHIPBUILDING & OFFS 139 664381.16 N/A 664381.16 436225.04 KRW No 545281.30 436225.04
KSE086790HANA FINANCIAL GROUP 140 208971.84 N/A 208971.84 157101.14 KRW No 196376.43 157101.14
KSE096770SK INNOVATION CO LTD 141 350784.06 N/A 350784.06 280627.25 KRW No 397293.04 280627.25
KSE001040CJ CORP 142 366444.07 N/A 366444.07 293155.25 KRW No 385065.05 293155.25
KSE034220LG DISPLAY CO LTD 145 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE105560KB FINANCIAL GROUP INC 146 283693.99 N/A 283693.99 212474.92 KRW No 265593.65 212474.92
KSE051910LG CHEM LTD 147 1044522.17 N/A 1044522.17 835617.73 KRW No 1171993.10 835617.73
KSE006800MIRAE ASSET SECURITIES CO LT 148 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE042670HD HYUNDAI INFRACORE CO LTD 149 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE000660SK HYNIX INC 150 656154.10 N/A 656154.10 524923.28 KRW No 700847.24 524923.28
KSE006360GS ENGINEERING & CONSTRUCT 151 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE139480E-MART INC 154 178524.02 N/A 178524.02 142819.22 KRW No 183800.92 142819.22
KSE161390HANKOOK TIRE & TECHNOLOGY CO 155 128568.62 N/A 128568.62 102854.89 KRW No 131488.21 102854.89
KSE035420NAVER CORP 156 542472.92 N/A 542472.92 431464.375 KRW No 539330.47 431464.375
KSE003490KOREAN AIR LINES CO LTD 157 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSEFLKTB10-YEAR KOREA TREASURY BOND 167 3149332.32 N/A 3149332.32 2624442.77 KRW No 3149331.32 2624442.77
KSEKWYGEELY AUTOMOBILE HOLDINGS LT 175 1662000 N/A 1662000 1385000 KRW No 3324000 2770000
KSE032640LG UPLUS CORP 1B0 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE010950S-OILCORPORATION 1B2 220763.68 N/A 220763.68 170631.39 KRW No 213289.23 170631.39
KSE010130KOREA ZINC CO LTD 1B3 1628640.23 N/A 1628640.23 1302912.19 KRW No 1680289.13 1302912.19
KSE024110INDUSTRIALBANKOFKOREA 1B4 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE001680DAESANG CORPORATION 1B6 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE047050POSCO INTERNATIONAL CORP 1B7 191520 N/A 191520 141315.86 KRW No 206908.29 141315.86
KSE034020DOOSAN ENERBILITY CO LTD 1B9 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE023530LOTTE SHOPPING CO 1BA 193557.63 N/A 193557.63 154846.10 KRW No 197942.06 154846.10
KSE011170LOTTE CHEMICAL CORP 1BB 324476.12 N/A 324476.12 259580.90 KRW No 334799.75 259580.90
KSE032830SAMSUNG LIFE INSURANCE CO LT 1BD 306192.69 N/A 306192.69 233020.84 KRW No 291276.05 233020.84
KSE010140SAMSUNGHEAVYINDUSTRIES 1BF 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE029780SAMSUNG CARD CO 1BG 126984.63 N/A 126984.63 99096.49 KRW No 123870.62 99096.49
KSE012450HANWHA AEROSPACE CO LTD 1BH 881658.11 N/A 881658.11 705326.48 KRW No 947964.19 705326.48
KSE036570NCSOFTCORPORATION 1BJ 630025.16 N/A 630025.16 473809.02 KRW No 592261.28 473809.02
KSE000080HITE JINRO CO LTD 1BK 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE071050KOREA INVESTMENT HOLDINGS CO 1BL 230828.44 N/A 230828.44 184662.75 KRW No 242479.43 184662.75
KSE047810KOREA AEROSPACE INDUSTRIES 1BM 153781.23 N/A 153781.23 123024.98 KRW No 154381.15 123024.98
KSE000720HYUNDAI ENGINEERING & CONST 1BN 106872.93 N/A 106872.93 81682.57 KRW No 102103.22 81682.57
KSE011210HYUNDAI WIA CORP 1BP 173512.83 N/A 173512.83 138810.26 KRW No 182753.89 138810.26
KSE008770HOTEL SHILLA CO LTD 1BQ 162237.62 N/A 162237.62 129790.10 KRW No 172398.03 129790.10
KSE035250KANGWON LAND, INC. 1BS 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE138930BNK FINANCIAL GROUP INC 1BT 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE139130DGB FINANCIAL GROUP INC 1BV 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE114090GRAND KOREA LEISURE CO LTD 1BW 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE001120LX INTERNATIONAL CORP 1BX 98031.62 N/A 98031.62 78425.29 KRW No 102732.79 78425.29
KSE011070LG INNOTEK CO LTD 1BY 931770.12 N/A 931770.12 745416.09 KRW No 1063434.67 745416.09
KSE005940NH INVESTMENT & SECURITIES C 1BZ 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE034730SK INC 1C1 469800.10 N/A 469800.10 375840.08 KRW No 505160.33 375840.08
KSE001740SK NETWORKS CO LTD 1C2 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE011780KUMHO PETRO CHEMICAL CO LTD 1C3 494213.84 N/A 494213.84 382104.06 KRW No 477630.08 382104.06
KSE018260SAMSUNG SDS CO LTD 1C5 487652.49 N/A 487652.49 390121.99 KRW No 509140.41 390121.99
KSE090430AMOREPACIFIC CORP 1C6 644486.54 N/A 644486.54 408913.98 KRW No 511142.48 408913.98
KSE030000CHEIL WORLDWIDE INC 1C7 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE028260SAMSUNG C&T CORP 1C8 480665.85 N/A 480665.85 369576.05 KRW No 461970.07 369576.05
KSE000880HANWHA CORPORATION 1C9 91297.81 N/A 91297.81 73038.25 KRW No 94450.82 73038.25
KSE088350HANWHA LIFE INSURANCE CO LTD 1CA 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE086280HYUNDAI GLOVIS CO LTD 1CC 373353.24 N/A 373353.24 298417.01 KRW No 373021.26 298417.01
KSE010620HD HYUNDAI MIPO 1CD 330631.10 N/A 330631.10 243043.24 KRW No 303804.05 243043.24
KSE001450HYUNDAI MARINE & FIRE INS CO 1CE 106726.36 N/A 106726.36 85190.41 KRW No 106488.01 85190.41
KSE035720KAKAO CORP 1CF 129508.22 N/A 129508.22 103606.57 KRW No 130934.53 103606.57
KSE034230PARADISE CO LTD 1CG 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE046890SEOUL SEMICONDUCTOR CO LTD 1CJ 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE069080WEBZEN INC 1CK 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE096530SEEGENE INC 1CL 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE022100POSCO DX CO LTD 1CN 108523.82 N/A 108523.82 86819.05 KRW No 129800.03 86819.05
KSE068270CELLTRION INC 1CP 647293.63 N/A 647293.63 470802.30 KRW No 588502.88 470802.30
KSE122870YG ENTERTAINMENT INC 1CQ 112125.62 N/A 112125.62 89700.50 KRW No 114427.60 89700.50
KSE051900LG H&H 1CR 1105037.63 N/A 1105037.63 858168.125 KRW No 1072710.16 858168.125
KSE002790AMOREPACIFIC GROUP 1CS 107153.72 N/A 107153.72 76671.37 KRW No 95839.22 76671.37
KSE000810SAMSUNG FIRE & MARINE INS 1CT 1158784.37 N/A 1158784.37 909532.97 KRW No 1136916.21 909532.97
KSE008930HANMI SCIENCE CO LTD 1CV 102259.81 N/A 102259.81 81807.85 KRW No 110991.23 81807.85
KSE021240COWAY CO LTD 1CW 203837.61 N/A 203837.61 158604.50 KRW No 198255.63 158604.50
KSE128940HANMI PHARM CO LTD 1CX 957208.47 N/A 957208.47 759196.95 KRW No 948996.19 759196.95
KSE018880HANON SYSTEMS 1CY 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE005830DB INSURANCE CO LTD 1D0 334995.57 N/A 334995.57 265092.52 KRW No 331365.65 265092.52
KSE097950CJ CHEILJEDANG CORP. 1D1 1161972.17 N/A 1161972.17 929577.73 KRW No 1200283.18 929577.73
KSE009240HANSSEM CO LTD 1D2 192618.03 N/A 192618.03 154094.42 KRW No 200995.72 154094.42
KSE002380KCC CORP 1D3 1022598.14 N/A 1022598.14 818078.52 KRW No 1129912.28 818078.52
KSE007070GS RETAIL CO LTD 1D4 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE012750S1 CORPORATION 1D5 188978.66 N/A 188978.66 145825.95 KRW No 182282.43 145825.95
KSE000100YUHAN CORPORATION 1D6 312655.73 N/A 312655.73 239034.28 KRW No 298792.85 239034.28
KSE051600KEPCO PLANT SERVICE & ENGINE 1D7 138076.40 N/A 138076.40 94335.86 KRW No 117919.82 94335.86
KSE069960HYUNDAI DEPT STORE CO 1D8 149083.23 N/A 149083.23 119266.58 KRW No 157149.54 119266.58
KSE004370NONGSHIM CO LTD 1DA 1414098.24 N/A 1414098.24 1131278.59 KRW No 1539212.62 1131278.59
KSE079550LIG NEX1 CO LTD 1DB 726624.12 N/A 726624.12 581299.30 KRW No 781821.28 581299.30
KSE204320HL MANDO CO LTD 1DC 132804 N/A 132804 103356.02 KRW No 132804 103356.02
KSE004170SHINSEGAE INC 1DD 494229.69 N/A 494229.69 395383.75 KRW No 508764.67 395383.75
KSE161890KOLMAR KOREA CO LTD 1DE 201978.66 N/A 201978.66 145825.95 KRW No 182282.43 145825.95
KSE111770YOUNGONE CORP 1DG 118233.02 N/A 118233.02 94586.42 KRW No 126578.68 94586.42
KSE006650KOREA PETRO CHEMICAL IND 1DJ 381790.87 N/A 381790.87 305432.70 KRW No 396521.62 305432.70
KSE192820COSMAX INC 1DK 512287.75 N/A 512287.75 370077.19 KRW No 462596.48 370077.19
KSE039130HANA TOUR SERVICE INC 1DN 172573.23 N/A 172573.23 138058.58 KRW No 174807.55 138058.58
KSE086900MEDY-TOX INC 1DP 549039.70 N/A 549039.70 439231.76 KRW No 565966.69 439231.76
KSE078340COM2US CORP 1DR 118859.42 N/A 118859.42 95087.54 KRW No 122209.56 95087.54
KSE035760CJ ENM CO LTD 1DT 236152.79 N/A 236152.79 188671.72 KRW No 235839.65 188671.72
KSE056190SFA ENGINEERING CORP 1DV 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE241560DOOSAN BOBCAT INC 1DW 154251.03 N/A 154251.03 123400.82 KRW No 157854.31 123400.82
KSE017800HYUNDAI ELEVATOR CO 1DY 144072.02 N/A 144072.02 115257.62 KRW No 164102.50 115257.62
KSE105630HANSAE CO LTD 1DZ 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE240810WONIK IPS CO LTD 1E0 106957.81 N/A 106957.81 85566.25 KRW No 107222.83 85566.25
KSE091700PARTRON CO LTD 1E3 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE041510SM ENTERTAINMENT CO LTD 1E4 226202.08 N/A 226202.08 180653.79 KRW No 225817.24 180653.79
KSE251270NETMARBLE CORP 1E5 199886.89 N/A 199886.89 150586.58 KRW No 188233.23 150586.58
KSE003670POSCO FUTURE M CO LTD 1E8 804924.12 N/A 804924.12 643939.30 KRW No 975681.36 643939.30
KSE178920PI ADVANCED MATERIALS CO LTD 1EA 116160 N/A 116160 77924.17 KRW No 116160 77924.17
KSE316140WOORI FINANCIAL GROUP INC 1EB 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE020150LOTTE ENERGY MATERIALS CORP 1ED 137964.62 N/A 137964.62 110371.70 KRW No 173451.41 110371.70
KSE009420HANALL BIOPHARMA CO LTD 1EE 123378.44 N/A 123378.44 90953.29 KRW No 113691.61 90953.29
KSE035900JYP ENTERTAINMENT CORP 1EF 175392.03 N/A 175392.03 140313.62 KRW No 175646.52 140313.62
KSE028670PAN OCEAN CO LTD 1EH 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE011790SKC CO LTD 1EJ 648240 N/A 648240 432160 KRW No 648240 432160
KSE000990DB HITEK CO LTD 1EK 172260.03 N/A 172260.03 137808.03 KRW No 186492.12 137808.03
KSE093370FOOSUNG CO LTD 1EL 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE375500DL E&C CO LTD 1ER 105235.22 N/A 105235.22 84188.17 KRW No 106487.92 84188.17
KSE207940SAMSUNG BIOLOGICS CO LTD 1ES 2756515.02 N/A 2756515.02 2092176.41 KRW No 2615220.51 2092176.41
KSE028050SAMSUNG E&A CO LTD 1ET 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE272210HANWHA SYSTEMS CO LTD 1EV 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE293490KAKAO GAMES CORP 1EX 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE247540ECOPRO BM CO LTD 1EY 567205.27 N/A 567205.27 453764.22 KRW No 568262.22 453764.22
KSE253450STUDIO DRAGON CORP 1EZ 123870.62 N/A 123870.62 99096.49 KRW No 133256.60 99096.49
KSE278280CHUNBO CO LTD 1F0 205772.44 N/A 205772.44 164617.95 KRW No 217244.22 164617.95
KSE200130KOLMAR BNH CO LTD 1F1 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE036540SFA SEMICON CO LTD 1F2 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE060250NHN KCP CORP 1F3 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE000250SAM CHUN DANG PHARM CO LTD 1F4 909877.50 N/A 909877.50 606585 KRW No 909877.50 606585
KSE373220LG ENERGY SOLUTION 1F5 1082106.15 N/A 1082106.15 865684.92 KRW No 1269845.96 865684.92
KSE323410KAKAOBANK CORP 1F6 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE377300KAKAO PAY CORP 1F7 86913.01 N/A 86913.01 69530.41 KRW No 93534.66 69530.41
KSE259960KRAFTON INC 1F8 897242.47 N/A 897242.47 702820.94 KRW No 878526.17 702820.94
KSE302440SK BIOSCIENCE CO LTD 1F9 173027.94 N/A 173027.94 137808.03 KRW No 172260.03 137808.03
KSE011200HMM CO LTD 1FA 86868.75 N/A 86868.75 69495 KRW No 86868.75 69495
KSE361610SK IE TECHNOLOGY CO LTD 1FB 130291.22 N/A 130291.22 104232.98 KRW No 149223.13 104232.98
KSE352820HYBE CO LTD 1FC 571590.09 N/A 571590.09 457272.07 KRW No 616678.39 457272.07
KSE329180HD HYUNDAI HEAVY INDUSTRIES 1FD 588907.10 N/A 588907.10 411670.16 KRW No 514587.70 411670.16
KSE402340SK SQUARE CO LTD 1FE 275616.04 N/A 275616.04 220492.83 KRW No 294587.39 220492.83
KSE326030SK BIOPHARMACEUTICALS CO LTD 1FF 270604.83 N/A 270604.83 216483.87 KRW No 278540.34 216483.87
KSE383220F&F CO LTD / NEW 1FG 221014.33 N/A 221014.33 160358.43 KRW No 200448.03 160358.43
KSE267250HD HYUNDAI 1FH 253591.19 N/A 253591.19 198694.12 KRW No 248367.65 198694.12
KSE271560ORION CORP/REPUBLIC OF KOREA 1FJ 286973.50 N/A 286973.50 228009.63 KRW No 285012.04 228009.63
KSE138040MERITZ FINANCIAL GROUP INC 1FK 258390.04 N/A 258390.04 206712.03 KRW No 263238.17 206712.03
KSE263750PEARL ABYSS CORP 1FL 144541.82 N/A 144541.82 115633.46 KRW No 147575.66 115633.46
KSE066970L&F CO LTD 1FM 394632.06 N/A 394632.06 315705.64 KRW No 487454.69 315705.64
KSE112040WEMADE CO LTD 1FN 136890 N/A 136890 97718.42 KRW No 136890 97718.42
KSE196170ALTEOGEN INC 1FP 1195920 N/A 1195920 797280 KRW No 1195920 797280
KSE058470LEENO INDUSTRIAL INC 1FQ 663984.13 N/A 663984.13 531187.30 KRW No 668733.24 531187.30
London Metals Exchange (LMEOTC)

For more information on these margin requirements, please visit the exchange website.

Exchange LMEOTC Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
LMEOTCAHHIGH-GRADE PRIMARY ALUMINIUM AH 5173.20 N/A 5173.20 4311 USD No 5173.20 4311
LMEOTCCAGRADE A COPPER - LME CA 20811.60 N/A 20811.60 17343 USD No 20811.60 17343
LMEOTCPBLEAD - LME PB 6243.85 N/A 6243.85 5203.02 USD No 6243.85 5203.02
LMEOTCSNLMETIN FUTURE SN 38823.39 N/A 38823.39 32282.39 USD No 38823.44 32282.39
LMEOTCZSLMESOYBEAN FUTURES ZS 7551.60 N/A 7551.60 6293 USD No 7551.60 6293
Euronext France (MATIF)

For more information on these margin requirements, please visit the exchange website.

Exchange MATIF Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MATIFEBMMILLING WHEAT FUTURES EBM 1219.95 N/A 1219.95 1016.62 EUR Yes 1502.42 1252.02
MATIFECOEUROPEAN RAPESEED FUTURE ECO 2462.98 N/A 2462.98 2052.49 EUR Yes 2955.58 2462.98
MATIFEMACORN EMA 1633.31 N/A 1633.31 1361.00 EUR No 1959.97 1633.20
Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

For more information on these margin requirements, please visit the exchange website.

Exchange MEFFRV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEFFRVIBEX35IBEX 35 INDEX IBX 8400.01 7000 12000.01 10000 EUR No 12000.01 10000
MEFFRVIBEXIBEX 35 INDEX MINI MIX 840 700 1200 1000 EUR Yes 1200 1000
Mexican Derivatives Exchange (MEXDER)

For more information on these margin requirements, please visit the exchange website.

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUAMILK CLASS III INDEX DA 11705.32 N/A 11705.32 9754.43 MXN No 16718.32 13931.93
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 30973.74 N/A 30973.74 25811.45 MXN No 37168.49 30973.74
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 57752.06 N/A 57752.06 48121.73 MXN Yes 2 53958.60 44960.85
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11551.38 N/A 11551.38 9624.35 MXN No 10792.62 8992.17
Euronext France (MONEP)

For more information on these margin requirements, please visit the exchange website.

Exchange MONEP Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MONEPEPEUFTSE EPRA/NAREIT EURO ZONE EPE 5080.04 N/A 5080.04 4233.37 EUR No 5080.04 4233.37
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 4591.11 N/A 4591.11 3825.92 EUR No 4591.11 3825.92
MONEPCAC40CAC 40 FCE 4620.02 3850.01 6600.02 5500.02 EUR Yes 6600.02 5500.02
MONEPFEFFTSEUROFIRST 80 NEW FEF 16591.73 N/A 16591.73 13826.44 EUR No 16591.73 13826.44
MONEPFEOFTSEUROFIRST 100 NEW FEO 12453.43 N/A 12453.43 10377.86 EUR No 12453.43 10377.86
MONEPCAC40CAC 40 MFC 465.135 386.555 664.479 552.221 EUR No 664.479 552.221
National Stock Exchange of India (NSE)

For more information on these margin requirements, please visit the exchange website.

Exchange NSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NSEBANKNIFTYNIFTY BANK BANKNIFTY 135099.6 N/A 135099.6 112582.95 INR Yes 8956.34 7463.62
NSEEURINREURO IN INDIAN RUPEE EURINR 10938.60 N/A 10938.60 9115.50 INR No 10938.60 9115.50
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 101761.5 N/A 101761.5 84801.25 INR Yes 4047.74 3373.12
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 12976.20 N/A 12976.20 10813.50 INR No 12976.20 10813.50
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6396.30 N/A 6396.30 5330.25 INR No 6396.30 5330.25
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 101387 N/A 101387 84487 INR Yes 2015.76 1679.80
NSENIFTY50NIFTY 50 NIFTY 91336.5 N/A 91336.5 76113.75 INR Yes 3629.74 3024.78
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 10041.60 N/A 10041.60 8368 INR Yes 10041.60 8368
ICE Futures U.S. (NYBOT)

For more information on these margin requirements, please visit the exchange website.

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APRICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR 30C 385567.17 N/A 385567.17 321305.98 USD No 385567.18 321305.98
NYBOTCCCOCOA NYBOT CC 18888 N/A 18888 15740 USD Yes 18888 15740
NYBOTCTCOTTON NO. 2 CT 3276.36 N/A 3276.36 2730.30 USD Yes 3276.36 2730.30
NYBOTDXNYBOT US DOLLAR FX DX 2596.62 N/A 2596.62 2163.85 USD Yes 2596.62 2163.85
NYBOTNYFANGNYSE FANG+ INDEX FNG 8496.15 N/A 8496.15 7079.98 USD No 10195.38 8495.98
NYBOTKCCOFFEE "C" KC 13000.55 N/A 13000.55 10833.79 USD Yes 13000.55 10833.79
NYBOTOJFC ORANGE JUICE "A" OJ 16503.38 N/A 16503.38 13752.82 USD Yes 16503.38 13752.82
NYBOTRSCANOLA RS 1322.18 N/A 1322.18 1101.81 CAD No 1322.18 1101.81
NYBOTSBSUGAR NO. 11 SB 1951.14 N/A 1951.14 1625.95 USD Yes 1951.14 1625.95
NYBOTSFSUGAR #16 112000 LBS SF 4173.52 N/A 4173.52 3477.30 USD No 4173.52 3477.30
New York Mercantile Exchange (NYMEX)

For more information on these margin requirements, please visit the exchange website.

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBB- BB 17550 N/A 17550 13000 USD No 17550.00 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 17550 N/A 17550 13000 USD Yes 17690.00 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 17550 N/A 17550 13000 USD Yes 17890.00 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 5989.59 N/A 5989.59 4207.96 USD No 5049.59 4207.96
NYMEXHOHEATING OIL HO 35658 N/A 35658 26040 USD Yes 35154 26040
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 5993.05 N/A 5993.05 4207.96 USD No 5053.05 4207.96
NYMEXMCLMICRO WTI CRUDE OIL MCL 1755 N/A 1755 1300 USD Yes 1789.00 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 3642.94 N/A 3642.94 2698.47 USD No 3642.94 2698.47
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 716.319 N/A 716.319 505.266 USD No 606.319 505.266
NYMEXMRBMICRO RBOB GASOLINE MRB 3621.12 N/A 3621.12 2682.31 USD No 3621.12 2682.31
NYMEXNGHENRY HUB NATURAL GAS NG 7163.19 N/A 7163.19 5052.66 USD Yes 6063.19 5052.66
NYMEXPAPALLADIUM INDEX PA 89350.08 N/A 89350.08 16912.10 USD No 91110.08 16912.10
NYMEXPLPLATINUM INDEX PL 5283.49 N/A 5283.49 4402.90 USD No 6073.49 4402.90
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1498.06 N/A 1498.06 1051.99 USD No 1263.06 1051.99
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8775.18 N/A 8775.18 6500 USD No 8945.18 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 34020 N/A 34020 25200 USD Yes 34120.80 25200
NYMEXTTNYMEX COTTON INDEX TT 10707.85 N/A 10707.85 8923.21 USD No 10707.85 8923.21
New York Stock Exchange/Liffe (NYSE LIFFE)

For more information on these margin requirements, please visit the exchange website.

Exchange NYSELIFFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYSELIFFEM1MSAMSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR) ASN 5604.60 N/A 5604.60 4668.98 USD No 6725.52 5602.78
NYSELIFFEM1EUMSCI EUROPE NTR EU9 9639.55 N/A 9639.55 8032.96 USD No 11567.46 9639.55
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 10427.11 N/A 10427.11 8689.26 USD No 12512.53 10427.11
NYSELIFFEMXEAMSCI EAFE INDEX MFS 6239.74 5199.78 8913.92 7428.26 USD No 10696.69 8913.91
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 3043.96 2536.63 4348.52 3623.76 USD No 5218.22 4348.52
NYSELIFFEMXUSMSCI USA INDEX MUN 62412.25 N/A 62412.25 52010.20 USD No 74894.69 62412.24
Nasdaq OMX - Stockholm (OMS)

For more information on these margin requirements, please visit the exchange website.

Exchange OMS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OMSOMXESGOMXS30 ESG RESPONSIBLE INDEX OMXESG 25434.71 N/A 25434.71 21195 SEK No 25434.71 21195
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 18354.03 15295.03 26220.05 21850.04 SEK Yes 26220.05 21850.04
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 1122.03 N/A 1122.03 897.624 SEK No 6308.19 897.624
Osaka Securities Exchange (OSE.JPN)

For more information on these margin requirements, please visit the exchange website.

Exchange OSE.JPN Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OSE.JPNN225NIKKEI 225 225 2715913.20 2263261 3879876 3233230 JPY Yes 3879876 3233230
OSE.JPNN225MNIKKEI 225 MINI 225M 271591.32 226326.10 387987.60 323323 JPY Yes 387987.60 323323
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 27159.13 22632.61 38798.76 32332.30 JPY No 38798.76 32332.30
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 148393.07 N/A 148393.07 123658.60 JPY No 177730.97 148106.40
OSE.JPNTPXC30TOPIX CORE30 C30 128614.54 N/A 128614.54 107178.78 JPY No 128614.54 107178.78
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 510241.16 N/A 510241.16 425186.11 JPY No 612289.39 510223.33
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 1819468.74 N/A 1819468.74 1516223.95 JPY Yes 1737584.11 1447986.76
OSE.JPNMJMINI 10 YEAR JGB JBLM 181946.87 N/A 181946.87 151622.39 JPY No 173758.41 144798.68
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 56765.69 N/A 56765.69 47304 JPY No 66779.03 55648.32
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 117600 N/A 117600 98000 JPY No 250800 209000
OSE.JPNTSEREITTSE REIT INDEX REIT 220205.50 N/A 220205.50 183467.93 JPY No 264246.60 220161.52
OSE.JPNTOPXTOPIX INDEX TPX 1470807.60 1225673.00 2101153.71 1750961.43 JPY No 2521384.46 2101153.71
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 147080.76 122567.30 210115.37 175096.14 JPY No 252138.45 210115.37
ICE Futures – Europe (QBALGOIEU)

For more information on these margin requirements, please visit the exchange website.

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOILICE BRENT CRUDE COIL 18844.67 N/A 18844.67 13959.01 USD No 18844.66 13959.01
QBALGOIEUGOILICE GASOIL GOIL 9502.27 N/A 9502.27 7038.72 USD No 9502.27 7038.72
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 17550.00 N/A 17550.00 13000 USD No 17550 13000
ICE Futures – US (QBALGOIUS)

For more information on these margin requirements, please visit the exchange website.

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCCCOCOA NYBOT CC 18888 N/A 18888 15740 USD No 18888 15740
QBALGOIUSCTCOTTON NO. 2 CT 3276.36 N/A 3276.36 2730.30 USD No 3276.36 2730.30
QBALGOIUSDXNYBOT US DOLLAR FX DX 2596.62 N/A 2596.62 2163.85 USD No 2596.62 2163.85
QBALGOIUSKCCOFFEE "C" KC 13000.55 N/A 13000.55 10833.79 USD No 13000.55 10833.79
QBALGOIUSOJFC ORANGE JUICE "A" OJ 16503.38 N/A 16503.38 13752.82 USD No 16503.38 13752.82
QBALGOIUSSBSUGAR NO. 11 SB 1951.14 N/A 1951.14 1625.95 USD No 1951.14 1625.95
Singapore Exchange (SGX)

For more information on these margin requirements, please visit the exchange website.

Exchange SGX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SGXAJSGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES AJ 330600.67 N/A 330600.67 275500.56 JPY No 330600.72 275500.56
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1702.88 N/A 1702.88 1419.07 USD No 1702.88 1419.07
SGXXINA50FTSE/XINHUA CHINA A50 CN 1227.54 1022.95 1753.63 1461.36 USD No 1753.63 1461.36
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4124.10 N/A 4124.10 3436.75 USD No 4124.10 3436.75
SGXXIN0IFTSE CHINA H50 FCH 4341.59 N/A 4341.59 3617.99 USD No 4341.59 3617.99
SGXSCIFTSEUROFIRST 80 NEW FEF 1444.89 N/A 1444.89 1204.07 USD No 1444.89 1204.07
SGXWIIDNFTSE INDONESIA INDEX FID 1471.64 N/A 1471.64 1226.36 USD No 1471.64 1226.36
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 600 N/A 600 500 USD No 600 500
SGXINRUNITED STATES DOLLAR INR 10048.20 N/A 10048.20 8373.50 USD No 10048.20 8373.50
SGXINXSGX USD/INR (USD) MONTH-END INX 10041.60 N/A 10041.60 8368 USD No 10041.60 8368
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2867.76 N/A 2867.76 2389.80 USD No 2867.76 2389.80
SGXSGBSGX MINI JGB INDEX JB 250667.52 N/A 250667.52 208880.39 JPY No 250668.22 208880.39
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 348064.85 N/A 348064.85 290054.04 JPY No 348064.85 290054.04
SGXKRWKOREAN WON KRW 4305.87 N/A 4305.87 3586.39 USD No 4312.12 3586.39
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 860.735 N/A 860.735 717.274 USD No 863.692 719.739
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6540.39 N/A 6540.39 5450.325 CNH No 6540.39 5450.325
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1692000 N/A 1692000 1410000 JPY No 1692000 1410000
SGXSGXNKSGX: NIKKEI 225 NK 1064058.32 886715.27 1520083.31 1266736.10 JPY Yes 1520083.31 1266736.10
SGXSGXNKMSGX: NIKKEI 225 MINI NS 212811.66 177343.05 304016.66 253347.22 JPY No 304016.66 253347.22
SGXN225USGX: USD NIKKEI 225 INDEX NU 51134.53 N/A 51134.53 42612.10 USD No 51134.53 42612.10
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1369.75 1141.46 1956.79 1630.66 SGD Yes 2 1956.79 1630.66
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 4921.27 N/A 4921.27 4100.75 SGD No 4921.27 4100.75
SGXSTISGX STRAITS TIMES INDEX ST 4858.84 N/A 4858.84 4049.04 SGD No 4858.84 4049.04
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2559.31 N/A 2559.31 2132.76 USD No 2560.51 2133.76
SGXTSR20SICOM RUBBER TF 600 N/A 600 500 USD No 600 500
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1166.62 N/A 1166.62 972.182 USD No 1166.62 972.182
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 7677.94 N/A 7677.94 6398.28 USD No 7679.44 6398.28
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 2768.06 2306.71 3954.37 3295.31 USD No 3954.37 3295.31
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 26161.56 N/A 26161.56 21801.30 CNH Yes 26161.56 21801.30
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 8324856.29 N/A 8324856.29 6937378.99 JPY No 8324854.79 6937378.99
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1230.35 N/A 1230.35 1025.14 SGD No 1230.35 1025.14
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1664971.26 N/A 1664971.26 1387475.80 JPY No 1664970.96 1387475.80
SGXC52COMFORTDELGRO CORP LTD YCDD 1304.03 N/A 1304.03 1043.22 SGD No 1308.85 1043.23
SGXD05DBS GROUP HOLDINGS LTD YDBS 3786.28 N/A 3786.28 3029.02 SGD No 4080.78 3029.02
SGXG13GENTING SINGAPORE LTD YGEN 797.431 N/A 797.431 637.945 SGD No 800.378 637.94
SGXBN4KEPPEL LTD YKEP 3703.82 N/A 3703.82 2963.06 SGD No 3762.51 2963.06
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5746.88 N/A 5746.88 4494.12 SGD No 5617.64 4494.11
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2967.74 N/A 2967.74 2266.57 SGD No 2833.21 2266.57
SGXY92THAI BEVERAGE PCL YTBE 947.525 N/A 947.525 758.02 SGD No 1051.03 758.03
SGXU11UNITED OVERSEAS BANK LTD YUOB 6122.37 N/A 6122.37 4897.90 SGD No 6220.00 4897.90
SGXF34WILMAR INTERNATIONAL LTD YWIL 2908.26 N/A 2908.26 2326.61 SGD No 2924.02 2326.61
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 20380.96 N/A 20380.96 4623.20 SGD No 5895.03 4623.21
SGXIBULHSGFIINDIABULLS HOUSING FINANCE L ZIHF 250 N/A 250 200 USD No 250 200
SGXYESBANKYES BANK LTD ZYES 125 N/A 125 100 USD No 125 100
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 875 N/A 875 700 USD No 875 700
The Small Exchange (SMFE)

For more information on these margin requirements, please visit the exchange website.

Exchange SMFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SMFE10YSMESMALL 10YR US TREASURY YIELD S10Y 652.963 N/A 652.963 544.136 USD No 652.963 544.136
SMFE2YSMESMALL 2YR US TREASURY YIELD S2Y 738 N/A 738 615 USD No 738 615
ASX24 (SNFE)4

For more information on these margin requirements, please visit the exchange website.

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPIS&P/ASX 200 INDEX (AUSTRALIA) AP 13292.16 11076.80 18988.80 15824 AUD Yes 18988.80 15824
SNFEIB30 DAY INTERBANK CASH RATE IB 780.036 N/A 780.036 650.03 AUD No 780.038 650.03
SNFEIR90 DAY BILLS IR 2114.11 N/A 2114.11 1761.75 AUD No 2114.10 1761.75
SNFEXT10 YEAR TREASURY BOND 6% XT 3414.04 N/A 3414.04 2845.02 AUD No 3414.02 2845.02
SNFEYT3 YEAR TREASURY BOND 6% YT 1256.42 N/A 1256.42 1047 AUD No 1256.40 1047

期货 - 日內保证金要求


期货和期货期权日內保证金应用时间

以下表格列出期货和期货期权的日内保证金要求和时间。每天“日内结束时间”后,期货合约将回复到完整隔夜保证金要求,直至下一天“日内开始时间”为止。对于价差交易,保证金要求始终为 100%。如账户持有相同底层资产的美国产品期货和期货期权,或欧洲产品的期货和指数期权,则不适用于日内保证金。


交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间5 日内结束时间5
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4
交易所 产品代码 描述 日内开始时间4 日内结束时间4

最低维持保证金要求

期货:
50美元/合约


空头期权:
100个delta单位为50美元/合约
0个delta单位为25美元/合约

Delta介乎100到0之间的最低保证金要求将基于上述费率推算。Eurex合约始终假设delta为100。

最低初始保证金要求

维持保证金的125%


备注

  • 4。“日内开始时间”与“日内结束时间”栏中列出的时间以本地交易所时间显示。


风险保证金概况


什么是基于风险的保证金?

基于风险的保证金系统会在评估您投资组合的基础上设定您的保证金要求。系统会模拟市场波动,并据此预期可能的结果,从而得出您的持仓风险估值。因此,这是一种更准确的保证金模型,投资者可获得更高的杠杆率。


相关风险是如何消抵的?

当组合持仓的底层证券相同,在某个估值时点上,一项持仓盈利的100%可弥补另一项持仓的损失。

举例:账户同时持有股票ABC的多头股票仓位和看跌期权合约。If如果理论上最坏的情景导致底层资产的价格下跌15%,则看跌期权持仓的盈利将弥补多头股票仓位的损失。


我要满足哪些要求才能适用风险保证金?

适用要求视投资者的个人信息、地区和交易所不同。


哪些持仓适用?

所有可进行保证金交易的权益证券持仓均适用,包括外国权益证券及外国权益证券期权、权益证券或权益证券指数的上市期权、证券期货产品、权益证券或权益证券指数的未上市衍生品、权益证券或权益证券指数的权证、宽基指数期货、以及宽基指数期货的期权。




美国额外保证金要求

针对美国居民:

使用下方链接查看其它保证金要求:

股票

期权

期货与期货期权

SSF - 个股期货

固定收益

共同基金

美国金属


您可点击此处更改您的所在地设置


进一步阅读


有关期货/期权风险管理和财务控制的重要信息,请参见以下专门文章和链接:

要了解更多保证金交易的信息,可访问我们的教育中心:

前往

披露
  1. 墨西哥衍生品交易所现金账户和IRA账户(现金和保证金类型)不享有日内保证金比例。
  2. 仅限于多头持仓。
  3. 在香港期货交易所(HKFE)持有超过1,000张H股指数期货合约的保证金要求,将是正常H股指数期货合约保证金要求的两倍。

  • 如您不是印度居民,您需持有非印度居民(“NRI”)身份方可交易印度衍生品。
  • 盈透证券澳大利亚现可向除自我管理型超级基金(SMSF)以外的所有客户提供保证金贷款。点击此处了解更多信息。对于被归为零售客户的盈透澳大利亚客户,保证金贷款的金额上限为5万澳元(可能会发生调整,具体由盈透证券澳大利亚决定)。达到上限后客户便不能再开立任何会进一步提高保证金要求的仓位。但是,客户能够借贷的数额取决于多种因素,包括:客户提供的作为担保物的资金或资产的价值;客户选择投资的金融产品(根据我们基于风险的模型,我们对不同的产品提供不同的贷款额度);以及客户投资组合的维持保证金要求。一旦达到贷款金额上限,客户便不能再开立任何会进一步提高保证金要求的仓位。允许平仓或降低保证金要求的交易。有关IBKR澳大利亚保证金账户的更多信息,请参见本链接