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 7973.33 N/A 7973.33 6378.67 EUR Yes 2 7973.33 6378.67
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 739.864 N/A 739.864 591.891 USD No 739.864 591.891
CBOT2YY2 Year Micro Treasury Yield 2YY 1921.50 N/A 1921.50 1537.20 USD No 1921.50 1537.20
CBOT30Y30 Year Micro Treasury Yield 30Y 1210.46 N/A 1210.46 968.368 USD No 1210.46 968.368
CBOT5YY5 Year Micro Treasury Yield 5YY 2595.93 N/A 2595.93 2076.75 USD No 2595.93 2076.75
CBOTAIGCIBloomberg Commodity Index AW 963.342 N/A 963.342 770.673 USD No 963.342 770.673
CBOTACEthanol -CME EH 6125 N/A 6125 4900 USD No 6125 4900
CBOTKEHard Red Winter Wheat -KCBOT- KE 3862.67 N/A 3862.67 3090.13 USD Yes 3862.67 3090.13
CBOTMYMMicro E-Mini Dow Jones Industrial Average Index MYM 787.35 684.6525 1124.79 978.075 USD No 1124.79 978.075
CBOTDJUSREDow Jones US Real Estate Index RX 4667.39 N/A 4667.39 3733.91 USD No 4667.39 3733.91
CBOTTNUltra 10-Year US Treasury Note TN 4194.53 N/A 4194.53 3355.62 USD No 4194.53 3355.62
CBOTTWE20-Year U.S. Treasury Bond TWE 6125.03 N/A 6125.03 4900.02 USD No 6125.03 4900.02
CBOTUBUltra Treasury Bond UB 8226.41 N/A 8226.41 6581.13 USD Yes 8226.41 6581.13
CBOTYCMini Sized Corn Futures XC 450.065 N/A 450.065 360.052 USD No 450.065 360.052
CBOTYKMini Sized Soybean Futures XK 1014.97 N/A 1014.97 811.977 USD No 1014.97 811.978
CBOTYWMini Sized Wheat Futures XW 903.404 N/A 903.404 722.721 USD No 903.404 722.721
CBOTYIW5-Year Eris SOFR Swap Futures YIW 294.095 N/A 294.095 193.738 USD No 294.095 193.738
CBOTYME-mini Dow Jones Industrial Average YM 7873.50 6846.525 11247.86 9780.75 USD Yes 11247.86 9780.75
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3097.89 N/A 3097.89 2478.31 USD No 3097.89 2478.31
CBOTZBUS Treasury Bond ZB 5858.96 N/A 5858.96 4687.17 USD Yes 5858.96 4687.17
CBOTZCCorn Futures ZC 2033.94 N/A 2033.94 1627.15 USD Yes 2033.94 1627.15
CBOTZF5 Year US Treasury Note ZF 1787.77 N/A 1787.77 1430.22 USD Yes 1787.77 1430.22
CBOTZLSoybean Oil Futures ZL 3332.95 N/A 3332.95 2666.36 USD Yes 3332.95 2666.36
CBOTZMSoybean Meal Futures ZM 3828.59 N/A 3828.59 3062.87 USD Yes 3828.59 3062.87
CBOTZN10 Year US Treasury Note ZN 2656.25 N/A 2656.25 2125 USD Yes 2656.25 2125
CBOTZOOat Futures ZO 7172.29 N/A 7172.29 5737.83 USD Yes 7172.29 5737.83
CBOTZQ30 Day Fed Funds ZQ 424.543 N/A 424.543 339.635 USD Yes 2 424.543 339.635
CBOTZRRough Rice Futures ZR 4877.73 N/A 4877.73 3902.18 USD Yes 4877.73 3902.18
CBOTZSSoybean Futures ZS 4863.40 N/A 4863.40 3890.72 USD Yes 4863.40 3890.72
CBOTZT2 Year US Treasury Note ZT 1679.43 N/A 1679.43 1343.55 USD Yes 1679.43 1343.55
CBOTZWWheat Futures ZW 4324.81 N/A 4324.81 3459.85 USD Yes 4324.81 3459.85
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 1042.31 N/A 1042.31 833.85 CAD No 1042.31 833.85
CDECGB10 Year Government of Canada Bonds CGB 4026.80 N/A 4026.80 3221.44 CAD No 4026.80 3221.44
CDECGF5 Year Government of Canada Bonds CGF 2224.85 N/A 2224.85 1779.88 CAD No 2224.85 1779.88
CDECGZ2 Year Government of Canada Bonds CGZ 1012.34 N/A 1012.34 809.87 CAD No 1012.34 809.87
CDECRA3 Month CORRA CRA 471.75 N/A 471.75 377.40 CAD No 471.75 377.40
CDETSXS&P TSX COMPOSITE INDEX SCF 20775.76 N/A 20775.76 16620.60 CAD No 20775.76 16620.60
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXF 11997.88 9598.30 17139.83 13711.86 CAD No 17139.83 13711.86
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXM 12026.76 N/A 12026.76 9621.41 CAD No 12026.76 9621.41
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 10242.93 N/A 10242.93 8194.34 USD No 10242.93 8194.34
CFEIBXXIBIGiBoxx iShares $ Investment Grade Corporate Bond Index TR IBIG 10257.90 N/A 10257.90 8206.32 USD No 10257.90 8206.32
CFEVIXCBOE Volatility Index VX 9396.75 N/A 9396.75 7517.40 USD No 29857.96 23886.37
CFEVIXCBOE Volatility Index VX09 9265.625 N/A 9265.625 7412.50 USD No 30478.88 24383.10
CFEVIXCBOE Volatility Index VX10 9265.625 N/A 9265.625 7412.50 USD No 30025.16 24020.12
CFEVIXCBOE Volatility Index VX11 9266.57 N/A 9266.57 7413.26 USD No 30246.20 24196.96
CFEVIXCBOE Volatility Index VX13 8871.75 N/A 8871.75 7097.40 USD No 29605.00 23684.00
CFEVIXCBOE Volatility Index VX14 8224.86 N/A 8224.86 6579.89 USD No 29471.26 23577.01
CFEVXMMini Cboe Volatility Index Futures VXM 939.675 N/A 939.675 751.74 USD No 2970.07 2376.05
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 2787.22 N/A 2787.22 2229.77 USD Yes 2787.22 2229.77
CMEGBPBritish pound 6B 2392.31 N/A 2392.31 1913.84 USD Yes 2392.31 1913.84
CMECADCanadian dollar 6C 2325.78 N/A 2325.78 1860.62 USD Yes 2325.78 1860.62
CMEEUREuropean Monetary Union Euro 6E 3291.39 N/A 3291.39 2633.11 USD Yes 3291.39 2633.11
CMEJPYJapanese yen 6J 3250 N/A 3250 2600 USD Yes 3250 2600
CMEBREBrazilian real 6L 2082.61 N/A 2082.61 1514.625 USD Yes 2 2082.61 1514.625
CMEMXPMexican Peso 6M 2183.25 N/A 2183.25 1746.60 USD Yes 2183.25 1746.60
CMENZDNew Zealand dollar 6N 2374.78 N/A 2374.78 1899.82 USD Yes 2 2374.78 1899.82
CMERUR *Russian Ruble in US Dollars 6R 35578.125 N/A 35578.125 28462.50 USD Yes 2 35578.125 28462.50
CMECHFSwiss franc 6S 5332.73 N/A 5332.73 4266.19 USD Yes 5332.73 4266.19
CMEZARSouth African Rand 6Z 2289.10 N/A 2289.10 1831.28 USD No 2289.10 1831.28
CMEACDAustralian dollar ACD 14356.62 N/A 14356.62 11485.29 CAD No 14356.62 11485.29
CMEAJYAustralian dollar AJY 2324407.41 N/A 2324407.41 1859525.93 JPY No 2324407.41 1859525.93
CMEBQXCME E-Mini NASDAQ Biotechnology BIO 28302.10 N/A 28302.10 22641.68 USD No 28302.10 22641.68
CMEBOSBoston Housing Index BOS 5112.50 N/A 5112.50 4090.00 USD No 5112.50 4090.00
CMEBSBYThree-Month Bloomberg Short-Term Bank Yield BSB 2346.29 N/A 2346.29 1877.03 USD No 2346.29 1877.03
CMEBRRCME CF Bitcoin Reference Rate BTC 139015.61 N/A 139015.61 108123.25 USD Yes 139015.61 108123.25
CMEBTCEURRRCME CF Bitcoin-Euro Reference Rate BTE 149921.875 N/A 149921.875 119937.50 EUR No 299843.75 239875
CMECBCME Cash-Settled Butter Futures CB 9092.40 N/A 9092.40 7273.92 USD No 9092.40 7273.92
CMECHIChicago Housing Index CHI 3087.50 N/A 3087.50 2470.00 USD No 3087.50 2470.00
CMECLPChilean peso CHP 8178.15 N/A 8178.15 6542.52 USD No 8178.15 6542.52
CMECJYCanadian dollar CJY 2929248.30 N/A 2929248.30 2343398.64 JPY No 2929248.30 2343398.64
CMECNHUnited States dollar CNH 26966.25 N/A 26966.25 21573 CNH No 26966.25 21573
CMECSCCheese CSC 6800.89 N/A 6800.89 5440.71 USD No 6800.89 5440.71
CMECUSHousing Index Composite CUS 5312.50 N/A 5312.50 4250 USD No 5312.50 4250
CMECZKCzech koruna CZK 22279.04 N/A 22279.04 17823.23 USD Yes 2 22279.04 17823.23
CMEDAMILK CLASS III INDEX DC 5122.92 N/A 5122.92 4098.34 USD Yes 5122.92 4098.34
CMEDENDenver Housing Index DEN 4831.25 N/A 4831.25 3865.00 USD No 4831.25 3865.00
CMEDYCME DRY WHEY INDEX DY 3027.33 N/A 3027.33 2421.87 USD No 3027.33 2421.87
CMEE7European Monetary Union Euro E7 1645.70 N/A 1645.70 1316.56 USD No 1645.70 1316.56
CMEEADEuropean Monetary Union Euro EAD 19048.64 N/A 19048.64 15238.91 AUD No 19048.64 15238.91
CMEECDEuropean Monetary Union Euro ECD 14932.02 N/A 14932.02 11945.62 CAD No 14932.02 11945.62
CMEECKCzech koruna ECK 9844 N/A 9844 7875.20 EUR No 9844 7875.20
CMEEHFHungarian forint EHF 9356.78 N/A 9356.78 7485.42 EUR Yes 2 9356.78 7485.42
CMEEMDE-mini S&P Midcap 400 Futures EMD 18435.98 14748.79 26337.12 21069.70 USD Yes 2 26337.12 21069.70
CMENIYYen Denominated Nikkei 225 Index ENY 207138.75 165711 295912.50 236730 JPY No 295912.50 236730
CMEEPZPolish zloty EPZ 9779.79 N/A 9779.79 7823.83 EUR Yes 2 9779.79 7823.83
CMEESE-mini S&P 500 ES 9709.22 8826.56 13870.31 12609.37 USD Yes 13870.31 12609.37
CMESPXESUPE-mini S&P 500 ESG ESG 15082.37 N/A 15082.37 12065.90 USD No 15082.37 12065.90
CMEESTREuro Short-Term Rate ESR 281.25 N/A 281.25 225 EUR No 281.25 225
CMEETHEURRRCME CF Ether-Euro Reference Rate ETE 86906.25 N/A 86906.25 69525 EUR No 173812.50 139050
CMEETHUSDRRCME CF Ether-Dollar Reference Rate ETH 113389.11 N/A 113389.11 90711.29 USD Yes 226778.21 181422.57
CMEGSCIS&P-GSCI Index GD 23798.25 N/A 23798.25 19038.60 USD No 23798.25 19038.60
CMEGDKClass IV Milk - 200k lbs GDK 2737.73 N/A 2737.73 2190.18 USD No 2737.73 2190.18
CMEGFFeeder Cattle GF 8704.10 N/A 8704.10 6963.28 USD Yes 8704.10 6963.28
CMENFNON FAT DRY MILK INDEX GNF 5673.11 N/A 5673.11 4538.49 USD No 5673.11 4538.49
CMEHELean Hogs HE 4529.39 N/A 4529.39 3623.51 USD Yes 4529.39 3623.51
CMEHUFHungarian forint HUF 12802.57 N/A 12802.57 10242.06 USD Yes 2 12802.57 10242.06
CMEIBAABovespa Index - USD IBV 40093.75 N/A 40093.75 32075 USD No 40093.75 32075
CMEILSIsraeli Shekel ILS 32726.85 N/A 32726.85 26181.48 USD Yes 2 32726.85 26181.48
CMEJ7Japanese yen J7 1625 N/A 1625 1300 USD No 1625 1300
CMEKRWKorean Won KRW 20028.125 N/A 20028.125 16022.50 USD Yes 2 12959.375 10367.50
CMELAVLas Vegas Housing Index LAV 4475.00 N/A 4475.00 3580.00 USD No 4475.00 3580.00
CMELAXLos Angeles Housing Index LAX 6628.13 N/A 6628.13 5302.50 USD No 6628.13 5302.50
CMELBRLumber Futures LBR 1125 N/A 1125 900 USD No 1125 900
CMELELive Cattle LE 3968.39 N/A 3968.39 3174.71 USD Yes 3968.39 3174.71
CMEM2KMicro E-Mini Russell 2000 Index M2K 659.627 527.702 942.324 753.86 USD No 942.324 753.86
CMEM6AAustralian dollar M6A 278.722 N/A 278.722 222.977 USD No 278.722 222.977
CMEM6BBritish pound M6B 239.231 N/A 239.231 191.384 USD No 239.231 191.384
CMEM6CUnited States dollar M6C 1301.29 N/A 1301.29 1041.03 CAD No 1301.29 1041.03
CMEM6EEuropean Monetary Union Euro M6E 329.139 N/A 329.139 263.311 USD No 329.139 263.311
CMEM6JUnited States dollar M6J 130234.27 N/A 130234.27 104187.41 JPY No 130234.27 104187.41
CMEM6SUnited States dollar M6S 889.858 N/A 889.858 711.887 CHF No 889.858 711.887
CMEMBTMicro Bitcoin MBT 2780.31 N/A 2780.31 2162.47 USD Yes 2780.31 2162.47
CMEMCDCanadian dollar MCD 232.578 N/A 232.578 186.062 USD No 232.578 186.062
CMEMESMicro E-Mini S&P 500 Stock Price Index MES 970.922 882.656 1387.03 1260.94 USD Yes 1387.03 1260.94
CMEMETMicro Ether MET 226.778 N/A 226.778 181.423 USD Yes 453.556 362.845
CMEMIAMiami Housing Index MIA 9931.25 N/A 9931.25 5445.00 USD No 9931.25 5445.00
CMEMIRIndian Rupee MIR 1509.25 N/A 1509.25 1206.60 USD No 1509.50 1207.60
CMEMNHUnited States dollar MNH 2696.625 N/A 2696.625 2157.30 CNH No 2696.625 2157.30
CMEMNQMicro E-Mini Nasdaq-100 Index MNQ 1733.51 1575.92 2476.44 2251.31 USD Yes 2476.44 2251.31
CMEMSFSwiss franc MSF 533.305 N/A 533.305 426.644 USD No 533.298 426.631
CMENIYYen Denominated Nikkei 225 Index NIY 1035693.75 828555 1479562.50 1183650 JPY No 1479562.50 1183650
CMENKDDollar Denominated Nikkei 225 Index NKD 16396.54 N/A 16396.54 13117.24 USD No 16396.54 13117.24
CMENOKNorwegian krone NOK 28114.99 N/A 28114.99 22491.99 USD No 28114.99 22491.99
CMENQE-mini NASDAQ 100 NQ 17335.11 15759.19 24764.44 22513.13 USD Yes 24764.44 22513.13
CMENYMNew York Housing Index NYM 6890.625 N/A 6890.625 3712.50 USD No 6890.625 3712.50
CMEPJYBritish pound PJY 2982665.15 N/A 2982665.15 2386132.12 JPY No 2982665.15 2386132.12
CMEPLNPolish zloty PLN 15834.71 N/A 15834.71 12667.77 USD Yes 2 15834.71 12667.77
CMEPSFBritish pound PSF 10746.82 N/A 10746.82 8597.45 CHF No 10746.82 8597.45
CMERFEuropean Monetary Union Euro RF 4667.21 N/A 4667.21 3733.77 CHF No 4667.21 3733.77
CMERMBCME Chinese Renminbi in US Dollar Cross Rate RMB 8801.25 N/A 8801.25 7041 USD Yes 2 8801.25 7041
CMERMECME Chinese Renminbi in Euro Cross Rate RME 11023.02 N/A 11023.02 8818.42 EUR Yes 2 11023.02 8818.42
CMERPEuropean Monetary Union Euro RP 6683.20 N/A 6683.20 5346.56 GBP No 6683.20 5346.56
CMERS1E-mini Russell 1000 Index Futures RS1 12895.84 N/A 12895.84 10316.67 USD No 12895.84 10316.67
CMERSGE-mini Russell 1000 Growth Index Futures RSG 39444.24 N/A 39444.24 31555.39 USD No 39444.24 31555.39
CMERSVE-Mini Russell 1000 Value Index Futures RSV 11343.38 N/A 11343.38 9074.71 USD No 11343.38 9074.71
CMERTYE-mini Russell 2000 Index RTY 6596.27 5277.02 9423.24 7538.60 USD Yes 9423.24 7538.60
CMERYEuropean Monetary Union Euro RY 952802.82 N/A 952802.82 762242.26 JPY Yes 2 952802.82 762242.26
CMESPXDIVANS&P 500 Dividend Points (Annual) Index SDA 5068.75 N/A 5068.75 3655.00 USD No 5068.75 3655.00
CMESDGSan Diego Housing Index SDG 6471.88 N/A 6471.88 5177.50 USD No 6471.88 5177.50
CMESEKSwedish krona SEK 23317.10 N/A 23317.10 18653.68 USD No 23317.10 18653.68
CMESFRSan Francisco Housing Index SFR 5287.50 N/A 5287.50 4230.00 USD No 5287.50 4230.00
CMESGXS&P 500 / Citigroup Growth Index SG 233853.33 N/A 233853.33 187082.66 USD No 233853.33 187082.66
CMESIRIndian Rupee SIR 7541.25 N/A 7541.25 6033 USD No 7541.25 6033
CMESJYSwiss franc SJY 3897489.53 N/A 3897489.53 3117991.62 JPY No 3897489.53 3117991.62
CMESMCE-Mini S&P SmallCap 600 Futures SMC 38671.72 N/A 38671.72 30937.38 USD No 38671.72 30937.38
CMESONIASterling Overnight Index Average SON 1193.46 N/A 1193.46 954.77 GBP No 1193.46 954.77
CMESOFR1Secured Overnight Financing Rate 1-month average of rates SR1 509.988 N/A 509.988 407.99 USD No 509.988 407.99
CMESOFR3Secured Overnight Financing Rate 3-month average of rates SR3 526.168 N/A 526.168 420.934 USD Yes 526.168 420.934
CMESVXS&P 500 / Citigroup Value Index SU 89757.57 N/A 89757.57 71806.06 USD No 89757.57 71806.06
CMETBF313-Week US Treasury Bill TBF3 1278.41 N/A 1278.41 1022.73 USD No 1278.41 1022.73
CMEWDCWashington DC Housing Index WDC 4834.37 N/A 4834.37 3867.50 USD No 4834.37 3867.50
CMEIXBMaterials Select Sector Index XAB 16952.84 N/A 16952.84 13562.27 USD No 16952.84 13562.27
CMEIXEEnergy Select Sector Index XAE 17440.98 N/A 17440.98 13952.79 USD No 17440.98 13952.79
CMEIXMFinancial Select Sector Index XAF 18621.46 N/A 18621.46 14897.17 USD No 18621.46 14897.17
CMEIXIIndustrial Select Sector Index XAI 18447.84 N/A 18447.84 14758.27 USD No 18447.84 14758.27
CMEIXTTechnology Select Sector Index - XAK 48170.83 N/A 48170.83 38536.67 USD No 48170.83 38536.67
CMEIXRConsumer Staples Select Sector Index XAP 7858.24 N/A 7858.24 6286.59 USD No 7858.24 6286.59
CMEIXREReal Estate Select Sector Index XAR 8769.27 N/A 8769.27 7015.42 USD No 8769.27 7015.42
CMEIXUUtilities Select Sector Index XAU 9542.61 N/A 9542.61 7634.09 USD No 9542.61 7634.09
CMEIXVHealth Care Select Sector Index XAV 16622.34 N/A 16622.34 13297.87 USD No 16622.34 13297.87
CMEIXYConsumer Discretionary Select Sector Index XAY 43136.21 N/A 43136.21 34508.97 USD No 43136.21 34508.97
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 5612.34 N/A 5612.34 4489.87 USD No 5612.34 4489.87
COMEXGCGold GC 11679.99 N/A 11679.99 9343.99 USD Yes 11679.99 9343.99
COMEXHGCopper Index HG 9751.40 N/A 9751.40 7801.12 USD Yes 9751.40 7801.12
COMEXHRCHot-Rolled Coil Steel Index HRC 3192.20 N/A 3192.20 2553.76 USD No 3192.20 2553.76
COMEXMGCE-Micro Gold MGC 1168.00 N/A 1168.00 934.399 USD Yes 1168.00 934.399
COMEXMHGMicro Copper MHG 975.14 N/A 975.14 780.112 USD No 975.14 780.112
COMEXQCCOMEX MINY Copper QC 4875.70 N/A 4875.70 3900.56 USD No 4875.70 3900.56
COMEXQICOMEX MINY Silver QI 8985.55 N/A 8985.55 7188.44 USD No 8985.55 7188.44
COMEXQOCOMEX MINY Gold QO 5839.99 N/A 5839.99 4671.99 USD No 5839.99 4671.99
COMEXSGCShanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures SGC 26498.44 N/A 26498.44 21198.75 CNH No 26498.44 21198.75
COMEXSGUFShanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures SGU 4171.04 N/A 4171.04 3336.83 USD No 4171.04 3336.83
COMEXSISilver Index SI 17800 N/A 17800 14240 USD Yes 17800 14240
COMEXSISilver Index SIL 3560 N/A 3560 2848 USD No 3560 2848
COMEXUXUranium Index UX 6264.01 N/A 6264.01 5011.21 USD No 6264.01 5011.21
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 51170.00 N/A 51170.00 40936.00 EUR No 51170.00 40936.00
ENDEXTFMDutch TTF Natural Gas Futures TFM 8948.05 N/A 8948.05 7158.44 EUR No 8948.05 7158.44
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 13025.15 N/A 13025.15 10420.12 CHF No 13025.15 10420.12
EUREXKS200.EUKOSPI 200 - Eurex/KRX Linked Product FBK2 11184374.81 N/A 11184374.81 8947499.85 KRW Yes 11184374.81 8947499.85
EUREXFBONEuro BONO Futures on Long-term Spanish Government Bonds FBON 9099.90 N/A 9099.90 7279.92 EUR No 9099.90 7279.92
EUREXBTPEuro-BTP Italian Government Bond FBTP 5747.55 N/A 5747.55 4598.04 EUR Yes 5747.55 4598.04
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 2668.88 N/A 2668.88 2135.11 USD No 2668.88 2135.11
EUREXKWY.EUUS Dollar in Korean Won - EUREX/KRX Linked Product FCUW 1658750 N/A 1658750 1327000 KRW No 3317500 2654000
EUREXSD3EDEuro Stoxx Select Dividend 30 DVP FD3D 5540.00 N/A 5540.00 2216.00 EUR No 5540.00 2216.00
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDAX 27938.53 22350.825 39912.19 31929.75 EUR Yes 37930.94 30344.75
EUREXDDAXDivDAX Price Index FDIV 9400 N/A 9400 7520 EUR Yes 2 9400 7520
EUREXDDXDIVPTDivDAX Dividend Points Index FDVD 4635 N/A 4635 1854 EUR No 4635 1854
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXM 5587.71 4470.165 7982.44 6385.95 EUR No 7586.19 6068.95
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXS 1117.54 894.033 1596.49 1277.19 EUR Yes 1517.24 1213.79
EUREXDBEAEURO STOXX Banks Index Dividend Futures FEBD 700.625 N/A 700.625 280.25 EUR No 700.625 280.25
EUREXDJSDEuro STOXX Select Dividend 30 Index FEDV 3990 N/A 3990 3192 EUR Yes 2 3990 3192
EUREXESAEuro STOXX 600 Automobile & Parts FESA 11135.00 N/A 11135.00 8908.00 EUR Yes 2 11135.00 8908.00
EUREXSX7EEuro STOXX Banks Index FESB 621.884 497.507 888.406 710.725 EUR Yes 819.569 655.655
EUREXSX4EEuro STOXX Chemicals FESC 6637.75 N/A 6637.75 5310.20 EUR Yes 2 6165.72 4932.58
EUREXESEEuro STOXX Oil & Gas FESE 1922.42 N/A 1922.42 1537.94 EUR Yes 2 1922.42 1537.94
EUREXESFEuro STOXX Financial Services Index FESF 3081.88 N/A 3081.88 2465.50 EUR Yes 2 2620.38 2096.31
EUREXSXNEEuro STOXX Industrial Goods&Services FESG 5844.09 N/A 5844.09 4675.28 EUR Yes 2 5373.70 4298.96
EUREXSXDEEuro STOXX Healthcare FESH 3728.75 N/A 3728.75 2983.00 EUR Yes 2 3728.75 2983.00
EUREXESIEuro STOXX Insurance FESI 2487.28 N/A 2487.28 1989.82 EUR Yes 2 2186.09 1748.88
EUREXESMEuro STOXX Media Index FESM 1301.63 N/A 1301.63 1041.30 EUR Yes 2 1301.63 1041.30
EUREXSXOEEuro STOXX Construction FESN 3228.07 N/A 3228.07 2582.46 EUR Yes 2 3076.08 2460.87
EUREXSX3EEuro STOXX Food&Beverages FESO 2701.56 N/A 2701.56 2161.25 EUR Yes 2 2701.56 2161.25
EUREXSXREEuro STOXX Retail FESR 3378.87 N/A 3378.87 2703.09 EUR Yes 2 3378.87 2703.09
EUREXSXPEEuro STOXX Basic Resources FESS 1295.47 N/A 1295.47 1036.38 EUR Yes 2 1237.29 989.829
EUREXSXKEEuro STOXX Telecommunications FEST 1341.88 N/A 1341.88 1073.50 EUR Yes 2 1341.88 1073.50
EUREXESUEuro STOXX Utilities Index FESU 1502.19 N/A 1502.19 1201.75 EUR Yes 1502.19 1201.75
EUREXSXTEEuro STOXX Travel & Leisure FESV 1329.02 N/A 1329.02 1063.22 EUR Yes 2 1184.68 947.747
EUREXESTX50Euro STOXX50 FESX 2982.37 2385.90 4260.53 3408.43 EUR Yes 4006.81 3205.45
EUREXSX8EEuro STOXX Technology FESY 16690.45 N/A 16690.45 13352.36 EUR Yes 2 16690.45 13352.36
EUREXSXQEEuro STOXX Personal & Household Goods FESZ 8355.49 N/A 8355.49 6684.39 EUR Yes 2 8355.49 6684.39
EUREXEU3Three Month EURIBOR FEU3 1793.40 N/A 1793.40 1434.72 EUR Yes 1793.40 1434.72
EUREXDESX5EURO STOXX 50 Index-Dividenden FEXD 5561.50 2224.60 7945.00 3178.00 EUR Yes 7945.00 3178.00
EUREXOMXH25OMX Helsinki 25 Index FFOX 8837.56 N/A 8837.56 7070.05 EUR Yes 2 8837.56 7070.05
EUREXGBLEuro Bund (10 Year Bond) FGBL 3620.14 N/A 3620.14 2896.11 EUR Yes 3888.33 3110.66
EUREXGBMEuro Bobl (5 Year Bond) FGBM 2025.02 N/A 2025.02 1620.01 EUR Yes 1997.43 1597.94
EUREXGBSEuro Schatz (2 Year Bond) FGBS 839.647 N/A 839.647 671.718 EUR Yes 765.692 612.554
EUREXGBXEuro Buxl (15 - 30 Year Bond) FGBX 8835.02 N/A 8835.02 7068.02 EUR Yes 8835.02 7068.02
EUREXDJESLEuro Stoxx Large FLCE 2270.46 N/A 2270.46 1816.37 EUR No 1960.81 1568.65
EUREXDJ200LSTOXX Large 200 Index FLCP 2166.77 N/A 2166.77 1733.41 EUR No 1816.87 1453.50
EUREXDJESMEuro Stoxx Mid FMCE 2060.31 N/A 2060.31 1648.25 EUR No 2060.31 1648.25
EUREXM1CNMSCI China NTR USD FMCH 1895.15 N/A 1895.15 1516.12 USD No 1942.41 1553.925
EUREXDJ200STOXX MID 200 Index FMCP 2241.19 N/A 2241.19 1792.95 EUR Yes 2 2179.06 1743.25
EUREXM1MSMSCI Emerging Markets Asia FMEA 4921.25 N/A 4921.25 3937.00 USD No 4457.86 3566.29
EUREXM1EFMSCI Emerging Markets Net Total Return Index FMEM 4943.67 N/A 4943.67 3954.94 USD No 4943.67 3954.94
EUREXMXEUMSCI Europe FMEP 1395.59 N/A 1395.59 1116.47 EUR No 1153.35 922.68
EUREXM7EUMSCI Europe Net Return EUR Index FMEU 2693.28 N/A 2693.28 2154.62 EUR No 2219.60 1775.68
EUREXM1INMSCI India NTR USD FMIN 10633.24 N/A 10633.24 8506.59 USD No 9528.51 7622.81
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5973.475 N/A 5973.475 4778.78 USD No 5973.475 4778.78
EUREXK200M.EUMini KOSPI 200 - Eurex/KRX Linked Product FMK2 2236874.96 N/A 2236874.96 1789499.97 KRW No 2236874.96 1789499.97
EUREXM1TWMSCI Taiwan NTR USD FMTW 5242.14 N/A 5242.14 4193.71 USD No 5100.65 4080.52
EUREXMBWOMSCI World Net EUR Index 1 FMWN 3474.075 N/A 3474.075 2779.26 EUR No 3076.56 2461.25
EUREXM1WOMSCI World NETR USD Index FMWO 8060.48 N/A 8060.48 6448.38 USD No 7835.28 6268.22
EUREXMXWOMSCI World Index FMWP 4526.13 N/A 4526.13 3620.90 USD No 4526.13 3620.90
EUREXOATEuro-OAT French Government Bond FOAT 3389.33 N/A 3389.33 2711.46 EUR No 3904.33 3123.46
EUREXDJESSEuro Stoxx Small FSCE 1406.80 N/A 1406.80 1125.44 EUR No 1259.05 1007.24
EUREXDJ200SSTOXX Small 200 Index FSCP 1525.47 N/A 1525.47 1220.37 EUR No 1371.56 1097.25
EUREXSXXPESGXSTOXX Europe 600 ESG-X FSEG 1313.90 N/A 1313.90 1051.12 EUR No 1250.94 1000.75
EUREXSLISwiss Leader Index (PREIS_INDEX) FSLI 3773.70 N/A 3773.70 3018.96 CHF Yes 2 3773.70 3018.96
EUREXSMIDPSMI Dividend Points Index FSMD 18450 N/A 18450 7380 CHF No 18450 7380
EUREXSMISwiss Market Index FSMI 6422.25 5137.80 9174.65 7339.72 CHF Yes 9174.65 7339.72
EUREXSMIMSwiss Mid-cap Index FSMM 4219.00 N/A 4219.00 3375.20 CHF Yes 2 4219.00 3375.20
EUREXSMISwiss Market Index FSMS 642.225 513.78 917.465 733.972 CHF No 917.465 733.972
EUREXMDAXMidcap DAX FSMX 2581.26 N/A 2581.26 2065.01 EUR No 2459.64 1967.71
EUREXSXAPSTOXX 600 Automobiles & Parts FSTA 5308.94 N/A 5308.94 4247.15 EUR Yes 2 5308.94 4247.15
EUREXSX7PSTOXX 600 Banks FSTB 1257.71 N/A 1257.71 1006.17 EUR Yes 1003.13 802.50
EUREXSX4PSTOXX 600 Chemicals FSTC 5544.94 N/A 5544.94 4435.96 EUR Yes 2 4868.86 3895.09
EUREXSXEPSTOXX 600 Oil & Gas FSTE 2023.41 N/A 2023.41 1618.73 EUR Yes 2023.41 1618.73
EUREXSXFPSTOXX 600 Financial Services Index FSTF 4221.37 N/A 4221.37 3377.095 EUR Yes 2 3295.49 2636.395
EUREXSXNPSTOXX 600 Industrial Goods & Services Index FSTG 4143.46 N/A 4143.46 3314.765 EUR Yes 2 3625.69 2900.55
EUREXSXDPSTOXX 600 Healthcare FSTH 3883.13 N/A 3883.13 3106.50 EUR Yes 2 3883.13 3106.50
EUREXSXIPSTOXX 600 Insurance FSTI 2450.92 N/A 2450.92 1960.74 EUR Yes 2 2059.43 1647.54
EUREXSX86PSTOXX 600 Real Estate FSTL 840.404 N/A 840.404 672.323 EUR No 840.404 672.323
EUREXSXMPSTOXX 600 Media FSTM 1691.11 N/A 1691.11 1352.89 EUR Yes 2 1530.69 1224.55
EUREXSXOPSTOXX 600 Construction & Materials FSTN 3497.75 N/A 3497.75 2798.20 EUR Yes 2 3041.10 2432.88
EUREXSX3PSTOXX 600 Food & Beverage Index FSTO 3402.19 N/A 3402.19 2721.75 EUR Yes 2 3402.19 2721.75
EUREXSXRPSTOXX 600 Retail FSTR 1717.13 N/A 1717.13 1373.70 EUR Yes 2 1717.13 1373.70
EUREXSXPPSTOXX 600 Basic Resources Index FSTS 4026.58 N/A 4026.58 3221.26 EUR Yes 4026.58 3221.26
EUREXSXKPSTOXX 600 Telecommunications FSTT 1128.13 N/A 1128.13 902.503 EUR Yes 2 1128.13 902.503
EUREXSX6PSTOXX 600 Utilities FSTU 1514.06 N/A 1514.06 1211.25 EUR Yes 1514.06 1211.25
EUREXSXTPSTOXX 600 Travel & Leisure FSTV 1502.23 N/A 1502.23 1201.78 EUR Yes 2 1502.23 1201.78
EUREXSTXSTOXX50 FSTX 3588.75 N/A 3588.75 2871.00 EUR Yes 2 2967.56 2374.05
EUREXSX8PSTOXX 600 Technology FSTY 8347.05 N/A 8347.05 6677.64 EUR Yes 2 8347.05 6677.64
EUREXSXQPSTOXX 600 Personal & Household Goods FSTZ 4309.12 N/A 4309.12 3447.29 EUR Yes 2 4309.12 3447.29
EUREXESTX50Euro STOXX50 FSXE 298.237 238.59 426.053 340.843 EUR No 400.681 320.545
EUREXTDXTECDAX FTDX 8553.47 N/A 8553.47 6842.77 EUR Yes 2 8553.47 6842.77
EUREXV2TXVSTOXX Volatility Index FVS 915.625 N/A 915.625 732.50 EUR Yes 3003.37 2402.69
EUREXDJESEuro STOXX Price Index FXXE 2177.02 N/A 2177.02 1741.62 EUR No 1798.00 1438.40
EUREXDJ600STOXX 600 Index FXXP 1464.01 1171.21 2091.44 1673.16 EUR Yes 1810.94 1448.75
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 11730.54 N/A 11730.54 9384.43 EUR No 11730.54 9384.43
FTAEOEAMS EOE Index FTI 9319.28 7455.42 13313.25 10650.60 EUR Yes 13313.25 10650.60
FTAEOEAMS EOE Index MFA 931.928 745.542 1331.33 1065.06 EUR No 1331.33 1065.06
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 70685.70 N/A 70685.70 56548.56 HKD No 70685.70 56548.56
HKFECNHUnited States dollar CUS 27002.625 N/A 27002.625 21602.10 CNH Yes 27002.625 21602.10
HKFEHHIDPIHSCEI Dividend Point Index DHH 4191.59 N/A 4191.59 2359.50 HKD No 4191.59 2359.50
HKFEHSIDPIHSI Dividend Point Index DHS 13173.45 N/A 13173.45 7463.80 HKD No 13173.45 7463.80
HKFEGDRCNH Gold Futures GDR 66304.39 N/A 66304.39 53043.52 CNH No 66304.39 53043.52
HKFEGDUUSD Gold Futures GDU 10715.75 N/A 10715.75 8572.60 USD No 10715.75 8572.60
HKFEHHI.HK 3Hang Seng China Enterprise Index HHI 30250.50 24200.40 43215 34572 HKD Yes 43215 34572
HKFEHSIHang Seng Stock Index HSI 66251.47 53001.17 94644.95 75715.96 HKD Yes 94644.95 75715.96
HKFEHSTECHHang Seng TECH Index HTI 22646.77 18117.42 32352.53 25882.02 HKD Yes 32352.53 25882.02
HKFEMCAMSCI China A 50 Connect Index MCA 2924.71 2339.77 4178.16 3342.53 USD No 4178.16 3342.53
HKFEMCH.HKMini-Hang Seng China Enterprises Index MCH 6050.10 4840.08 8643 6914.40 HKD Yes 8643 6914.40
HKFEMCSUnited States dollar MCS 5400.90 N/A 5400.90 4320.72 CNH No 5400.90 4320.72
HKFEMHIMini Hang Seng Index MHI 13250.29 10600.23 18928.99 15143.19 HKD Yes 18928.99 15143.19
HKFEMID.HKMSCI Indonesia Index (USD) - HKFE MIA 1757.95 N/A 1757.95 1406.36 USD No 1757.95 1406.36
HKFEMNDMSCI India Index (USD) - HKFE MND 3218.60 N/A 3218.60 2574.88 USD No 3218.60 2574.88
HKFEMTWMSCI Taiwan (USD) Index - HKFE MTW 4606.66 N/A 4606.66 3685.33 USD No 4606.66 3685.33
HKFEVHSIHang Seng Volatility Index VHS 78125 N/A 78125 62500 HKD No 112187.50 89750
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 4159.38 N/A 4159.38 3327.50 GBP No 4159.38 3327.50
ICEEUHMedium Gilt H 6570.66 N/A 6570.66 5256.53 GBP No 6570.66 5256.53
ICEEUI3 Month EURIBOR Interest Rate I 898.4375 N/A 898.4375 718.75 EUR Yes 898.4375 718.75
ICEEUNDUEBRAFThe MSCI Brazil Net Total Return MCG 6961.15 N/A 6961.15 5568.92 USD No 6961.15 5568.92
ICEEUO5 Year Euro Swapnote O 5808.17 N/A 5808.17 4646.54 EUR No 5808.17 4646.54
ICEEUP10 Year Euro Swapnote P 10335.60 N/A 10335.60 8268.48 EUR No 10335.60 8268.48
ICEEURLong Gilt R 4600.00 N/A 4600.00 3680.00 GBP No 4600.00 3680.00
ICEEUSRFXON3Three Month SaronA SA3 771.625 N/A 771.625 617.30 CHF No 771.625 617.30
ICEEUSONIA.NThree Month SONIA SO3 1161.875 N/A 1161.875 929.50 GBP Yes 1161.875 929.50
ICEEUSONIO.NOne Month SONIA SOA 888.775 N/A 888.775 711.02 GBP No 888.775 711.02
ICEEUTWS2 Year Euro Swapnote TWS 2283.34 N/A 2283.34 1826.68 EUR No 2283.34 1826.68
ICEEUF1DVFTSE 100 Dividend Index XZ 992.05 N/A 992.05 620 GBP No 992.05 620
ICEEUYFTSE 250 Index Y2 5013.90 N/A 5013.90 4011.12 GBP No 5013.90 4011.12
ICEEUZFTSE 100 Index Z 4163.14 3330.52 5947.35 4757.88 GBP Yes 5947.35 4757.88
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 6237.50 N/A 6237.50 4990 GBP No 6237.50 4990
ICEEUSOFTDRobusta Coffee RC 2987.50 N/A 2987.50 2390 USD No 2987.50 2390
ICEEUSOFTTWheat T 3339.27 N/A 3339.27 2671.41 GBP No 3339.27 2671.41
ICEEUSOFTWWhite Sugar W 2987.52 N/A 2987.52 2390.02 USD No 2987.52 2390.02
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 8361.65 N/A 8361.65 6689.32 USD No 8361.65 6689.32
ICEUSEJNYBOT Euro in Japanese Yen KEJ 25392186.72 N/A 25392186.72 20313749.375 JPY No 25392186.72 20313749.375
ICEUSEOEuropean Monetary Union Euro KEO 8665.07 N/A 8665.07 6932.05 USD No 8665.07 6932.05
ICEUSECDEuropean Monetary Union Euro KEP 17715.00 N/A 17715.00 14172.00 CAD No 17715.00 14172.00
ICEUSGBEuropean Monetary Union Euro KGB 7455.40 N/A 7455.40 5964.32 GBP No 7455.40 5964.32
ICEUSEADEuropean Monetary Union Euro KRA 20928.84 N/A 20928.84 16743.07 AUD No 20928.84 16743.07
ICEUSRZNYBOT Euro in Swiss Franc KRZ 7530.73 N/A 7530.73 6024.59 CHF No 7530.73 6024.59
ICEUSZYSwiss Franc in Japanese Yen KZY 3908843.02 N/A 3908843.02 3127074.42 JPY No 3908843.02 3127074.42
ICEUSMPBritish pound MP 7176.92 N/A 7176.92 5741.53 USD No 7176.92 5741.53
ICEUSSSBritish Pound in Swiss Franc SS 11602.30 N/A 11602.30 9281.84 CHF No 11602.30 9281.84
ICEUSSYBritish Pound in Japanese Yen SY 2889923.11 N/A 2889923.11 2311938.49 JPY No 2889923.11 2311938.49
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 4467.50 N/A 4467.50 1787 EUR No 4467.50 1787
IDEMFTMIBFTSE MIB Index FTMIB 17396.00 13916.80 24851.42 19881.14 EUR Yes 24851.42 19881.14
IDEMFTMIBFTSE MIB Index MICRO 695.84 556.672 994.057 795.2455 EUR No 994.057 795.2455
IDEMFTMIBFTSE MIB Index MINI 3479.20 2783.36 4970.28 3976.23 EUR No 4970.28 3976.23
IDEMSRGBSNAM & ITALGAS BASKET SRG 1018.20 N/A 1018.20 814.558 EUR No 1018.20 814.558
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 34934.31 N/A 34934.31 27947.45 USD No 34934.31 27947.45
IPECOILICE Brent Crude COIL 17828.52 N/A 17828.52 13206.31 USD Yes 17828.52 13206.31
IPEGOILICE Gasoil GOIL 15969.80 N/A 15969.80 11829.48 USD No 15969.80 11829.48
IPEHOILICE Heating Oil HOIL 36424.47 N/A 36424.47 26981.09 USD No 36424.47 26981.09
IPENCFNewcastle Coal Futures NCF 48316.15 N/A 48316.15 38652.92 USD No 48316.15 38652.92
IPENGFICE UK Natural Gas NGF 7083.75 N/A 7083.75 5667 GBP No 17016 5667
IPERBOBICE NYH RBOB Gasoline RBOB 34020.00 N/A 34020.00 25200.00 USD No 34020.00 25200.00
IPEWTIWest Texas Intermediate Light Sweet Crude Oil WTI 16885.21 N/A 16885.21 12507.56 USD Yes 16885.21 12507.56
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 7854218.83 6283375.06 11220312.61 8976250.09 KRW Yes 11220312.61 8976250.09
KSEK200MMini KOSPI200 Index 05 1570887.49 1256709.99 2244124.99 1795299.99 KRW Yes 2244124.99 1795299.99
KSEKOSDQ150KOSDAQ 150 Index 06 1277309.86 969219.98 1824728.375 1384599.98 KRW No 1824728.375 1384599.98
KSE005930SAMSUNG ELECTRONICS CO LTD 111 229013.62 N/A 229013.62 183210.90 KRW No 229013.62 183210.90
KSE017670SK TELECOM 112 166042.71 N/A 166042.71 132834.16 KRW No 166042.71 132834.16
KSE005490POSCO HOLDINGS INC 113 1353407.03 N/A 1353407.03 1082725.625 KRW No 1353407.03 1082725.625
KSE030200KTCORPORATION 114 121712.44 N/A 121712.44 97369.95 KRW No 121712.44 97369.95
KSE015760KOREA ELECTRIC POWER CORP 115 82975 N/A 82975 66380 KRW No 82975 66380
KSE005380HYUNDAI MOTOR CO 116 716184.42 N/A 716184.42 572947.54 KRW No 716184.42 572947.54
KSE016360SAMSUNG SECURITIES CO LTD 117 130797.79 N/A 130797.79 104638.23 KRW No 130797.79 104638.23
KSE055550SHINHAN FINANCIAL GROUP LTD 118 135027.18 N/A 135027.18 108021.74 KRW No 135027.18 108021.74
KSE000270KIA CORP 119 372812.87 N/A 372812.87 298250.29 KRW No 372812.87 298250.29
KSE012330HYUNDAI MOBIS CO LTD 120 773821.63 N/A 773821.63 619057.30 KRW No 773821.63 619057.30
KSE006400SAMSUNG SDI CO LTD 122 1220257.25 N/A 1220257.25 976205.78 KRW No 1220257.25 976205.78
KSE009150SAMSUNG ELECTRO-MECHANICS CO 123 427638.28 N/A 427638.28 342110.625 KRW No 427638.28 342110.625
KSE066570LG ELECTRONICS INC 124 308588.79 N/A 308588.79 246871.04 KRW No 308588.79 246871.04
KSE036460KOREA GAS CORPORATION 128 95082.95 N/A 95082.95 76066.35 KRW No 95082.95 76066.35
KSE004020HYUNDAI STEEL CO 132 108554.33 N/A 108554.33 86843.47 KRW No 108554.33 86843.47
KSE003550LG CORP 134 316734.29 N/A 316734.29 253387.42 KRW No 316734.29 253387.42
KSE078930GS HOLDINGS 135 153824.46 N/A 153824.46 123059.57 KRW No 153824.46 123059.57
KSE033780KT & G CORPORATION 136 291357.96 N/A 291357.96 233086.37 KRW No 291357.96 233086.37
KSE009540HD KOREA SHIPBUILDING & OFFS 139 361534.50 N/A 361534.50 289227.60 KRW No 361534.50 289227.60
KSE086790HANA FINANCIAL GROUP 140 173562.36 N/A 173562.36 138849.88 KRW No 173562.36 138849.88
KSE096770SK INNOVATION CO LTD 141 385344.39 N/A 385344.39 308275.51 KRW No 385344.39 308275.51
KSE001040CJ CORP 142 312974.83 N/A 312974.83 250379.86 KRW No 312974.83 250379.86
KSE034220LG DISPLAY CO LTD 145 82975 N/A 82975 66380 KRW No 82975 66380
KSE105560KB FINANCIAL GROUP INC 146 196965.66 N/A 196965.66 157572.53 KRW No 196965.66 157572.53
KSE051910LG CHEM LTD 147 1484985.66 N/A 1484985.66 1187988.52 KRW No 1484985.66 1187988.52
KSE006800MIRAE ASSET SECURITIES CO LT 148 82975 N/A 82975 66380 KRW No 82975 66380
KSE042670HD HYUNDAI INFRACORE CO LTD 149 82975 N/A 82975 66380 KRW No 82975 66380
KSE000660SK HYNIX INC 150 506586.875 N/A 506586.875 405269.49 KRW No 506586.875 405269.49
KSE006360GS ENGINEERING & CONSTRUCT 151 82975 N/A 82975 66380 KRW No 82975 66380
KSE139480E-MART INC 154 233086.36 N/A 233086.36 186469.08 KRW No 233086.36 186469.08
KSE161390HANKOOK TIRE & TECHNOLOGY CO 155 181080.53 N/A 181080.53 144864.42 KRW No 181080.53 144864.42
KSE035420NAVER CORP 156 629709.13 N/A 629709.13 503767.30 KRW No 629709.13 503767.30
KSE003490KOREAN AIR LINES CO LTD 157 82975 N/A 82975 66380 KRW No 82975 66380
KSE3KTB3-Year Korea Treasury Bond 165 1174027.32 N/A 1174027.32 939221.85 KRW No 1174027.32 939221.85
KSEFLKTB10-Year Korea Treasury Bond 167 3578047.73 N/A 3578047.73 2862438.18 KRW No 3578047.73 2862438.18
KSEKWYUnited States dollar 175 1661000.06 N/A 1661000.06 1328800.05 KRW No 3322000.12 2657600.10
KSE032640LG UPLUS CORP 1B0 82975 N/A 82975 66380 KRW No 82975 66380
KSE010950S-OILCORPORATION 1B2 234339.52 N/A 234339.52 187471.60 KRW No 234339.52 187471.60
KSE010130KOREA ZINC CO LTD 1B3 1448957.54 N/A 1448957.54 1159166.02 KRW No 1448957.54 1159166.02
KSE024110INDUSTRIALBANKOFKOREA 1B4 82975 N/A 82975 66380 KRW No 82975 66380
KSE001680DAESANG CORPORATION 1B6 82975 N/A 82975 66380 KRW No 82975 66380
KSE047050POSCO INTERNATIONAL CORP 1B7 182646.97 N/A 182646.97 146117.58 KRW No 182646.97 146117.58
KSE034020DOOSAN ENERBILITY CO LTD 1B9 82975 N/A 82975 66380 KRW No 82975 66380
KSE023530LOTTE SHOPPING CO 1BA 246244.46 N/A 246244.46 196995.57 KRW No 246244.46 196995.57
KSE011170LOTTE CHEMICAL CORP 1BB 405394.82 N/A 405394.82 324315.86 KRW No 405394.82 324315.86
KSE032830SAMSUNG LIFE INSURANCE CO LT 1BD 300756.59 N/A 300756.59 240605.27 KRW No 300756.59 240605.27
KSE010140SAMSUNGHEAVYINDUSTRIES 1BF 82975 N/A 82975 66380 KRW No 82975 66380
KSE029780SAMSUNG CARD CO 1BG 119362.77 N/A 119362.77 95490.21 KRW No 119362.77 95490.21
KSE012450HANWHA AEROSPACE CO LTD 1BH 482463.72 N/A 482463.72 385970.98 KRW No 482463.72 385970.98
KSE036570NCSOFTCORPORATION 1BJ 642240.64 N/A 642240.64 513792.50 KRW No 642240.64 513792.50
KSE000080HITE JINRO CO LTD 1BK 82975 N/A 82975 66380 KRW No 82975 66380
KSE071050KOREA INVESTMENT HOLDINGS CO 1BL 222747.85 N/A 222747.85 178198.28 KRW No 222747.85 178198.28
KSE047810KOREA AEROSPACE INDUSTRIES 1BM 167609.14 N/A 167609.14 134087.31 KRW No 167609.14 134087.31
KSE000720HYUNDAI ENGINEERING & CONST 1BN 105734.74 N/A 105734.74 84587.79 KRW No 105734.74 84587.79
KSE011210HYUNDAI WIA CORP 1BP 192045.62 N/A 192045.62 153636.49 KRW No 192045.62 153636.49
KSE008770HOTEL SHILLA CO LTD 1BQ 190479.17 N/A 190479.17 152383.34 KRW No 190479.17 152383.34
KSE035250KANGWON LAND, INC. 1BS 82975 N/A 82975 66380 KRW No 82975 66380
KSE138930BNK FINANCIAL GROUP INC 1BT 82975 N/A 82975 66380 KRW No 82975 66380
KSE139130DGB FINANCIAL GROUP INC 1BV 82975 N/A 82975 66380 KRW No 82975 66380
KSE114090GRAND KOREA LEISURE CO LTD 1BW 82975 N/A 82975 66380 KRW No 82975 66380
KSE001120LX INTERNATIONAL CORP 1BX 88190.61 N/A 88190.61 70552.49 KRW No 88190.61 70552.49
KSE011070LG INNOTEK CO LTD 1BY 651639.31 N/A 651639.31 521311.45 KRW No 651639.31 521311.45
KSE005940NH INVESTMENT & SECURITIES C 1BZ 82975 N/A 82975 66380 KRW No 82975 66380
KSE034730SK INC 1C1 640674.22 N/A 640674.22 512539.375 KRW No 640674.22 512539.375
KSE001740SK NETWORKS CO LTD 1C2 82975 N/A 82975 66380 KRW No 82975 66380
KSE011780KUMHO PETRO CHEMICAL CO LTD 1C3 462726.56 N/A 462726.56 370181.25 KRW No 462726.56 370181.25
KSE018260SAMSUNG SDS CO LTD 1C5 532276.52 N/A 532276.52 425821.21 KRW No 532276.52 425821.21
KSE090430AMOREPACIFIC CORP 1C6 389417.14 N/A 389417.14 311533.71 KRW No 389417.14 311533.71
KSE030000CHEIL WORLDWIDE INC 1C7 82975 N/A 82975 66380 KRW No 82975 66380
KSE028260SAMSUNG C&T CORP 1C8 501260.99 N/A 501260.99 401008.79 KRW No 501260.99 401008.79
KSE000880HANWHA CORPORATION 1C9 92420.00 N/A 92420.00 73936.00 KRW No 92420.00 73936.00
KSE088350HANWHA LIFE INSURANCE CO LTD 1CA 82975 N/A 82975 66380 KRW No 82975 66380
KSE086280HYUNDAI GLOVIS CO LTD 1CC 597753.73 N/A 597753.73 478202.97 KRW No 597753.73 478202.97
KSE010620HYUNDAIMIPODOCKYARD 1CD 201130.97 N/A 201130.97 160904.78 KRW No 201130.97 160904.78
KSE001450HYUNDAI MARINE & FIRE INS CO 1CE 108710.98 N/A 108710.98 86968.78 KRW No 108710.98 86968.78
KSE035720KAKAO CORP 1CF 179636.33 N/A 179636.33 143709.06 KRW No 179636.33 143709.06
KSE034230PARADISE CO LTD 1CG 82975 N/A 82975 66380 KRW No 82975 66380
KSE046890SEOUL SEMICONDUCTOR CO LTD 1CJ 82975 N/A 82975 66380 KRW No 82975 66380
KSE069080WEBZEN INC 1CK 82975 N/A 82975 66380 KRW No 82975 66380
KSE096530SEEGENE INC 1CL 82975 N/A 82975 66380 KRW No 82975 66380
KSE022100POSCO DX CO LTD 1CN 289845 N/A 289845 193230 KRW No 289845 193230
KSE068270CELLTRION INC 1CP 664200 N/A 664200 453390.55 KRW No 664200 453390.55
KSE122870YG ENTERTAINMENT INC 1CQ 139138.50 N/A 139138.50 106392.65 KRW No 139138.50 106392.65
KSE051900LG H&H 1CR 1004088.40 N/A 1004088.40 803270.70 KRW No 1004088.40 803270.70
KSE002790AMOREPACIFIC GROUP 1CS 89913.69 N/A 89913.69 71930.95 KRW No 89913.69 71930.95
KSE000810SAMSUNG FIRE & MARINE INS 1CT 963360.94 N/A 963360.94 770688.75 KRW No 963360.94 770688.75
KSE008930HANMI SCIENCE CO LTD 1CV 164274 N/A 164274 109516 KRW No 164274 109516
KSE021240COWAY CO LTD 1CW 172935.05 N/A 172935.05 138348.04 KRW No 172935.05 138348.04
KSE128940HANMI PHARM CO LTD 1CX 1043249.43 N/A 1043249.43 834599.53 KRW No 1043249.43 834599.53
KSE018880HANON SYSTEMS 1CY 82975 N/A 82975 66380 KRW No 82975 66380
KSE005830DB INSURANCE CO LTD 1D0 303889.48 N/A 303889.48 243111.58 KRW No 303889.48 243111.58
KSE097950CJ CHEILJEDANG CORP. 1D1 952398.24 N/A 952398.24 761918.59 KRW No 952398.24 761918.59
KSE009240HANSSEM CO LTD 1D2 158523.79 N/A 158523.79 126819.03 KRW No 158523.79 126819.03
KSE002380KCC CORP 1D3 823954.26 N/A 823954.26 659163.36 KRW No 823954.26 659163.36
KSE007070GS RETAIL CO LTD 1D4 82975 N/A 82975 66380 KRW No 82975 66380
KSE012750S1 CORPORATION 1D5 188599.45 N/A 188599.45 150879.56 KRW No 188599.45 150879.56
KSE000100YUHAN CORPORATION 1D6 209903.04 N/A 209903.04 167922.42 KRW No 209903.04 167922.42
KSE051600KEPCO PLANT SERVICE & ENGINE 1D7 118266.26 N/A 118266.26 94613.01 KRW No 118266.26 94613.01
KSE069960HYUNDAI DEPT STORE CO 1D8 172308.47 N/A 172308.47 137846.77 KRW No 172308.47 137846.77
KSE004370NONGSHIM CO LTD 1DA 1148200.98 N/A 1148200.98 918560.78 KRW No 1148200.98 918560.78
KSE079550LIG NEX1 CO LTD 1DB 542271 N/A 542271 361514 KRW No 542271 361514
KSE204320HL MANDO CO LTD 1DC 108241.05 N/A 108241.05 86592.83 KRW No 108241.05 86592.83
KSE004170SHINSEGAE INC 1DD 577076.71 N/A 577076.71 461661.37 KRW No 577076.71 461661.37
KSE161890KOLMAR KOREA CO LTD 1DE 148498.57 N/A 148498.57 118798.86 KRW No 148498.57 118798.86
KSE111770YOUNGONE CORP 1DG 158837.08 N/A 158837.08 127069.66 KRW No 158837.08 127069.66
KSE006650KOREA PETRO CHEMICAL IND 1DJ 475571.37 N/A 475571.37 380457.07 KRW No 475571.37 380457.07
KSE192820COSMAX INC 1DK 351195.97 N/A 351195.97 280956.78 KRW No 351195.97 280956.78
KSE039130HANA TOUR SERVICE INC 1DN 200504.39 N/A 200504.39 160403.52 KRW No 200504.39 160403.52
KSE086900MEDY-TOX INC 1DP 578016.56 N/A 578016.56 462413.24 KRW No 578016.56 462413.24
KSE078340COM2US CORP 1DR 140823.01 N/A 140823.01 112658.41 KRW No 140823.01 112658.41
KSE035760CJ ENM CO LTD 1DT 256896.26 N/A 256896.26 205517.01 KRW No 256896.26 205517.01
KSE056190SFA ENGINEERING CORP 1DV 84431.15 N/A 84431.15 67544.92 KRW No 84431.15 67544.92
KSE241560DOOSAN BOBCAT INC 1DW 142546.09 N/A 142546.09 114036.875 KRW No 142546.09 114036.875
KSE017800HYUNDAI ELEVATOR CO 1DY 129074.71 N/A 129074.71 103259.77 KRW No 129074.71 103259.77
KSE105630HANSAE CO LTD 1DZ 82975 N/A 82975 66380 KRW No 82975 66380
KSE240810WONIK IPS CO LTD 1E0 93516.50 N/A 93516.50 74813.20 KRW No 93516.50 74813.20
KSE053800AHNLAB INC 1E2 227760.46 N/A 227760.46 182208.36 KRW No 227760.46 182208.36
KSE091700PARTRON CO LTD 1E3 82975 N/A 82975 66380 KRW No 82975 66380
KSE041510SM ENTERTAINMENT CO LTD 1E4 250630.49 N/A 250630.49 200504.39 KRW No 250630.49 200504.39
KSE251270NETMARBLE CORP 1E5 197684.80 N/A 197684.80 158147.84 KRW No 197684.80 158147.84
KSE003670POSCO FUTURE M CO LTD 1E8 990675 N/A 990675 781967.11 KRW No 990675 781967.11
KSE178920PI ADVANCED MATERIALS CO LTD 1EA 82975 N/A 82975 66380 KRW No 82975 66380
KSE316140WOORI FINANCIAL GROUP INC 1EB 82975 N/A 82975 66380 KRW No 82975 66380
KSE294870HDC HYUNDAI DEVELOPMENT CO-E 1EC 82975 N/A 82975 66380 KRW No 82975 66380
KSE020150LOTTE ENERGY MATERIALS CORP 1ED 115603.32 N/A 115603.32 92482.66 KRW No 115603.32 92482.66
KSE009420HANALL BIOPHARMA CO LTD 1EE 139636.50 N/A 139636.50 93091 KRW No 139636.50 93091
KSE035900JYP ENTERTAINMENT CORP 1EF 233086.36 N/A 233086.36 186469.08 KRW No 233086.36 186469.08
KSE003410SSANGYONG C&E CO LTD 1EG 82975 N/A 82975 66380 KRW No 82975 66380
KSE028670PAN OCEAN CO LTD 1EH 82975 N/A 82975 66380 KRW No 82975 66380
KSE011790SKC CO LTD 1EJ 277573.27 N/A 277573.27 222058.61 KRW No 277573.27 222058.61
KSE000990DB HITEK CO LTD 1EK 152258.02 N/A 152258.02 121806.42 KRW No 152258.02 121806.42
KSE093370FOOSUNG CO LTD 1EL 82975 N/A 82975 66380 KRW No 82975 66380
KSE375500DL E&C CO LTD 1ER 121242.50 N/A 121242.50 96994.00 KRW No 121242.50 96994.00
KSE207940SAMSUNG BIOLOGICS CO LTD 1ES 2547032.42 N/A 2547032.42 2037625.94 KRW No 2547032.42 2037625.94
KSE028050SAMSUNG ENGINEERING CO LTD 1ET 82975 N/A 82975 66380 KRW No 82975 66380
KSE272210HANWHA SYSTEMS CO LTD 1EV 82975 N/A 82975 66380 KRW No 82975 66380
KSE003850BORYUNG 1EW 82975 N/A 82975 66380 KRW No 82975 66380
KSE293490KAKAO GAMES CORP 1EX 82975 N/A 82975 66380 KRW No 82975 66380
KSE247540ECOPRO BM CO LTD 1EY 1054350 N/A 1054350 702900 KRW No 1054350 702900
KSE253450STUDIO DRAGON CORP 1EZ 142389.45 N/A 142389.45 113911.56 KRW No 142389.45 113911.56
KSE278280CHUNBO CO LTD 1F0 303576.20 N/A 303576.20 242860.96 KRW No 303576.20 242860.96
KSE200130KOLMAR BNH CO LTD 1F1 82975 N/A 82975 66380 KRW No 82975 66380
KSE036540SFA SEMICON CO LTD 1F2 82975 N/A 82975 66380 KRW No 82975 66380
KSE060250NHN KCP CORP 1F3 82975 N/A 82975 66380 KRW No 82975 66380
KSE000250SAM CHUN DANG PHARM CO LTD 1F4 228700.32 N/A 228700.32 182960.25 KRW No 228700.32 182960.25
KSE373220LG ENERGY SOLUTION 1F5 1246886.72 N/A 1246886.72 997509.375 KRW No 1246886.72 997509.375
KSE323410KAKAOBANK CORP 1F6 94613.01 N/A 94613.01 75690.41 KRW No 94613.01 75690.41
KSE377300KAKAO PAY CORP 1F7 149526 N/A 149526 114287.51 KRW No 149526 114287.51
KSE259960KRAFTON INC 1F8 704898.28 N/A 704898.28 563918.59 KRW No 704898.28 563918.59
KSE302440SK BIOSCIENCE CO LTD 1F9 198311.38 N/A 198311.38 158649.10 KRW No 198311.38 158649.10
KSE011200HMM CO LTD 1FA 82975 N/A 82975 66380 KRW No 82975 66380
KSE361610SK IE TECHNOLOGY CO LTD 1FB 222747.85 N/A 222747.85 178198.28 KRW No 222747.85 178198.28
KSE352820HYBE CO LTD 1FC 672003.03 N/A 672003.03 537602.42 KRW No 672003.03 537602.42
KSE329180HD HYUNDAI HEAVY INDUSTRIES 1FD 349002.97 N/A 349002.97 279202.36 KRW No 349002.97 279202.36
KSE402340SK SQUARE CO LTD 1FE 217735.25 N/A 217735.25 174188.18 KRW No 217735.25 174188.18
KSE326030SK BIOPHARMACEUTICALS CO LTD 1FF 291984.52 N/A 291984.52 233587.62 KRW No 291984.52 233587.62
KSE383220F&F CO LTD / NEW 1FG 229640.20 N/A 229640.20 183712.15 KRW No 229640.20 183712.15
KSE267250HD HYUNDAI 1FH 217735.25 N/A 217735.25 174188.18 KRW No 217735.25 174188.18
KSE271560ORION CORP/REPUBLIC OF KOREA 1FJ 303889.48 N/A 303889.48 243111.58 KRW No 303889.48 243111.58
KSE138040MERITZ FINANCIAL GROUP INC 1FK 257522.83 N/A 257522.83 206018.26 KRW No 257522.83 206018.26
KSE263750PEARL ABYSS CORP 1FL 102445.21 N/A 102445.21 81956.17 KRW No 102445.21 81956.17
KSE066970L&F CO LTD 1FM 665712 N/A 665712 443808 KRW No 665712 443808
KSE112040WEMADE CO LTD 1FN 191151 N/A 191151 127434 KRW No 191151 127434
KSE196170ALTEOGEN INC 1FP 588432 N/A 588432 392288 KRW No 588432 392288
KSE058470LEENO INDUSTRIAL INC 1FQ 617177.59 N/A 617177.59 493742.07 KRW No 617177.59 493742.07
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 6723.125 N/A 6723.125 5378.50 USD No 6723.125 5378.50
LMEOTCCAGrade A Copper - LME CA 18175.50 N/A 18175.50 14540.40 USD No 18175.50 14540.40
LMEOTCPBLead - LME PB 5745.24 N/A 5745.24 4596.19 USD No 5745.24 4596.19
LMEOTCSNLMETin future SN 31758.72 N/A 31758.72 25406.98 USD No 31758.72 25406.98
LMEOTCZSLMESpecial High Grade Zinc ZS 8217.19 N/A 8217.19 6573.75 USD No 8217.19 6573.75
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 1760.625 N/A 1760.625 1408.50 EUR Yes 1760.625 1408.50
MATIFECOEuropean Rapeseed Future ECO 3475.00 N/A 3475.00 2780.00 EUR Yes 3475.00 2780.00
MATIFEMACorn EMA 1906.25 N/A 1906.25 1525.00 EUR No 1906.25 1525.00
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 8312.51 6650.01 11875.02 9500.01 EUR No 11875.02 9500.01
MEFFRVIBEXIBEX 35 Index Mini MIX 831.251 665.001 1187.50 950.001 EUR Yes 1187.50 950.001
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
MEXDERDEUAUnited States dollar DA 9796.59 N/A 9796.59 7837.27 MXN No 15496.77 12397.41
MEXDEREUROEuropean Monetary Union Euro EU 24426.84 N/A 24426.84 19541.47 MXN No 24426.84 19541.47
MEXDERIPCMexico Bolsa (IPC) Index IPC 65156.93 N/A 65156.93 52125.54 MXN Yes 2 58948.83 47159.06
MEXDERIPCMexico Bolsa (IPC) Index MIP 13031.39 N/A 13031.39 10425.11 MXN No 11789.77 9431.81
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 4537.98 N/A 4537.98 3630.38 EUR No 4537.98 3630.38
MONEPEPRAFTSE EPRA/NAREIT Europe EPR 4627.32 N/A 4627.32 3701.85 EUR No 4627.32 3701.85
MONEPCAC40CAC 40 FCE 4812.50 3850 6875 5500 EUR Yes 6875 5500
MONEPFEFFTSEurofirst 80 NEW FEF 14951.48 N/A 14951.48 11961.18 EUR No 14951.48 11961.18
MONEPFEOFTSEurofirst 100 NEW FEO 10253.69 N/A 10253.69 8202.95 EUR No 10253.69 8202.95
MONEPCAC40CAC 40 MFC 481.25 385 687.50 550 EUR No 687.50 550
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 125964.75 N/A 125964.75 100771.8 INR Yes 8347.84 6678.27
NSEEURINREuro in Indian Rupee EURINR 11249.115 N/A 11249.115 8999.29 INR No 11249.115 8999.29
NSENSEFINNSE Nifty Financial Services Index Futures FINNIFTY 149208.4 N/A 149208.4 119366.8 INR Yes 3708.09 2966.47
NSEGBPINRBritish Pounds in Indian Rupee GBPINR 13152.04 N/A 13152.04 10521.63 INR No 13152.04 10521.63
NSEJPYINRJapanese Yen in Indian Rupee JPYINR 6937.50 N/A 6937.50 5550 INR No 6937.50 5550
NSEMIDCAPSELNifty Midcap Select MIDCPNIFTY 128563.5 N/A 128563.5 102850.5 INR Yes 1702.48 1361.98
NSENIFTY50Nifty 50 NIFTY 171453.5 N/A 171453.5 137163 INR Yes 3405.66 2724.53
NSEUSDINRUS Dollars in Indian Rupee USDINR 10394.06 N/A 10394.06 8315.25 INR Yes 10394.06 8315.25
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 4175.16 N/A 4175.16 3340.13 USD No 4175.16 3340.13
NYBOTCCCocoa NYBOT CC 5529.39 N/A 5529.39 4423.51 USD Yes 5529.39 4423.51
NYBOTCTCotton No. 2 CT 5470.72 N/A 5470.72 4376.57 USD Yes 5470.72 4376.57
NYBOTDXNYBOT US Dollar FX DX 2602.46 N/A 2602.46 2081.97 USD Yes 2602.46 2081.97
NYBOTNYFANGNYSE FANG+ Index FNG 7854.41 N/A 7854.41 6283.53 USD No 7854.41 6283.53
NYBOTKCCoffee "C" KC 10261.38 N/A 10261.38 8209.10 USD Yes 10261.38 8209.10
NYBOTOJFC Orange Juice "A" OJ 15622.34 N/A 15622.34 12497.87 USD Yes 15622.34 12497.87
NYBOTRSCanola RS 1257.48 N/A 1257.48 1005.98 CAD No 1257.48 1005.98
NYBOTSBSugar No. 11 SB 2518.80 N/A 2518.80 2015.04 USD Yes 2518.80 2015.04
NYBOTSFSugar #16 112000 lbs SF 3117.75 N/A 3117.75 2494.20 USD No 3117.75 2494.20
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 17550 N/A 17550 13000 USD No 17550 13000
NYMEXBZBrent Crude Oil - Last Day BZ 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXCLLight Sweet Crude Oil CL 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXHHNatural Gas Last Day Financial Futures Index HH 6625 N/A 6625 5300 USD No 6625 5300
NYMEXHOHeating Oil HO 35154 N/A 35154 26040 USD Yes 35154 26040
NYMEXHPNatural Gas Penultimate Financial Futures Index HP 6625 N/A 6625 5300 USD No 6625 5300
NYMEXMCLMicro WTI Crude Oil MCL 1755 N/A 1755 1300 USD Yes 1755 1300
NYMEXMHOMicro NY Harbor ULSD MHO 3515.40 N/A 3515.40 2604 USD No 3515.40 2604
NYMEXMHNGMicro Henry Hub Natural Gas MNG 662.50 N/A 662.50 530 USD No 662.50 530
NYMEXMRBMicro RBOB Gasoline MRB 3402 N/A 3402 2520 USD No 3402 2520
NYMEXNGHenry Hub Natural Gas NG 6625 N/A 6625 5300 USD Yes 6625 5300
NYMEXPAPalladium Index PA 97020.00 N/A 97020.00 22042.70 USD No 97020.00 22042.70
NYMEXPLPlatinum Index PL 5437.22 N/A 5437.22 4349.78 USD No 5437.22 4349.78
NYMEXQGNYMEX MINY Natural Gas Index QG 1656.25 N/A 1656.25 1325 USD No 1656.25 1325
NYMEXQMNYMEX MINY Light Sweet Crude Oil QM 8775 N/A 8775 6500 USD No 8775 6500
NYMEXRBNYMEX RBOB Gasoline Index RB 34020 N/A 34020 25200 USD Yes 34020 25200
NYMEXTTNYMEX Cotton index TT 17029.47 N/A 17029.47 13623.57 USD No 17029.47 13623.57
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 7101.25 N/A 7101.25 5681.00 USD No 7101.25 5681.00
NYSELIFFEM1EUMSCI Europe NTR EU9 9162.37 N/A 9162.37 7329.90 USD No 9162.37 7329.90
NYSELIFFEM1JPThe MSCI Japan NTR JPP 8423.86 N/A 8423.86 6739.09 USD No 8423.86 6739.09
NYSELIFFEMXEAMSCI EAFE Index MFS 5726.21 4580.97 8180.30 6544.24 USD No 8180.30 6544.24
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2905.81 2324.65 4151.16 3320.93 USD No 4151.16 3320.93
NYSELIFFEMXUSMSCI USA Index MUN 56927.93 N/A 56927.93 45542.35 USD No 56927.93 45542.35
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 24657.50 N/A 24657.50 19726 SEK No 24657.50 19726
OMSOMXS30OMX Index (Sweden) OMXS30 18046 14436.80 25780 20624 SEK Yes 25780 20624
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 2359076.64 1887261.31 3370109.48 2696087.58 JPY Yes 3370109.48 2696087.58
OSE.JPNN225MNikkei 225 Mini 225M 235907.66 188726.13 337010.95 269608.76 JPY Yes 337010.95 269608.76
OSE.JPNN225MCNikkei 225 Micro 225MC 23590.77 18872.61 33701.09 26960.88 JPY No 33701.09 26960.88
OSE.JPNJPNK400JPX-Nikkei Index 400 400 146233.24 N/A 146233.24 116986.59 JPY No 146233.24 116986.59
OSE.JPNTPXC30Topix Core30 C30 111957.78 N/A 111957.78 89566.22 JPY No 111957.78 89566.22
OSE.JPNDJIAOSE Dow Jones Industrial Average DJIA 449432.34 N/A 449432.34 359545.87 JPY No 449432.34 359545.87
OSE.JPNJGBStandardized 6% 10-Year Japanese Government Bond JBL 2376394.43 N/A 2376394.43 1901115.55 JPY Yes 2376394.43 1901115.55
OSE.JPNMJMini 10 Year JGB JBLM 237639.44 N/A 237639.44 190111.55 JPY No 237639.44 190111.55
OSE.JPNTSEMOTHRTSE Growth Market 250 Index MOTH 85289.125 N/A 85289.125 68231.30 JPY No 85289.125 68231.30
OSE.JPNNKVINikkei 225 Volatility Index NVI 130625 N/A 130625 104500 JPY No 251650 201320
OSE.JPNTSEREITTSE REIT Index REIT 221056.42 N/A 221056.42 176845.13 JPY No 221056.42 176845.13
OSE.JPNTOPXTOPIX Index TPX 1448646.38 1158917.10 2069494.83 1655595.86 JPY No 2069494.83 1655595.86
OSE.JPNMNTPXJapan Mini Topix TPXM 144864.64 115891.71 206949.48 165559.59 JPY No 206949.48 165559.59
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 17828.52 N/A 17828.52 13206.31 USD No 17828.52 13206.31
QBALGOIEUGOIL- GOIL 15969.80 N/A 15969.80 11829.48 USD No 15969.80 11829.48
QBALGOIEUWTI- WTI 16885.21 N/A 16885.21 12507.56 USD No 16885.21 12507.56
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 5529.39 N/A 5529.39 4423.51 USD No 5529.39 4423.51
QBALGOIUSCT- CT 5470.72 N/A 5470.72 4376.57 USD No 5470.72 4376.57
QBALGOIUSDX- DX 2602.46 N/A 2602.46 2081.97 USD No 2602.46 2081.97
QBALGOIUSKC- KC 10261.38 N/A 10261.38 8209.10 USD No 10261.38 8209.10
QBALGOIUSOJ- OJ 15622.34 N/A 15622.34 12497.87 USD No 15622.34 12497.87
QBALGOIUSSB- SB 2518.80 N/A 2518.80 2015.04 USD No 2518.80 2015.04
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 297279.84 N/A 297279.84 237823.87 JPY No 297279.84 237823.87
SGXAUSGX Australian Dollar in US Dollar Futures AU 1937.35 N/A 1937.35 1549.88 USD No 1937.35 1549.88
SGXXINA50FTSE/Xinhua China A50 CN 1258.845 1007.08 1798.35 1438.68 USD No 1798.35 1438.68
SGXCYSGX onshore Chinese Renminbi (CNY) in US Dollar Futures CY 4335.625 N/A 4335.625 3468.50 USD No 4335.625 3468.50
SGXXIN0IFTSE China H50 FCH 5042.36 N/A 5042.36 4033.89 USD No 5042.36 4033.89
SGXSCISGX TSI Iron Ore Futures FEF 2216.76 N/A 2216.76 1773.41 USD No 2216.76 1773.41
SGXWIIDNFTSE Indonesia Index FID 1323.58 N/A 1323.58 1058.86 USD No 1323.58 1058.86
SGXFIVNM30FTSE Vietnam 30 Price Return Index FVN 750.00 N/A 750.00 600.00 USD No 750.00 600.00
SGXINRUnited States dollar INR 10372.81 N/A 10372.81 8298.25 USD No 10372.81 8298.25
SGXINXSGX USD/INR (USD) Month-end INX 10365.63 N/A 10365.63 8292.50 USD No 10365.63 8292.50
SGXIUSGX Indian Rupee in US Dollar Futures IU 3012.75 N/A 3012.75 2410.20 USD No 3012.75 2410.20
SGXSGBSGX Mini JGB Index JB 250004.33 N/A 250004.33 200003.47 JPY No 250004.33 200003.47
SGXKJSGX Korean Won in Japanese Yen Futures KJ 352906.25 N/A 352906.25 282325 JPY No 352906.25 282325
SGXKRWKorean Won KRW 4628.65 N/A 4628.65 3702.92 USD No 4628.65 3702.92
SGXKUSGX Korean Won in US Dollar Futures (Mini) KU 925.73 N/A 925.73 740.584 USD No 953.733 762.987
SGXMUCSGX USD/CNH Futures (Mini) MUC 6753.47 N/A 6753.47 5402.775 CNH No 6753.47 5402.775
SGXNKYDIVNikkei Stock Average Dividend Point Index ND 1608999.94 N/A 1608999.94 1287199.95 JPY No 1608999.94 1287199.95
SGXSGXNKSGX: Nikkei 225 NK 1035825 828660 1479750 1183800 JPY Yes 1479750 1183800
SGXSGXNKMSGX: NIKKEI 225 Mini NS 207165 165732 295950 236760 JPY No 295950 236760
SGXN225USGX: USD Nikkei 225 Index NU 49078.17 N/A 49078.17 39262.54 USD No 49078.17 39262.54
SGXSSGMSCI Singapore Free Index SGP 1239.87 991.90 1771.25 1417.00 SGD Yes 2 1771.25 1417.00
SGXSNDSGX US Dollar in Singapore Dollar Futures (Full-Sized) SND 5632.31 N/A 5632.31 4505.85 SGD No 5632.31 4505.85
SGXSTISGX Straits Times Index ST 5229.45 N/A 5229.45 4183.56 SGD No 5229.45 4183.56
SGXTDSGX Taiwan Dollar in US Dollar Futures (Mini) TD 2773.25 N/A 2773.25 2218.60 USD No 2772.00 2217.60
SGXTSR20SICOM Rubber TF 686.34 N/A 686.34 549.072 USD No 686.34 549.072
SGXSGXTUSGX Thai baht in US Dollar Futures TU 1852.21 N/A 1852.21 1481.77 USD No 1852.21 1481.77
SGXTWDSGX Taiwan Dollar in US Dollar Futures (Full-Sized) TWD 8316 N/A 8316 6652.80 USD No 8316 6652.80
SGXTWNFTSE Taiwan RIC Capped Price Return TWD Index TWN 2362.53 1890.02 3375.04 2700.03 USD No 3375.04 2700.03
SGXUCSGX US Dollar in offshore Chinese Renminbi (CNH) UC 27013.875 N/A 27013.875 21611.10 CNH Yes 27013.875 21611.10
SGXUJSGX US Dollar in Japanese Yen Futures (Titan) UJ 6379642.65 N/A 6379642.65 5103714.12 JPY No 6379642.65 5103714.12
SGXUSSGX US Dollar in Singapore Dollar (Mini) Futures US 1408.08 N/A 1408.08 1126.46 SGD No 1408.08 1126.46
SGXUYSGX US Dollar in Japanese Yen Futures (Standard) UY 1275928.53 N/A 1275928.53 1020742.82 JPY No 1275928.53 1020742.82
SGXC52COMFORTDELGRO CORP LTD YCDD 1303.35 N/A 1303.35 1042.68 SGD No 1303.35 1042.68
SGXD05DBS GROUP HOLDINGS LTD YDBS 3170.71 N/A 3170.71 2536.56 SGD No 3170.71 2536.57
SGXG13GENTING SINGAPORE LTD YGEN 872.963 N/A 872.963 698.37 SGD No 872.963 698.37
SGXBN4KEPPEL LTD YKEP 4084.46 N/A 4084.46 3267.57 SGD No 4084.46 3267.56
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5010.87 N/A 5010.87 4008.69 SGD No 5010.87 4008.69
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2218.51 N/A 2218.51 1774.81 SGD No 2218.51 1774.81
SGXY92THAI BEVERAGE PCL YTBE 975.168 N/A 975.168 780.13 SGD No 975.175 780.14
SGXU11UNITED OVERSEAS BANK LTD YUOB 5295.92 N/A 5295.92 4236.73 SGD No 5295.92 4236.73
SGXF34WILMAR INTERNATIONAL LTD YWIL 3177.74 N/A 3177.74 2542.19 SGD No 3177.74 2542.19
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 14721.76 N/A 14721.76 3320.57 SGD No 4150.73 3320.58
SGXIBULHSGFIINDIABULLS HOUSING FINANCE L ZIHF 276.311 N/A 276.311 221.049 USD No 276.311 221.049
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 790.541 N/A 790.541 632.433 USD No 790.541 632.433
SMFE2YSMESmall 2YR US Treasury Yield S2Y 949.115 N/A 949.115 759.292 USD No 949.115 759.292
SMFE30YSMESmall 30YR US Treasury Yield S30Y 611.571 N/A 611.571 489.257 USD No 611.571 489.257
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 13354.29 10683.43 19077.56 15262.05 AUD Yes 19077.56 15262.05
SNFEIB30 Day Interbank Cash Rate IB 785 N/A 785 628 AUD No 785 628
SNFEIR90 Day Bills IR 1302.50 N/A 1302.50 1042 AUD No 1302.50 1042
SNFEXT10 Year Treasury Bond 6% XT 3597.50 N/A 3597.50 2878 AUD No 3597.50 2878
SNFEYT3 Year Treasury Bond 6% YT 1316.25 N/A 1316.25 1053 AUD No 1316.25 1053

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 6,000,000 (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


You can change your location setting by clicking here


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:

Go

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.