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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 8132.01 N/A 8132.01 7071.31 EUR Yes 2 8132.01 7071.31
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 8253.67 7177.11
BURSAMYFBMKLCIFKLI FKLI 4025.01 3500 5750.01 5000 MYR No 5750.01 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 831.675 N/A 831.675 664.901 USD No 764.675 664.901
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1263.39 N/A 1263.39 1098.60 USD No 1263.39 1098.60
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 555.993 N/A 555.993 483.472 USD No 555.993 483.472
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 3017.43 N/A 3017.43 2623.86 USD No 3017.43 2623.86
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 958.209 N/A 958.209 742.753 USD No 854.209 742.753
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 3140.57 N/A 3140.57 2730.74 USD No 3215.57 2730.74
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 5006.36 N/A 5006.36 4349.33 USD No 5276.36 4349.33
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 5122.53 N/A 5122.53 4451.97 USD No 5602.53 4451.97
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 2870.90 N/A 2870.90 2496.44 USD Yes 3144.01 2560.01
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 623.13 N/A 623.13 541.676 USD No 680.968 541.676
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1154.39 N/A 1154.39 1003.63 USD No 1298.14 1003.63
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 1086.35 944.655 1551.93 1349.51 USD No 1488.10 1294
CBOTMZCMICRO CORN FUTURES MZC 175.731 N/A 175.731 152.81 USD No 163.082 141.81
CBOTMZLMICRO SOYBEAN OIL FUTURES MZL 415.699 N/A 415.699 331.214 USD No 406.871 353.801
CBOTMZMMICRO SOYBEAN MEAL FUTURES MZM 236.355 N/A 236.355 205.526 USD No 252.829 209.416
CBOTMZSMICRO SOYBEAN FUTURES MZS 348.031 N/A 348.031 301.549 USD No 348.623 303.15
CBOTMZWMICRO WHEAT FUTURES MZW 296.862 N/A 296.862 255.967 USD No 318.045 276.561
CBOTQDFSPOT-QUOTED DOW (CLEARED FUTURE) QDF 914.251 N/A 914.251 795.001 USD No 914.254 795.001
CBOTQDOWSPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES QDOW 915.241 N/A 915.241 795.861 USD No 948.201 795.861
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3860.31 N/A 3860.31 3356.67 USD No 4010.31 3356.67
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 4065.93 N/A 4065.93 3535.59 USD No 4659.93 3535.59
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 7415.60 N/A 7415.60 6448.35 USD Yes 8915.60 6448.35
CBOTYCMINI SIZED CORN FUTURES XC 353.962 N/A 353.962 305.619 USD No 326.164 283.621
CBOTYKMINI SIZED SOYBEAN FUTURES XK 696.063 N/A 696.063 603.098 USD No 697.246 606.301
CBOTYWMINI SIZED WHEAT FUTURES XW 596.224 N/A 596.224 511.934 USD No 636.09 553.122
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 373.75 N/A 373.75 325 USD No 401.323 325.065
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 891.25 N/A 891.25 775.00 USD No 989.215 775.404
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 1121.25 N/A 1121.25 975.00 USD No 1267.31 975.918
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 690 N/A 690 600 USD No 751.192 600.17
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 3085.41 N/A 3085.41 2682.97 USD No 4427.39 3680.34
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 10863.54 9446.55 15519.34 13495.08 USD Yes 14879.85 12939
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2758.76 N/A 2758.76 2398.92 USD No 3023.89 2398.92
CBOTZBUS TREASURY BOND ZB 5482.21 N/A 5482.21 4767.14 USD Yes 6575.96 4767.14
CBOTZCCORN FUTURES ZC 1769.81 N/A 1769.81 1528.10 USD Yes 1630.82 1418.10
CBOTZF5 YEAR US TREASURY NOTE ZF 1824.16 N/A 1824.16 1586.23 USD Yes 2042.72 1586.23
CBOTZLSOYBEAN OIL FUTURES ZL 4047.59 N/A 4047.59 3211.82 USD Yes 3945.48 3430.85
CBOTZMSOYBEAN MEAL FUTURES ZM 2249.95 N/A 2249.95 1956.48 USD Yes 2422.54 1993.51
CBOTZN10 YEAR US TREASURY NOTE ZN 2836.72 N/A 2836.72 2466.71 USD Yes 3243.22 2466.71
CBOTZOOAT FUTURES ZO 4529.79 N/A 4529.79 3932.76 USD Yes 4690.36 4028.76
CBOTZQ30 DAY FED FUNDS ZQ 1447.18 N/A 1447.18 1258.41 USD Yes 2 1760.42 1422.10
CBOTZRROUGH RICE FUTURES ZR 4058.26 N/A 4058.26 3528.74 USD Yes 4148.92 3459.76
CBOTZSSOYBEAN FUTURES ZS 3480.31 N/A 3480.31 3015.49 USD Yes 3486.23 3031.50
CBOTZT2 YEAR US TREASURY NOTE ZT 1387.42 N/A 1387.42 1206.46 USD Yes 1527.99 1206.46
CBOTZWWHEAT FUTURES ZW 2981.12 N/A 2981.12 2559.67 USD Yes 3180.45 2765.61
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 3499.34 N/A 3499.34 3042.91 CAD No 3499.34 3042.91
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1719.00 N/A 1719.00 1494.78 CAD No 1719.00 1494.78
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 712.011 N/A 712.011 619.138 CAD No 712.009 619.138
CDECRA3 MONTH CORRA CRA 482.527 N/A 482.527 419.58 CAD No 488.899 425.13
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 15334.96 13334.75 21907.09 19049.64 CAD No 21907.09 19049.64
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12417.47 N/A 12417.47 10797.80 CAD No 12417.47 10797.80
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 15980.89 N/A 15980.89 13896.42 CHF Yes 15980.89 13896.42
CEDXBDE40G- DE40F 26834.37 N/A 26834.37 23334.23 EUR Yes 26834.37 23334.23
CEDXBES35P- ES35F 63058.92 N/A 63058.92 54833.84 EUR Yes 63058.92 54833.84
CEDXBEZ50P- EZ50F 6187.21 N/A 6187.21 5380.18 EUR Yes 6187.21 5380.18
CEDXBFR40P- FR40F 8288.44 N/A 8288.44 7207.34 EUR Yes 8288.44 7207.34
CEDXBIT40P- IT40F 13407.84 N/A 13407.84 11658.99 EUR Yes 13407.84 11658.99
CEDXBNL25P- NL25F 10095.25 N/A 10095.25 8778.47 EUR Yes 10095.25 8778.47
CEDXBNO25G- NO25F 12207.48 N/A 12207.48 10615.20 NOK Yes 12207.48 10615.20
CEDXBSE30P- SE30F 33193.17 N/A 33193.17 28863.63 SEK Yes 33193.17 28863.63
CEDXBUK100P- UK100F 8651.33 N/A 8651.33 7522.89 GBP Yes 8651.33 7522.89
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 10001.06 N/A 10001.06 8695.50 USD No 10001.06 8695.50
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 8142.30 N/A 8142.30 7079.50 USD No 8142.30 7079.50
CFEVAS&P 500 VARIANCE VA 328.756 N/A 328.756 285.875 USD No 258.75 225
CFEVIXCBOE VOLATILITY INDEX VX 9890.51 N/A 9890.51 8600.45 USD Yes 28241.43 24557.76
CFEVIXCBOE VOLATILITY INDEX VX29 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX30 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX31 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX32 9700.94 N/A 9700.94 8435.60 USD No 28229.78 24547.64
CFEVIXCBOE VOLATILITY INDEX VX34 8510 N/A 8510 7400 USD No 27651.30 24044.61
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 986.525 N/A 986.525 857.847 USD No 2624.85 2282.48
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 2607.87 N/A 2607.87 2267.71 USD Yes 2657.87 2267.71
CMEGBPBRITISH POUND 6B 2530.04 N/A 2530.04 2200.04 USD Yes 2967.54 2200.04
CMECADCANADIAN DOLLAR 6C 1661.64 N/A 1661.64 1444.91 USD Yes 1716.64 1444.91
CMEEUREUROPEAN MONETARY UNION EURO 6E 4139.39 N/A 4139.39 3523.39 USD Yes 4051.89 3523.39
CMEJPYJAPANESE YEN 6J 4370.03 N/A 4370.03 3800.02 USD Yes 5001.28 3800.02
CMEBREBRAZILIAN REAL 6L 1784.03 N/A 1784.03 1344.75 USD Yes 2 1914.03 1344.75
CME6MMEXICAN PESO 6M 1840 N/A 1840 1600 USD Yes 1904.99 1600
CMENZDNEW ZEALAND DOLLAR 6N 2466.16 N/A 2466.16 2144.49 USD Yes 2 2661.16 2144.49
CMECHFSWISS FRANC 6S 6385.01 N/A 6385.01 5400.01 USD Yes 6210.01 5400.01
CMEZARSOUTH AFRICAN RAND 6Z 2256.11 N/A 2256.11 1961.75 USD No 2493.61 1961.75
CMEACDXAUSTRALIAN DOLLAR ACD 14897.42 N/A 14897.42 12954.28 CAD No 14897.42 12954.28
CMEAJYAUSTRALIAN DOLLAR AJY 2819703.63 N/A 2819703.63 2326699.15 JPY No 2675704.03 2326699.15
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 914.137 N/A 914.137 727.858 USD No 985.175 856.674
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 28662.85 N/A 28662.85 24924.22 USD No 28662.85 24924.22
CMEBOSBOSTON HOUSING INDEX BOS 5088.75 N/A 5088.75 4425 USD No 5088.75 4425
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 221773.71 N/A 221773.71 174127.46 USD Yes 200246.58 174127.46
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 280068.125 N/A 280068.125 243537.50 EUR No 336081.75 292245
CMECBCME CASH-SETTLED BUTTER FUTURES CB 8406.70 N/A 8406.70 7310.17 USD No 8290.98 6992.15
CMECHICHICAGO HOUSING INDEX CHI 3162.50 N/A 3162.50 2750 USD No 3162.50 2750
CMECLPCHILEAN PESO CHP 5881.93 N/A 5881.93 5097.33 USD No 5861.93 5097.33
CMECJYCANADIAN DOLLAR CJY 2730257.77 N/A 2730257.77 2374137.19 JPY No 2730258.37 2374137.19
CMECNHUNITED STATES DOLLAR CNH 24658.38 N/A 24658.38 21432 CNH No 25358.38 21432
CMECSCCHEESE CSC 6919.59 N/A 6919.59 6017.04 USD No 7113.24 6150.65
CMECUSHOUSING INDEX COMPOSITE CUS 5249.75 N/A 5249.75 4565.00 USD No 5249.75 4565.00
CMECZKCZECH KORUNA CZK 20528.24 N/A 20528.24 17850.65 USD Yes 2 20528.24 17850.65
CMEDAMILK CLASS III INDEX DC 5384.16 N/A 5384.16 4681.87 USD Yes 5642.10 4836.60
CMEDENDENVER HOUSING INDEX DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDYCME DRY WHEY INDEX DY 7232.47 N/A 7232.47 6289.10 USD No 7588.07 6598.33
CMEE7EUROPEAN MONETARY UNION EURO E7 2069.70 N/A 2069.70 1761.69 USD No 2025.95 1761.69
CMEEADEUROPEAN MONETARY UNION EURO EAD 19512.21 N/A 19512.21 16627.46 AUD No 19137.21 16627.46
CMEECDEUROPEAN MONETARY UNION EURO ECD 12327.60 N/A 12327.60 10430.22 CAD No 12002.60 10430.22
CMEECKCZECH KORUNA ECK 9313.62 N/A 9313.62 8098.80 EUR No 9313.62 8098.80
CMEEHFHUNGARIAN FORINT EHF 5500.56 N/A 5500.56 4783.10 EUR Yes 2 5500.56 4783.10
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 17379.28 15112.20 24827.54 21588.86 USD Yes 2 25396.48 21907
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 238331.73 207242.23 340473.90 296060.33 JPY No 317400 276000
CMEEPZPOLISH ZLOTY EPZ 6722.90 N/A 6722.90 5846 EUR Yes 2 6722.90 5846
CMEESE-MINI S&P 500 ES 16417.13 14924.66 23453.04 21320.94 USD Yes 22001.10 20001
CMESPXESUPE-MINI S&P 500 ESG ESG 23240.36 N/A 23240.36 20202.66 USD No 24330.36 20202.66
CMEESTREURO SHORT-TERM RATE ESR 747.541 N/A 747.541 650 EUR No 803.461 650
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 83957.84 N/A 83957.84 73006.82 EUR No 83957.78 73006.77
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 91194.55 N/A 91194.55 72299.61 USD Yes 99773.46 86759.53
CMEGSCIS&P-GSCI INDEX GD 29921.57 N/A 29921.57 24747.02 USD No 28459.08 24747.02
CMEGDKCLASS IV MILK - 200K LBS GDK 3892.73 N/A 3892.73 3384.98 USD No 3458.34 3007.25
CMEGFFEEDER CATTLE GF 12304.39 N/A 12304.39 9242.95 USD Yes 10629.39 9242.95
CMENFNON FAT DRY MILK INDEX GNF 7960.54 N/A 7960.54 6702.21 USD No 8344.57 7256.15
CMEHELEAN HOGS HE 4684.58 N/A 4684.58 4073.55 USD Yes 4734.58 4073.55
CMEHUFHUNGARIAN FORINT HUF 11379.55 N/A 11379.55 9895.26 USD Yes 2 11379.55 9895.26
CMEIBAABOVESPA INDEX - USD IBV 33652.48 N/A 33652.48 29263.02 USD No 33161.40 28836
CMEILSISRAELI SHEKEL ILS 37403.55 N/A 37403.55 32524.82 USD Yes 2 39823.55 32524.82
CMEJ7JAPANESE YEN J7 2185.01 N/A 2185.01 1900.01 USD No 2500.64 1900.01
CMEKRWKOREAN WON KRW 17892.30 N/A 17892.30 15540.125 USD Yes 2 11739.87 10055.375
CMELAVLAS VEGAS HOUSING INDEX LAV 4427.50 N/A 4427.50 3850 USD No 4427.50 3850
CMELAXLOS ANGELES HOUSING INDEX LAX 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMELBRLUMBER FUTURES LBR 3159.61 N/A 3159.61 2735.24 USD No 2509.83 2182.23
CMELELIVE CATTLE LE 6004.73 N/A 6004.73 4143.25 USD Yes 4764.73 4143.25
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 742.933 646.029 1061.33 922.898 USD No 969.45 843
CMEM6AAUSTRALIAN DOLLAR M6A 260.787 N/A 260.787 226.771 USD No 265.787 226.771
CMEM6BBRITISH POUND M6B 253.004 N/A 253.004 220.004 USD No 296.754 220.004
CMEM6EEUROPEAN MONETARY UNION EURO M6E 413.939 N/A 413.939 352.339 USD No 405.189 352.339
CMEMBTMICRO BITCOIN MBT 4435.47 N/A 4435.47 3482.55 USD Yes 4004.93 3482.55
CMEMCDCANADIAN DOLLAR MCD 166.164 N/A 166.164 144.491 USD No 171.664 144.491
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1641.71 1492.47 2345.30 2132.09 USD Yes 2200 2000
CMEMETMICRO ETHER MET 182.539 N/A 182.539 144.599 USD Yes 199.547 173.519
CMEMIAMIAMI HOUSING INDEX MIA 6454.375 N/A 6454.375 5612.50 USD No 6454.375 5612.50
CMEMIRINDIAN RUPEE MIR 1340.94 N/A 1340.94 1166 USD No 1355.94 1166
CMEMJYJAPANESE YEN MJY 437.003 N/A 437.003 380.002 USD No 500.753 380.002
CMEMNHUNITED STATES DOLLAR MNH 2476.58 N/A 2476.58 2153.55 CNH No 2546.58 2153.55
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 119164.28 103621.12 170234.69 148030.17 JPY No 158700 138000
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1931.82 N/A 1931.82 1679.79 USD No 2016.82 1679.79
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2376.91 2160.83 3395.59 3086.90 USD Yes 3360.56 3023.33
CMEMSFSWISS FRANC MSF 638.526 N/A 638.526 540.026 USD No 621.03 540.026
CMEMSLMICRO SOLANA MSL 2504.61 N/A 2504.61 2070.24 USD No 2543.96 2212.07
CMEMXPMICRO XRP MXP 7238.11 N/A 7238.11 6293.75 USD No 7238.16 6293.75
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1191642.84 1036211.16 1702346.91 1480301.66 JPY No 1586885 1379900
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 19318.32 N/A 19318.32 16797.90 USD No 20243.32 16797.90
CMENOKNORWEGIAN KRONE NOK 21657.84 N/A 21657.84 18828.05 USD No 22457.84 18828.05
CMENQE-MINI NASDAQ 100 NQ 23769.12 21608.29 33955.88 30868.98 USD Yes 33605.62 30233.31
CMENYMNEW YORK HOUSING INDEX NYM 4795.50 N/A 4795.50 4170.00 USD No 4795.50 4170.00
CMEPJYBRITISH POUND PJY 3056418.00 N/A 3056418.00 2596885.00 JPY No 2986417.75 2596885.00
CMEPLNPOLISH ZLOTY PLN 15321.30 N/A 15321.30 13322.87 USD Yes 2 15571.30 13322.87
CMEPSFBRITISH POUND PSF 12020.74 N/A 12020.74 10452.82 CHF No 12120.74 10452.82
CMEQBTCSPOT-QUOTED BITCOIN QBTC 941.852 N/A 941.852 819.002 USD No 941.854 819.002
CMEQEFSPOT-QUOTED ETHER (CLEARED FUTURE) QEF 208.15 N/A 208.15 181 USD No 208.15 181
CMEQETHSPOT-QUOTED ETHER FUTURE QETH 208.15 N/A 208.15 181 USD No 208.15 181
CMEQNDXSPOT QUOTED NASDAQ-100 INDEX QNDX 644.814 N/A 644.814 560.708 USD No 657.744 560.708
CMEQNFSPOT-QUOTED NASDAQ-100 (CLEARED FUTURE) QNF 643.873 N/A 643.873 559.89 USD No 643.878 559.89
CMEQRFSPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE) QRF 610.65 N/A 610.65 531.00 USD No 610.65 531.00
CMEQRTYSPOT QUOTED RUSSELL 2000 INDEX QRTY 610.564 N/A 610.564 530.925 USD No 610.564 530.925
CMEQSFSPOT-QUOTED S&P 500 (CLEARED FUTURE) QSF 1435.20 N/A 1435.20 1248.00 USD No 1435.20 1248.00
CMEQSPXSPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX QSPX 1436.78 N/A 1436.78 1249.37 USD No 1456.24 1249.37
CMEQTFSPOT-QUOTED BITCOIN (CLEARED FUTURE) QTF 940.694 N/A 940.694 817.991 USD No 940.69 817.991
CMERFEUROPEAN MONETARY UNION EURO RF 4222.01 N/A 4222.01 3670.93 CHF No 4284.51 3670.93
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8070.125 N/A 8070.125 7017.50 USD Yes 2 8070.125 7017.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 9325.87 N/A 9325.87 8109.46 EUR Yes 2 9328.87 8109.46
CMERPEUROPEAN MONETARY UNION EURO RP 6852.75 N/A 6852.75 5404.375 GBP No 6215.25 5404.375
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 17881.53 N/A 17881.53 15536.22 USD No 17881.53 15536.22
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 44703.55 N/A 44703.55 38861.63 USD No 44828.56 38861.63
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 10511.74 N/A 10511.74 9139.35 USD No 11071.74 9139.35
CMERTYE-MINI RUSSELL 2000 INDEX RTY 7429.33 6460.29 10613.33 9228.98 USD Yes 9691.05 8427
CMERYEUROPEAN MONETARY UNION EURO RY 1438240.33 N/A 1438240.33 1097329.72 JPY Yes 2 1261990.96 1097329.72
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4505.12 N/A 4505.12 3917.50 USD No 4517.62 3917.50
CMESDGSAN DIEGO HOUSING INDEX SDG 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMESEKSWEDISH KRONA SEK 23262.52 N/A 23262.52 20222.95 USD No 23812.52 20222.95
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5272.75 N/A 5272.75 4585.00 USD No 5272.75 4585.00
CMESGXSHORT GILT SG 295674.34 N/A 295674.34 257108.08 USD No 295674.29 257108.08
CMESIRINDIAN RUPEE SIR 6704.61 N/A 6704.61 5830 USD No 6779.61 5830
CMESJYSWISS FRANC SJY 4885386.64 N/A 4885386.64 3898163.38 JPY No 4482887.89 3898163.38
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 32244.86 N/A 32244.86 28039.01 USD No 33514.86 28039.01
CMESOLCME CF SOLANA – DOLLAR REFERENCE RATE SOL 50322.01 N/A 50322.01 41404.89 USD No 50884.33 44241.32
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 1852.99 N/A 1852.99 1611.29 GBP No 1976.11 1696.61
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 1460.27 N/A 1460.27 1269.80 USD No 1718.36 1403.65
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 991.607 N/A 991.607 862.267 USD Yes 1176.66 957.963
CMESVXSCHNEIDER ELECTRIC SE SU 81263.22 N/A 81263.22 70663.67 USD No 81263.23 70663.67
CMETBF313-WEEK US TREASURY BILL TBF3 1002.59 N/A 1002.59 871.807 USD No 1088.66 946.642
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4916.25 N/A 4916.25 4275 USD No 4916.25 4275
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 14422.31 N/A 14422.31 12538.12 USD No 15542.31 12538.12
CMEIXEENERGY SELECT SECTOR INDEX XAE 13340.16 N/A 13340.16 11129.92 USD No 12800.16 11129.92
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 10573.79 N/A 10573.79 9193.93 USD No 11702.60 8816.83
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 20464.93 N/A 20464.93 17791.68 USD No 20944.93 17791.68
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 27753.87 N/A 27753.87 24128.50 USD No 27853.88 24128.50
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 6722.03 N/A 6722.03 5844.91 USD No 7272.03 5844.91
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 4197.25 N/A 4197.25 3647.90 USD No 4472.25 3647.90
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 11589.44 N/A 11589.44 10076.46 USD No 11999.44 10076.46
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 13292.34 N/A 13292.34 11556.81 USD No 15012.34 11556.81
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 47195.29 N/A 47195.29 41015.88 USD No 48575.30 41015.88
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 10703.84 N/A 10703.84 9306.03 USD No 11721.68 9267.20
CMEXRPCME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT XRP 144796.85 N/A 144796.85 125875 USD No 144802.94 125875
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 251.547 N/A 251.547 176.997 USD No 203.547 176.997
COMEXALIALUMINUM INDEX ALI 6866.78 N/A 6866.78 5971.12 USD No 7241.78 5971.12
COMEXGCGOLD GC 25204.39 N/A 25204.39 17699.47 USD Yes 20354.39 17699.47
COMEXHGCOPPER INDEX HG 14441.75 N/A 14441.75 12558.05 USD Yes 14804.25 12558.05
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 2774.04 N/A 2774.04 2412.13 USD No 2614.76 2256.24
COMEXMGCE-MICRO GOLD MGC 2520.44 N/A 2520.44 1769.95 USD Yes 2035.44 1769.95
COMEXMHGMICRO COPPER MHG 1444.18 N/A 1444.18 1255.80 USD No 1485.43 1255.80
COMEXQCCOMEX MINY COPPER QC 7186.65 N/A 7186.65 6249.26 USD No 7374.15 6249.26
COMEXQICOMEX MINY SILVER QI 17081.48 N/A 17081.48 11657.81 USD No 13406.48 11657.81
COMEXQOCOMEX MINY GOLD QO 12602.20 N/A 12602.20 8849.73 USD No 10177.19 8849.73
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 38700.01 N/A 38700.01 33652.19 CNH No 38700.04 33652.19
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 6905.84 N/A 6905.84 6005.08 USD No 6905.84 6005.08
COMEXSISILVER INDEX SI 34162.97 N/A 34162.97 23315.625 USD Yes 26812.97 23315.625
COMEXSISILVER INDEX SIL 6832.59 N/A 6832.59 4663.125 USD No 5362.59 4663.125
COMEXUXURANIUM INDEX UX 3791.35 N/A 3791.35 3296.83 USD No 3791.35 3296.83
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 40675.50 N/A 40675.50 35370.00 EUR No 40675.50 35370.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 10314.23 N/A 10314.23 8968.90 EUR Yes 10174.16 8847.09
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 9331.02 N/A 9331.02 8113.93 CHF No 9331.02 8113.93
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 6550.58 N/A 6550.58 5690.25 EUR No 6550.58 5690.25
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 2979.57 N/A 2979.57 2590.93 EUR Yes 4280.15 3721.87
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1111.90 N/A 1111.90 966.867 EUR No 1410.12 1226.19
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3739.41 N/A 3739.41 3251.66 USD No 3739.41 3251.66
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2633.50 N/A 2633.50 2290 EUR No 2633.50 2290
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 35738.78 31077.20 51055.40 44396 EUR Yes 49719.10 43234
EUREXDDAXDIVDAX PRICE INDEX FDIV 9446.10 N/A 9446.10 8214.00 EUR Yes 2 9446.10 8214.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 7147.76 6215.44 10211.08 8879.20 EUR No 9943.82 8646.80
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1429.55 1243.09 2042.22 1775.84 EUR Yes 1988.76 1729.36
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 297.936 N/A 297.936 259.075 EUR No 286.825 249.413
EUREXFECXBLOOMBERG MSCI EURO CORPORATE SRI INDEX FECX 2198.17 N/A 2198.17 1910.93 EUR No 2198.17 1910.93
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3264.275 2838.50 4663.25 4055 EUR Yes 2 4663.25 4055
EUREXFEHYLIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX FEHY 1408.18 N/A 1408.18 1224.14 EUR No 1210.91 1052.66
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 4436.02 N/A 4436.02 3853.09 EUR Yes 2 4436.02 3853.09
EUREXSX7EEURO STOXX BANKS INDEX FESB 977.447 849.954 1396.35 1214.22 EUR Yes 1267.46 1102.14
EUREXSX4EEURO STOXX CHEMICALS FESC 5841.77 N/A 5841.77 5079.80 EUR Yes 2 5281.12 4592.28
EUREXESEEURO STOXX OIL & GAS FESE 1848.11 N/A 1848.11 1606.18 EUR Yes 2 1674.33 1455.15
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3569.39 N/A 3569.39 3103.82 EUR Yes 2 3198.35 2781.17
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 7013.08 N/A 7013.08 6098.33 EUR Yes 2 6224.43 5412.55
EUREXSXDEEURO STOXX HEALTHCARE FESH 2645.88 N/A 2645.88 2300.77 EUR Yes 2 2466.61 2144.88
EUREXESIEURO STOXX INSURANCE FESI 3154.69 N/A 3154.69 2740.08 EUR Yes 2 2705.27 2349.72
EUREXESMEURO STOXX MEDIA INDEX FESM 1615.77 N/A 1615.77 1405.02 EUR Yes 2 1263.57 1098.76
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3751.54 N/A 3751.54 3262.21 EUR Yes 2 3659.79 3182.43
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1330.26 N/A 1330.26 1156.75 EUR Yes 2 1330.26 1156.75
EUREXSXREEURO STOXX RETAIL FESR 3843.71 N/A 3843.71 3342.36 EUR Yes 2 3494.44 3038.65
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1140.25 N/A 1140.25 991.00 EUR Yes 2 1063.17 924.005
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1230.38 N/A 1230.38 1069.90 EUR Yes 2 1029.54 895.25
EUREXESUEURO STOXX UTILITIES INDEX FESU 1734.50 N/A 1734.50 1507.87 EUR Yes 1427.62 1241.09
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1193.16 N/A 1193.16 1037.53 EUR Yes 2 1017.45 884.742
EUREXESTX50EURO STOXX50 FESX 3032.23 2636.72 4331.75 3766.74 EUR Yes 4198.535 3650.90
EUREXSX8EEURO STOXX TECHNOLOGY FESY 17089.70 N/A 17089.70 14860.61 EUR Yes 2 17089.70 14860.61
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 5467.46 N/A 5467.46 4754.32 EUR Yes 2 5560.06 4834.83
EUREXEU3THREE MONTH EURIBOR FEU3 360.406 N/A 360.406 313.396 EUR Yes 360.406 313.396
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2658.11 2311.40 3797.30 3302.00 EUR Yes 3797.30 3302.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 9019.58 N/A 9019.58 7834.62 EUR Yes 2 9019.58 7834.62
EUREXFGBCSTERLING LIQUID CORPORATE FGBC 1061.42 N/A 1061.42 921.258 GBP No 1061.42 921.258
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 2540.20 N/A 2540.20 2208.87 EUR Yes 2944.00 2560.00
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1604.17 N/A 1604.17 1394.93 EUR Yes 1604.17 1394.93
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 607.673 N/A 607.673 528.412 EUR Yes 607.673 528.412
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 5830.60 N/A 5830.60 5070.09 EUR Yes 5830.60 5070.09
EUREXDJESLEURO STOXX LARGE FLCE 2434.88 N/A 2434.88 2116.27 EUR No 2126.83 1848.53
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2225.84 N/A 2225.84 1935.105 EUR No 1744.41 1516.56
EUREXDJESMEURO STOXX MID FMCE 2235.28 N/A 2235.28 1943.22 EUR No 1758.68 1528.89
EUREXM1CNMSCI CHINA NTR USD FMCH 1621.02 1409.54 2315.75 2013.62 USD No 2968.75 2581.43
EUREXDJ200STOXX MID 200 INDEX FMCP 2325.22 N/A 2325.22 2021.61 EUR Yes 2 1857.12 1614.635
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 4081.77 3549.29 5831.10 5070.41 USD No 5013.42 4359.40
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 8970.78 N/A 8970.78 7798.57 USD No 8970.78 7798.57
EUREXMXEUMSCI EUROPE FMEP 1514.70 N/A 1514.70 1316.90 EUR No 1514.70 1316.90
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2023.12 1759.17 2890.18 2513.10 EUR No 2404.09 2090.43
EUREXM1INMSCI INDIA NTR USD FMIN 7364.06 6403.29 10520.09 9147.55 USD No 9240.57 8034.97
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5877.55 N/A 5877.55 5110.59 USD No 5422.59 4715
EUREXM1TWMSCI TAIWAN NTR USD FMTW 11576.21 N/A 11576.21 10064.90 USD No 11576.21 10064.90
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 3441.14 2992.27 4915.92 4274.67 EUR No 3381.58 2940.48
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 6200.88 5391.97 8858.39 7702.81 USD No 8018.59 6972.56
EUREXMXWOMSCI WORLD INDEX FMWP 6511.94 N/A 6511.94 5659.46 USD No 6511.94 5659.46
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 2435.19 N/A 2435.19 2117.56 EUR No 2645.26 2300.23
EUREXDJESSEURO STOXX SMALL FSCE 1403.13 N/A 1403.13 1219.75 EUR No 1163.16 1011.14
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1558.73 N/A 1558.73 1355.33 EUR No 1284.01 1116.46
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1069.43 929.904 1527.75 1328.43 EUR No 1188.65 1033.57
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3547.77 N/A 3547.77 3085.01 CHF Yes 2 3547.77 3085.01
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8884.90 N/A 8884.90 7726.00 CHF No 8884.90 7726.00
EUREXSMISWISS MARKET INDEX FSMI 6994.24 6081.95 9991.775 8688.50 CHF Yes 7098.79 6172.86
EUREXSMIMSWISS MID-CAP INDEX FSMM 3554.45 N/A 3554.45 3088.56 CHF Yes 2 3554.45 3088.56
EUREXSMISWISS MARKET INDEX FSMS 699.424 608.195 999.1775 868.85 CHF No 709.879 617.286
EUREXMDAXMIDCAP DAX FSMX 2997.68 N/A 2997.68 2606.49 EUR No 2438.73 2120.48
EUREXST3THREE MONTH ESTR FST3 112.806 N/A 112.806 98.0922 EUR No 112.806 98.0922
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 2920.89 N/A 2920.89 2539.82 EUR Yes 2 2713.49 2359.48
EUREXSX7PSTOXX 600 BANKS FSTB 1270.41 1104.68 1814.88 1578.11 EUR Yes 1528.08 1328.73
EUREXSX4PSTOXX 600 CHEMICALS FSTC 4927.01 N/A 4927.01 4280.40 EUR Yes 2 4207.79 3655.57
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1235.27 1074.14 1764.67 1534.48 EUR Yes 1612.81 1402.425
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4770.33 N/A 4770.33 4144.10 EUR Yes 2 3821.20 3319.57
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4799.32 N/A 4799.32 4172.17 EUR Yes 2 4334.34 3767.95
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 4399.62 N/A 4399.62 3825.51 EUR Yes 2 3213.42 2794.10
EUREXSXIPSTOXX 600 INSURANCE FSTI 2976.06 N/A 2976.06 2587.21 EUR Yes 2 2439.70 2120.93
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 705.721 N/A 705.721 613.614 EUR No 705.721 613.614
EUREXSXMPSTOXX 600 MEDIA FSTM 1773.00 N/A 1773.00 1541.04 EUR Yes 2 1588.58 1380.75
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3836.50 N/A 3836.50 3335.14 EUR Yes 2 3698.36 3215.055
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1843.77 N/A 1843.77 1603.00 EUR Yes 2 1874.71 1629.90
EUREXSXRPSTOXX 600 RETAIL FSTR 1485.59 N/A 1485.59 1290.86 EUR Yes 2 1543.52 1341.20
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3079.73 N/A 3079.73 2677.91 EUR Yes 3266.75 2840.53
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 729.209 N/A 729.209 634.00 EUR Yes 2 729.209 634.00
EUREXSX6PSTOXX 600 UTILITIES FSTU 1641.44 N/A 1641.44 1427.27 EUR Yes 1407.00 1223.42
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1391.45 N/A 1391.45 1209.55 EUR Yes 2 1197.82 1041.23
EUREXSTXSTOXX50 FSTX 3492.15 N/A 3492.15 3036.22 EUR Yes 2 2633.88 2290
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 7337.67 N/A 7337.67 6379.32 EUR Yes 2 7337.67 6379.32
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3401.60 N/A 3401.60 2954.81 EUR Yes 2 3401.60 2954.81
EUREXESTX50EURO STOXX50 FSXE 303.223 263.672 433.175 376.674 EUR No 419.8535 365.09
EUREXTDXTECDAX FTDX 7719.65 N/A 7719.65 6712.74 EUR Yes 2 7719.65 6712.74
EUREXFUEMEMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED FUEM 962.88 N/A 962.88 836.745 USD No 962.88 836.745
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 939.2625 N/A 939.2625 816.75 EUR Yes 2253.195 1959.30
EUREXDJESEURO STOXX PRICE INDEX FXXE 2342.55 N/A 2342.55 2035.44 EUR No 1922.56 1670.51
EUREXDJ600STOXX 600 INDEX FXXP 1505.96 1309.53 2151.37 1870.755 EUR Yes 1744.21 1516.705
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 8718.60 N/A 8718.60 7581.39 EUR No 8718.60 7581.39
FTAEOEAMS EOE INDEX FTI 11980.07 10417.45 17114.38 14882.07 EUR Yes 12718.42 11059.50
FTAEOEAMS EOE INDEX MFA 1198.01 1041.75 1711.44 1488.21 EUR No 1271.84 1105.95
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 66341.14 N/A 66341.14 57687.94 HKD No 66341.14 57687.94
HKFECNHHOUSING INDEX COMPOSITE CUS 24609.195 N/A 24609.195 21399.30 CNH Yes 24609.195 21399.30
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3105.35 N/A 3105.35 2700.30 HKD No 3105.34 2700.30
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9202.07 N/A 9202.07 8001.80 HKD No 9202.07 8001.80
HKFEGDRCNH GOLD FUTURES GDR 145224.52 N/A 145224.52 126282.19 CNH No 145224.52 126282.19
HKFEGDUUSD GOLD FUTURES GDU 21484.28 N/A 21484.28 18681.98 USD No 21484.28 18681.98
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 41982.36 36506.40 59974.80 52152 HKD Yes 59974.80 52152
HKFEHSIHANG SENG STOCK INDEX HSI 95245.02 82821.76 136064.32 118316.80 HKD Yes 136064.32 118316.80
HKFEHSTECHHANG SENG TECH INDEX HTI 33686.93 29292.98 48124.19 41847.12 HKD Yes 48124.19 41847.12
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 3939.99 N/A 3939.99 3426.08 USD No 3939.99 3426.08
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 8396.47 7301.28 11994.96 10430.40 HKD Yes 11994.96 10430.40
HKFEMCSUNITED STATES DOLLAR MCS 4926.04 N/A 4926.04 4279.74 CNH No 4926.04 4279.74
HKFEMHIMINI HANG SENG INDEX MHI 19049.00 16564.35 27212.86 23663.36 HKD Yes 27212.86 23663.36
HKFEMID.HKMIAMI HOUSING INDEX MIA 2438.05 N/A 2438.05 2120.04 USD No 2438.05 2120.04
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 5838.76 N/A 5838.76 5077.18 USD No 5838.76 5077.18
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 7716.08 N/A 7716.08 6709.49 USD No 7716.08 6709.49
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 56781.25 N/A 56781.25 49375 HKD No 119657.50 104050
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 158.569 N/A 158.569 137.88 EUR No 158.562 137.88
ICEEUSGGENERALI G 2919.22 N/A 2919.22 2538.45 GBP No 2919.21 2538.45
ICEEUHMEDIUM GILT H 5198.68 N/A 5198.68 4520.59 GBP No 5198.67 4520.59
ICEEUI3 MONTH EURIBOR INTEREST RATE I 449.94 N/A 449.94 391.25 EUR Yes 449.9375 391.25
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 5528.70 N/A 5528.70 4806.88 USD No 5528.70 4806.88
ICEEUO5 YEAR EURO SWAPNOTE O 3453.00 N/A 3453.00 3002.61 EUR No 3453.00 3002.61
ICEEUP10 YEAR EURO SWAPNOTE P 6947.65 N/A 6947.65 6041.43 EUR No 6947.64 6041.43
ICEEURLONG GILT R 3708.13 N/A 3708.13 3224.46 GBP No 3708.13 3224.46
ICEEUSRFXON3THREE MONTH SARONA SA3 474.26 N/A 474.26 412.40 CHF No 474.26 412.40
ICEEUSONIA.NTHREE MONTH SONIA SO3 289.225 N/A 289.225 251.50 GBP Yes 289.225 251.50
ICEEUSONIO.NONE MONTH SONIA SOA 684.83 N/A 684.83 595.504 GBP No 750.389 652.503
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 1532.07 N/A 1532.07 1332.23 EUR No 1532.07 1332.23
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 695.52 N/A 695.52 604.80 GBP No 695.52 604.80
ICEEUYFTSE 250 INDEX Y2 4811.59 N/A 4811.59 4183.40 GBP No 4811.59 4183.40
ICEEUZFTSE 100 INDEX Z 4846.92 4214.71 6924.17 6021.02 GBP Yes 6924.18 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 9591 N/A 9591 8340 GBP No 10768.07 9363.54
ICEEUSOFTDROBUSTA COFFEE RC 5462.50 N/A 5462.50 4750 USD No 7157.40 6223.82
ICEEUSOFTTWHEAT T 2489.35 N/A 2489.35 2164.65 GBP No 2361.85 2053.78
ICEEUSOFTWWHITE SUGAR W 2006.72 N/A 2006.72 1744.98 USD No 2025.37 1761.19
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 7823.61 N/A 7823.61 6803.14 USD No 7484.22 6508.01
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 24507938.22 N/A 24507938.22 21311250.625 JPY No 24507938.84 21311250.625
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10278.16 N/A 10278.16 8935.68 USD No 10728.50 9327.20
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 13144.70 N/A 13144.70 11430.17 CAD No 14397.67 12519.71
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6215.03 N/A 6215.03 5404.375 GBP No 6532.85 5680.74
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 20731.71 N/A 20731.71 18027.58 AUD No 20262.67 17619.71
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7094.98 N/A 7094.98 6169.55 CHF No 6926.82 6023.33
ICEUSZYSWISS FRANC KZY 4482887.89 N/A 4482887.89 3898163.38 JPY No 4402696.71 3828430.84
ICEUSMPBRITISH POUND MP 6711.52 N/A 6711.52 5836.10 USD No 7464.06 6490.49
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12210.94 N/A 12210.94 10618.21 CHF No 12582.97 10941.71
ICEUSGBPBRITISH POUND SY 2986418.00 N/A 2986418.00 2596885.00 JPY No 3104773.30 2699802.87
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 2290.80 N/A 2290.80 1992 EUR No 2290.80 1992
IDEMFTMIBFTSE MIB INDEX FIB 20004.53 17395.245 28577.90 24850.35 EUR Yes 28577.90 24850.35
IDEMFTMIBFTSE MIB INDEX MICR 800.181 695.81 1143.12 994.014 EUR No 1143.12 994.014
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 4000.91 3479.05 5715.58 4970.07 EUR No 5715.58 4970.07
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1096.14 N/A 1096.14 953.167 EUR No 1096.14 953.166
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 21045.82 N/A 21045.82 18300.72 USD No 23086.35 20075.09
IPECOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
IPEGOILICE GASOIL GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
IPEHOILICE HEATING OIL HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCFNEWCASTLE COAL FUTURES NCF 25903.42 N/A 25903.42 22524.71 USD No 25609.42 22269.06
IPENGFICE UK NATURAL GAS NGF 5379.94 N/A 5379.94 4678.21 GBP No 26102 4678.21
IPERBOBICE NYH RBOB GASOLINE RBOB 20962.05 N/A 20962.05 16769.64 USD No 20991.16 16792.93
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14514.18 N/A 14514.18 11611.34 USD Yes 14541.15 11632.92
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 8623562.50 7498750 12319375 10712500 KRW Yes 12319375 10712500
KSEK200MMINI KOSPI200 INDEX 05 1723424.80 1498630.08 2462035.43 2140900.12 KRW Yes 2462035.13 2140900.12
KSEKOSDQ150KOSDAQ 150 INDEX 06 1211936.86 916930.02 1731338.375 1309900.02 KRW No 1731338.375 1309900.02
KSE005930HANG SENG BANK LTD 11 191770.04 N/A 191770.04 153063.14 KRW No 176022.62 153063.14
KSE017670HENDERSON LAND DEVELOPMENT 12 159574.60 N/A 159574.60 138760.52 KRW No 159616.67 138760.52
KSE005490POSCO HOLDINGS INC 13 970912.78 N/A 970912.78 789153.44 KRW No 907526.45 789153.44
KSE030200KTCORPORATION 14 171096.34 N/A 171096.34 141018.83 KRW No 162171.65 141018.83
KSE015760KOREA ELECTRIC POWER CORP 15 107489.22 N/A 107489.22 93468.89 KRW No 110864.76 93468.89
KSE005380SUN HUNG KAI PROPERTIES 16 600208.27 N/A 600208.27 521920.23 KRW No 602889.12 521920.23
KSE016360NEW WORLD DEVELOPMENT 17 224500.98 N/A 224500.98 195218.24 KRW No 229373.91 195218.24
KSE055550SHINHAN FINANCIAL GROUP LTD 18 201704.61 N/A 201704.61 175395.31 KRW No 214285.81 175395.31
KSE000270SWIRE PACIFIC LTD - CL A 19 293153.80 N/A 293153.80 251174.10 KRW No 288850.22 251174.10
KSE012330HYUNDAI MOBIS CO LTD 20 904640.76 N/A 904640.76 786644.14 KRW No 986217.52 786644.14
KSE006400SAMSUNG SDI CO LTD 22 584131.78 N/A 584131.78 427322.19 KRW No 491420.52 427322.19
KSE009150BANK OF EAST ASIA LTD 23 395618.01 N/A 395618.01 344015.66 KRW No 396680.77 344015.66
KSE066570LG ELECTRONICS INC 24 217575.49 N/A 217575.49 189196.07 KRW No 219359.80 189196.07
KSE036460KOREA GAS CORPORATION 28 131872.68 N/A 131872.68 114671.89 KRW No 132560.25 114671.89
KSE004020HYUNDAI STEEL CO 32 115149.18 N/A 115149.18 82930.11 KRW No 95369.62 82930.11
KSE003550LG CORP 34 242391.79 N/A 242391.79 210775.47 KRW No 260493.68 210775.47
KSE078930GS HOLDINGS 35 152360.56 N/A 152360.56 132487.44 KRW No 161310.32 132487.44
KSE033780KT & G CORPORATION 36 399282.26 N/A 399282.26 340251.84 KRW No 391289.61 340251.84
KSE009540HD KOREA SHIPBUILDING & OFFS 39 949367.86 N/A 949367.86 825537.27 KRW No 1041516.90 825537.27
KSE086790HANA FINANCIAL GROUP 40 267649.15 N/A 267649.15 231351.17 KRW No 266053.85 231351.17
KSE096770SK INNOVATION CO LTD 41 349159.61 N/A 349159.61 303617.05 KRW No 400627.81 303617.05
KSE001040CJ CORP 42 472952.55 N/A 472952.55 411263.09 KRW No 539004.93 411263.09
KSE034220LG DISPLAY CO LTD 45 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE105560KB FINANCIAL GROUP INC 46 337040.02 N/A 337040.02 293078.28 KRW No 340353.13 293078.28
KSE051910LG CHEM LTD 47 790658.96 N/A 790658.96 687529.53 KRW No 795777.00 687529.53
KSE006800MIRAE ASSET SECURITIES CO LT 48 97128.75 N/A 97128.75 68585 KRW No 97128.75 68585
KSE042670HD HYUNDAI INFRACORE CO LTD 49 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE000660SK HYNIX INC 50 857028.16 N/A 857028.16 745241.875 KRW No 887995.54 745241.875
KSE006360GS ENGINEERING & CONSTRUCT 51 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE139480E-MART INC 54 283944.68 N/A 283944.68 246908.42 KRW No 300578.32 246908.42
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 128409.94 N/A 128409.94 111660.82 KRW No 130553.20 111660.82
KSE035420NAVER CORP 56 748817.51 N/A 748817.51 651145.66 KRW No 808400.12 651145.66
KSE003490KOREAN AIR LINES CO LTD 57 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE3KTB3-YEAR KOREA TREASURY BOND 65 933249 N/A 933249 649926.27 KRW No 933249 649926.27
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3082341 N/A 3082341 2054894 KRW No 3082341 2054894
KSEKWYUNITED STATES DOLLAR 75 1582055.43 N/A 1582055.43 1375699.95 KRW No 3164109.89 2751399.90
KSE032640LG UPLUS CORP B0 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE010950S-OILCORPORATION B2 185833.71 N/A 185833.71 161594.53 KRW No 195211.83 161594.53
KSE010130KOREA ZINC CO LTD B3 2508537.19 N/A 2508537.19 2130337.81 KRW No 2449888.48 2130337.81
KSE024110INDUSTRIALBANKOFKOREA B4 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE001680DAESANG CORPORATION B6 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE047050POSCO INTERNATIONAL CORP B7 149707.50 N/A 149707.50 129225.44 KRW No 148609.26 129225.44
KSE034020DOOSAN ENERBILITY CO LTD B9 252285 N/A 252285 168190 KRW No 252285 168190
KSE023530BARLEY FUTURES BA 227386.58 N/A 227386.58 197727.46 KRW No 238296.46 197727.46
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 228722.71 N/A 228722.71 167114.84 KRW No 192182.07 167114.84
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 414540 N/A 414540 333727.81 KRW No 414540 333727.81
KSE010140SAMSUNGHEAVYINDUSTRIES BF 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE029780SAMSUNG CARD CO BG 164526.60 N/A 164526.60 140516.98 KRW No 161594.53 140516.98
KSE036570NCSOFTCORPORATION BJ 643254.35 N/A 643254.35 518156.37 KRW No 595879.82 518156.37
KSE000080HITE JINRO CO LTD BK 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE071050KOREA INVESTMENT HOLDINGS CO BL 481983.02 N/A 481983.02 386672.62 KRW No 444673.51 386672.62
KSE047810KOREA AEROSPACE INDUSTRIES BM 250182.95 N/A 250182.95 217550.39 KRW No 259384.54 217550.39
KSE000720DANONE BN 266049 N/A 266049 182170.23 KRW No 266049 182170.23
KSE011210HYUNDAI WIA CORP BP 151428.55 N/A 151428.55 127218.06 KRW No 146300.77 127218.06
KSE008770HOTEL SHILLA CO LTD BQ 145222.30 N/A 145222.30 124834.29 KRW No 143559.43 124834.29
KSE035250KANGWON LAND, INC. BS 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE138930BNK FINANCIAL GROUP INC BT 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE139130IM FINANCIAL GROUP CO LTD BV 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE114090GRAND KOREA LEISURE CO LTD BW 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE001120LX INTERNATIONAL CORP BX 92018.58 N/A 92018.58 79291.72 KRW No 91185.48 79291.72
KSE011070LG INNOTEK CO LTD BY 455638.85 N/A 455638.85 396207.70 KRW No 462469.68 396207.70
KSE005940BRENT CRUDE OIL - LAST DAY BZ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE034730SK INC C1 740812.50 N/A 740812.50 577123.32 KRW No 767185.08 577123.32
KSE001740SK NETWORKS CO LTD C2 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 390249.32 N/A 390249.32 307631.82 KRW No 353776.59 307631.82
KSE018260SAMSUNG SDS CO LTD C5 590793.67 N/A 590793.67 442879.41 KRW No 509311.33 442879.41
KSE090430AMOREPACIFIC CORP C6 394175.21 N/A 394175.21 342761.05 KRW No 438219.49 342761.05
KSE030000CHEIL WORLDWIDE INC C7 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE028260SAMSUNG C&T CORP C8 513351.20 N/A 513351.20 446392.34 KRW No 570920.56 446392.34
KSE000880HANWHA CORPORATION C9 551218.50 N/A 551218.50 367479 KRW No 551218.50 367479
KSE088350CARREFOUR SA CA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE086280COCOA NYBOT CC 410911.80 N/A 410911.80 357314.61 KRW No 416170.25 357314.61
KSE010620HD HYUNDAI MIPO CD 535570.45 N/A 535570.45 465713.44 KRW No 607424.13 465713.44
KSE001450HYUNDAI MARINE & FIRE INS CO CE 83548.17 N/A 83548.17 70509.41 KRW No 81085.83 70509.41
KSE035720KAKAO CORP CF 221400 N/A 221400 152561.30 KRW No 221400 152561.30
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE069080WEBZEN INC CK 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE096530LIGHT SWEET CRUDE OIL CL 95782.50 N/A 95782.50 80922.72 KRW No 105752.04 80922.72
KSE022100POSCO DX CO LTD CN 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE068270CELLTRION INC CP 515371.11 N/A 515371.11 448148.79 KRW No 519966.32 448148.79
KSE122870YG ENTERTAINMENT INC CQ 251411.63 N/A 251411.63 217048.55 KRW No 249605.84 217048.55
KSE051900LG H&H CR 952218.76 N/A 952218.76 825537.27 KRW No 949367.86 825537.27
KSE002790AXA SA CS 94648.22 N/A 94648.22 82302.80 KRW No 96359.44 82302.80
KSE000810COTTON NO. 2 CT 1359125.43 N/A 1359125.43 1181848.20 KRW No 1371518.15 1181848.20
KSE008930HANMI SCIENCE CO LTD CV 155639.25 N/A 155639.25 119063.05 KRW No 155639.25 119063.05
KSE021240COWAY CO LTD CW 293299.19 N/A 293299.19 250421.33 KRW No 287984.53 250421.33
KSE128940HANMI PHARM CO LTD CX 825286.36 N/A 825286.36 717640.31 KRW No 835847.55 717640.31
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE005830LONDON HEATING DEGREE DAY INDEX D0 414415.82 N/A 414415.82 343011.99 KRW No 394463.79 343011.99
KSE097950CJ CHEILJEDANG CORP. D1 769961.87 N/A 769961.87 647381.80 KRW No 744489.07 647381.80
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 143270.86 N/A 143270.86 124583.36 KRW No 161604.30 124583.36
KSE002380KCC CORP D3 1162606.68 N/A 1162606.68 918383.59 KRW No 1056141.13 918383.59
KSE012750S1 CORPORATION D5 206033.03 N/A 206033.03 179159.16 KRW No 215669.63 179159.16
KSE000100YUHAN CORPORATION D6 323477.62 N/A 323477.62 281284.88 KRW No 324617.17 281284.88
KSE051600KEPCO PLANT SERVICE & ENGINE D7 167587.50 N/A 167587.50 139764.21 KRW No 176785.69 139764.21
KSE069960HYUNDAI DEPT STORE CO D8 226052.37 N/A 226052.37 196472.85 KRW No 225943.78 196472.85
KSE004370MILK CLASS III INDEX DA 1152803.84 N/A 1152803.84 1002438.125 KRW No 1162556.25 1002438.125
KSE079550LIG NEX1 CO LTD DB 2128950 N/A 2128950 1482955.94 KRW No 2128950 1482955.94
KSE204320HL MANDO CO LTD DC 102006.55 N/A 102006.55 88701.35 KRW No 103311.92 88701.35
KSE004170SHINSEGAE INC DD 541918.81 N/A 541918.81 471233.75 KRW No 564853.73 471233.75
KSE161890KOLMAR KOREA CO LTD DE 315109.32 N/A 315109.32 274008.11 KRW No 351141.78 274008.11
KSE111770YOUNGONE CORP DG 176351.62 N/A 176351.62 150052.06 KRW No 172559.87 150052.06
KSE006650KOREA PETRO CHEMICAL IND DJ 340171.56 N/A 340171.56 245904.73 KRW No 282790.44 245904.73
KSE192820COSMAX INC DK 758917.16 N/A 758917.16 659927.97 KRW No 933629.06 659927.97
KSE039130HANA TOUR SERVICE INC DN 164191.59 N/A 164191.59 142775.29 KRW No 169292.75 142775.29
KSE086900MEDY-TOX INC DP 472621.22 N/A 472621.22 409255.70 KRW No 470644.06 409255.70
KSE078340COM2US CORP DR 121195.89 N/A 121195.89 105387.73 KRW No 122746.84 105387.73
KSE035760CJ ENM CO LTD DT 211140 N/A 211140 173136.99 KRW No 211140 173136.99
KSE056190SFA ENGINEERING CORP DV 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE241560DOOSAN BOBCAT INC DW 166096.34 N/A 166096.34 141018.83 KRW No 162171.65 141018.83
KSE017800CME DRY WHEY INDEX DY 251551.10 N/A 251551.10 218052.25 KRW No 250760.08 218052.25
KSE105630HANSAE CO LTD DZ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE240810WONIK IPS CO LTD E0 81951.51 N/A 81951.51 71262.18 KRW No 82500.24 71262.18
KSE091700PARTRON CO LTD E3 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE041510SM ENTERTAINMENT CO LTD E4 393020.99 N/A 393020.99 341757.38 KRW No 394050.49 341757.38
KSE251270NETMARBLE CORP E5 178908.23 N/A 178908.23 155572.37 KRW No 184197.73 155572.37
KSE003670POSCO FUTURE M CO LTD E8 469547.24 N/A 469547.24 335404.51 KRW No 429510 335404.51
KSE178920PI ADVANCED MATERIALS CO LTD EA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE316140WOORI FINANCIAL GROUP INC EB 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE009420HANALL BIOPHARMA CO LTD EE 78872.75 N/A 78872.75 68585 KRW No 83908.68 68585
KSE035900JYP ENTERTAINMENT CORP EF 219366.82 N/A 219366.82 187941.46 KRW No 216132.68 187941.46
KSE028670PAN OCEAN CO LTD EH 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE011790NYBOT EURO IN JAPANESE YEN EJ 305875.36 N/A 305875.36 265978.57 KRW No 329789.66 265978.57
KSE093370FOOSUNG CO LTD EL 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE375500DL E&C CO LTD ER 145797.95 N/A 145797.95 123579.67 KRW No 142116.62 123579.67
KSE207940E-MINI S&P 500 ES 3116465.86 N/A 3116465.86 2709970.31 KRW No 3356347.31 2709970.31
KSE028050SAMSUNG E&A CO LTD ET 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE272210HANWHA SYSTEMS CO LTD EV 248778 N/A 248778 165852 KRW No 248778 165852
KSE293490KAKAO GAMES CORP EX 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE247540ECOPRO BM CO LTD EY 321912 N/A 321912 263971.19 KRW No 321912 263971.19
KSE253450STUDIO DRAGON CORP EZ 139955.18 N/A 139955.18 119313.97 KRW No 137211.07 119313.97
KSE278280CHUNBO CO LTD F0 116723.19 N/A 116723.19 101498.43 KRW No 117216.90 101498.43
KSE200130KOLMAR BNH CO LTD F1 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE036540SFA SEMICON CO LTD F2 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE060250NHN KCP CORP F3 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE000250SAM CHUN DANG PHARM CO LTD F4 505890 N/A 505890 402982.62 KRW No 505890 402982.62
KSE373220LG ENERGY SOLUTION F5 940883.22 N/A 940883.22 797935.70 KRW No 917626.06 797935.70
KSE323410KAKAOBANK CORP F6 101574 N/A 101574 80295.42 KRW No 101574 80295.42
KSE377300KAKAO PAY CORP F7 460884 N/A 460884 307256 KRW No 460884 307256
KSE259960KRAFTON INC F8 1020587.35 N/A 1020587.35 885758.83 KRW No 1018622.65 885758.83
KSE302440SK BIOSCIENCE CO LTD F9 139519.56 N/A 139519.56 121321.36 KRW No 142305.00 121321.36
KSE011200HMM CO LTD FA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE361610SK IE TECHNOLOGY CO LTD FB 82961.48 N/A 82961.48 72140.42 KRW No 85023.13 72140.42
KSE352820HYBE CO LTD FC 792101.76 N/A 792101.76 688784.14 KRW No 832238.27 688784.14
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 1155689.45 N/A 1155689.45 1004947.34 KRW No 1305478.80 1004947.34
KSE402340SK SQUARE CO LTD FE 639450 N/A 639450 460694.96 KRW No 639450 460694.96
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 285676.04 N/A 285676.04 248413.95 KRW No 294331.84 248413.95
KSE383220F&F CO LTD / NEW FG 234023.50 N/A 234023.50 203498.69 KRW No 263018.30 203498.69
KSE267250HD HYUNDAI FH 461718 N/A 461718 345019.375 KRW No 461718 345019.375
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 350313.85 N/A 350313.85 304620.74 KRW No 354796.82 304620.74
KSE138040MERITZ FINANCIAL GROUP INC FK 351157.18 N/A 351157.18 292576.43 KRW No 336462.89 292576.43
KSE263750PEARL ABYSS CORP FL 118310.28 N/A 118310.28 102878.51 KRW No 123324.30 102878.51
KSE066970L&F CO LTD FM 249690 N/A 249690 166460 KRW No 249690 166460
KSE112040WEMADE CO LTD FN 118559.25 N/A 118559.25 83682.88 KRW No 118559.25 83682.88
KSE196170ALTEOGEN INC FP 1540890 N/A 1540890 1101552.73 KRW No 1540890 1101552.73
KSE058470LEENO INDUSTRIAL INC FQ 148004.20 N/A 148004.20 125963.44 KRW No 144857.95 125963.44
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 4515.09 N/A 4515.09 3926.14 USD No 4696.66 4084.02
LMEOTCCACARREFOUR SA CA 20045.075 N/A 20045.075 17430.50 USD No 20045.075 17430.50
LMEOTCPBLEAD - LME PB 4981.79 N/A 4981.79 4331.91 USD No 4958.08 4311.30
LMEOTCSNLMETIN FUTURE SN 32672.64 N/A 32672.64 28371.84 USD No 34340.19 29819.88
LMEOTCZSLMESOYBEAN FUTURES ZS 6795.81 N/A 6795.81 5909.31 USD No 6831.34 5940.20
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 820.616 N/A 820.616 713.579 EUR Yes 1429.31 1242.88
MATIFECOEUROPEAN RAPESEED FUTURE ECO 1813.19 N/A 1813.19 1576.68 EUR Yes 2041.21 1774.96
MATIFEMACORN EMA 909.017 N/A 909.017 790.355 EUR No 1089.04 946.881
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 262.128 N/A 262.128 227.651 EUR No 261.798 227.651
MEFFRVIBEX35IBEX 35 INDEX IBX 9660 8400 13800 12000 EUR No 13800 12000
MEFFRVIBEXIBEX 35 INDEX MINI MIX 966 840 1380 1200 EUR Yes 1380 1200
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 9340.80 N/A 9340.80 8122.43 MXN No 15015.42 13056.89
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 28853.11 N/A 28853.11 25089.66 MXN No 28853.11 25089.66
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 57673.53 N/A 57673.53 50144.25 MXN Yes 2 53979.77 46932.70
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11536.22 N/A 11536.22 10028.85 MXN No 10797.36 9386.54
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 4289.47 N/A 4289.47 3729.97 EUR No 4289.47 3729.97
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 3983.39 N/A 3983.39 3463.81 EUR No 3983.39 3463.81
MONEPCAC40CAC 40 FCE 5448.21 4737.57 7783.16 6767.96 EUR Yes 6373.82 5542.46
MONEPFEFFTSEUROFIRST 80 NEW FEF 15859.27 N/A 15859.27 13790.67 EUR No 15859.27 13790.67
MONEPFEOFTSEUROFIRST 100 NEW FEO 10143.19 N/A 10143.19 8820.16 EUR No 10143.19 8820.16
MONEPCAC40CAC 40 MFC 544.821 473.757 778.316 676.796 EUR No 637.382 554.246
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 328406.05 N/A 328406.05 285570.6 INR Yes 9339.26 8121.10
NSEEURINREURO IN INDIAN RUPEE EURINR 11550.08 N/A 11550.08 10043.50 INR No 11550.08 10043.50
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 288627.95 N/A 288627.95 250961.75 INR Yes 4419.38 3842.94
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13373.58 N/A 13373.58 11628.70 INR No 13373.09 11628.70
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6730.09 N/A 6730.09 5852.25 INR No 6730.09 5852.25
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 291751.6 N/A 291751.6 253696.8 INR Yes 2073.90 1803.39
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 268335 N/A 268335 233334.75 INR Yes 3558.39 3094.25
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 9871.60 N/A 9871.60 8584.00 INR Yes 9871.60 8584.00
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 13061.17 N/A 13061.17 11357.54 USD No 17916.58 15579.62
NYBOTCCCOCOA NYBOT CC 14705.23 N/A 14705.23 12787.16 USD Yes 15121.62 13149.23
NYBOTCTCOTTON NO. 2 CT 2305.48 N/A 2305.48 2004.77 USD Yes 2508.75 2181.52
NYBOTDXNYBOT US DOLLAR FX DX 2420.67 N/A 2420.67 2104.93 USD Yes 2676.64 2327.52
NYBOTNYFANGNYSE FANG+ INDEX FNG 14569.00 N/A 14569.00 12667.32 USD No 14568.99 12667.32
NYBOTKCCOFFEE "C" KC 16816.89 N/A 16816.89 14623.38 USD Yes 15806.55 13744.83
NYBOTOJFC ORANGE JUICE "A" OJ 12570.94 N/A 12570.94 10931.19 USD Yes 12046.40 10475.07
NYBOTRSCANOLA RS 1468.90 N/A 1468.90 1277.30 CAD No 1480.29 1287.21
NYBOTSBSUGAR NO. 11 SB 1816.24 N/A 1816.24 1579.34 USD Yes 1765.03 1534.81
NYBOTSFSUGAR #16 112000 LBS SF 1824.90 N/A 1824.90 1586.87 USD No 2240.01 1947.84
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 18010.00 N/A 18010.00 13000 USD Yes 16250 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 18100 N/A 18100 13000 USD Yes 16250 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 7962.54 N/A 7962.54 6602.21 USD No 7592.54 6602.21
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 7592.54 N/A 7592.54 6602.21 USD No 7592.54 6602.21
NYMEXHOHEATING OIL HO 27678 N/A 27678 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 7479.11 N/A 7479.11 6156.89 USD No 7089.11 6156.89
NYMEXMCLMICRO WTI CRUDE OIL MCL 1811 N/A 1811 1300 USD Yes 1625 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 796.254 N/A 796.254 660.221 USD No 759.254 660.221
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 7962.54 N/A 7962.54 6602.21 USD Yes 7592.54 6602.21
NYMEXPAPALLADIUM INDEX PA 29345.23 N/A 29345.23 18813.11 USD No 22017.50 19145.52
NYMEXPLPLATINUM INDEX PL 10240.06 N/A 10240.06 6691.35 USD No 7695.06 6691.35
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1869.82 N/A 1869.82 1539.22 USD No 1772.32 1539.22
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 9040 N/A 9040 6500 USD No 8125 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 23541 N/A 23541 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 7446.86 N/A 7446.86 6475.53 USD No 8035.52 6987.41
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 6607.66 N/A 6607.66 5744.27 USD No 6607.66 5744.27
NYSELIFFEM1EUMSCI EUROPE NTR EU9 8329.26 N/A 8329.26 7240.02 USD No 8329.26 7240.02
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 11844.54 N/A 11844.54 10299.60 USD No 11844.54 10299.60
NYSELIFFEMXEAMSCI EAFE INDEX MFS 5637.87 4902.50 8054.10 7003.56 USD No 8054.10 7003.56
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2820.47 2452.58 4029.24 3503.68 USD No 4029.24 3503.68
NYSELIFFEMXUSMSCI USA INDEX MUN 62639.52 N/A 62639.52 54469.14 USD No 62639.51 54469.14
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 24147.21 N/A 24147.21 20997 SEK No 24147.21 20997
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 17655.28 15352.42 25221.83 21932.02 SEK Yes 25221.83 21932.02
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 961.188 N/A 961.188 835.815 SEK No 6035.29 835.815
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 2862344.94 2488995.60 4089064.20 3555708 JPY Yes 3505563.40 3048316
OSE.JPNN225MNIKKEI 225 MINI 225M 286234.49 248899.56 408906.42 355570.80 JPY Yes 350556.34 304831.60
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 28623.45 24889.96 40890.64 35557.08 JPY No 35055.63 30483.16
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 144531.07 N/A 144531.07 125673.60 JPY No 144531.07 125673.60
OSE.JPNTPXC30TOPIX CORE30 C30 116848.99 N/A 116848.99 101607.82 JPY No 116848.99 101607.82
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 532970.24 N/A 532970.24 463360.54 JPY No 532970.24 463360.54
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 1994243.85 N/A 1994243.85 1734125.09 JPY Yes 1914474.10 1664760.08
OSE.JPNMJMINI 10 YEAR JGB JBLM 199424.39 N/A 199424.39 173412.51 JPY No 191447.41 166476.01
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 65986.84 N/A 65986.84 57377.60 JPY No 65986.84 57377.60
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 130234.625 N/A 130234.625 113247.50 JPY No 209435.125 182117.50
OSE.JPNTSEREITTSE REIT INDEX REIT 164794.47 N/A 164794.47 143263.45 JPY No 164794.47 143263.45
OSE.JPNTOPXTOPIX INDEX TPX 1369938.16 1191250.58 1957054.52 1701786.54 JPY No 1957054.52 1701786.54
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 136993.82 119125.06 195705.45 170178.65 JPY No 195705.45 170178.65
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 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14514.18 N/A 14514.18 11611.34 USD No 14541.15 11632.92
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 14705.23 N/A 14705.23 12787.16 USD No 15121.62 13149.23
QBALGOIUSCTCOTTON NO. 2 CT 2305.48 N/A 2305.48 2004.77 USD No 2508.75 2181.52
QBALGOIUSDXNYBOT US DOLLAR FX DX 2420.67 N/A 2420.67 2104.93 USD No 2676.64 2327.52
QBALGOIUSKCCOFFEE "C" KC 16816.89 N/A 16816.89 14623.38 USD No 15806.55 13744.83
QBALGOIUSOJFC ORANGE JUICE "A" OJ 12570.94 N/A 12570.94 10931.19 USD No 12046.40 10475.07
QBALGOIUSSBSUGAR NO. 11 SB 1816.24 N/A 1816.24 1579.34 USD No 1765.03 1534.81
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 322155.78 N/A 322155.78 280135.39 JPY No 332002.83 288698.12
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1897.63 N/A 1897.63 1650.11 USD No 1871.75 1627.61
SGXXINA50FTSE/XINHUA CHINA A50 CN 1331.24 1157.60 1901.78 1653.72 USD No 1901.78 1653.72
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4023.275 N/A 4023.275 3498.50 USD No 4023.275 3498.50
SGXXIN0IFTSE CHINA H50 FCH 3893.59 N/A 3893.59 3385.67 USD No 3893.59 3385.67
SGXSCIFTSEUROFIRST 80 NEW FEF 1104 N/A 1104 960 USD No 1104 960
SGXWIIDNFTSE INDONESIA INDEX FID 1410.75 N/A 1410.75 1226.45 USD No 1410.75 1226.45
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 1082.82 N/A 1082.82 941.541 USD No 1082.82 941.541
SGXINRUNITED STATES DOLLAR INR 9866.71 N/A 9866.71 8579.75 USD No 9866.71 8579.75
SGXINXSGX USD/INR (USD) MONTH-END INX 9872.18 N/A 9872.18 8584.50 USD No 9872.18 8584.50
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2679.50 N/A 2679.50 2330 USD No 2679.50 2330
SGXSGBSGX MINI JGB INDEX JB 343164.28 N/A 343164.28 298357.32 JPY No 343164.58 298357.32
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 337084.60 N/A 337084.60 293117.05 JPY No 339516.54 295231.77
SGXKRWKOREAN WON KRW 10460.69 N/A 10460.69 9096.25 USD No 10466.94 9096.25
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 2092.13 N/A 2092.13 1819.24 USD No 2095.00 1821.74
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6152.99 N/A 6152.99 5350.425 CNH No 6152.99 5350.425
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1854490.09 N/A 1854490.09 1612599.98 JPY No 1854489.97 1612599.98
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2093.01 1820.01 2990.02 2600.01 USD No 2990.02 2600.01
SGXSGXNKSGX: NIKKEI 225 NK 1126993.45 979994.30 1609990.64 1399991.86 JPY Yes 1609990.64 1399991.86
SGXSGXNKMSGX: NIKKEI 225 MINI NS 225398.69 195998.86 321998.13 279998.37 JPY No 321998.13 279998.37
SGXN225USGX: USD NIKKEI 225 INDEX NU 44208.78 N/A 44208.78 38442.42 USD No 44208.78 38442.42
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1851.50 1610 2645 2300 SGD Yes 2 2645 2300
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 5484.14 N/A 5484.14 4767.39 SGD No 5961.61 5182.46
SGXSTISGX STRAITS TIMES INDEX ST 4787.35 N/A 4787.35 4162.91 SGD No 4787.35 4162.91
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2775.64 N/A 2775.64 2413.60 USD No 2754.78 2395.46
SGXTSR20SICOM RUBBER TF 657.871 N/A 657.871 572.062 USD No 657.871 572.062
SGXTONA3 MONTH COMPOUNDED TONA TONA 36800.14 N/A 36800.14 32000.00 JPY No 36800.64 32000.00
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1772.72 N/A 1772.72 1541.46 USD No 1772.72 1541.46
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 8334.35 N/A 8334.35 7240.80 USD No 8268.25 7183.38
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4427.51 3850.01 6325.01 5500.01 USD No 6325.01 5500.01
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 24611.955 N/A 24611.955 21401.70 CNH Yes 24611.955 21401.70
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 9077822.15 N/A 9077822.15 7893758.39 JPY No 9782203.05 8506261.78
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1371.29 N/A 1371.29 1191.85 SGD No 1490.68 1295.62
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1815599.13 N/A 1815599.13 1578781.72 JPY No 1956473.67 1701275.82
SGXC52COMFORTDELGRO CORP LTD YCDD 1225.69 N/A 1225.69 1065.82 SGD No 1246.18 1065.83
SGXD05DBS GROUP HOLDINGS LTD YDBS 4424.55 N/A 4424.55 3783.07 SGD No 4350.53 3783.07
SGXG13GENTING SINGAPORE LTD YGEN 638.745 N/A 638.745 555.43 SGD No 696.603 555.43
SGXBN4KEPPEL LTD YKEP 4049.98 N/A 4049.98 3521.72 SGD No 4338.11 3521.72
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5993.89 N/A 5993.89 5025.88 SGD No 5779.76 5025.88
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 4134.04 N/A 4134.04 2943.08 SGD No 3384.54 2943.08
SGXY92THAI BEVERAGE PCL YTBE 811.371 N/A 811.371 705.54 SGD No 825.011 705.55
SGXU11UNITED OVERSEAS BANK LTD YUOB 6349.45 N/A 6349.45 5521.26 SGD No 6367.88 5521.26
SGXF34WILMAR INTERNATIONAL LTD YWIL 2563.61 N/A 2563.61 2229.23 SGD No 2705.08 2229.22
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 20584.77 N/A 20584.77 4563.52 SGD No 5248.06 4563.53
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 132.30 N/A 132.30 114.798 USD No 132.017 114.798
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 575 N/A 575 500 USD No 575 500
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 13511.925 11749.50 19302.75 16785 AUD Yes 19302.75 16785
SNFEIB30 DAY INTERBANK CASH RATE IB 641.70 N/A 641.70 558.00 AUD No 641.702 558.00
SNFEIR90 DAY BILLS IR 1621.63 N/A 1621.63 1410.12 AUD No 1621.63 1410.12
SNFEXT10 YEAR TREASURY BOND 6% XT 3036.00 N/A 3036.00 2640 AUD No 3036 2640
SNFEYT3 YEAR TREASURY BOND 6% YT 1244.36 N/A 1244.36 1082.06 AUD No 1244.37 1082.06

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.