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

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
BELFOXBFX- BXF 9768.84 N/A 9768.84 8494.64 EUR Yes 2 9768.84 8494.64
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.MY- FCPO 8625 N/A 8625 7500 MYR No 8625 7500
BURSAMYFBMKLCI- FKLI 4427.50 3850 6325 5500 MYR No 6325 5500
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
CBOT10Y- 10Y 647.747 N/A 647.747 563.243 USD No 647.747 563.243
CBOT2YY- 2YY 1286.06 N/A 1286.06 1118.31 USD No 1286.06 1118.31
CBOT30Y- 30Y 543.375 N/A 543.375 472.50 USD No 543.375 472.50
CBOT5YY- 5YY 3484.78 N/A 3484.78 3030.24 USD No 3484.78 3030.24
CBOTAIGCI- AW 810.775 N/A 810.775 705.011 USD No 810.775 705.011
CBOTDHB- DHB 4437.11 N/A 4437.11 3856.19 USD No 4437.11 3856.19
CBOTHYB- HYB 7886.91 N/A 7886.91 6855.19 USD No 7886.91 6855.19
CBOTIQB- IQB 5871.21 N/A 5871.21 5104.96 USD No 5871.21 5104.96
CBOTKE- KE 2964.78 N/A 2964.78 2578.07 USD Yes 2964.78 2578.07
CBOTMTN- MTN 780.328 N/A 780.328 678.546 USD No 780.34 678.546
CBOTMWN- MWN 1323.03 N/A 1323.03 1150.46 USD No 1323.08 1150.46
CBOTMYM- MYM 1103.25 959.348 1576.07 1370.50 USD No 1491.55 1297
CBOTMZC- MZC 202.283 N/A 202.283 175.899 USD No 202.283 175.898
CBOTMZL- MZL 372.526 N/A 372.526 323.936 USD No 372.526 323.936
CBOTMZM- MZM 306.889 N/A 306.889 266.859 USD No 306.89 266.859
CBOTMZS- MZS 333.757 N/A 333.757 290.224 USD No 333.757 290.224
CBOTMZW- MZW 291.312 N/A 291.312 253.315 USD No 291.312 253.315
CBOTDJUSRE- RX 3959.57 N/A 3959.57 3443.03 USD No 3959.57 3443.03
CBOTTN- TN 3967.15 N/A 3967.15 3449.69 USD No 3967.27 3449.69
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 7403.13 N/A 7403.13 6437.50 USD Yes 7403.63 6437.50
CBOTYC- XC 424.486 N/A 424.486 369.118 USD No 424.486 369.118
CBOTYK- XK 667.514 N/A 667.514 580.447 USD No 667.514 580.447
CBOTYW- XW 582.624 N/A 582.624 506.629 USD No 582.624 506.629
CBOTYIA- YIA 57.50 N/A 57.50 50 USD No 57.50 50
CBOTYIC- YIC 189.43 N/A 189.43 164.72 USD No 189.428 164.72
CBOTYID- YID 57.50 N/A 57.50 50 USD No 57.50 50
CBOTYIT- YIT 298.894 N/A 298.894 259.905 USD No 298.891 259.905
CBOTYIW- YIW 503.90 N/A 503.90 438.174 USD No 503.901 438.174
CBOTYM- YM 11032.525 9593.50 15760.75 13705 USD Yes 14918.95 12973
CBOTZ3N- Z3N 2737.23 N/A 2737.23 2380.20 USD No 2737.74 2380.20
CBOTZB- ZB 5600.54 N/A 5600.54 4869.81 USD Yes 5600.28 4869.81
CBOTZC- ZC 2122.43 N/A 2122.43 1845.59 USD Yes 2122.43 1845.59
CBOTZF- ZF 1774.22 N/A 1774.22 1542.53 USD Yes 1773.91 1542.53
CBOTZL- ZL 3499.63 N/A 3499.63 3043.16 USD Yes 3499.63 3043.16
CBOTZM- ZM 2888.01 N/A 2888.01 2511.31 USD Yes 2888.01 2511.31
CBOTZN- ZN 2728.05 N/A 2728.05 2372.22 USD Yes 2728.17 2372.22
CBOTZO- ZO 4771.53 N/A 4771.53 4148.83 USD Yes 4771.53 4148.83
CBOTZQ- ZQ 330.984 N/A 330.984 287.805 USD Yes 2 330.976 287.805
CBOTZR- ZR 3891.59 N/A 3891.59 3383.74 USD Yes 3891.59 3383.74
CBOTZS- ZS 3337.57 N/A 3337.57 2902.24 USD Yes 3337.57 2902.24
CBOTZT- ZT 1516.44 N/A 1516.44 1318.05 USD Yes 1515.75 1318.05
CBOTZW- ZW 2913.12 N/A 2913.12 2533.15 USD Yes 2913.12 2533.15
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
CDECGB- CGB 4062.22 N/A 4062.22 3532.36 CAD No 4062.22 3532.36
CDECGF- CGF 2081.05 N/A 2081.05 1809.61 CAD No 2081.05 1809.61
CDECGZ- CGZ 744.603 N/A 744.603 647.481 CAD No 744.603 647.481
CDECRA- CRA 527.202 N/A 527.202 458.43 CAD No 527.1945 458.43
CDETSE60- SXF 15857.96 13789.53 22654.24 19699.335 CAD No 22654.24 19699.335
CDETSE60- SXM 12345.56 N/A 12345.56 10735.27 CAD No 12345.56 10735.27
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 25102.24 N/A 25102.24 21828.03 CHF Yes 25102.24 21828.03
CEDXBDE40G- DE40F 46255.88 N/A 46255.88 40222.51 EUR Yes 46255.88 40222.51
CEDXBES35P- ES35F 26496.12 N/A 26496.12 23040.10 EUR Yes 26496.12 23040.10
CEDXBEZ50P- EZ50F 10864.90 N/A 10864.90 9447.74 EUR Yes 10864.90 9447.74
CEDXBFR40P- FR40F 14522.23 N/A 14522.23 12628.03 EUR Yes 14522.23 12628.03
CEDXBIT40P- IT40F 21396.32 N/A 21396.32 18605.50 EUR Yes 21396.32 18605.50
CEDXBNL25P- NL25F 15733.62 N/A 15733.62 13681.41 EUR Yes 15733.62 13681.41
CEDXBNO25G- NO25F 19313.70 N/A 19313.70 16794.52 NOK Yes 19313.70 16794.52
CEDXBSE30P- SE30F 47037.02 N/A 47037.02 40901.76 SEK Yes 47037.02 40901.76
CEDXBUK100P- UK100F 13539.56 N/A 13539.56 11773.53 GBP Yes 13539.56 11773.53
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
CFEIBXXIBHY- IBHY 9665.75 N/A 9665.75 8405.00 USD No 9665.76 8405.00
CFEIBXXIBIG- IBIG 10598.92 N/A 10598.92 9216.45 USD No 10598.92 9216.45
CFEVA- VA 335.944 N/A 335.944 292.125 USD No 278.30 242
CFEVIX- VX 12818.07 N/A 12818.07 11146.15 USD Yes 22255.16 19352.31
CFEVIX- VX19 12818.07 N/A 12818.07 11146.15 USD No 22255.16 19352.31
CFEVIX- VX21 12818.07 N/A 12818.07 11146.15 USD No 22255.16 19352.31
CFEVIX- VX22 12818.07 N/A 12818.07 11146.15 USD No 22255.16 19352.31
CFEVIX- VX23 12305.40 N/A 12305.40 10700.35 USD No 21364.94 18578.21
CFEVIX- VX25 12305 N/A 12305 10700 USD No 18282.71 15898.01
CFEVXM- VXM 1281.81 N/A 1281.81 1114.61 USD No 2225.52 1935.23
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
CMEAUD- 6A 2640.56 N/A 2640.56 2296.14 USD Yes 2640.56 2296.14
CMEGBP- 6B 2639.22 N/A 2639.22 2294.97 USD Yes 2639.22 2294.97
CMECAD- 6C 1826.35 N/A 1826.35 1588.13 USD Yes 1826.35 1588.13
CMEEUR- 6E 4716.48 N/A 4716.48 4101.28 USD Yes 4716.48 4101.28
CMEJPY- 6J 4370.02 N/A 4370.02 3800.02 USD Yes 4370.02 3800.02
CMEBRE- 6L 1806.75 N/A 1806.75 1314 USD Yes 2 1806.75 1314
CMEMXP- 6M 1840 N/A 1840 1600 USD Yes 1840 1600
CMENZD- 6N 2646.84 N/A 2646.84 2301.60 USD Yes 2 2646.84 2301.60
CMERUR *- 6R 28735.625 N/A 28735.625 24987.50 USD Yes 2 28735.625 24987.50
CMECHF- 6S 6210 N/A 6210 5400 USD Yes 6210 5400
CMEZAR- 6Z 2203.70 N/A 2203.70 1916.25 USD No 2203.70 1916.25
CMEACDX- ACD 14980.67 N/A 14980.67 13026.67 CAD No 14980.67 13026.67
CMEAJY- AJY 2652256.79 N/A 2652256.79 2306027.17 JPY No 2652257.39 2306027.17
CMEBFF- BFF 1054.95 N/A 1054.95 917.349 USD No 1054.96 917.359
CMEBQX- BIO 27536.39 N/A 27536.39 23944.69 USD No 27536.39 23944.69
CMEBOS- BOS 5108.88 N/A 5108.88 4442.50 USD No 5108.87 4442.50
CMEBRR- BTC 179716.76 N/A 179716.76 154042.93 USD Yes 179716.75 154042.93
CMEBTCEURRR- BTE 260949.375 N/A 260949.375 226912.50 EUR No 313139.25 272295
CMECB- CB 3851.48 N/A 3851.48 3349.11 USD No 3851.48 3349.11
CMECHI- CHI 3179.75 N/A 3179.75 2765.00 USD No 3179.75 2765.00
CMECLP- CHP 7806.23 N/A 7806.23 6779.33 USD No 7796.23 6779.33
CMECJY- CJY 2990561.69 N/A 2990561.69 2600487.90 JPY No 2990561.09 2600487.90
CMECNH- CNH 24924.63 N/A 24924.63 21672 CNH No 24924.63 21672
CMECSC- CSC 8340.64 N/A 8340.64 7252.73 USD No 8340.64 7252.73
CMECUS- CUS 5218.125 N/A 5218.125 4537.50 USD No 5218.125 4537.50
CMECZK- CZK 19690.79 N/A 19690.79 17122.43 USD Yes 2 19690.79 17122.43
CMEDA- DC 4653.32 N/A 4653.32 4046.34 USD Yes 4653.31 4046.34
CMEDEN- DEN 4614.375 N/A 4614.375 4012.50 USD No 4614.375 4012.50
CMEDY- DY 5051.38 N/A 5051.38 4392.50 USD No 5051.38 4392.50
CMEE7- E7 2358.24 N/A 2358.24 2050.64 USD No 2358.24 2050.64
CMEEAD- EAD 18089.40 N/A 18089.40 15723.16 AUD No 18089.40 15723.16
CMEECD- ECD 11154.51 N/A 11154.51 9695.20 CAD No 11154.51 9695.20
CMEECK- ECK 9212.88 N/A 9212.88 8011.20 EUR No 9212.88 8011.20
CMEEHF- EHF 6084.90 N/A 6084.90 5286.00 EUR Yes 2 6078.90 5286.00
CMEEMD- EMD 17843.73 15516.29 25491.05 22166.13 USD Yes 2 25625.45 22283
CMENIY- ENY 242949 211260 347070 301800 JPY No 321540 279600
CMEEPZ- EPZ 6992.94 N/A 6992.94 6080.81 EUR Yes 2 6992.94 6080.81
CMEES- ES 16809.90 15281.73 24014.14 21831.04 USD Yes 22137.50 20125
CMESPXESUP- ESG 43460.80 N/A 43460.80 37786.73 USD No 43460.81 37786.73
CMEESTR- ESR 172.505 N/A 172.505 150 EUR No 172.50 150
CMEETHEURRR- ETE 56871.08 N/A 56871.08 49453.11 EUR No 65394.75 56865
CMEETHUSDRR- ETH 62904.15 N/A 62904.15 54699.26 USD Yes 75484.98 65639.11
CMEGSCI- GD 28001.13 N/A 28001.13 24348.81 USD No 28001.13 24348.81
CMEGDK- GDK 1783.39 N/A 1783.39 1550.77 USD No 1783.39 1550.77
CMEGF- GF 8495.58 N/A 8495.58 7387.46 USD Yes 8495.58 7387.46
CMENF- GNF 3532.12 N/A 3532.12 3071.41 USD No 3532.12 3071.41
CMEHE- HE 4402.86 N/A 4402.86 3828.58 USD Yes 4402.86 3828.58
CMEHUF- HUF 11800.95 N/A 11800.95 10251.26 USD Yes 2 11788.95 10251.26
CMEIBAA- IBV 42050.96 N/A 42050.96 36566.05 USD No 30856.80 26832
CMEILS- ILS 39049.30 N/A 39049.30 33955.91 USD Yes 2 39049.30 33955.91
CMEJ7- J7 2185.01 N/A 2185.01 1900.01 USD No 2185.01 1900.01
CMEKRW- KRW 17442.11 N/A 17442.11 15164 USD Yes 2 11286.07 9812
CMELAV- LAV 4370 N/A 4370 3800 USD No 4370 3800
CMELAX- LAX 6655.625 N/A 6655.625 5787.50 USD No 6655.625 5787.50
CMELBR- LBR 2748.06 N/A 2748.06 2389.32 USD No 2748.06 2389.32
CMELE- LE 4330.58 N/A 4330.58 3765.72 USD Yes 4330.58 3765.72
CMEM2K- M2K 748.65 651 1069.50 930 USD No 964.85 839
CMEM6A- M6A 264.056 N/A 264.056 229.614 USD No 264.056 229.614
CMEM6B- M6B 263.922 N/A 263.922 229.497 USD No 263.922 229.497
CMEM6E- M6E 471.648 N/A 471.648 410.128 USD No 471.648 410.128
CMEMBT- MBT 3594.34 N/A 3594.34 3080.86 USD Yes 3594.34 3080.86
CMEMCD- MCD 182.635 N/A 182.635 158.813 USD No 182.635 158.813
CMEMES- MES 1680.99 1528.17 2401.41 2183.10 USD Yes 2214.30 2013
CMEMET- MET 125.808 N/A 125.808 109.399 USD Yes 150.97 131.278
CMEMIA- MIA 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMEMIR- MIR 1336.01 N/A 1336.01 1161.70 USD No 1336.01 1161.70
CMEMJY- MJY 437.002 N/A 437.002 380.002 USD No 437.002 380.002
CMEMNH- MNH 2481.63 N/A 2481.63 2155.95 CNH No 2481.63 2155.95
CMEMNI- MNI 121474.50 105630 173535 150900 JPY No 160770 139800
CMEMNK- MNK 1750.53 N/A 1750.53 1522.19 USD No 1601.95 1393
CMEMNQ- MNQ 2413.18 2193.80 3447.40 3134 USD Yes 3262.60 2966
CMEMSF- MSF 621.017 N/A 621.017 540.008 USD No 621.017 540.008
CMEMSL- MSL 4627.31 N/A 4627.31 4023.75 USD No 4627.31 4023.75
CMENIY- NIY 1214587.61 1056163.14 1735125.16 1508804.49 JPY No 1607470 1397800
CMENKD- NKD 17505.34 N/A 17505.34 15222 USD No 16025.25 13935
CMENOK- NOK 23198.93 N/A 23198.93 20171.68 USD No 23198.93 20171.68
CMENQ- NQ 24129.49 21935.90 34470.70 31337 USD Yes 32622.70 29657
CMENYM- NYM 4821.38 N/A 4821.38 4192.50 USD No 4821.37 4192.50
CMEPJY- PJY 3076954.36 N/A 3076954.36 2675162.30 JPY No 3076954.11 2675162.30
CMEPLN- PLN 16093.06 N/A 16093.06 13993.96 USD Yes 2 16093.06 13993.96
CMEPSF- PSF 13320.58 N/A 13320.58 11583.11 CHF No 13320.58 11583.11
CMERF- RF 4441.57 N/A 4441.57 3862.18 CHF No 4441.57 3862.18
CMERMB- RMB 7989.05 N/A 7989.05 6947 USD Yes 2 7989.05 6947
CMERME- RME 12068.45 N/A 12068.45 10493.89 EUR Yes 2 12067.97 10493.89
CMERP- RP 6101.50 N/A 6101.50 5305.625 GBP No 6101.50 5305.625
CMERS1- RS1 33023.52 N/A 33023.52 28698.17 USD No 33023.53 28698.17
CMERSG- RSG 40353.24 N/A 40353.24 35088.71 USD No 40353.24 35088.71
CMERSV- RSV 10202.66 N/A 10202.66 8870.86 USD No 10202.66 8870.86
CMERTY- RTY 7484.085 6507.90 10691.55 9297 USD Yes 9650.80 8392
CMERY- RY 1213071.66 N/A 1213071.66 1054824.25 JPY Yes 2 1213072.53 1054824.25
CMESPXDIVAN- SDA 3121.39 2714.25 4459.13 3877.50 USD No 4459.13 3877.50
CMESDG- SDG 6511.875 N/A 6511.875 5662.50 USD No 6511.875 5662.50
CMESEK- SEK 25231.45 N/A 25231.45 21938.29 USD No 25231.45 21938.29
CMESFR- SFR 5146.25 N/A 5146.25 4475 USD No 5146.25 4475
CMESGX- SG 283705.25 N/A 283705.25 246700.22 USD No 283705.25 246700.22
CMESIR- SIR 6679.91 N/A 6679.91 5808.50 USD No 6679.91 5808.50
CMESJY- SJY 4628063.33 N/A 4628063.33 4024402.89 JPY No 4628065.08 4024402.89
CMESMC- SMC 30866.90 N/A 30866.90 26840.78 USD No 30866.90 26840.78
CMESOL- SOL 92546.25 N/A 92546.25 80475 USD No 92546.25 80475
CMESONIA- SON 1675.74 N/A 1675.74 1457.16 GBP No 1675.73 1457.16
CMESOFR1- SR1 317.125 N/A 317.125 275.754 USD No 317.117 275.754
CMESOFR3- SR3 563.50 N/A 563.50 490 USD Yes 563.50 490
CMESVX- SU 86940.48 N/A 86940.48 75600.42 USD No 86940.48 75600.42
CMETBF3- TBF3 1447.78 N/A 1447.78 1258.86 USD No 1447.79 1258.86
CMEWDC- WDC 4792.63 N/A 4792.63 4167.50 USD No 4792.62 4167.50
CMEIXB- XAB 12455.65 N/A 12455.65 10830.44 USD No 12455.65 10830.44
CMEIXE- XAE 13918.06 N/A 13918.06 12102.41 USD No 13918.06 12102.41
CMESIXM- XAF 16728.88 N/A 16728.88 14546.23 USD No 16728.89 14546.23
CMEIXI- XAI 18158.44 N/A 18158.44 15789.53 USD No 18158.44 15789.53
CMESIXT- XAK 47378.87 N/A 47378.87 41196.14 USD No 47378.88 41196.14
CMEIXR- XAP 7201.38 N/A 7201.38 6261.70 USD No 7201.38 6261.70
CMESIXRE- XAR 6550.07 N/A 6550.07 5694.45 USD No 6550.07 5694.45
CMEIXU- XAU 11188.46 N/A 11188.46 9728.53 USD No 11188.46 9728.53
CMEIXV- XAV 19214.69 N/A 19214.69 16707.68 USD No 19214.69 16707.68
CMEIXY- XAY 41546.70 N/A 41546.70 36124.42 USD No 41546.70 36124.42
CMEXAZ- XAZ 21240.63 N/A 21240.63 18467.28 USD No 21240.62 18467.28
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
COMEX1OZ- 1OZ 286.838 N/A 286.838 249.424 USD No 286.838 249.424
COMEXALI- ALI 6947.07 N/A 6947.07 6040.93 USD No 6947.07 6040.93
COMEXGC- GC 28683.76 N/A 28683.76 24942.40 USD Yes 28683.76 24942.40
COMEXHG- HG 11963.26 N/A 11963.26 10402.83 USD Yes 11963.26 10402.83
COMEXHRC- HRC 2774.75 N/A 2774.75 2412.82 USD No 2774.75 2412.82
COMEXMGC- MGC 2868.38 N/A 2868.38 2494.24 USD Yes 2868.38 2494.24
COMEXMHG- MHG 1196.33 N/A 1196.33 1040.28 USD No 1196.33 1040.28
COMEXQC- QC 5981.63 N/A 5981.63 5201.42 USD No 5981.63 5201.42
COMEXQI- QI 11721.73 N/A 11721.73 10192.81 USD No 11721.74 10192.81
COMEXQO- QO 14341.88 N/A 14341.88 12471.20 USD No 14341.88 12471.20
COMEXSGC- SGC 36782.64 N/A 36782.64 31984.91 CNH No 36782.65 31984.91
COMEXSGUF- SGU 6086.68 N/A 6086.68 5292.77 USD No 6086.68 5292.77
COMEXSI- SI 23443.47 N/A 23443.47 20385.63 USD Yes 23443.47 20385.63
COMEXSI- SIL 4688.69 N/A 4688.69 4077.13 USD No 4688.69 4077.13
COMEXUX- UX 1774.45 N/A 1774.45 1543.00 USD No 1774.45 1543.00
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
ENDEXECF- ECF 40664.00 N/A 40664.00 35360.00 EUR No 40664.00 35360.00
ENDEXTFM- TFM 11504.04 N/A 11504.04 10003.51 EUR Yes 11504.04 10003.51
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
EUREXCONF- CONF 14652.88 N/A 14652.88 12741.63 CHF No 14652.88 12741.63
EUREXKS200.EU- FBK2 6871681.49 5975375.21 9816687.845 8536250.30 KRW Yes 9816687.845 8536250.30
EUREXFBON- FBON 7179.21 N/A 7179.21 6241.81 EUR No 7179.21 6241.81
EUREXBTP- FBTP 3261.18 N/A 3261.18 2835.81 EUR Yes 4032.50 3506.52
EUREXBTS- FBTS 1071.82 N/A 1071.82 932.017 EUR No 1257.85 1093.78
EUREXDJUBS- FCCO 4257.46 N/A 4257.46 3702.14 USD No 4257.46 3702.14
EUREXKWY.EU- FCUW 1607010.03 N/A 1607010.03 1397400.02 KRW No 3214020.06 2794800.05
EUREXSD3ED- FD3D 2631.20 N/A 2631.20 2288.00 EUR No 2631.20 2288.00
EUREXDAX- FDAX 37592.39 32689.03 53703.41 46698.62 EUR Yes 46802.99 40698.25
EUREXDDAX- FDIV 9137.90 N/A 9137.90 7946.00 EUR Yes 2 9137.90 7946.00
EUREXDAX- FDXM 7518.48 6537.81 10740.68 9339.72 EUR No 9360.60 8139.65
EUREXDAX- FDXS 1503.70 1307.56 2148.14 1867.94 EUR Yes 1872.12 1627.93
EUREXDBEA- FEBD 171.684 149.29 245.263 213.272 EUR No 232.968 202.581
EUREXFECX- FECX 5528.94 N/A 5528.94 4807.77 EUR No 5528.94 4807.77
EUREXDJSD- FEDV 3085.565 2683.10 4407.95 3833 EUR Yes 2 4407.95 3833
EUREXFEHY- FEHY 3114.30 N/A 3114.30 2708.08 EUR No 3114.30 2708.08
EUREXESA- FESA 4469.83 N/A 4469.83 3886.00 EUR Yes 2 4469.83 3886.00
EUREXSX7E- FESB 900.283 782.854 1286.12 1118.36 EUR Yes 1095.51 952.62
EUREXSX4E- FESC 5934.575 N/A 5934.575 5160.50 EUR Yes 2 5453.79 4742.425
EUREXESE- FESE 1724.20 N/A 1724.20 1498.95 EUR Yes 2 1547.49 1345.32
EUREXESF- FESF 3902.32 N/A 3902.32 3393.32 EUR Yes 2 3180.35 2765.52
EUREXSXNE- FESG 7972.78 N/A 7972.78 6932.85 EUR Yes 2 6809.58 5921.37
EUREXSXDE- FESH 3182.03 N/A 3182.03 2766.98 EUR Yes 2 2969.53 2582.20
EUREXESI- FESI 3139.63 N/A 3139.63 2729.43 EUR Yes 2 2717.58 2362.52
EUREXESM- FESM 1980.09 N/A 1980.09 1721.82 EUR Yes 2 1310.20 1139.305
EUREXSXOE- FESN 4346.79 N/A 4346.79 3779.82 EUR Yes 2 3621.22 3148.89
EUREXSX3E- FESO 1411.91 N/A 1411.91 1227.75 EUR Yes 2 1465.05 1273.95
EUREXSXRE- FESR 4421.41 N/A 4421.41 3844.70 EUR Yes 2 4224.87 3673.80
EUREXSXPE- FESS 1073.77 N/A 1073.77 933.615 EUR Yes 2 1002.94 872.03
EUREXSXKE- FEST 1282.97 N/A 1282.97 1115.33 EUR Yes 2 1106.49 961.915
EUREXESU- FESU 1620.78 N/A 1620.78 1409.30 EUR Yes 1510.33 1313.26
EUREXSXTE- FESV 1208.44 N/A 1208.44 1050.82 EUR Yes 2 965.307 839.398
EUREXESTX50- FESX 3213.74 2794.55 4591.05 3992.22 EUR Yes 4010.79 3487.64
EUREXSX8E- FESY 16383.32 N/A 16383.32 14246.36 EUR Yes 2 16383.32 14246.36
EUREXSXQE- FESZ 5361.86 N/A 5361.86 4662.49 EUR Yes 2 5790.31 5035.05
EUREXEU3- FEU3 298.878 N/A 298.878 259.894 EUR Yes 298.878 259.894
EUREXDESX5- FEXD 2091.39 1818.60 2987.70 2598.00 EUR Yes 2987.70 2598.00
EUREXOMXH25- FFOX 8186.47 N/A 8186.47 7116.40 EUR Yes 2 8186.47 7116.40
EUREXFGBC- FGBC 1966.22 N/A 1966.22 1709.76 GBP No 1966.22 1709.76
EUREXGBL- FGBL 2943.27 N/A 2943.27 2559.36 EUR Yes 2943.27 2559.36
EUREXGBM- FGBM 1960.63 N/A 1960.63 1704.90 EUR Yes 1960.63 1704.90
EUREXGBS- FGBS 654.914 N/A 654.914 569.49 EUR Yes 654.914 569.49
EUREXGBX- FGBX 7223.07 N/A 7223.07 6280.93 EUR Yes 7223.07 6280.93
EUREXDJESL- FLCE 2630.14 N/A 2630.14 2286.36 EUR No 1987.24 1727.49
EUREXDJ200L- FLCP 2676.37 N/A 2676.37 2325.81 EUR No 1728.40 1502.01
EUREXDJESM- FMCE 2413.94 N/A 2413.94 2098.545 EUR No 1756.35 1526.875
EUREXM1CN- FMCH 2918.54 N/A 2918.54 2537.82 USD No 3692.52 3210.83
EUREXDJ200- FMCP 2293.56 N/A 2293.56 1994.25 EUR Yes 2 1961.88 1705.85
EUREXM1MS- FMEA 5832.09 N/A 5832.09 5071.32 USD No 5682.77 4941.48
EUREXM1EF- FMEM 8937.65 N/A 8937.65 7771.32 USD No 8937.65 7771.32
EUREXMXEU- FMEP 2899.42 N/A 2899.42 2521.11 EUR No 2899.42 2521.11
EUREXM7EU- FMEU 3152.55 N/A 3152.55 2741.32 EUR No 2709.27 2355.86
EUREXM1IN- FMIN 10612.74 N/A 10612.74 9228.14 USD No 9927.83 8632.59
EUREXMXJPUS- FMJP 8524.17 N/A 8524.17 7412.00 USD No 8524.17 7412.00
EUREXK200M.EU- FMK2 1374376.53 1195110.02 1963395.04 1707300.03 KRW No 1963395.04 1707300.03
EUREXM1TW- FMTW 19733.39 N/A 19733.39 17157.52 USD No 19733.39 17157.52
EUREXMBWO- FMWN 3896.58 3388.33 5566.54 4840.47 EUR No 3971.85 3453.79
EUREXM1WO- FMWO 6280.26 5461.10 8971.80 7801.57 USD No 8538.74 7424.99
EUREXMXWO- FMWP 6727.69 N/A 6727.69 5849.61 USD No 6727.69 5849.61
EUREXOAT- FOAT 2956.90 N/A 2956.90 2571.22 EUR No 2956.90 2571.22
EUREXDJESS- FSCE 1424.38 N/A 1424.38 1238.50 EUR No 1174.73 1021.43
EUREXDJ200S- FSCP 1471.81 N/A 1471.81 1279.81 EUR No 1202.99 1046.05
EUREXSXXPESGX- FSEG 1752.06 N/A 1752.06 1523.51 EUR No 1293.16 1124.47
EUREXSLI- FSLI 3920.16 N/A 3920.16 3408.84 CHF Yes 2 3920.16 3408.84
EUREXSMIDP- FSMD 8818.20 N/A 8818.20 7668.00 CHF No 8818.20 7668.00
EUREXSMI- FSMI 9010.09 7834.86 12871.56 11192.66 CHF Yes 8988.91 7816.44
EUREXSMIM- FSMM 3882.44 N/A 3882.44 3375.48 CHF Yes 2 3882.44 3375.48
EUREXSMI- FSMS 901.009 783.486 1287.16 1119.27 CHF No 898.891 781.644
EUREXMDAX- FSMX 2943.03 N/A 2943.03 2559.08 EUR No 2709.49 2356.01
EUREXST3- FST3 268.919 N/A 268.919 233.843 EUR No 268.919 233.843
EUREXSXAP- FSTA 2823.86 N/A 2823.86 2455.51 EUR Yes 2 2567.07 2232.22
EUREXSX7P- FSTB 1737.60 N/A 1737.60 1510.95 EUR Yes 1390.20 1208.86
EUREXSX4P- FSTC 4975.13 N/A 4975.13 4324.98 EUR Yes 2 4242.41 3688.01
EUREXSXEP- FSTE 1318.24 1146.30 1883.20 1637.565 EUR Yes 1640.14 1426.205
EUREXSXFP- FSTF 4663.35 N/A 4663.35 4054.70 EUR Yes 2 3688.25 3206.87
EUREXSXNP- FSTG 5104.76 N/A 5104.76 4438.66 EUR Yes 2 4420.69 3843.85
EUREXSXDP- FSTH 5017.12 N/A 5017.12 4362.63 EUR Yes 2 3903.11 3393.94
EUREXSXIP- FSTI 2907.32 N/A 2907.32 2528.035 EUR Yes 2 2498.73 2172.745
EUREXSX86P- FSTL 715.319 N/A 715.319 622.003 EUR No 715.319 622.003
EUREXSXMP- FSTM 2224.48 N/A 2224.48 1933.47 EUR Yes 2 1617.33 1405.75
EUREXSXOP- FSTN 3681.18 N/A 3681.18 3200.80 EUR Yes 2 3512.24 3053.91
EUREXSX3P- FSTO 1971.52 N/A 1971.52 1714.25 EUR Yes 2 2329.73 2025.72
EUREXSXRP- FSTR 1910.16 N/A 1910.16 1660.60 EUR Yes 2 1910.16 1660.60
EUREXSXPP- FSTS 3266.94 N/A 3266.94 2840.78 EUR Yes 3188.09 2772.22
EUREXSXKP- FSTT 813.651 N/A 813.651 707.505 EUR Yes 2 757.564 658.735
EUREXSX6P- FSTU 1655.31 N/A 1655.31 1439.38 EUR Yes 1588.49 1381.28
EUREXSXTP- FSTV 1315.23 N/A 1315.23 1143.59 EUR Yes 2 1109.89 965.05
EUREXSTX- FSTX 4197.73 N/A 4197.73 3650.01 EUR Yes 2 2941.01 2557.27
EUREXSX8P- FSTY 6474.05 N/A 6474.05 5628.90 EUR Yes 2 6474.05 5628.90
EUREXSXQP- FSTZ 3426.45 N/A 3426.45 2979.01 EUR Yes 2 3742.34 3253.65
EUREXESTX50- FSXE 321.374 279.455 459.105 399.222 EUR No 401.079 348.764
EUREXTDX- FTDX 8626.68 N/A 8626.68 7501.46 EUR Yes 2 8626.68 7501.46
EUREXFUEM- FUEM 1283.76 N/A 1283.76 1116.31 USD No 1283.76 1116.31
EUREXV2TX- FVS 1181.62 N/A 1181.62 1027.50 EUR Yes 2337.95 2033.00
EUREXDJES- FXXE 2429.22 N/A 2429.22 2111.62 EUR No 1821.82 1583.63
EUREXDJ600- FXXP 1656.75 1440.66 2366.79 2058.08 EUR Yes 1757.41 1528.18
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
FTAAMX- FMX 8550.77 N/A 8550.77 7435.45 EUR No 8550.77 7435.45
FTAEOE- FTI 11607.29 10093.30 16581.85 14419.00 EUR Yes 12322.67 10715.36
FTAEOE- MFA 1160.73 1009.33 1658.18 1441.90 EUR No 1232.27 1071.54
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 1,5 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120- CHH 64025.71 N/A 64025.71 55674.53 HKD No 64025.71 55674.53
HKFECNH- CUS 24892.095 N/A 24892.095 21645.30 CNH Yes 24892.095 21645.30
HKFEHHIDPI- DHH 3133.75 N/A 3133.75 2725 HKD No 3133.75 2725
HKFEHSIDPI- DHS 9241.63 N/A 9241.63 8036.20 HKD No 9241.63 8036.20
HKFEGDR- GDR 169392.60 N/A 169392.60 147297.91 CNH No 169392.62 147297.91
HKFEGDU- GDU 25715.91 N/A 25715.91 22361.66 USD No 25715.91 22361.66
HKFEHHI.HK 3- HHI 42269.43 36756.02 60384.89 52508.60 HKD Yes 60384.89 52508.60
HKFEHSI- HSI 108264.30 94142.87 154663.29 134489.81 HKD Yes 154663.29 134489.81
HKFEHSTECH- HTI 37412.85 32532.92 53446.93 46475.59 HKD Yes 53446.93 46475.59
HKFEMCA- MCA 2896.58 2518.77 4137.98 3598.24 USD No 4137.98 3598.24
HKFEMCH.HK- MCH 8453.89 7351.20 12076.98 10501.72 HKD Yes 12076.98 10501.72
HKFEMCS- MCS 4979.04 N/A 4979.04 4329 CNH No 4979.04 4329
HKFEMHI- MHI 21652.86 18828.57 30932.66 26897.96 HKD Yes 30932.66 26897.96
HKFEMID.HK- MIA 2986.48 N/A 2986.48 2596.94 USD No 2986.48 2596.94
HKFEMND- MND 5076.20 N/A 5076.20 4413.74 USD No 5076.20 4413.74
HKFEMTW- MTW 16111.66 N/A 16111.66 14009.80 USD No 16111.67 14009.80
HKFEVHSI- VHS 80146.79 N/A 80146.79 69692.86 HKD No 103787.50 90250
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
ICEEUER3- ER3 228.878 N/A 228.878 199.02 EUR No 228.873 199.02
ICEEUSG- G 3478.47 N/A 3478.47 3024.76 GBP No 3478.48 3024.76
ICEEUH- H 5862.39 N/A 5862.39 5097.73 GBP No 5862.39 5097.73
ICEEUI- I 363.692 N/A 363.692 316.25 EUR Yes 363.6875 316.25
ICEEUNDUEBRAF- MCG 8140.64 N/A 8140.64 7078.14 USD No 8140.64 7078.14
ICEEUO- O 4326.14 N/A 4326.14 3761.86 EUR No 4326.15 3761.86
ICEEUP- P 7505.84 N/A 7505.84 6526.81 EUR No 7505.84 6526.81
ICEEUR- R 4180.73 N/A 4180.73 3635.41 GBP No 4180.72 3635.41
ICEEUSRFXON3- SA3 474.26 N/A 474.26 412.40 CHF No 474.265 412.40
ICEEUSONIA.N- SO3 606.571 N/A 606.571 527.449 GBP Yes 606.566 527.449
ICEEUSONIO.N- SOA 854.516 N/A 854.516 743.057 GBP No 854.518 743.057
ICEEUTWS- TWS 1849.05 N/A 1849.05 1607.87 EUR No 1849.05 1607.87
ICEEUF1DV- XZ 646.387 N/A 646.387 562.075 GBP No 646.387 562.075
ICEEUY- Y2 4005.94 N/A 4005.94 3483.22 GBP No 4005.94 3483.22
ICEEUZ- Z 4846.93 4214.72 6924.19 6021.03 GBP Yes 6924.19 6021.03
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
ICEEUSOFTC- C 14283 N/A 14283 12420 GBP No 14283 12420
ICEEUSOFTD- RC 7682 N/A 7682 6680 USD No 7682 6680
ICEEUSOFTT- T 2327.45 N/A 2327.45 2023.17 GBP No 2327.45 2023.17
ICEEUSOFTW- W 2191.33 N/A 2191.33 1905.50 USD No 2191.325 1905.50
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
ICEUSAUD- KAU 7921.69 N/A 7921.69 6888.42 USD No 7921.69 6888.42
ICEUSEJ- KEJ 23497376.01 N/A 23497376.01 20432500.875 JPY No 23497376.88 20432500.875
ICEUSEO- KEO 11571.68 N/A 11571.68 10062.33 USD No 11571.68 10062.33
ICEUSECD- KEP 13258.05 N/A 13258.05 11528.74 CAD No 13258.05 11528.74
ICEUSGB- KGB 6101.47 N/A 6101.47 5305.625 GBP No 6101.47 5305.625
ICEUSEAD- KRA 20790.94 N/A 20790.94 18079.08 AUD No 20790.94 18079.08
ICEUSRZ- KRZ 8369.66 N/A 8369.66 7277.97 CHF No 8369.66 7277.97
ICEUSZY- KZY 4628063.33 N/A 4628063.33 4024402.89 JPY No 4628065.08 4024402.89
ICEUSMP- MP 7917.65 N/A 7917.65 6884.91 USD No 7917.65 6884.91
ICEUSSS- SS 13981.26 N/A 13981.26 12157.62 CHF No 13981.26 12157.62
ICEUSGBP- SY 3297827.90 N/A 3297827.90 2867676.21 JPY No 3297827.65 2867676.21
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
IDEMMIBDIV- FDIV 1357 N/A 1357 1180 EUR No 1357 1180
IDEMFTMIB- FIB 18941.00 16470.43 27058.57 23529.19 EUR Yes 27058.57 23529.19
IDEMFTMIB- MICR 757.64 658.817 1082.34 941.1675 EUR No 1082.34 941.1675
IDEMFTMIB- MIN 3788.20 3294.09 5411.71 4705.84 EUR No 5411.71 4705.84
IDEMSRGB- SRG7 1135.01 N/A 1135.01 986.966 EUR No 1135.01 986.967
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
IPEATW- ATW 20996.42 N/A 20996.42 18257.76 USD No 20996.42 18257.76
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250 13000
IPEGOIL- GOIL 7879.95 N/A 7879.95 6303.96 USD No 7879.95 6303.96
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 22766.71 N/A 22766.71 19797.14 USD No 22766.71 19797.14
IPENGF- NGF 7695.915 N/A 7695.915 6692.10 GBP No 25440 6692.10
IPERBOB- RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTI- WTI 15567.01 N/A 15567.01 12453.61 USD Yes 15567.01 12453.61
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
KSEK200- 01 7170870 5975375.21 10244100 8536250.30 KRW Yes 10244100 8536250.30
KSEK200M- 05 1434174 1195110.02 2048820 1707300.03 KRW Yes 2048820 1707300.03
KSEKOSDQ150- 06 1243546.50 831600 1776495 1188000 KRW No 1776495 1188000
KSE005930- 11 156975 N/A 156975 136500 KRW No 156975 136500
KSE017670- 12 153662.50 N/A 153662.50 132750 KRW No 152662.50 132750
KSE005490- 13 756812.50 N/A 756812.50 653750 KRW No 751812.50 653750
KSE030200- 14 154500 N/A 154500 130000 KRW No 149500 130000
KSE015760- 15 80776 N/A 80776 70240 KRW No 80776 70240
KSE005380- 16 539350 N/A 539350 469000 KRW No 543350 469000
KSE016360- 17 156800 N/A 156800 132000 KRW No 151800 132000
KSE055550- 18 148912.50 N/A 148912.50 127750 KRW No 146912.50 127750
KSE000270- 19 256287.50 N/A 256287.50 220250 KRW No 253287.50 220250
KSE012330- 20 741750 N/A 741750 645000 KRW No 746750 645000
KSE006400- 22 508944.37 N/A 508944.37 439894.70 KRW No 505878.90 439894.70
KSE009150- 23 343112.50 N/A 343112.50 295750 KRW No 340112.50 295750
KSE066570- 24 205700 N/A 205700 178000 KRW No 204700 178000
KSE036460- 28 110968.75 N/A 110968.75 95625 KRW No 109968.75 95625
KSE004020- 32 80776 N/A 80776 70240 KRW No 80776 70240
KSE003550- 34 196612.50 N/A 196612.50 165750 KRW No 190612.50 165750
KSE078930- 35 109825 N/A 109825 95500 KRW No 115825 95500
KSE033780- 36 334050 N/A 334050 287000 KRW No 330050 287000
KSE009540- 39 865200 N/A 865200 700000 KRW No 865200 700000
KSE086790- 40 194192.75 N/A 194192.75 160985 KRW No 185132.75 160985
KSE096770- 41 269375 N/A 269375 232500 KRW No 267375 232500
KSE001040- 42 399423 N/A 399423 315500 KRW No 399423 315500
KSE034220- 45 80776 N/A 80776 70240 KRW No 80776 70240
KSE105560- 46 276598 N/A 276598 231720 KRW No 266478 231720
KSE051910- 47 620880 N/A 620880 520000 KRW No 620880 520000
KSE006800- 48 80776 N/A 80776 70240 KRW No 80776 70240
KSE042670- 49 80776 N/A 80776 70240 KRW No 80776 70240
KSE000660- 50 548550 N/A 548550 477000 KRW No 554550 477000
KSE006360- 51 80776 N/A 80776 70240 KRW No 80776 70240
KSE139480- 54 264612.50 N/A 264612.50 225750 KRW No 259612.50 225750
KSE161390- 55 119450 N/A 119450 103000 KRW No 118450 103000
KSE035420- 56 579412.50 N/A 579412.50 497750 KRW No 572412.50 497750
KSE003490- 57 80776 N/A 80776 70240 KRW No 80776 70240
KSE3KTB- 65 937251 N/A 937251 724031.69 KRW No 937251 724031.69
KSEFLKTB- 67 3159405 N/A 3159405 2475989.04 KRW No 3159405 2475989.04
KSEKWY- 75 1607010.03 N/A 1607010.03 1397400.02 KRW No 3214020.30 2794800.05
KSE032640- B0 80776 N/A 80776 70240 KRW No 80776 70240
KSE010950- B2 150362.50 N/A 150362.50 130750 KRW No 151362.50 130750
KSE010130- B3 3238200 N/A 3238200 2158800 KRW No 3238200 2158800
KSE024110- B4 80776 N/A 80776 70240 KRW No 80776 70240
KSE001680- B6 80776 N/A 80776 70240 KRW No 80776 70240
KSE047050- B7 170694 N/A 170694 122625 KRW No 170694 122625
KSE034020- B9 86404.50 N/A 86404.50 70240 KRW No 86404.50 70240
KSE023530- BA 194762.50 N/A 194762.50 166750 KRW No 191762.50 166750
KSE011170- BB 221760 N/A 221760 165000 KRW No 221760 165000
KSE032830- BD 243225 N/A 243225 211500 KRW No 243225 211500
KSE010140- BF 80776 N/A 80776 70240 KRW No 80776 70240
KSE029780- BG 122175 N/A 122175 104500 KRW No 120175 104500
KSE036570- BJ 425787.50 N/A 425787.50 370250 KRW No 431787.50 370250
KSE000080- BK 80776 N/A 80776 70240 KRW No 80776 70240
KSE071050- BL 241762.50 N/A 241762.50 206750 KRW No 237762.50 206750
KSE047810- BM 277200 N/A 277200 220000 KRW No 277200 220000
KSE000720- BN 124125 N/A 124125 107500 KRW No 123625 107500
KSE011210- BP 122331.25 N/A 122331.25 106375 KRW No 127831.25 106375
KSE008770- BQ 127575 N/A 127575 110500 KRW No 127075 110500
KSE035250- BS 80776 N/A 80776 70240 KRW No 80776 70240
KSE138930- BT 80776 N/A 80776 70240 KRW No 80776 70240
KSE139130- BV 80776 N/A 80776 70240 KRW No 80776 70240
KSE114090- BW 80776 N/A 80776 70240 KRW No 80776 70240
KSE001120- BX 80776 N/A 80776 70240 KRW No 80776 70240
KSE011070- BY 429312 N/A 429312 344000 KRW No 429312 344000
KSE005940- BZ 80776 N/A 80776 70240 KRW No 80776 70240
KSE034730- C1 380937.50 N/A 380937.50 331250 KRW No 382937.50 331250
KSE001740- C2 80776 N/A 80776 70240 KRW No 80776 70240
KSE011780- C3 356350 N/A 356350 309000 KRW No 355350 309000
KSE018260- C5 373000 N/A 373000 320000 KRW No 368000 320000
KSE090430- C6 354487.50 N/A 354487.50 308250 KRW No 355487.50 308250
KSE030000- C7 80776 N/A 80776 70240 KRW No 80776 70240
KSE028260- C8 355050 N/A 355050 307000 KRW No 353050 307000
KSE000880- C9 193050 N/A 193050 128700 KRW No 193050 128700
KSE088350- CA 80776 N/A 80776 70240 KRW No 80776 70240
KSE086280- CC 303025 N/A 303025 263500 KRW No 305025 263500
KSE010620- CD 498229.50 N/A 498229.50 430250 KRW No 499787.50 430250
KSE001450- CE 80776 N/A 80776 70240 KRW No 80776 70240
KSE035720- CF 110256.25 N/A 110256.25 95875 KRW No 111256.25 95875
KSE046890- CJ 80776 N/A 80776 70240 KRW No 80776 70240
KSE069080- CK 80776 N/A 80776 70240 KRW No 80776 70240
KSE096530- CL 80776 N/A 80776 70240 KRW No 80776 70240
KSE022100- CN 92054.25 N/A 92054.25 70240 KRW No 92054.25 70240
KSE068270- CP 460862.50 N/A 460862.50 400750 KRW No 461862.50 400750
KSE122870- CQ 194062.50 N/A 194062.50 168750 KRW No 195062.50 168750
KSE051900- CR 947312.50 N/A 947312.50 823750 KRW No 947312.50 823750
KSE002790- CS 80776 N/A 80776 70240 KRW No 80776 70240
KSE000810- CT 1083875 N/A 1083875 942500 KRW No 1083875 942500
KSE008930- CV 82080 N/A 82080 71250 KRW No 82080 71250
KSE021240- CW 244662.50 N/A 244662.50 212750 KRW No 244662.50 212750
KSE128940- CX 765312.50 N/A 765312.50 643750 KRW No 740312.50 643750
KSE018880- CY 80776 N/A 80776 70240 KRW No 80776 70240
KSE005830- D0 272487.50 N/A 272487.50 228250 KRW No 262487.50 228250
KSE097950- D1 707250 N/A 707250 615000 KRW No 707250 615000
KSE009240- D2 129025 N/A 129025 103500 KRW No 119025 103500
KSE002380- D3 733750 N/A 733750 625000 KRW No 718750 625000
KSE012750- D5 185000 N/A 185000 160000 KRW No 184000 160000
KSE000100- D6 320387.50 N/A 320387.50 274250 KRW No 315387.50 274250
KSE051600- D7 123687.50 N/A 123687.50 106250 KRW No 122187.50 106250
KSE069960- D8 169912.50 N/A 169912.50 147750 KRW No 170912.50 147750
KSE004370- DA 1174437.50 N/A 1174437.50 1021250 KRW No 1194437.50 1021250
KSE079550- DB 1080165 N/A 1080165 841250 KRW No 1080165 841250
KSE204320- DC 105656.25 N/A 105656.25 91875 KRW No 105656.25 91875
KSE004170- DD 455112.50 N/A 455112.50 395750 KRW No 461112.50 395750
KSE161890- DE 217062.50 N/A 217062.50 188750 KRW No 219062.50 188750
KSE111770- DG 135106.25 N/A 135106.25 114875 KRW No 132106.25 114875
KSE006650- DJ 259740 N/A 259740 222000 KRW No 259740 222000
KSE192820- DK 509400 N/A 509400 436000 KRW No 501400 436000
KSE039130- DN 155237.50 N/A 155237.50 133250 KRW No 153237.50 133250
KSE086900- DP 522100 N/A 522100 454000 KRW No 602100 454000
KSE078340- DR 120406.25 N/A 120406.25 96875 KRW No 111406.25 96875
KSE035760- DT 210425 N/A 210425 139500 KRW No 160425 139500
KSE056190- DV 80776 N/A 80776 70240 KRW No 80776 70240
KSE241560- DW 141356.25 N/A 141356.25 119875 KRW No 137856.25 119875
KSE017800- DY 217625 N/A 217625 187500 KRW No 215625 187500
KSE105630- DZ 80776 N/A 80776 70240 KRW No 80776 70240
KSE240810- E0 80776 N/A 80776 70240 KRW No 80776 70240
KSE091700- E3 80776 N/A 80776 70240 KRW No 80776 70240
KSE041510- E4 390187.50 N/A 390187.50 306250 KRW No 352187.50 306250
KSE251270- E5 134956.25 N/A 134956.25 113875 KRW No 130956.25 113875
KSE003670- E8 390186 N/A 390186 306750 KRW No 390186 306750
KSE178920- EA 80776 N/A 80776 70240 KRW No 80776 70240
KSE316140- EB 80776 N/A 80776 70240 KRW No 80776 70240
KSE009420- EE 81149.25 N/A 81149.25 70240 KRW No 81149.25 70240
KSE035900- EF 200962.50 N/A 200962.50 174750 KRW No 204962.50 174750
KSE028670- EH 80776 N/A 80776 70240 KRW No 80776 70240
KSE011790- EJ 320458.50 N/A 320458.50 250750 KRW No 320458.50 250750
KSE093370- EL 80776 N/A 80776 70240 KRW No 80776 70240
KSE375500- ER 130231.25 N/A 130231.25 112375 KRW No 129231.25 112375
KSE207940- ES 2992875 N/A 2992875 2602500 KRW No 2992875 2602500
KSE028050- ET 80776 N/A 80776 70240 KRW No 80776 70240
KSE272210- EV 213650.25 N/A 213650.25 142433.50 KRW No 213650.25 142433.50
KSE293490- EX 80776 N/A 80776 70240 KRW No 80776 70240
KSE247540- EY 312363 N/A 312363 259500 KRW No 321425 259500
KSE253450- EZ 153050 N/A 153050 127000 KRW No 146050 127000
KSE278280- F0 102925 N/A 102925 89500 KRW No 108425 89500
KSE200130- F1 80776 N/A 80776 70240 KRW No 80776 70240
KSE036540- F2 80776 N/A 80776 70240 KRW No 80776 70240
KSE060250- F3 80776 N/A 80776 70240 KRW No 80776 70240
KSE000250- F4 500577 N/A 500577 352250 KRW No 500577 352250
KSE373220- F5 937187.50 N/A 937187.50 806250 KRW No 927187.50 806250
KSE323410- F6 80776 N/A 80776 70240 KRW No 80776 70240
KSE377300- F7 91665 N/A 91665 78750 KRW No 91665 78750
KSE259960- F8 1108312.50 N/A 1108312.50 963750 KRW No 1118312.50 963750
KSE302440- F9 112050 N/A 112050 97000 KRW No 111550 97000
KSE011200- FA 80776 N/A 80776 70240 KRW No 80776 70240
KSE361610- FB 80776 N/A 80776 70240 KRW No 80776 70240
KSE352820- FC 765437.50 N/A 765437.50 661250 KRW No 760437.50 661250
KSE329180- FD 1321290 N/A 1321290 1038750 KRW No 1321290 1038750
KSE402340- FE 267208.50 N/A 267208.50 230750 KRW No 267208.50 230750
KSE326030- FF 284625 N/A 284625 247500 KRW No 285625 247500
KSE383220- FG 205812.50 N/A 205812.50 173750 KRW No 199812.50 173750
KSE267250- FH 234425 N/A 234425 199500 KRW No 229425 199500
KSE271560- FJ 357762.50 N/A 357762.50 306750 KRW No 352762.50 306750
KSE138040- FK 351325 N/A 351325 305500 KRW No 351325 305500
KSE263750- FL 106725 N/A 106725 91500 KRW No 105225 91500
KSE066970- FM 214452 N/A 214452 161000 KRW No 214452 161000
KSE112040- FN 88978.50 N/A 88978.50 70240 KRW No 88978.50 70240
KSE196170- FP 1262010 N/A 1262010 881250 KRW No 1262010 881250
KSE058470- FQ 113593.75 N/A 113593.75 93125 KRW No 107093.75 93125
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
LMEOTCAH- AH 5288.96 N/A 5288.96 4599.09 USD No 5288.96 4599.09
LMEOTCCA- CA 21227.85 N/A 21227.85 18459 USD No 21227.85 18459
LMEOTCPB- PB 4418.64 N/A 4418.64 3842.25 USD No 4418.64 3842.25
LMEOTCSNLME- SN 42982.49 N/A 42982.49 37372.17 USD No 42982.36 37372.17
LMEOTCZSLME- ZS 6248.78 N/A 6248.78 5433.72 USD No 6248.78 5433.72
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
MATIFEBM- EBM 791.256 N/A 791.256 688.049 EUR Yes 1262.83 1098.11
MATIFECO- ECO 2115.61 N/A 2115.61 1839.66 EUR Yes 3163.26 2750.66
MATIFEMA- EMA 1246.93 N/A 1246.93 1084.28 EUR No 1471.90 1279.91
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
MEFFRVFCC1- FCI 229.888 N/A 229.888 199.902 EUR No 231.569 199.902
MEFFRVIBEX35- IBX 9660 8400 13800 12000 EUR No 13800 12000
MEFFRVIBEX- MIX 966 840 1380 1200 EUR Yes 1380 1200
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUA- DA 10029.84 N/A 10029.84 8721.60 MXN No 15598.66 13564.05
MEXDEREURO- EU 34142.93 N/A 34142.93 29689.50 MXN No 34142.93 29689.50
MEXDERIPC- IPC 52852.02 N/A 52852.02 45955.70 MXN Yes 2 57114.27 49661.81
MEXDERIPC- MIP 10570.89 N/A 10570.89 9191.14 MXN No 11423.38 9932.36
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
MONEPEPEU- EPE 4737.59 N/A 4737.59 4119.64 EUR No 4737.59 4119.64
MONEPEPRA- EPR 3746.67 N/A 3746.67 3256.62 EUR No 3746.67 3256.62
MONEPCAC40- FCE 5283.87 4594.67 7548.38 6563.81 EUR Yes 6181.56 5375.27
MONEPFEF- FEF 16048.52 N/A 16048.52 13955.23 EUR No 16048.52 13955.23
MONEPFEO- FEO 10080.07 N/A 10080.07 8765.28 EUR No 10080.07 8765.28
MONEPCAC40- MFC 528.387 459.467 754.838 656.381 EUR No 618.156 537.527
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
NSEBANKNIFTY- BANKNIFTY 269565.3 N/A 269565.3 234404.7 INR Yes 8939.42 7773.41
NSEEURINR- EURINR 11131.23 N/A 11131.23 9679.25 INR No 11131.23 9679.25
NSENSEFIN- FINNIFTY 279202.95 N/A 279202.95 242748.35 INR Yes 4272.76 3715.45
NSEGBPINR- GBPINR 13104.19 N/A 13104.19 11394.80 INR No 13104.69 11394.80
NSEJPYINR- JPYINR 6876.95 N/A 6876.95 5979.95 INR No 6876.95 5979.95
NSEMIDCAPSEL- MIDCPNIFTY 237939.6 N/A 237939.6 206899.2 INR Yes 1972.63 1715.33
NSENIFTY50- NIFTY 258962.25 N/A 258962.25 225184.5 INR Yes 3432.25 2984.57
NSEUSDINR- USDINR 9846.59 N/A 9846.59 8562.25 INR Yes 9846.59 8562.25
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
NYBOTLRC30APR- 30C 115394.31 N/A 115394.31 100342.88 USD No 115394.31 100342.88
NYBOTCC- CC 21800.54 N/A 21800.54 18956.99 USD Yes 21800.54 18956.99
NYBOTCT- CT 3455.64 N/A 3455.64 3004.91 USD Yes 3455.64 3004.91
NYBOTDX- DX 3347.92 N/A 3347.92 2911.23 USD Yes 3347.92 2911.23
NYBOTNYFANG- FNG 12494.94 N/A 12494.94 10864.86 USD No 12494.94 10864.86
NYBOTKC- KC 23145.79 N/A 23145.79 20126.77 USD Yes 23145.79 20126.77
NYBOTOJ- OJ 11149.77 N/A 11149.77 9695.37 USD Yes 11149.77 9695.37
NYBOTRS- RS 1214.34 N/A 1214.34 1055.95 CAD No 1214.34 1055.95
NYBOTSB- SB 1897.20 N/A 1897.20 1649.74 USD Yes 1897.20 1649.74
NYBOTSF- SF 2494.84 N/A 2494.84 2167.03 USD No 2494.84 2167.03
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
NYMEXBB- BB 16250 N/A 16250 13000 USD No 16250 13000
NYMEXBZ- BZ 16250 N/A 16250 13000 USD Yes 16250 13000
NYMEXCL- CL 16250 N/A 16250 13000 USD Yes 16250 13000
NYMEXHH- HH 7960.40 N/A 7960.40 6922.09 USD No 7960.40 6922.09
NYMEXHHW- HHW 8361.61 N/A 8361.61 7270.96 USD No 8361.61 7270.96
NYMEXHO- HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHP- HP 7964.96 N/A 7964.96 6922.09 USD No 7964.96 6922.09
NYMEXMCL- MCL 1625 N/A 1625 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2460.96 N/A 2460.96 1968.77 USD No 2460.96 1968.77
NYMEXMHNG- MNG 836.733 N/A 836.733 727.594 USD No 836.733 727.594
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 7960.40 N/A 7960.40 6922.09 USD Yes 7960.40 6922.09
NYMEXPA- PA 18762.07 N/A 18762.07 16314.84 USD No 18762.07 16314.84
NYMEXPL- PL 5621.57 N/A 5621.57 4888.33 USD No 5621.57 4888.33
NYMEXQG- QG 1990.82 N/A 1990.82 1730.52 USD No 1990.82 1730.52
NYMEXQM- QM 8125 N/A 8125 6500 USD No 8125 6500
NYMEXRB- RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTT- TT 9764.55 N/A 9764.55 8490.91 USD No 9764.55 8490.91
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
NYSELIFFEM1MSA- ASN 9153.03 N/A 9153.03 7958.45 USD No 9153.03 7958.45
NYSELIFFEM1EU- EU9 13417.64 N/A 13417.64 11664.25 USD No 13417.64 11664.25
NYSELIFFEM1JP- JPP 20248.08 N/A 20248.08 17607.03 USD No 20248.08 17607.03
NYSELIFFEMXEA- MFS 5479.04 4764.39 7827.21 6806.27 USD No 7827.21 6806.27
NYSELIFFEMXEF- MME 2938.72 2555.41 4198.17 3650.58 USD No 4198.17 3650.58
NYSELIFFEMXUS- MUN 61571.66 N/A 61571.66 53540.57 USD No 61571.65 53540.57
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
OMSOMXESG- OMXESG 25849.05 N/A 25849.05 22476.98 SEK No 25849.04 22476.98
OMSOMXS30- OMXS30 18729.935 16286.90 26757.05 23267 SEK Yes 26757.05 23267
OMSLUPEB- ORRON.FWD 1005.30 N/A 1005.30 874.173 SEK No 5330.47 874.173
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.JPNN225- 225 2681823.69 2332020.60 3831176.70 3331458 JPY Yes 3284475.90 2856066
OSE.JPNN225M- 225M 268182.37 233202.06 383117.67 333145.80 JPY Yes 328447.59 285606.60
OSE.JPNN225MC- 225MC 26818.24 23320.21 38311.77 33314.58 JPY No 32844.76 28560.66
OSE.JPNJPNK400- 400 199444.99 N/A 199444.99 173428.90 JPY No 199444.99 173428.90
OSE.JPNTPXC30- C30 122704.02 N/A 122704.02 106699.15 JPY No 111668.80 97103.30
OSE.JPNDJIA- DJIA 488466.81 N/A 488466.81 424744.21 JPY No 488466.81 424744.21
OSE.JPNJGB- JBL 2361009.72 N/A 2361009.72 2053051.93 JPY Yes 2280153.22 1982741.93
OSE.JPNMJ- JBLM 236100.97 N/A 236100.97 205305.19 JPY No 228015.32 198274.19
OSE.JPNTSEMOTHR- MOTH 71082.01 N/A 71082.01 61810.10 JPY No 71082.01 61810.10
OSE.JPNNKVI- NVI 152662.50 N/A 152662.50 132750 JPY No 186009.06 161747.01
OSE.JPNTSEREIT- REIT 170655.27 N/A 170655.27 148377.56 JPY No 170655.27 148377.56
OSE.JPNTOPX- TPX 1560419.65 1356886.65 2229170.925 1938409.50 JPY No 1799497.57 1564780.50
OSE.JPNMNTPX- TPXM 156041.96 135688.665 222917.09 193840.95 JPY No 179949.76 156478.05
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
QBALGOIEUCOIL- COIL 16250 N/A 16250 13000 USD No 16250 13000
QBALGOIEUGOIL- GOIL 7879.95 N/A 7879.95 6303.96 USD No 7879.95 6303.96
QBALGOIEUWTI- WTI 15567.01 N/A 15567.01 12453.61 USD No 15567.01 12453.61
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
QBALGOIUSCC- CC 21800.54 N/A 21800.54 18956.99 USD No 21800.54 18956.99
QBALGOIUSCT- CT 3455.64 N/A 3455.64 3004.91 USD No 3455.64 3004.91
QBALGOIUSDX- DX 3347.92 N/A 3347.92 2911.23 USD No 3347.92 2911.23
QBALGOIUSKC- KC 23145.79 N/A 23145.79 20126.77 USD No 23145.79 20126.77
QBALGOIUSOJ- OJ 11149.77 N/A 11149.77 9695.37 USD No 11149.77 9695.37
QBALGOIUSSB- SB 1897.20 N/A 1897.20 1649.74 USD No 1897.20 1649.74
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
SGXAJ- AJ 331690.96 N/A 331690.96 288426.92 JPY No 331691.03 288426.92
SGXAU- AU 1849.38 N/A 1849.38 1608.16 USD No 1849.38 1608.16
SGXXINA50- CN 1289.42 1121.23 1842.02 1601.76 USD No 1842.02 1601.76
SGXCY- CY 3979.29 N/A 3979.29 3460.25 USD No 3979.29 3460.25
SGXXIN0I- FCH 3658.44 N/A 3658.44 3181.12 USD No 3658.44 3181.12
SGXSCI- FEF 1150 N/A 1150 1000 USD No 1150 1000
SGXWIIDN- FID 2261.71 N/A 2261.71 1966.67 USD No 2261.71 1966.67
SGXFIVNM30- FVN 1322.41 N/A 1322.41 1149.84 USD No 1322.41 1149.84
SGXINR- INR 9836.53 N/A 9836.53 8553.50 USD No 9836.53 8553.50
SGXINX- INX 9842.56 N/A 9842.56 8558.75 USD No 9842.56 8558.75
SGXIU- IU 2686.17 N/A 2686.17 2335.80 USD No 2686.17 2335.80
SGXSGB- JB 361340.03 N/A 361340.03 314199.38 JPY No 361339.63 314199.38
SGXKJ- KJ 413406.66 N/A 413406.66 359484.05 JPY No 413406.66 359484.05
SGXKRW- KRW 10281.50 N/A 10281.50 8935 USD No 10275.25 8935
SGXKU- KU 2057.93 N/A 2057.93 1789.50 USD No 2055.05 1787
SGXMUC- MUC 6223.11 N/A 6223.11 5411.40 CNH No 6223.11 5411.40
SGXNKYDIV- ND 1825280.18 N/A 1825280.18 1587199.95 JPY No 1825279.94 1587199.95
SGXNIFTY- NIFTY 2012.50 1750 2875 2500 USD No 2875 2500
SGXSGXNK- NK 1127000 980000 1610000 1400000 JPY Yes 1610000 1400000
SGXSGXNKM- NS 225400 196000 322000 280000 JPY No 322000 280000
SGXN225U- NU 40333.95 N/A 40333.95 35073.00 USD No 40333.95 35073.00
SGXSSG- SGP 2012.50 1750 2875 2500 SGD Yes 2 2875 2500
SGXSND- SND 6905.00 N/A 6905.00 6004.35 SGD No 6905.00 6004.35
SGXSTI- ST 4683.22 N/A 4683.22 4072.37 SGD No 4683.22 4072.37
SGXTD- TD 2660.04 N/A 2660.04 2313.08 USD No 2660.04 2313.08
SGXTSR20- TF 747.504 N/A 747.504 650.003 USD No 747.504 650.003
SGXTONA- TONA 35650.50 N/A 35650.50 31000 JPY No 35650 31000
SGXSGXTU- TU 2149.86 N/A 2149.86 1869.40 USD No 2149.86 1869.40
SGXTWD- TWD 7980.13 N/A 7980.13 6939.24 USD No 7980.13 6939.24
SGXTWN- TWN 5578.83 4851.16 7969.76 6930.22 USD No 7969.76 6930.22
SGXUC- UC 24892.44 N/A 24892.44 21645.60 CNH Yes 24892.44 21645.60
SGXUJ- UJ 10573795.40 N/A 10573795.40 9194604.70 JPY No 10573795.90 9194604.70
SGXUS- US 1726.25 N/A 1726.25 1501.09 SGD No 1726.25 1501.09
SGXUY- UY 2114759.08 N/A 2114759.08 1838920.94 JPY No 2114759.18 1838920.94
SGXC52- YCDD 1321.27 N/A 1321.27 1148.93 SGD No 1345.82 1148.94
SGXD05- YDBS 4197.56 N/A 4197.56 3532.10 SGD No 4061.92 3532.10
SGXG13- YGEN 634.731 N/A 634.731 551.94 SGD No 669.316 551.935
SGXBN4- YKEP 3513.03 N/A 3513.03 3054.81 SGD No 3688.43 3054.81
SGXO39- YOCB 5620.16 N/A 5620.16 4887.09 SGD No 5950.79 4887.09
SGXZ74- YSTT 3350.68 N/A 3350.68 2913.63 SGD No 3504.90 2913.63
SGXY92- YTBE 880.854 N/A 880.854 765.96 SGD No 897.214 765.95
SGXU11- YUOB 5956.95 N/A 5956.95 5179.96 SGD No 6010.02 5179.96
SGXF34- YWIL 2677.09 N/A 2677.09 2327.90 SGD No 3026.44 2327.90
SGXBS6- YYZJ 18796.98 N/A 18796.98 4365.44 SGD No 5577.48 4365.44
SGXSAMMAANCA- ZIHF 172.50 N/A 172.50 150 USD No 172.50 150
SGXZEEL- ZZEE 424.865 N/A 424.865 368.898 USD No 424.233 368.898
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
SNFESPI- AP 13714.00 11925.21 19591.42 17036.02 AUD Yes 19591.42 17036.02
SNFEIB- IB 756.718 N/A 756.718 658.00 AUD No 756.726 658.00
SNFEIR- IR 1639.24 N/A 1639.24 1425.43 AUD No 1639.24 1425.43
SNFEXT- XT 3228.12 N/A 3228.12 2807.04 AUD No 3228.09 2807.04
SNFEYT- YT 1237.41 N/A 1237.41 1076.01 AUD No 1237.41 1076.01

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.


Exchange Symbol Description Intraday Start Time4 Intraday End Time4
CBOT ZB 30-year T-BONDS 7:20 15:00
CBOT ZN 10-YR TREAS. 7:20 15:00
CBOT ZF 5-YR TREAS. 7:20 15:00
CBOT ZT 2-YR TREAS. 7:20 15:00
CBOT Z3N 3-YR TREAS. 8:30 15:00
CBOT ZQ 30 Day Federal Funds 7:20 15:00
CBOT TN 10-YR T-NOTES 7:20 15:00
CBOT UB Ultra T-BONDS 7:20 15:00
CBOT YM MINI DJIA 8:30 15:00
CBOT MYM Micro E-mini DJIA 8:30 15:00
GLOBEX MNQ Micro E-mini NASDAQ-100 8:30 15:00
GLOBEX MES Micro E-mini S&P 500 8:30 15:00
GLOBEX M2K Micro E-mini Russell 2000 8:30 15:00
GLOBEX GE EURODOLLARS 7:20 15:00
GLOBEX ES MINI-S&P 500 8:30 15:00
GLOBEX NKD NIKKEI 225 8:00 15:00
GLOBEX NQ NASDAQ E-MINI 8:30 15:00
GLOBEX SP S&P 500 8:30 15:00
NYMEX CL Crude oil 9:00 15:45
NYMEX GC Gold 8:20 15:45
NYMEX HG Copper 8:10 15:45
NYMEX HH Nautral Gas Last Day Financial Future 9:00 15:45
NYMEX HO Heating Oil 9:00 15:45
NYMEX MGC E-Micro Gold 8:30 15:45
NYMEX NG Natural gas 9:00 15:45
NYMEX QC Copper 8:10 15:45
NYMEX QG Natural gas E-Mini 9:00 15:45
NYMEX QH Heating Oil E-Mini 9:00 15:45
NYMEX QI Silver Mini 8:25 15:45
NYMEX QM Crude oil E-Mini 9:00 15:45
NYMEX QO Gold 8:20 15:45
NYMEX QU Unleaded Gasoline E-Mini 9:00 15:45
NYMEX RB RBOB Gasoline 9:00 15:45
NYMEX SI Silver 8:25 15:45
NYMEX SIL Silver 8:25 15:45
NYBOT TF RUSSELL 2000 9:30 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
CDE BAX Bankers Acceptance 6:00 15:45
CDE CGB 10-year Canadian Government Bond 6:00 15:45
CDE CGF 5-year Canadian Government Bond 6:00 15:45
CDE SCF S&P/TSX Composite 9:30 15:45
CDE SXF S&P 60 9:30 15:45
CDE SXM Mini S&P 60 9:30 15:45
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
IDEM FTMIB S&P MIB30 Index 9:00 17:35
IDEM MINI Mini S&P MIB30 Index 9:00 17:35
DTB FDAX DAX Index 7:50 21:45
DTB FDXM DAX Index Mini 7:50 21:45
DTB FESX DJ EURO STOXX 7:50 21:45
DTB FGBL Euro BUND 7:50 21:45
DTB FGBM Euro BOBL 7:50 21:45
DTB FGBS Euro SCHATZ 7:50 21:45
DTB FGBX Euro BUXL 7:50 18:45
DTB FOAT Euro-OAT French Government Bond Index 7:50 18:45
SOFFEX FSMI Swiss Market Index 8:00 17:15
ICEEU I EURIBOR THREE MONTH EURO 7:00 16:15
ICEEU L THREE MONTH SHORT STERLING 7:30 16:15
ICEEU R Long Gilt 8:00 16:15
ICEEU Z FTSE 100 (NEW STYLE) 7:00 20:45
IPE WTI Light WTI Crude 1:00 20:45
MEFFRV IBX IBEX-35 9:00 17:15
MEFFRV MIX IBEX-MINI 9:00 17:15
FTA FTI AEX INDEX FUT 8:00 18:15
FTA MFA AEX INDEX FUT 8:00 18:00
MONEP FCE CAC 40 8:00 18:00
MONEP MFC CAC 40 8:00 18:00
Exchange Symbol Description Intraday Start Time5 Intraday End Time5
SNFE AM SPI 200 Mini 9:50 16:15
SNFE AP SPI 200 9:50 16:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
HKFE A505 ISHARES FTSE A50 CHINA INDEX 9:00 15:45
HKFE HHI5 HSCEI INDEX 8:45 16:00
HKFE HSI5 HANG SENG INDEX 8:45 16:00
HKFE MCH5 HSCEI INDEX 8:45 16:00
HKFE MHI5 HANG SENG INDEX 8:45 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
OSE.JPN NK225 NIKKEI 225 08:45 14:55
OSE.JPN NK225M NIKKEI 225 MINI 08:45 14:55
OSE.JPN TOPIX TOPIX 08:45 15:00
OSE.JPN TOPIXM TOPIX Mini 08:45 15:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
NSE NIFTY S&P CNX NIFTY 9:15 15:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
SGX NK NIKKEI 225 7:45 14:10
SGX NS NIKKEI 225 mini 7:45 13:45
SGX TW MSCI Taiwan 8:45 13:30
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
KSE 01 KOSPI 9:00 15:20
KSE 05 KOSPI mini 9:00 15:20

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 'Intraday Start Time' and 'Intraday End Time' columns are shown in local exchange 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.




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

Mutual Funds

Forex


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:

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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.







The risk of loss in online trading of stocks, options, futures, currencies, foreign equities, and fixed income can be substantial. Options are not suitable for all investors. For more information, read the "Characteristics and Risks of Standardized Options".

Your capital is at risk and your losses may exceed the value of your original investment.

Interactive Brokers (U.K.) Limited is authorised and regulated by the Financial Conduct Authority. FCA Reference Number 208159.

Cryptoassets are unregulated in the UK. Interactive Brokers (U.K) Limited ("IBUK") is registered with the Financial Conduct Authority as a cryptoassets firm under the Money Laundering, Terrorist Financing and Transfer of Funds (Information on the Payer) Regulations 2017.

Interactive Brokers LLC is regulated by the US SEC and CFTC and is a member of the SIPC (www.sipc.org) compensation scheme;
products are only covered by the UK FSCS in limited circumstances.

Before trading, clients must read the relevant risk disclosure statements on our Warnings and Disclosures page.

For a list of IBG memberships worldwide, see our exchange listings.