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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 8862.48 N/A 8862.48 7706.50 EUR Yes 2 8862.48 7706.50
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 675.164 N/A 675.164 587.098 USD No 675.164 587.098
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1084.91 N/A 1084.91 943.401 USD No 1084.91 943.401
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 729.848 N/A 729.848 634.651 USD No 729.848 634.651
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 2280.01 N/A 2280.01 1982.62 USD No 2280.01 1982.62
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 1511.45 N/A 1511.45 739.231 USD No 1511.45 739.231
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 3460.72 N/A 3460.72 3007.84 USD No 3460.71 3007.84
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 5867.36 N/A 5867.36 5099.40 USD No 5867.36 5099.40
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 5313.79 N/A 5313.79 4619.95 USD No 5313.79 4619.95
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 3066.50 N/A 3066.50 2666.52 USD Yes 3066.50 2666.52
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 692.193 N/A 692.193 601.426 USD No 692.231 601.426
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1204.01 N/A 1204.01 1046.42 USD No 1203.96 1046.42
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 1100.67 957.105 1572.39 1367.29 USD No 1485.80 1292
CBOTMZCMICRO CORN FUTURES MZC 187.972 N/A 187.972 163.454 USD No 187.972 163.454
CBOTMZLMICRO SOYBEAN OIL FUTURES MZL 470.881 N/A 470.881 409.462 USD No 470.881 409.462
CBOTMZMMICRO SOYBEAN MEAL FUTURES MZM 282.677 N/A 282.677 245.806 USD No 282.677 245.806
CBOTMZSMICRO SOYBEAN FUTURES MZS 381.576 N/A 381.576 331.805 USD No 381.575 331.805
CBOTMZWMICRO WHEAT FUTURES MZW 348.342 N/A 348.342 302.906 USD No 348.342 302.906
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3965.64 N/A 3965.64 3448.15 USD No 3965.64 3448.15
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 3957.60 N/A 3957.60 3441.39 USD No 3957.97 3441.39
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 7435.83 N/A 7435.83 6465.50 USD Yes 7435.32 6465.50
CBOTYCMINI SIZED CORN FUTURES XC 379.887 N/A 379.887 330.336 USD No 379.887 330.336
CBOTYKMINI SIZED SOYBEAN FUTURES XK 761.733 N/A 761.733 662.377 USD No 761.733 662.377
CBOTYWMINI SIZED WHEAT FUTURES XW 677.512 N/A 677.512 589.141 USD No 677.511 589.14
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 149.50 N/A 149.50 130.00 USD No 149.503 130.00
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 91.2188 N/A 91.2188 79.3198 USD No 91.2178 79.3198
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 139.727 N/A 139.727 121.502 USD No 139.73 121.502
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 172.50 N/A 172.50 150.00 USD No 172.502 150.00
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 1038.56 N/A 1038.56 903.095 USD No 1038.56 903.095
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 11006.765 9571.10 15723.95 13673 USD Yes 14861.45 12923
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2422.38 N/A 2422.38 2106.42 USD No 2422.38 2106.42
CBOTZBUS TREASURY BOND ZB 5527.56 N/A 5527.56 4806.58 USD Yes 5527.56 4806.58
CBOTZCCORN FUTURES ZC 1899.43 N/A 1899.43 1651.68 USD Yes 1899.43 1651.68
CBOTZF5 YEAR US TREASURY NOTE ZF 1719.88 N/A 1719.88 1495.38 USD Yes 1719.69 1495.38
CBOTZLSOYBEAN OIL FUTURES ZL 4692.53 N/A 4692.53 4080.46 USD Yes 4692.53 4080.46
CBOTZMSOYBEAN MEAL FUTURES ZM 2785.71 N/A 2785.71 2422.35 USD Yes 2785.70 2422.35
CBOTZN10 YEAR US TREASURY NOTE ZN 2686.04 N/A 2686.04 2335.69 USD Yes 2686.17 2335.69
CBOTZOOAT FUTURES ZO 5412.40 N/A 5412.40 4706.44 USD Yes 5412.40 4706.44
CBOTZQ30 DAY FED FUNDS ZQ 546.25 N/A 546.25 475.00 USD Yes 2 546.263 475.00
CBOTZRROUGH RICE FUTURES ZR 4661.93 N/A 4661.93 4053.85 USD Yes 4661.93 4053.85
CBOTZSSOYBEAN FUTURES ZS 3808.67 N/A 3808.67 3311.88 USD Yes 3808.67 3311.88
CBOTZT2 YEAR US TREASURY NOTE ZT 1397.67 N/A 1397.67 1215.36 USD Yes 1398.42 1215.36
CBOTZWWHEAT FUTURES ZW 3483.42 N/A 3483.42 3029.06 USD Yes 3483.42 3029.06
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 3601.94 N/A 3601.94 2914.73 CAD No 3351.94 2914.73
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1905.10 N/A 1905.10 1534.88 CAD No 1765.11 1534.88
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 765.502 N/A 765.502 631.11 CAD No 725.7765 631.11
CDECRA3 MONTH CORRA CRA 502.941 N/A 502.941 437.34 CAD No 502.946 437.34
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 15493.60 13472.70 22133.72 19246.71 CAD No 22993.73 19246.71
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12960.61 N/A 12960.61 11270.10 CAD No 13175.62 11270.10
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 15910.62 N/A 15910.62 13835.325 CHF Yes 15910.62 13835.325
CEDXBDE40G- DE40F 28242.50 N/A 28242.50 24558.69 EUR Yes 28242.50 24558.69
CEDXBES35P- ES35F 64616.51 N/A 64616.51 56188.27 EUR Yes 64616.51 56188.27
CEDXBEZ50P- EZ50F 6480.11 N/A 6480.11 5634.88 EUR Yes 6480.11 5634.88
CEDXBFR40P- FR40F 8624.87 N/A 8624.87 7499.89 EUR Yes 8624.87 7499.89
CEDXBIT40P- IT40F 13084.23 N/A 13084.23 11377.59 EUR Yes 13084.23 11377.59
CEDXBNL25P- NL25F 10533.52 N/A 10533.52 9159.59 EUR Yes 10533.52 9159.59
CEDXBNO25G- NO25F 13128.46 N/A 13128.46 11416.05 NOK Yes 13128.46 11416.05
CEDXBSE30P- SE30F 32622.99 N/A 32622.99 28367.81 SEK Yes 32622.99 28367.81
CEDXBUK100P- UK100F 8680.32 N/A 8680.32 7548.10 GBP Yes 8680.32 7548.10
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 9897.01 N/A 9897.01 8605.25 USD No 9897.01 8605.25
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 8085.28 N/A 8085.28 7029.62 USD No 8085.28 7029.62
CFEVAS&P 500 VARIANCE VA 357.794 N/A 357.794 311.125 USD No 322 280
CFEVIXCBOE VOLATILITY INDEX VX 11963.05 N/A 11963.05 10402.65 USD Yes 23212.79 20185.03
CFEVIXCBOE VOLATILITY INDEX VX25 11963.05 N/A 11963.05 10402.65 USD No 23212.79 20185.03
CFEVIXCBOE VOLATILITY INDEX VX26 11963.05 N/A 11963.05 10402.65 USD No 23212.79 20185.03
CFEVIXCBOE VOLATILITY INDEX VX27 11963.05 N/A 11963.05 10402.65 USD No 23212.79 20185.03
CFEVIXCBOE VOLATILITY INDEX VX29 11364.82 N/A 11364.82 9882.45 USD No 22052.21 19175.83
CFEVIXCBOE VOLATILITY INDEX VX30 10527.39 N/A 10527.39 9154.26 USD No 20427.25 17762.83
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 1196.30 N/A 1196.30 1040.265 USD No 2321.28 2018.50
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 2530.02 N/A 2530.02 2200.01 USD Yes 2530.02 2200.01
CMEGBPBRITISH POUND 6B 2593.75 N/A 2593.75 2255.43 USD Yes 2593.75 2255.43
CMECADCANADIAN DOLLAR 6C 1749.64 N/A 1749.64 1521.42 USD Yes 1749.64 1521.42
CMEEUREUROPEAN MONETARY UNION EURO 6E 4196.59 N/A 4196.59 3649.21 USD Yes 4196.59 3649.21
CMEJPYJAPANESE YEN 6J 4370 N/A 4370 3800 USD Yes 4370 3800
CMEBREBRAZILIAN REAL 6L 1869.14 N/A 1869.14 1359.375 USD Yes 2 1869.14 1359.375
CME6MMEXICAN PESO 6M 1840 N/A 1840 1600 USD Yes 1840 1600
CMENZDNEW ZEALAND DOLLAR 6N 2589.12 N/A 2589.12 2251.41 USD Yes 2 2589.12 2251.41
CMECHFSWISS FRANC 6S 6210 N/A 6210 5400 USD Yes 6210 5400
CMEZARSOUTH AFRICAN RAND 6Z 2222.87 N/A 2222.87 1932.875 USD No 2222.87 1932.875
CMEACDXAUSTRALIAN DOLLAR ACD 15426.06 N/A 15426.06 13413.97 CAD No 15426.06 13413.97
CMEAJYAUSTRALIAN DOLLAR AJY 2539943.15 N/A 2539943.15 2208646.22 JPY No 2539943.55 2208646.22
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 847.061 N/A 847.061 736.574 USD No 847.061 736.574
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 27232.06 N/A 27232.06 23680.05 USD No 27232.06 23680.05
CMEBOSBOSTON HOUSING INDEX BOS 5091.63 N/A 5091.63 4427.50 USD No 5091.63 4427.50
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 183718.30 N/A 183718.30 157472.83 USD Yes 183718.31 157472.83
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 260748.125 N/A 260748.125 226737.50 EUR No 312897.75 272085
CMECBCME CASH-SETTLED BUTTER FUTURES CB 8395.17 N/A 8395.17 7300.15 USD No 8395.17 7300.15
CMECHICHICAGO HOUSING INDEX CHI 3179.75 N/A 3179.75 2765.00 USD No 3179.75 2765.00
CMECLPCHILEAN PESO CHP 5725.17 N/A 5725.17 4978.41 USD No 5725.17 4978.41
CMECJYCANADIAN DOLLAR CJY 2798108.39 N/A 2798108.39 2433137.73 JPY No 2798108.79 2433137.73
CMECNHUNITED STATES DOLLAR CNH 24672.38 N/A 24672.38 21438 CNH No 24672.38 21438
CMECSCCHEESE CSC 6490.97 N/A 6490.97 5644.32 USD No 6490.97 5644.32
CMECUSHOUSING INDEX COMPOSITE CUS 5223.88 N/A 5223.88 4542.50 USD No 5223.87 4542.50
CMECZKCZECH KORUNA CZK 21280.93 N/A 21280.93 18505.15 USD Yes 2 21280.93 18505.15
CMEDAMILK CLASS III INDEX DC 4859.59 N/A 4859.59 4225.73 USD Yes 4859.59 4225.73
CMEDENDENVER HOUSING INDEX DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDYCME DRY WHEY INDEX DY 2856.60 N/A 2856.60 2484.00 USD No 2856.60 2484.00
CMEE7EUROPEAN MONETARY UNION EURO E7 2098.29 N/A 2098.29 1824.60 USD No 2098.29 1824.60
CMEEADEUROPEAN MONETARY UNION EURO EAD 18704.30 N/A 18704.30 16247.08 AUD No 18704.30 16247.08
CMEECDEUROPEAN MONETARY UNION EURO ECD 11945.93 N/A 11945.93 10379.20 CAD No 11945.93 10379.20
CMEECKCZECH KORUNA ECK 9233.12 N/A 9233.12 8028.80 EUR No 9233.12 8028.80
CMEEHFHUNGARIAN FORINT EHF 6376.67 N/A 6376.67 5544.93 EUR Yes 2 6388.67 5544.93
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 25076.31 N/A 25076.31 21805.03 USD Yes 2 25551.85 22219
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 239326.50 208110 341895 297300 JPY No 318205 276700
CMEEPZPOLISH ZLOTY EPZ 6668.275 N/A 6668.275 5798.50 EUR Yes 2 6668.275 5798.50
CMEESE-MINI S&P 500 ES 16633.55 15121.41 23762.21 21602.01 USD Yes 22092.40 20084
CMESPXESUPE-MINI S&P 500 ESG ESG 28363.15 N/A 28363.15 24653.22 USD No 28363.14 24653.22
CMEESTREURO SHORT-TERM RATE ESR 242.192 N/A 242.192 210.60 EUR No 242.19 210.60
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 75340.40 N/A 75340.40 65513.39 EUR No 75340.40 65513.39
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 72519.47 N/A 72519.47 63060.41 USD Yes 87023.37 75672.49
CMEGSCIS&P-GSCI INDEX GD 28877.44 N/A 28877.44 25110.81 USD No 28877.44 25110.81
CMEGDKCLASS IV MILK - 200K LBS GDK 1410.48 N/A 1410.48 1226.51 USD No 1410.49 1226.51
CMEGFFEEDER CATTLE GF 11748.66 N/A 11748.66 10216.23 USD Yes 11748.66 10216.23
CMENFNON FAT DRY MILK INDEX GNF 8902.91 N/A 8902.91 7741.66 USD No 8902.91 7741.66
CMEHELEAN HOGS HE 4909.38 N/A 4909.38 4269.03 USD Yes 4909.38 4269.03
CMEHUFHUNGARIAN FORINT HUF 11650.64 N/A 11650.64 10130.99 USD Yes 2 11662.64 10130.99
CMEIBAABOVESPA INDEX - USD IBV 34196.40 N/A 34196.40 29736 USD No 33764 29360
CMEILSISRAELI SHEKEL ILS 36533.20 N/A 36533.20 31768.00 USD Yes 2 36533.20 31768.00
CMEJ7JAPANESE YEN J7 2185 N/A 2185 1900 USD No 2185 1900
CMEKRWKOREAN WON KRW 17787.04 N/A 17787.04 15465.75 USD Yes 2 11509.26 10007.25
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 3012.86 N/A 3012.86 2619.88 USD No 3012.86 2619.88
CMELELIVE CATTLE LE 5200.28 N/A 5200.28 4521.98 USD Yes 5200.28 4521.98
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 748.164 650.578 1068.81 929.397 USD No 970.60 844
CMEM6AAUSTRALIAN DOLLAR M6A 253.002 N/A 253.002 220.001 USD No 253.002 220.001
CMEM6BBRITISH POUND M6B 259.375 N/A 259.375 225.543 USD No 259.375 225.543
CMEM6EEUROPEAN MONETARY UNION EURO M6E 419.659 N/A 419.659 364.921 USD No 419.659 364.921
CMEMBTMICRO BITCOIN MBT 3674.37 N/A 3674.37 3149.46 USD Yes 3674.37 3149.46
CMEMCDCANADIAN DOLLAR MCD 174.964 N/A 174.964 152.142 USD No 174.964 152.142
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1663.35 1512.14 2376.22 2160.20 USD Yes 2208.80 2008
CMEMETMICRO ETHER MET 145.039 N/A 145.039 126.121 USD Yes 174.047 151.345
CMEMIAMIAMI HOUSING INDEX MIA 6483.125 N/A 6483.125 5637.50 USD No 6483.125 5637.50
CMEMIRINDIAN RUPEE MIR 1328.71 N/A 1328.71 1155.40 USD No 1328.71 1155.40
CMEMJYJAPANESE YEN MJY 437 N/A 437 380 USD No 437 380
CMEMNHUNITED STATES DOLLAR MNH 2471.51 N/A 2471.51 2148.45 CNH No 2471.51 2148.45
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 119647.71 104041.48 170925.30 148630.69 JPY No 159160 138400
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1725.39 N/A 1725.39 1500.30 USD No 1587 1380
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2404.09 2185.47 3434.41 3122.10 USD Yes 3344.13 3040.12
CMEMSFSWISS FRANC MSF 621 N/A 621 540 USD No 621 540
CMEMSLMICRO SOLANA MSL 2582.95 N/A 2582.95 2246.05 USD No 2582.95 2246.05
CMEMXPMICRO XRP MXP 6179.81 N/A 6179.81 5373.75 USD No 6179.81 5373.75
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1196477.07 1040414.84 1709252.96 1486306.92 JPY No 1591140 1383600
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 17253.92 N/A 17253.92 15003.03 USD No 15866.55 13797
CMENOKNORWEGIAN KRONE NOK 22173.86 N/A 22173.86 19275.39 USD No 22173.86 19275.39
CMENQE-MINI NASDAQ 100 NQ 24040.88 21854.70 34344.11 31221 USD Yes 33441.29 30401.18
CMENYMNEW YORK HOUSING INDEX NYM 4832.88 N/A 4832.88 4202.50 USD No 4832.88 4202.50
CMEPJYBRITISH POUND PJY 2952698.00 N/A 2952698.00 2567387.14 JPY No 2952698.00 2567387.14
CMEPLNPOLISH ZLOTY PLN 15412.04 N/A 15412.04 13401.78 USD Yes 2 15412.04 13401.78
CMEPSFBRITISH POUND PSF 13544.58 N/A 13544.58 11777.89 CHF No 13544.58 11777.89
CMERFEUROPEAN MONETARY UNION EURO RF 4453.09 N/A 4453.09 3871.91 CHF No 4453.09 3871.91
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8016.65 N/A 8016.65 6971 USD Yes 2 8016.65 6971
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 10469.03 N/A 10469.03 9103.30 EUR Yes 2 10468.79 9103.30
CMERPEUROPEAN MONETARY UNION EURO RP 6181.48 N/A 6181.48 5375 GBP No 6181.48 5375
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 22004.54 N/A 22004.54 19111.99 USD No 22004.55 19111.99
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 43635.44 N/A 43635.44 37930.93 USD No 43635.45 37930.93
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 10723.32 N/A 10723.32 9322.80 USD No 10723.31 9322.80
CMERTYE-MINI RUSSELL 2000 INDEX RTY 7481.67 6505.80 10688.10 9294 USD Yes 9702.55 8437
CMERYEUROPEAN MONETARY UNION EURO RY 1168216.26 N/A 1168216.26 1015737.29 JPY Yes 2 1168216.76 1015737.29
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4476.38 N/A 4476.38 3892.50 USD No 4476.37 3892.50
CMESDGSAN DIEGO HOUSING INDEX SDG 6419.88 N/A 6419.88 5582.50 USD No 6419.88 5582.50
CMESEKSWEDISH KRONA SEK 23389.54 N/A 23389.54 20326.99 USD No 23389.54 20326.99
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5146.25 N/A 5146.25 4475 USD No 5146.25 4475
CMESGXSHORT GILT SG 293759.11 N/A 293759.11 255442.68 USD No 293759.08 255442.68
CMESIRINDIAN RUPEE SIR 6643.55 N/A 6643.55 5777 USD No 6643.55 5777
CMESJYSWISS FRANC SJY 4325468.24 N/A 4325468.24 3761276.73 JPY No 4325468.99 3761276.73
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 29585.93 N/A 29585.93 25726.89 USD No 29585.93 25726.89
CMESOLCME CF SOLANA – DOLLAR REFERENCE RATE SOL 51659.04 N/A 51659.04 44920.90 USD No 51659.04 44920.90
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 1164.62 N/A 1164.62 1012.72 GBP No 1164.63 1012.72
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 366.017 N/A 366.017 318.275 USD No 366.017 318.275
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 456.411 N/A 456.411 396.879 USD Yes 456.414 396.879
CMESVXSCHNEIDER ELECTRIC SE SU 85404.05 N/A 85404.05 74264.38 USD No 85404.04 74264.38
CMETBF313-WEEK US TREASURY BILL TBF3 982.455 N/A 982.455 854.265 USD No 982.447 854.265
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4792.63 N/A 4792.63 4167.50 USD No 4792.62 4167.50
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 12819.85 N/A 12819.85 11146.17 USD No 12819.85 11146.17
CMEIXEENERGY SELECT SECTOR INDEX XAE 12487.18 N/A 12487.18 10857.52 USD No 12487.18 10857.52
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 11208.11 N/A 11208.11 9745.58 USD No 11208.11 9745.58
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 17996.24 N/A 17996.24 15648.26 USD No 17996.24 15648.26
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 31720.84 N/A 31720.84 27578.77 USD No 31720.85 27578.77
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 6847.50 N/A 6847.50 5953.51 USD No 6847.50 5953.51
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 4631.59 N/A 4631.59 4024.88 USD No 4631.59 4024.88
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 11797.18 N/A 11797.18 10256.93 USD No 11797.18 10256.93
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 14165.23 N/A 14165.23 12316.22 USD No 14165.22 12316.22
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 47698.36 N/A 47698.36 41462.58 USD No 47698.36 41462.58
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 12531.99 N/A 12531.99 10894.95 USD No 12532.00 10894.95
CMEXRPCME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT XRP 123596.25 N/A 123596.25 107475 USD No 123596.25 107475
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 225.421 N/A 225.421 196.018 USD No 225.421 196.018
COMEXALIALUMINUM INDEX ALI 7006.80 N/A 7006.80 6092.87 USD No 7006.80 6092.87
COMEXGCGOLD GC 22542.73 N/A 22542.73 19602.38 USD Yes 22542.74 19602.38
COMEXHGCOPPER INDEX HG 10482.31 N/A 10482.31 9115.05 USD Yes 10482.31 9115.05
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 7433.78 N/A 7433.78 6460.12 USD No 7433.78 6460.12
COMEXMGCE-MICRO GOLD MGC 2254.27 N/A 2254.27 1960.24 USD Yes 2254.27 1960.24
COMEXMHGMICRO COPPER MHG 1048.23 N/A 1048.23 911.505 USD No 1048.23 911.505
COMEXQCCOMEX MINY COPPER QC 5241.15 N/A 5241.15 4557.53 USD No 5241.15 4557.53
COMEXQICOMEX MINY SILVER QI 13265.61 N/A 13265.61 11535.31 USD No 13265.61 11535.31
COMEXQOCOMEX MINY GOLD QO 11271.37 N/A 11271.37 9801.19 USD No 11271.37 9801.19
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 41084.53 N/A 41084.53 35725.68 CNH No 41084.54 35725.68
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 10621.32 N/A 10621.32 9235.93 USD No 10621.32 9235.93
COMEXSISILVER INDEX SI 26531.23 N/A 26531.23 23070.62 USD Yes 26531.22 23070.62
COMEXSISILVER INDEX SIL 5306.25 N/A 5306.25 4614.12 USD No 5306.24 4614.12
COMEXUXURANIUM INDEX UX 2693.90 N/A 2693.90 2342.52 USD No 2693.90 2342.52
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 41825.50 N/A 41825.50 36370.00 EUR No 41825.50 36370.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 15257.97 N/A 15257.97 13267.80 EUR Yes 15257.97 13267.80
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 9326.07 N/A 9326.07 8109.63 CHF No 9326.07 8109.63
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 7713.10 N/A 7713.10 6698.78 EUR No 7713.10 6698.78
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 2992.96 N/A 2992.96 2602.57 EUR Yes 4299.33 3738.55
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1111.74 N/A 1111.74 966.733 EUR No 1409.92 1226.02
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3957.06 N/A 3957.06 3440.92 USD No 3957.06 3440.92
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 33874.40 29456 48392 42080 EUR Yes 47125.56 40978.75
EUREXDDAXDIVDAX PRICE INDEX FDIV 8979.20 N/A 8979.20 7808.00 EUR Yes 2 8979.20 7808.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 6774.88 5891.20 9678.40 8416 EUR No 9425.11 8195.75
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1354.98 1178.24 1935.68 1683.20 EUR Yes 1885.02 1639.15
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 245.184 N/A 245.184 213.2035 EUR No 236.04 205.2525
EUREXFECXBLOOMBERG MSCI EURO CORPORATE SRI INDEX FECX 2688.20 N/A 2688.20 2336.81 EUR No 2688.20 2336.81
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3127.43 2719.50 4467.76 3885 EUR Yes 2 4467.76 3885
EUREXFEHYLIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX FEHY 1652.52 N/A 1652.52 1436.28 EUR No 1652.52 1436.28
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 3707.90 N/A 3707.90 3220.41 EUR Yes 2 3707.90 3220.41
EUREXSX7EEURO STOXX BANKS INDEX FESB 922.031 801.766 1317.19 1145.38 EUR Yes 1195.59 1039.65
EUREXSX4EEURO STOXX CHEMICALS FESC 5853.27 N/A 5853.27 5089.80 EUR Yes 2 5607.92 4876.45
EUREXESEEURO STOXX OIL & GAS FESE 1820.15 N/A 1820.15 1581.27 EUR Yes 2 1648.99 1432.58
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3484.78 N/A 3484.78 3030.24 EUR Yes 2 3122.55 2715.26
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 6972.65 N/A 6972.65 6063.17 EUR Yes 2 6255.82 5439.84
EUREXSXDEEURO STOXX HEALTHCARE FESH 2763.90 N/A 2763.90 2403.39 EUR Yes 2 2593.14 2254.90
EUREXESIEURO STOXX INSURANCE FESI 3047.99 N/A 3047.99 2648.65 EUR Yes 2 2613.77 2271.32
EUREXESMEURO STOXX MEDIA INDEX FESM 1739.63 N/A 1739.63 1512.72 EUR Yes 2 1320.06 1147.88
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3707.20 N/A 3707.20 3223.65 EUR Yes 2 3498.75 3042.395
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1374.15 N/A 1374.15 1194.91 EUR Yes 2 1364.48 1186.50
EUREXSXREEURO STOXX RETAIL FESR 4076.10 N/A 4076.10 3544.43 EUR Yes 2 3726.79 3240.69
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1072.99 N/A 1072.99 932.378 EUR Yes 2 1000.45 869.345
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1290.15 N/A 1290.15 1121.59 EUR Yes 2 1088.75 946.51
EUREXESUEURO STOXX UTILITIES INDEX FESU 1737.79 N/A 1737.79 1510.86 EUR Yes 1430.34 1243.55
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1147.30 N/A 1147.30 997.653 EUR Yes 2 1147.30 997.653
EUREXESTX50EURO STOXX50 FESX 3083.79 2681.55 4405.41 3830.79 EUR Yes 4405.41 3830.79
EUREXSX8EEURO STOXX TECHNOLOGY FESY 18137.70 N/A 18137.70 15771.91 EUR Yes 2 18137.70 15771.91
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 4750.91 N/A 4750.91 4131.22 EUR Yes 2 5167.36 4493.36
EUREXEU3THREE MONTH EURIBOR FEU3 388.823 N/A 388.823 338.107 EUR Yes 388.823 338.107
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2653.28 2307.20 3790.40 3296.00 EUR Yes 3790.40 3296.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 9494.66 N/A 9494.66 8245.34 EUR Yes 2 9494.66 8245.34
EUREXFGBCSTERLING LIQUID CORPORATE FGBC 1099.68 N/A 1099.68 954.431 GBP No 1099.68 954.431
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 2808.01 N/A 2808.01 2441.75 EUR Yes 2975.07 2587.02
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1620.35 N/A 1620.35 1409.00 EUR Yes 1620.35 1409.00
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 627.025 N/A 627.025 545.239 EUR Yes 627.025 545.239
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 6628.20 N/A 6628.20 5763.65 EUR Yes 6628.20 5763.65
EUREXDJESLEURO STOXX LARGE FLCE 2352.98 N/A 2352.98 2044.21 EUR No 2127.40 1848.23
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2184.50 N/A 2184.50 1898.80 EUR No 1791.60 1557.28
EUREXDJESMEURO STOXX MID FMCE 2186.34 N/A 2186.34 1900.59 EUR No 1888.61 1641.77
EUREXM1CNMSCI CHINA NTR USD FMCH 2450.17 N/A 2450.17 2130.49 USD No 3170.63 2756.94
EUREXDJ200STOXX MID 200 INDEX FMCP 2293.79 N/A 2293.79 1994.23 EUR Yes 2 1862.02 1618.85
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 5719.73 N/A 5719.73 4973.55 USD No 5123.36 4454.99
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 9737.52 N/A 9737.52 8464.43 USD No 9737.52 8464.43
EUREXMXEUMSCI EUROPE FMEP 1701.35 N/A 1701.35 1479.44 EUR No 1701.35 1479.44
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2828.49 N/A 2828.49 2459.44 EUR No 2352.77 2045.79
EUREXM1INMSCI INDIA NTR USD FMIN 10240.97 N/A 10240.97 8904.76 USD No 8995.37 7821.68
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5929.76 N/A 5929.76 5155.94 USD No 5929.76 5155.94
EUREXM1TWMSCI TAIWAN NTR USD FMTW 12762.40 N/A 12762.40 11095.06 USD No 12762.40 11095.06
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 5221.63 N/A 5221.63 4540.53 EUR No 3304.92 2873.83
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 8626.31 N/A 8626.31 7501.09 USD No 8540.58 7426.54
EUREXMXWOMSCI WORLD INDEX FMWP 6835.97 N/A 6835.97 5940.20 USD No 6835.97 5940.20
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 2787.19 N/A 2787.19 2423.65 EUR No 2787.19 2423.65
EUREXDJESSEURO STOXX SMALL FSCE 1342.22 N/A 1342.22 1166.81 EUR No 1253.08 1089.31
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1508.37 N/A 1508.37 1311.55 EUR No 1287.04 1119.11
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1497.45 N/A 1497.45 1302.08 EUR No 1165.07 1013.07
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3961.87 N/A 3961.87 3445.10 CHF Yes 2 3961.87 3445.10
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8859.60 N/A 8859.60 7704.00 CHF No 8859.60 7704.00
EUREXSMISWISS MARKET INDEX FSMI 7594.14 6603.60 10848.78 9433.72 CHF Yes 8265.91 7187.75
EUREXSMIMSWISS MID-CAP INDEX FSMM 3840.39 N/A 3840.39 3337.15 CHF Yes 2 3840.39 3337.15
EUREXSMISWISS MARKET INDEX FSMS 759.414 660.36 1084.88 943.372 CHF No 826.591 718.775
EUREXMDAXMIDCAP DAX FSMX 2810.12 N/A 2810.12 2443.47 EUR No 2395.66 2083.08
EUREXST3THREE MONTH ESTR FST3 163.177 N/A 163.177 141.893 EUR No 163.177 141.893
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 2757.01 N/A 2757.01 2397.24 EUR Yes 2 2561.26 2227.04
EUREXSX7PSTOXX 600 BANKS FSTB 1738.95 N/A 1738.95 1512.07 EUR Yes 1464.15 1273.12
EUREXSX4PSTOXX 600 CHEMICALS FSTC 4962.20 N/A 4962.20 4307.79 EUR Yes 2 4338.60 3766.43
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1904.65 N/A 1904.65 1656.18 EUR Yes 1622.53 1410.86
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4533.41 N/A 4533.41 3939.015 EUR Yes 2 3764.40 3270.83
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4614.57 N/A 4614.57 4012.20 EUR Yes 2 4167.53 3623.51
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 4777.18 N/A 4777.18 4153.66 EUR Yes 2 3463.25 3011.23
EUREXSXIPSTOXX 600 INSURANCE FSTI 2899.22 N/A 2899.22 2520.56 EUR Yes 2 2376.70 2066.285
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 708.335 N/A 708.335 615.863 EUR No 708.335 615.863
EUREXSXMPSTOXX 600 MEDIA FSTM 1937.89 N/A 1937.89 1684.00 EUR Yes 2 1627.15 1413.96
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3683.18 N/A 3683.18 3201.94 EUR Yes 2 3550.58 3086.66
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1896.10 N/A 1896.10 1648.25 EUR Yes 2 2025.93 1761.11
EUREXSXRPSTOXX 600 RETAIL FSTR 1584.50 N/A 1584.50 1376.00 EUR Yes 2 1604.07 1392.995
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3013.54 N/A 3013.54 2620.37 EUR Yes 3196.54 2779.49
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 774.636 N/A 774.636 673.46 EUR Yes 2 732.549 636.87
EUREXSX6PSTOXX 600 UTILITIES FSTU 1647.77 N/A 1647.77 1432.75 EUR Yes 1284.59 1116.96
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1315.25 N/A 1315.25 1143.33 EUR Yes 2 1307.08 1136.23
EUREXSTXSTOXX50 FSTX 3529.57 N/A 3529.57 3068.90 EUR Yes 2 2822.32 2453.95
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 7656.85 N/A 7656.85 6656.99 EUR Yes 2 7656.85 6656.99
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3471.11 N/A 3471.11 3014.54 EUR Yes 2 3471.11 3014.54
EUREXESTX50EURO STOXX50 FSXE 308.379 268.155 440.541 383.079 EUR No 440.541 383.079
EUREXTDXTECDAX FTDX 8900.35 N/A 8900.35 7739.43 EUR Yes 2 8900.35 7739.43
EUREXFUEMEMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED FUEM 1270.68 N/A 1270.68 1104.28 USD No 1270.68 1104.28
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 1273.625 N/A 1273.625 1107.50 EUR Yes 2234.68 1943.20
EUREXDJESEURO STOXX PRICE INDEX FXXE 2265.48 N/A 2265.48 1968.54 EUR No 2002.53 1740.06
EUREXDJ600STOXX 600 INDEX FXXP 1477.25 1284.57 2110.36 1835.10 EUR Yes 1994.51 1734.36
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 9493.61 N/A 9493.61 8255.31 EUR No 9493.61 8255.31
FTAEOEAMS EOE INDEX FTI 16800.06 N/A 16800.06 14608.75 EUR Yes 12484.84 10856.38
FTAEOEAMS EOE INDEX MFA 1680.01 N/A 1680.01 1460.88 EUR No 1248.48 1085.64
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 71499.66 N/A 71499.66 62173.62 HKD No 71499.66 62173.62
HKFECNHHOUSING INDEX COMPOSITE CUS 24647.49 N/A 24647.49 21432.60 CNH Yes 24647.49 21432.60
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3201.72 N/A 3201.72 2784.10 HKD No 3201.72 2784.10
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9257.62 N/A 9257.62 8050.10 HKD No 9257.62 8050.10
HKFEGDRCNH GOLD FUTURES GDR 143649.01 N/A 143649.01 124912.16 CNH No 143648.99 124912.16
HKFEGDUUSD GOLD FUTURES GDU 20330.24 N/A 20330.24 17678.47 USD No 20330.24 17678.47
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 40813.34 35489.86 58304.77 50699.80 HKD Yes 58304.77 50699.80
HKFEHSIHANG SENG STOCK INDEX HSI 104923.89 91238.17 149891.28 130340.24 HKD Yes 149891.28 130340.24
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 4050.31 N/A 4050.31 3521.86 USD No 4050.31 3521.86
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 8162.67 7097.97 11660.95 10139.96 HKD Yes 11660.95 10139.96
HKFEMCSUNITED STATES DOLLAR MCS 4934.38 N/A 4934.38 4286.40 CNH No 4934.38 4286.40
HKFEMHIMINI HANG SENG INDEX MHI 20984.78 18247.63 29978.26 26068.05 HKD Yes 29978.26 26068.05
HKFEMID.HKMIAMI HOUSING INDEX MIA 2996.15 N/A 2996.15 2605.35 USD No 2996.15 2605.35
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 5500.61 N/A 5500.61 4782.61 USD No 5500.61 4782.61
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 9550.07 N/A 9550.07 8304.40 USD No 9550.07 8304.40
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 62381.59 N/A 62381.59 54244.86 HKD No 116564 101360
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 196.233 N/A 196.233 170.631 EUR No 196.225 170.631
ICEEUSGGENERALI G 3121.98 N/A 3121.98 2714.76 GBP No 3121.97 2714.76
ICEEUHMEDIUM GILT H 5826.71 N/A 5826.71 5066.70 GBP No 5826.71 5066.70
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 5316.25 N/A 5316.25 4621.58 USD No 5316.25 4621.58
ICEEUO5 YEAR EURO SWAPNOTE O 3872.65 N/A 3872.65 3367.52 EUR No 3872.65 3367.52
ICEEUP10 YEAR EURO SWAPNOTE P 7644.68 N/A 7644.68 6647.54 EUR No 7644.68 6647.54
ICEEURLONG GILT R 3864.68 N/A 3864.68 3360.59 GBP No 3864.68 3360.59
ICEEUSRFXON3THREE MONTH SARONA SA3 474.26 N/A 474.26 412.40 CHF No 474.26 412.40
ICEEUSONIA.NTHREE MONTH SONIA SO3 457.789 N/A 457.789 398.073 GBP Yes 457.784 398.073
ICEEUSONIO.NONE MONTH SONIA SOA 746.357 N/A 746.357 649.006 GBP No 746.367 649.006
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 1695.76 N/A 1695.76 1474.57 EUR No 1695.76 1474.57
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 1090.90 N/A 1090.90 948.568 GBP No 1090.90 948.568
ICEEUYFTSE 250 INDEX Y2 4978.74 N/A 4978.74 4328.64 GBP No 4978.74 4328.64
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 2846.93 N/A 2846.93 2475.51 GBP No 2846.93 2475.51
ICEEUSOFTWWHITE SUGAR W 2313.85 N/A 2313.85 2012.04 USD No 2313.85 2012.04
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 7302.23 N/A 7302.23 6349.76 USD No 7302.23 6349.76
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 23829438.075 N/A 23829438.075 20721250.50 JPY No 23829438.575 20721250.50
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10400.62 N/A 10400.62 9041.11 USD No 10400.62 9041.11
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 13213.54 N/A 13213.54 11490.03 CAD No 13213.54 11490.03
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6240.88 N/A 6240.88 5426.85 GBP No 6240.88 5426.85
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 20598.07 N/A 20598.07 17911.37 AUD No 20598.07 17911.37
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7990.66 N/A 7990.66 6948.40 CHF No 7990.66 6948.40
ICEUSZYSWISS FRANC KZY 4325468.24 N/A 4325468.24 3761276.73 JPY No 4325468.99 3761276.73
ICEUSMPBRITISH POUND MP 7781.25 N/A 7781.25 6766.30 USD No 7781.25 6766.30
ICEUSSSBRITISH POUND IN SWISS FRANC SS 13782.69 N/A 13782.69 11984.95 CHF No 13782.69 11984.95
ICEUSGBPBRITISH POUND SY 3065499.45 N/A 3065499.45 2665651.69 JPY No 3065499.45 2665651.69
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 2264.36 N/A 2264.36 1965 EUR No 2264.36 1965
IDEMFTMIBFTSE MIB INDEX FIB 19194.92 16691.24 27421.32 23844.625 EUR Yes 27421.32 23844.625
IDEMFTMIBFTSE MIB INDEX MICR 767.797 667.6495 1096.85 953.785 EUR No 1096.85 953.785
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3838.98 3338.25 5484.26 4768.925 EUR No 5484.26 4768.925
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1146.435 N/A 1146.435 996.90 EUR No 1146.435 996.90
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 20240.43 N/A 20240.43 17600.37 USD No 20240.43 17600.37
IPECOILICE BRENT CRUDE COIL 16250 N/A 16250 13000 USD Yes 16250.00 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 23992.38 N/A 23992.38 20862.94 USD No 23992.38 20862.94
IPENGFICE UK NATURAL GAS NGF 4633.43 N/A 4633.43 4029.07 GBP No 31130.20 4029.07
IPERBOBICE NYH RBOB GASOLINE RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14519.70 N/A 14519.70 11615.76 USD Yes 14519.70 11615.76
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 8034906.25 6986875 11478437.50 9981250 KRW Yes 11478437.50 9981250
KSEK200MMINI KOSPI200 INDEX 05 1604767.64 1395450.12 2292525.20 1993500.18 KRW Yes 2292525.72 1993500.18
KSEKOSDQ150KOSDAQ 150 INDEX 06 1222134.90 888719.98 1745907 1269599.98 KRW No 1745907 1269599.98
KSE005930HANG SENG BANK LTD 11 172334.33 N/A 172334.33 149855.94 KRW No 181758.08 149855.94
KSE017670HENDERSON LAND DEVELOPMENT 12 165973.02 N/A 165973.02 136500.69 KRW No 156975.80 136500.69
KSE005490POSCO HOLDINGS INC 13 763073.62 N/A 763073.62 642781.17 KRW No 739198.35 642781.17
KSE030200KTCORPORATION 14 151008.68 N/A 151008.68 131311.89 KRW No 157256.24 131311.89
KSE015760KOREA ELECTRIC POWER CORP 15 83285.32 N/A 83285.32 72422.02 KRW No 89473.38 72422.02
KSE005380SUN HUNG KAI PROPERTIES 16 616597.69 N/A 616597.69 509965.74 KRW No 586460.60 509965.74
KSE016360NEW WORLD DEVELOPMENT 17 195774.24 N/A 195774.24 168149.39 KRW No 193371.80 168149.39
KSE055550SHINHAN FINANCIAL GROUP LTD 18 170605.22 N/A 170605.22 148352.36 KRW No 173014.68 148352.36
KSE000270SWIRE PACIFIC LTD - CL A 19 285014.47 N/A 285014.47 247838.67 KRW No 291369.13 247838.67
KSE012330HYUNDAI MOBIS CO LTD 20 863112.55 N/A 863112.55 750532.66 KRW No 940243.21 750532.66
KSE006400SAMSUNG SDI CO LTD 22 487608.18 N/A 487608.18 424007.11 KRW No 498636.56 424007.11
KSE009150BANK OF EAST ASIA LTD 23 383285.39 N/A 383285.39 333291.64 KRW No 412451.91 333291.64
KSE066570LG ELECTRONICS INC 24 212680.15 N/A 212680.15 184939.26 KRW No 222437.23 184939.26
KSE036460KOREA GAS CORPORATION 28 109942.38 N/A 109942.38 95602.07 KRW No 115350.68 95602.07
KSE004020HYUNDAI STEEL CO 32 83861.69 N/A 83861.69 72923.21 KRW No 84054.52 72923.21
KSE003550LG CORP 34 219020.22 N/A 219020.22 190452.36 KRW No 226829.66 190452.36
KSE078930GS HOLDINGS 35 134582.15 N/A 134582.15 117027.96 KRW No 137194.01 117027.96
KSE033780KT & G CORPORATION 36 364553.39 N/A 364553.39 317002.95 KRW No 376565.14 317002.95
KSE009540HD KOREA SHIPBUILDING & OFFS 39 1210905 N/A 1210905 923443.36 KRW No 1210905 923443.36
KSE086790HANA FINANCIAL GROUP 40 227377.57 N/A 227377.57 197719.63 KRW No 231256.06 197719.63
KSE096770SK INNOVATION CO LTD 41 291354.52 N/A 291354.52 253351.76 KRW No 292761.56 253351.76
KSE001040CJ CORP 42 575418.42 N/A 575418.42 372133.91 KRW No 427953.99 372133.91
KSE034220LG DISPLAY CO LTD 45 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE105560KB FINANCIAL GROUP INC 46 308357.41 N/A 308357.41 268136.875 KRW No 313904.92 268136.875
KSE051910LG CHEM LTD 47 597982.84 N/A 597982.84 519985.08 KRW No 617923.08 519985.08
KSE006800MIRAE ASSET SECURITIES CO LT 48 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE042670HD HYUNDAI INFRACORE CO LTD 49 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE000660SK HYNIX INC 50 709294.84 N/A 709294.84 616778.125 KRW No 711407.38 616778.125
KSE006360GS ENGINEERING & CONSTRUCT 51 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE139480E-MART INC 54 238644.80 N/A 238644.80 205738.67 KRW No 236599.47 205738.67
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 112103.76 N/A 112103.76 97481.53 KRW No 116029.91 97481.53
KSE035420NAVER CORP 56 785931.89 N/A 785931.89 610199.34 KRW No 701729.24 610199.34
KSE003490KOREAN AIR LINES CO LTD 57 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE3KTB3-YEAR KOREA TREASURY BOND 65 931683 N/A 931683 695633.98 KRW No 931683 695633.98
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3064435 N/A 3064435 2042957 KRW No 3064435 2042957
KSEKWYUNITED STATES DOLLAR 75 1585735.03 N/A 1585735.03 1378900.02 KRW No 3171470.30 2757800.05
KSE032640LG UPLUS CORP B0 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE010950S-OILCORPORATION B2 178760.98 N/A 178760.98 152364.57 KRW No 175219.26 152364.57
KSE010130KOREA ZINC CO LTD B3 2723910 N/A 2723910 2069937.34 KRW No 2723910 2069937.34
KSE024110INDUSTRIALBANKOFKOREA B4 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE001680DAESANG CORPORATION B6 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE047050POSCO INTERNATIONAL CORP B7 142795.42 N/A 142795.42 124169.93 KRW No 144475.13 124169.93
KSE034020DOOSAN ENERBILITY CO LTD B9 214110 N/A 214110 152863.08 KRW No 214110 152863.08
KSE023530BARLEY FUTURES BA 210953.93 N/A 210953.93 183438.20 KRW No 216706.72 183438.20
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 181912.46 N/A 181912.46 155118.44 KRW No 178386.20 155118.44
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 362253.30 N/A 362253.30 309735.68 KRW No 356196.04 309735.68
KSE010140SAMSUNGHEAVYINDUSTRIES BF 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE029780SAMSUNG CARD CO BG 141930.87 N/A 141930.87 123418.14 KRW No 148603.43 123418.14
KSE036570NCSOFTCORPORATION BJ 564167.01 N/A 564167.01 468362.46 KRW No 538616.83 468362.46
KSE000080HITE JINRO CO LTD BK 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE071050KOREA INVESTMENT HOLDINGS CO BL 365417.94 N/A 365417.94 317754.73 KRW No 366436.84 317754.73
KSE047810KOREA AEROSPACE INDUSTRIES BM 281943.73 N/A 281943.73 242826.76 KRW No 279250.77 242826.76
KSE000720DANONE BN 237211.40 N/A 237211.40 192206.52 KRW No 221037.50 192206.52
KSE011210HYUNDAI WIA CORP BP 132997.14 N/A 132997.14 115649.69 KRW No 133595.90 115649.69
KSE008770HOTEL SHILLA CO LTD BQ 146187.63 N/A 146187.63 125548.20 KRW No 144380.43 125548.20
KSE035250KANGWON LAND, INC. BS 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE138930BNK FINANCIAL GROUP INC BT 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE139130IM FINANCIAL GROUP CO LTD BV 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE114090GRAND KOREA LEISURE CO LTD BW 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE001120LX INTERNATIONAL CORP BX 90242.03 N/A 90242.03 77809.81 KRW No 89481.29 77809.81
KSE011070LG INNOTEK CO LTD BY 442075.00 N/A 442075.00 384413.05 KRW No 498727.23 384413.05
KSE005940BRENT CRUDE OIL - LAST DAY BZ 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE034730SK INC C1 565129.81 N/A 565129.81 491417.23 KRW No 604798.64 491417.23
KSE001740SK NETWORKS CO LTD C2 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 328242.14 N/A 328242.14 285427.95 KRW No 335953.91 285427.95
KSE018260SAMSUNG SDS CO LTD C5 536429.67 N/A 536429.67 403708.87 KRW No 464265.20 403708.87
KSE090430AMOREPACIFIC CORP C6 392689.19 N/A 392689.19 330284.49 KRW No 379827.17 330284.49
KSE030000CHEIL WORLDWIDE INC C7 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE028260SAMSUNG C&T CORP C8 481004.42 N/A 481004.42 412980.90 KRW No 474928.03 412980.90
KSE000880HANWHA CORPORATION C9 294664.50 N/A 294664.50 234306.52 KRW No 294664.50 234306.52
KSE088350CARREFOUR SA CA 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE086280COCOA NYBOT CC 385302.65 N/A 385302.65 335045.78 KRW No 390485.86 335045.78
KSE010620HD HYUNDAI MIPO CD 685602 N/A 685602 465104.73 KRW No 685602 465104.73
KSE001450HYUNDAI MARINE & FIRE INS CO CE 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE035720KAKAO CORP CF 210763.62 N/A 210763.62 138328.55 KRW No 159077.84 138328.55
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE069080WEBZEN INC CK 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE096530LIGHT SWEET CRUDE OIL CL 100386 N/A 100386 84200.35 KRW No 100386 84200.35
KSE022100POSCO DX CO LTD CN 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE068270CELLTRION INC CP 485585.64 N/A 485585.64 422248.38 KRW No 508284.74 422248.38
KSE122870YG ENTERTAINMENT INC CQ 257925.12 N/A 257925.12 224282.71 KRW No 261055.98 224282.71
KSE051900LG H&H CR 976945.39 N/A 976945.39 849517.73 KRW No 980016.50 849517.73
KSE002790AXA SA CS 94596.63 N/A 94596.63 70667.85 KRW No 81268.03 70667.85
KSE000810COTTON NO. 2 CT 1267520.42 N/A 1267520.42 1058764.77 KRW No 1217579.48 1058764.77
KSE008930HANMI SCIENCE CO LTD CV 135325.53 N/A 135325.53 111640.17 KRW No 129498 111640.17
KSE021240COWAY CO LTD CW 275792.55 N/A 275792.55 239819.61 KRW No 278071.02 239819.61
KSE128940HANMI PHARM CO LTD CX 875972.56 N/A 875972.56 724220.16 KRW No 832853.18 724220.16
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE005830LONDON HEATING DEGREE DAY INDEX D0 334870.39 N/A 334870.39 291191.64 KRW No 337636.92 291191.64
KSE097950CJ CHEILJEDANG CORP. D1 692347.01 N/A 692347.01 593913.32 KRW No 683000.32 593913.32
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 130896.82 N/A 130896.82 111264.28 KRW No 127953.92 111264.28
KSE002380KCC CORP D3 902017.50 N/A 902017.50 784363.05 KRW No 909469.53 784363.05
KSE012750S1 CORPORATION D5 201632.28 N/A 201632.28 170655.33 KRW No 196253.63 170655.33
KSE000100YUHAN CORPORATION D6 298847.31 N/A 298847.31 259867.23 KRW No 325316.26 259867.23
KSE051600KEPCO PLANT SERVICE & ENGINE D7 230046.29 N/A 230046.29 129808.32 KRW No 149279.57 129808.32
KSE069960HYUNDAI DEPT STORE CO D8 231778.62 N/A 231778.62 180428.55 KRW No 207492.84 180428.55
KSE004370MILK CLASS III INDEX DA 1128205.22 N/A 1128205.22 976068.36 KRW No 1122478.61 976068.36
KSE079550LIG NEX1 CO LTD DB 2125905 N/A 2125905 1417270 KRW No 2125905 1417270
KSE204320HL MANDO CO LTD DC 96109.53 N/A 96109.53 83573.51 KRW No 96403.54 83573.51
KSE004170SHINSEGAE INC DD 531736.12 N/A 531736.12 461846.99 KRW No 531124.04 461846.99
KSE161890KOLMAR KOREA CO LTD DE 258789.67 N/A 258789.67 225034.49 KRW No 274927.68 225034.49
KSE111770YOUNGONE CORP DG 178765.48 N/A 178765.48 143591.05 KRW No 165129.71 143591.05
KSE006650KOREA PETRO CHEMICAL IND DJ 238616.76 N/A 238616.76 207492.83 KRW No 246588.10 207492.83
KSE192820COSMAX INC DK 755043.37 N/A 755043.37 656559.45 KRW No 801281.18 656559.45
KSE039130HANA TOUR SERVICE INC DN 162476.56 N/A 162476.56 134569.63 KRW No 154755.07 134569.63
KSE086900MEDY-TOX INC DP 469740.72 N/A 469740.72 408470.20 KRW No 471621.49 408470.20
KSE078340COM2US CORP DR 121181.58 N/A 121181.58 105375.28 KRW No 121182.72 105375.28
KSE035760CJ ENM CO LTD DT 230071.32 N/A 230071.32 199974.98 KRW No 229971.23 199974.98
KSE056190SFA ENGINEERING CORP DV 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE241560DOOSAN BOBCAT INC DW 150184.81 N/A 150184.81 129057.96 KRW No 148416.65 129057.96
KSE017800CME DRY WHEY INDEX DY 249791.13 N/A 249791.13 215511.875 KRW No 247838.66 215511.875
KSE105630HANSAE CO LTD DZ 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE240810WONIK IPS CO LTD E0 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE091700PARTRON CO LTD E3 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE041510SM ENTERTAINMENT CO LTD E4 389049.09 N/A 389049.09 338303.55 KRW No 398263.22 338303.55
KSE251270NETMARBLE CORP E5 173487.07 N/A 173487.07 150858.32 KRW No 181920.33 150858.32
KSE003670POSCO FUTURE M CO LTD E8 405908.32 N/A 405908.32 312462.61 KRW No 359332.00 312462.61
KSE178920PI ADVANCED MATERIALS CO LTD EA 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE316140WOORI FINANCIAL GROUP INC EB 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE009420HANALL BIOPHARMA CO LTD EE 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE035900JYP ENTERTAINMENT CORP EF 219067.56 N/A 219067.56 189449.98 KRW No 217867.48 189449.98
KSE028670PAN OCEAN CO LTD EH 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE011790NYBOT EURO IN JAPANESE YEN EJ 368377.76 N/A 368377.76 258113.07 KRW No 308574 258113.07
KSE093370FOOSUNG CO LTD EL 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE375500DL E&C CO LTD ER 150720.49 N/A 150720.49 131061.30 KRW No 188965.67 131061.30
KSE207940E-MINI S&P 500 ES 2893372.33 N/A 2893372.33 2515975.94 KRW No 2957276.12 2515975.94
KSE028050SAMSUNG E&A CO LTD ET 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE272210HANWHA SYSTEMS CO LTD EV 282975 N/A 282975 188650 KRW No 282975 188650
KSE293490KAKAO GAMES CORP EX 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE247540ECOPRO BM CO LTD EY 278154 N/A 278154 227791.05 KRW No 278154 227791.05
KSE253450STUDIO DRAGON CORP EZ 159334.60 N/A 159334.60 137075.58 KRW No 157636.91 137075.58
KSE278280CHUNBO CO LTD F0 112892.13 N/A 112892.13 98108.03 KRW No 112824.23 98108.03
KSE200130KOLMAR BNH CO LTD F1 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE036540SFA SEMICON CO LTD F2 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE060250NHN KCP CORP F3 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE000250SAM CHUN DANG PHARM CO LTD F4 507780 N/A 507780 403959.49 KRW No 507780 403959.49
KSE373220LG ENERGY SOLUTION F5 841498.75 N/A 841498.75 731738.05 KRW No 888450.80 731738.05
KSE323410KAKAOBANK CORP F6 84381.81 N/A 84381.81 69164.28 KRW No 79538.92 69164.28
KSE377300KAKAO PAY CORP F7 177463.50 N/A 177463.50 152361.88 KRW No 177463.50 152361.88
KSE259960KRAFTON INC F8 1102305.73 N/A 1102305.73 958526.72 KRW No 1341412.44 958526.72
KSE302440SK BIOSCIENCE CO LTD F9 130835.76 N/A 130835.76 113770.22 KRW No 133916.66 113770.22
KSE011200HMM CO LTD FA 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE361610SK IE TECHNOLOGY CO LTD FB 79160.25 N/A 79160.25 68835 KRW No 79160.25 68835
KSE352820HYBE CO LTD FC 876080.87 N/A 876080.87 761809.45 KRW No 898318.63 761809.45
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 1297957.50 N/A 1297957.50 1073800.47 KRW No 1297957.50 1073800.47
KSE402340SK SQUARE CO LTD FE 427665.77 N/A 427665.77 371883.28 KRW No 435198.97 371883.28
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 262247.89 N/A 262247.89 228041.64 KRW No 270414.47 228041.64
KSE383220F&F CO LTD / NEW FG 259783.63 N/A 259783.63 194461.875 KRW No 223631.16 194461.875
KSE267250HD HYUNDAI FH 402971.26 N/A 402971.26 320010.08 KRW No 368011.59 320010.08
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 313524.10 N/A 313524.10 267886.29 KRW No 308069.23 267886.29
KSE138040MERITZ FINANCIAL GROUP INC FK 310374.69 N/A 310374.69 269891.04 KRW No 323938.87 269891.04
KSE263750PEARL ABYSS CORP FL 124323.96 N/A 124323.96 107254.75 KRW No 123342.96 107254.75
KSE066970L&F CO LTD FM 152724 N/A 152724 122666.36 KRW No 152724 122666.36
KSE112040WEMADE CO LTD FN 121260 N/A 121260 86204.76 KRW No 121260 86204.76
KSE196170ALTEOGEN INC FP 1364175 N/A 1364175 969803.44 KRW No 1364175 969803.44
KSE058470LEENO INDUSTRIAL INC FQ 145821.36 N/A 145821.36 126801.18 KRW No 149026.07 126801.18
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 4663.43 N/A 4663.43 4055.14 USD No 4663.43 4055.14
LMEOTCCACARREFOUR SA CA 19426.09 N/A 19426.09 16892.25 USD No 19426.09 16892.25
LMEOTCPBLEAD - LME PB 4625.58 N/A 4625.58 4022.09 USD No 4625.58 4022.09
LMEOTCSNLMETIN FUTURE SN 34192.50 N/A 34192.50 29704.49 USD No 34192.50 29704.49
LMEOTCZSLMESOYBEAN FUTURES ZS 6321.59 N/A 6321.59 5496.88 USD No 6321.58 5496.88
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 847.072 N/A 847.072 736.585 EUR Yes 1477.79 1285.04
MATIFECOEUROPEAN RAPESEED FUTURE ECO 1990.49 N/A 1990.49 1730.865 EUR Yes 2971.36 2583.79
MATIFEMACORN EMA 1166.84 N/A 1166.84 1014.645 EUR No 1377.05 1197.44
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 252.564 N/A 252.564 219.621 EUR No 265.703 219.621
MEFFRVIBEX35IBEX 35 INDEX IBX 9660.06 8400.01 13800.09 12000.02 EUR No 13800.09 12000.02
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 10132.13 N/A 10132.13 8810.55 MXN No 15389.45 13382.13
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 30338.95 N/A 30338.95 26381.70 MXN No 30338.95 26381.70
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 57049.98 N/A 57049.98 49598.34 MXN Yes 2 53772.83 46749.23
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11277.21 N/A 11277.21 9806.27 MXN No 10629.41 9242.96
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 4666.88 N/A 4666.88 4058.15 EUR No 4666.88 4058.15
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 4073.89 N/A 4073.89 3540.86 EUR No 4073.89 3540.86
MONEPCAC40CAC 40 FCE 5210.48 4530.85 7443.54 6472.64 EUR Yes 6095.70 5300.61
MONEPFEFFTSEUROFIRST 80 NEW FEF 17637.36 N/A 17637.36 15336.83 EUR No 17637.36 15336.83
MONEPFEOFTSEUROFIRST 100 NEW FEO 11698.33 N/A 11698.33 10172.46 EUR No 11698.33 10172.46
MONEPCAC40CAC 40 MFC 521.048 453.085 744.354 647.264 EUR No 609.57 530.061
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 275100.9 N/A 275100.9 239218.2 INR Yes 9126.92 7936.45
NSEEURINREURO IN INDIAN RUPEE EURINR 11456.59 N/A 11456.59 9962.25 INR No 11456.59 9962.25
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 282027.85 N/A 282027.85 245241.75 INR Yes 4318.48 3755.20
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13395.78 N/A 13395.78 11648.50 INR No 13395.78 11648.50
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6897.70 N/A 6897.70 5998 INR No 6897.70 5998
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 249116.4 N/A 249116.4 216622.8 INR Yes 2066.09 1796.60
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 263940.75 N/A 263940.75 229513.5 INR Yes 3499.96 3043.44
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 9978.55 N/A 9978.55 8677.00 INR Yes 9978.55 8677.00
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 46760.61 N/A 46760.61 40661.40 USD No 46760.62 40661.40
NYBOTCCCOCOA NYBOT CC 15349.48 N/A 15349.48 13347.37 USD Yes 15349.48 13347.37
NYBOTCTCOTTON NO. 2 CT 2343.43 N/A 2343.43 2037.77 USD Yes 2343.43 2037.77
NYBOTDXNYBOT US DOLLAR FX DX 2873.16 N/A 2873.16 2498.40 USD Yes 2873.16 2498.40
NYBOTNYFANGNYSE FANG+ INDEX FNG 12610.60 N/A 12610.60 10964.57 USD No 12610.60 10964.57
NYBOTKCCOFFEE "C" KC 17592.98 N/A 17592.98 15298.25 USD Yes 17592.98 15298.25
NYBOTOJFC ORANGE JUICE "A" OJ 11918.20 N/A 11918.20 10362.99 USD Yes 11918.20 10362.99
NYBOTRSCANOLA RS 1390.75 N/A 1390.75 1077.18 CAD No 1238.75 1077.18
NYBOTSBSUGAR NO. 11 SB 1661.17 N/A 1661.17 1444.50 USD Yes 1661.17 1444.50
NYBOTSFSUGAR #16 112000 LBS SF 1469.16 N/A 1469.16 1276.80 USD No 1469.16 1276.80
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBBNYMEX BRENT FINANCIAL FUTURES INDEX BB 16977.03 N/A 16977.03 13581.62 USD No 16977.025 13581.62
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 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 8814.03 N/A 8814.03 7664.37 USD No 8814.03 7664.37
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 8814.03 N/A 8814.03 7664.37 USD No 8814.03 7664.37
NYMEXHOHEATING OIL HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 8814.13 N/A 8814.13 7664.37 USD No 8814.13 7664.37
NYMEXMCLMICRO WTI CRUDE OIL MCL 1625 N/A 1625 1300 USD Yes 1625 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2604.02 N/A 2604.02 2083.21 USD No 2604.02 2083.21
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 881.403 N/A 881.403 766.437 USD No 881.403 766.437
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 8814.03 N/A 8814.03 7664.37 USD Yes 8814.03 7664.37
NYMEXPAPALLADIUM INDEX PA 18615.96 N/A 18615.96 16187.45 USD No 18615.96 16187.45
NYMEXPLPLATINUM INDEX PL 6912.54 N/A 6912.54 6010.91 USD No 6912.54 6010.91
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 2203.51 N/A 2203.51 1916.09 USD No 2203.51 1916.09
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8125.39 N/A 8125.39 6500 USD No 8125.39 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 6873.06 N/A 6873.06 5976.58 USD No 6873.06 5976.58
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 7477.48 N/A 7477.48 6499.52 USD No 8777.48 6499.52
NYSELIFFEM1EUMSCI EUROPE NTR EU9 11455.88 N/A 11455.88 9956.74 USD No 12215.88 9956.74
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 12821.75 N/A 12821.75 11149.35 USD No 13197.75 11149.35
NYSELIFFEMXEAMSCI EAFE INDEX MFS 6466.12 5622.72 9237.32 8032.45 USD No 10592.31 8032.45
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 3247.51 2823.92 4639.30 4034.17 USD No 5539.30 4034.17
NYSELIFFEMXUSMSCI USA INDEX MUN 66746.61 N/A 66746.61 58040.53 USD No 66781.62 58040.53
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 22911.81 N/A 22911.81 19920 SEK No 22911.80 19920
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 16744.805 14560.70 23921.15 20801 SEK Yes 23921.15 20801
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 1032.97 N/A 1032.97 898.232 SEK No 6511.20 896.699
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 2780749.335 2418042.90 3972499.05 3454347 JPY Yes 3405631.85 2961419
OSE.JPNN225MNIKKEI 225 MINI 225M 278074.93 241804.29 397249.905 345434.70 JPY Yes 340563.185 296141.90
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 27807.49 24180.43 39724.99 34543.47 JPY No 34056.32 29614.19
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 151712.35 N/A 151712.35 131917.20 JPY No 151712.35 131917.20
OSE.JPNTPXC30TOPIX CORE30 C30 125032.30 N/A 125032.30 108723.74 JPY No 125032.30 108723.74
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 504901.97 N/A 504901.97 438989.61 JPY No 504901.97 438989.61
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 2290402.61 N/A 2290402.61 1991654.45 JPY Yes 2290402.61 1991654.45
OSE.JPNMJMINI 10 YEAR JGB JBLM 229040.26 N/A 229040.26 199165.44 JPY No 229040.26 199165.44
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 63463.11 N/A 63463.11 55182.40 JPY No 63463.11 55182.40
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 150650 N/A 150650 131000 JPY No 199525 173500
OSE.JPNTSEREITTSE REIT INDEX REIT 161682.48 N/A 161682.48 140544.30 JPY No 161682.48 140544.30
OSE.JPNTOPXTOPIX INDEX TPX 1451145.28 1261865.46 2073064.69 1802664.95 JPY No 2073064.69 1802664.95
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 145114.53 126186.55 207306.47 180266.49 JPY No 207306.47 180266.49
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 N/A 16250 13000 USD No 16250.00 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 14519.70 N/A 14519.70 11615.76 USD No 14519.70 11615.76
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 15349.48 N/A 15349.48 13347.37 USD No 15349.48 13347.37
QBALGOIUSCTCOTTON NO. 2 CT 2343.43 N/A 2343.43 2037.77 USD No 2343.43 2037.77
QBALGOIUSDXNYBOT US DOLLAR FX DX 2873.16 N/A 2873.16 2498.40 USD No 2873.16 2498.40
QBALGOIUSKCCOFFEE "C" KC 17592.98 N/A 17592.98 15298.25 USD No 17592.98 15298.25
QBALGOIUSOJFC ORANGE JUICE "A" OJ 11918.20 N/A 11918.20 10362.99 USD No 11918.20 10362.99
QBALGOIUSSBSUGAR NO. 11 SB 1661.17 N/A 1661.17 1444.50 USD No 1661.17 1444.50
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 319394.68 N/A 319394.68 277734.51 JPY No 319394.71 277734.51
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1736.95 N/A 1736.95 1510.39 USD No 1736.95 1510.39
SGXXINA50FTSE/XINHUA CHINA A50 CN 1284.97 1117.37 1835.68 1596.24 USD No 1835.68 1596.24
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4022.99 N/A 4022.99 3498.25 USD No 4022.99 3498.25
SGXXIN0IFTSE CHINA H50 FCH 4539.61 N/A 4539.61 3947.48 USD No 4539.61 3947.48
SGXSCIFTSEUROFIRST 80 NEW FEF 1150 N/A 1150 1000 USD No 1150 1000
SGXWIIDNFTSE INDONESIA INDEX FID 1734.95 N/A 1734.95 1508.65 USD No 1734.95 1508.65
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 943.214 N/A 943.214 820.187 USD No 943.214 820.187
SGXINRUNITED STATES DOLLAR INR 9984.88 N/A 9984.88 8682.50 USD No 9984.87 8682.50
SGXINXSGX USD/INR (USD) MONTH-END INX 9976.54 N/A 9976.54 8675.25 USD No 9976.54 8675.25
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2650.75 N/A 2650.75 2305 USD No 2650.75 2305
SGXSGBSGX MINI JGB INDEX JB 368512.67 N/A 368512.67 320395.09 JPY No 368512.97 320395.09
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 376567.37 N/A 376567.37 327449.89 JPY No 376567.37 327449.89
SGXKRWKOREAN WON KRW 10438.74 N/A 10438.74 9075 USD No 10438.74 9075
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 2087.25 N/A 2087.25 1815 USD No 2087.25 1815
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6161.01 N/A 6161.01 5357.40 CNH No 6161.01 5357.40
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1830800 N/A 1830800 1592000 JPY No 1830800 1592000
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2012.51 1750.01 2875.02 2500.02 USD No 2875.02 2500.02
SGXSGXNKSGX: NIKKEI 225 NK 1046500 910000 1495000 1300000 JPY Yes 1495000 1300000
SGXSGXNKMSGX: NIKKEI 225 MINI NS 209300 182000 299000 260000 JPY No 299000 260000
SGXN225USGX: USD NIKKEI 225 INDEX NU 47468.68 N/A 47468.68 41277.11 USD No 47468.68 41277.11
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 5568.85 N/A 5568.85 4842.15 SGD No 5568.85 4842.15
SGXSTISGX STRAITS TIMES INDEX ST 5020.50 N/A 5020.50 4365.65 SGD No 5020.50 4365.65
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2729.40 N/A 2729.40 2373.26 USD No 2730.40 2374.26
SGXTSR20SICOM RUBBER TF 690.00 N/A 690.00 600.00 USD No 690.00 600.00
SGXTONA3 MONTH COMPOUNDED TONA TONA 41400.44 N/A 41400.44 36000.00 JPY No 41400.94 36000.00
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1845.96 N/A 1845.96 1605.18 USD No 1845.96 1605.18
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 8191.20 N/A 8191.20 7122.78 USD No 8192.70 7122.78
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4186.02 3640.02 5980.03 5200.03 USD No 5980.03 5200.03
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 24644.04 N/A 24644.04 21429.60 CNH Yes 24644.04 21429.60
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 8796449.80 N/A 8796449.80 7649086.79 JPY No 8796453.30 7649086.79
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1392.30 N/A 1392.30 1210.54 SGD No 1392.30 1210.54
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1759289.96 N/A 1759289.96 1529817.36 JPY No 1759290.66 1529817.36
SGXC52COMFORTDELGRO CORP LTD YCDD 1233.86 N/A 1233.86 1072.92 SGD No 1241.68 1072.93
SGXD05DBS GROUP HOLDINGS LTD YDBS 4197.98 N/A 4197.98 3650.42 SGD No 4372.58 3650.42
SGXG13GENTING SINGAPORE LTD YGEN 612.616 N/A 612.616 532.71 SGD No 644.016 532.71
SGXBN4KEPPEL LTD YKEP 3846.54 N/A 3846.54 3344.82 SGD No 4230.34 3344.82
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5535.99 N/A 5535.99 4813.90 SGD No 5678.65 4813.90
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 3425.48 N/A 3425.48 2978.68 SGD No 3743.31 2978.68
SGXY92THAI BEVERAGE PCL YTBE 802.447 N/A 802.447 697.78 SGD No 954.275 697.77
SGXU11UNITED OVERSEAS BANK LTD YUOB 6010.55 N/A 6010.55 5226.56 SGD No 6174.30 5226.56
SGXF34WILMAR INTERNATIONAL LTD YWIL 2528.13 N/A 2528.13 2198.37 SGD No 2648.91 2198.37
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 19905.74 N/A 19905.74 4561.80 SGD No 5565.07 4561.80
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 13511.925 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 1926.95 N/A 1926.95 1675.60 AUD No 1926.94 1675.60
SNFEXT10 YEAR TREASURY BOND 6% XT 3036 N/A 3036 2640 AUD No 3036 2640
SNFEYT3 YEAR TREASURY BOND 6% YT 1244.36 N/A 1244.36 1082.05 AUD No 1244.36 1082.05

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.