Futures & FOPs Margin Requirements
Futures and FOPs Margin Overview
US Futures and FOPs Margin Requirements
For residents of the United States trading futures and FOPs:
- Risk-based margin
- Portfolio margin
Interactive Brokers will calculate both methodologies and assess the higher of the two to your account.
The complete margin requirement details are listed in the sections below.
Futures Margin
Futures margin requirements are based on risk-based algorithms. All margin requirements are expressed in the currency of the traded product and can change frequently. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by the respective clearing house.
Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows.
Futures margin trading in an Individual Retirement Account (IRA) is subject to substantially higher margin requirements than in a non-IRA margin account. Margin rates in an IRA margin account may meet or exceed twice the overnight futures margin requirement imposed in a non-IRA margin account.
Margin requirements for futures are set by each exchange.
Margin Requirements
Euronext Brussels (Belfox)
For more information on these margin requirements, please visit the exchange website.
| Exchange BELFOX | Underlying | Product description | Trading Class | Intraday Initial 1 | Intraday Maintenance 1 | Overnight Initial | Overnight Maintenance | Currency | Has Options | Short Overnight Initial | Short Overnight Maintenance |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BELFOX | BFX | BEL 20 INDEX | BXF | 8813.58 | N/A | 8813.58 | 7663.98 | EUR | Yes 2 | 8813.58 | 7663.98 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BURSAMY | FCPO.MY | CRUDE PALM OIL - MY | FCPO | 8050 | N/A | 8050 | 7000 | MYR | No | 8050 | 7000 |
| BURSAMY | FBMKLCI | FKLI | FKLI | 3220 | 2800 | 4600 | 4000 | MYR | No | 4600 | 4000 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CBOT | 10Y | 10 YEAR MICRO TREASURY YIELD | 10Y | 603.782 | N/A | 603.782 | 525 | USD | No | 603.782 | 525 |
| CBOT | 2YY | 2 YEAR MICRO TREASURY YIELD | 2YY | 664.125 | N/A | 664.125 | 577.50 | USD | No | 664.125 | 577.50 |
| CBOT | 30Y | 30 YEAR MICRO TREASURY YIELD | 30Y | 543.375 | N/A | 543.375 | 472.50 | USD | No | 543.375 | 472.50 |
| CBOT | 5YY | 5 YEAR MICRO TREASURY YIELD | 5YY | 623.875 | N/A | 623.875 | 542.50 | USD | No | 623.875 | 542.50 |
| CBOT | AIGCI | BLOOMBERG COMMODITY INDEX | AW | 856.327 | N/A | 856.327 | 744.541 | USD | No | 856.327 | 744.541 |
| CBOT | DHB | BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED | DHB | 1505.85 | N/A | 1505.85 | 1307.33 | USD | No | 1505.85 | 1307.33 |
| CBOT | DHY | BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX | DHY | 3484.91 | N/A | 3484.91 | 3030.36 | USD | No | 3484.91 | 3030.36 |
| CBOT | HYB | BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID | HYB | 2735.58 | N/A | 2735.58 | 2377.47 | USD | No | 2735.58 | 2377.47 |
| CBOT | IQB | BLOOMBERG U.S. CORPORATE INVESTMENT GRADE | IQB | 2807.56 | N/A | 2807.56 | 2440.88 | USD | No | 2807.56 | 2440.88 |
| CBOT | KE | HARD RED WINTER WHEAT -KCBOT- | KE | 2090.76 | N/A | 2090.76 | 1818.05 | USD | Yes | 2491.32 | 2166.37 |
| CBOT | MTN | MICRO ULTRA 10-YEAR U.S TREASURY NOTE | MTN | 456.957 | N/A | 456.957 | 396.887 | USD | No | 456.945 | 396.887 |
| CBOT | MWN | MICRO ULTRA US TREASURY BOND | MWN | 763.386 | N/A | 763.386 | 663.394 | USD | No | 763.436 | 663.394 |
| CBOT | MYM | MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX | MYM | 1157.59 | 1006.60 | 1653.70 | 1438 | USD | No | 1574.35 | 1369 |
| CBOT | MZC | MICRO CORN FUTURES | MZC | 161.904 | N/A | 161.904 | 140.786 | USD | No | 158.657 | 137.963 |
| CBOT | MZL | MICRO SOYBEAN OIL FUTURES | MZL | 342.739 | N/A | 342.739 | 298.034 | USD | No | 369.461 | 321.269 |
| CBOT | MZM | MICRO SOYBEAN MEAL FUTURES | MZM | 246.722 | N/A | 246.722 | 214.541 | USD | No | 243.075 | 211.37 |
| CBOT | MZS | MICRO SOYBEAN FUTURES | MZS | 377.945 | N/A | 377.945 | 328.648 | USD | No | 354.773 | 308.498 |
| CBOT | MZW | MICRO WHEAT FUTURES | MZW | 199.815 | N/A | 199.815 | 173.752 | USD | No | 250.685 | 217.987 |
| CBOT | QDF | SPOT-QUOTED DOW (CLEARED FUTURE) | QDF | 232.645 | 202.30 | 332.35 | 289 | USD | No | 317.40 | 276 |
| CBOT | QDOW | SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES | QDOW | 232.645 | 202.30 | 332.35 | 289 | USD | No | 317.40 | 276 |
| CBOT | DJUSRE | DOW JONES US REAL ESTATE INDEX | RX | 3699.09 | N/A | 3699.09 | 3216.26 | USD | No | 3699.10 | 3216.26 |
| CBOT | TN | ULTRA 10-YEAR US TREASURY NOTE | TN | 2932.68 | N/A | 2932.68 | 2550.05 | USD | No | 2932.56 | 2550.05 |
| CBOT | TWE | 20-YEAR U.S. TREASURY BOND | TWE | 4945.01 | N/A | 4945.01 | 4300.01 | USD | No | 4945.01 | 4300.01 |
| CBOT | UB | ULTRA TREASURY BOND | UB | 5922.53 | N/A | 5922.53 | 5150.02 | USD | Yes | 5923.03 | 5150.02 |
| CBOT | YC | MINI SIZED CORN FUTURES | XC | 323.809 | N/A | 323.809 | 281.573 | USD | No | 317.314 | 275.925 |
| CBOT | YK | MINI SIZED SOYBEAN FUTURES | XK | 755.891 | N/A | 755.891 | 657.296 | USD | No | 709.546 | 616.997 |
| CBOT | YW | MINI SIZED WHEAT FUTURES | XW | 399.63 | N/A | 399.63 | 347.504 | USD | No | 501.369 | 435.973 |
| CBOT | YIA | 1-YEAR ERIS SOFR SWAP FUTURES | YIA | 345.00 | N/A | 345.00 | 300.00 | USD | No | 374.326 | 325.152 |
| CBOT | YIC | 3-YEAR ERIS SOFR SWAP FUTURES | YIC | 862.50 | N/A | 862.50 | 750 | USD | No | 892.409 | 775.66 |
| CBOT | YID | 4-YEAR ERIS SOFR SWAP FUTURES | YID | 1063.75 | N/A | 1063.75 | 925 | USD | No | 1123.09 | 976.253 |
| CBOT | YIT | 2-YEAR ERIS SOFR SWAP FUTURES | YIT | 1268.77 | N/A | 1268.77 | 1102.93 | USD | No | 690.306 | 600.266 |
| CBOT | YIW | 5-YEAR ERIS SOFR SWAP FUTURES | YIW | 2483.54 | N/A | 2483.54 | 2159.26 | USD | No | 4234.59 | 3682.25 |
| CBOT | YM | E-MINI DOW JONES INDUSTRIAL AVERAGE | YM | 11574.32 | 10064.62 | 16534.74 | 14378.03 | USD | Yes | 15742.35 | 13689 |
| CBOT | Z3N | 3 YEAR US TREASURY NOTE | Z3N | 2070.06 | N/A | 2070.06 | 1800 | USD | No | 2070.37 | 1800 |
| CBOT | ZB | US TREASURY BOND | ZB | 4255.25 | N/A | 4255.25 | 3700 | USD | Yes | 4255 | 3700 |
| CBOT | ZC | CORN FUTURES | ZC | 1619.04 | N/A | 1619.04 | 1407.86 | USD | Yes | 1586.57 | 1379.63 |
| CBOT | ZF | 5 YEAR US TREASURY NOTE | ZF | 1437.50 | N/A | 1437.50 | 1250.00 | USD | Yes | 1437.75 | 1250.00 |
| CBOT | ZL | SOYBEAN OIL FUTURES | ZL | 3427.39 | N/A | 3427.39 | 2980.34 | USD | Yes | 3494.98 | 3039.11 |
| CBOT | ZM | SOYBEAN MEAL FUTURES | ZM | 2467.22 | N/A | 2467.22 | 2145.41 | USD | Yes | 2337.12 | 2032.28 |
| CBOT | ZN | 10 YEAR US TREASURY NOTE | ZN | 2156.25 | N/A | 2156.25 | 1875 | USD | Yes | 2156.37 | 1875 |
| CBOT | ZO | OAT FUTURES | ZO | 3162.42 | N/A | 3162.42 | 2749.34 | USD | Yes | 3433.46 | 2984.98 |
| CBOT | ZQ | 30 DAY FED FUNDS | ZQ | 1178.76 | N/A | 1178.76 | 1025 | USD | Yes 2 | 2615.54 | 2274.38 |
| CBOT | ZR | ROUGH RICE FUTURES | ZR | 3560.61 | N/A | 3560.61 | 3096.18 | USD | Yes | 2253.56 | 1959.61 |
| CBOT | ZS | SOYBEAN FUTURES | ZS | 3779.45 | N/A | 3779.45 | 3286.48 | USD | Yes | 3547.73 | 3084.98 |
| CBOT | ZT | 2 YEAR US TREASURY NOTE | ZT | 1380 | N/A | 1380 | 1200 | USD | Yes | 1380.625 | 1200 |
| CBOT | ZW | WHEAT FUTURES | ZW | 1998.15 | N/A | 1998.15 | 1737.52 | USD | Yes | 2506.85 | 2179.87 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CDE | CGB | 10 YEAR GOVERNMENT OF CANADA BONDS | CGB | 2412.59 | N/A | 2412.59 | 2097.90 | CAD | No | 2412.59 | 2097.90 |
| CDE | CGF | 5 YEAR GOVERNMENT OF CANADA BONDS | CGF | 1455.63 | N/A | 1455.63 | 1265.76 | CAD | No | 1455.62 | 1265.76 |
| CDE | CGZ | 2 YEAR GOVERNMENT OF CANADA BONDS | CGZ | 634.272 | N/A | 634.272 | 551.54 | CAD | No | 634.271 | 551.54 |
| CDE | CRA | 3 MONTH CORRA | CRA | 371.462 | N/A | 371.462 | 323.01 | CAD | No | 492.78 | 428.50 |
| CDE | TSE60 | S&P CANADA 60 INDEX FUTURES (OLD TSE60) | SXF | 16299.78 | 14173.72 | 23285.40 | 20248.17 | CAD | No | 23285.40 | 20248.17 |
| CDE | TSE60 | S&P CANADA 60 INDEX FUTURES (OLD TSE60) | SXM | 14124.02 | N/A | 14124.02 | 12281.76 | CAD | No | 14124.02 | 12281.76 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CFE | IBXXIBHY | IBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR | IBHY | 10328.54 | N/A | 10328.54 | 8980.00 | USD | No | 10328.54 | 8980.00 |
| CFE | IBXXIBIG | IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR | IBIG | 8878.25 | N/A | 8878.25 | 7719.39 | USD | No | 8878.25 | 7719.39 |
| CFE | IEMD | IBOXX $ EMERGING MARKET BOND INDEX | IEMD | 360.798 | N/A | 360.798 | 313.701 | USD | No | 360.799 | 313.701 |
| CFE | VA | S&P 500 VARIANCE | VA | 97.75 | N/A | 97.75 | 85 | USD | No | 247.464 | 215.186 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX | 9920.04 | N/A | 9920.04 | 8626.12 | USD | Yes | 28925.45 | 25152.57 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX01 | 9528.61 | N/A | 9528.61 | 8285.75 | USD | No | 26168.61 | 22755.31 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX02 | 9528.61 | N/A | 9528.61 | 8285.75 | USD | No | 25387.17 | 22075.80 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX04 | 8765.67 | N/A | 8765.67 | 7622.32 | USD | No | 27985.09 | 24334.86 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX51 | 9528.61 | N/A | 9528.61 | 8285.75 | USD | No | 26581.64 | 23114.47 |
| CFE | VIX | CBOE VOLATILITY INDEX | VX52 | 9528.61 | N/A | 9528.61 | 8285.75 | USD | No | 26168.61 | 22755.31 |
| CFE | VXM | MINI CBOE VOLATILITY INDEX FUTURES | VXM | 992.004 | N/A | 992.004 | 862.612 | USD | No | 2892.55 | 2515.26 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| CME | AUD | AUSTRALIAN DOLLAR | 6A | 2323.53 | N/A | 2323.53 | 2020.46 | USD | Yes | 2323.53 | 2020.46 |
| CME | GBP | BRITISH POUND | 6B | 2470.81 | N/A | 2470.81 | 2148.53 | USD | Yes | 2470.81 | 2148.53 |
| CME | CAD | CANADIAN DOLLAR | 6C | 1466.74 | N/A | 1466.74 | 1275.42 | USD | Yes | 1466.74 | 1275.42 |
| CME | EUR | EUROPEAN MONETARY UNION EURO | 6E | 3878.65 | N/A | 3878.65 | 3372.74 | USD | Yes | 3878.65 | 3372.74 |
| CME | JPY | JAPANESE YEN | 6J | 3220.22 | N/A | 3220.22 | 2800.19 | USD | Yes | 3226.47 | 2800.19 |
| CME | BRE | BRAZILIAN REAL | 6L | 1900.08 | N/A | 1900.08 | 1381.875 | USD | Yes 2 | 9845.94 | 7160.68 |
| CME | 6M | MEXICAN PESO | 6M | 1897.845 | N/A | 1897.845 | 1650.30 | USD | Yes | 1897.845 | 1650.30 |
| CME | NZD | NEW ZEALAND DOLLAR | 6N | 2009.11 | N/A | 2009.11 | 1747.05 | USD | Yes 2 | 2009.11 | 1747.05 |
| CME | CHF | SWISS FRANC | 6S | 5472.99 | N/A | 5472.99 | 4759.125 | USD | Yes | 5472.99 | 4759.125 |
| CME | ZAR | SOUTH AFRICAN RAND | 6Z | 2369.98 | N/A | 2369.98 | 2060.625 | USD | No | 2369.98 | 2060.625 |
| CME | ACDX | AUSTRALIAN DOLLAR | ACD | 13122.03 | N/A | 13122.03 | 11410.46 | CAD | No | 13122.03 | 11410.46 |
| CME | AJY | AUSTRALIAN DOLLAR | AJY | 2521589.85 | N/A | 2521589.85 | 2192686.82 | JPY | No | 2521590.05 | 2192686.82 |
| CME | BFF | CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES | BFF | 923.674 | N/A | 923.674 | 803.195 | USD | No | 939.312 | 816.793 |
| CME | BQX | CME E-MINI NASDAQ BIOTECHNOLOGY | BIO | 35100.36 | N/A | 35100.36 | 30522.05 | USD | No | 35100.36 | 30522.05 |
| CME | BOS | BOSTON HOUSING INDEX | BOS | 5042.75 | N/A | 5042.75 | 4385.00 | USD | No | 5042.75 | 4385.00 |
| CME | BRR | CME CF BITCOIN REFERENCE RATE | BTC | 159725.95 | N/A | 159725.95 | 136907.96 | USD | Yes | 159725.95 | 136907.96 |
| CME | BTCEURRR | CME CF BITCOIN-EURO REFERENCE RATE | BTE | 221806.25 | N/A | 221806.25 | 192875 | EUR | No | 266167.50 | 231450 |
| CME | CB | CME CASH-SETTLED BUTTER FUTURES | CB | 4973.46 | N/A | 4973.46 | 4324.75 | USD | No | 3225.33 | 2804.64 |
| CME | CHI | CHICAGO HOUSING INDEX | CHI | 3182.63 | N/A | 3182.63 | 2767.50 | USD | No | 3182.62 | 2767.50 |
| CME | CLP | CHILEAN PESO | CHP | 4893.04 | N/A | 4893.04 | 4254.82 | USD | No | 4898.04 | 4254.82 |
| CME | CJY | CANADIAN DOLLAR | CJY | 2498054.28 | N/A | 2498054.28 | 2172220.93 | JPY | No | 2498054.08 | 2172220.93 |
| CME | CNH | UNITED STATES DOLLAR | CNH | 24223.06 | N/A | 24223.06 | 21052.50 | CNH | No | 24223.06 | 21052.50 |
| CME | CSC | CHEESE | CSC | 6356.21 | N/A | 6356.21 | 5527.14 | USD | No | 6916.35 | 6014.22 |
| CME | CUS | HOUSING INDEX COMPOSITE | CUS | 5154.88 | N/A | 5154.88 | 4482.50 | USD | No | 5154.88 | 4482.50 |
| CME | CZK | CZECH KORUNA | CZK | 20312.37 | N/A | 20312.37 | 17662.93 | USD | Yes 2 | 20312.37 | 17662.93 |
| CME | DA | MILK CLASS III INDEX | DC | 4952.92 | N/A | 4952.92 | 4306.89 | USD | Yes | 5678.60 | 4937.92 |
| CME | DEN | DENVER HOUSING INDEX | DEN | 4496.50 | N/A | 4496.50 | 3910.00 | USD | No | 4496.50 | 3910.00 |
| CME | DY | CME DRY WHEY INDEX | DY | 9594.25 | N/A | 9594.25 | 8342.83 | USD | No | 10227.47 | 8893.45 |
| CME | E7 | EUROPEAN MONETARY UNION EURO | E7 | 2056.34 | N/A | 2056.34 | 1788.11 | USD | No | 2056.34 | 1788.11 |
| CME | EAD | EUROPEAN MONETARY UNION EURO | EAD | 17335.19 | N/A | 17335.19 | 15058.81 | AUD | No | 17335.19 | 15058.81 |
| CME | EBMEUR | MILLING WHEAT FUTURES | EBM | 4436.125 | N/A | 4436.125 | 3857.50 | EUR | No | 5323.35 | 4629 |
| CME | ECD | EUROPEAN MONETARY UNION EURO | ECD | 10168.50 | N/A | 10168.50 | 8831.22 | CAD | No | 10168.50 | 8831.22 |
| CME | ECK | CZECH KORUNA | ECK | 9449.78 | N/A | 9449.78 | 8217.20 | EUR | No | 9449.78 | 8217.20 |
| CME | EEM | MICRO ETHER EURO | EEM | 192.56 | N/A | 192.56 | 167.438 | EUR | No | 192.56 | 167.439 |
| CME | EHF | HUNGARIAN FORINT | EHF | 6441.16 | N/A | 6441.16 | 5595.79 | EUR | Yes 2 | 6435.16 | 5595.79 |
| CME | EMD | E-MINI S&P MIDCAP 400 FUTURES | EMD | 18510.01 | 16095.10 | 26442.87 | 22993 | USD | Yes 2 | 26796.15 | 23301 |
| CME | NIY | YEN DENOMINATED NIKKEI 225 INDEX | ENY | 281618.25 | 244873.965 | 402311.79 | 349819.95 | JPY | No | 384215 | 334100 |
| CME | EPZ | POLISH ZLOTY | EPZ | 6770.05 | N/A | 6770.05 | 5887 | EUR | Yes 2 | 6770.05 | 5887 |
| CME | ES | E-MINI S&P 500 | ES | 17408.22 | 15825.65 | 24868.88 | 22608.08 | USD | Yes | 23207.80 | 21098 |
| CME | SPXESUP | E-MINI S&P 500 ESG | ESG | 21071.47 | N/A | 21071.47 | 18308.76 | USD | No | 21071.47 | 18308.76 |
| CME | ESTR | EURO SHORT-TERM RATE | ESR | 617.50 | N/A | 617.50 | 536.948 | EUR | No | 745.177 | 647.969 |
| CME | ETHEURRR | CME CF ETHER-EURO REFERENCE RATE | ETE | 96277.11 | N/A | 96277.11 | 83719.22 | EUR | No | 96277.33 | 83719.41 |
| CME | ETHUSDRR | CME CF ETHER-DOLLAR REFERENCE RATE | ETH | 72270.79 | N/A | 72270.79 | 62844.17 | USD | Yes | 90338.49 | 78555.21 |
| CME | SPW | S&P 500 EQUAL WEIGHT INDEX | EWF | 12145.60 | N/A | 12145.60 | 10541 | USD | No | 10971 | 9540 |
| CME | GSCI | S&P-GSCI INDEX | GD | 20027.50 | N/A | 20027.50 | 17415.22 | USD | No | 20027.50 | 17415.22 |
| CME | GDK | CLASS IV MILK - 200K LBS | GDK | 2031.18 | N/A | 2031.18 | 1766.24 | USD | No | 2375.72 | 2065.84 |
| CME | GF | FEEDER CATTLE | GF | 11687.33 | N/A | 11687.33 | 10162.90 | USD | Yes | 11687.33 | 10162.90 |
| CME | NF | NON FAT DRY MILK INDEX | GNF | 6237.09 | N/A | 6237.09 | 5423.55 | USD | No | 16201.27 | 14088.06 |
| CME | HE | LEAN HOGS | HE | 3323.80 | N/A | 3323.80 | 2890.26 | USD | Yes | 3323.80 | 2890.26 |
| CME | HUF | HUNGARIAN FORINT | HUF | 12112.05 | N/A | 12112.05 | 10527.00 | USD | Yes 2 | 12106.05 | 10527.00 |
| CME | IBAA | BOVESPA INDEX - USD | IBV | 42225.70 | N/A | 42225.70 | 36718 | USD | No | 40869.85 | 35539 |
| CME | ILS | ISRAELI SHEKEL | ILS | 36506.29 | N/A | 36506.29 | 31744.60 | USD | Yes 2 | 36506.29 | 31744.60 |
| CME | J7 | JAPANESE YEN | J7 | 1828.50 | N/A | 1828.50 | 1590 | USD | No | 1828.50 | 1590 |
| CME | KRW | KOREAN WON | KRW | 19360.13 | N/A | 19360.13 | 14454.25 | USD | Yes 2 | 12527.15 | 9352.75 |
| CME | LAV | LAS VEGAS HOUSING INDEX | LAV | 4269.375 | N/A | 4269.375 | 3712.50 | USD | No | 4269.375 | 3712.50 |
| CME | LAX | LOS ANGELES HOUSING INDEX | LAX | 6302.00 | N/A | 6302.00 | 5480.00 | USD | No | 6302.00 | 5480.00 |
| CME | LBR | LUMBER FUTURES | LBR | 2373.19 | N/A | 2373.19 | 2062.96 | USD | No | 1199.81 | 1042.97 |
| CME | LE | LIVE CATTLE | LE | 5746.99 | N/A | 5746.99 | 4997.38 | USD | Yes | 5746.99 | 4997.38 |
| CME | M2K | MICRO E-MINI RUSSELL 2000 INDEX | M2K | 767.165 | 667.10 | 1095.95 | 953 | USD | No | 1039.60 | 904 |
| CME | M6A | AUSTRALIAN DOLLAR | M6A | 247.25 | N/A | 247.25 | 215.00 | USD | No | 247.25 | 215.00 |
| CME | M6B | BRITISH POUND | M6B | 276.00 | N/A | 276.00 | 240.00 | USD | No | 276.00 | 240.00 |
| CME | M6E | EUROPEAN MONETARY UNION EURO | M6E | 391.156 | N/A | 391.156 | 340.134 | USD | No | 391.156 | 340.134 |
| CME | MBT | MICRO BITCOIN | MBT | 3194.52 | N/A | 3194.52 | 2738.16 | USD | Yes | 3194.52 | 2738.16 |
| CME | MCD | CANADIAN DOLLAR | MCD | 148.056 | N/A | 148.056 | 128.744 | USD | No | 148.056 | 128.744 |
| CME | MES | MICRO E-MINI S&P 500 STOCK PRICE INDEX | MES | 1740.97 | 1582.70 | 2487.10 | 2261 | USD | Yes | 2321 | 2110 |
| CME | MET | MICRO ETHER | MET | 144.542 | N/A | 144.542 | 125.688 | USD | Yes | 180.677 | 157.11 |
| CME | MIA | MIAMI HOUSING INDEX | MIA | 6224.375 | N/A | 6224.375 | 5412.50 | USD | No | 6224.375 | 5412.50 |
| CME | MIR | INDIAN RUPEE | MIR | 1267.99 | N/A | 1267.99 | 1102.50 | USD | No | 1267.99 | 1102.50 |
| CME | MJY | JAPANESE YEN | MJY | 365.70 | N/A | 365.70 | 318.00 | USD | No | 365.70 | 318.00 |
| CME | MNH | UNITED STATES DOLLAR | MNH | 2433.63 | N/A | 2433.63 | 2116.20 | CNH | No | 2433.63 | 2116.20 |
| CME | MNI | MICRO YEN DENOMINATED NIKKEI 225 | MNI | 140802.53 | 122436.98 | 201146.47 | 174909.975 | JPY | No | 192050 | 167000 |
| CME | MNK | MICRO DOLLAR DENOMINATED NIKKEI 225 | MNK | 2085.32 | N/A | 2085.32 | 1813.13 | USD | No | 2085.32 | 1813.13 |
| CME | MNQ | MICRO E-MINI NASDAQ-100 INDEX | MNQ | 2645.86 | 2405.32 | 3779.80 | 3436.18 | USD | Yes | 3779.80 | 3436.18 |
| CME | MSF | SWISS FRANC | MSF | 586.50 | N/A | 586.50 | 510.00 | USD | No | 586.50 | 510.00 |
| CME | MSL | MICRO SOLANA | MSL | 1590.45 | N/A | 1590.45 | 1383 | USD | No | 2093.27 | 1820.24 |
| CME | MXP | MICRO XRP | MXP | 2538.05 | N/A | 2538.05 | 2207 | USD | No | 2538.05 | 2207 |
| CME | NIY | YEN DENOMINATED NIKKEI 225 INDEX | NIY | 1408028.59 | 1224370 | 2011469.41 | 1749100 | JPY | No | 1920845 | 1670300 |
| CME | NKD | DOLLAR DENOMINATED NIKKEI 225 INDEX | NKD | 20853.32 | N/A | 20853.32 | 18131.35 | USD | No | 20853.32 | 18131.35 |
| CME | NOK | NORWEGIAN KRONE | NOK | 21408.06 | N/A | 21408.06 | 18598.75 | USD | No | 21408.06 | 18598.75 |
| CME | NQ | E-MINI NASDAQ 100 | NQ | 26458.57 | 24053.25 | 37797.96 | 34361.78 | USD | Yes | 37797.96 | 34361.78 |
| CME | NYM | NEW YORK HOUSING INDEX | NYM | 4815.625 | N/A | 4815.625 | 4187.50 | USD | No | 4815.625 | 4187.50 |
| CME | PJY | BRITISH POUND | PJY | 2665962.19 | N/A | 2665962.19 | 2318227.55 | JPY | No | 2665961.69 | 2318227.55 |
| CME | PLN | POLISH ZLOTY | PLN | 15022.23 | N/A | 15022.23 | 13062.81 | USD | Yes 2 | 15022.23 | 13062.81 |
| CME | PSF | BRITISH POUND | PSF | 11354.21 | N/A | 11354.21 | 9873.23 | CHF | No | 11354.21 | 9873.23 |
| CME | QBTC | SPOT-QUOTED BITCOIN | QBTC | 249.55 | N/A | 249.55 | 217.00 | USD | No | 249.55 | 217.00 |
| CME | QEF | SPOT-QUOTED ETHER (CLEARED FUTURE) | QEF | 217.35 | N/A | 217.35 | 189 | USD | No | 217.35 | 189 |
| CME | QETH | SPOT-QUOTED ETHER FUTURE | QETH | 227.70 | N/A | 227.70 | 198 | USD | No | 227.70 | 198 |
| CME | QNDX | SPOT QUOTED NASDAQ-100 INDEX | QNDX | 136.85 | 119 | 195.50 | 170 | USD | No | 195.464 | 169.969 |
| CME | QNF | SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE) | QNF | 136.85 | 119 | 195.50 | 170 | USD | No | 192.07 | 167.013 |
| CME | QRF | SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE) | QRF | 154.56 | 134.40 | 220.80 | 192 | USD | No | 209.30 | 182 |
| CME | QRTY | SPOT QUOTED RUSSELL 2000 INDEX | QRTY | 154.56 | 134.40 | 220.80 | 192 | USD | No | 209.30 | 182 |
| CME | QSF | SPOT-QUOTED S&P 500 (CLEARED FUTURE) | QSF | 366.275 | 318.50 | 523.25 | 455 | USD | No | 488.75 | 425 |
| CME | QSPX | SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX | QSPX | 366.275 | 318.50 | 523.25 | 455 | USD | No | 488.75 | 425 |
| CME | QTF | SPOT-QUOTED BITCOIN (CLEARED FUTURE) | QTF | 239.218 | N/A | 239.218 | 208.015 | USD | No | 239.218 | 208.015 |
| CME | RF | EUROPEAN MONETARY UNION EURO | RF | 4132.83 | N/A | 4132.83 | 3592.18 | CHF | No | 4132.83 | 3592.18 |
| CME | RMB | CME CHINESE RENMINBI IN US DOLLAR CROSS RATE | RMB | 8192.025 | N/A | 8192.025 | 7123.50 | USD | Yes 2 | 8192.025 | 7123.50 |
| CME | RME | CME CHINESE RENMINBI IN EURO CROSS RATE | RME | 8620.86 | N/A | 8620.86 | 7496.40 | EUR | Yes 2 | 8621.15 | 7496.40 |
| CME | RP | EUROPEAN MONETARY UNION EURO | RP | 6344.25 | N/A | 6344.25 | 5516.25 | GBP | No | 6344.25 | 5516.25 |
| CME | RS1 | E-MINI RUSSELL 1000 INDEX FUTURES | RS1 | 17243.20 | N/A | 17243.20 | 14994.08 | USD | No | 17243.20 | 14994.08 |
| CME | RSG | E-MINI RUSSELL 1000 GROWTH INDEX FUTURES | RSG | 55464.21 | N/A | 55464.21 | 48184.66 | USD | No | 55464.20 | 48184.66 |
| CME | RSV | E-MINI RUSSELL 1000 VALUE INDEX FUTURES | RSV | 11237.16 | N/A | 11237.16 | 9769.16 | USD | No | 11237.15 | 9769.16 |
| CME | RTY | E-MINI RUSSELL 2000 INDEX | RTY | 7670.845 | 6670.30 | 10958.35 | 9529 | USD | Yes | 10397.15 | 9041 |
| CME | RY | EUROPEAN MONETARY UNION EURO | RY | 1084341.82 | N/A | 1084341.82 | 942730.25 | JPY | Yes 2 | 1084342.07 | 942730.25 |
| CME | SPXDIVAN | S&P 500 DIVIDEND POINTS (ANNUAL) INDEX | SDA | 4542.50 | N/A | 4542.50 | 3950 | USD | No | 4542.50 | 3950 |
| CME | SDG | SAN DIEGO HOUSING INDEX | SDG | 6224.375 | N/A | 6224.375 | 5412.50 | USD | No | 6224.375 | 5412.50 |
| CME | SEK | SWEDISH KRONA | SEK | 13644.01 | N/A | 13644.01 | 11849.15 | USD | No | 13644.01 | 11849.15 |
| CME | SFR | SAN FRANCISCO HOUSING INDEX | SFR | 5074.375 | N/A | 5074.375 | 4412.50 | USD | No | 5074.375 | 4412.50 |
| CME | SGX | SHORT GILT | SG | 341801.50 | N/A | 341801.50 | 297218.70 | USD | No | 341801.55 | 297218.70 |
| CME | SIR | INDIAN RUPEE | SIR | 6339.68 | N/A | 6339.68 | 5512.50 | USD | No | 6339.68 | 5512.50 |
| CME | SJY | SWISS FRANC | SJY | 4258728.00 | N/A | 4258728.00 | 3703241.74 | JPY | No | 4258729.75 | 3703241.74 |
| CME | SMC | E-MINI S&P SMALLCAP 600 FUTURES | SMC | 34074.54 | N/A | 34074.54 | 29630.03 | USD | No | 34074.53 | 29630.03 |
| CME | SOL | CME CF SOLANA – DOLLAR REFERENCE RATE | SOL | 31805.82 | N/A | 31805.82 | 27657.00 | USD | No | 41865.82 | 36404.76 |
| CME | SONIA | STERLING OVERNIGHT INDEX AVERAGE | SON | 747.50 | N/A | 747.50 | 650.00 | GBP | No | 1949.18 | 1694.94 |
| CME | SOFR1 | SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES | SR1 | 1178.76 | N/A | 1178.76 | 1025 | USD | No | 2581.35 | 2244.65 |
| CME | SOFR3 | SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES | SR3 | 833.76 | N/A | 833.76 | 725 | USD | Yes | 1476.03 | 1283.51 |
| CME | SVX | SCHNEIDER ELECTRIC SE | SU | 86957.80 | N/A | 86957.80 | 75615.47 | USD | No | 86957.82 | 75615.47 |
| CME | TBF3 | 13-WEEK US TREASURY BILL | TBF3 | 1087.95 | N/A | 1087.95 | 945.833 | USD | No | 8630.24 | 7502.91 |
| CME | WDC | WASHINGTON DC HOUSING INDEX | WDC | 4781.13 | N/A | 4781.13 | 4157.50 | USD | No | 4781.13 | 4157.50 |
| CME | IXB | MATERIALS SELECT SECTOR INDEX | XAB | 13335.88 | N/A | 13335.88 | 11591.60 | USD | No | 13335.88 | 11591.60 |
| CME | IXE | ENERGY SELECT SECTOR INDEX | XAE | 13462.83 | N/A | 13462.83 | 11704.12 | USD | No | 13462.83 | 11704.12 |
| CME | SIXM | FINANCIAL SELECT SECTOR INDEX | XAF | 10824.80 | N/A | 10824.80 | 9412.04 | USD | No | 9790.53 | 8512.75 |
| CME | IXI | INDUSTRIAL SELECT SECTOR INDEX | XAI | 21899.92 | N/A | 21899.92 | 19032.25 | USD | No | 21899.92 | 19032.25 |
| CME | SIXT | TECHNOLOGY SELECT SECTOR INDEX - | XAK | 31306.60 | N/A | 31306.60 | 27214.05 | USD | No | 31306.59 | 27214.05 |
| CME | IXR | CONSUMER STAPLES SELECT SECTOR INDEX | XAP | 5744.53 | N/A | 5744.53 | 4993.98 | USD | No | 5744.53 | 4993.98 |
| CME | SIXRE | REAL ESTATE SELECT SECTOR INDEX | XAR | 3995.68 | N/A | 3995.68 | 3472.02 | USD | No | 3458.05 | 3007 |
| CME | IXU | UTILITIES SELECT SECTOR INDEX | XAU | 10194.82 | N/A | 10194.82 | 8863.63 | USD | No | 10194.82 | 8863.63 |
| CME | IXV | HEALTH CARE SELECT SECTOR INDEX | XAV | 16477.54 | N/A | 16477.54 | 14324.78 | USD | No | 16477.55 | 14324.78 |
| CME | IXY | CONSUMER DISCRETIONARY SELECT SECTOR INDEX | XAY | 47336.63 | N/A | 47336.63 | 41128.38 | USD | No | 47336.63 | 41128.38 |
| CME | XAZ | COMMUNICATION SERVICES SELECT SECTOR INDEX | XAZ | 11255.31 | N/A | 11255.31 | 9784.07 | USD | No | 10623.70 | 9238 |
| CME | XRP | CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT | XRP | 50740.85 | N/A | 50740.85 | 44121 | USD | No | 50740.85 | 44121 |
COINDERIV
| Exchange COINDERIV | Underlying | Product description | Trading Class | Intraday Initial 1 | Intraday Maintenance 1 | Overnight Initial | Overnight Maintenance | Currency | Has Options | Short Overnight Initial | Short Overnight Maintenance |
|---|---|---|---|---|---|---|---|---|---|---|---|
| COINDERIV | BIP | - | BIP | 249.007 | N/A | 249.007 | 216.528 | USD | No | 249.007 | 216.528 |
| COINDERIV | BIT | - | BIT | 364.243 | N/A | 364.243 | 316.733 | USD | No | 364.245 | 316.735 |
| COINDERIV | ET | - | ET | 177.7325 | N/A | 177.7325 | 154.55 | USD | No | 213.279 | 185.46 |
| COINDERIV | ETP | - | ETP | 113.399 | N/A | 113.399 | 98.608 | USD | No | 113.399 | 98.608 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| COMEX | 1OZ | 1 OUNCE GOLD FUTURES | 1OZ | 323.382 | N/A | 323.382 | 281.202 | USD | No | 323.382 | 281.202 |
| COMEX | ALI | ALUMINUM INDEX | ALI | 8269.61 | N/A | 8269.61 | 7190.97 | USD | No | 8269.61 | 7190.97 |
| COMEX | GC | GOLD | GC | 32338.62 | N/A | 32338.62 | 28120.53 | USD | Yes | 32338.60 | 28120.53 |
| COMEX | HG | COPPER INDEX | HG | 20096.25 | N/A | 20096.25 | 13397.50 | USD | Yes | 20096.25 | 13397.50 |
| COMEX | HRC | HOT-ROLLED COIL STEEL INDEX | HRC | 2196.61 | N/A | 2196.61 | 1910.08 | USD | No | 2830.46 | 2461.25 |
| COMEX | MGC | E-MICRO GOLD | MGC | 3233.86 | N/A | 3233.86 | 2812.05 | USD | Yes | 3233.86 | 2812.05 |
| COMEX | MHG | MICRO COPPER | MHG | 2009.625 | N/A | 2009.625 | 1339.75 | USD | No | 2009.625 | 1339.75 |
| COMEX | QC | COMEX MINY COPPER | QC | 9937.50 | N/A | 9937.50 | 6625.00 | USD | No | 9937.50 | 6625.00 |
| COMEX | QI | COMEX MINY SILVER | QI | 22283.77 | N/A | 22283.77 | 19377.19 | USD | No | 31003.50 | 19377.19 |
| COMEX | QO | COMEX MINY GOLD | QO | 16169.31 | N/A | 16169.31 | 14060.26 | USD | No | 16169.30 | 14060.26 |
| COMEX | SGC | SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES | SGC | 34500 | N/A | 34500 | 30000 | CNH | No | 34500 | 30000 |
| COMEX | SGUF | SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES | SGU | 19888.00 | N/A | 19888.00 | 17293.92 | USD | No | 19888.01 | 17293.92 |
| COMEX | SI | SILVER INDEX | SI | 44567.53 | N/A | 44567.53 | 38754.375 | USD | Yes | 62007 | 38754.375 |
| COMEX | SI | SILVER INDEX | SIL | 8913.51 | N/A | 8913.51 | 7750.875 | USD | No | 12401.40 | 7750.875 |
| COMEX | UX | URANIUM INDEX | UX | 2487.59 | N/A | 2487.59 | 2163.12 | USD | No | 2487.59 | 2163.12 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ENDEX | ECF | ICE ECX EUA FUTURES | ECF | 48507.00 | N/A | 48507.00 | 42180.00 | EUR | No | 48507.00 | 42180.00 |
| ENDEX | TFM | DUTCH TTF NATURAL GAS FUTURES | TFM | 8087.33 | N/A | 8087.33 | 7032.46 | EUR | Yes | 8087.33 | 7032.46 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| EUREX | CONF | SWISS FEDERAL LONG-TERM BONDS | CONF | 8732.24 | N/A | 8732.24 | 7593.25 | CHF | No | 8732.24 | 7593.25 |
| EUREX | FBON | EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS | FBON | 7416.47 | N/A | 7416.47 | 6449.11 | EUR | No | 7416.47 | 6449.11 |
| EUREX | BTP | EURO-BTP ITALIAN GOVERNMENT BOND | FBTP | 2962.97 | N/A | 2962.97 | 2576.50 | EUR | Yes | 4256.35 | 3701.17 |
| EUREX | BTS | SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND | FBTS | 1104.91 | N/A | 1104.91 | 960.789 | EUR | No | 1401.23 | 1218.46 |
| EUREX | DJUBS | DOW JONES-UBS COMMODITY INDEX | FCCO | 3774.82 | N/A | 3774.82 | 3282.46 | USD | No | 3774.82 | 3282.46 |
| EUREX | SD3ED | EURO STOXX SELECT DIVIDEND 30 DVP | FD3D | 2628.90 | N/A | 2628.90 | 2286.00 | EUR | No | 2628.90 | 2286.00 |
| EUREX | DAX | DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) | FDAX | 35241.09 | 30644.425 | 50344.41 | 43777.75 | EUR | Yes | 49026.80 | 42632 |
| EUREX | DDAX | DIVDAX PRICE INDEX | FDIV | 9908.40 | N/A | 9908.40 | 8616.00 | EUR | Yes 2 | 9908.40 | 8616.00 |
| EUREX | DAX | DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) | FDXM | 7048.22 | 6128.885 | 10068.88 | 8755.55 | EUR | No | 9805.36 | 8526.40 |
| EUREX | DAX | DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) | FDXS | 1409.64 | 1225.78 | 2013.78 | 1751.11 | EUR | Yes | 1961.07 | 1705.28 |
| EUREX | DBEA | EURO STOXX BANKS INDEX DIVIDEND FUTURES | FEBD | 524.544 | N/A | 524.544 | 456.1255 | EUR | No | 504.983 | 439.1155 |
| EUREX | FECX | BLOOMBERG MSCI EURO CORPORATE SRI INDEX | FECX | 2181.00 | N/A | 2181.00 | 1895.59 | EUR | No | 2181.00 | 1895.59 |
| EUREX | DJSD | EURO STOXX SELECT DIVIDEND 30 INDEX | FEDV | 3467.94 | 3015.60 | 4954.20 | 4308 | EUR | Yes 2 | 4954.20 | 4308 |
| EUREX | FEHY | LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX | FEHY | 1424.31 | N/A | 1424.31 | 1238.18 | EUR | No | 886.954 | 771.048 |
| EUREX | ESA | EURO STOXX 600 AUTOMOBILE & PARTS | FESA | 6303.69 | N/A | 6303.69 | 5481.47 | EUR | Yes 2 | 6303.69 | 5481.47 |
| EUREX | SX7E | EURO STOXX BANKS INDEX | FESB | 1178.81 | 1025.05 | 1684.01 | 1464.36 | EUR | Yes | 1528.55 | 1329.17 |
| EUREX | SX4E | EURO STOXX CHEMICALS | FESC | 5220.76 | N/A | 5220.76 | 4539.79 | EUR | Yes 2 | 4719.63 | 4104.03 |
| EUREX | ESE | EURO STOXX OIL & GAS | FESE | 2082.49 | N/A | 2082.49 | 1810.84 | EUR | Yes 2 | 1886.64 | 1640.545 |
| EUREX | ESF | EURO STOXX FINANCIAL SERVICES INDEX | FESF | 3196.62 | N/A | 3196.62 | 2779.67 | EUR | Yes 2 | 2864.34 | 2490.73 |
| EUREX | SXNE | EURO STOXX INDUSTRIAL GOODS&SERVICES | FESG | 6972.18 | N/A | 6972.18 | 6062.77 | EUR | Yes 2 | 6276.01 | 5457.40 |
| EUREX | SXDE | EURO STOXX HEALTHCARE | FESH | 2743.78 | N/A | 2743.78 | 2385.89 | EUR | Yes 2 | 2730.94 | 2374.73 |
| EUREX | ESI | EURO STOXX INSURANCE | FESI | 3236.79 | N/A | 3236.79 | 2813.83 | EUR | Yes 2 | 2775.66 | 2412.96 |
| EUREX | ESM | EURO STOXX MEDIA INDEX | FESM | 1323.93 | N/A | 1323.93 | 1151.24 | EUR | Yes 2 | 1038.47 | 903.015 |
| EUREX | SXOE | EURO STOXX CONSTRUCTION | FESN | 3826.75 | N/A | 3826.75 | 3327.61 | EUR | Yes 2 | 3758.52 | 3268.28 |
| EUREX | SX3E | EURO STOXX FOOD&BEVERAGES | FESO | 1262.70 | N/A | 1262.70 | 1098.00 | EUR | Yes 2 | 1262.70 | 1098.00 |
| EUREX | SXRE | EURO STOXX RETAIL | FESR | 4981.73 | N/A | 4981.73 | 4331.94 | EUR | Yes 2 | 5293.48 | 4603.03 |
| EUREX | SXPE | EURO STOXX BASIC RESOURCES | FESS | 1330.23 | N/A | 1330.23 | 1156.72 | EUR | Yes 2 | 1240.31 | 1078.53 |
| EUREX | SXKE | EURO STOXX TELECOMMUNICATIONS | FEST | 979.375 | N/A | 979.375 | 851.63 | EUR | Yes 2 | 956.225 | 831.50 |
| EUREX | ESU | EURO STOXX UTILITIES INDEX | FESU | 1862.15 | N/A | 1862.15 | 1619.24 | EUR | Yes | 1532.69 | 1332.75 |
| EUREX | SXTE | EURO STOXX TRAVEL & LEISURE | FESV | 1061.03 | N/A | 1061.03 | 922.634 | EUR | Yes 2 | 1061.03 | 922.634 |
| EUREX | ESTX50 | EURO STOXX50 | FESX | 3194.90 | 2778.17 | 4564.14 | 3968.82 | EUR | Yes | 4423.76 | 3846.75 |
| EUREX | SX8E | EURO STOXX TECHNOLOGY | FESY | 18452.20 | N/A | 18452.20 | 16045.39 | EUR | Yes 2 | 18452.20 | 16045.39 |
| EUREX | SXQE | EURO STOXX PERSONAL & HOUSEHOLD GOODS | FESZ | 5020.47 | N/A | 5020.47 | 4365.62 | EUR | Yes 2 | 5691.49 | 4949.13 |
| EUREX | EU3 | THREE MONTH EURIBOR | FEU3 | 313.967 | N/A | 313.967 | 273.015 | EUR | Yes | 313.967 | 273.015 |
| EUREX | DESX5 | EURO STOXX 50 INDEX-DIVIDENDEN | FEXD | 2656.50 | 2310 | 3795 | 3300 | EUR | Yes | 3795 | 3300 |
| EUREX | OMXH25 | OMX HELSINKI 25 INDEX | FFOX | 10066.95 | N/A | 10066.95 | 8753.87 | EUR | Yes 2 | 10066.95 | 8753.87 |
| EUREX | FGBC | STERLING LIQUID CORPORATE | FGBC | 909.232 | N/A | 909.232 | 790.637 | GBP | No | 909.232 | 790.637 |
| EUREX | GBL | EURO BUND (10 YEAR BOND) | FGBL | 2242.13 | N/A | 2242.13 | 1949.68 | EUR | Yes | 2893.86 | 2516.40 |
| EUREX | GBM | EURO BOBL (5 YEAR BOND) | FGBM | 1306.06 | N/A | 1306.06 | 1135.71 | EUR | Yes | 1559.63 | 1356.20 |
| EUREX | GBS | EURO SCHATZ (2 YEAR BOND) | FGBS | 451.884 | N/A | 451.884 | 392.943 | EUR | Yes | 542.357 | 471.615 |
| EUREX | GBX | EURO BUXL (15 - 30 YEAR BOND) | FGBX | 5038.88 | N/A | 5038.88 | 4381.63 | EUR | Yes | 5049.67 | 4391.02 |
| EUREX | DJESL | EURO STOXX LARGE | FLCE | 2574.13 | N/A | 2574.13 | 2238.17 | EUR | No | 2248.46 | 1955.00 |
| EUREX | DJ200L | STOXX LARGE 200 INDEX | FLCP | 2364.72 | N/A | 2364.72 | 2056.28 | EUR | No | 1853.25 | 1611.52 |
| EUREX | DJESM | EURO STOXX MID | FMCE | 2285.24 | N/A | 2285.24 | 1987.17 | EUR | No | 1798.00 | 1563.48 |
| EUREX | M1CN | MSCI CHINA NTR USD | FMCH | 2538.02 | N/A | 2538.02 | 2206.97 | USD | No | 3208.41 | 2789.925 |
| EUREX | DJ200 | STOXX MID 200 INDEX | FMCP | 2379.17 | N/A | 2379.17 | 2068.84 | EUR | Yes 2 | 1900.21 | 1652.35 |
| EUREX | M1MS | MSCI EMERGING MARKETS ASIA | FMEA | 6565.09 | N/A | 6565.09 | 5708.77 | USD | No | 5509.04 | 4790.47 |
| EUREX | M1EF | MSCI EMERGING MARKETS NET TOTAL RETURN INDEX | FMEM | 9982.47 | N/A | 9982.47 | 8680.41 | USD | No | 9982.47 | 8680.41 |
| EUREX | MXEU | MSCI EUROPE | FMEP | 1509.59 | N/A | 1509.59 | 1312.69 | EUR | No | 1261.55 | 1097.00 |
| EUREX | M7EU | MSCI EUROPE NET RETURN EUR INDEX | FMEU | 3060.07 | N/A | 3060.07 | 2660.93 | EUR | No | 2545.40 | 2213.39 |
| EUREX | M1IN | MSCI INDIA NTR USD | FMIN | 10005.83 | N/A | 10005.83 | 8700.72 | USD | No | 8788.84 | 7642.47 |
| EUREX | MXJPUS | MSCI JAPAN INDEX - USD | FMJP | 6713.44 | N/A | 6713.44 | 5837.77 | USD | No | 6208.85 | 5399 |
| EUREX | M1TW | MSCI TAIWAN NTR USD | FMTW | 12617.24 | N/A | 12617.24 | 10963.55 | USD | No | 12617.24 | 10963.55 |
| EUREX | MBWO | MSCI WORLD NET EUR INDEX 1 | FMWN | 4104.24 | N/A | 4104.24 | 3568.91 | EUR | No | 3689.67 | 3208.41 |
| EUREX | M1WO | MSCI WORLD NETR USD INDEX | FMWO | 10426.48 | N/A | 10426.48 | 9066.50 | USD | No | 10426.48 | 9066.50 |
| EUREX | MXWO | MSCI WORLD INDEX | FMWP | 6356.30 | N/A | 6356.30 | 5527.22 | USD | No | 6356.30 | 5527.22 |
| EUREX | OAT | EURO-OAT FRENCH GOVERNMENT BOND | FOAT | 2351.28 | N/A | 2351.28 | 2044.59 | EUR | No | 2591.09 | 2253.12 |
| EUREX | DJESS | EURO STOXX SMALL | FSCE | 1447.59 | N/A | 1447.59 | 1258.73 | EUR | No | 1200.02 | 1043.46 |
| EUREX | DJ200S | STOXX SMALL 200 INDEX | FSCP | 1587.86 | N/A | 1587.86 | 1380.75 | EUR | No | 1308.02 | 1137.41 |
| EUREX | SXXPESGX | STOXX EUROPE 600 ESG-X | FSEG | 1613.28 | N/A | 1613.28 | 1402.85 | EUR | No | 1255.19 | 1091.47 |
| EUREX | SLI | SWISS LEADER INDEX (PREIS_INDEX) | FSLI | 3655.46 | N/A | 3655.46 | 3178.66 | CHF | Yes 2 | 3655.46 | 3178.66 |
| EUREX | SMIDP | SMI DIVIDEND POINTS INDEX | FSMD | 8914.80 | N/A | 8914.80 | 7752.00 | CHF | No | 8914.80 | 7752.00 |
| EUREX | SMI | SWISS MARKET INDEX | FSMI | 6211.57 | 5401.36 | 8873.66 | 7716.23 | CHF | Yes | 7462.72 | 6489.32 |
| EUREX | SMIM | SWISS MID-CAP INDEX | FSMM | 3920.63 | N/A | 3920.63 | 3408.33 | CHF | Yes 2 | 3920.63 | 3408.33 |
| EUREX | SMI | SWISS MARKET INDEX | FSMS | 621.157 | 540.136 | 887.366 | 771.623 | CHF | No | 746.272 | 648.932 |
| EUREX | MDAX | MIDCAP DAX | FSMX | 2834.96 | N/A | 2834.96 | 2465.17 | EUR | No | 2303.65 | 2003.16 |
| EUREX | ST3 | THREE MONTH ESTR | FST3 | 63.7177 | N/A | 63.7177 | 55.4067 | EUR | No | 63.7177 | 55.4067 |
| EUREX | SXAP | STOXX 600 AUTOMOBILES & PARTS | FSTA | 2903.29 | N/A | 2903.29 | 2524.60 | EUR | Yes 2 | 2697.12 | 2345.32 |
| EUREX | SX7P | STOXX 600 BANKS | FSTB | 2185.01 | N/A | 2185.01 | 1900.01 | EUR | Yes | 1839.72 | 1599.75 |
| EUREX | SX4P | STOXX 600 CHEMICALS | FSTC | 4325.07 | N/A | 4325.07 | 3760.93 | EUR | Yes 2 | 3693.58 | 3211.81 |
| EUREX | SXEP | STOXX 600 OIL & GAS | FSTE | 1941.36 | N/A | 1941.36 | 1688.14 | EUR | Yes | 1779.62 | 1547.50 |
| EUREX | SXFP | STOXX 600 FINANCIAL SERVICES INDEX | FSTF | 4628.46 | N/A | 4628.46 | 4024.74 | EUR | Yes 2 | 3707.52 | 3223.93 |
| EUREX | SXNP | STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX | FSTG | 4918.53 | N/A | 4918.53 | 4276.98 | EUR | Yes 2 | 4442.02 | 3862.62 |
| EUREX | SXDP | STOXX 600 HEALTHCARE | FSTH | 4311.83 | N/A | 4311.83 | 3749.42 | EUR | Yes 2 | 3479.64 | 3025.77 |
| EUREX | SXIP | STOXX 600 INSURANCE | FSTI | 3055.01 | N/A | 3055.01 | 2656.53 | EUR | Yes 2 | 2504.41 | 2177.74 |
| EUREX | SX86P | STOXX 600 REAL ESTATE | FSTL | 672.016 | N/A | 672.016 | 584.361 | EUR | No | 672.016 | 584.361 |
| EUREX | SXMP | STOXX 600 MEDIA | FSTM | 1365.50 | N/A | 1365.50 | 1187.39 | EUR | Yes 2 | 1208.29 | 1050.69 |
| EUREX | SXOP | STOXX 600 CONSTRUCTION & MATERIALS | FSTN | 3947.73 | N/A | 3947.73 | 3432.81 | EUR | Yes 2 | 3805.58 | 3309.20 |
| EUREX | SX3P | STOXX 600 FOOD & BEVERAGE INDEX | FSTO | 1774.74 | N/A | 1774.74 | 1543.25 | EUR | Yes 2 | 2146.31 | 1866.35 |
| EUREX | SXRP | STOXX 600 RETAIL | FSTR | 1663.63 | N/A | 1663.63 | 1446.64 | EUR | Yes 2 | 1663.63 | 1446.64 |
| EUREX | SXPP | STOXX 600 BASIC RESOURCES INDEX | FSTS | 4009.52 | N/A | 4009.52 | 3486.535 | EUR | Yes | 4253.00 | 3698.265 |
| EUREX | SXKP | STOXX 600 TELECOMMUNICATIONS | FSTT | 710.125 | N/A | 710.125 | 617.50 | EUR | Yes 2 | 710.125 | 617.50 |
| EUREX | SX6P | STOXX 600 UTILITIES | FSTU | 1752.71 | N/A | 1752.71 | 1524.10 | EUR | Yes | 1369.65 | 1191.00 |
| EUREX | SXTP | STOXX 600 TRAVEL & LEISURE | FSTV | 1212.14 | N/A | 1212.14 | 1054.03 | EUR | Yes 2 | 1197.39 | 1041.21 |
| EUREX | STX | STOXX50 | FSTX | 3713.14 | N/A | 3713.14 | 3228.82 | EUR | Yes 2 | 2772.075 | 2410.50 |
| EUREX | SX8P | STOXX 600 TECHNOLOGY | FSTY | 7702.35 | N/A | 7702.35 | 6697.70 | EUR | Yes 2 | 7702.35 | 6697.70 |
| EUREX | SXQP | STOXX 600 PERSONAL & HOUSEHOLD GOODS | FSTZ | 3265.71 | N/A | 3265.71 | 2839.75 | EUR | Yes 2 | 3265.71 | 2839.75 |
| EUREX | ESTX50 | EURO STOXX50 | FSXE | 319.49 | 277.817 | 456.414 | 396.882 | EUR | No | 442.376 | 384.675 |
| EUREX | TDX | TECDAX | FTDX | 7637.37 | N/A | 7637.37 | 6641.19 | EUR | Yes 2 | 7637.37 | 6641.19 |
| EUREX | FUEM | EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED | FUEM | 586.927 | N/A | 586.927 | 510.05 | USD | No | 586.927 | 510.05 |
| EUREX | V2TX | VSTOXX VOLATILITY INDEX | FVS | 896.61 | N/A | 896.61 | 779.661 | EUR | Yes | 2312.23 | 2010.64 |
| EUREX | DJES | EURO STOXX PRICE INDEX | FXXE | 2464.54 | N/A | 2464.54 | 2143.03 | EUR | No | 2022.68 | 1758.81 |
| EUREX | DJ600 | STOXX 600 INDEX | FXXP | 1589.06 | 1381.79 | 2270.08 | 1973.99 | EUR | Yes | 1840.45 | 1600.40 |
| EUREX | TKAB | TKA: THYSSEN-KRUPP AG: ADJ | TKAG | 223.39 | N/A | 223.39 | 194.252 | EUR | No | 223.39 | 194.252 |
| EUREX | UNIB2 | UNA: UNILEVER PLC: ADJ ADJ | UNIH | 888.504 | N/A | 888.504 | 772.612 | EUR | No | 888.504 | 772.612 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FTA | AMX | AMX INDEX | FMX | 8744.32 | N/A | 8744.32 | 7603.76 | EUR | No | 8744.32 | 7603.76 |
| FTA | EOE | AMS EOE INDEX | FTI | 10034.27 | 8725.45 | 14334.67 | 12464.93 | EUR | Yes | 11969.65 | 10408.39 |
| FTA | EOE | AMS EOE INDEX | MFA | 1003.43 | 872.545 | 1433.47 | 1246.49 | EUR | No | 1196.97 | 1040.84 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| HKFE | CES120 | CES CHINA 120 INDEX | CHH | 86912.53 | N/A | 86912.53 | 69530.02 | HKD | No | 86912.53 | 69530.02 |
| HKFE | CNH | HOUSING INDEX COMPOSITE | CUS | 26310.75 | N/A | 26310.75 | 21048.60 | CNH | Yes | 26310.75 | 21048.60 |
| HKFE | HHIDPI | HSCEI DIVIDEND POINT INDEX | DHH | 3750 | N/A | 3750 | 3000 | HKD | No | 3750 | 3000 |
| HKFE | HSIDPI | HSI DIVIDEND POINT INDEX | DHS | 10875 | N/A | 10875 | 8700 | HKD | No | 10875 | 8700 |
| HKFE | GDR | CNH GOLD FUTURES | GDR | 674846.27 | N/A | 674846.27 | 539877.02 | CNH | No | 674846.28 | 539877.02 |
| HKFE | GDU | USD GOLD FUTURES | GDU | 95761.13 | N/A | 95761.13 | 76608.91 | USD | No | 95761.13 | 76608.91 |
| HKFE | HHI.HK 3 | HANG SENG CHINA ENTERPRISE INDEX | HHI | 47675.25 | 38140.20 | 68107.50 | 54486 | HKD | Yes | 68107.50 | 54486 |
| HKFE | HSI | HANG SENG STOCK INDEX | HSI | 103121.32 | 82497.06 | 147316.17 | 117852.94 | HKD | Yes | 147316.17 | 117852.94 |
| HKFE | HSTECH | HANG SENG TECH INDEX | HTI | 30763.96 | 24611.17 | 43948.51 | 35158.81 | HKD | Yes | 43948.51 | 35158.81 |
| HKFE | MCA | MSCI CHINA A 50 CONNECT INDEX | MCA | 4468.81 | 3575.05 | 6384.02 | 5107.21 | USD | No | 6384.02 | 5107.21 |
| HKFE | MCH.HK | MINI-HANG SENG CHINA ENTERPRISES INDEX | MCH | 9535.05 | 7628.04 | 13621.50 | 10897.20 | HKD | Yes | 13621.50 | 10897.20 |
| HKFE | MCS | UNITED STATES DOLLAR | MCS | 5277.13 | N/A | 5277.13 | 4209.96 | CNH | No | 5277.13 | 4209.96 |
| HKFE | MHI | MINI HANG SENG INDEX | MHI | 20624.26 | 16499.41 | 29463.23 | 23570.59 | HKD | Yes | 29463.23 | 23570.59 |
| HKFE | MID.HK | MIAMI HOUSING INDEX | MIA | 1653.19 | N/A | 1653.19 | 1322.55 | USD | No | 1653.19 | 1322.55 |
| HKFE | MND | MSCI INDIA INDEX (USD) - HKFE | MND | 5200.30 | N/A | 5200.30 | 4160.24 | USD | No | 5200.30 | 4160.24 |
| HKFE | MTW | MSCI TAIWAN (USD) INDEX - HKFE | MTW | 9895.47 | N/A | 9895.47 | 7916.16 | USD | No | 9895.47 | 7916.16 |
| HKFE | VHSI | HANG SENG VOLATILITY INDEX | VHS | 49375 | N/A | 49375 | 39500 | HKD | No | 160841.30 | 128673.04 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ICEEU | ER3 | COMPOUNDED ESTR AVERAGE 3 MONTHS RATE | ER3 | 154.537 | N/A | 154.537 | 134.38 | EUR | No | 691.017 | 600.88 |
| ICEEU | SG | GENERALI | G | 2586.81 | N/A | 2586.81 | 2249.40 | GBP | No | 2586.81 | 2249.40 |
| ICEEU | H | MEDIUM GILT | H | 4763.82 | N/A | 4763.82 | 4141.41 | GBP | No | 4763.83 | 4141.41 |
| ICEEU | I | 3 MONTH EURIBOR INTEREST RATE | I | 385.825 | N/A | 385.825 | 335.50 | EUR | Yes | 1068.34 | 928.99 |
| ICEEU | NDUEBRAF | THE MSCI BRAZIL NET TOTAL RETURN | MCG | 8601.63 | N/A | 8601.63 | 7479.68 | USD | No | 8601.63 | 7479.68 |
| ICEEU | O | 5 YEAR EURO SWAPNOTE | O | 3028.28 | N/A | 3028.28 | 2633.28 | EUR | No | 3028.28 | 2633.28 |
| ICEEU | P | 10 YEAR EURO SWAPNOTE | P | 5676.76 | N/A | 5676.76 | 4936.31 | EUR | No | 5676.76 | 4936.31 |
| ICEEU | R | LONG GILT | R | 3016.78 | N/A | 3016.78 | 2623.29 | GBP | No | 3016.78 | 2623.29 |
| ICEEU | SRFXON3 | THREE MONTH SARONA | SA3 | 430.703 | N/A | 430.703 | 374.52 | CHF | No | 936.563 | 814.403 |
| ICEEU | SONIA.N | THREE MONTH SONIA | SO3 | 423.488 | N/A | 423.488 | 368.25 | GBP | Yes | 824.959 | 717.351 |
| ICEEU | SONIO.N | ONE MONTH SONIA | SOA | 564.394 | N/A | 564.394 | 490.771 | GBP | No | 1375.09 | 1195.73 |
| ICEEU | TWS | 2 YEAR EURO SWAPNOTE | TWS | 1278.12 | N/A | 1278.12 | 1111.41 | EUR | No | 1278.13 | 1111.41 |
| ICEEU | UNVB | UNILEVER PLC | UNA | 960.905 | N/A | 960.905 | 825.166 | EUR | No | 948.941 | 825.166 |
| ICEEU | F1DV | FTSE 100 DIVIDEND INDEX | XZ | 1104.93 | N/A | 1104.93 | 960.809 | GBP | No | 1104.93 | 960.809 |
| ICEEU | Y | FTSE 250 INDEX | Y2 | 4409.51 | N/A | 4409.51 | 3834.36 | GBP | No | 4409.51 | 3834.36 |
| ICEEU | Z | FTSE 100 INDEX | Z | 4819.81 | 4191.14 | 6885.44 | 5987.34 | GBP | Yes | 6885.44 | 5987.34 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ICEEUSOFT | C | COCOA | C | 7487.56 | N/A | 7487.56 | 6510.92 | GBP | No | 8421.96 | 7323.45 |
| ICEEUSOFT | D | ROBUSTA COFFEE | RC | 6049 | N/A | 6049 | 5260 | USD | No | 8925.07 | 7760.93 |
| ICEEUSOFT | T | WHEAT | T | 1485.94 | N/A | 1485.94 | 1292.09 | GBP | No | 2126.97 | 1849.49 |
| ICEEUSOFT | W | WHITE SUGAR | W | 1904.90 | N/A | 1904.90 | 1656.43 | USD | No | 1795.15 | 1561 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ICEUS | AUD | AUSTRALIAN DOLLAR | KAU | 6970.59 | N/A | 6970.59 | 6061.38 | USD | No | 7507.94 | 6528.64 |
| ICEUS | EJ | NYBOT EURO IN JAPANESE YEN | KEJ | 26209937.79 | N/A | 26209937.79 | 22791250.25 | JPY | No | 26333268.44 | 22898494.08 |
| ICEUS | EO | EUROPEAN MONETARY UNION EURO | KEO | 10092.52 | N/A | 10092.52 | 8770.23 | USD | No | 10626.55 | 9234.30 |
| ICEUS | ECD | EUROPEAN MONETARY UNION EURO | KEP | 11412.90 | N/A | 11412.90 | 9924.26 | CAD | No | 14438.35 | 12555.09 |
| ICEUS | GB | EUROPEAN MONETARY UNION EURO | KGB | 6343.69 | N/A | 6343.69 | 5516.25 | GBP | No | 6557.78 | 5702.42 |
| ICEUS | EAD | EUROPEAN MONETARY UNION EURO | KRA | 19091.58 | N/A | 19091.58 | 16601.38 | AUD | No | 20182.56 | 17550.05 |
| ICEUS | RZ | NYBOT EURO IN SWISS FRANC | KRZ | 6552.40 | N/A | 6552.40 | 5697.74 | CHF | No | 6809.54 | 5921.34 |
| ICEUS | ZY | SWISS FRANC | KZY | 4258728.00 | N/A | 4258728.00 | 3703241.74 | JPY | No | 4597970.29 | 3998233.51 |
| ICEUS | MP | BRITISH POUND | MP | 7412.44 | N/A | 7412.44 | 6445.60 | USD | No | 7153.07 | 6220.06 |
| ICEUS | SS | BRITISH POUND IN SWISS FRANC | SS | 11321.68 | N/A | 11321.68 | 9844.94 | CHF | No | 12284.22 | 10681.93 |
| ICEUS | GBP | BRITISH POUND | SY | 2665962.19 | N/A | 2665962.19 | 2318227.55 | JPY | No | 3215965.36 | 2796491.62 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IDEM | MIBDIV | FTSE MIB DIVIDEND INDEX | FDIV | 2265.50 | N/A | 2265.50 | 1970 | EUR | No | 2265.50 | 1970 |
| IDEM | FTMIB | FTSE MIB INDEX | FIB | 16100.90 | 14000.78 | 23001.28 | 20001.12 | EUR | Yes | 15634.57 | 13595.27 |
| IDEM | FTMIB | FTSE MIB INDEX | MICR | 644.036 | 560.031 | 920.051 | 800.045 | EUR | No | 625.383 | 543.811 |
| IDEM | FTMIB | MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE | MIN | 3220.18 | 2800.16 | 4600.26 | 4000.22 | EUR | No | 3126.91 | 2719.05 |
| IDEM | SRGB | SNAM & ITALGAS BASKET | SRG7 | 1273.65 | N/A | 1273.65 | 1107.52 | EUR | No | 1273.65 | 1107.52 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IPE | ATW | ICE ROTTERDAM COAL | ATW | 13597.22 | N/A | 13597.22 | 11823.67 | USD | No | 13597.22 | 11823.67 |
| IPE | COIL | ICE BRENT CRUDE | COIL | 16250 | N/A | 16250 | 13000 | USD | Yes | 16250 | 13000 |
| IPE | GOIL | ICE GASOIL | GOIL | 13508.74 | N/A | 13508.74 | 10806.99 | USD | No | 13508.74 | 10806.99 |
| IPE | HOIL | ICE HEATING OIL | HOIL | 25200 | N/A | 25200 | 20160 | USD | No | 25200 | 20160 |
| IPE | NCF | NEWCASTLE COAL FUTURES | NCF | 14224.33 | N/A | 14224.33 | 12368.98 | USD | No | 14224.33 | 12368.98 |
| IPE | NGF | ICE UK NATURAL GAS | NGF | 4854.99 | N/A | 4854.99 | 4221.73 | GBP | No | 22704.40 | 4221.73 |
| IPE | RBOB | ICE NYH RBOB GASOLINE | RBOB | 20948.82 | N/A | 20948.82 | 16759.06 | USD | No | 20948.82 | 16759.06 |
| IPE | WTI | WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL | WTI | 15905.50 | N/A | 15905.50 | 12724.40 | USD | Yes | 15905.50 | 12724.40 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| KSE | K200 | KOSPI200 INDEX | 01 | 13401696 | 10308374.79 | 19145280 | 14726249.70 | KRW | Yes | 19222684.155 | 14726249.70 |
| KSE | K200M | MINI KOSPI200 INDEX | 05 | 2368390.46 | 2059469.97 | 3383414.95 | 2942099.95 | KRW | Yes | 3383414.95 | 2942099.95 |
| KSE | KOSDQ150 | KOSDAQ 150 INDEX | 06 | 1277454.52 | 1110830.02 | 1824935.03 | 1586900.02 | KRW | No | 1824935.03 | 1586900.02 |
| KSE | 3KTB | 3-YEAR KOREA TREASURY BOND | 65 | 100171.76 | N/A | 100171.76 | 87105.88 | KRW | No | 84789.50 | 73730 |
| KSE | FLKTB | 10-YEAR KOREA TREASURY BOND | 67 | 96349.82 | N/A | 96349.82 | 83782.45 | KRW | No | 84789.50 | 73730 |
| KSE | KWY | UNITED STATES DOLLAR | 75 | 363521.84 | N/A | 363521.84 | 316105.95 | KRW | No | 727043.69 | 632211.90 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| LMEOTC | AH | HIGH-GRADE PRIMARY ALUMINIUM | AH | 4673.64 | N/A | 4673.64 | 4064.03 | USD | No | 4985.53 | 4335.24 |
| LMEOTC | CA | CARREFOUR SA | CA | 23763.89 | N/A | 23763.89 | 20663.45 | USD | No | 20871.925 | 18149.50 |
| LMEOTC | PB | LEAD - LME | PB | 3602.44 | N/A | 3602.44 | 3132.46 | USD | No | 4508.17 | 3920.03 |
| LMEOTC | SNLME | TIN FUTURE | SN | 47894.52 | N/A | 47894.52 | 41585.32 | USD | No | 41481.27 | 36016.90 |
| LMEOTC | ZSLME | SOYBEAN FUTURES | ZS | 7716.79 | N/A | 7716.79 | 6710.25 | USD | No | 7716.79 | 6710.25 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MATIF | EBM | MILLING WHEAT FUTURES | EBM | 774.95 | N/A | 774.95 | 673.87 | EUR | Yes | 1323.64 | 1150.99 |
| MATIF | ECO | EUROPEAN RAPESEED FUTURE | ECO | 1691.48 | N/A | 1691.48 | 1470.85 | EUR | Yes | 2527.43 | 2197.77 |
| MATIF | EMA | CORN | EMA | 963.398 | N/A | 963.398 | 837.7325 | EUR | No | 1147.11 | 997.4775 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MEFFRV | FCC1 | FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ | FCI | 256.986 | N/A | 256.986 | 223.466 | EUR | No | 257.758 | 223.466 |
| MEFFRV | IBEX35 | IBEX 35 INDEX | IBX | 11270.01 | 9800 | 16100.01 | 14000 | EUR | No | 16100 | 14000 |
| MEFFRV | IBEX | IBEX 35 INDEX MINI | MIX | 1127.00 | 980 | 1610.00 | 1400 | EUR | Yes | 1610 | 1400 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MEXDER | DEUA | MILK CLASS III INDEX | DA | 7939.77 | N/A | 7939.77 | 6904.15 | MXN | No | 14299.12 | 12434.015 |
| MEXDER | EURO | EUROPEAN MONETARY UNION EURO | EU | 26615.84 | N/A | 26615.84 | 23144.21 | MXN | No | 26615.84 | 23144.21 |
| MEXDER | IPC | MEXICO BOLSA (IPC) INDEX | IPC | 62214.12 | N/A | 62214.12 | 54099.23 | MXN | Yes 2 | 62214.12 | 54099.23 |
| MEXDER | IPC | MEXICO BOLSA (IPC) INDEX | MIP | 12442.82 | N/A | 12442.82 | 10819.85 | MXN | No | 12442.82 | 10819.85 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MONEP | EPEU | FTSE EPRA/NAREIT EURO ZONE | EPE | 3251.00 | N/A | 3251.00 | 2826.96 | EUR | No | 3251.00 | 2826.96 |
| MONEP | EPRA | FTSE EPRA/NAREIT EUROPE | EPR | 3219.19 | N/A | 3219.19 | 2799.30 | EUR | No | 3219.19 | 2799.30 |
| MONEP | CAC40 | CAC 40 | FCE | 4737.31 | 4119.40 | 6767.58 | 5884.85 | EUR | Yes | 5161.56 | 4488.31 |
| MONEP | FEF | FTSEUROFIRST 80 NEW | FEF | 14498.26 | N/A | 14498.26 | 12607.19 | EUR | No | 14498.26 | 12607.19 |
| MONEP | FEO | FTSEUROFIRST 100 NEW | FEO | 11191.51 | N/A | 11191.51 | 9731.75 | EUR | No | 11191.51 | 9731.75 |
| MONEP | CAC40 | CAC 40 | MFC | 473.731 | 411.94 | 676.758 | 588.485 | EUR | No | 516.156 | 448.831 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NSE | BANKNIFTY | NIFTY BANK | BANKNIFTY | 9818.48 | N/A | 9818.48 | 8537.81 | INR | Yes | 9773.74 | 8498.90 |
| NSE | EURINR | EURO IN INDIAN RUPEE | EURINR | 12218.31 | N/A | 12218.31 | 10624.50 | INR | No | 12218.32 | 10624.50 |
| NSE | NSEFIN | NSE NIFTY FINANCIAL SERVICES INDEX FUTURES | FINNIFTY | 4575.62 | N/A | 4575.62 | 3978.44 | INR | Yes | 4554.35 | 3960.31 |
| NSE | GBPINR | BRITISH POUNDS IN INDIAN RUPEE | GBPINR | 13927.77 | N/A | 13927.77 | 12111.00 | INR | No | 13927.77 | 12111.00 |
| NSE | JPYINR | JAPANESE YEN IN INDIAN RUPEE | JPYINR | 7419.77 | N/A | 7419.77 | 6449.13 | INR | No | 7419.77 | 6449.13 |
| NSE | MIDCAPSEL | NIFTY MIDCAP SELECT | MIDCPNIFTY | 2049.35 | N/A | 2049.35 | 1782.04 | INR | Yes | 2038.87 | 1772.93 |
| NSE | NIFTY50 | SGX NSE IFSC NIFTY 50 INDEX | NIFTY | 3704.83 | N/A | 3704.83 | 3221.59 | INR | Yes | 3685.21 | 3204.53 |
| NSE | USDINR | US DOLLARS IN INDIAN RUPEE | USDINR | 10417.85 | N/A | 10417.85 | 9059.00 | INR | Yes | 10417.85 | 9059.00 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NYBOT | LRC30APR | ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR | 30C | 3208.78 | N/A | 3208.78 | 2790.24 | USD | No | 7502.32 | 6523.75 |
| NYBOT | AC | COFFEE "C" METRIC | AC | 66622.95 | N/A | 66622.95 | 57933 | USD | No | 74025.50 | 64370 |
| NYBOT | CC | COCOA NYBOT | CC | 12795.76 | N/A | 12795.76 | 11126.75 | USD | Yes | 10992.19 | 9558.42 |
| NYBOT | CT | COTTON NO. 2 | CT | 1451.01 | N/A | 1451.01 | 1261.74 | USD | Yes | 2079.86 | 1808.57 |
| NYBOT | DX | NYBOT US DOLLAR FX | DX | 2592.24 | N/A | 2592.24 | 2254.11 | USD | Yes | 2753.93 | 2394.72 |
| NYBOT | NYFANG | NYSE FANG+ INDEX | FNG | 17080.02 | N/A | 17080.02 | 14852.19 | USD | No | 17080.02 | 14852.19 |
| NYBOT | KC | COFFEE "C" | KC | 21409.25 | N/A | 21409.25 | 18616.74 | USD | Yes | 23208.18 | 20181.03 |
| NYBOT | OJ | FC ORANGE JUICE "A" | OJ | 8561.91 | N/A | 8561.91 | 7445.14 | USD | Yes | 5145.69 | 4474.51 |
| NYBOT | RS | CANOLA | RS | 1286.20 | N/A | 1286.20 | 1118.43 | CAD | No | 1282.46 | 1115.18 |
| NYBOT | SB | SUGAR NO. 11 | SB | 1671.60 | N/A | 1671.60 | 1453.57 | USD | Yes | 1483.33 | 1289.85 |
| NYBOT | SF | SUGAR #16 112000 LBS | SF | 1610.92 | N/A | 1610.92 | 1400.15 | USD | No | 1935.40 | 1682.18 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NYMEX | BB | NYMEX BRENT FINANCIAL FUTURES INDEX | BB | 16250.00 | N/A | 16250.00 | 13000 | USD | No | 16250 | 13000 |
| NYMEX | BZ | BRENT CRUDE OIL - LAST DAY | BZ | 16250.00 | N/A | 16250.00 | 13000 | USD | Yes | 16250 | 13000 |
| NYMEX | CL | LIGHT SWEET CRUDE OIL | CL | 16250.00 | N/A | 16250.00 | 13000 | USD | Yes | 16250 | 13000 |
| NYMEX | HH | NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX | HH | 10228.73 | N/A | 10228.73 | 8894.55 | USD | No | 10228.73 | 8894.55 |
| NYMEX | HHW | HENRY HUB NATURAL GAS (WEEKLY FUTURES) | HHW | 10228.73 | N/A | 10228.73 | 8894.55 | USD | No | 10228.73 | 8894.55 |
| NYMEX | HO | HEATING OIL | HO | 25200 | N/A | 25200 | 20160 | USD | Yes | 25200 | 20160 |
| NYMEX | HP | NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX | HP | 10229.33 | N/A | 10229.33 | 8894.55 | USD | No | 10229.33 | 8894.55 |
| NYMEX | MCL | MICRO WTI CRUDE OIL | MCL | 1625.00 | N/A | 1625.00 | 1300 | USD | Yes | 1625 | 1300 |
| NYMEX | MHO | MICRO NY HARBOR ULSD | MHO | 2520 | N/A | 2520 | 2016 | USD | No | 2520 | 2016 |
| NYMEX | MHNG | MICRO HENRY HUB NATURAL GAS | MNG | 1022.87 | N/A | 1022.87 | 889.455 | USD | No | 1022.87 | 889.455 |
| NYMEX | MRB | MICRO RBOB GASOLINE | MRB | 2205 | N/A | 2205 | 1764 | USD | No | 2205 | 1764 |
| NYMEX | NG | HENRY HUB NATURAL GAS | NG | 10228.73 | N/A | 10228.73 | 8894.55 | USD | Yes | 10228.73 | 8894.55 |
| NYMEX | PA | PALLADIUM INDEX | PA | 27699.69 | N/A | 27699.69 | 24086.33 | USD | No | 26423.36 | 22976.50 |
| NYMEX | PL | PLATINUM INDEX | PL | 12380.47 | N/A | 12380.47 | 10765.63 | USD | No | 12380.47 | 10765.63 |
| NYMEX | QG | NYMEX MINY NATURAL GAS INDEX | QG | 2557.19 | N/A | 2557.19 | 2223.64 | USD | No | 2557.19 | 2223.64 |
| NYMEX | QM | NYMEX MINY LIGHT SWEET CRUDE OIL | QM | 8125.00 | N/A | 8125.00 | 6500 | USD | No | 8125 | 6500 |
| NYMEX | RB | NYMEX RBOB GASOLINE INDEX | RB | 22050 | N/A | 22050 | 17640 | USD | Yes | 22050 | 17640 |
| NYMEX | TT | NYMEX COTTON INDEX | TT | 3824.22 | N/A | 3824.22 | 3325.41 | USD | No | 4895.25 | 4256.74 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NYSELIFFE | M1MSA | MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR) | ASN | 5830.15 | N/A | 5830.15 | 5069.70 | USD | No | 5830.15 | 5069.70 |
| NYSELIFFE | M1EU | MSCI EUROPE NTR | EU9 | 7488.49 | N/A | 7488.49 | 6511.73 | USD | No | 7488.49 | 6511.73 |
| NYSELIFFE | M1JP | THE MSCI JAPAN NTR | JPP | 13108.66 | N/A | 13108.66 | 11398.83 | USD | No | 13108.65 | 11398.83 |
| NYSELIFFE | MXEA | MSCI EAFE INDEX | MFS | 6226.25 | 5414.13 | 8894.64 | 7734.47 | USD | No | 8894.64 | 7734.47 |
| NYSELIFFE | MXEF | MSCI EMERGING MARKETS INDEX | MME | 3456.99 | 3006.08 | 4938.56 | 4294.39 | USD | No | 4938.55 | 4294.39 |
| NYSELIFFE | MXUS | MSCI USA INDEX | MUN | 73422.13 | N/A | 73422.13 | 63845.32 | USD | No | 73422.12 | 63845.32 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| OMS | OMXESG | OMXS30 ESG RESPONSIBLE INDEX | OMXESG | 26585.06 | N/A | 26585.06 | 23117 | SEK | No | 26585.05 | 23117 |
| OMS | OMXS30 | OMX INDEX (SWEDEN) | OMXS30 | 19303.095 | 16785.30 | 27575.85 | 23979 | SEK | Yes | 27575.85 | 23979 |
| OMS | LUPEB | LUPE: LUNDIN PETROLEUM AB: ADJ | ORRON.FWD | 1077.45 | N/A | 1077.45 | 936.909 | SEK | No | 6761.50 | 936.909 |
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.JPN | N225 | NIKKEI 225 | 225 | 2970315.26 | 2582882.84 | 4243307.52 | 3689832.62 | JPY | Yes | 4243307.52 | 3689832.62 |
| OSE.JPN | N225M | NIKKEI 225 MINI | 225M | 297031.53 | 258288.28 | 424330.75 | 368983.26 | JPY | Yes | 424330.75 | 368983.26 |
| OSE.JPN | N225MC | NIKKEI 225 MICRO | 225MC | 29703.15 | 25828.83 | 42433.08 | 36898.33 | JPY | No | 42433.08 | 36898.33 |
| OSE.JPN | JPNK400 | JPX-NIKKEI INDEX 400 | 400 | 195422.37 | N/A | 195422.37 | 169915.50 | JPY | No | 195422.37 | 169915.50 |
| OSE.JPN | TPXC30 | TOPIX CORE30 | C30 | 164395.30 | N/A | 164395.30 | 142952.43 | JPY | No | 164395.30 | 142952.43 |
| OSE.JPN | DJIA | OSE DOW JONES INDUSTRIAL AVERAGE | DJIA | 626531.60 | N/A | 626531.60 | 544810.08 | JPY | No | 626531.60 | 544810.08 |
| OSE.JPN | JGB | STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND | JBL | 1902504.70 | N/A | 1902504.70 | 1654351.92 | JPY | Yes | 1902504.70 | 1654351.92 |
| OSE.JPN | MJ | MINI 10 YEAR JGB | JBLM | 190250.47 | N/A | 190250.47 | 165435.19 | JPY | No | 190250.47 | 165435.19 |
| OSE.JPN | TSEMOTHR | TSE GROWTH MARKET 250 INDEX | MOTH | 57754.80 | N/A | 57754.80 | 50215.80 | JPY | No | 57754.80 | 50215.80 |
| OSE.JPN | NKVI | NIKKEI 225 VOLATILITY INDEX | NVI | 164737.50 | N/A | 164737.50 | 143250 | JPY | No | 186954.62 | 162569.23 |
| OSE.JPN | TSEREIT | TSE REIT INDEX | REIT | 176132.74 | N/A | 176132.74 | 153114.61 | JPY | No | 176132.74 | 153114.61 |
| OSE.JPN | TOPX | TOPIX INDEX | TPX | 1812558.31 | 1576137.66 | 2589369.02 | 2251625.23 | JPY | No | 2589369.02 | 2251625.23 |
| OSE.JPN | MNTPX | JAPAN MINI TOPIX | TPXM | 181255.83 | 157613.77 | 258936.90 | 225162.52 | JPY | No | 258936.90 | 225162.52 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| QBALGOIEU | COIL | ICE BRENT CRUDE | COIL | 16250 | N/A | 16250 | 13000 | USD | No | 16250 | 13000 |
| QBALGOIEU | GOIL | ICE GASOIL | GOIL | 13508.74 | N/A | 13508.74 | 10806.99 | USD | No | 13508.74 | 10806.99 |
| QBALGOIEU | WTI | WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL | WTI | 15905.50 | N/A | 15905.50 | 12724.40 | USD | No | 15905.50 | 12724.40 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| QBALGOIUS | CC | COCOA NYBOT | CC | 12795.76 | N/A | 12795.76 | 11126.75 | USD | No | 10992.19 | 9558.42 |
| QBALGOIUS | CT | COTTON NO. 2 | CT | 1451.01 | N/A | 1451.01 | 1261.74 | USD | No | 2079.86 | 1808.57 |
| QBALGOIUS | DX | NYBOT US DOLLAR FX | DX | 2592.24 | N/A | 2592.24 | 2254.11 | USD | No | 2753.93 | 2394.72 |
| QBALGOIUS | KC | COFFEE "C" | KC | 21409.25 | N/A | 21409.25 | 18616.74 | USD | No | 23208.18 | 20181.03 |
| QBALGOIUS | OJ | FC ORANGE JUICE "A" | OJ | 8561.91 | N/A | 8561.91 | 7445.14 | USD | No | 5145.69 | 4474.51 |
| QBALGOIUS | SB | SUGAR NO. 11 | SB | 1671.60 | N/A | 1671.60 | 1453.57 | USD | No | 1483.33 | 1289.85 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SGX | AJ | SGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES | AJ | 317195.39 | N/A | 317195.39 | 275822.08 | JPY | No | 327440.81 | 284731.10 |
| SGX | AU | SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES | AU | 1733.99 | N/A | 1733.99 | 1507.81 | USD | No | 1805.34 | 1569.86 |
| SGX | XINA50 | FTSE/XINHUA CHINA A50 | CN | 1471.60 | 1279.66 | 2102.29 | 1828.08 | USD | No | 2102.29 | 1828.08 |
| SGX | CY | SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES | CY | 4102.625 | N/A | 4102.625 | 3567.50 | USD | No | 4102.625 | 3567.50 |
| SGX | XIN0I | FTSE CHINA H50 | FCH | 4085.57 | N/A | 4085.57 | 3552.63 | USD | No | 4085.57 | 3552.63 |
| SGX | SCI | FTSEUROFIRST 80 NEW | FEF | 1196 | N/A | 1196 | 1040 | USD | No | 1196 | 1040 |
| SGX | WIIDN | FTSE INDONESIA INDEX | FID | 1277.49 | N/A | 1277.49 | 1110.79 | USD | No | 1277.49 | 1110.79 |
| SGX | FIVNM30 | FTSE VIETNAM 30 PRICE RETURN INDEX | FVN | 1612.58 | N/A | 1612.58 | 1402.23 | USD | No | 1612.58 | 1402.23 |
| SGX | INR | UNITED STATES DOLLAR | INR | 10406.35 | N/A | 10406.35 | 9049.00 | USD | No | 10406.35 | 9049.00 |
| SGX | INX | SGX USD/INR (USD) MONTH-END | INX | 10419.86 | N/A | 10419.86 | 9060.75 | USD | No | 10419.86 | 9060.75 |
| SGX | IU | SGX INDIAN RUPEE IN US DOLLAR FUTURES | IU | 2538.28 | N/A | 2538.28 | 2207.20 | USD | No | 2538.28 | 2207.20 |
| SGX | SGB | SGX MINI JGB INDEX | JB | 339927.72 | N/A | 339927.72 | 295495.46 | JPY | No | 339927.72 | 295495.46 |
| SGX | KJ | SGX KOREAN WON IN JAPANESE YEN FUTURES | KJ | 344784.81 | N/A | 344784.81 | 299812.88 | JPY | No | 342433.05 | 297767.87 |
| SGX | KRW | KOREAN WON | KRW | 9759.85 | N/A | 9759.85 | 8477.50 | USD | No | 9737.90 | 8463.85 |
| SGX | KU | SGX KOREAN WON IN US DOLLAR FUTURES (MINI) | KU | 1951.71 | N/A | 1951.71 | 1695.50 | USD | No | 1946.05 | 1690.29 |
| SGX | MTWN | FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO) | MTWN | 418.60 | 364 | 598 | 520 | USD | No | 598 | 520 |
| SGX | MUC | SGX USD/CNH FUTURES (MINI) | MUC | 6052.08 | N/A | 6052.08 | 5262.675 | CNH | No | 6085.18 | 5291.46 |
| SGX | NKYDIV | NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX | ND | 1854950 | N/A | 1854950 | 1613000 | JPY | No | 1854950 | 1613000 |
| SGX | NIFTY | SGX NSE IFSC NIFTY 50 INDEX | NIFTY | 2093 | 1820 | 2990 | 2600 | USD | No | 2990 | 2600 |
| SGX | SGXNK | SGX: NIKKEI 225 | NK | 1229374.90 | 1069021.65 | 1756249.86 | 1527173.79 | JPY | Yes | 1756249.86 | 1527173.79 |
| SGX | SGXNKM | SGX: NIKKEI 225 MINI | NS | 245874.98 | 213804.33 | 351249.97 | 305434.76 | JPY | No | 351249.97 | 305434.76 |
| SGX | N225U | SGX: USD NIKKEI 225 INDEX | NU | 61156.69 | N/A | 61156.69 | 53179.73 | USD | No | 61156.69 | 53179.73 |
| SGX | SSG | MSCI SINGAPORE FREE INDEX | SGP | 1782.67 | 1550.15 | 2546.68 | 2214.50 | SGD | Yes 2 | 2546.67 | 2214.50 |
| SGX | SND | SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) | SND | 6680.56 | N/A | 6680.56 | 5809.19 | SGD | No | 7119.79 | 6191.12 |
| SGX | STI | SGX STRAITS TIMES INDEX | ST | 6103.17 | N/A | 6103.17 | 5307.10 | SGD | No | 6103.17 | 5307.10 |
| SGX | TD | SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) | TD | 2578.88 | N/A | 2578.88 | 2241.54 | USD | No | 2573.10 | 2237.04 |
| SGX | TSR20 | SICOM RUBBER | TF | 701.50 | N/A | 701.50 | 610.00 | USD | No | 701.50 | 610.00 |
| SGX | TONA | 3 MONTH COMPOUNDED TONA | TONA | 33350.36 | N/A | 33350.36 | 29000.00 | JPY | No | 33353.97 | 29002.92 |
| SGX | SGXTU | SGX THAI BAHT IN US DOLLAR FUTURES | TU | 1830.42 | N/A | 1830.42 | 1591.67 | USD | No | 1830.42 | 1591.67 |
| SGX | TWD | SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) | TWD | 7735.13 | N/A | 7735.13 | 6724.62 | USD | No | 7721.57 | 6714.13 |
| SGX | TWN | FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX | TWN | 4186 | 3640 | 5980 | 5200 | USD | No | 5980 | 5200 |
| SGX | UC | SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) | UC | 24208.305 | N/A | 24208.305 | 21050.70 | CNH | Yes | 24340.72 | 21165.85 |
| SGX | UJ | SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) | UJ | 9467373.85 | N/A | 9467373.85 | 8232496.39 | JPY | No | 9499993.81 | 8260864.18 |
| SGX | US | SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES | US | 1670.21 | N/A | 1670.21 | 1452.35 | SGD | No | 1780.04 | 1547.85 |
| SGX | UY | SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) | UY | 1893473.76 | N/A | 1893473.76 | 1646485.16 | JPY | No | 1900013.24 | 1652185.42 |
| SGX | C52 | COMFORTDELGRO CORP LTD | YCDD | 1234.19 | N/A | 1234.19 | 1073.21 | SGD | No | 1253.89 | 1073.21 |
| SGX | D05 | DBS GROUP HOLDINGS LTD | YDBS | 5225.36 | N/A | 5225.36 | 4543.79 | SGD | No | 5316.78 | 4543.79 |
| SGX | G13 | GENTING SINGAPORE LTD | YGEN | 621.408 | N/A | 621.408 | 540.355 | SGD | No | 633.779 | 540.355 |
| SGX | BN4 | KEPPEL LTD | YKEP | 5292.33 | N/A | 5292.33 | 4602.03 | SGD | No | 5342.51 | 4602.03 |
| SGX | O39 | OVERSEA-CHINESE BANKING CORP | YOCB | 6628.36 | N/A | 6628.36 | 5763.79 | SGD | No | 6713.63 | 5763.79 |
| SGX | Z74 | SINGAPORE TELECOMMUNICATIONS | YSTT | 4021.90 | N/A | 4021.90 | 3497.30 | SGD | No | 4077.23 | 3497.30 |
| SGX | Y92 | THAI BEVERAGE PCL | YTBE | 819.915 | N/A | 819.915 | 712.97 | SGD | No | 833.037 | 712.96 |
| SGX | U11 | UNITED OVERSEAS BANK LTD | YUOB | 5993.14 | N/A | 5993.14 | 5211.43 | SGD | No | 6090.99 | 5211.43 |
| SGX | F34 | WILMAR INTERNATIONAL LTD | YWIL | 2649.62 | N/A | 2649.62 | 2304.02 | SGD | No | 2684.72 | 2304.02 |
| SGX | BS6 | YANGZIJIANG SHIPBUILDING | YYZJ | 30873.22 | N/A | 30873.22 | 6984.60 | SGD | No | 8125.25 | 6984.59 |
| SGX | ZEEL | ZEE ENTERTAINMENT ENTERPRISE | ZZEE | 328.037 | N/A | 328.037 | 283.135 | USD | No | 325.606 | 283.135 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SNFE | SPI | S&P/ASX 200 INDEX (AUSTRALIA) | AP | 12199.05 | 10607.87 | 17427.21 | 15154.09 | AUD | Yes | 17427.21 | 15154.09 |
| SNFE | IB | 30 DAY INTERBANK CASH RATE | IB | 626.752 | N/A | 626.752 | 545 | AUD | No | 626.75 | 545 |
| SNFE | IR | 90 DAY BILLS | IR | 2105.63 | N/A | 2105.63 | 1830.97 | AUD | No | 2105.62 | 1830.97 |
| SNFE | XT | 10 YEAR TREASURY BOND 6% | XT | 3018.76 | N/A | 3018.76 | 2625.00 | AUD | No | 3018.75 | 2625.00 |
| SNFE | YT | 3 YEAR TREASURY BOND 6% | YT | 1236.26 | N/A | 1236.26 | 1075.01 | AUD | No | 1236.26 | 1075.01 |
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.
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
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:
You can change your location setting by clicking here
Further Reading
See the following special articles and links, which describe important information on futures/options risk management and financial controls:
To learn more about trading on margin, go to our Education Center:
GoDisclosures
- Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
- Long positions only.
- 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.