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Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin
  • Portfolio margin

Interactive Brokers will calculate both methodologies and assess the higher of the two to your account.

The complete margin requirement details are listed in the sections below.




Futures Margin


Futures margin requirements are based on risk-based algorithms. All margin requirements are expressed in the currency of the traded product and can change frequently. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by the respective clearing house.

Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows.

Futures margin trading in an Individual Retirement Account (IRA) is subject to substantially higher margin requirements than in a non-IRA margin account. Margin rates in an IRA margin account may meet or exceed twice the overnight futures margin requirement imposed in a non-IRA margin account.

Margin requirements for futures are set by each exchange.


Margin Requirements

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 9820.15 N/A 9820.15 7856.12 EUR Yes 2 9820.15 7856.12
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 853.125 N/A 853.125 682.50 USD No 853.125 682.50
CBOT2YY2 Year Micro Treasury Yield 2YY 1564.17 N/A 1564.17 1251.34 USD No 1564.17 1251.34
CBOT30Y30 Year Micro Treasury Yield 30Y 794.972 N/A 794.972 635.977 USD No 794.972 635.977
CBOT5YY5 Year Micro Treasury Yield 5YY 1134.64 N/A 1134.64 907.712 USD No 1134.64 907.712
CBOTAIGCIBloomberg Commodity Index AW 1243.04 N/A 1243.04 994.432 USD No 1243.04 994.432
CBOTB1U30-Year Deliverable Interest Rate Swap Futures B1U 6250.06 N/A 6250.06 5000.05 USD No 6250.06 5000.05
CBOTACEthanol -CME EH 6125 N/A 6125 4900 USD No 6125 4900
CBOTF1U5-Year Deliverable Interest Rate Swap Futures F1U 7113.69 N/A 7113.69 5690.96 USD No 7113.69 5690.96
CBOTKEHard Red Winter Wheat -KCBOT- KE 6214.74 N/A 6214.74 4971.79 USD Yes 6214.74 4971.79
CBOTLIT2-Year Eris Swap Futures LIT 295.279 N/A 295.279 222.161 USD No 295.279 222.161
CBOTLIW5-Year Eris Swap Futures LIW 63.2075 N/A 63.2075 50.566 USD No 63.2075 50.566
CBOTMYMMicro E-Mini Dow Jones Industrial Average Index MYM 676.582 588.3325 966.546 840.475 USD No 966.546 840.475
CBOTN1U10-Year Deliverable Interest Rate Swap Futures N1U 10418.50 N/A 10418.50 8334.80 USD No 10418.50 8334.80
CBOTDJUSREDow Jones US Real Estate Index RX 4832.25 N/A 4832.25 3865.80 USD No 4832.25 3865.80
CBOTT1U2-Year Deliverable Interest Rate Swap Futures T1U 850.196 N/A 850.196 680.156 USD No 850.196 680.156
CBOTTNUltra 10-Year US Treasury Note TN 4317.78 N/A 4317.78 3454.22 USD No 4317.78 3454.22
CBOTTWE20-Year U.S. Treasury Bond TWE 6125.07 N/A 6125.07 4900.05 USD No 6125.07 4900.05
CBOTUBUltra Treasury Bond UB 8125 N/A 8125 6500 USD Yes 8125 6500
CBOTYCMini Sized Corn Futures XC 701.732 N/A 701.732 561.385 USD No 701.732 561.385
CBOTYKMini Sized Soybean Futures XK 1362.23 N/A 1362.23 1089.79 USD No 1362.23 1089.79
CBOTYWMini Sized Wheat Futures XW 971.544 N/A 971.544 777.235 USD No 971.544 777.235
CBOTYIW5-Year Eris SOFR Swap Futures YIW 64.2658 N/A 64.2658 51.4126 USD No 64.2658 51.4126
CBOTYME-mini Dow Jones Industrial Average YM 6765.82 5883.325 9665.46 8404.75 USD Yes 9665.46 8404.75
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3203.85 N/A 3203.85 2563.08 USD No 3203.85 2563.08
CBOTZB30 Year US Treasury Bond ZB 5634.69 N/A 5634.69 4507.76 USD Yes 5634.69 4507.76
CBOTZCCorn Futures ZC 3508.66 N/A 3508.66 2806.93 USD Yes 3508.66 2806.93
CBOTZF5 Year US Treasury Note ZF 2125.32 N/A 2125.32 1700.25 USD Yes 2125.32 1700.25
CBOTZLSoybean Oil Futures ZL 4645.36 N/A 4645.36 3716.29 USD Yes 4645.36 3716.29
CBOTZMSoybean Meal Futures ZM 4684.64 N/A 4684.64 3747.71 USD Yes 4684.64 3747.71
CBOTZN10 Year US Treasury Note ZN 2833.74 N/A 2833.74 2266.99 USD Yes 2833.74 2266.99
CBOTZOOat Futures ZO 5397.77 N/A 5397.77 4318.22 USD Yes 5397.77 4318.22
CBOTZQ30 Day Fed Funds ZQ 1125.00 N/A 1125.00 900.00 USD Yes 2 1125.00 900.00
CBOTZRRough Rice Futures ZR 5435.13 N/A 5435.13 4348.11 USD Yes 5435.13 4348.11
CBOTZSSoybean Futures ZS 6811.16 N/A 6811.16 5448.93 USD Yes 6811.16 5448.93
CBOTZT2 Year US Treasury Note ZT 1844.65 N/A 1844.65 1475.72 USD Yes 1844.65 1475.72
CBOTZWWheat Futures ZW 4857.72 N/A 4857.72 3886.18 USD Yes 4857.72 3886.18
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
CDEBAX3 Month Canadian Bankers' Acceptance Futures BAX 1664.97 N/A 1664.97 1331.98 CAD No 1664.97 1331.98
CDECGB10 Year Government of Canada Bonds CGB 4545.88 N/A 4545.88 3636.70 CAD No 4545.88 3636.70
CDECGF5 Year Government of Canada Bonds CGF 2669.83 N/A 2669.83 2135.86 CAD No 2669.83 2135.86
CDECGZ2 Year Government of Canada Bonds CGZ 1144.53 N/A 1144.53 915.622 CAD No 1144.53 915.622
CDECRA3 Month CORRA CRA 813.075 N/A 813.075 650.46 CAD No 813.075 650.46
CDETSXS&P TSX COMPOSITE INDEX SCF 22060.41 N/A 22060.41 17648.33 CAD No 22060.41 17648.33
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXF 12197.55 9758.04 17425.06 13940.05 CAD No 17425.06 13940.05
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXM 13368.07 N/A 13368.07 10694.45 CAD No 13368.07 10694.45
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 10802.60 N/A 10802.60 8642.08 USD No 10802.60 8642.08
CFEIBXXIBIGiBoxx iShares $ Investment Grade Corporate Bond Index TR IBIG 9840.72 N/A 9840.72 7872.57 USD No 9840.72 7872.57
CFEVIXCBOE Volatility Index VX 10450 N/A 10450 8360 USD No 28994.85 23195.88
CFEVIXCBOE Volatility Index VX23 10450 N/A 10450 8360 USD No 30663.28 24530.62
CFEVIXCBOE Volatility Index VX24 10450 N/A 10450 8360 USD No 30190.11 24152.09
CFEVIXCBOE Volatility Index VX26 10450 N/A 10450 8360 USD No 31510.60 25208.48
CFEVIXCBOE Volatility Index VX27 10450 N/A 10450 8360 USD No 30872.49 24697.99
CFEVIXCBOE Volatility Index VX28 10450 N/A 10450 8360 USD No 30654.59 24523.67
CFEVXMMini Cboe Volatility Index Futures VXM 1045 N/A 1045 836 USD No 2849.89 2279.91
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 3080.48 N/A 3080.48 2464.39 USD Yes 3080.48 2464.39
CMEGBPBritish pound 6B 3500.02 N/A 3500.02 2800.02 USD Yes 3500.02 2800.02
CMECADCanadian dollar 6C 2649.32 N/A 2649.32 2119.46 USD Yes 2649.32 2119.46
CMEEUREuropean Monetary Union Euro 6E 8377.09 N/A 8377.09 6701.67 USD Yes 8377.09 6701.67
CMEJPYJapanese yen 6J 4650 N/A 4650 3720 USD Yes 4650 3720
CMEBREBrazilian Real in US Dollars 6L 2084.67 N/A 2084.67 1516.125 USD Yes 2 2084.67 1516.125
CMEMXPMexican Peso 6M 2142 N/A 2142 1713.60 USD Yes 2142 1713.60
CMENZDNew Zealand dollar 6N 2473.69 N/A 2473.69 1978.96 USD Yes 2 2473.69 1978.96
CMERUR *Russian Ruble in US Dollars 6R 39046.875 N/A 39046.875 31237.50 USD Yes 2 39046.875 31237.50
CMECHFSwiss franc 6S 5625.06 N/A 5625.06 4500.05 USD Yes 5625.06 4500.05
CMEZARSouth African Rand 6Z 2376.87 N/A 2376.87 1901.49 USD No 2376.87 1901.49
CMEACDAustralian dollar ACD 15101.72 N/A 15101.72 12081.37 CAD No 15101.72 12081.37
CMEAJYAustralian dollar AJY 2749567.46 N/A 2749567.46 2199653.97 JPY No 2749567.46 2199653.97
CMEBQXCME E-Mini NASDAQ Biotechnology BIO 31859.68 N/A 31859.68 25487.75 USD No 31859.68 25487.75
CMEBOSBoston Housing Index BOS 4865.62 N/A 4865.62 3892.50 USD No 4865.62 3892.50
CMEBSBYThree-Month Bloomberg Short-Term Bank Yield BSB 3534.42 N/A 3534.42 2827.53 USD No 3534.42 2827.53
CMEBRRCME CF Bitcoin Reference Rate BTC 86229.85 N/A 86229.85 68983.88 USD Yes 86229.85 68983.88
CMEBTCEURRRCME CF Bitcoin-Euro Reference Rate BTE 74906.25 N/A 74906.25 59925 EUR No 149812.50 119850
CMECBCME Cash-Settled Butter Futures CB 6795.85 N/A 6795.85 5436.68 USD No 6795.85 5436.68
CMECHIChicago Housing Index CHI 2953.125 N/A 2953.125 2362.50 USD No 2953.125 2362.50
CMECLPChilean peso CHP 8689.03 N/A 8689.03 6951.22 USD No 8689.03 6951.22
CMECJYCanadian dollar CJY 2872220.28 N/A 2872220.28 2297776.23 JPY No 2872220.28 2297776.23
CMECNHUnited States dollar CNH 55983.45 N/A 55983.45 44786.76 CNH No 55983.45 44786.76
CMECSCCheese CSC 6828.57 N/A 6828.57 5462.85 USD No 6828.57 5462.85
CMECUSHousing Index Composite CUS 7781.25 N/A 7781.25 3937.50 USD No 7781.25 3937.50
CMECZKCzech koruna CZK 22414.49 N/A 22414.49 17931.59 USD Yes 2 22414.49 17931.59
CMEDAMILK CLASS III INDEX DC 4732.30 N/A 4732.30 3785.84 USD Yes 4732.30 3785.84
CMEDENDenver Housing Index DEN 4968.75 N/A 4968.75 3975 USD No 4968.75 3975
CMEDYCME DRY WHEY INDEX DY 2650.70 N/A 2650.70 2120.56 USD No 2650.70 2120.56
CMEE7European Monetary Union Euro E7 4171.72 N/A 4171.72 3337.38 USD No 4171.72 3337.38
CMEEADEuropean Monetary Union Euro EAD 20052.09 N/A 20052.09 16041.67 AUD No 20052.09 16041.67
CMEECDEuropean Monetary Union Euro ECD 14814.05 N/A 14814.05 11851.24 CAD No 14814.05 11851.24
CMEECKCzech koruna ECK 10612 N/A 10612 8489.60 EUR No 10612 8489.60
CMEEHFHungarian forint EHF 8196.44 N/A 8196.44 6557.15 EUR Yes 2 8196.44 6557.15
CMEEMDE-mini S&P Midcap 400 Futures EMD 19227.16 15381.72 27467.36 21973.89 USD Yes 2 27467.36 21973.89
CMENIYYen Denominated Nikkei 225 Index ENY 171928.13 137542.50 245611.62 196489.29 JPY No 245611.62 196489.29
CMEEPZPolish zloty EPZ 10337.84 N/A 10337.84 8270.27 EUR Yes 2 10337.84 8270.27
CMEESE-mini S&P 500 ES 8748.06 7952.78 12497.23 11361.12 USD Yes 12497.23 11361.12
CMESPXESUPE-mini S&P 500 ESG ESG 14582.89 N/A 14582.89 11666.31 USD No 14582.89 11666.31
CMEETHEURRRCME CF Ether-Euro Reference Rate ETE 52781.25 N/A 52781.25 42225 EUR No 105562.50 84450
CMEETHUSDRRCME CF Ether-Dollar Reference Rate ETH 63380.30 N/A 63380.30 50704.24 USD Yes 126760.60 101408.48
CMEGSCIS&P-GSCI Index GD 32087.12 N/A 32087.12 25669.70 USD No 32087.12 25669.70
CMEGDKClass IV Milk - 200k lbs GDK 2557.42 N/A 2557.42 2045.94 USD No 2557.42 2045.94
CMEGEEuro-Dollar GE 1087.50 N/A 1087.50 870.003 USD Yes 1087.50 870
CMEGFFeeder Cattle GF 7468.66 N/A 7468.66 5974.93 USD Yes 7468.66 5974.93
CMEEM1 Month LIBOR (Int. Rate) GLB 1344.93 N/A 1344.93 1075.94 USD No 1344.93 1075.94
CMENFNON FAT DRY MILK INDEX GNF 4600.23 N/A 4600.23 3680.18 USD No 4600.23 3680.18
CMEHELean Hogs HE 4455.63 N/A 4455.63 3564.51 USD Yes 4455.63 3564.51
CMEHUFHungarian forint HUF 14215.07 N/A 14215.07 11372.05 USD Yes 2 14215.07 11372.05
CMEIBAABovespa Index - USD IBV 27500 N/A 27500 22000 USD No 27500 22000
CMEILSIsraeli Shekel in US Dollar ILS 24856.86 N/A 24856.86 19885.49 USD Yes 2 24856.86 19885.49
CMEJ7Japanese yen J7 2325 N/A 2325 1860 USD No 2325 1860
CMEKRWKorean Won KRW 20426.56 N/A 20426.56 16341.25 USD Yes 2 13217.19 10573.75
CMELAVLas Vegas Housing Index LAV 4203.125 N/A 4203.125 3362.50 USD No 4203.125 3362.50
CMELAXLos Angeles Housing Index LAX 9175.39 N/A 9175.39 4957.50 USD No 9175.39 4957.50
CMELBRLumber Futures LBR 1375 N/A 1375 1100 USD No 1375 1100
CMELELive Cattle LE 3681.40 N/A 3681.40 2945.12 USD Yes 3681.40 2945.12
CMEM2KMicro E-Mini Russell 2000 Index M2K 655.96 524.768 937.085 749.668 USD No 937.085 749.668
CMEM6AAustralian dollar M6A 308.048 N/A 308.048 246.439 USD No 308.048 246.439
CMEM6BBritish pound M6B 350.002 N/A 350.002 280.002 USD No 350.002 280.002
CMEM6CUnited States dollar M6C 1476.05 N/A 1476.05 1180.84 CAD No 1476.05 1180.84
CMEM6EEuropean Monetary Union Euro M6E 807.43 N/A 807.43 645.944 USD No 807.43 645.944
CMEM6JUnited States dollar M6J 137574.80 N/A 137574.80 110059.84 JPY No 137574.80 110059.84
CMEM6SUnited States dollar M6S 983.459 N/A 983.459 786.767 CHF No 983.459 786.767
CMEMBTMicro Bitcoin MBT 1724.60 N/A 1724.60 1379.68 USD Yes 1724.60 1379.68
CMEMCDCanadian dollar MCD 264.932 N/A 264.932 211.946 USD No 264.932 211.946
CMEMESMicro E-Mini S&P 500 Stock Price Index MES 874.806 795.278 1249.72 1136.11 USD Yes 1249.72 1136.11
CMEMETMicro Ether MET 126.761 N/A 126.761 101.408 USD Yes 253.521 202.817
CMEMIAMiami Housing Index MIA 6359.375 N/A 6359.375 5087.50 USD No 6359.375 5087.50
CMEMIRIndian Rupee MIR 1514.125 N/A 1514.125 1211.30 USD No 1514.125 1211.30
CMEMNHUnited States dollar MNH 5578.18 N/A 5578.18 4462.55 CNH No 5578.18 4462.55
CMEMNQMicro E-Mini Nasdaq-100 Index MNQ 1423.36 1293.96 2033.37 1848.51 USD Yes 2033.37 1848.51
CMEMSFSwiss franc MSF 562.506 N/A 562.506 450.005 USD No 562.506 450.005
CMENIYYen Denominated Nikkei 225 Index NIY 858301.66 686641.33 1226145.23 980916.18 JPY No 1226145.23 980916.18
CMENKDDollar Denominated Nikkei 225 Index NKD 16033.02 N/A 16033.02 12826.42 USD No 16033.02 12826.42
CMENOKNorwegian krone NOK 27502.97 N/A 27502.97 22002.37 USD No 27502.97 22002.37
CMENQE-mini NASDAQ 100 NQ 14233.56 12939.60 20333.65 18485.14 USD Yes 20333.65 18485.14
CMENYMNew York Housing Index NYM 4328.125 N/A 4328.125 3462.50 USD No 4328.125 3462.50
CMEPJYBritish pound PJY 2446911.21 N/A 2446911.21 1957528.97 JPY No 2446911.21 1957528.97
CMEPLNPolish zloty PLN 17754.72 N/A 17754.72 14203.78 USD Yes 2 17754.72 14203.78
CMEPSFBritish pound PSF 13152.45 N/A 13152.45 10521.96 CHF No 13152.45 10521.96
CMERFEuropean Monetary Union Euro RF 4545 N/A 4545 3636 CHF No 4545 3636
CMERMBCME Chinese Renminbi in US Dollar Cross Rate RMB 8804.375 N/A 8804.375 7043.50 USD Yes 2 8804.375 7043.50
CMERMECME Chinese Renminbi in Euro Cross Rate RME 9688.75 N/A 9688.75 7751.00 EUR Yes 2 9688.75 7751.00
CMERPEuropean Monetary Union Euro RP 6734.375 N/A 6734.375 5387.50 GBP No 6734.375 5387.50
CMERS1E-mini Russell 1000 Index Futures RS1 11089.35 N/A 11089.35 8871.48 USD No 11089.35 8871.48
CMERSGE-mini Russell 1000 Growth Index Futures RSG 33567.05 N/A 33567.05 26853.64 USD No 33567.05 26853.64
CMERSVE-Mini Russell 1000 Value Index Futures RSV 13753.59 N/A 13753.59 11002.87 USD No 13753.59 11002.87
CMERTYE-mini Russell 2000 Index RTY 6559.60 5247.68 9370.85 7496.68 USD Yes 9370.85 7496.68
CMERYEuropean Monetary Union Euro RY 957787.05 N/A 957787.05 766229.64 JPY Yes 2 957787.05 766229.64
CMESPXDIVANS&P 500 Dividend Points (Annual) Index SDA 4371.69 N/A 4371.69 3450 USD No 4371.69 3450
CMESDGSan Diego Housing Index SDG 9526.37 N/A 9526.37 5000 USD No 9526.37 5000
CMESEKSwedish krona SEK 21865.84 N/A 21865.84 17492.67 USD No 21865.84 17492.67
CMESFRSan Francisco Housing Index SFR 8241.21 N/A 8241.21 4162.50 USD No 8241.21 4162.50
CMESGXS&P 500 / Citigroup Growth Index SG 190791.24 N/A 190791.24 152632.99 USD No 190791.24 152632.99
CMESIRIndian Rupee SIR 7570.625 N/A 7570.625 6056.50 USD No 7570.625 6056.50
CMESJYSwiss franc SJY 3762500.75 N/A 3762500.75 3010000.60 JPY No 3762500.75 3010000.60
CMESMCE-Mini S&P SmallCap 600 Futures SMC 42501.16 N/A 42501.16 34000.93 USD No 42501.16 34000.93
CMESONIASterling Overnight Index Average SON 1551.57 N/A 1551.57 1241.26 GBP No 1551.57 1241.26
CMESOFR1Secured Overnight Financing Rate 1-month average of rates SR1 687.50 N/A 687.50 550.00 USD No 687.50 550.00
CMESOFR3Secured Overnight Financing Rate 3-month average of rates SR3 1090.55 N/A 1090.55 872.441 USD Yes 1090.55 872.441
CMESVXS&P 500 / Citigroup Value Index SU 91420.42 N/A 91420.42 73136.34 USD No 91420.42 73136.34
CMEVOLQNASDAQ-100 Volatility Index VLQ 1409.375 N/A 1409.375 1127.50 USD No 2401 1920.80
CMEWDCWashington DC Housing Index WDC 7029.69 N/A 7029.69 3717.50 USD No 7029.69 3717.50
CMEIXBMaterials Select Sector Index XAB 17917.02 N/A 17917.02 14333.62 USD No 17917.02 14333.62
CMEIXEEnergy Select Sector Index XAE 20863.32 N/A 20863.32 16690.65 USD No 20863.32 16690.65
CMEIXMFinancial Select Sector Index XAF 18413.37 N/A 18413.37 14730.70 USD No 18413.37 14730.70
CMEIXIIndustrial Select Sector Index XAI 19524.15 N/A 19524.15 15619.32 USD No 19524.15 15619.32
CMEIXTTechnology Select Sector Index - XAK 39073.96 N/A 39073.96 31259.16 USD No 39073.96 31259.16
CMEIXRConsumer Staples Select Sector Index XAP 9243.80 N/A 9243.80 7395.04 USD No 9243.80 7395.04
CMEIXREReal Estate Select Sector Index XAR 10001.53 N/A 10001.53 8001.22 USD No 10001.53 8001.22
CMEIXUUtilities Select Sector Index XAU 8902.41 N/A 8902.41 7121.93 USD No 8902.41 7121.93
CMEIXVHealth Care Select Sector Index XAV 15758.69 N/A 15758.69 12606.95 USD No 15758.69 12606.95
CMEIXYConsumer Discretionary Select Sector Index XAY 35254.46 N/A 35254.46 28203.57 USD No 35254.46 28203.57
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 9112.50 N/A 9112.50 7290.00 USD No 9112.50 7290.00
COMEXGCGold GC 11029.14 N/A 11029.14 8823.31 USD Yes 11029.14 8823.31
COMEXHGCopper Index HG 28447.49 N/A 28447.49 22757.99 USD Yes 28447.49 22757.99
COMEXHRCHot-Rolled Coil Steel Index HRC 3050.76 N/A 3050.76 2440.61 USD No 3050.76 2440.61
COMEXMGCE-Micro Gold MGC 1102.91 N/A 1102.91 882.331 USD No 1102.91 882.331
COMEXMHGMicro Copper MHG 1236.85 N/A 1236.85 989.478 USD No 1236.85 989.478
COMEXQCCOMEX MINY Copper QC 12986.90 N/A 12986.90 10389.52 USD No 12986.90 10389.52
COMEXQICOMEX MINY Silver QI 9232.42 N/A 9232.42 7385.94 USD No 9232.42 7385.94
COMEXQOCOMEX MINY Gold QO 5514.57 N/A 5514.57 4411.66 USD No 5514.57 4411.66
COMEXSGCShanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures SGC 34893.21 N/A 34893.21 27914.57 CNH No 34893.21 27914.57
COMEXSGUFShanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures SGU 5879.96 N/A 5879.96 4703.97 USD No 5879.96 4703.97
COMEXSISilver Index SI 18464.84 N/A 18464.84 14771.875 USD Yes 18464.84 14771.875
COMEXSISilver Index SIL 3692.97 N/A 3692.97 2954.375 USD No 3692.97 2954.375
COMEXUXUranium Index UX 2563.36 N/A 2563.36 2050.69 USD No 2563.36 2050.69
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 82480.00 N/A 82480.00 65984.00 EUR No 82480.00 65984.00
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
EUREXABBA1ABBN: ABB LTD-REG: ADJ ABBF 657.137 N/A 657.137 525.709 CHF No 657.137 525.709
EUREXCONFSwiss Federal Long-Term Bonds CONF 15175.44 N/A 15175.44 12140.35 CHF No 15175.44 12140.35
EUREXFBONEuro BONO Futures on Long-term Spanish Government Bonds FBON 12485.17 N/A 12485.17 9988.13 EUR No 12485.17 9988.13
EUREXBTPEuro-BTP Italian Government Bond FBTP 5779.87 N/A 5779.87 4623.90 EUR Yes 5779.87 4623.90
EUREXBTSShort-Term Euro-BTP Italian Government Bond FBTS 2303.75 N/A 2303.75 1843.00 EUR No 2303.75 1843.00
EUREXDJUBSDow Jones-UBS Commodity Index FCCO 3825.90 N/A 3825.90 3060.72 USD No 3825.90 3060.72
EUREXSD3EDEuro Stoxx Select Dividend 30 DVP FD3D 2787.68 N/A 2787.68 2022.00 EUR No 2787.68 2022.00
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDAX 27225.24 21780.19 38893.20 31114.56 EUR Yes 38199.81 30559.85
EUREXDDAXDivDAX Price Index FDIV 10531.10 N/A 10531.10 8424.88 EUR Yes 2 10531.10 8424.88
EUREXDDXDIVPTDivDAX Dividend Points Index FDVD 2423.71 N/A 2423.71 1758 EUR No 2423.71 1758
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXM 5445.05 4356.04 7778.64 6222.91 EUR No 7639.96 6111.97
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXS 1089.01 871.208 1555.73 1244.58 EUR Yes 1527.99 1222.39
EUREXDBEAEURO STOXX Banks Index Dividend Futures FEBD 398.371 N/A 398.371 318.697 EUR No 398.371 318.697
EUREXDJSDDow Jones Euro STOXX Select Dividend 30 Index FEDV 3873.75 N/A 3873.75 3099 EUR Yes 2 3873.75 3099
EUREXESADow Jones Euro STOXX 600 Automobile & Parts FESA 8852.71 N/A 8852.71 7082.16 EUR Yes 2 8852.71 7082.16
EUREXSX7EDow Jones Euro STOXX Banks Index FESB 607.193 485.754 867.419 693.935 EUR Yes 783.62 626.896
EUREXSX4EDow Jones Euro STOXX Chemicals FESC 7412.81 N/A 7412.81 5930.25 EUR Yes 2 7412.81 5930.25
EUREXESEDow Jones Euro STOXX Oil & Gas FESE 2123.72 N/A 2123.72 1698.98 EUR Yes 2 2123.72 1698.98
EUREXESFDow Jones Euro STOXX Financial Services Index FESF 2710.80 N/A 2710.80 2168.64 EUR Yes 2 2331.30 1865.04
EUREXSXNEDow Jones Euro STOXX Industrial Goods&Services FESG 6296.60 N/A 6296.60 5037.28 EUR Yes 2 6296.60 5037.28
EUREXSXDEDow Jones Euro STOXX Healthcare FESH 3728.76 N/A 3728.76 2983.01 EUR Yes 2 3728.76 2983.01
EUREXESIDow Jones Euro STOXX Insurance FESI 2248.78 N/A 2248.78 1799.02 EUR Yes 2 1852.72 1482.18
EUREXESMDow Jones Euro STOXX Media Index FESM 1235.97 N/A 1235.97 988.773 EUR Yes 2 1235.97 988.773
EUREXSXOEDow Jones Euro STOXX Construction FESN 2911.47 N/A 2911.47 2329.17 EUR Yes 2 2686.49 2149.19
EUREXSX3EDow Jones Euro STOXX Food&Beverages FESO 2701.56 N/A 2701.56 2161.25 EUR Yes 2 2701.56 2161.25
EUREXSXREDow Jones Euro STOXX Retail FESR 3355.45 N/A 3355.45 2684.36 EUR Yes 2 3374.40 2699.52
EUREXSXPEDow Jones Euro STOXX Basic Resources FESS 1444.10 N/A 1444.10 1155.28 EUR Yes 2 1444.10 1155.28
EUREXSXKEDow Jones Euro STOXX Telecommunications FEST 1341.87 N/A 1341.87 1073.50 EUR Yes 2 1341.87 1073.50
EUREXESUDow Jones Euro STOXX Utilities Index FESU 1685.98 N/A 1685.98 1348.78 EUR Yes 1574.19 1259.35
EUREXSXTEDow Jones Euro STOXX Travel & Leisure FESV 1641.25 N/A 1641.25 1313.00 EUR Yes 2 1641.25 1313.00
EUREXESTX50Dow Jones Euro STOXX50 FESX 3137.35 2509.88 4481.93 3585.55 EUR Yes 4481.93 3585.55
EUREXSX8EDow Jones Euro STOXX Technology FESY 14560.49 N/A 14560.49 11648.39 EUR Yes 2 14560.49 11648.39
EUREXSXQEDow Jones Euro STOXX Personal & Household Goods FESZ 10218.75 N/A 10218.75 8175.00 EUR Yes 2 10218.75 8175.00
EUREXEU3Three Month EURIBOR FEU3 1315.24 N/A 1315.24 1052.19 EUR Yes 1315.24 1052.19
EUREXDESX5Dow Jones EURO STOXX 50 Index-Dividenden FEXD 2794.60 2003.40 3992.28 2862.00 EUR Yes 3992.28 2862.00
EUREXOMXH25OMX Helsinki 25 Index FFOX 10487.71 N/A 10487.71 8390.17 EUR Yes 2 10487.71 8390.17
EUREXGBLEuro Bund (10 Year Bond) FGBL 4712.64 N/A 4712.64 3770.11 EUR Yes 6415.81 5132.65
EUREXGBMEuro Bobl (5 Year Bond) FGBM 3033.88 N/A 3033.88 2427.10 EUR Yes 3557.56 2846.05
EUREXGBSEuro Schatz (2 Year Bond) FGBS 1319.63 N/A 1319.63 1055.70 EUR Yes 1319.63 1055.70
EUREXGBXEuro Buxl (15 - 30 Year Bond) FGBX 9872.21 N/A 9872.21 7897.77 EUR Yes 13337.13 10669.70
EUREXDJESLEuro Stoxx Large FLCE 2239.63 N/A 2239.63 1791.71 EUR No 2239.63 1791.71
EUREXDJ200LDow Jones STOXX Large 200 Index FLCP 2135.65 N/A 2135.65 1708.52 EUR No 1899.61 1519.69
EUREXDJESMEuro Stoxx Mid FMCE 2060.32 N/A 2060.32 1648.25 EUR No 2060.32 1648.25
EUREXDJ200Dow Jones STOXX MID 200 Index FMCP 2318.53 N/A 2318.53 1854.83 EUR Yes 2 2179.06 1743.25
EUREXM1MSMSCI Emerging Markets Asia FMEA 3535.76 2828.61 5051.08 4040.87 USD No 4665.25 3732.20
EUREXM1EFMSCI Emerging Markets Net Total Return Index FMEM 7050.26 N/A 7050.26 5640.21 USD No 7050.26 5640.21
EUREXMXEUMSCI Europe FMEP 1658.40 N/A 1658.40 1326.72 EUR No 1658.40 1326.72
EUREXM7EUMSCI Europe Net Return EUR Index FMEU 2609.27 N/A 2609.27 2087.41 EUR No 2067.00 1653.60
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5973.475 N/A 5973.475 4778.78 USD No 5973.475 4778.78
EUREXMBWOMSCI World Net EUR Index 1 FMWN 3188.96 N/A 3188.96 2551.17 EUR No 2788.63 2230.90
EUREXM1WOMSCI World NETR USD Index FMWO 7436.64 N/A 7436.64 5949.31 USD No 7413.04 5930.43
EUREXMXWOMSCI World Index FMWP 5066.08 N/A 5066.08 4052.87 USD No 5066.08 4052.87
EUREXOATEuro-OAT French Government Bond FOAT 4999.35 N/A 4999.35 3999.48 EUR No 6450.95 5160.76
EUREXDJESSEuro Stoxx Small FSCE 1493.19 N/A 1493.19 1194.55 EUR No 1337.68 1070.14
EUREXDJ200SDow Jones STOXX Small 200 Index FSCP 1562.33 N/A 1562.33 1249.86 EUR No 1411.90 1129.52
EUREXSXXPESGXSTOXX Europe 600 ESG-X FSEG 1581.54 N/A 1581.54 1265.23 EUR No 1480.59 1184.47
EUREXSLISwiss Leader Index (PREIS_INDEX) FSLI 4465.42 N/A 4465.42 3572.33 CHF Yes 2 4465.42 3572.33
EUREXSMIDPSMI Dividend Points Index FSMD 9647.98 N/A 9647.98 6998.00 CHF No 9647.98 6998.00
EUREXSMISwiss Market Index FSMI 6422.24 5137.79 9174.625 7339.70 CHF Yes 9174.625 7339.70
EUREXSMIMSwiss Mid-cap Index FSMM 5630.93 N/A 5630.93 4504.75 CHF Yes 2 5630.93 4504.75
EUREXSMISwiss Market Index FSMS 642.224 513.779 917.4625 733.97 CHF No 917.4625 733.97
EUREXMDAXMidcap DAX FSMX 3075.41 N/A 3075.41 2460.33 EUR No 2868.25 2294.60
EUREXSXAPDow Jones STOXX 600 Automobiles & Parts FSTA 5767.93 N/A 5767.93 4614.34 EUR Yes 2 5767.93 4614.34
EUREXSX7PDow Jones STOXX 600 Banks FSTB 1129.76 N/A 1129.76 903.81 EUR Yes 1036.92 829.54
EUREXSX4PDow Jones STOXX 600 Chemicals FSTC 6299.15 N/A 6299.15 5039.32 EUR Yes 2 6299.15 5039.32
EUREXSXEPDow Jones STOXX 600 Oil & Gas FSTE 2234.42 N/A 2234.42 1787.53 EUR Yes 2234.42 1787.53
EUREXSXFPDow Jones STOXX 600 Financial Services Index FSTF 3517.41 N/A 3517.41 2813.93 EUR Yes 2 3015.71 2412.57
EUREXSXNPDow Jones STOXX 600 Industrial Goods & Services Index FSTG 3939.34 N/A 3939.34 3151.47 EUR Yes 2 3799.57 3039.65
EUREXSXDPDow Jones STOXX 600 Healthcare FSTH 3883.13 N/A 3883.13 3106.50 EUR Yes 2 3883.13 3106.50
EUREXSXIPDow Jones STOXX 600 Insurance FSTI 2193.81 N/A 2193.81 1755.045 EUR Yes 2 1934.975 1547.98
EUREXSX86PDow Jones STOXX 600 Real Estate FSTL 831.889 N/A 831.889 665.511 EUR No 831.889 665.511
EUREXSXMPDow Jones STOXX 600 Media FSTM 1492.53 N/A 1492.53 1194.03 EUR Yes 2 1492.53 1194.03
EUREXSXOPDow Jones STOXX 600 Construction & Materials FSTN 3168.55 N/A 3168.55 2534.84 EUR Yes 2 2873.50 2298.80
EUREXSX3PDow Jones STOXX 600 Food & Beverage Index FSTO 3402.20 N/A 3402.20 2721.76 EUR Yes 2 3402.20 2721.76
EUREXSXRPDow Jones STOXX 600 Retail FSTR 1904.86 N/A 1904.86 1523.89 EUR Yes 2 2142.06 1713.65
EUREXSXPPDow Jones STOXX 600 Basic Resources Index FSTS 4222.49 N/A 4222.49 3377.99 EUR Yes 4222.49 3377.99
EUREXSXKPDow Jones STOXX 600 Telecommunications FSTT 1128.12 N/A 1128.12 902.50 EUR Yes 2 1128.12 902.50
EUREXSX6PDow Jones STOXX 600 Utilities FSTU 1652.75 N/A 1652.75 1322.20 EUR Yes 1514.06 1211.25
EUREXSXTPDow Jones STOXX 600 Travel & Leisure FSTV 1845.40 N/A 1845.40 1476.32 EUR Yes 2 1845.40 1476.32
EUREXSTXDow Jones STOXX50 FSTX 3448.32 N/A 3448.32 2758.66 EUR Yes 2 3139.35 2511.48
EUREXSX8PDow Jones STOXX 600 Technology FSTY 7806.00 N/A 7806.00 6244.80 EUR Yes 2 7806.00 6244.80
EUREXSXQPDow Jones STOXX 600 Personal & Household Goods FSTZ 5546.77 N/A 5546.77 4437.41 EUR Yes 2 5546.77 4437.41
EUREXESTX50Dow Jones Euro STOXX50 FSXE 313.735 250.988 448.193 358.555 EUR No 448.193 358.555
EUREXTDXTECDAX FTDX 8961.14 N/A 8961.14 7168.91 EUR Yes 2 8961.14 7168.91
EUREXV2TXVSTOXX Volatility Index FVS 1062.50 N/A 1062.50 850 EUR Yes 2810.94 2248.75
EUREXDJESDow Jones Euro STOXX Price Index FXXE 2115.46 N/A 2115.46 1692.37 EUR No 2104.51 1683.61
EUREXDJ600Dow Jones STOXX 600 Index FXXP 1441.23 1152.99 2058.91 1647.12 EUR Yes 1890.56 1512.44
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 12383.08 N/A 12383.08 9906.47 EUR No 12383.08 9906.47
FTAEOEAMS EOE Index FTI 9362.93 7490.34 13375.61 10700.49 EUR Yes 13375.61 10700.49
FTAEOEAMS EOE Index MFA 936.293 749.034 1337.56 1070.05 EUR No 1337.56 1070.05
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 83301.84 N/A 83301.84 66641.47 HKD No 83301.84 66641.47
HKFECNHUnited States dollar CUS 44496.66 N/A 44496.66 35597.33 CNH Yes 44496.66 35597.33
HKFEHHIDPIHSCEI Dividend Point Index DHH 3282.86 N/A 3282.86 2378.00 HKD No 3282.86 2378.00
HKFEHSIDPIHSI Dividend Point Index DHS 9880.37 N/A 9880.37 7150 HKD No 9880.37 7150
HKFEGDRCNH Gold Futures GDR 66520.03 N/A 66520.03 53216.03 CNH No 66520.03 53216.03
HKFEGDUUSD Gold Futures GDU 12176.19 N/A 12176.19 9740.96 USD No 12176.19 9740.96
HKFEHHI.HK 3Hang Seng China Enterprise Index HHI 33757.50 27006 48225 38580 HKD Yes 48225 38580
HKFEHSIHang Seng Stock Index HSI 81134.38 64907.51 115906.26 92725.01 HKD Yes 115906.26 92725.01
HKFEHSTECHHang Seng TECH Index HTI 24730.24 19784.20 35328.92 28263.14 HKD Yes 35328.92 28263.14
HKFEMCAMSCI China A 50 Connect Index MCA 3817.10 N/A 3817.10 3053.68 USD No 3817.10 3053.68
HKFEMCH.HKMini-Hang Seng China Enterprises Index MCH 6751.50 5401.20 9645 7716 HKD Yes 9645 7716
HKFEMCSUnited States dollar MCS 9099.81 N/A 9099.81 7279.84 CNH No 9099.81 7279.84
HKFEMHIMini Hang Seng Index MHI 16226.88 12981.50 23181.25 18545.00 HKD Yes 23181.25 18545.00
HKFEMID.HKMSCI Indonesia Index (USD) - HKFE MIA 1188.84 N/A 1188.84 951.072 USD No 1188.84 951.072
HKFEMNDMSCI India Index (USD) - HKFE MND 2620.10 N/A 2620.10 2096.08 USD No 2620.10 2096.08
HKFEMTWMSCI Taiwan (USD) Index - HKFE MTW 3710.70 N/A 3710.70 2968.56 USD No 3710.70 2968.56
HKFEVHSIHang Seng Volatility Index VHS 67656.25 N/A 67656.25 54125 HKD No 123200 98560

Notes

  • * Please note that RUR Futures will continue to remain in closing only. Visit our Knowledge Base for additional info.
ICE Cryptocurrency (ICECRYPTO)

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

Exchange ICECRYPTO Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICECRYPTOBAKKTBakkt Bitcoin BTM 17971.72 N/A 17971.72 14377.37 USD No 35943.43 28754.75
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
ICEEUSGShort Gilt G 2987.22 N/A 2987.22 2389.78 GBP No 2987.22 2389.78
ICEEUHMedium Gilt H 6447.60 N/A 6447.60 5158.08 GBP No 6447.60 5158.08
ICEEUI3 Month EURIBOR Interest Rate I 1339.06 N/A 1339.06 1071.25 EUR Yes 1339.06 1071.25
ICEEUNDUEBRAFThe MSCI Brazil Net Total Return MCG 7686.25 N/A 7686.25 6149 USD No 7686.25 6149
ICEEUO5 Year Euro Swapnote O 5387.14 N/A 5387.14 4309.71 EUR No 5387.14 4309.71
ICEEUP10 Year Euro Swapnote P 10821.60 N/A 10821.60 8657.28 EUR No 10821.60 8657.28
ICEEURLong Gilt R 7025.05 N/A 7025.05 5620.04 GBP No 7025.05 5620.04
ICEEUSRFXON3Three Month SaronA SA3 990.531 N/A 990.531 792.425 CHF No 990.531 792.425
ICEEUSONIA.NThree Month SONIA SO3 1855.63 N/A 1855.63 1484.50 GBP Yes 1855.63 1484.50
ICEEUSONIO.NOne Month SONIA SOA 961.563 N/A 961.563 769.25 GBP No 961.563 769.25
ICEEUTWS2 Year Euro Swapnote TWS 2282.21 N/A 2282.21 1825.76 EUR No 2282.21 1825.76
ICEEUF1DVFTSE 100 Dividend Index XZ 764.184 N/A 764.184 591 GBP No 764.184 591
ICEEUYFTSE 250 Index Y2 4885.97 N/A 4885.97 3908.77 GBP No 4885.97 3908.77
ICEEUZFTSE 100 Index Z 4124.63 3299.70 5892.32 4713.86 GBP Yes 5892.32 4713.86
ICE Agricultural Products (ICEEUSOFT)

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

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 1753.14 N/A 1753.14 1402.51 GBP No 1753.14 1402.51
ICEEUSOFTDRobusta Coffee RC 2304.80 N/A 2304.80 1843.84 USD No 2304.80 1843.84
ICEEUSOFTTWheat T 4635.10 N/A 4635.10 3708.08 GBP No 4635.10 3708.08
ICEEUSOFTWWhite Sugar W 3557.54 N/A 3557.54 2846.03 USD No 3557.54 2846.03
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 9241.45 N/A 9241.45 7393.16 USD No 9241.45 7393.16
ICEUSEJNYBOT Euro in Japanese Yen KEJ 23345313.07 N/A 23345313.07 18676250.46 JPY No 23345313.125 18676250.50
ICEUSEOEuropean Monetary Union Euro KEO 10139.85 N/A 10139.85 8111.88 USD No 10139.85 8111.88
ICEUSECDEuropean Monetary Union Euro KEP 17387.69 N/A 17387.69 13910.15 CAD No 17387.69 13910.15
ICEUSGBEuropean Monetary Union Euro KGB 9007.27 N/A 9007.27 7205.82 GBP No 9007.27 7205.82
ICEUSEADEuropean Monetary Union Euro KRA 22430.16 N/A 22430.16 17944.13 AUD No 22430.16 17944.13
ICEUSRZNYBOT Euro in Swiss Franc KRZ 6728.58 N/A 6728.58 5382.86 CHF No 6728.58 5382.86
ICEUSZYSwiss Franc in Japanese Yen KZY 3710785.80 N/A 3710785.80 2968628.64 JPY No 3710785.80 2968628.64
ICEUSMPBritish pound MP 9095.24 N/A 9095.24 7276.19 USD No 9095.24 7276.19
ICEUSSSBritish Pound in Swiss Franc SS 14069.47 N/A 14069.47 11255.58 CHF No 14069.47 11255.58
ICEUSSYBritish Pound in Japanese Yen SY 2509276.45 N/A 2509276.45 2007421.16 JPY No 2509276.45 2007421.16
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 1677.74 N/A 1677.74 1324 EUR No 1677.74 1324
IDEMFTMIBFTSE MIB Index FTMIB 14400.10 11520.08 20571.58 16457.26 EUR Yes 20571.58 16457.26
IDEMFTMIBFTSE MIB Index MICRO 576.004 460.803 822.863 658.2905 EUR No 822.863 658.2905
IDEMFTMIBFTSE MIB Index MINI 2880.02 2304.02 4114.32 3291.45 EUR No 4114.32 3291.45
IDEMSRGBSNAM & ITALGAS BASKET SRG 1871.51 N/A 1871.51 1497.21 EUR No 1871.51 1497.20
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 67187.10 N/A 67187.10 53749.68 USD No 67187.10 53749.68
IPECOILICE Brent Crude COIL 31320 N/A 31320 23200 USD Yes 31320 23200
IPEGOILICE Gasoil GOIL 12435.93 N/A 12435.93 9211.80 USD No 12435.93 9211.80
IPEHOILICE Heating Oil HOIL 35154.01 N/A 35154.01 26040.01 USD No 35154.01 26040.01
IPENCFNewcastle Coal Futures NCF 101931.10 N/A 101931.10 81544.88 USD No 101931.10 81544.88
IPENGFICE UK Natural Gas NGF 9981.225 N/A 9981.225 7984.98 GBP No 20838.20 7984.98
IPERBOBICE NYH RBOB Gasoline RBOB 34020 N/A 34020 25200 USD No 34020 25200
IPEWTIWest Texas Intermediate Light Sweet Crude Oil WTI 27000 N/A 27000 20000 USD Yes 27000 20000
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 7557812.67 6046250.14 10796875.25 8637500.20 KRW Yes 10796875.25 8637500.20
KSEK200MMini KOSPI200 Index 05 1504037.50 1203230.00 2148624.99 1718899.995 KRW Yes 2148624.99 1718899.995
KSEKOSDQ150KOSDAQ 150 Index 06 1276926.44 923160.03 1824180.625 1318800.05 KRW No 1824180.625 1318800.05
KSE005930SAMSUNG ELECTRONICS CO LTD 111 134456.71 N/A 134456.71 107565.36 KRW No 134456.71 107565.36
KSE017670SK TELECOM 112 92732.00 N/A 92732.00 74185.60 KRW No 92732.00 74185.60
KSE005490POSCO HOLDINGS INC 113 854437.50 N/A 854437.50 581333.05 KRW No 854437.50 581333.05
KSE030200KTCORPORATION 114 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE015760KOREA ELECTRIC POWER CORP 115 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE005380HYUNDAI MOTOR CO 116 376928.83 N/A 376928.83 301543.07 KRW No 376928.83 301543.07
KSE016360SAMSUNG SECURITIES CO LTD 117 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE055550SHINHAN FINANCIAL GROUP LTD 118 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE000270KIA CORP 119 161648.09 N/A 161648.09 129318.47 KRW No 161648.09 129318.47
KSE012330HYUNDAI MOBIS CO LTD 120 426623.44 N/A 426623.44 341298.75 KRW No 426623.44 341298.75
KSE006400SAMSUNG SDI CO LTD 122 1344567.09 N/A 1344567.09 1075653.67 KRW No 1344567.09 1075653.67
KSE009150SAMSUNG ELECTRO-MECHANICS CO 123 278289.75 N/A 278289.75 222631.80 KRW No 278289.75 222631.80
KSE066570LG ELECTRONICS INC 124 238534.08 N/A 238534.08 190827.27 KRW No 238534.08 190827.27
KSE036460KOREA GAS CORPORATION 128 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE004020HYUNDAI STEEL CO 132 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE003550LG CORP 134 167461.43 N/A 167461.43 133969.14 KRW No 167461.43 133969.14
KSE078930GS HOLDINGS 135 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE033780KT & G CORPORATION 136 155834.76 N/A 155834.76 124667.80 KRW No 155834.76 124667.80
KSE009540HD KOREA SHIPBUILDING & OFFS 139 197739 N/A 197739 155722.25 KRW No 197739 155722.25
KSE086790HANA FINANCIAL GROUP 140 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE096770SK INNOVATION CO LTD 141 467298 N/A 467298 311532 KRW No 467298 311532
KSE001040CJ CORP 142 224986.50 N/A 224986.50 149991 KRW No 224986.50 149991
KSE034220LG DISPLAY CO LTD 145 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE105560KB FINANCIAL GROUP INC 146 91044.26 N/A 91044.26 72835.41 KRW No 91044.26 72835.41
KSE051910LG CHEM LTD 147 1366470 N/A 1366470 1084654.92 KRW No 1366470 1084654.92
KSE006800MIRAE ASSET SECURITIES CO LT 148 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE042670HD HYUNDAI INFRACORE CO LTD 149 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE000660SK HYNIX INC 150 203841.61 N/A 203841.61 163073.29 KRW No 203841.61 163073.29
KSE006360GS ENGINEERING & CONSTRUCT 151 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE139480E-MART INC 154 157147.45 N/A 157147.45 125717.96 KRW No 157147.45 125717.96
KSE161390HANKOOK TIRE & TECHNOLOGY CO 155 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE035420NAVER CORP 156 383492.29 N/A 383492.29 306793.83 KRW No 383492.29 306793.83
KSE003490KOREAN AIR LINES CO LTD 157 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE3KTB3-Year Korea Treasury Bond 165 1338175.60 N/A 1338175.60 1070540.48 KRW No 1338175.60 1070540.48
KSEFLKTB10-Year Korea Treasury Bond 167 3593476.81 N/A 3593476.81 2874781.45 KRW No 3593476.81 2874781.45
KSEKWYUnited States dollar 175 1633000.03 N/A 1633000.03 1306400.02 KRW No 3266000.06 2612800.05
KSE032640LG UPLUS CORP 1B0 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE010950S-OILCORPORATION 1B2 139519.93 N/A 139519.93 111615.95 KRW No 139519.93 111615.95
KSE010130KOREA ZINC CO LTD 1B3 913255.47 N/A 913255.47 730604.375 KRW No 913255.47 730604.375
KSE024110INDUSTRIALBANKOFKOREA 1B4 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE001680DAESANG CORPORATION 1B6 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE047050POSCO INTERNATIONAL CORP 1B7 143055 N/A 143055 95370 KRW No 143055 95370
KSE034020DOOSAN ENERBILITY CO LTD 1B9 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE023530LOTTE SHOPPING CO 1BA 151521.64 N/A 151521.64 121217.31 KRW No 151521.64 121217.31
KSE011170LOTTE CHEMICAL CORP 1BB 325171.44 N/A 325171.44 260137.15 KRW No 325171.44 260137.15
KSE032830SAMSUNG LIFE INSURANCE CO LT 1BD 126580.58 N/A 126580.58 101264.46 KRW No 126580.58 101264.46
KSE010140SAMSUNGHEAVYINDUSTRIES 1BF 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE029780SAMSUNG CARD CO 1BG 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE012450HANWHA AEROSPACE CO LTD 1BH 224406 N/A 224406 163823.40 KRW No 224406 163823.40
KSE036570NCSOFTCORPORATION 1BJ 600085.72 N/A 600085.72 480068.55 KRW No 600085.72 480068.55
KSE000080HITE JINRO CO LTD 1BK 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE071050KOREA INVESTMENT HOLDINGS CO 1BL 105390.05 N/A 105390.05 84312.04 KRW No 105390.05 84312.04
KSE047810KOREA AEROSPACE INDUSTRIES 1BM 101155.50 N/A 101155.50 79661.38 KRW No 101155.50 79661.38
KSE000720HYUNDAI ENGINEERING & CONST 1BN 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE011210HYUNDAI WIA CORP 1BP 153450 N/A 153450 102300 KRW No 153450 102300
KSE008770HOTEL SHILLA CO LTD 1BQ 157950 N/A 157950 117016.72 KRW No 157950 117016.72
KSE035250KANGWON LAND, INC. 1BS 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE138930BNK FINANCIAL GROUP INC 1BT 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE139130DGB FINANCIAL GROUP INC 1BV 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE114090GRAND KOREA LEISURE CO LTD 1BW 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE001120LX INTERNATIONAL CORP 1BX 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE011070LG INNOTEK CO LTD 1BY 609840 N/A 609840 462066.02 KRW No 609840 462066.02
KSE005940NH INVESTMENT & SECURITIES C 1BZ 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE034730SK INC 1C1 318420.48 N/A 318420.48 254736.39 KRW No 318420.48 254736.39
KSE001740SK NETWORKS CO LTD 1C2 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE011780KUMHO PETRO CHEMICAL CO LTD 1C3 257400 N/A 257400 198028.28 KRW No 257400 198028.28
KSE002350NEXEN TIRE CORPORATION 1C4 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE018260SAMSUNG SDS CO LTD 1C5 236471.29 N/A 236471.29 189177.03 KRW No 236471.29 189177.03
KSE090430AMOREPACIFIC CORP 1C6 228657 N/A 228657 159922.84 KRW No 228657 159922.84
KSE030000CHEIL WORLDWIDE INC 1C7 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE028260SAMSUNG C&T CORP 1C8 206654.52 N/A 206654.52 165323.61 KRW No 206654.52 165323.61
KSE000880HANWHA CORPORATION 1C9 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE088350HANWHA LIFE INSURANCE CO LTD 1CA 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE086280HYUNDAI GLOVIS CO LTD 1CC 322546.07 N/A 322546.07 258036.86 KRW No 322546.07 258036.86
KSE010620HYUNDAIMIPODOCKYARD 1CD 173218.50 N/A 173218.50 122867.55 KRW No 173218.50 122867.55
KSE001450HYUNDAI MARINE & FIRE INS CO 1CE 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE035720KAKAO CORP 1CF 107077.80 N/A 107077.80 85662.24 KRW No 107077.80 85662.24
KSE034230PARADISE CO LTD 1CG 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE046890SEOUL SEMICONDUCTOR CO LTD 1CJ 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE069080WEBZEN INC 1CK 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE096530SEEGENE INC 1CL 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE022100POSCO DX CO LTD 1CN 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE068270CELLTRION INC 1CP 392616 N/A 392616 261744 KRW No 392616 261744
KSE122870YG ENTERTAINMENT INC 1CQ 291064.50 N/A 291064.50 194043 KRW No 291064.50 194043
KSE051900LG H&H 1CR 1008894.14 N/A 1008894.14 807115.31 KRW No 1008894.14 807115.31
KSE002790AMOREPACIFIC GROUP 1CS 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE000810SAMSUNG FIRE & MARINE INS 1CT 434124.51 N/A 434124.51 347299.61 KRW No 434124.51 347299.61
KSE008930HANMI SCIENCE CO LTD 1CV 99345 N/A 99345 66230 KRW No 99345 66230
KSE021240COWAY CO LTD 1CW 90575.44 N/A 90575.44 72460.35 KRW No 90575.44 72460.35
KSE128940HANMI PHARM CO LTD 1CX 720720 N/A 720720 480480 KRW No 720720 480480
KSE018880HANON SYSTEMS 1CY 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE027410BGF CO LTD 1CZ 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE005830DB INSURANCE CO LTD 1D0 148932 N/A 148932 118216.88 KRW No 148932 118216.88
KSE097950CJ CHEILJEDANG CORP. 1D1 610399.71 N/A 610399.71 488319.77 KRW No 610399.71 488319.77
KSE009240HANSSEM CO LTD 1D2 98026.50 N/A 98026.50 68559.79 KRW No 98026.50 68559.79
KSE002380KCC CORP 1D3 398494.41 N/A 398494.41 318795.53 KRW No 398494.41 318795.53
KSE007070GS RETAIL CO LTD 1D4 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE012750S1 CORPORATION 1D5 101451.99 N/A 101451.99 81161.59 KRW No 101451.99 81161.59
KSE000100YUHAN CORPORATION 1D6 114203.81 N/A 114203.81 91363.05 KRW No 114203.81 91363.05
KSE051600KEPCO PLANT SERVICE & ENGINE 1D7 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE069960HYUNDAI DEPT STORE CO 1D8 96013.71 N/A 96013.71 76810.97 KRW No 96013.71 76810.97
KSE079160CJ CGV CO LTD 1D9 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE004370NONGSHIM CO LTD 1DA 833556.58 N/A 833556.58 666845.23 KRW No 833556.58 666845.23
KSE079550LIG NEX1 CO LTD 1DB 168988.50 N/A 168988.50 129892.01 KRW No 168988.50 129892.01
KSE204320HL MANDO CO LTD 1DC 100809.75 N/A 100809.75 72535.36 KRW No 100809.75 72535.36
KSE004170SHINSEGAE INC 1DD 370927.99 N/A 370927.99 296742.38 KRW No 370927.99 296742.38
KSE161890KOLMAR KOREA CO LTD 1DE 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE111770YOUNGONE CORP 1DG 89450.28 N/A 89450.28 71560.22 KRW No 89450.28 71560.22
KSE006650KOREA PETRO CHEMICAL IND 1DJ 324135 N/A 324135 220531.50 KRW No 324135 220531.50
KSE192820COSMAX INC 1DK 249852 N/A 249852 166568 KRW No 249852 166568
KSE108670LX HAUSYS LTD 1DL 112140 N/A 112140 74760 KRW No 112140 74760
KSE023590DAOU TECHNOLOGY INC 1DM 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE039130HANA TOUR SERVICE INC 1DN 106080 N/A 106080 81611.66 KRW No 106080 81611.66
KSE086900MEDY-TOX INC 1DP 713175 N/A 713175 475450 KRW No 713175 475450
KSE078340COM2US CORP 1DR 156618 N/A 156618 104412 KRW No 156618 104412
KSE035760CJ ENM CO LTD 1DT 143833.04 N/A 143833.04 115066.44 KRW No 143833.04 115066.44
KSE056190SFA ENGINEERING CORP 1DV 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE241560DOOSAN BOBCAT INC 1DW 123322.50 N/A 123322.50 91363.05 KRW No 123322.50 91363.05
KSE017800HYUNDAI ELEVATOR CO 1DY 139725 N/A 139725 93150 KRW No 139725 93150
KSE105630HANSAE CO LTD 1DZ 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE240810WONIK IPS CO LTD 1E0 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE001060JW PHARMACEUTICAL 1E1 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE053800AHNLAB INC 1E2 167118 N/A 167118 111412 KRW No 167118 111412
KSE091700PARTRON CO LTD 1E3 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE041510SM ENTERTAINMENT CO LTD 1E4 319590 N/A 319590 213060 KRW No 319590 213060
KSE251270NETMARBLE CORP 1E5 112717.50 N/A 112717.50 84762.11 KRW No 112717.50 84762.11
KSE091990CELLTRION HEALTHCARE CO LTD 1E6 194532 N/A 194532 129688 KRW No 194532 129688
KSE003670POSCO FUTURE M CO LTD 1E8 1601700 N/A 1601700 1067800 KRW No 1601700 1067800
KSE003520YUNGJIN PHARMACEUTICAL CO 1E9 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE178920PI ADVANCED MATERIALS CO LTD 1EA 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE316140WOORI FINANCIAL GROUP INC 1EB 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE294870HDC HYUNDAI DEVELOPMENT CO-E 1EC 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE020150LOTTE ENERGY MATERIALS CORP 1ED 136983 N/A 136983 91322 KRW No 136983 91322
KSE009420HANALL BIOPHARMA CO LTD 1EE 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE035900JYP ENTERTAINMENT CORP 1EF 395950.50 N/A 395950.50 263967 KRW No 395950.50 263967
KSE003410SSANGYONG C&E CO LTD 1EG 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE028670PAN OCEAN CO LTD 1EH 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE011790SKC CO LTD 1EJ 225041.13 N/A 225041.13 180032.90 KRW No 225041.13 180032.90
KSE000990DB HITEK CO LTD 1EK 207055.50 N/A 207055.50 138037 KRW No 207055.50 138037
KSE093370FOOSUNG CO LTD 1EL 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE375500DL E&C CO LTD 1ER 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE207940SAMSUNG BIOLOGICS CO LTD 1ES 1542525 N/A 1542525 1177668.20 KRW No 1542525 1177668.20
KSE028050SAMSUNG ENGINEERING CO LTD 1ET 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE272210HANWHA SYSTEMS CO LTD 1EV 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE003850BORYUNG 1EW 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE293490KAKAO GAMES CORP 1EX 95875.50 N/A 95875.50 65110 KRW No 95875.50 65110
KSE247540ECOPRO BM CO LTD 1EY 1066050 N/A 1066050 710700 KRW No 1066050 710700
KSE253450STUDIO DRAGON CORP 1EZ 121905 N/A 121905 96913.85 KRW No 121905 96913.85
KSE278280CHUNBO CO LTD 1F0 714000 N/A 714000 476000 KRW No 714000 476000
KSE200130KOLMAR BNH CO LTD 1F1 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE036540SFA SEMICON CO LTD 1F2 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE060250NHN KCP CORP 1F3 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE000250SAM CHUN DANG PHARM CO LTD 1F4 286368 N/A 286368 190912 KRW No 286368 190912
KSE373220LG ENERGY SOLUTION 1F5 1167210 N/A 1167210 891127.27 KRW No 1167210 891127.27
KSE323410KAKAOBANK CORP 1F6 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE377300KAKAO PAY CORP 1F7 191394 N/A 191394 127596 KRW No 191394 127596
KSE259960KRAFTON INC 1F8 450982.50 N/A 450982.50 300655 KRW No 450982.50 300655
KSE302440SK BIOSCIENCE CO LTD 1F9 246859.50 N/A 246859.50 164573 KRW No 246859.50 164573
KSE011200HMM CO LTD 1FA 81387.50 N/A 81387.50 65110 KRW No 81387.50 65110
KSE361610SK IE TECHNOLOGY CO LTD 1FB 298800 N/A 298800 199200 KRW No 298800 199200
KSE352820HYBE CO LTD 1FC 727425 N/A 727425 517449.30 KRW No 727425 517449.30
KSE329180HD HYUNDAI HEAVY INDUSTRIES 1FD 258336 N/A 258336 187226.74 KRW No 258336 187226.74
KSE402340SK SQUARE CO LTD 1FE 84668.34 N/A 84668.34 67734.67 KRW No 84668.34 67734.67
KSE326030SK BIOPHARMACEUTICALS CO LTD 1FF 176091 N/A 176091 117394 KRW No 176091 117394
KSE383220F&F CO LTD / NEW 1FG 267907.50 N/A 267907.50 198478.36 KRW No 267907.50 198478.36
KSE267250HD HYUNDAI 1FH 111578.44 N/A 111578.44 89262.75 KRW No 111578.44 89262.75
KSE271560ORION CORP/REPUBLIC OF KOREA 1FJ 234408.49 N/A 234408.49 187526.78 KRW No 234408.49 187526.78
KSE138040MERITZ FINANCIAL GROUP INC 1FK 91971 N/A 91971 69684.96 KRW No 91971 69684.96
KSE263750PEARL ABYSS CORP 1FL 119488.50 N/A 119488.50 93965.48 KRW No 119488.50 93965.48
KSE066970L&F CO LTD 1FM 900045 N/A 900045 600030 KRW No 900045 600030
KSE112040WEMADE CO LTD 1FN 165089.25 N/A 165089.25 110059.50 KRW No 165089.25 110059.50
KSE196170ALTEOGEN INC 1FP 157844.25 N/A 157844.25 105229.50 KRW No 157844.25 105229.50
KSE058470LEENO INDUSTRIAL INC 1FQ 249364.50 N/A 249364.50 195927.99 KRW No 249364.50 195927.99
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 6707.81 N/A 6707.81 5366.25 USD No 6707.81 5366.25
LMEOTCCAGrade A Copper - LME CA 21201.875 N/A 21201.875 16961.50 USD No 21201.875 16961.50
LMEOTCPBLead - LME PB 6210.94 N/A 6210.94 4968.75 USD No 6210.94 4968.75
LMEOTCSNLMETin future SN 28537.47 N/A 28537.47 22829.98 USD No 28537.47 22829.98
LMEOTCZSLMESpecial High Grade Zinc ZS 10341.25 N/A 10341.25 8273 USD No 10341.25 8273
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 1760.63 N/A 1760.63 1408.50 EUR Yes 1760.63 1408.50
MATIFECOEuropean Rapeseed Future ECO 3475.00 N/A 3475.00 2780.00 EUR No 3475.00 2780.00
MATIFEMACorn EMA 1906.25 N/A 1906.25 1525 EUR No 1906.25 1525
Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)
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
MEFFRVA3MATRESMEDIA CORP DE MEDIOS DE A3T 67.2966 N/A 67.2966 53.8373 EUR No 67.2967 53.8373
MEFFRVANAACCIONA SA ANA 2970.74 N/A 2970.74 2376.59 EUR No 2970.74 2376.59
MEFFRVBKTBANKINTER SA BKT 104.379 N/A 104.379 83.5034 EUR No 104.379 83.5033
MEFFRVENGENAGAS SA ENA 343.145 N/A 343.145 274.516 EUR No 343.145 274.516
MEFFRVFCCFOMENTO DE CONSTRUC Y CONTRA FCC 176.217 N/A 176.217 140.974 EUR No 176.217 140.974
MEFFRVFERFERROVIAL SA FER 549.483 N/A 549.483 439.586 EUR No 549.483 439.586
MEFFRVGRFGRIFOLS SA GRF 218.348 N/A 218.348 174.679 EUR No 218.348 174.679
MEFFRVIBEX35IBEX 35 Index IBX 8750.02 7000.01 12500.02 10000.02 EUR No 12500.02 10000.02
MEFFRVIDRINDRA SISTEMAS S.A. IDR 217.316 N/A 217.316 173.853 EUR No 217.316 173.853
MEFFRVMAPMAPFRE SA MAP 58.3394 N/A 58.3394 46.6715 EUR No 58.3394 46.6715
MEFFRVIBEXIBEX 35 Index Mini MIX 875.002 700.001 1250.00 1000.00 EUR Yes 1250.00 1000.00
MEFFRVRED1RED ELECTRICA CORPORACION SA REE 302.234 N/A 302.234 241.787 EUR No 302.234 241.788
MEFFRVSAB1BANCO DE SABADELL SA SAB 58.3394 N/A 58.3394 46.6715 EUR No 58.3394 46.6715
MEFFRVSCYRSACYR SA SVO 58.3394 N/A 58.3394 46.6715 EUR No 58.3394 46.6715
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
MEXDERIPCMexico Bolsa (IPC) Index IPC 58266.20 N/A 58266.20 46612.96 MXN Yes 2 56464.155 45171.32
MEXDERIPCMexico Bolsa (IPC) Index MIP 11653.24 N/A 11653.24 9322.59 MXN No 11292.83 9034.26
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 4339.18 N/A 4339.18 3471.35 EUR No 4339.18 3471.35
MONEPEPRAFTSE EPRA/NAREIT Europe EPR 4320.98 N/A 4320.98 3456.79 EUR No 4320.98 3456.79
MONEPCAC40CAC 40 FCE 5153.48 4122.79 7362.12 5889.70 EUR Yes 7362.12 5889.70
MONEPFEFFTSEurofirst 80 NEW FEF 17540.79 N/A 17540.79 14032.63 EUR No 17540.79 14032.63
MONEPFEOFTSEurofirst 100 NEW FEO 12940.94 N/A 12940.94 10352.75 EUR No 12940.94 10352.75
MONEPCAC40CAC 40 MFC 515.348 412.279 736.212 588.97 EUR No 736.212 588.97
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 198680.75 N/A 198680.75 158944.5 INR Yes 7903.81 6323.05
NSEEURINREuro in Indian Rupee EURINR 11064.69 N/A 11064.69 8851.75 INR No 11064.69 8851.75
NSENSEFINNSE Nifty Financial Services Index Futures FINNIFTY 140169.2 N/A 140169.2 112135.2 INR Yes 3485.10 2788.08
NSEGBPINRBritish Pounds in Indian Rupee GBPINR 12829.38 N/A 12829.38 10263.50 INR No 12829.38 10263.50
NSEJPYINRJapanese Yen in Indian Rupee JPYINR 7445 N/A 7445 5956 INR No 7445 5956
NSENIFTY50Nifty 50 NIFTY 144020.5 N/A 144020.5 115216.5 INR Yes 2862.14 2289.71
NSEUSDINRUS Dollars in Indian Rupee USDINR 10333.44 N/A 10333.44 8266.75 INR Yes 10333.44 8266.75
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
NYBOTCCCocoa NYBOT CC 3216.43 N/A 3216.43 2573.14 USD Yes 3216.43 2573.14
NYBOTCTCotton No. 2 CT 6000.28 N/A 6000.28 4800.23 USD Yes 6000.28 4800.23
NYBOTDXNYBOT US Dollar FX DX 3125 N/A 3125 2500 USD Yes 3125 2500
NYBOTNYFANGNYSE FANG+ Index FNG 5379.88 N/A 5379.88 4303.91 USD No 5379.88 4303.91
NYBOTKCCoffee "C" KC 9618.88 N/A 9618.88 7695.11 USD Yes 9618.88 7695.11
NYBOTOJFC Orange Juice "A" OJ 12618.96 N/A 12618.96 10095.17 USD Yes 12618.96 10095.17
NYBOTRSCanola RS 1390.88 N/A 1390.88 1112.70 CAD No 1390.88 1112.70
NYBOTSBSugar No. 11 SB 3125.17 N/A 3125.17 2500.14 USD Yes 3125.17 2500.14
NYBOTSFSugar #16 112000 lbs SF 1666.00 N/A 1666.00 1332.80 USD No 1666.00 1332.80
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
NYMEXBBNYMEX Brent Financial Futures Index BB 27000 N/A 27000 20000 USD No 27000 20000
NYMEXBZBrent Crude Oil - Last Day BZ 27000 N/A 27000 20000 USD Yes 27000 20000
NYMEXCLLight Sweet Crude Oil CL 27000 N/A 27000 20000 USD Yes 27000 20000
NYMEXHHNatural Gas Last Day Financial Futures Index HH 6156.41 N/A 6156.41 4925.13 USD No 6156.41 4925.13
NYMEXHOHeating Oil HO 35154 N/A 35154 26040 USD Yes 35154 26040
NYMEXHPNatural Gas Penultimate Financial Futures Index HP 6156.41 N/A 6156.41 4925.13 USD No 6156.41 4925.13
NYMEXMCLMicro WTI Crude Oil MCL 2700 N/A 2700 2000 USD Yes 2700 2000
NYMEXMHOMicro NY Harbor ULSD MHO 3515.40 N/A 3515.40 2604 USD No 3515.40 2604
NYMEXMRBMicro RBOB Gasoline MRB 3402 N/A 3402 2520 USD No 3402 2520
NYMEXNGHenry Hub Natural Gas NG 6156.41 N/A 6156.41 4925.13 USD Yes 6156.41 4925.13
NYMEXPAPalladium Index PA 141030.00 N/A 141030.00 30950.96 USD No 141030.00 30950.96
NYMEXPLPlatinum Index PL 7152.61 N/A 7152.61 5722.09 USD No 7152.61 5722.09
NYMEXPLMMicro Platinum PLM 1441.70 N/A 1441.70 1153.36 USD No 1441.70 1153.36
NYMEXQGNYMEX MINY Natural Gas Index QG 1539.10 N/A 1539.10 1231.28 USD No 1539.10 1231.28
NYMEXQMNYMEX MINY Light Sweet Crude Oil QM 13500 N/A 13500 10000 USD No 13500 10000
NYMEXRBNYMEX RBOB Gasoline Index RB 34020 N/A 34020 25200 USD Yes 34020 25200
NYMEXTTNYMEX Cotton index TT 17313.82 N/A 17313.82 13851.05 USD No 17313.82 13851.05
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 4298.43 N/A 4298.43 3438.75 USD No 4298.43 3438.75
NYSELIFFEM1EUMSCI Europe NTR EU9 7895.91 N/A 7895.91 6316.73 USD No 7895.91 6316.73
NYSELIFFEM1JPThe MSCI Japan NTR JPP 9286.02 N/A 9286.02 7428.81 USD No 9286.02 7428.81
NYSELIFFEMXEAMSCI EAFE Index MFS 6302.71 5042.17 9003.87 7203.10 USD No 9003.87 7203.10
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 3274.47 2619.57 4677.81 3742.25 USD No 4677.81 3742.25
NYSELIFFEMXUSMSCI USA Index MUN 52396.37 N/A 52396.37 41917.10 USD No 52396.37 41917.10
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 23146.25 N/A 23146.25 18517 SEK No 23146.25 18517
OMSOMXS30OMX Index (Sweden) OMXS30 17054.625 13643.70 24363.75 19491 SEK Yes 24363.75 19491
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 1933112.92 1546490.34 2761589.89 2209271.91 JPY Yes 2761589.89 2209271.91
OSE.JPNN225MNikkei 225 Mini 225M 193311.29 154649.03 276158.99 220927.19 JPY Yes 276158.99 220927.19
OSE.JPNN225MCNikkei 225 Micro 225MC 19360.99 15488.79 27658.56 22126.85 JPY No 27658.56 22126.85
OSE.JPNJPNK400JPX-Nikkei Index 400 400 98071.24 N/A 98071.24 78456.99 JPY No 98071.24 78456.99
OSE.JPNTPXC30Topix Core30 C30 278972.50 N/A 278972.50 223178.00 JPY No 278972.50 223178.00
OSE.JPNDJIAOSE Dow Jones Industrial Average DJIA 435182.60 N/A 435182.60 348146.08 JPY No 435182.60 348146.08
OSE.JPNJGBStandardized 6% 10-Year Japanese Government Bond JBL 4198049.06 N/A 4198049.06 3358439.25 JPY Yes 4198049.06 3358439.25
OSE.JPNMJMini 10 Year JGB JBLM 417914.84 N/A 417914.84 334331.87 JPY No 417914.84 334331.87
OSE.JPNTSEMOTHRTSE Mothers Index MOTH 86610.57 N/A 86610.57 69288.45 JPY No 86610.57 69288.45
OSE.JPNNKVINikkei 225 Volatility Index NVI 121875 N/A 121875 97500 JPY No 262000 209600
OSE.JPNTSEREITTSE REIT Index REIT 277084.70 N/A 277084.70 221667.76 JPY No 277084.70 221667.76
OSE.JPNTOPXTOPIX Index TPX 1268890.24 1015112.19 1812700.34 1450160.27 JPY No 1812700.34 1450160.27
OSE.JPNMNTPXJapan Mini Topix TPXM 126889.02 101511.22 181270.03 145016.03 JPY No 181270.03 145016.03
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
QBALGOIEUCOIL- COIL 31320 N/A 31320 23200 USD No 31320 23200
QBALGOIEUGOIL- GOIL 12435.93 N/A 12435.93 9211.80 USD No 12435.93 9211.80
QBALGOIEUWTI- WTI 27000 N/A 27000 20000 USD No 27000 20000
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
QBALGOIUSCC- CC 3216.43 N/A 3216.43 2573.14 USD No 3216.43 2573.14
QBALGOIUSCT- CT 6000.28 N/A 6000.28 4800.23 USD No 6000.28 4800.23
QBALGOIUSDX- DX 3125 N/A 3125 2500 USD No 3125 2500
QBALGOIUSKC- KC 9618.88 N/A 9618.88 7695.11 USD No 9618.88 7695.11
QBALGOIUSOJ- OJ 12618.96 N/A 12618.96 10095.17 USD No 12618.96 10095.17
QBALGOIUSSB- SB 3125.17 N/A 3125.17 2500.14 USD No 3125.17 2500.14
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 357583.26 N/A 357583.26 286066.61 JPY No 357583.26 286066.61
SGXAUSGX Australian Dollar in US Dollar Futures AU 2315.21 N/A 2315.21 1852.17 USD No 2315.21 1852.17
SGXXINA50FTSE/Xinhua China A50 CN 1305.78 1044.62 1865.40 1492.32 USD No 1865.40 1492.32
SGXCYSGX onshore Chinese Renminbi (CNY) in US Dollar Futures CY 4821.20 N/A 4821.20 3856.96 USD No 4821.20 3856.96
SGXXIN0IFTSE China H50 FCH 6984.10 N/A 6984.10 5587.28 USD No 6984.10 5587.28
SGXSCISGX TSI Iron Ore Futures FEF 1636.25 N/A 1636.25 1309 USD No 1636.25 1309
SGXWIIDNFTSE Indonesia Index FID 1036.63 N/A 1036.63 829.303 USD No 1036.63 829.303
SGXFIVNM30FTSE Vietnam 30 Price Return Index FVN 750 N/A 750 600 USD No 750 600
SGXNIFTYCNX Nifty Index IN 1802.18 1441.74 2574.54 2059.63 USD Yes 2574.54 2059.63
SGXINRSGX USD/INR (USD) Futures INR 10328.44 N/A 10328.44 8262.75 USD No 10328.44 8262.75
SGXINXSGX USD/INR (USD) Month-end INX 10331.25 N/A 10331.25 8265.00 USD No 10331.25 8265.00
SGXIUSGX Indian Rupee in US Dollar Futures IU 3024.75 N/A 3024.75 2419.80 USD No 3024.75 2419.80
SGXSGBSGX Mini JGB Index JB 250000.00 N/A 250000.00 200000.00 JPY No 250000.00 200000.00
SGXKJSGX Korean Won in Japanese Yen Futures KJ 335062.50 N/A 335062.50 268050 JPY No 335062.50 268050
SGXKRWKorean Won KRW 7009.16 N/A 7009.16 5607.33 USD No 7009.16 5607.33
SGXKUSGX Korean Won in US Dollar Futures (Mini) KU 1401.83 N/A 1401.83 1121.47 USD No 1401.83 1121.47
SGXMUCSGX USD/CNH Futures (Mini) MUC 11108.63 N/A 11108.63 8886.90 CNH No 11108.63 8886.90
SGXNKYDIVNikkei Stock Average Dividend Point Index ND 1926750.03 N/A 1926750.03 1241400.02 JPY No 1926750.03 1241400.02
SGXSGXNKSGX: Nikkei 225 NK 849581.25 679665 1213687.50 970950 JPY Yes 1213687.50 970950
SGXSGXNKMSGX: NIKKEI 225 Mini NS 169916.25 135933 242737.50 194190 JPY No 242737.50 194190
SGXN225USGX: USD Nikkei 225 Index NU 41886.95 N/A 41886.95 33509.56 USD No 41886.95 33509.56
SGXSSGMSCI Singapore Free Index SGP 1400 1120 2000 1600 SGD Yes 2 2000 1600
SGXSNDSGX US Dollar in Singapore Dollar Futures (Full-Sized) SND 5834.96 N/A 5834.96 4667.97 SGD No 5834.96 4667.97
SGXSTISGX Straits Times Index ST 4911.13 N/A 4911.13 3928.91 SGD No 4911.13 3928.91
SGXTDSGX Taiwan Dollar in US Dollar Futures (Mini) TD 2849.26 N/A 2849.26 2279.41 USD No 2849.26 2279.41
SGXTSR20SICOM Rubber TF 625.003 N/A 625.003 500.002 USD No 625.003 500.002
SGXSGXTUSGX Thai baht in US Dollar Futures TU 1740.63 N/A 1740.63 1392.50 USD No 1740.63 1392.50
SGXTWDSGX Taiwan Dollar in US Dollar Futures (Full-Sized) TWD 8547.79 N/A 8547.79 6838.23 USD No 8547.79 6838.23
SGXTWNFTSE Taiwan RIC Capped Price Return TWD Index TWN 2450.02 1960.01 3500.02 2800.02 USD No 3500.02 2800.02
SGXUCSGX US Dollar in offshore Chinese Renminbi (CNH) UC 44487.91 N/A 44487.91 35590.33 CNH No 44487.91 35590.33
SGXUJSGX US Dollar in Japanese Yen Futures (Titan) UJ 7208236.01 N/A 7208236.01 5766588.81 JPY No 7208236.01 5766588.81
SGXUSSGX US Dollar in Singapore Dollar (Mini) Futures US 1458.74 N/A 1458.74 1166.99 SGD No 1458.74 1166.99
SGXUYSGX US Dollar in Japanese Yen Futures (Standard) UY 1441647.20 N/A 1441647.20 1153317.76 JPY No 1441647.20 1153317.76
SGXC52COMFORTDELGRO CORP LTD YCDD 966.919 N/A 966.919 773.535 SGD No 966.914 773.53
SGXD05DBS GROUP HOLDINGS LTD YDBS 2924.70 N/A 2924.70 2339.76 SGD No 2924.70 2339.76
SGXG13GENTING SINGAPORE LTD YGEN 916.171 N/A 916.171 732.935 SGD No 916.175 732.94
SGXBN4KEPPEL CORP LTD YKEP 3571.66 N/A 3571.66 2857.33 SGD No 3571.66 2857.33
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 4634.42 N/A 4634.42 3707.54 SGD No 4634.42 3707.54
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2320.03 N/A 2320.03 1856.02 SGD No 2320.03 1856.02
SGXY92THAI BEVERAGE PCL YTBE 1033.63 N/A 1033.63 826.90 SGD No 1033.64 826.91
SGXU11UNITED OVERSEAS BANK LTD YUOB 5279.03 N/A 5279.03 4223.22 SGD No 5279.03 4223.22
SGXF34WILMAR INTERNATIONAL LTD YWIL 3690.06 N/A 3690.06 2952.04 SGD No 3690.06 2952.05
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 2349.16 N/A 2349.16 1879.33 SGD No 2349.16 1879.32
SGXYESBANKYES BANK LTD ZYES 162.50 N/A 162.50 130 USD No 162.50 130
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 822.732 N/A 822.732 658.186 USD No 822.732 658.186
SMFE2YSMESmall 2YR US Treasury Yield S2Y 1210.09 N/A 1210.09 968.07 USD No 1210.09 968.07
SMFE30YSMESmall 30YR US Treasury Yield S30Y 547.445 N/A 547.445 437.956 USD No 547.445 437.956
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 13072.50 10458 18675 14940 AUD Yes 18675 14940
SNFEIB30 Day Interbank Cash Rate IB 1096.27 N/A 1096.27 877.015 AUD No 1096.27 877.015
SNFEIR90 Day Bills IR 1662.50 N/A 1662.50 1330 AUD No 1662.50 1330
SNFEXT10 Year Treasury Bond 6% XT 4813.75 N/A 4813.75 3851 AUD No 4813.75 3851
SNFEYT3 Year Treasury Bond 6% YT 1522.50 N/A 1522.50 1218 AUD No 1522.50 1218

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

The following table lists intraday margin requirements and hours for futures and futures options. Each day at 'Intraday End Time' the futures contract will revert back to the full overnight margin requirement until the 'Intraday Start Time' the next day. Margin requirements will always be applied at 100% for spread transactions. If an account holds futures, futures options for US products, or future and index options for European products on the same underlying, intraday margin does not apply.


Exchange Symbol Description Intraday Start Time4 Intraday End Time4
CBOT ZB 30-year T-BONDS 7:20 15:00
CBOT ZN 10-YR TREAS. 7:20 15:00
CBOT ZF 5-YR TREAS. 7:20 15:00
CBOT ZT 2-YR TREAS. 7:20 15:00
CBOT Z3N 3-YR TREAS. 8:30 15:00
CBOT ZQ 30 Day Federal Funds 7:20 15:00
CBOT TN 10-YR T-NOTES 7:20 15:00
CBOT UB Ultra T-BONDS 7:20 15:00
CBOT YM MINI DJIA 8:30 15:00
CBOT MYM Micro E-mini DJIA 8:30 15:00
GLOBEX MNQ Micro E-mini NASDAQ-100 8:30 15:00
GLOBEX MES Micro E-mini S&P 500 8:30 15:00
GLOBEX M2K Micro E-mini Russell 2000 8:30 15:00
GLOBEX GE EURODOLLARS 7:20 15:00
GLOBEX ES MINI-S&P 500 8:30 15:00
GLOBEX NKD NIKKEI 225 8:00 15:00
GLOBEX NQ NASDAQ E-MINI 8:30 15:00
GLOBEX SP S&P 500 8:30 15:00
NYMEX CL Crude oil 9:00 15:45
NYMEX GC Gold 8:20 15:45
NYMEX HG Copper 8:10 15:45
NYMEX HH Nautral Gas Last Day Financial Future 9:00 15:45
NYMEX HO Heating Oil 9:00 15:45
NYMEX MGC E-Micro Gold 8:30 15:45
NYMEX NG Natural gas 9:00 15:45
NYMEX QC Copper 8:10 15:45
NYMEX QG Natural gas E-Mini 9:00 15:45
NYMEX QH Heating Oil E-Mini 9:00 15:45
NYMEX QI Silver Mini 8:25 15:45
NYMEX QM Crude oil E-Mini 9:00 15:45
NYMEX QO Gold 8:20 15:45
NYMEX QU Unleaded Gasoline E-Mini 9:00 15:45
NYMEX RB RBOB Gasoline 9:00 15:45
NYMEX SI Silver 8:25 15:45
NYMEX SIL Silver 8:25 15:45
NYBOT TF RUSSELL 2000 9:30 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
CDE BAX Bankers Acceptance 6:00 15:45
CDE CGB 10-year Canadian Government Bond 6:00 15:45
CDE CGF 5-year Canadian Government Bond 6:00 15:45
CDE SCF S&P/TSX Composite 9:30 15:45
CDE SXF S&P 60 9:30 15:45
CDE SXM Mini S&P 60 9:30 15:45
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
IDEM FTMIB S&P MIB30 Index 9:00 17:35
IDEM MINI Mini S&P MIB30 Index 9:00 17:35
DTB FDAX DAX Index 7:50 21:45
DTB FDXM DAX Index Mini 7:50 21:45
DTB FESX DJ EURO STOXX 7:50 21:45
DTB FGBL Euro BUND 7:50 21:45
DTB FGBM Euro BOBL 7:50 21:45
DTB FGBS Euro SCHATZ 7:50 21:45
DTB FGBX Euro BUXL 7:50 18:45
DTB FOAT Euro-OAT French Government Bond Index 7:50 18:45
SOFFEX FSMI Swiss Market Index 8:00 17:15
ICEEU I EURIBOR THREE MONTH EURO 7:00 16:15
ICEEU L THREE MONTH SHORT STERLING 7:30 16:15
ICEEU R Long Gilt 8:00 16:15
ICEEU Z FTSE 100 (NEW STYLE) 7:00 20:45
IPE WTI Light WTI Crude 1:00 20:45
MEFFRV IBX IBEX-35 9:00 17:15
MEFFRV MIX IBEX-MINI 9:00 17:15
FTA FTI AEX INDEX FUT 8:00 18:15
FTA MFA AEX INDEX FUT 8:00 18:00
MONEP FCE CAC 40 8:00 18:00
MONEP MFC CAC 40 8:00 18:00
Exchange Symbol Description Intraday Start Time5 Intraday End Time5
SNFE AM SPI 200 Mini 9:50 16:15
SNFE AP SPI 200 9:50 16:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
HKFE A505 ISHARES FTSE A50 CHINA INDEX 9:00 15:45
HKFE HHI5 HSCEI INDEX 8:45 16:00
HKFE HSI5 HANG SENG INDEX 8:45 16:00
HKFE MCH5 HSCEI INDEX 8:45 16:00
HKFE MHI5 HANG SENG INDEX 8:45 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
OSE.JPN NK225 NIKKEI 225 08:45 14:55
OSE.JPN NK225M NIKKEI 225 MINI 08:45 14:55
OSE.JPN TOPIX TOPIX 08:45 15:00
OSE.JPN TOPIXM TOPIX Mini 08:45 15:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
NSE NIFTY S&P CNX NIFTY 9:15 15:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
SGX NK NIKKEI 225 7:45 14:10
SGX NS NIKKEI 225 mini 7:45 13:45
SGX TW MSCI Taiwan 8:45 13:30
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
KSE 01 KOSPI 9:00 15:20
KSE 05 KOSPI mini 9:00 15:20

Maintenance Margin Minimums

Futures:
50 USD /contract


Short Options:
50 USD/contract for 100 delta units
25 USD/contract for 0 delta units

Minimums for deltas between 100 and 0 will be interpolated based on the above schedule. Eurex contracts always assume a delta of 100.

Initial Margin Minimums

125% of Maintenance Margin


Notes

  • 4. The times listed in 'Intraday Start Time' and 'Intraday End Time' columns are shown in local exchange time.


Risk Margin Overview


What is risk based margining?

A risk based margin system evaluates your portfolio to set your margin requirements. The risk valuations of your positions are created using simulated market movements that anticipate possible outcomes. As a result, a more accurate margin model is created, allowing the investor to increase their leverage.


How are correlated risks offset?

Within a group of positions with the same underlying, 100% of the gain at any one valuation point is allowed to offset another positions loss at the same valuation point.

Example: An account holds a long stock position in stock ABC and a long put option contract in ABC. If a theoretical worst case scenario causes the underlying asset to drop 15%, then the loss that on the long stock position would be offset by the gain on the long put position.


What are my eligibility requirements?

Eligibility requirements vary according to the investor’s personal information, region, and exchange.


What positions are eligible?

All positions in margin equity securities (including foreign equity securities and options on foreign equity securities, listed options on an equity security or index of equity securities, security futures products, unlisted derivatives on an equity security or index of equity securities, warrants on an equity security or index of equity securities, broad-based index futures, and options on broad-based index futures.




Portfolio Margin

Under SEC-approved Portfolio Margin rules and using our real-time margin system, our customers are able in certain cases to increase their leverage beyond Reg T margin requirements. For decades margin requirements for securities (stocks, options and single stock futures) accounts have been calculated under a Reg T rules-based policy. This calculation methodology applies fixed percents to predefined combination strategies. With Portfolio Margin, margin requirements are determined using a "risk-based" pricing model that calculates the largest potential loss of all positions in a product class or group across a range of underlying prices and volatilities. This model, known as the Theoretical Intermarket Margining System ("TIMS"), is applied each night to U.S. stocks, OCC stock and index options and U.S. single stock futures positions by the federally-chartered Options Clearing Corporation("OCC") and is disseminated by the OCC to participating brokerage firms each night. The minimum margin requirement in a Portfolio Margin account is static during the day because the OCC only disseminates the TIMS parameter requirements once per day.

However, Portfolio Margin compliance is updated by us throughout the day based on the real-time price of the equity positions in the Portfolio Margin account. Please note, at this time, Portfolio Margin is not available for U.S. commodities futures and futures options, U.S. bonds, Mutual Funds, or Forex positions, but U.S. regulatory bodies may consider inclusion of these products at a future date.

Portfolio or risk based margin has been utilized for many years in both commodities and many non-U.S. securities markets, with great success. Dependent upon the composition of the trading account, Portfolio Margin may require a lower margin than that required under Reg T rules, which translates to greater leverage. Trading with greater leverage involves greater risk of loss. There is also the possibility that, given a specific portfolio composed of positions considered as having higher risk, the requirement under Portfolio Margin may be higher than the requirement under Reg T. Part of the reasoning behind the creation of Portfolio Margin is that the margin requirements would more accurately reflect the actual risk of the positions in an account. Thus, it is possible that, in a highly concentrated account, a Portfolio Margin approach may result in higher margin requirements than under Reg T. One of the main goals of Portfolio Margin is to reflect the lower risk inherent in a balanced portfolio of hedged positions. Conversely, Portfolio Margin must assess proportionately larger margin for accounts with positions which represent a concentration in a relatively small number of stocks.



Portfolio Margin Eligibility


Customers must meet the following eligibility requirements to open a Portfolio Margin account:

  • An existing account must have at least USD 110,000 (or USD equivalent) in Net Liquidation Value to be eligible to upgrade to a Portfolio Margin account (in addition to being approved for uncovered option trading). Existing customers may apply for a Portfolio Margin account on the Account Type page in Account Management at any time and your account will be upgraded upon approval. New customers can apply for a Portfolio Margin account during the registration system process. It should be noted that if your account drops below USD 100,000 you will be restricted from doing any margin-increasing trades. Therefore if you do not intend to maintain at least USD 100,000 in your account, you should not apply for a Portfolio Margin account.
  • New customer accounts requesting Portfolio Margin may take up to 2 business days (under normal business circumstances) to have this capability assigned after initial account approval. It should be noted that if your account is subsequently funded with less than USD 100,000 in Net Liquidation Value (or USD equivalent), you will be restricted from doing any margin-increasing trades until the Net Liquidation Value exceeds USD 100,000. Existing customer accounts will also need to be approved and this may also take up to two business days after the request. Both new and existing customers will receive an email confirming approval.
  • Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 1,000,000 (or USD equivalent).
  • Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
  • Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
  • Accounts reporting equity below the $100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics


Under Portfolio Margin, trading accounts are broken into three component groups: Class groups, which are all positions with the same underlying; Product groups, which are closely related classes; and Portfolio groups, which are closely related products. Examples of classes would include IBM, SPX, and OEX. A product example would be a Broad Based Index composed of SPX, OEX, etc. A portfolio could include such products as Broad Based Indices, Growth Indices, Small Cap Indices, and FINRA Indices.

The portfolio margin calculation begins at the lowest level, the class. All positions with the same class are grouped and stressed (underlying price and implied volatility are changed) together with the following parameters:

  • A standardized stress of the underlying.
    • For stock, equity options, narrow based indices and single stock futures, the stress parameter is plus or minus 15%, with eight other points within that range.
    • For U.S. market small caps and FINRA market indices the stress parameter is plus 10%, minus 10% as well as eight other points in-between.
    • For Broad Based Indices and Growth indices the stress parameter is plus 6%, minus 8% as well as eight other points in-between.
  • A market-based stress of the underlying based on historical moves in Bloomberg pricing data.
  • For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
  • For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

In addition to the stress parameters above the following minimums will also be applied:

  • Classes with large single concentrations will have a margin requirement of 30% applied to the concentrated position.
  • A $0.375 multiplied by the index per contract minimum is computed.
  • The same special margin requirements for OTCBB, Pink Sheet and low cap stocks that apply under Reg T, will still apply under Portfolio Margin.
  • Initial margin will be 110% of Maintenance Margin.

All of the above stresses are applied and the worst case loss is the margin requirement for the class. Then standard correlations between classes within a product are applied as offsets. As an example, within the Broad Based Index product 90% offset is allowed between SPX and OEX. Lastly standard correlations between products are applied as offsets. An example would be a 50% offset between Broad Based Indices and Small Cap Indices. For stocks and Single Stock Futures offsets are only allowed within a class and not between products and portfolios. After all the offsets are taken into account all the worst case losses are combined and this number is the margin requirement for the account. For a complete list of products and offsets, see the Appendix-Product Groups and Stress Parameters section at the end of this document.

Our real-time, intra-day margining system enables us to apply the Day Trading Margin Rules to Portfolio Margin accounts based on real-time equity, so Pattern Day Trading Accounts will always be able to trade based on their full, real-time buying power.

Because of the complexity of Portfolio Margin calculations it would be extremely difficult to calculate margin requirements manually. We encourage those interested in Portfolio Margin to use our TWS Portfolio Margin Demo to understand the impact of Portfolio Margin requirement under different scenarios.

Click here for the OCC's published list of Product Groups and Offset Parameters.



Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income


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Further Reading


See the following special articles and links, which describe important information on futures/options risk management and financial controls:

To learn more about trading on margin, go to our Education Center:

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Disclosures
  1. Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
  2. Long positions only.
  3. Margin requirements for HHI.HK futures positions larger than 1,000 contracts on HKFE are double the normal HHI.HK margin requirements.

  • If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.
  • Interactive Brokers Australia currently offers margin lending to all clients EXCEPT Self- managed Superannuation Fund account holders ("SMSF"). Click here for more information. For clients of Interactive Brokers Australia who are classified as retail, margin loans will be capped at AUD $50,000 (subject to change in IBKR Australia’s sole discretion). Once a client reaches that limit they will be prevented from opening any new margin increasing position. However, how much a client can borrow depends on a number of factors, including: the value of the money or assets contributed by the client as security; which financial products the client chooses to invest in, as we lend different amounts for different products under our risk-based model; and the maintenance margin requirement for the client’s portfolio. Once a client reaches their borrowing limit they will be prevented from opening any new margin increasing position. Closing or margin-reducing trades will be allowed. Refer to this link for information regarding margin accounts offered by IBKR Australia.