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Futures & FOPs Margin Requirements

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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 8131.31 N/A 8131.31 7070.70 EUR Yes 2 8131.31 7070.70
BURSAMY

Exchange BURSAMY Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BURSAMYFCPO.MYCRUDE PALM OIL - MY FCPO 8050 N/A 8050 7000 MYR No 8050 7000
BURSAMYFBMKLCIFKLI FKLI 4025 3500 5750 5000 MYR No 5750 5000
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 692.946 N/A 692.946 602.545 USD No 692.946 602.545
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1253.87 N/A 1253.87 1090.32 USD No 1253.87 1090.32
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 829.705 N/A 829.705 721.483 USD No 829.705 721.483
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 2591.96 N/A 2591.96 2253.88 USD No 2591.96 2253.88
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 789.68 N/A 789.68 686.679 USD No 789.681 686.679
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 3715.31 N/A 3715.31 3230.70 USD No 3715.31 3230.70
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 6130.36 N/A 6130.36 5330.75 USD No 6130.36 5330.75
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 5306.61 N/A 5306.61 4614.44 USD No 5306.61 4614.44
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 3063.82 N/A 3063.82 2664.20 USD Yes 3063.82 2664.20
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 723.449 N/A 723.449 628.264 USD No 723.475 628.264
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1191.73 N/A 1191.73 1035.40 USD No 1191.76 1035.40
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 1090.13 947.939 1557.33 1354.20 USD No 1486.95 1293
CBOTMZCMICRO CORN FUTURES MZC 183.527 N/A 183.527 159.589 USD No 183.527 159.589
CBOTMZLMICRO SOYBEAN OIL FUTURES MZL 374.327 N/A 374.327 325.502 USD No 374.327 325.502
CBOTMZMMICRO SOYBEAN MEAL FUTURES MZM 311.984 N/A 311.984 271.29 USD No 311.984 271.29
CBOTMZSMICRO SOYBEAN FUTURES MZS 361.005 N/A 361.005 313.917 USD No 361.005 313.917
CBOTMZWMICRO WHEAT FUTURES MZW 292.777 N/A 292.777 254.589 USD No 292.777 254.589
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3955.67 N/A 3955.67 3439.72 USD No 3955.67 3439.72
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 4016.07 N/A 4016.07 3492.24 USD No 4016.33 3492.24
CBOTTWE20-YEAR U.S. TREASURY BOND TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUBULTRA TREASURY BOND UB 7236.22 N/A 7236.22 6292.36 USD Yes 7236.47 6292.36
CBOTYCMINI SIZED CORN FUTURES XC 377.197 N/A 377.197 327.997 USD No 377.197 327.997
CBOTYKMINI SIZED SOYBEAN FUTURES XK 722.01 N/A 722.01 627.835 USD No 722.01 627.835
CBOTYWMINI SIZED WHEAT FUTURES XW 585.554 N/A 585.554 509.178 USD No 585.554 509.178
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 57.50 N/A 57.50 50 USD No 57.50 50
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 105.634 N/A 105.634 91.8542 USD No 105.632 91.8542
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 172.502 N/A 172.502 150 USD No 172.50 150
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 196.001 N/A 196.001 170.435 USD No 196.002 170.435
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 610.737 N/A 610.737 531.073 USD No 610.734 531.073
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 10901.31 9479.40 15573.30 13542 USD Yes 14864.90 12926
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2598.66 N/A 2598.66 2259.70 USD No 2598.78 2259.70
CBOTZBUS TREASURY BOND ZB 5544.32 N/A 5544.32 4820.93 USD Yes 5544.07 4820.93
CBOTZCCORN FUTURES ZC 1885.98 N/A 1885.98 1639.99 USD Yes 1885.98 1639.99
CBOTZF5 YEAR US TREASURY NOTE ZF 1772.41 N/A 1772.41 1541.18 USD Yes 1772.35 1541.18
CBOTZLSOYBEAN OIL FUTURES ZL 3533.72 N/A 3533.72 3072.80 USD Yes 3533.72 3072.80
CBOTZMSOYBEAN MEAL FUTURES ZM 2919.91 N/A 2919.91 2539.05 USD Yes 2919.91 2539.05
CBOTZN10 YEAR US TREASURY NOTE ZN 2723.04 N/A 2723.04 2367.86 USD Yes 2723.54 2367.86
CBOTZOOAT FUTURES ZO 5658.35 N/A 5658.35 4920.31 USD Yes 5658.35 4920.31
CBOTZQ30 DAY FED FUNDS ZQ 546.25 N/A 546.25 475.00 USD Yes 2 546.263 475.00
CBOTZRROUGH RICE FUTURES ZR 4427.05 N/A 4427.05 3849.61 USD Yes 4427.05 3849.61
CBOTZSSOYBEAN FUTURES ZS 3610.05 N/A 3610.05 3139.17 USD Yes 3610.05 3139.17
CBOTZT2 YEAR US TREASURY NOTE ZT 1455.76 N/A 1455.76 1265.88 USD Yes 1456.33 1265.88
CBOTZWWHEAT FUTURES ZW 2927.77 N/A 2927.77 2545.89 USD Yes 2927.77 2545.89
Montreal Exchange (CDE)

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

Exchange CDE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CDECGB10 YEAR GOVERNMENT OF CANADA BONDS CGB 3708.07 N/A 3708.07 3224.41 CAD No 3708.07 3224.41
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1946.14 N/A 1946.14 1692.30 CAD No 1946.14 1692.30
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 733.2975 N/A 733.2975 637.65 CAD No 733.2975 637.65
CDECRA3 MONTH CORRA CRA 519.536 N/A 519.536 451.77 CAD No 519.546 451.77
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 15759.45 13703.87 22513.51 19576.96 CAD No 22513.51 19576.96
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12338.09 N/A 12338.09 10728.78 CAD No 12338.09 10728.78
CEDX

Exchange CEDX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CEDXBCH20P- CH20F 16636.99 N/A 16636.99 14466.95 CHF Yes 16636.99 14466.95
CEDXBDE40G- DE40F 29782.63 N/A 29782.63 25897.94 EUR Yes 29782.63 25897.94
CEDXBES35P- ES35F 67713.62 N/A 67713.62 58881.41 EUR Yes 67713.62 58881.41
CEDXBEZ50P- EZ50F 6870.40 N/A 6870.40 5974.26 EUR Yes 6870.40 5974.26
CEDXBFR40P- FR40F 9234.14 N/A 9234.14 8029.68 EUR Yes 9234.14 8029.68
CEDXBIT40P- IT40F 13632.81 N/A 13632.81 11854.62 EUR Yes 13632.81 11854.62
CEDXBNL25P- NL25F 11181.52 N/A 11181.52 9723.06 EUR Yes 11181.52 9723.06
CEDXBNO25G- NO25F 14390.17 N/A 14390.17 12513.19 NOK Yes 14390.17 12513.19
CEDXBSE30P- SE30F 33660.01 N/A 33660.01 29269.57 SEK Yes 33660.01 29269.57
CEDXBUK100P- UK100F 9243.85 N/A 9243.85 8038.13 GBP Yes 9243.85 8038.13
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 9900.61 N/A 9900.61 8607.75 USD No 9900.61 8607.75
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 9956.32 N/A 9956.32 8655.53 USD No 9956.31 8655.53
CFEVAS&P 500 VARIANCE VA 166.75 N/A 166.75 145 USD No 166.75 145
CFEVIXCBOE VOLATILITY INDEX VX 11092.27 N/A 11092.27 9645.46 USD Yes 27679.25 24068.91
CFEVIXCBOE VOLATILITY INDEX VX23 10637.50 N/A 10637.50 9250 USD No 29340.23 25513.25
CFEVIXCBOE VOLATILITY INDEX VX25 10637.50 N/A 10637.50 9250 USD No 26179.05 22764.39
CFEVIXCBOE VOLATILITY INDEX VX26 10637.50 N/A 10637.50 9250 USD No 25534.53 22203.94
CFEVIXCBOE VOLATILITY INDEX VX27 10637.50 N/A 10637.50 9250 USD No 25241.11 21948.80
CFEVIXCBOE VOLATILITY INDEX VX29 10637.50 N/A 10637.50 9250 USD No 27171.18 23627.12
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 1106.75 N/A 1106.75 962.389 USD No 2515.89 2187.73
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 2530.01 N/A 2530.01 2200.01 USD Yes 2530.01 2200.01
CMEGBPBRITISH POUND 6B 2530 N/A 2530 2200 USD Yes 2530 2200
CMECADCANADIAN DOLLAR 6C 1552.51 N/A 1552.51 1350.01 USD Yes 1552.51 1350.01
CMEEUREUROPEAN MONETARY UNION EURO 6E 4090.35 N/A 4090.35 3556.83 USD Yes 4090.35 3556.83
CMEJPYJAPANESE YEN 6J 4370.36 N/A 4370.36 3800.31 USD Yes 4376.61 3800.31
CMEBREBRAZILIAN REAL 6L 1854.19 N/A 1854.19 1348.50 USD Yes 2 1854.19 1348.50
CME6MMEXICAN PESO 6M 1840.01 N/A 1840.01 1600.01 USD Yes 1840.01 1600.01
CMENZDNEW ZEALAND DOLLAR 6N 2535.53 N/A 2535.53 2204.81 USD Yes 2 2535.53 2204.81
CMERUR *RUSSIAN RUBLE IN US DOLLARS 6R 28735.625 N/A 28735.625 24987.50 USD Yes 2 28735.625 24987.50
CMECHFSWISS FRANC 6S 6210 N/A 6210 5400 USD Yes 6210 5400
CMEZARSOUTH AFRICAN RAND 6Z 2257.10 N/A 2257.10 1962.625 USD No 2257.10 1962.625
CMEACDXAUSTRALIAN DOLLAR ACD 15468.17 N/A 15468.17 13450.59 CAD No 15468.17 13450.59
CMEAJYAUSTRALIAN DOLLAR AJY 2603517.79 N/A 2603517.79 2263928.00 JPY No 2603517.19 2263928.00
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 878.282 N/A 878.282 763.723 USD No 878.286 763.727
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 26682.71 N/A 26682.71 23202.36 USD No 26682.71 23202.36
CMEBOSBOSTON HOUSING INDEX BOS 5100.25 N/A 5100.25 4435.00 USD No 5100.25 4435.00
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 193359.92 N/A 193359.92 165737.07 USD Yes 193359.92 165737.07
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 273685.625 N/A 273685.625 237987.50 EUR No 328422.75 285585
CMECBCME CASH-SETTLED BUTTER FUTURES CB 8915.56 N/A 8915.56 7752.66 USD No 8915.56 7752.66
CMECHICHICAGO HOUSING INDEX CHI 3179.75 N/A 3179.75 2765.00 USD No 3179.75 2765.00
CMECLPCHILEAN PESO CHP 5931.20 N/A 5931.20 5157.56 USD No 5951.20 5157.56
CMECJYCANADIAN DOLLAR CJY 2770583.00 N/A 2770583.00 2409202.08 JPY No 2770582.40 2409202.08
CMECNHUNITED STATES DOLLAR CNH 24673.14 N/A 24673.14 21436.50 CNH No 24673.14 21436.50
CMECSCCHEESE CSC 3684.54 N/A 3684.54 3203.95 USD No 3684.54 3203.95
CMECUSHOUSING INDEX COMPOSITE CUS 5221.00 N/A 5221.00 4540.00 USD No 5221.00 4540.00
CMECZKCZECH KORUNA CZK 20539.91 N/A 20539.91 17860.79 USD Yes 2 20539.91 17860.79
CMEDAMILK CLASS III INDEX DC 5427.75 N/A 5427.75 4719.78 USD Yes 5427.75 4719.78
CMEDENDENVER HOUSING INDEX DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDYCME DRY WHEY INDEX DY 4101.38 N/A 4101.38 3566.41 USD No 4101.38 3566.41
CMEE7EUROPEAN MONETARY UNION EURO E7 2045.18 N/A 2045.18 1778.41 USD No 2045.18 1778.41
CMEEADEUROPEAN MONETARY UNION EURO EAD 18633.69 N/A 18633.69 16200.99 AUD No 18633.69 16200.99
CMEECDEUROPEAN MONETARY UNION EURO ECD 13814.22 N/A 13814.22 12011.60 CAD No 13814.22 12011.60
CMEECKCZECH KORUNA ECK 9250.60 N/A 9250.60 8044 EUR No 9250.60 8044
CMEEHFHUNGARIAN FORINT EHF 5565.32 N/A 5565.32 4828.97 EUR Yes 2 5553.32 4828.97
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 25099.93 N/A 25099.93 21826.03 USD Yes 2 25372.45 22063
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 240723.99 209325.21 343891.42 299036.01 JPY No 319355 277700
CMEEPZPOLISH ZLOTY EPZ 7409.98 N/A 7409.98 6443.46 EUR Yes 2 7409.98 6443.46
CMEESE-MINI S&P 500 ES 16675.95 15159.95 23822.78 21657.07 USD Yes 22191.40 20174
CMESPXESUPE-MINI S&P 500 ESG ESG 30779.75 N/A 30779.75 26764.90 USD No 30779.76 26764.90
CMEESTREURO SHORT-TERM RATE ESR 143.75 N/A 143.75 125.00 EUR No 143.88 125.00
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 79035.26 N/A 79035.26 68726.31 EUR No 84801 73740
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 82837.10 N/A 82837.10 72032.26 USD Yes 99404.52 86438.71
CMEGSCIS&P-GSCI INDEX GD 23156.89 N/A 23156.89 20136.42 USD No 23156.88 20136.42
CMEGDKCLASS IV MILK - 200K LBS GDK 1613.18 N/A 1613.18 1402.77 USD No 1613.18 1402.77
CMEGFFEEDER CATTLE GF 9806.96 N/A 9806.96 8527.79 USD Yes 9806.96 8527.79
CMENFNON FAT DRY MILK INDEX GNF 3574.97 N/A 3574.97 3108.67 USD No 3574.97 3108.67
CMEHELEAN HOGS HE 4732.74 N/A 4732.74 4115.42 USD Yes 4732.74 4115.42
CMEHUFHUNGARIAN FORINT HUF 11814.98 N/A 11814.98 10273.90 USD Yes 2 11826.98 10273.90
CMEIBAABOVESPA INDEX - USD IBV 41086.05 N/A 41086.05 35727 USD No 30895.90 26866
CMEILSISRAELI SHEKEL ILS 37065.27 N/A 37065.27 32230.67 USD Yes 2 37065.27 32230.67
CMEJ7JAPANESE YEN J7 2185.18 N/A 2185.18 1900.16 USD No 2188.31 1900.16
CMEKRWKOREAN WON KRW 17862.26 N/A 17862.26 15529.50 USD Yes 2 11557.93 10048.50
CMELAVLAS VEGAS HOUSING INDEX LAV 4459.13 N/A 4459.13 3877.50 USD No 4459.13 3877.50
CMELAXLOS ANGELES HOUSING INDEX LAX 6658.50 N/A 6658.50 5790.00 USD No 6658.50 5790.00
CMELBRLUMBER FUTURES LBR 3080.10 N/A 3080.10 2678.35 USD No 3080.10 2678.35
CMELELIVE CATTLE LE 4554.17 N/A 4554.17 3960.15 USD Yes 4554.17 3960.15
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 745.435 648.204 1064.91 926.005 USD No 970.60 844
CMEM6AAUSTRALIAN DOLLAR M6A 253.001 N/A 253.001 220.001 USD No 253.001 220.001
CMEM6BBRITISH POUND M6B 253 N/A 253 220 USD No 253 220
CMEM6EEUROPEAN MONETARY UNION EURO M6E 409.035 N/A 409.035 355.683 USD No 409.035 355.683
CMEMBTMICRO BITCOIN MBT 3867.20 N/A 3867.20 3314.74 USD Yes 3867.20 3314.74
CMEMCDCANADIAN DOLLAR MCD 155.251 N/A 155.251 135.001 USD No 155.251 135.001
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1667.82 1516.20 2382.60 2166 USD Yes 2218.70 2017
CMEMETMICRO ETHER MET 165.674 N/A 165.674 144.065 USD Yes 198.809 172.877
CMEMIAMIAMI HOUSING INDEX MIA 6483.125 N/A 6483.125 5637.50 USD No 6483.125 5637.50
CMEMIRINDIAN RUPEE MIR 1344.94 N/A 1344.94 1169.50 USD No 1344.94 1169.50
CMEMJYJAPANESE YEN MJY 437.036 N/A 437.036 380.031 USD No 437.661 380.031
CMEMNHUNITED STATES DOLLAR MNH 2471.28 N/A 2471.28 2148.15 CNH No 2471.28 2148.15
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 120347.50 104650 171925 149500 JPY No 159620 138800
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1708.90 N/A 1708.90 1486 USD No 1570.90 1366
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2416.26 2196.60 3451.80 3138 USD Yes 3304.40 3004
CMEMSFSWISS FRANC MSF 621.028 N/A 621.028 540.024 USD No 621.028 540.024
CMEMSLMICRO SOLANA MSL 2863.26 N/A 2863.26 2489.52 USD No 2863.26 2489.52
CMEMXPMICRO XRP MXP 6629.27 N/A 6629.27 5763.75 USD No 6629.41 5763.75
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1203153 1046220 1718790 1494600 JPY No 1596315 1388100
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 17088.86 N/A 17088.86 14859.01 USD No 15707.85 13659
CMENOKNORWEGIAN KRONE NOK 23054.89 N/A 23054.89 20033.39 USD No 23054.89 20033.39
CMENQE-MINI NASDAQ 100 NQ 24161.83 21965.30 34516.90 31379 USD Yes 33045.10 30041
CMENYMNEW YORK HOUSING INDEX NYM 4832.88 N/A 4832.88 4202.50 USD No 4832.88 4202.50
CMEPJYBRITISH POUND PJY 2918814.70 N/A 2918814.70 2538099.74 JPY No 2918815.08 2538099.74
CMEPLNPOLISH ZLOTY PLN 16438.80 N/A 16438.80 14294.61 USD Yes 2 16438.80 14294.61
CMEPSFBRITISH POUND PSF 11828.56 N/A 11828.56 10285.71 CHF No 11828.56 10285.71
CMERFEUROPEAN MONETARY UNION EURO RF 4346.70 N/A 4346.70 3779.09 CHF No 4346.70 3779.09
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8002.275 N/A 8002.275 6958.50 USD Yes 2 8002.275 6958.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 11058.38 N/A 11058.38 9615.60 EUR Yes 2 11057.94 9615.60
CMERPEUROPEAN MONETARY UNION EURO RP 6129.58 N/A 6129.58 5329.69 GBP No 6129.58 5329.69
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 23154.43 N/A 23154.43 20127.61 USD No 23154.42 20127.61
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 39070.64 N/A 39070.64 33974.47 USD No 39070.65 33974.47
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 9128.05 N/A 9128.05 7936.98 USD No 9128.06 7936.98
CMERTYE-MINI RUSSELL 2000 INDEX RTY 7454.35 6482.04 10649.06 9260.05 USD Yes 9700.25 8435
CMERYEUROPEAN MONETARY UNION EURO RY 1203256.56 N/A 1203256.56 1046157.99 JPY Yes 2 1203255.94 1046157.99
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4485 N/A 4485 3900 USD No 4485 3900
CMESDGSAN DIEGO HOUSING INDEX SDG 6442.88 N/A 6442.88 5602.50 USD No 6442.88 5602.50
CMESEKSWEDISH KRONA SEK 24340.82 N/A 24340.82 21145.51 USD No 24340.82 21145.51
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5146.25 N/A 5146.25 4475 USD No 5146.25 4475
CMESGXSHORT GILT SG 271710.84 N/A 271710.84 236270.25 USD No 271710.79 236270.25
CMESIRINDIAN RUPEE SIR 6724.66 N/A 6724.66 5847.50 USD No 6724.66 5847.50
CMESJYSWISS FRANC SJY 4094828.43 N/A 4094828.43 3560720.37 JPY No 4094829.93 3560720.37
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 30113.27 N/A 30113.27 26185.45 USD No 30113.27 26185.45
CMESOLCME CF SOLANA – DOLLAR REFERENCE RATE SOL 57282.83 N/A 57282.83 49790.45 USD No 57282.81 49790.44
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 1197.85 N/A 1197.85 1041.61 GBP No 1197.85 1041.61
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 311.694 N/A 311.694 271.039 USD No 311.694 271.039
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 563.50 N/A 563.50 490 USD Yes 563.50 490
CMESVXSCHNEIDER ELECTRIC SE SU 76239.98 N/A 76239.98 66295.63 USD No 76239.97 66295.63
CMETBF313-WEEK US TREASURY BILL TBF3 1053.53 N/A 1053.53 916.079 USD No 1053.54 916.079
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4792.63 N/A 4792.63 4167.50 USD No 4792.62 4167.50
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 11954.61 N/A 11954.61 10395.31 USD No 11954.61 10395.31
CMEIXEENERGY SELECT SECTOR INDEX XAE 14545.66 N/A 14545.66 12648.40 USD No 14545.66 12648.40
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 11583.48 N/A 11583.48 10072.53 USD No 11583.48 10072.53
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 17252.94 N/A 17252.94 15002.55 USD No 17252.94 15002.55
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 34022.02 N/A 34022.02 29584.36 USD No 34022.02 29584.36
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 7067.39 N/A 7067.39 6145.56 USD No 7067.39 6145.56
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 4920.16 N/A 4920.16 4278.14 USD No 4920.16 4278.14
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 10953.86 N/A 10953.86 9525.01 USD No 10953.86 9525.01
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 12667.82 N/A 12667.82 11015.50 USD No 12667.82 11015.50
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 44162.75 N/A 44162.75 38402.39 USD No 44162.75 38402.39
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 14582.81 N/A 14582.81 12680.25 USD No 14582.81 12680.25
CMEXRPCME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT XRP 132566.25 N/A 132566.25 115275 USD No 132566.25 115275
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
COMEX1OZ1 OUNCE GOLD FUTURES 1OZ 221.17 N/A 221.17 192.321 USD No 221.17 192.321
COMEXALIALUMINUM INDEX ALI 7182.23 N/A 7182.23 6245.42 USD No 7182.23 6245.42
COMEXGCGOLD GC 22116.63 N/A 22116.63 19231.85 USD Yes 22116.63 19231.85
COMEXHGCOPPER INDEX HG 11870.99 N/A 11870.99 10322.60 USD Yes 11870.99 10322.60
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 2419.69 N/A 2419.69 2104.08 USD No 2419.69 2104.08
COMEXMGCE-MICRO GOLD MGC 2211.66 N/A 2211.66 1923.19 USD Yes 2211.66 1923.19
COMEXMHGMICRO COPPER MHG 1187.10 N/A 1187.10 1032.26 USD No 1187.10 1032.26
COMEXQCCOMEX MINY COPPER QC 5935.49 N/A 5935.49 5161.30 USD No 5935.49 5161.30
COMEXQICOMEX MINY SILVER QI 13031.30 N/A 13031.30 11331.56 USD No 13031.30 11331.56
COMEXQOCOMEX MINY GOLD QO 11058.32 N/A 11058.32 9615.93 USD No 11058.31 9615.93
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 36229.69 N/A 36229.69 31504.07 CNH No 36229.70 31504.07
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 6905.93 N/A 6905.93 6005.15 USD No 6905.93 6005.15
COMEXSISILVER INDEX SI 26062.60 N/A 26062.60 22663.13 USD Yes 26062.61 22663.13
COMEXSISILVER INDEX SIL 5212.52 N/A 5212.52 4532.63 USD No 5212.52 4532.63
COMEXUXURANIUM INDEX UX 2052.67 N/A 2052.67 1784.93 USD No 2052.67 1784.93
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 42757.00 N/A 42757.00 37180.00 EUR No 42757.00 37180.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 12240.30 N/A 12240.30 10643.74 EUR Yes 12240.30 10643.74
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 10297.01 N/A 10297.01 8953.92 CHF No 10297.01 8953.92
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 6874.51 N/A 6874.51 5968.87 EUR No 6874.51 5968.87
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 3024.96 N/A 3024.96 2630.40 EUR Yes 4084.94 3552.12
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1097.44 N/A 1097.44 954.298 EUR No 1252.79 1089.38
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3585.97 N/A 3585.97 3118.23 USD No 3585.97 3118.23
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2626.60 N/A 2626.60 2284.00 EUR No 2626.60 2284.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 35336.08 30727.025 50480.11 43895.75 EUR Yes 48452.09 42132.25
EUREXDDAXDIVDAX PRICE INDEX FDIV 9266.70 N/A 9266.70 8058.00 EUR Yes 2 9266.70 8058.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 7067.22 6145.405 10096.02 8779.15 EUR No 9690.42 8426.45
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1413.44 1229.08 2019.20 1755.83 EUR Yes 1938.08 1685.29
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 245.09 N/A 245.09 213.121 EUR No 235.105 204.4395
EUREXFECXBLOOMBERG MSCI EURO CORPORATE SRI INDEX FECX 3269.17 N/A 3269.17 2842.76 EUR No 3269.17 2842.76
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3186.995 2771.30 4552.85 3959 EUR Yes 2 4552.85 3959
EUREXFEHYLIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX FEHY 2013.13 N/A 2013.13 1750.55 EUR No 2013.13 1750.55
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 4020.16 N/A 4020.16 3495.46 EUR Yes 2 4020.16 3495.46
EUREXSX7EEURO STOXX BANKS INDEX FESB 928.567 807.45 1326.52 1153.50 EUR Yes 1180.82 1026.80
EUREXSX4EEURO STOXX CHEMICALS FESC 6097.24 N/A 6097.24 5301.95 EUR Yes 2 5603.36 4872.49
EUREXESEEURO STOXX OIL & GAS FESE 1630.87 N/A 1630.87 1418.15 EUR Yes 2 1595.32 1387.23
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3919.95 N/A 3919.95 3408.65 EUR Yes 2 3194.69 2777.99
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 7302.84 N/A 7302.84 6350.30 EUR Yes 2 6030.77 5244.15
EUREXSXDEEURO STOXX HEALTHCARE FESH 2921.40 N/A 2921.40 2540.35 EUR Yes 2 2742.59 2384.86
EUREXESIEURO STOXX INSURANCE FESI 3109.62 N/A 3109.62 2703.84 EUR Yes 2 2691.59 2340.37
EUREXESMEURO STOXX MEDIA INDEX FESM 1824.62 N/A 1824.62 1586.62 EUR Yes 2 1223.32 1063.75
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3895.38 N/A 3895.38 3387.29 EUR Yes 2 3608.26 3137.62
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1440.10 N/A 1440.10 1252.26 EUR Yes 2 1399.84 1217.25
EUREXSXREEURO STOXX RETAIL FESR 4380.92 N/A 4380.92 3809.50 EUR Yes 2 4020.31 3495.925
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1115.45 N/A 1115.45 969.955 EUR Yes 2 1041.87 905.975
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1301.14 N/A 1301.14 1131.42 EUR Yes 2 1132.96 985.179
EUREXESUEURO STOXX UTILITIES INDEX FESU 1651.26 N/A 1651.26 1435.87 EUR Yes 1431.27 1244.58
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1194.23 N/A 1194.23 1038.46 EUR Yes 2 1007.12 875.76
EUREXESTX50EURO STOXX50 FESX 3053.46 2655.18 4362.09 3793.12 EUR Yes 4181.15 3635.78
EUREXSX8EEURO STOXX TECHNOLOGY FESY 16033.09 N/A 16033.09 13941.81 EUR Yes 2 16033.09 13941.81
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 4969.95 N/A 4969.95 4321.70 EUR Yes 2 5508.54 4790.04
EUREXEU3THREE MONTH EURIBOR FEU3 459.319 N/A 459.319 399.408 EUR Yes 459.319 399.408
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2654.89 2308.60 3792.70 3298.00 EUR Yes 3792.70 3298.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 8832.50 N/A 8832.50 7680.44 EUR Yes 2 8832.50 7680.44
EUREXFGBCSTERLING LIQUID CORPORATE FGBC 1309.13 N/A 1309.13 1138.38 GBP No 1309.13 1138.38
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 2605.00 N/A 2605.00 2265.21 EUR Yes 2905.08 2526.16
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1614.62 N/A 1614.62 1404.02 EUR Yes 1614.62 1404.02
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 618.266 N/A 618.266 537.622 EUR Yes 618.266 537.622
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 6665.84 N/A 6665.84 5796.38 EUR Yes 6665.84 5796.38
EUREXDJESLEURO STOXX LARGE FLCE 2385.80 N/A 2385.80 2074.15 EUR No 2073.00 1802.21
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2259.58 N/A 2259.58 1964.73 EUR No 1743.29 1515.815
EUREXDJESMEURO STOXX MID FMCE 2284.93 N/A 2284.93 1986.66 EUR No 1766.47 1535.88
EUREXM1CNMSCI CHINA NTR USD FMCH 2586.61 N/A 2586.61 2249.23 USD No 3365.16 2926.23
EUREXDJ200STOXX MID 200 INDEX FMCP 2405.37 N/A 2405.37 2091.625 EUR Yes 2 1875.85 1631.17
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 5454.28 N/A 5454.28 4742.85 USD No 5362.39 4662.95
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 7900.35 N/A 7900.35 6869.81 USD No 7900.35 6869.81
EUREXMXEUMSCI EUROPE FMEP 1888.19 N/A 1888.19 1641.91 EUR No 1888.19 1641.91
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2853.50 N/A 2853.50 2481.31 EUR No 2343.47 2037.80
EUREXM1INMSCI INDIA NTR USD FMIN 10909.04 N/A 10909.04 9486.12 USD No 9976.19 8674.95
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 6021.38 N/A 6021.38 5235.98 USD No 6165.48 5361.29
EUREXM1TWMSCI TAIWAN NTR USD FMTW 13674.45 N/A 13674.45 11890.83 USD No 13674.45 11890.83
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 5463.42 N/A 5463.42 4750.80 EUR No 3362.13 2923.59
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 8812.99 N/A 8812.99 7663.47 USD No 8812.99 7663.47
EUREXMXWOMSCI WORLD INDEX FMWP 6043.55 N/A 6043.55 5255.26 USD No 6043.55 5255.26
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 2626.77 N/A 2626.77 2284.15 EUR No 2626.77 2284.15
EUREXDJESSEURO STOXX SMALL FSCE 1383.48 N/A 1383.48 1203.005 EUR No 1186.63 1031.83
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1543.05 N/A 1543.05 1341.77 EUR No 1253.94 1090.38
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1453.17 N/A 1453.17 1263.62 EUR No 1158.11 1007.05
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3501.76 N/A 3501.76 3045.01 CHF Yes 2 3501.76 3045.01
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8845.80 N/A 8845.80 7692.00 CHF No 8845.80 7692.00
EUREXSMISWISS MARKET INDEX FSMI 7982.27 6941.10 11403.24 9915.86 CHF Yes 8068.18 7015.81
EUREXSMIMSWISS MID-CAP INDEX FSMM 3317.27 N/A 3317.27 2884.51 CHF Yes 2 3317.27 2884.51
EUREXSMISWISS MARKET INDEX FSMS 798.227 694.11 1140.32 991.586 CHF No 806.818 701.581
EUREXMDAXMIDCAP DAX FSMX 2960.43 N/A 2960.43 2574.28 EUR No 2510.47 2183.01
EUREXST3THREE MONTH ESTR FST3 188.553 N/A 188.553 163.959 EUR No 188.553 163.959
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 2936.87 N/A 2936.87 2553.80 EUR Yes 2 2669.82 2321.58
EUREXSX7PSTOXX 600 BANKS FSTB 1747.42 N/A 1747.42 1519.49 EUR Yes 1485.47 1291.72
EUREXSX4PSTOXX 600 CHEMICALS FSTC 5162.89 N/A 5162.89 4489.40 EUR Yes 2 4402.58 3828.27
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1906.20 N/A 1906.20 1657.57 EUR Yes 1601.04 1392.21
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4742.43 N/A 4742.43 4123.86 EUR Yes 2 3696.05 3213.96
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4670.75 N/A 4670.75 4061.52 EUR Yes 2 4278.12 3720.10
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 4997.98 N/A 4997.98 4346.07 EUR Yes 2 3636.63 3162.29
EUREXSXIPSTOXX 600 INSURANCE FSTI 2889.82 N/A 2889.82 2512.89 EUR Yes 2 2483.69 2159.73
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 671.565 N/A 671.565 583.97 EUR No 671.565 583.97
EUREXSXMPSTOXX 600 MEDIA FSTM 2023.54 N/A 2023.54 1759.58 EUR Yes 2 1474.32 1282.00
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3768.23 N/A 3768.23 3276.71 EUR Yes 2 3587.76 3119.78
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1946.12 N/A 1946.12 1692.25 EUR Yes 2 2080.93 1809.48
EUREXSXRPSTOXX 600 RETAIL FSTR 1592.54 N/A 1592.54 1384.80 EUR Yes 2 1679.33 1460.27
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3423.52 N/A 3423.52 2976.97 EUR Yes 3340.92 2905.145
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 793.00 N/A 793.00 689.565 EUR Yes 2 790.389 687.295
EUREXSX6PSTOXX 600 UTILITIES FSTU 1602.96 N/A 1602.96 1393.88 EUR Yes 1383.90 1203.39
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1386.95 N/A 1386.95 1206.04 EUR Yes 2 1156.61 1005.75
EUREXSTXSTOXX50 FSTX 3707.89 N/A 3707.89 3224.19 EUR Yes 2 2659.32 2312.40
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 6868.98 N/A 6868.98 5973.03 EUR Yes 2 6868.98 5973.03
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3388.96 N/A 3388.96 2946.92 EUR Yes 2 3426.19 2979.30
EUREXESTX50EURO STOXX50 FSXE 305.346 265.518 436.209 379.312 EUR No 418.115 363.578
EUREXTDXTECDAX FTDX 8010.78 N/A 8010.78 6965.90 EUR Yes 2 8010.78 6965.90
EUREXFUEMEMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED FUEM 1520.04 N/A 1520.04 1321.78 USD No 1520.04 1321.78
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 1037.87 N/A 1037.87 902.50 EUR Yes 2526.07 2196.58
EUREXDJESEURO STOXX PRICE INDEX FXXE 2297.14 N/A 2297.14 1997.29 EUR No 1902.14 1653.85
EUREXDJ600STOXX 600 INDEX FXXP 1486.43 1292.54 2123.47 1846.49 EUR Yes 1756.33 1527.24
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 8476.56 N/A 8476.56 7370.92 EUR No 8476.56 7370.92
FTAEOEAMS EOE INDEX FTI 17262.32 N/A 17262.32 15010.71 EUR Yes 12828.36 11155.09
FTAEOEAMS EOE INDEX MFA 1726.23 N/A 1726.23 1501.07 EUR No 1282.84 1115.51
Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120CES CHINA 120 INDEX CHH 73830.58 N/A 73830.58 64200.51 HKD No 73830.58 64200.51
HKFECNHHOUSING INDEX COMPOSITE CUS 24620.925 N/A 24620.925 21409.50 CNH Yes 24620.925 21409.50
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3220 N/A 3220 2800 HKD No 3220 2800
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9309.14 N/A 9309.14 8094.90 HKD No 9309.13 8094.90
HKFEGDRCNH GOLD FUTURES GDR 429314.56 N/A 429314.56 373317.01 CNH No 429314.58 373317.01
HKFEGDUUSD GOLD FUTURES GDU 62170.47 N/A 62170.47 54061.27 USD No 62170.46 54061.27
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 42779.31 37199.40 61113.30 53142 HKD Yes 61113.30 53142
HKFEHSIHANG SENG STOCK INDEX HSI 104923.70 91238 149891 130340 HKD Yes 149891 130340
HKFEHSTECHHANG SENG TECH INDEX HTI 36325.01 31586.97 51892.88 45124.24 HKD Yes 51892.88 45124.24
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 4050.14 N/A 4050.14 3521.86 USD No 4050.14 3521.86
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 8555.86 7439.88 12222.66 10628.40 HKD Yes 12222.66 10628.40
HKFEMCSUNITED STATES DOLLAR MCS 4932.27 N/A 4932.27 4282.02 CNH No 4932.27 4282.02
HKFEMHIMINI HANG SENG INDEX MHI 20984.74 18247.60 29978.20 26068 HKD Yes 29978.20 26068
HKFEMID.HKMIAMI HOUSING INDEX MIA 3136.41 N/A 3136.41 2727.31 USD No 3136.41 2727.31
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 5059.60 N/A 5059.60 4398.43 USD No 5059.61 4398.43
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 10998.81 N/A 10998.81 9564.05 USD No 10998.81 9564.05
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 61093.75 N/A 61093.75 53125 HKD No 114632 99680
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
ICEEUER3COMPOUNDED ESTR AVERAGE 3 MONTHS RATE ER3 242.248 N/A 242.248 210.65 EUR No 242.253 210.65
ICEEUSGGENERALI G 3213.25 N/A 3213.25 2794.13 GBP No 3213.25 2794.13
ICEEUHMEDIUM GILT H 5841.99 N/A 5841.99 5079.99 GBP No 5841.98 5079.99
ICEEUI3 MONTH EURIBOR INTEREST RATE I 704.576 N/A 704.576 612.669 EUR Yes 704.569 612.669
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 6270.02 N/A 6270.02 5452.19 USD No 6270.02 5452.19
ICEEUO5 YEAR EURO SWAPNOTE O 4047.83 N/A 4047.83 3519.85 EUR No 4047.83 3519.85
ICEEUP10 YEAR EURO SWAPNOTE P 7782.49 N/A 7782.49 6767.38 EUR No 7782.49 6767.38
ICEEURLONG GILT R 3577.13 N/A 3577.13 3110.55 GBP No 3577.13 3110.55
ICEEUSRFXON3THREE MONTH SARONA SA3 474.265 N/A 474.265 412.40 CHF No 474.26 412.40
ICEEUSONIA.NTHREE MONTH SONIA SO3 565.23 N/A 565.23 491.50 GBP Yes 565.225 491.50
ICEEUSONIO.NONE MONTH SONIA SOA 772.45 N/A 772.45 671.691 GBP No 772.445 671.691
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 1776.56 N/A 1776.56 1544.83 EUR No 1776.56 1544.83
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 915.953 N/A 915.953 796.481 GBP No 915.953 796.481
ICEEUYFTSE 250 INDEX Y2 4363.12 N/A 4363.12 3793.99 GBP No 4363.12 3793.99
ICEEUZFTSE 100 INDEX Z 4846.92 4214.71 6924.17 6021.02 GBP Yes 6924.17 6021.02
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 11063 N/A 11063 9620 GBP No 11063 9620
ICEEUSOFTDROBUSTA COFFEE RC 7601.50 N/A 7601.50 6610 USD No 7601.50 6610
ICEEUSOFTTWHEAT T 2100.43 N/A 2100.43 1826.32 GBP No 2100.43 1826.32
ICEEUSOFTWWHITE SUGAR W 2182.01 N/A 2182.01 1897.40 USD No 2182.01 1897.40
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 6820.64 N/A 6820.64 5930.99 USD No 6820.64 5930.99
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 23855312.07 N/A 23855312.07 20743749.625 JPY No 23855312.07 20743749.625
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10222.40 N/A 10222.40 8878.59 USD No 10222.40 8878.59
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 14575.28 N/A 14575.28 12674.16 CAD No 14575.28 12674.16
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6129.14 N/A 6129.14 5329.69 GBP No 6129.14 5329.69
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 19785.94 N/A 19785.94 17205.17 AUD No 19785.94 17205.17
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7641.76 N/A 7641.76 6645.01 CHF No 7641.76 6645.01
ICEUSZYSWISS FRANC KZY 4094828.43 N/A 4094828.43 3560720.37 JPY No 4094829.93 3560720.37
ICEUSMPBRITISH POUND MP 7243.87 N/A 7243.87 6299.02 USD No 7243.87 6299.02
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12203.41 N/A 12203.41 10611.66 CHF No 12203.41 10611.66
ICEUSGBPBRITISH POUND SY 2955688.39 N/A 2955688.39 2570163.82 JPY No 2955688.77 2570163.82
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 1357 N/A 1357 1180 EUR No 1357 1180
IDEMFTMIBFTSE MIB INDEX FIB 19821.61 17236.18 28316.58 24623.11 EUR Yes 28316.58 24623.11
IDEMFTMIBFTSE MIB INDEX MICR 792.864 689.447 1132.66 984.9245 EUR No 1132.66 984.9245
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3964.32 3447.24 5663.32 4924.62 EUR No 5663.32 4924.62
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1142.28 N/A 1142.28 993.286 EUR No 1142.28 993.286
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 21657.59 N/A 21657.59 18832.68 USD No 21657.58 18832.68
IPECOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
IPEGOILICE GASOIL GOIL 7879.95 N/A 7879.95 6303.96 USD No 7879.95 6303.96
IPEHOILICE HEATING OIL HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCFNEWCASTLE COAL FUTURES NCF 23881.92 N/A 23881.92 20766.80 USD No 23881.92 20766.80
IPENGFICE UK NATURAL GAS NGF 5069.79 N/A 5069.79 4408.51 GBP No 26092.70 4408.51
IPERBOBICE NYH RBOB GASOLINE RBOB 21027.10 N/A 21027.10 16821.68 USD No 21027.10 16821.68
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14974.375 N/A 14974.375 11979.50 USD Yes 14974.38 11979.50
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 7862837.74 6837250.21 11232625.345 9767500.30 KRW Yes 11232628.35 9767500.30
KSEK200MMINI KOSPI200 INDEX 05 1569106.09 1364439.96 2241580.13 1949199.94 KRW Yes 2241580.15 1949200.13
KSEKOSDQ150KOSDAQ 150 INDEX 06 1244855.24 906500 1778364.625 1295000 KRW No 1778364.625 1295000
KSE005930HANG SENG BANK LTD 11 177200 N/A 177200 148000 KRW No 170200 148000
KSE017670HENDERSON LAND DEVELOPMENT 12 158800 N/A 158800 132000 KRW No 151800 132000
KSE005490POSCO HOLDINGS INC 13 793250 N/A 793250 655000 KRW No 753250 655000
KSE030200KTCORPORATION 14 154337.50 N/A 154337.50 127250 KRW No 146337.50 127250
KSE015760KOREA ELECTRIC POWER CORP 15 80418.75 N/A 80418.75 68625 KRW No 78918.75 68625
KSE005380SUN HUNG KAI PROPERTIES 16 601375 N/A 601375 492500 KRW No 566375 492500
KSE016360NEW WORLD DEVELOPMENT 17 194275 N/A 194275 158500 KRW No 182275 158500
KSE055550SHINHAN FINANCIAL GROUP LTD 18 175087.50 N/A 175087.50 152250 KRW No 187087.50 152250
KSE000270SWIRE PACIFIC LTD - CL A 19 291687.50 N/A 291687.50 236250 KRW No 271687.50 236250
KSE012330HYUNDAI MOBIS CO LTD 20 930625 N/A 930625 687500 KRW No 790625 687500
KSE006400SAMSUNG SDI CO LTD 22 530951.88 N/A 530951.88 435041.04 KRW No 500297.20 435041.04
KSE009150BANK OF EAST ASIA LTD 23 401175 N/A 401175 324500 KRW No 373175 324500
KSE066570LG ELECTRONICS INC 24 222887.50 N/A 222887.50 184250 KRW No 211887.50 184250
KSE036460KOREA GAS CORPORATION 28 109531.25 N/A 109531.25 94375 KRW No 108531.25 94375
KSE004020HYUNDAI STEEL CO 32 91618.75 N/A 91618.75 76625 KRW No 88118.75 76625
KSE003550LG CORP 34 226475 N/A 226475 186500 KRW No 214475 186500
KSE078930GS HOLDINGS 35 139975 N/A 139975 116500 KRW No 133975 116500
KSE033780KT & G CORPORATION 36 350750 N/A 350750 305000 KRW No 354750 305000
KSE009540HD KOREA SHIPBUILDING & OFFS 39 1075117.50 N/A 1075117.50 838750 KRW No 1075117.50 838750
KSE086790HANA FINANCIAL GROUP 40 225112.50 N/A 225112.50 195750 KRW No 233112.50 195750
KSE096770SK INNOVATION CO LTD 41 275112.50 N/A 275112.50 235750 KRW No 271112.50 235750
KSE001040CJ CORP 42 502387.50 N/A 502387.50 374250 KRW No 430387.50 374250
KSE034220LG DISPLAY CO LTD 45 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE105560KB FINANCIAL GROUP INC 46 318837.50 N/A 318837.50 277250 KRW No 352837.50 277250
KSE051910LG CHEM LTD 47 618687.50 N/A 618687.50 516250 KRW No 593687.50 516250
KSE006800MIRAE ASSET SECURITIES CO LT 48 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE042670HD HYUNDAI INFRACORE CO LTD 49 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE000660SK HYNIX INC 50 752687.50 N/A 752687.50 576250 KRW No 662687.50 576250
KSE006360GS ENGINEERING & CONSTRUCT 51 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE139480E-MART INC 54 255912.50 N/A 255912.50 207750 KRW No 238912.50 207750
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 118131.25 N/A 118131.25 98375 KRW No 113131.25 98375
KSE035420NAVER CORP 56 590000 N/A 590000 500000 KRW No 575000 500000
KSE003490KOREAN AIR LINES CO LTD 57 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE3KTB3-YEAR KOREA TREASURY BOND 65 932814 N/A 932814 759357.14 KRW No 932814 759357.14
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3070404 N/A 3070404 2554177.18 KRW No 3070404 2554177.18
KSEKWYUNITED STATES DOLLAR 75 1574235.03 N/A 1574235.03 1368900.02 KRW No 3148470.30 2737800.05
KSE032640LG UPLUS CORP B0 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE010950S-OILCORPORATION B2 169625 N/A 169625 147500 KRW No 171625 147500
KSE010130KOREA ZINC CO LTD B3 2488470 N/A 2488470 1912500 KRW No 2488470 1912500
KSE024110INDUSTRIALBANKOFKOREA B4 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE001680DAESANG CORPORATION B6 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE047050POSCO INTERNATIONAL CORP B7 148637.50 N/A 148637.50 129250 KRW No 155637.50 129250
KSE034020DOOSAN ENERBILITY CO LTD B9 179361 N/A 179361 120000 KRW No 179361 120000
KSE023530BARLEY FUTURES BA 233350 N/A 233350 189000 KRW No 217350 189000
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 192337.50 N/A 192337.50 167250 KRW No 211337.50 167250
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 399075 N/A 399075 290500 KRW No 334075 290500
KSE010140SAMSUNGHEAVYINDUSTRIES BF 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE029780SAMSUNG CARD CO BG 167000 N/A 167000 120000 KRW No 138000 120000
KSE036570NCSOFTCORPORATION BJ 539112.50 N/A 539112.50 435750 KRW No 501112.50 435750
KSE000080HITE JINRO CO LTD BK 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE071050KOREA INVESTMENT HOLDINGS CO BL 404687.50 N/A 404687.50 296250 KRW No 340687.50 296250
KSE047810KOREA AEROSPACE INDUSTRIES BM 258175 N/A 258175 224500 KRW No 274175 224500
KSE000720DANONE BN 209000 N/A 209000 180000 KRW No 207000 180000
KSE011210HYUNDAI WIA CORP BP 137293.75 N/A 137293.75 111125 KRW No 127793.75 111125
KSE008770HOTEL SHILLA CO LTD BQ 158787.50 N/A 158787.50 130250 KRW No 149787.50 130250
KSE035250KANGWON LAND, INC. BS 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE138930BNK FINANCIAL GROUP INC BT 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE139130IM FINANCIAL GROUP CO LTD BV 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE114090GRAND KOREA LEISURE CO LTD BW 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE001120LX INTERNATIONAL CORP BX 83943.75 N/A 83943.75 72125 KRW No 82943.75 72125
KSE011070LG INNOTEK CO LTD BY 445787.50 N/A 445787.50 370250 KRW No 425787.50 370250
KSE005940BRENT CRUDE OIL - LAST DAY BZ 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE034730SK INC C1 604637.50 N/A 604637.50 469250 KRW No 539637.50 469250
KSE001740SK NETWORKS CO LTD C2 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 362250 N/A 362250 315000 KRW No 382250 315000
KSE018260SAMSUNG SDS CO LTD C5 398162.50 N/A 398162.50 342750 KRW No 394162.50 342750
KSE090430AMOREPACIFIC CORP C6 404225 N/A 404225 351500 KRW No 411225 351500
KSE030000CHEIL WORLDWIDE INC C7 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE028260SAMSUNG C&T CORP C8 546112.50 N/A 546112.50 415750 KRW No 478112.50 415750
KSE000880HANWHA CORPORATION C9 293422.50 N/A 293422.50 237750 KRW No 293422.50 237750
KSE088350CARREFOUR SA CA 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE086280COCOA NYBOT CC 351737.50 N/A 351737.50 303250 KRW No 348737.50 303250
KSE010620HD HYUNDAI MIPO CD 679329 N/A 679329 468750 KRW No 679329 468750
KSE001450HYUNDAI MARINE & FIRE INS CO CE 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE035720KAKAO CORP CF 158750 N/A 158750 125000 KRW No 143750 125000
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE069080WEBZEN INC CK 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE096530LIGHT SWEET CRUDE OIL CL 99792 N/A 99792 84000 KRW No 99792 84000
KSE022100POSCO DX CO LTD CN 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE068270CELLTRION INC CP 486210.20 N/A 486210.20 420985.93 KRW No 484133.82 420985.93
KSE122870YG ENTERTAINMENT INC CQ 260575 N/A 260575 220500 KRW No 253575 220500
KSE051900LG H&H CR 996187.50 N/A 996187.50 866250 KRW No 1021187.50 866250
KSE002790AXA SA CS 84012.50 N/A 84012.50 71750 KRW No 82512.50 71750
KSE000810COTTON NO. 2 CT 1322750 N/A 1322750 1085000 KRW No 1247750 1085000
KSE008930HANMI SCIENCE CO LTD CV 117631.25 N/A 117631.25 98375 KRW No 113167.50 98375
KSE021240COWAY CO LTD CW 287112.50 N/A 287112.50 235750 KRW No 271112.50 235750
KSE128940HANMI PHARM CO LTD CX 909937.50 N/A 909937.50 791250 KRW No 929937.50 791250
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE005830LONDON HEATING DEGREE DAY INDEX D0 341212.50 N/A 341212.50 269750 KRW No 310212.50 269750
KSE097950CJ CHEILJEDANG CORP. D1 707250 N/A 707250 615000 KRW No 727250 615000
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 134375 N/A 134375 112500 KRW No 129375 112500
KSE002380KCC CORP D3 983625 N/A 983625 807500 KRW No 928625 807500
KSE012750S1 CORPORATION D5 215375 N/A 215375 172500 KRW No 198375 172500
KSE000100YUHAN CORPORATION D6 308487.50 N/A 308487.50 268250 KRW No 308487.50 268250
KSE051600KEPCO PLANT SERVICE & ENGINE D7 128000 N/A 128000 110000 KRW No 126500 110000
KSE069960HYUNDAI DEPT STORE CO D8 227812.50 N/A 227812.50 173750 KRW No 199812.50 173750
KSE004370MILK CLASS III INDEX DA 1154250 N/A 1154250 995000 KRW No 1144250 995000
KSE079550LIG NEX1 CO LTD DB 1618627.50 N/A 1618627.50 1146250 KRW No 1618627.50 1146250
KSE204320HL MANDO CO LTD DC 101681.25 N/A 101681.25 85375 KRW No 98181.25 85375
KSE004170SHINSEGAE INC DD 504275 N/A 504275 438500 KRW No 506275 438500
KSE161890KOLMAR KOREA CO LTD DE 282750 N/A 282750 225000 KRW No 258750 225000
KSE111770YOUNGONE CORP DG 178537.50 N/A 178537.50 155250 KRW No 199537.50 155250
KSE006650KOREA PETRO CHEMICAL IND DJ 250125 N/A 250125 217500 KRW No 262125 217500
KSE192820COSMAX INC DK 691375 N/A 691375 592500 KRW No 681375 592500
KSE039130HANA TOUR SERVICE INC DN 162075 N/A 162075 130500 KRW No 150075 130500
KSE086900MEDY-TOX INC DP 492200 N/A 492200 428000 KRW No 497200 428000
KSE078340COM2US CORP DR 118018.75 N/A 118018.75 102625 KRW No 118018.75 102625
KSE035760CJ ENM CO LTD DT 227812.50 N/A 227812.50 193750 KRW No 222812.50 193750
KSE056190SFA ENGINEERING CORP DV 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE241560DOOSAN BOBCAT INC DW 151512.50 N/A 151512.50 131750 KRW No 165512.50 131750
KSE017800CME DRY WHEY INDEX DY 229425 N/A 229425 199500 KRW No 241425 199500
KSE105630HANSAE CO LTD DZ 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE240810WONIK IPS CO LTD E0 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE091700PARTRON CO LTD E3 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE041510SM ENTERTAINMENT CO LTD E4 401350 N/A 401350 349000 KRW No 402350 349000
KSE251270NETMARBLE CORP E5 172787.50 N/A 172787.50 150250 KRW No 179787.50 150250
KSE003670POSCO FUTURE M CO LTD E8 396987.50 N/A 396987.50 298250 KRW No 349680 298250
KSE178920PI ADVANCED MATERIALS CO LTD EA 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE316140WOORI FINANCIAL GROUP INC EB 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE009420HANALL BIOPHARMA CO LTD EE 82264.50 N/A 82264.50 68515 KRW No 82264.50 68515
KSE035900JYP ENTERTAINMENT CORP EF 224537.50 N/A 224537.50 195250 KRW No 225537.50 195250
KSE028670PAN OCEAN CO LTD EH 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE011790NYBOT EURO IN JAPANESE YEN EJ 289550 N/A 289550 237000 KRW No 272550 237000
KSE093370FOOSUNG CO LTD EL 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE375500DL E&C CO LTD ER 156750 N/A 156750 125000 KRW No 143750 125000
KSE207940E-MINI S&P 500 ES 3020000 N/A 3020000 2600000 KRW No 2990000 2600000
KSE028050SAMSUNG E&A CO LTD ET 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE272210HANWHA SYSTEMS CO LTD EV 216150 N/A 216150 144100 KRW No 216150 144100
KSE293490KAKAO GAMES CORP EX 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE247540ECOPRO BM CO LTD EY 290394 N/A 290394 237250 KRW No 290394 237250
KSE253450STUDIO DRAGON CORP EZ 158700 N/A 158700 138000 KRW No 160700 138000
KSE278280CHUNBO CO LTD F0 114562.50 N/A 114562.50 98750 KRW No 113562.50 98750
KSE200130KOLMAR BNH CO LTD F1 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE036540SFA SEMICON CO LTD F2 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE060250NHN KCP CORP F3 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE000250SAM CHUN DANG PHARM CO LTD F4 516285 N/A 516285 409750 KRW No 516285 409750
KSE373220LG ENERGY SOLUTION F5 884437.50 N/A 884437.50 721250 KRW No 829437.50 721250
KSE323410KAKAOBANK CORP F6 83506.25 N/A 83506.25 70875 KRW No 81506.25 70875
KSE377300KAKAO PAY CORP F7 182025 N/A 182025 143500 KRW No 171094.50 143500
KSE259960KRAFTON INC F8 1079562.50 N/A 1079562.50 938750 KRW No 1104562.50 938750
KSE302440SK BIOSCIENCE CO LTD F9 136112.50 N/A 136112.50 115750 KRW No 133112.50 115750
KSE011200HMM CO LTD FA 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE361610SK IE TECHNOLOGY CO LTD FB 78792.25 N/A 78792.25 68515 KRW No 78792.25 68515
KSE352820HYBE CO LTD FC 888375 N/A 888375 772500 KRW No 968375 772500
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 1260270 N/A 1260270 1067500 KRW No 1322625 1067500
KSE402340SK SQUARE CO LTD FE 465450 N/A 465450 323000 KRW No 377832 323000
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 274087.50 N/A 274087.50 232250 KRW No 267087.50 232250
KSE383220F&F CO LTD / NEW FG 224537.50 N/A 224537.50 195250 KRW No 224537.50 195250
KSE267250HD HYUNDAI FH 392462.50 N/A 392462.50 304750 KRW No 350462.50 304750
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 324875 N/A 324875 282500 KRW No 338875 282500
KSE138040MERITZ FINANCIAL GROUP INC FK 336725 N/A 336725 281500 KRW No 323725 281500
KSE263750PEARL ABYSS CORP FL 111118.75 N/A 111118.75 96625 KRW No 119118.75 96625
KSE066970L&F CO LTD FM 158496 N/A 158496 124750 KRW No 158496 124750
KSE112040WEMADE CO LTD FN 110332.50 N/A 110332.50 78250 KRW No 110332.50 78250
KSE196170ALTEOGEN INC FP 1438200 N/A 1438200 1020000 KRW No 1438200 1020000
KSE058470LEENO INDUSTRIAL INC FQ 145743.75 N/A 145743.75 124125 KRW No 142743.75 124125
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 4551.42 N/A 4551.42 3957.74 USD No 4551.42 3957.74
LMEOTCCACARREFOUR SA CA 19639.70 N/A 19639.70 17078 USD No 19639.70 17078
LMEOTCPBLEAD - LME PB 4686.23 N/A 4686.23 4074.99 USD No 4686.23 4074.99
LMEOTCSNLMETIN FUTURE SN 36618.67 N/A 36618.67 31808.02 USD No 36618.72 31808.02
LMEOTCZSLMESOYBEAN FUTURES ZS 6745.40 N/A 6745.40 5865.39 USD No 6745.40 5865.39
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 803.285 N/A 803.285 698.509 EUR Yes 1401.11 1218.35
MATIFECOEUROPEAN RAPESEED FUTURE ECO 1943.74 N/A 1943.74 1690.21 EUR Yes 2901.69 2523.21
MATIFEMACORN EMA 1118.70 N/A 1118.70 972.78 EUR No 1319.76 1147.62
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
MEFFRVFCC1FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ FCI 259.618 N/A 259.618 225.755 EUR No 261.65 225.755
MEFFRVIBEX35IBEX 35 INDEX IBX 9660.01 8400.01 13800.02 12000.01 EUR No 13800.01 12000.01
MEFFRVIBEXIBEX 35 INDEX MINI MIX 966.001 840.001 1380.00 1200.00 EUR Yes 1380.00 1200.00
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUAMILK CLASS III INDEX DA 9471.75 N/A 9471.75 8236.31 MXN No 14962.22 13010.62
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 30418.67 N/A 30418.67 26451.02 MXN No 30418.67 26451.02
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 58110.72 N/A 58110.72 50531.065 MXN Yes 2 55512.77 48271.97
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11622.14 N/A 11622.14 10106.21 MXN No 11102.55 9654.39
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 4265.41 N/A 4265.41 3709.05 EUR No 4265.41 3709.05
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 3619.71 N/A 3619.71 3146.95 EUR No 3619.71 3146.95
MONEPCAC40CAC 40 FCE 5355.53 4656.98 7650.76 6652.83 EUR Yes 6265.40 5448.17
MONEPFEFFTSEUROFIRST 80 NEW FEF 15648.67 N/A 15648.67 13607.54 EUR No 15648.67 13607.54
MONEPFEOFTSEUROFIRST 100 NEW FEO 10149.60 N/A 10149.60 8825.74 EUR No 10149.60 8825.74
MONEPCAC40CAC 40 MFC 535.553 465.698 765.076 665.283 EUR No 626.54 544.817
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 279880.5 N/A 279880.5 243374.4 INR Yes 9285.48 8074.33
NSEEURINREURO IN INDIAN RUPEE EURINR 11260.83 N/A 11260.83 9792.00 INR No 11260.83 9792.00
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 287773.85 N/A 287773.85 250227.25 INR Yes 4406.28 3831.55
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13278.50 N/A 13278.50 11546.50 INR No 13278.49 11546.50
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6808.29 N/A 6808.29 5920.25 INR No 6808.29 5920.25
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 260247.6 N/A 260247.6 226302 INR Yes 2158.44 1876.90
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 268075.5 N/A 268075.5 233109 INR Yes 3554.81 3091.14
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 9840.55 N/A 9840.55 8557 INR Yes 9840.55 8557
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 81866.86 N/A 81866.86 71188.57 USD No 81866.86 71188.57
NYBOTCCCOCOA NYBOT CC 16591.08 N/A 16591.08 14427.02 USD Yes 16591.08 14427.02
NYBOTCTCOTTON NO. 2 CT 2596.35 N/A 2596.35 2257.69 USD Yes 2596.38 2257.69
NYBOTDXNYBOT US DOLLAR FX DX 2927.14 N/A 2927.14 2545.34 USD Yes 2927.15 2545.34
NYBOTNYFANGNYSE FANG+ INDEX FNG 11881.11 N/A 11881.11 10331.40 USD No 11881.11 10331.40
NYBOTKCCOFFEE "C" KC 19728.83 N/A 19728.83 17155.50 USD Yes 19728.83 17155.50
NYBOTOJFC ORANGE JUICE "A" OJ 12530.99 N/A 12530.99 10896.51 USD Yes 12530.99 10896.51
NYBOTRSCANOLA RS 1002.07 N/A 1002.07 871.361 CAD No 1002.07 871.361
NYBOTSBSUGAR NO. 11 SB 1691.37 N/A 1691.37 1470.75 USD Yes 1691.37 1470.75
NYBOTSFSUGAR #16 112000 LBS SF 1797.92 N/A 1797.92 1562.14 USD No 1797.92 1562.14
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 16250.00 N/A 16250.00 13000 USD No 16250 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 7684.06 N/A 7684.06 6681.79 USD No 7684.06 6681.79
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 7684.06 N/A 7684.06 6681.79 USD No 7684.06 6681.79
NYMEXHOHEATING OIL HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 7685.17 N/A 7685.17 6681.79 USD No 7685.17 6681.79
NYMEXMCLMICRO WTI CRUDE OIL MCL 1625 N/A 1625 1300 USD Yes 1625.00 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 768.406 N/A 768.406 668.179 USD No 768.406 668.179
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 7684.06 N/A 7684.06 6681.79 USD Yes 7684.06 6681.79
NYMEXPAPALLADIUM INDEX PA 19505.06 N/A 19505.06 16960.42 USD No 19505.06 16960.42
NYMEXPLPLATINUM INDEX PL 7115.18 N/A 7115.18 6187.11 USD No 7115.18 6187.11
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1921.02 N/A 1921.02 1670.45 USD No 1921.02 1670.45
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8125 N/A 8125 6500 USD No 8125.00 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 7990.61 N/A 7990.61 6948.35 USD No 7990.61 6948.35
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 6910.12 N/A 6910.12 6008.80 USD No 6910.12 6008.80
NYSELIFFEM1EUMSCI EUROPE NTR EU9 12509.44 N/A 12509.44 10877.77 USD No 12509.44 10877.77
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 13718.17 N/A 13718.17 11928.84 USD No 13718.17 11928.84
NYSELIFFEMXEAMSCI EAFE INDEX MFS 5675.48 4935.20 8107.83 7050.29 USD No 8107.83 7050.29
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2751.26 2392.40 3930.38 3417.72 USD No 3930.38 3417.72
NYSELIFFEMXUSMSCI USA INDEX MUN 61185.61 N/A 61185.61 53204.87 USD No 61185.60 53204.87
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 23561.48 N/A 23561.48 20488 SEK No 23561.48 20488
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 17102.225 14871.50 24431.75 21245 SEK Yes 24431.75 21245
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 913.94 N/A 913.94 794.731 SEK No 5712.14 794.731
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 2774972.655 2413019.70 3964246.65 3447171 JPY Yes 3398557.05 2955267
OSE.JPNN225MNIKKEI 225 MINI 225M 277497.27 241301.97 396424.665 344717.10 JPY Yes 339855.705 295526.70
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 27749.73 24130.20 39642.47 34471.71 JPY No 33985.57 29552.67
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 157874.79 N/A 157874.79 137270.40 JPY No 157874.79 137270.40
OSE.JPNTPXC30TOPIX CORE30 C30 122853.28 N/A 122853.28 106828.93 JPY No 122853.28 106828.93
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 419951.31 N/A 419951.31 365175.05 JPY No 419951.31 365175.05
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 2170988.37 N/A 2170988.37 1887815.97 JPY Yes 2091172.62 1818410.97
OSE.JPNMJMINI 10 YEAR JGB JBLM 217098.84 N/A 217098.84 188781.60 JPY No 209117.26 181841.10
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 67396.16 N/A 67396.16 58599 JPY No 67396.16 58599
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 138000 N/A 138000 120000 JPY No 212175 184500
OSE.JPNTSEREITTSE REIT INDEX REIT 184459.85 N/A 184459.85 160244.41 JPY No 184459.85 160244.41
OSE.JPNTOPXTOPIX INDEX TPX 1375494.23 1196081.94 1964991.75 1708688.48 JPY No 1964991.75 1708688.48
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 137549.42 119608.19 196499.18 170868.85 JPY No 196499.18 170868.85
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD No 16250 13000
QBALGOIEUGOILICE GASOIL GOIL 7879.95 N/A 7879.95 6303.96 USD No 7879.95 6303.96
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14974.375 N/A 14974.375 11979.50 USD No 14974.38 11979.50
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCCCOCOA NYBOT CC 16591.08 N/A 16591.08 14427.02 USD No 16591.08 14427.02
QBALGOIUSCTCOTTON NO. 2 CT 2596.35 N/A 2596.35 2257.69 USD No 2596.38 2257.69
QBALGOIUSDXNYBOT US DOLLAR FX DX 2927.14 N/A 2927.14 2545.34 USD No 2927.15 2545.34
QBALGOIUSKCCOFFEE "C" KC 19728.83 N/A 19728.83 17155.50 USD No 19728.83 17155.50
QBALGOIUSOJFC ORANGE JUICE "A" OJ 12530.99 N/A 12530.99 10896.51 USD No 12530.99 10896.51
QBALGOIUSSBSUGAR NO. 11 SB 1691.37 N/A 1691.37 1470.75 USD No 1691.37 1470.75
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 317479.66 N/A 317479.66 276069.22 JPY No 317479.61 276069.22
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1502.57 N/A 1502.57 1306.58 USD No 1502.57 1306.58
SGXXINA50FTSE/XINHUA CHINA A50 CN 1296.37 1127.28 1851.96 1610.40 USD No 1851.96 1610.40
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4031.04 N/A 4031.04 3505.25 USD No 4031.04 3505.25
SGXXIN0IFTSE CHINA H50 FCH 4725.51 N/A 4725.51 4109.08 USD No 4725.51 4109.08
SGXSCIFTSEUROFIRST 80 NEW FEF 1150 N/A 1150 1000 USD No 1150 1000
SGXWIIDNFTSE INDONESIA INDEX FID 1716.88 N/A 1716.88 1492.78 USD No 1716.88 1492.78
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 1006.61 N/A 1006.61 875.27 USD No 1006.61 875.27
SGXINRUNITED STATES DOLLAR INR 9835.38 N/A 9835.38 8552.50 USD No 9835.38 8552.50
SGXINXSGX USD/INR (USD) MONTH-END INX 9839.40 N/A 9839.40 8556.00 USD No 9839.40 8556.00
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2688.47 N/A 2688.47 2337.80 USD No 2688.47 2337.80
SGXSGBSGX MINI JGB INDEX JB 362904.61 N/A 362904.61 315455.37 JPY No 362904.11 315455.37
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 359485.54 N/A 359485.54 312596.12 JPY No 359485.54 312596.12
SGXKRWKOREAN WON KRW 10493.91 N/A 10493.91 9120 USD No 10500.16 9120
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 2097.60 N/A 2097.60 1824 USD No 2100.48 1826.50
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6154.89 N/A 6154.89 5352.075 CNH No 6154.89 5352.075
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1829650 N/A 1829650 1591000 JPY No 1829650 1591000
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2012.50 1750 2875 2500 USD No 2875 2500
SGXSGXNKSGX: NIKKEI 225 NK 1046501.62 910001.41 1495002.32 1300002.015 JPY Yes 1495002.32 1300002.015
SGXSGXNKMSGX: NIKKEI 225 MINI NS 209300.32 182000.28 299000.46 260000.40 JPY No 299000.46 260000.40
SGXN225USGX: USD NIKKEI 225 INDEX NU 43002.20 N/A 43002.20 37393.22 USD No 43002.20 37393.22
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1851.51 1610.01 2645.01 2300.01 SGD Yes 2 2645.01 2300.01
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 5392.97 N/A 5392.97 4688.76 SGD No 5392.97 4688.76
SGXSTISGX STRAITS TIMES INDEX ST 4718.23 N/A 4718.23 4102.81 SGD No 4718.23 4102.81
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2704.15 N/A 2704.15 2350.65 USD No 2704.15 2350.65
SGXTSR20SICOM RUBBER TF 690.00 N/A 690.00 600.00 USD No 690.00 600.00
SGXTONA3 MONTH COMPOUNDED TONA TONA 41400.63 N/A 41400.63 36000.00 JPY No 41401.38 36000.00
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1861.55 N/A 1861.55 1618.70 USD No 1861.55 1618.70
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 8113.19 N/A 8113.19 7054.95 USD No 8113.19 7054.95
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4427.50 3850 6325 5500 USD No 6325 5500
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 24619.545 N/A 24619.545 21408.30 CNH Yes 24619.545 21408.30
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 9318429.55 N/A 9318429.55 8102981.78 JPY No 9318429.05 8102981.78
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1348.42 N/A 1348.42 1172.19 SGD No 1348.42 1172.19
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1863650.17 N/A 1863650.17 1620565.22 JPY No 1863651.76 1620565.38
SGXC52COMFORTDELGRO CORP LTD YCDD 1259.70 N/A 1259.70 1065.92 SGD No 1225.80 1065.92
SGXD05DBS GROUP HOLDINGS LTD YDBS 4287.29 N/A 4287.29 3728.08 SGD No 4459.89 3728.08
SGXG13GENTING SINGAPORE LTD YGEN 612.898 N/A 612.898 532.955 SGD No 620.955 532.96
SGXBN4KEPPEL LTD YKEP 3703.31 N/A 3703.31 3220.27 SGD No 3871.75 3220.27
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5617.98 N/A 5617.98 4885.20 SGD No 5925.95 4885.19
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 3483.47 N/A 3483.47 2935.02 SGD No 3375.27 2935.02
SGXY92THAI BEVERAGE PCL YTBE 811.451 N/A 811.451 705.61 SGD No 825.49 705.61
SGXU11UNITED OVERSEAS BANK LTD YUOB 6085.85 N/A 6085.85 5292.05 SGD No 6301.16 5292.05
SGXF34WILMAR INTERNATIONAL LTD YWIL 2632.88 N/A 2632.88 2289.47 SGD No 2721.00 2289.47
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 20150.52 N/A 20150.52 4623.97 SGD No 5667.43 4623.97
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 172.50 N/A 172.50 150 USD No 172.50 150
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 517.50 N/A 517.50 450 USD No 517.50 450
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 13511.99 11749.56 19302.84 16785.08 AUD Yes 19302.84 16785.08
SNFEIB30 DAY INTERBANK CASH RATE IB 641.70 N/A 641.70 558.00 AUD No 641.702 558.00
SNFEIR90 DAY BILLS IR 2095.27 N/A 2095.27 1821.98 AUD No 2095.28 1821.98
SNFEXT10 YEAR TREASURY BOND 6% XT 3036.05 N/A 3036.05 2640.02 AUD No 3036.03 2640.02
SNFEYT3 YEAR TREASURY BOND 6% YT 1244.30 N/A 1244.30 1082 AUD No 1244.31 1082

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 Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time5 Regular Trading Session End Time5,6
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5

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 'Regular Trading Session Start Time' and 'Regular Trading Session End Time' columns are shown in local exchange time.
  • 5. Intraday Margin will end 15 minutes prior to 'Regular Trading Session End 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 header

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 USD 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 USD 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.