Due to market conditions and until further notice, Intra-day margin benefit rules for currency futures have temporarily been suspended.
The following Futures products will be margined at 50% of the normal margin requirements during normal liquid trading hours for each product type. Each day at 15 minutes before the close of the normal trading session for a product, margin requirements will revert back to the 100% requirement until the opening of normal trading hours the next day. Margin requirements will always be applied at 100% for all spread transactions.
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50%
Margin Cut-Off Time
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| Exchange | Normal Trading Margin Commences |
| ECBOT & Globex | The earlier of 15 minutes before open outcry hours for a product ends or 15:45 pm EST |
| OneChicago | 15:45 EST |
| European Exchanges
(with the exception of DTB) |
15 minutes before product trading ends |
| DTB | We do not offer intraday margin for futures if you have the option based on the future/index in the same portfolio for European exchanges. If you have a DAX future, you have intraday margin until 21:45. If you have an option on DAX, you will not have any intraday margin for the futures. |
| HKFE | 16:00 HK Time |
Futures:
50 USD /contractShort Options:
50 USD/contract for 100 delta units
25 USD/contract for 0 delta unitsMinimums for deltas between 100 and 0 will be interpolated based on the above schedule. Eurex contracts always assume a delta of 100.
125% of Maintenance Margin