Futures & FOPs Margin Requirements

City Skyline

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 8193.56 N/A 8193.56 7124.83 EUR Yes 2 8193.56 7124.83
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 8050 N/A 8050 7000 MYR No 8050 7000
BURSAMYFBMKLCI- FKLI 4025.01 3500.00 5750.02 5000.00 MYR No 5750.02 5000.00
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 723.368 N/A 723.368 628.94 USD No 723.368 628.94
CBOT2YY- 2YY 1329.25 N/A 1329.25 1155.87 USD No 1329.25 1155.87
CBOT30Y- 30Y 616.059 N/A 616.059 535.704 USD No 616.059 535.704
CBOT5YY- 5YY 3343.42 N/A 3343.42 2907.32 USD No 3343.42 2907.32
CBOTAIGCI- AW 856.265 N/A 856.265 744.543 USD No 856.265 744.543
CBOTDHB- DHB 3286.90 N/A 3286.90 2856.40 USD No 3286.90 2856.40
CBOTHYB- HYB 5229.48 N/A 5229.48 4544.00 USD No 5229.48 4544.00
CBOTIQB- IQB 5014.56 N/A 5014.56 4358.83 USD No 5014.56 4358.83
CBOTKE- KE 3010.55 N/A 3010.55 2617.87 USD Yes 3010.55 2617.87
CBOTMTN- MTN 615.623 N/A 615.623 535.179 USD No 615.66 535.179
CBOTMWN- MWN 1078.89 N/A 1078.89 938.04 USD No 1078.87 938.04
CBOTMYM- MYM 1085.945 944.30 1551.35 1349 USD No 1493.85 1299
CBOTMZC- MZC 172.659 N/A 172.659 150.139 USD No 172.659 150.139
CBOTMZL- MZL 424.356 N/A 424.356 369.005 USD No 424.356 369.005
CBOTMZM- MZM 248.502 N/A 248.502 216.089 USD No 248.502 216.089
CBOTMZS- MZS 372.597 N/A 372.597 323.997 USD No 372.597 323.997
CBOTMZW- MZW 319.023 N/A 319.023 277.411 USD No 319.023 277.411
CBOTQDOW- QDOW 769.759 N/A 769.759 669.353 USD No 769.756 669.353
CBOTDJUSRE- RX 4036.46 N/A 4036.46 3509.83 USD No 4036.46 3509.83
CBOTTN- TN 4033.36 N/A 4033.36 3507.27 USD No 4033.74 3507.27
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 7465.11 N/A 7465.11 6491.18 USD Yes 7464.86 6491.18
CBOTYC- XC 345.319 N/A 345.319 300.277 USD No 345.319 300.277
CBOTYK- XK 745.194 N/A 745.194 647.994 USD No 745.194 647.994
CBOTYW- XW 638.046 N/A 638.046 554.823 USD No 638.046 554.823
CBOTYIA- YIA 373.752 N/A 373.752 325 USD No 373.75 325
CBOTYIC- YIC 988.187 N/A 988.187 859.293 USD No 988.687 859.293
CBOTYID- YID 1121.25 N/A 1121.25 975 USD No 1121.25 975
CBOTYIT- YIT 690.003 N/A 690.003 600.003 USD No 690.501 600.003
CBOTYIW- YIW 5224.14 N/A 5224.14 4542.73 USD No 5224.14 4542.73
CBOTYM- YM 10855.425 9439.50 15507.75 13485 USD Yes 14939.65 12991
CBOTZ3N- Z3N 2634.47 N/A 2634.47 2290.36 USD No 2633.91 2290.36
CBOTZB- ZB 5540.25 N/A 5540.25 4817.61 USD Yes 5540.25 4817.61
CBOTZC- ZC 1726.59 N/A 1726.59 1501.39 USD Yes 1726.59 1501.39
CBOTZF- ZF 1739.45 N/A 1739.45 1512.56 USD Yes 1739.88 1512.56
CBOTZL- ZL 4116.81 N/A 4116.81 3579.83 USD Yes 4116.81 3579.83
CBOTZM- ZM 2366.31 N/A 2366.31 2057.66 USD Yes 2366.31 2057.66
CBOTZN- ZN 2740.75 N/A 2740.75 2383.26 USD Yes 2741.00 2383.26
CBOTZO- ZO 4854.51 N/A 4854.51 4211.42 USD Yes 4854.51 4211.42
CBOTZQ- ZQ 1369.56 N/A 1369.56 1190.92 USD Yes 2 1369.56 1190.92
CBOTZR- ZR 4198.23 N/A 4198.23 3650.33 USD Yes 4198.23 3650.33
CBOTZS- ZS 3725.97 N/A 3725.97 3239.97 USD Yes 3725.97 3239.97
CBOTZT- ZT 1380.10 N/A 1380.10 1200.08 USD Yes 1381.11 1200.08
CBOTZW- ZW 3190.23 N/A 3190.23 2774.11 USD Yes 3190.23 2774.11
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 3556.47 N/A 3556.47 3092.58 CAD No 3556.47 3092.58
CDECGF- CGF 1927.96 N/A 1927.96 1676.48 CAD No 1927.96 1676.48
CDECGZ- CGZ 714.495 N/A 714.495 621.30 CAD No 714.498 621.30
CDECRA- CRA 488.902 N/A 488.902 425.13 CAD No 488.8995 425.13
CDETSE60- SXF 15499.12 13477.50 22141.61 19253.57 CAD No 22141.62 19253.57
CDETSE60- SXM 12818.04 N/A 12818.04 11146.12 CAD No 12818.04 11146.12
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 16072.23 N/A 16072.23 13975.85 CHF Yes 16072.23 13975.85
CEDXBDE40G- DE40F 26948.21 N/A 26948.21 23433.22 EUR Yes 26948.21 23433.22
CEDXBES35P- ES35F 64146.05 N/A 64146.05 55779.17 EUR Yes 64146.05 55779.17
CEDXBEZ50P- EZ50F 6106.59 N/A 6106.59 5310.08 EUR Yes 6106.59 5310.08
CEDXBFR40P- FR40F 8266.28 N/A 8266.28 7188.07 EUR Yes 8266.28 7188.07
CEDXBIT40P- IT40F 13342.68 N/A 13342.68 11602.33 EUR Yes 13342.68 11602.33
CEDXBNL25P- NL25F 10592.65 N/A 10592.65 9211.00 EUR Yes 10592.65 9211.00
CEDXBNO25G- NO25F 12719.82 N/A 12719.82 11060.72 NOK Yes 12719.82 11060.72
CEDXBSE30P- SE30F 33067.94 N/A 33067.94 28754.73 SEK Yes 33067.94 28754.73
CEDXBUK100P- UK100F 8612.26 N/A 8612.26 7488.92 GBP Yes 8612.26 7488.92
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 10029.36 N/A 10029.36 8720.25 USD No 10029.36 8720.25
CFEIBXXIBIG- IBIG 8173.29 N/A 8173.29 7106.25 USD No 8173.29 7106.25
CFEVA- VA 333.50 N/A 333.50 290 USD No 258.75 225
CFEVIX- VX 10534.29 N/A 10534.29 9160.25 USD Yes 26954.08 23438.33
CFEVIX- VX27 10534.29 N/A 10534.29 9160.25 USD No 28794.63 25038.81
CFEVIX- VX29 10534.29 N/A 10534.29 9160.25 USD No 25437.06 22119.18
CFEVIX- VX30 10534.29 N/A 10534.29 9160.25 USD No 25157.76 21876.31
CFEVIX- VX31 10274.25 N/A 10274.25 8934.13 USD No 24881.15 21635.78
CFEVIX- VX32 10274.22 N/A 10274.22 8934.10 USD No 27012.40 23489.05
CFEVXM- VXM 1053.43 N/A 1053.43 916.025 USD No 2491.79 2166.77
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 2530 N/A 2530 2200 USD Yes 2530 2200
CMEGBP- 6B 2690.36 N/A 2690.36 2339.45 USD Yes 2690.36 2339.45
CMECAD- 6C 1653.45 N/A 1653.45 1437.78 USD Yes 1653.45 1437.78
CMEEUR- 6E 4153.68 N/A 4153.68 3611.90 USD Yes 4153.68 3611.90
CMEJPY- 6J 4370.34 N/A 4370.34 3800.30 USD Yes 4376.59 3800.30
CMEBRE- 6L 1892.86 N/A 1892.86 1376.625 USD Yes 2 1892.86 1376.625
CME6M- 6M 1840.00 N/A 1840.00 1600.00 USD Yes 1840.00 1600.00
CMENZD- 6N 2581.50 N/A 2581.50 2244.78 USD Yes 2 2581.50 2244.78
CMECHF- 6S 6210.03 N/A 6210.03 5400.03 USD Yes 6210.03 5400.03
CMEZAR- 6Z 2286.26 N/A 2286.26 1988 USD No 2286.26 1988
CMEACDX- ACD 13307.94 N/A 13307.94 11572.13 CAD No 13307.94 11572.13
CMEAJY- AJY 2533529.40 N/A 2533529.40 2203069.04 JPY No 2533529.60 2203069.04
CMEBFF- BFF 828.942 N/A 828.942 720.819 USD No 828.942 720.819
CMEBQX- BIO 26448.12 N/A 26448.12 22998.37 USD No 26448.12 22998.37
CMEBOS- BOS 5088.75 N/A 5088.75 4425 USD No 5088.75 4425
CMEBRR- BTC 198101.83 N/A 198101.83 169801.56 USD Yes 198101.83 169801.56
CMEBTCEURRR- BTE 270537.50 N/A 270537.50 235250 EUR No 324645 282300
CMECB- CB 8276.01 N/A 8276.01 7196.53 USD No 8276.01 7196.53
CMECHI- CHI 3162.50 N/A 3162.50 2750 USD No 3162.50 2750
CMECLP- CHP 5658.08 N/A 5658.08 4907.02 USD No 5643.08 4907.02
CMECJY- CJY 2840265.95 N/A 2840265.95 2469796.48 JPY No 2840265.95 2469796.48
CMECNH- CNH 24612.87 N/A 24612.87 21393 CNH No 24612.87 21393
CMECSC- CSC 7385.99 N/A 7385.99 6422.60 USD No 7385.99 6422.60
CMECUS- CUS 5249.75 N/A 5249.75 4565.00 USD No 5249.75 4565.00
CMECZK- CZK 21880.18 N/A 21880.18 19026.24 USD Yes 2 21880.18 19026.24
CMEDA- DC 5575.07 N/A 5575.07 4847.86 USD Yes 5575.07 4847.86
CMEDEN- DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDY- DY 9037.25 N/A 9037.25 7858.48 USD No 9037.25 7858.48
CMEE7- E7 2076.84 N/A 2076.84 1805.95 USD No 2076.84 1805.95
CMEEAD- EAD 17297.90 N/A 17297.90 15027.18 AUD No 17297.90 15027.18
CMEECD- ECD 12596.89 N/A 12596.89 10947.14 CAD No 12596.89 10947.14
CMEECK- ECK 9314.08 N/A 9314.08 8099.20 EUR No 9314.08 8099.20
CMEEHF- EHF 5523.45 N/A 5523.45 4803.00 EUR Yes 2 5535.45 4803.00
CMEEMD- EMD 17504.02 15220.80 25005.74 21744 USD Yes 2 25477.10 22154
CMENIY- ENY 240535.85 209161.21 343622.64 298801.72 JPY No 321770 279800
CMEEPZ- EPZ 6742.22 N/A 6742.22 5862.80 EUR Yes 2 6742.22 5862.80
CMEES- ES 16546.53 15042.30 23637.90 21489 USD Yes 22184.80 20168
CMESPXESUP- ESG 24946.40 N/A 24946.40 21685.18 USD No 24946.40 21685.18
CMEESTR- ESR 747.543 N/A 747.543 650 EUR No 747.538 650
CMEETHEURRR- ETE 79487.57 N/A 79487.57 69119.63 EUR No 79487.71 69119.75
CMEETHUSDRR- ETH 76870.94 N/A 76870.94 66844.29 USD Yes 92245.13 80213.15
CMEGSCI- GD 31458.81 N/A 31458.81 27355.48 USD No 31458.81 27355.48
CMEGDK- GDK 3611.38 N/A 3611.38 3140.33 USD No 3611.38 3140.33
CMEGF- GF 11161.09 N/A 11161.09 9705.30 USD Yes 11161.09 9705.30
CMENF- GNF 8314.49 N/A 8314.49 7229.99 USD No 8314.49 7229.99
CMEHE- HE 4852.26 N/A 4852.26 4219.36 USD Yes 4852.26 4219.36
CMEHUF- HUF 11131.38 N/A 11131.38 9679.46 USD Yes 2 11143.38 9679.46
CMEIBAA- IBV 34619.60 N/A 34619.60 30104 USD No 34219.40 29756
CMEILS- ILS 37241.75 N/A 37241.75 32384.13 USD Yes 2 37241.75 32384.13
CMEJ7- J7 2185.17 N/A 2185.17 1900.15 USD No 2188.29 1900.15
CMEKRW- KRW 18070.94 N/A 18070.94 15640 USD Yes 2 11692.96 10120
CMELAV- LAV 4427.50 N/A 4427.50 3850 USD No 4427.50 3850
CMELAX- LAX 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMELBR- LBR 2507.81 N/A 2507.81 2180.35 USD No 2507.81 2180.35
CMELE- LE 4876.94 N/A 4876.94 4240.81 USD Yes 4876.94 4240.81
CMEM2K- M2K 743.252 646.306 1061.79 923.295 USD No 974.05 847
CMEM6A- M6A 253 N/A 253 220 USD No 253 220
CMEM6B- M6B 269.036 N/A 269.036 233.945 USD No 269.036 233.945
CMEM6E- M6E 415.368 N/A 415.368 361.19 USD No 415.368 361.19
CMEMBT- MBT 3962.04 N/A 3962.04 3396.03 USD Yes 3962.04 3396.03
CMEMCD- MCD 165.345 N/A 165.345 143.778 USD No 165.345 143.778
CMEMES- MES 1654.73 1504.30 2363.90 2149 USD Yes 2218.70 2017
CMEMET- MET 153.742 N/A 153.742 133.689 USD Yes 184.49 160.426
CMEMIA- MIA 6454.375 N/A 6454.375 5612.50 USD No 6454.375 5612.50
CMEMIR- MIR 1345.16 N/A 1345.16 1169.60 USD No 1345.16 1169.60
CMEMJY- MJY 437.034 N/A 437.034 380.03 USD No 437.659 380.03
CMEMNH- MNH 2472.27 N/A 2472.27 2149.80 CNH No 2472.27 2149.80
CMEMNI- MNI 120267.69 104580.60 171810.99 149400.86 JPY No 160885 139900
CMEMNK- MNK 1736.16 N/A 1736.16 1509.68 USD No 1736.16 1509.68
CMEMNQ- MNQ 2404.71 2186.10 3435.30 3123 USD Yes 3309.90 3009
CMEMSF- MSF 621.003 N/A 621.003 540.003 USD No 621.003 540.003
CMEMSL- MSL 2484.09 N/A 2484.09 2159.83 USD No 2484.11 2159.84
CMEMXP- MXP 6579.50 N/A 6579.50 5720 USD No 6579.73 5720
CMENIY- NIY 1202676.94 1045806.03 1718109.91 1494008.62 JPY No 1608735 1398900
CMENKD- NKD 17361.65 N/A 17361.65 15096.84 USD No 17361.65 15096.84
CMENOK- NOK 20457.12 N/A 20457.12 17786.26 USD No 20457.12 17786.26
CMENQ- NQ 24044.86 21858.96 34349.79 31227.09 USD Yes 33103.40 30094
CMENYM- NYM 4786.875 N/A 4786.875 4162.50 USD No 4786.875 4162.50
CMEPJY- PJY 3144331.75 N/A 3144331.75 2734201.52 JPY No 3144332.00 2734201.52
CMEPLN- PLN 15266.13 N/A 15266.13 13274.89 USD Yes 2 15266.13 13274.89
CMEPSF- PSF 13009.03 N/A 13009.03 11312.20 CHF No 13009.03 11312.20
CMEQBTC- QBTC 910.804 N/A 910.804 792.003 USD No 910.812 792.006
CMEQETH- QETH 572.70 N/A 572.70 498 USD No 572.70 498
CMEQNDX- QNDX 665.456 N/A 665.456 578.657 USD No 665.459 578.657
CMEQRTY- QRTY 536.283 N/A 536.283 466.333 USD No 536.283 466.333
CMEQSPX- QSPX 1285.10 N/A 1285.10 1117.48 USD No 1285.10 1117.48
CMERF- RF 4096.17 N/A 4096.17 3561.70 CHF No 4096.17 3561.70
CMERMB- RMB 8071.85 N/A 8071.85 7019 USD Yes 2 8071.85 7019
CMERME- RME 10482.45 N/A 10482.45 9115.18 EUR Yes 2 10482.77 9115.18
CMERP- RP 6217.35 N/A 6217.35 5406.25 GBP No 6217.35 5406.25
CMERS1- RS1 19366.61 N/A 19366.61 16824.76 USD No 19366.61 16824.76
CMERSG- RSG 42431.12 N/A 42431.12 36889.98 USD No 42431.13 36889.98
CMERSV- RSV 10074.69 N/A 10074.69 8759.34 USD No 10074.69 8759.34
CMERTY- RTY 7432.565 6463.10 10617.95 9233 USD Yes 9738.20 8468
CMERY- RY 1215393.82 N/A 1215393.82 1056810.99 JPY Yes 2 1215393.57 1056810.99
CMESPXDIVAN- SDA 4496.50 N/A 4496.50 3910.00 USD No 4496.50 3910.00
CMESDG- SDG 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMESEK- SEK 23061.88 N/A 23061.88 20049.47 USD No 23061.88 20049.47
CMESFR- SFR 5275.625 N/A 5275.625 4587.50 USD No 5275.625 4587.50
CMESGX- SG 297528.69 N/A 297528.69 258720.56 USD No 297528.64 258720.56
CMESIR- SIR 6725.50 N/A 6725.50 5848 USD No 6725.50 5848
CMESJY- SJY 4358978.08 N/A 4358978.08 3790415.72 JPY No 4358978.58 3790415.72
CMESMC- SMC 32150.38 N/A 32150.38 27956.85 USD No 32150.38 27956.85
CMESOL- SOL 49694.40 N/A 49694.40 43196.69 USD No 49694.63 43196.88
CMESONIA- SON 1961.19 N/A 1961.19 1705.37 GBP No 1961.18 1705.37
CMESOFR1- SR1 1396.63 N/A 1396.63 1214.45 USD No 1396.62 1214.45
CMESOFR3- SR3 907.923 N/A 907.923 789.499 USD Yes 907.926 789.499
CMESVX- SU 80468.90 N/A 80468.90 69972.95 USD No 80468.90 69972.95
CMETBF3- TBF3 1011.42 N/A 1011.42 879.464 USD No 1011.41 879.464
CMEWDC- WDC 4916.25 N/A 4916.25 4275 USD No 4916.25 4275
CMEIXB- XAB 14313.20 N/A 14313.20 12445.02 USD No 14313.19 12445.02
CMEIXE- XAE 12303.85 N/A 12303.85 10698.41 USD No 12303.85 10698.41
CMESIXM- XAF 10557.48 N/A 10557.48 9180 USD No 10469.71 9103.64
CMEIXI- XAI 18202.59 N/A 18202.59 15827.91 USD No 18202.58 15827.91
CMESIXT- XAK 29148.04 N/A 29148.04 25342.83 USD No 29148.05 25342.83
CMEIXR- XAP 6815.58 N/A 6815.58 5926.13 USD No 6815.59 5926.13
CMESIXRE- XAR 4514.33 N/A 4514.33 3923.63 USD No 4514.33 3923.63
CMEIXU- XAU 11594.68 N/A 11594.68 10081.17 USD No 11594.68 10081.17
CMEIXV- XAV 13354.22 N/A 13354.22 11611.13 USD No 13354.22 11611.13
CMEIXY- XAY 45091.21 N/A 45091.21 39199.42 USD No 45091.21 39199.42
CMEXAZ- XAZ 11625.22 N/A 11625.22 10107.06 USD No 11625.22 10107.06
CMEXRP- XRP 131584.66 N/A 131584.66 114400 USD No 131588.35 114400
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 232.107 N/A 232.107 201.833 USD No 232.107 201.833
COMEXALI- ALI 6476.28 N/A 6476.28 5631.55 USD No 6476.28 5631.55
COMEXGC- GC 23210.05 N/A 23210.05 20182.65 USD Yes 23210.04 20182.65
COMEXHG- HG 12050.81 N/A 12050.81 10478.97 USD Yes 12050.81 10478.97
COMEXHRC- HRC 2499.33 N/A 2499.33 2173.21 USD No 2499.33 2173.21
COMEXMGC- MGC 2321.01 N/A 2321.01 2018.26 USD Yes 2321.00 2018.26
COMEXMHG- MHG 1205.08 N/A 1205.08 1047.90 USD No 1205.08 1047.90
COMEXQC- QC 5995.53 N/A 5995.53 5213.50 USD No 5995.53 5213.50
COMEXQI- QI 13327.06 N/A 13327.06 11588.75 USD No 13327.06 11588.75
COMEXQO- QO 11605.03 N/A 11605.03 10091.32 USD No 11605.02 10091.32
COMEXSGC- SGC 37066.40 N/A 37066.40 32231.66 CNH No 37066.43 32231.66
COMEXSGUF- SGU 8902.10 N/A 8902.10 7740.95 USD No 8902.10 7740.95
COMEXSI- SI 26654.125 N/A 26654.125 23177.50 USD Yes 26654.125 23177.50
COMEXSI- SIL 5330.825 N/A 5330.825 4635.50 USD No 5330.825 4635.50
COMEXUX- UX 2881.00 N/A 2881.00 2505.21 USD No 2881.00 2505.21
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 41434.50 N/A 41434.50 36030.00 EUR No 41434.50 36030.00
ENDEXTFM- TFM 11477.31 N/A 11477.31 9980.27 EUR Yes 11477.31 9980.27
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 9773.01 N/A 9773.01 8498.27 CHF No 9773.01 8498.27
EUREXFBON- FBON 6994.98 N/A 6994.98 6076.70 EUR No 6994.98 6076.70
EUREXBTP- FBTP 2981.29 N/A 2981.29 2592.43 EUR Yes 4282.65 3724.04
EUREXBTS- FBTS 1111.92 N/A 1111.92 966.89 EUR No 1410.12 1226.19
EUREXDJUBS- FCCO 4158.08 N/A 4158.08 3615.72 USD No 4158.08 3615.72
EUREXSD3ED- FD3D 2631.20 N/A 2631.20 2288.00 EUR No 2631.20 2288.00
EUREXDAX- FDAX 34671.14 30148.82 49530.21 43069.75 EUR Yes 48233.59 41942.25
EUREXDDAX- FDIV 9206.90 N/A 9206.90 8006.00 EUR Yes 2 9206.90 8006.00
EUREXDAX- FDXM 6934.23 6029.76 9906.04 8613.95 EUR No 9646.72 8388.45
EUREXDAX- FDXS 1386.85 1205.95 1981.21 1722.79 EUR Yes 1929.34 1677.69
EUREXDBEA- FEBD 297.939 N/A 297.939 259.077 EUR No 286.825 249.413
EUREXFECX- FECX 2350.90 N/A 2350.90 2043.66 EUR No 2350.90 2043.66
EUREXDJSD- FEDV 3224.83 2804.20 4606.90 4006 EUR Yes 2 4606.90 4006
EUREXFEHY- FEHY 1402.44 N/A 1402.44 1218.99 EUR No 1351.38 1174.61
EUREXESA- FESA 4495.37 N/A 4495.37 3905.89 EUR Yes 2 4495.37 3905.89
EUREXSX7E- FESB 931.957 810.397 1331.37 1157.71 EUR Yes 1208.47 1050.84
EUREXSX4E- FESC 5810.45 N/A 5810.45 5052.57 EUR Yes 2 5417.96 4711.27
EUREXESE- FESE 1833.73 N/A 1833.73 1593.94 EUR Yes 2 1661.29 1444.04
EUREXESF- FESF 3522.05 N/A 3522.05 3062.65 EUR Yes 2 3155.95 2744.31
EUREXSXNE- FESG 6948.60 N/A 6948.60 6042.26 EUR Yes 2 6516.71 5666.71
EUREXSXDE- FESH 2661.48 N/A 2661.48 2314.33 EUR Yes 2 2487.96 2163.44
EUREXESI- FESI 3048.91 N/A 3048.91 2649.72 EUR Yes 2 2614.55 2272.22
EUREXESM- FESM 1687.02 N/A 1687.02 1466.97 EUR Yes 2 1305.05 1134.83
EUREXSXOE- FESN 3766.36 N/A 3766.36 3275.10 EUR Yes 2 3588.49 3120.425
EUREXSX3E- FESO 1341.90 N/A 1341.90 1166.87 EUR Yes 2 1337.16 1162.75
EUREXSXRE- FESR 3978.08 N/A 3978.08 3459.20 EUR Yes 2 3629.68 3156.25
EUREXSXPE- FESS 1138.70 N/A 1138.70 989.408 EUR Yes 2 1061.72 922.52
EUREXSXKE- FEST 1272.90 N/A 1272.90 1106.87 EUR Yes 2 1064.57 925.71
EUREXESU- FESU 1744.27 N/A 1744.27 1516.48 EUR Yes 1435.66 1248.17
EUREXSXTE- FESV 1206.62 N/A 1206.62 1049.24 EUR Yes 2 1017.45 884.736
EUREXESTX50- FESX 2961.16 2574.93 4230.24 3678.47 EUR Yes 4100.15 3565.35
EUREXSX8E- FESY 16946.40 N/A 16946.40 14736.00 EUR Yes 2 16946.40 14736.00
EUREXSXQE- FESZ 5317.64 N/A 5317.64 4624.03 EUR Yes 2 5419.16 4712.31
EUREXEU3- FEU3 372.049 N/A 372.049 323.521 EUR Yes 372.049 323.521
EUREXDESX5- FEXD 2658.11 2311.40 3797.30 3302.00 EUR Yes 3797.30 3302.00
EUREXOMXH25- FFOX 8749.56 N/A 8749.56 7599.55 EUR Yes 2 8749.56 7599.55
EUREXFGBC- FGBC 1167.75 N/A 1167.75 1013.40 GBP No 1167.75 1013.40
EUREXGBL- FGBL 2552.53 N/A 2552.53 2219.59 EUR Yes 2947.62 2563.15
EUREXGBM- FGBM 1514.88 N/A 1514.88 1317.29 EUR Yes 1580.47 1374.32
EUREXGBS- FGBS 630.789 N/A 630.789 548.512 EUR Yes 630.789 548.512
EUREXGBX- FGBX 6458.87 N/A 6458.87 5616.41 EUR Yes 6458.87 5616.41
EUREXDJESL- FLCE 2383.36 N/A 2383.36 2071.76 EUR No 2081.83 1809.645
EUREXDJ200L- FLCP 2189.63 N/A 2189.63 1903.20 EUR No 1716.03 1491.555
EUREXDJESM- FMCE 2206.27 N/A 2206.27 1918.03 EUR No 1735.86 1509.08
EUREXM1CN- FMCH 1677.48 1458.63 2396.40 2083.76 USD No 3084.29 2681.90
EUREXDJ200- FMCP 2301.88 N/A 2301.88 2001.42 EUR Yes 2 1838.48 1598.51
EUREXM1MS- FMEA 4085.69 3552.70 5836.71 5075.28 USD No 5178.96 4503.34
EUREXM1EF- FMEM 8922.60 N/A 8922.60 7755.62 USD No 8922.60 7755.62
EUREXMXEU- FMEP 1678.46 N/A 1678.46 1459.53 EUR No 1678.46 1459.53
EUREXM7EU- FMEU 1991.33 1731.53 2844.75 2473.61 EUR No 2366.30 2057.58
EUREXM1IN- FMIN 7341.60 6383.73 10487.99 9119.62 USD No 9212.39 8010.44
EUREXMXJPUS- FMJP 6008.72 N/A 6008.72 5224.62 USD No 6008.72 5224.62
EUREXM1TW- FMTW 12699.89 N/A 12699.89 11041.74 USD No 12699.89 11041.74
EUREXMBWO- FMWN 3505.11 3047.92 5007.30 4354.17 EUR No 3348.15 2911.43
EUREXM1WO- FMWO 6149.85 5347.66 8785.50 7639.52 USD No 7876.55 6849.13
EUREXMXWO- FMWP 6109.41 N/A 6109.41 5309.78 USD No 6109.41 5309.78
EUREXOAT- FOAT 2610.08 N/A 2610.08 2269.64 EUR No 2652.79 2306.77
EUREXDJESS- FSCE 1378.62 N/A 1378.62 1198.50 EUR No 1142.85 993.53
EUREXDJ200S- FSCP 1533.74 N/A 1533.74 1333.63 EUR No 1263.43 1098.59
EUREXSXXPESGX- FSEG 1054.04 916.531 1505.77 1309.33 EUR No 1171.54 1018.71
EUREXSLI- FSLI 3530.37 N/A 3530.37 3069.88 CHF Yes 2 3530.37 3069.88
EUREXSMIDP- FSMD 8857.30 N/A 8857.30 7702.00 CHF No 8857.30 7702.00
EUREXSMI- FSMI 7226.56 6283.96 10323.65 8977.09 CHF Yes 7344.87 6386.84
EUREXSMIM- FSMM 3680.99 N/A 3680.99 3199.12 CHF Yes 2 3680.99 3199.12
EUREXSMI- FSMS 722.656 628.396 1032.37 897.709 CHF No 734.487 638.684
EUREXMDAX- FSMX 2880.22 N/A 2880.22 2504.39 EUR No 2366.31 2057.54
EUREXST3- FST3 127.312 N/A 127.312 110.706 EUR No 127.312 110.706
EUREXSXAP- FSTA 2873.89 N/A 2873.89 2498.94 EUR Yes 2 2669.84 2321.51
EUREXSX7P- FSTB 1217.47 1058.64 1739.24 1512.345 EUR Yes 1464.40 1273.36
EUREXSX4P- FSTC 4907.22 N/A 4907.22 4263.17 EUR Yes 2 4197.91 3646.95
EUREXSXEP- FSTE 1256.76 1092.83 1795.37 1561.18 EUR Yes 1593.87 1385.96
EUREXSXFP- FSTF 4654.18 N/A 4654.18 4044.89 EUR Yes 2 3728.18 3240.11
EUREXSXNP- FSTG 4684.55 N/A 4684.55 4072.96 EUR Yes 2 4230.69 3678.36
EUREXSXDP- FSTH 4512.96 N/A 4512.96 3924.02 EUR Yes 2 3259.95 2834.53
EUREXSXIP- FSTI 2892.23 N/A 2892.23 2514.64 EUR Yes 2 2370.97 2061.43
EUREXSX86P- FSTL 736.63 N/A 736.63 640.488 EUR No 736.63 640.488
EUREXSXMP- FSTM 1863.78 N/A 1863.78 1619.95 EUR Yes 2 1499.82 1303.61
EUREXSXOP- FSTN 3776.14 N/A 3776.14 3283.00 EUR Yes 2 3640.18 3164.80
EUREXSX3P- FSTO 1860.15 N/A 1860.15 1617.25 EUR Yes 2 1941.55 1688.02
EUREXSXRP- FSTR 1597.31 N/A 1597.31 1387.92 EUR Yes 2 1597.31 1387.92
EUREXSXPP- FSTS 3133.82 N/A 3133.82 2724.97 EUR Yes 3324.12 2890.45
EUREXSXKP- FSTT 745.092 N/A 745.092 647.816 EUR Yes 2 738.402 642.00
EUREXSX6P- FSTU 1643.31 N/A 1643.31 1428.89 EUR Yes 1420.46 1235.12
EUREXSXTP- FSTV 1395.77 N/A 1395.77 1213.42 EUR Yes 2 1173.74 1020.39
EUREXSTX- FSTX 3432.99 N/A 3432.99 2984.88 EUR Yes 2 2580.88 2244
EUREXSX8P- FSTY 7476.90 N/A 7476.90 6500.75 EUR Yes 2 7476.90 6500.75
EUREXSXQP- FSTZ 3269.77 N/A 3269.77 2841.40 EUR Yes 2 3269.77 2841.40
EUREXESTX50- FSXE 296.116 257.493 423.024 367.847 EUR No 410.015 356.535
EUREXTDX- FTDX 8178.46 N/A 8178.46 7111.70 EUR Yes 2 8178.46 7111.70
EUREXFUEM- FUEM 1036.67 N/A 1036.67 900.76 USD No 1036.67 900.76
EUREXV2TX- FVS 1023.50 N/A 1023.50 890.00 EUR Yes 2528.56 2198.75
EUREXDJES- FXXE 2296.47 N/A 2296.47 1995.80 EUR No 1884.74 1637.97
EUREXDJ600- FXXP 1482.17 1288.85 2117.39 1841.21 EUR Yes 1767.65 1537.09
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 8991.79 N/A 8991.79 7818.94 EUR No 8991.79 7818.94
FTAEOE- FTI 11830.03 10286.98 16900.04 14695.69 EUR Yes 12559.13 10920.98
FTAEOE- MFA 1183.00 1028.70 1690.00 1469.57 EUR No 1255.91 1092.10
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 67601.87 N/A 67601.87 58784.24 HKD No 67601.87 58784.24
HKFECNH- CUS 24574.695 N/A 24574.695 21369.30 CNH Yes 24574.695 21369.30
HKFEHHIDPI- DHH 3150.43 N/A 3150.43 2739.50 HKD No 3150.43 2739.50
HKFEHSIDPI- DHS 9200.12 N/A 9200.12 8000.10 HKD No 9200.12 8000.10
HKFEGDR- GDR 147059.80 N/A 147059.80 127878.09 CNH No 147059.81 127878.09
HKFEGDU- GDU 20913.67 N/A 20913.67 18185.80 USD No 20913.67 18185.80
HKFEHHI.HK 3- HHI 41552.49 36132.60 59360.70 51618 HKD Yes 59360.70 51618
HKFEHSI- HSI 95245.02 82821.76 136064.32 118316.80 HKD Yes 136064.32 118316.80
HKFEHSTECH- HTI 33686.93 29292.98 48124.19 41847.12 HKD Yes 48124.19 41847.12
HKFEMCA- MCA 4212.86 N/A 4212.86 3663.35 USD No 4212.86 3663.35
HKFEMCH.HK- MCH 8310.50 7226.52 11872.14 10323.60 HKD Yes 11872.14 10323.60
HKFEMCS- MCS 4918.19 N/A 4918.19 4273.86 CNH No 4918.19 4273.86
HKFEMHI- MHI 19049.00 16564.35 27212.86 23663.36 HKD Yes 27212.86 23663.36
HKFEMID.HK- MIA 2637.65 N/A 2637.65 2293.61 USD No 2637.65 2293.61
HKFEMND- MND 6315.74 N/A 6315.74 5490.72 USD No 6315.74 5490.72
HKFEMTW- MTW 8233.46 N/A 8233.46 7159.26 USD No 8233.46 7159.26
HKFEVHSI- VHS 53331.25 N/A 53331.25 46375 HKD No 123797.50 107650
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 158.562 N/A 158.562 137.88 EUR No 158.567 137.88
ICEEUSG- G 3066.21 N/A 3066.21 2666.27 GBP No 3066.21 2666.27
ICEEUH- H 6066.86 N/A 6066.86 5275.53 GBP No 6066.86 5275.53
ICEEUI- I 449.938 N/A 449.938 391.25 EUR Yes 449.945 391.25
ICEEUNDUEBRAF- MCG 5496.70 N/A 5496.70 4778.98 USD No 5496.70 4778.98
ICEEUO- O 3662.50 N/A 3662.50 3184.79 EUR No 3662.50 3184.79
ICEEUP- P 7150.68 N/A 7150.68 6217.98 EUR No 7150.67 6217.98
ICEEUR- R 3970.27 N/A 3970.27 3452.41 GBP No 3970.27 3452.41
ICEEUSRFXON3- SA3 475.503 N/A 475.503 412.40 CHF No 474.26 412.40
ICEEUSONIA.N- SO3 289.23 N/A 289.23 251.50 GBP Yes 289.225 251.50
ICEEUSONIO.N- SOA 801.542 N/A 801.542 696.993 GBP No 801.552 696.993
ICEEUTWS- TWS 1466.26 N/A 1466.26 1275.01 EUR No 1466.27 1275.01
ICEEUF1DV- XZ 693.242 N/A 693.242 602.80 GBP No 693.242 602.80
ICEEUY- Y2 4922.22 N/A 4922.22 4279.61 GBP No 4922.22 4279.61
ICEEUZ- Z 4846.94 4214.73 6924.20 6021.04 GBP Yes 6924.20 6021.04
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 11063 N/A 11063 9620 GBP No 11063 9620
ICEEUSOFTD- RC 7601.50 N/A 7601.50 6610 USD No 7601.50 6610
ICEEUSOFTT- T 2450.29 N/A 2450.29 2130.69 GBP No 2450.29 2130.69
ICEEUSOFTW- W 2083.57 N/A 2083.57 1811.80 USD No 2083.57 1811.80
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 6910.93 N/A 6910.93 6009.50 USD No 6910.93 6009.50
ICEUSEJ- KEJ 24425999.71 N/A 24425999.71 21239999.75 JPY No 24425999.71 21239999.75
ICEUSEO- KEO 10353.36 N/A 10353.36 9001.37 USD No 10353.36 9001.37
ICEUSECD- KEP 13878.80 N/A 13878.80 12068.52 CAD No 13878.80 12068.52
ICEUSGB- KGB 6998.78 N/A 6998.78 6085.89 GBP No 6998.78 6085.89
ICEUSEAD- KRA 19019.36 N/A 19019.36 16538.57 AUD No 19019.36 16538.57
ICEUSRZ- KRZ 7311.97 N/A 7311.97 6358.23 CHF No 7311.97 6358.23
ICEUSZY- KZY 4358978.08 N/A 4358978.08 3790415.72 JPY No 4358978.58 3790415.72
ICEUSMP- MP 8071.09 N/A 8071.09 7018.34 USD No 8071.09 7018.34
ICEUSSS- SS 13360.46 N/A 13360.46 11617.79 CHF No 13360.46 11617.79
ICEUSGBP- SY 3188322.83 N/A 3188322.83 2772454.64 JPY No 3188323.08 2772454.64
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 2284.03 N/A 2284.03 1986 EUR No 2284.03 1986
IDEMFTMIB- FIB 19720.53 17148.285 28172.18 24497.55 EUR Yes 28172.18 24497.55
IDEMFTMIB- MICR 788.821 685.931 1126.89 979.902 EUR No 1126.89 979.902
IDEMFTMIB- MIN 3944.11 3429.66 5634.44 4899.51 EUR No 5634.44 4899.51
IDEMSRGB- SRG7 1116.59 N/A 1116.59 970.944 EUR No 1116.59 970.945
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 18298.41 N/A 18298.41 15911.66 USD No 18298.41 15911.66
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250.00 13000
IPEGOIL- GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 26304.81 N/A 26304.81 22873.75 USD No 26304.81 22873.75
IPENGF- NGF 5069.79 N/A 5069.79 4408.51 GBP No 24772.10 4408.51
IPERBOB- RBOB 20910.24 N/A 20910.24 16728.19 USD No 20910.24 16728.19
IPEWTI- WTI 14545.54 N/A 14545.54 11636.43 USD Yes 14545.54 11636.43
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 8316656.25 7231875 11880937.50 10331250 KRW Yes 11880937.50 10331250
KSEK200M- 05 1660070.96 1443539.96 2371529.94 2062199.94 KRW Yes 2371530.14 2062199.94
KSEKOSDQ150- 06 1164018.275 884310.03 1662883.25 1263300.05 KRW No 1662883.25 1263300.05
KSE005930- 11 183490.44 N/A 183490.44 159556.90 KRW No 188718.05 159556.90
KSE017670- 12 165659.08 N/A 165659.08 144051.38 KRW No 209864.57 144051.38
KSE005490- 13 946206.89 N/A 946206.89 780278.28 KRW No 897320.02 780278.28
KSE030200- 14 177293.88 N/A 177293.88 141300.39 KRW No 162495.45 141300.39
KSE015760- 15 112121.25 N/A 112121.25 89782.02 KRW No 103249.32 89782.02
KSE005380- 16 616907.53 N/A 616907.53 536441.33 KRW No 657672.77 536441.33
KSE016360- 17 208511.87 N/A 208511.87 181314.67 KRW No 232770.52 181314.67
KSE055550- 18 183202.84 N/A 183202.84 159306.82 KRW No 189430.10 159306.82
KSE000270- 19 287890.17 N/A 287890.17 250339.28 KRW No 300247.29 250339.28
KSE012330- 20 861369.68 N/A 861369.68 749017.11 KRW No 912438.20 749017.11
KSE006400- 22 532927.56 N/A 532927.56 463415.27 KRW No 576588.65 463415.27
KSE009150- 23 409258.45 N/A 409258.45 355876.91 KRW No 450766.14 355876.91
KSE066570- 24 224042.39 N/A 224042.39 194819.47 KRW No 233320.32 194819.47
KSE036460- 28 162813.66 N/A 162813.66 109539.06 KRW No 125969.92 109539.06
KSE004020- 32 102242.72 N/A 102242.72 88906.71 KRW No 105369.54 88906.71
KSE003550- 34 240148.14 N/A 240148.14 208824.47 KRW No 277446.05 208824.47
KSE078930- 35 142507.08 N/A 142507.08 123919.20 KRW No 151683.86 123919.20
KSE033780- 36 381823.61 N/A 381823.61 321114.53 KRW No 369281.71 321114.53
KSE009540- 39 950526.48 N/A 950526.48 826544.77 KRW No 1201705.62 826544.77
KSE086790- 40 251652.25 N/A 251652.25 218828.05 KRW No 272964.42 218828.05
KSE096770- 41 343109.87 N/A 343109.87 298356.41 KRW No 386535.49 298356.41
KSE001040- 42 443770.76 N/A 443770.76 385887.62 KRW No 499321.26 385887.62
KSE034220- 45 78407 N/A 78407 68180 KRW No 78407 68180
KSE105560- 46 336207.40 N/A 336207.40 292354.26 KRW No 386624.46 292354.26
KSE051910- 47 813221.72 N/A 813221.72 642729.22 KRW No 739138.60 642729.22
KSE006800- 48 85756.50 N/A 85756.50 68180 KRW No 85756.50 68180
KSE042670- 49 78407 N/A 78407 68180 KRW No 78407 68180
KSE000660- 50 800973.11 N/A 800973.11 696498.36 KRW No 881966.72 696498.36
KSE006360- 51 78407 N/A 78407 68180 KRW No 78407 68180
KSE139480- 54 269483.61 N/A 269483.61 234333.57 KRW No 300817.90 234333.57
KSE161390- 55 124802.94 N/A 124802.94 107788.44 KRW No 123956.70 107788.44
KSE035420- 56 727634.51 N/A 727634.51 632725.66 KRW No 768537.12 632725.66
KSE003490- 57 78407 N/A 78407 68180 KRW No 78407 68180
KSE3KTB- 65 932292 N/A 932292 703080.75 KRW No 932292 703080.75
KSEFLKTB- 67 3076632 N/A 3076632 2089827.04 KRW No 3076632 2089827.04
KSEKWY- 75 1565265.21 N/A 1565265.21 1361099.98 KRW No 3130529.94 2722199.95
KSE032640- B0 78407 N/A 78407 68180 KRW No 78407 68180
KSE010950- B2 180902.02 N/A 180902.02 157306.10 KRW No 188126.42 157306.10
KSE010130- B3 2361217.02 N/A 2361217.02 2053232.19 KRW No 2584146.16 2053232.19
KSE024110- B4 78407 N/A 78407 68180 KRW No 78407 68180
KSE001680- B6 78407 N/A 78407 68180 KRW No 78407 68180
KSE047050- B7 156495.36 N/A 156495.36 127545.49 KRW No 146677.31 127545.49
KSE034020- B9 250200 N/A 250200 166800 KRW No 250200 166800
KSE023530- BA 222029.17 N/A 222029.17 193068.85 KRW No 238304.61 193068.85
KSE011170- BB 196144.94 N/A 196144.94 170560.82 KRW No 198388.26 170560.82
KSE032830- BD 390285 N/A 390285 318113.46 KRW No 410284.27 318113.46
KSE010140- BF 78407 N/A 78407 68180 KRW No 78407 68180
KSE029780- BG 151931.59 N/A 151931.59 128795.94 KRW No 148115.33 128795.94
KSE036570- BJ 620290.14 N/A 620290.14 513933.28 KRW No 591023.27 513933.28
KSE000080- BK 78407 N/A 78407 68180 KRW No 78407 68180
KSE071050- BL 396603.96 N/A 396603.96 344873.01 KRW No 448095.92 344873.01
KSE047810- BM 255678.69 N/A 255678.69 222329.30 KRW No 301995.86 222329.30
KSE000720- BN 263097 N/A 263097 184315.74 KRW No 263097 184315.74
KSE011210- BP 139199.64 N/A 139199.64 121043.16 KRW No 148872.32 121043.16
KSE008770- BQ 147827.72 N/A 147827.72 128545.84 KRW No 151011.10 128545.84
KSE035250- BS 78407 N/A 78407 68180 KRW No 78407 68180
KSE138930- BT 78407 N/A 78407 68180 KRW No 78407 68180
KSE139130- BV 78407 N/A 78407 68180 KRW No 78407 68180
KSE114090- BW 78407 N/A 78407 68180 KRW No 78407 68180
KSE001120- BX 89156.80 N/A 89156.80 77527.65 KRW No 96267.40 77527.65
KSE011070- BY 449235.24 N/A 449235.24 390639.34 KRW No 477792.49 390639.34
KSE005940- BZ 78407 N/A 78407 68180 KRW No 78407 68180
KSE034730- C1 663525 N/A 663525 516434.18 KRW No 693636.03 516434.18
KSE001740- C2 78407 N/A 78407 68180 KRW No 78407 68180
KSE011780- C3 343972.68 N/A 343972.68 299106.68 KRW No 346399.37 299106.68
KSE018260- C5 475982.26 N/A 475982.26 413897.62 KRW No 487572.71 413897.62
KSE090430- C6 395453.55 N/A 395453.55 343872.66 KRW No 433944.08 343872.66
KSE030000- C7 78407 N/A 78407 68180 KRW No 78407 68180
KSE028260- C8 467929.38 N/A 467929.38 406895.12 KRW No 476509.84 406895.12
KSE000880- C9 502740 N/A 502740 335160 KRW No 502740 335160
KSE088350- CA 78407 N/A 78407 68180 KRW No 78407 68180
KSE086280- CC 397466.77 N/A 397466.77 345623.28 KRW No 425959.82 345623.28
KSE010620- CD 527463.13 N/A 527463.13 458663.59 KRW No 642117.42 458663.59
KSE001450- CE 78407 N/A 78407 68180 KRW No 84968.92 68180
KSE035720- CF 215496 N/A 215496 148803.07 KRW No 215496 148803.07
KSE046890- CJ 78407 N/A 78407 68180 KRW No 78407 68180
KSE069080- CK 78407 N/A 78407 68180 KRW No 78407 68180
KSE096530- CL 95634 N/A 95634 80528.72 KRW No 95722.91 80528.72
KSE022100- CN 78407 N/A 78407 68180 KRW No 78407 68180
KSE068270- CP 568849.60 N/A 568849.60 447359.76 KRW No 514463.72 447359.76
KSE122870- CQ 245584.44 N/A 245584.44 212075.625 KRW No 243886.97 212075.625
KSE051900- CR 940460.39 N/A 940460.39 817791.64 KRW No 966627.04 817791.64
KSE002790- CS 92895.63 N/A 92895.63 80778.81 KRW No 105510.87 80778.81
KSE000810- CT 1268327.36 N/A 1268327.36 1102893.36 KRW No 1349900.70 1102893.36
KSE008930- CV 138401.25 N/A 138401.25 108288.62 KRW No 138401.25 108288.62
KSE021240- CW 285014.16 N/A 285014.16 247838.40 KRW No 301367.71 247838.40
KSE128940- CX 844113.57 N/A 844113.57 734011.80 KRW No 925160.66 734011.80
KSE018880- CY 78407 N/A 78407 68180 KRW No 78407 68180
KSE005830- D0 354901.57 N/A 354901.57 308610.06 KRW No 355341.82 308610.06
KSE097950- D1 775088.95 N/A 775088.95 673990.39 KRW No 836050.41 673990.39
KSE009240- D2 132191.48 N/A 132191.48 112915.27 KRW No 129852.56 112915.27
KSE002380- D3 910262.11 N/A 910262.11 791532.27 KRW No 916391.29 791532.27
KSE012750- D5 202184.60 N/A 202184.60 175812.70 KRW No 210435.41 175812.70
KSE000100- D6 316362.82 N/A 316362.82 275098.11 KRW No 352755.27 275098.11
KSE051600- D7 169125 N/A 169125 141550.48 KRW No 176984.99 141550.48
KSE069960- D8 223754.80 N/A 223754.80 194569.39 KRW No 229032.36 194569.39
KSE004370- DA 1163352.40 N/A 1163352.40 1011610.78 KRW No 1259795.54 1011610.78
KSE079550- DB 1832017.50 N/A 1832017.50 1290460.23 KRW No 1832017.50 1290460.23
KSE204320- DC 100373.29 N/A 100373.29 87281.12 KRW No 106997.81 87281.12
KSE004170- DD 550758.94 N/A 550758.94 478920.82 KRW No 590442.13 478920.82
KSE161890- DE 287314.97 N/A 287314.97 249839.10 KRW No 331671.37 249839.10
KSE111770- DG 176875.58 N/A 176875.58 153804.85 KRW No 193094.99 153804.85
KSE006650- DJ 267758.00 N/A 267758.00 232833.05 KRW No 274090.15 232833.05
KSE192820- DK 760708.83 N/A 760708.83 661485.94 KRW No 956652.47 661485.94
KSE039130- DN 158756.62 N/A 158756.62 138049.24 KRW No 162953.56 138049.24
KSE086900- DP 477995.48 N/A 477995.48 415648.24 KRW No 490588.42 415648.24
KSE078340- DR 118052.66 N/A 118052.66 101911.35 KRW No 117198.05 101911.35
KSE035760- DT 212670 N/A 212670 173811.99 KRW No 212670 173811.99
KSE056190- DV 78407 N/A 78407 68180 KRW No 78407 68180
KSE241560- DW 161920.25 N/A 161920.25 140800.21 KRW No 174121.10 140800.21
KSE017800- DY 242736.56 N/A 242736.56 211075.27 KRW No 298037.68 211075.27
KSE105630- DZ 78407 N/A 78407 68180 KRW No 78407 68180
KSE240810- E0 81679.13 N/A 81679.13 71025.33 KRW No 84280.45 71025.33
KSE091700- E3 78407 N/A 78407 68180 KRW No 78407 68180
KSE041510- E4 379855.78 N/A 379855.78 326366.39 KRW No 375321.34 326366.39
KSE251270- E5 178601.20 N/A 178601.20 155305.39 KRW No 188822.75 155305.39
KSE003670- E8 405408 N/A 405408 336354.83 KRW No 405408 336354.83
KSE178920- EA 78407 N/A 78407 68180 KRW No 78407 68180
KSE316140- EB 78407 N/A 78407 68180 KRW No 78407 68180
KSE009420- EE 78407 N/A 78407 68180 KRW No 81733.31 68180
KSE035900- EF 211093.51 N/A 211093.51 178563.69 KRW No 205348.25 178563.69
KSE028670- EH 78407 N/A 78407 68180 KRW No 78407 68180
KSE011790- EJ 317236.19 N/A 317236.19 271846.95 KRW No 317190 271846.95
KSE093370- EL 78407 N/A 78407 68180 KRW No 78407 68180
KSE375500- ER 147540.11 N/A 147540.11 128295.75 KRW No 167723.14 128295.75
KSE207940- ES 3002570.76 N/A 3002570.76 2610931.09 KRW No 3076295.54 2610931.09
KSE028050- ET 78407 N/A 78407 68180 KRW No 78407 68180
KSE272210- EV 238221 N/A 238221 158814 KRW No 238221 158814
KSE293490- EX 78407 N/A 78407 68180 KRW No 78407 68180
KSE247540- EY 318546 N/A 318546 260342.85 KRW No 318546 260342.85
KSE253450- EZ 139055.84 N/A 139055.84 120918.125 KRW No 140728.34 120918.125
KSE278280- F0 122430.48 N/A 122430.48 105287.55 KRW No 121080.68 105287.55
KSE200130- F1 78407 N/A 78407 68180 KRW No 78407 68180
KSE036540- F2 78407 N/A 78407 68180 KRW No 78407 68180
KSE060250- F3 78407 N/A 78407 68180 KRW No 78407 68180
KSE000250- F4 475020 N/A 475020 377134.49 KRW No 475020 377134.49
KSE373220- F5 916014.17 N/A 916014.17 796534.06 KRW No 1002150.46 796534.06
KSE323410- F6 94284 N/A 94284 74526.58 KRW No 94284 74526.58
KSE377300- F7 457989 N/A 457989 305326 KRW No 457989 305326
KSE259960- F8 1051187.42 N/A 1051187.42 914076.02 KRW No 1112491.36 914076.02
KSE302440- F9 143082.28 N/A 143082.28 124419.375 KRW No 153759.77 124419.375
KSE011200- FA 78407 N/A 78407 68180 KRW No 78407 68180
KSE361610- FB 82541.94 N/A 82541.94 71775.60 KRW No 84644.33 71775.60
KSE352820- FC 835485.42 N/A 835485.42 726509.06 KRW No 991521.87 726509.06
KSE329180- FD 1133154.12 N/A 1133154.12 985351.41 KRW No 1359559.80 985351.41
KSE402340- FE 599760 N/A 599760 429653.24 KRW No 599760 429653.24
KSE326030- FF 269483.61 N/A 269483.61 234333.57 KRW No 291817.90 234333.57
KSE383220- FG 236696.91 N/A 236696.91 205823.40 KRW No 246990.53 205823.40
KSE267250- FH 412902 N/A 412902 317363.18 KRW No 418420.40 317363.18
KSE271560- FJ 340809.04 N/A 340809.04 296355.68 KRW No 367231.82 296355.68
KSE138040- FK 334194.18 N/A 334194.18 290603.63 KRW No 369608.75 290603.63
KSE263750- FL 119642.66 N/A 119642.66 104037.10 KRW No 120791.08 104037.10
KSE066970- FM 229887 N/A 229887 153258 KRW No 229887 153258
KSE112040- FN 118381.50 N/A 118381.50 83279.70 KRW No 118381.50 83279.70
KSE196170- FP 1318005 N/A 1318005 939084.92 KRW No 1318005 939084.92
KSE058470- FQ 143801.29 N/A 143801.29 125044.60 KRW No 143979.67 125044.60
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 4789.96 N/A 4789.96 4165.16 USD No 4789.96 4165.16
LMEOTCCA- CA 19316.26 N/A 19316.26 16796.75 USD No 19316.26 16796.75
LMEOTCPB- PB 4446.71 N/A 4446.71 3866.61 USD No 4446.71 3866.61
LMEOTCSNLME- SN 34140.52 N/A 34140.52 29644.18 USD No 34140.52 29644.18
LMEOTCZSLME- ZS 6409.87 N/A 6409.87 5573.69 USD No 6409.87 5573.69
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 814.09 N/A 814.09 707.904 EUR Yes 1415.41 1230.79
MATIFECO- ECO 2268.20 N/A 2268.20 1972.35 EUR Yes 2762.08 2401.81
MATIFEMA- EMA 911.856 N/A 911.856 792.791 EUR No 1098.92 955.4325
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 267.609 N/A 267.609 232.703 EUR No 334.965 232.703
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 9401.15 N/A 9401.15 8174.91 MXN No 14720.43 12800.38
MEXDEREURO- EU 31145.93 N/A 31145.93 27083.42 MXN No 31145.93 27083.42
MEXDERIPC- IPC 59789.39 N/A 59789.39 51983.13 MXN Yes 2 54356.99 47260
MEXDERIPC- MIP 11959.48 N/A 11959.48 10396.63 MXN No 10872.85 9452
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 4780.46 N/A 4780.46 4156.92 EUR No 4780.46 4156.92
MONEPEPRA- EPR 4053.04 N/A 4053.04 3522.50 EUR No 4053.04 3522.50
MONEPCAC40- FCE 5347.61 4650.09 7639.44 6642.99 EUR Yes 6256.13 5440.11
MONEPFEF- FEF 15563.66 N/A 15563.66 13533.62 EUR No 15563.66 13533.62
MONEPFEO- FEO 10400.80 N/A 10400.80 9044.17 EUR No 10400.80 9044.17
MONEPCAC40- MFC 534.761 465.009 763.944 664.299 EUR No 625.613 544.011
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 330434.3 N/A 330434.3 287333.9 INR Yes 9396.94 8171.25
NSEEURINR- EURINR 11594.83 N/A 11594.83 10082.30 INR No 11595.33 10082.30
NSENSEFIN- FINNIFTY 289177.85 N/A 289177.85 251390.75 INR Yes 4426.92 3849.50
NSEGBPINR- GBPINR 13434.20 N/A 13434.20 11681.20 INR No 13433.70 11681.20
NSEJPYINR- JPYINR 6877.36 N/A 6877.36 5979.25 INR No 6877.36 5979.25
NSEMIDCAPSEL- MIDCPNIFTY 302664.6 N/A 302664.6 263186 INR Yes 2151.51 1870.88
NSENIFTY50- NIFTY 271906.5 N/A 271906.5 236440.5 INR Yes 3605.76 3135.44
NSEUSDINR- USDINR 9829.05 N/A 9829.05 8547.00 INR Yes 9829.05 8547.00
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
NYBOTLRC30APR- 30C 22113.28 N/A 22113.28 19228.94 USD No 22113.29 19228.94
NYBOTCC- CC 16889.36 N/A 16889.36 14686.40 USD Yes 16889.36 14686.40
NYBOTCT- CT 2501.01 N/A 2501.01 2174.76 USD Yes 2501.01 2174.76
NYBOTDX- DX 2879.22 N/A 2879.22 2503.67 USD Yes 2879.22 2503.67
NYBOTNYFANG- FNG 13919.15 N/A 13919.15 12102.87 USD No 13919.15 12102.87
NYBOTKC- KC 16463.34 N/A 16463.34 14315.95 USD Yes 16463.34 14315.95
NYBOTOJ- OJ 10200.36 N/A 10200.36 8869.65 USD Yes 10200.36 8869.65
NYBOTRS- RS 1416.55 N/A 1416.55 1231.78 CAD No 1416.55 1231.78
NYBOTSB- SB 1820.93 N/A 1820.93 1583.42 USD Yes 1820.93 1583.42
NYBOTSF- SF 2324.10 N/A 2324.10 2020.96 USD No 2324.10 2020.96
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 16250.00 13000
NYMEXBZ- BZ 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXCL- CL 16250 N/A 16250 13000 USD Yes 16250 13000
NYMEXHH- HH 7980.74 N/A 7980.74 6939.78 USD No 7980.74 6939.78
NYMEXHHW- HHW 7980.74 N/A 7980.74 6939.78 USD No 7980.74 6939.78
NYMEXHO- HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHP- HP 7479.00 N/A 7479.00 6493.69 USD No 7479.00 6493.69
NYMEXMCL- MCL 1625 N/A 1625 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 798.074 N/A 798.074 693.978 USD No 798.074 693.978
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 7980.74 N/A 7980.74 6939.78 USD Yes 7980.74 6939.78
NYMEXPA- PA 20036.95 N/A 20036.95 17423.27 USD No 20036.95 17423.27
NYMEXPL- PL 7909.59 N/A 7909.59 6877.90 USD No 7909.59 6877.90
NYMEXQG- QG 1870.07 N/A 1870.07 1623.42 USD No 1870.07 1623.42
NYMEXQM- QM 8125.01 N/A 8125.01 6500 USD No 8125.01 6500
NYMEXRB- RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTT- TT 8029.76 N/A 8029.76 6982.40 USD No 8029.76 6982.40
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 7124.13 N/A 7124.13 6193.41 USD No 7124.12 6193.41
NYSELIFFEM1EU- EU9 8664.56 N/A 8664.56 7531.55 USD No 8664.56 7531.55
NYSELIFFEM1JP- JPP 12568.66 N/A 12568.66 10929.27 USD No 12568.66 10929.27
NYSELIFFEMXEA- MFS 5506.60 4788.34 7866.57 6840.49 USD No 7866.56 6840.49
NYSELIFFEMXEF- MME 2857.45 2484.74 4082.07 3549.62 USD No 4082.07 3549.62
NYSELIFFEMXUS- MUN 60540.43 N/A 60540.43 52643.85 USD No 60540.43 52643.85
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 23648.68 N/A 23648.68 20563 SEK No 23648.68 20563
OMSOMXS30- OMXS30 17308.40 15050.78 24726.28 21501.12 SEK Yes 24726.28 21501.12
OMSLUPEB- ORRON.FWD 988.571 N/A 988.571 859.627 SEK No 6186.89 859.627
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 2871732.045 2497158.30 4102474.35 3567369 JPY Yes 3512638.20 3054468
OSE.JPNN225M- 225M 287173.20 249715.83 410247.435 356736.90 JPY Yes 351263.82 305446.80
OSE.JPNN225MC- 225MC 28717.32 24971.58 41024.74 35673.69 JPY No 35126.38 30544.68
OSE.JPNJPNK400- 400 151621.48 N/A 151621.48 131840 JPY No 151621.48 131840
OSE.JPNTPXC30- C30 118777.04 N/A 118777.04 103284.38 JPY No 118777.04 103284.38
OSE.JPNDJIA- DJIA 490287.23 N/A 490287.23 426282.30 JPY No 490287.23 426282.30
OSE.JPNJGB- JBL 2045638.33 N/A 2045638.33 1778815.94 JPY Yes 1965730.58 1709330.94
OSE.JPNMJ- JBLM 204563.83 N/A 204563.83 177881.59 JPY No 196573.06 170933.09
OSE.JPNTSEMOTHR- MOTH 61729.08 N/A 61729.08 53676 JPY No 61729.08 53676
OSE.JPNNKVI- NVI 127305 N/A 127305 110700 JPY No 187852.50 163350
OSE.JPNTSEREIT- REIT 149897.61 N/A 149897.61 130309.88 JPY No 149897.61 130309.88
OSE.JPNTOPX- TPX 1377604.42 1197916.88 1968006.31 1711309.83 JPY No 1968006.31 1711309.83
OSE.JPNMNTPX- TPXM 137760.44 119791.69 196800.63 171130.98 JPY No 196800.63 171130.98
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 16250.00 13000
QBALGOIEUGOIL- GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
QBALGOIEUWTI- WTI 14545.54 N/A 14545.54 11636.43 USD No 14545.54 11636.43
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 16889.36 N/A 16889.36 14686.40 USD No 16889.36 14686.40
QBALGOIUSCT- CT 2501.01 N/A 2501.01 2174.76 USD No 2501.01 2174.76
QBALGOIUSDX- DX 2879.22 N/A 2879.22 2503.67 USD No 2879.22 2503.67
QBALGOIUSKC- KC 16463.34 N/A 16463.34 14315.95 USD No 16463.34 14315.95
QBALGOIUSOJ- OJ 10200.36 N/A 10200.36 8869.65 USD No 10200.36 8869.65
QBALGOIUSSB- SB 1820.93 N/A 1820.93 1583.42 USD No 1820.93 1583.42
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 304885.31 N/A 304885.31 265117.66 JPY No 304885.38 265117.66
SGXAU- AU 1697.57 N/A 1697.57 1476.15 USD No 1697.57 1476.15
SGXXINA50- CN 1322.55 1150.04 1889.36 1642.92 USD No 1889.36 1642.92
SGXCY- CY 4032.76 N/A 4032.76 3506.75 USD No 4032.76 3506.75
SGXXIN0I- FCH 3816.81 N/A 3816.81 3318.77 USD No 3816.81 3318.77
SGXSCI- FEF 1058 N/A 1058 920 USD No 1058 920
SGXWIIDN- FID 1478.19 N/A 1478.19 1283.99 USD No 1478.19 1283.99
SGXFIVNM30- FVN 863.6465 N/A 863.6465 750.855 USD No 863.6465 750.855
SGXINR- INR 9822.44 N/A 9822.44 8541.25 USD No 9822.44 8541.25
SGXINX- INX 9828.76 N/A 9828.76 8546.75 USD No 9828.76 8546.75
SGXIU- IU 2690.77 N/A 2690.77 2339.80 USD No 2690.77 2339.80
SGXSGB- JB 340606.63 N/A 340606.63 296141.70 JPY No 340607.33 296141.70
SGXKJ- KJ 341456.23 N/A 341456.23 296918.46 JPY No 341456.23 296918.46
SGXKRW- KRW 10557 N/A 10557 9180 USD No 10563.25 9180
SGXKU- KU 2108.90 N/A 2108.90 1833.51 USD No 2111.40 1836
SGXMUC- MUC 6144.28 N/A 6144.28 5342.85 CNH No 6144.28 5342.85
SGXNKYDIV- ND 1848970.06 N/A 1848970.06 1607800.05 JPY No 1848970.30 1607800.05
SGXNIFTY- NIFTY 2093 1820 2990 2600 USD No 2990 2600
SGXSGXNK- NK 1127000 980000 1610000 1400000 JPY Yes 1610000 1400000
SGXSGXNKM- NS 225400 196000 322000 280000 JPY No 322000 280000
SGXN225U- NU 49109.82 N/A 49109.82 42704.19 USD No 49109.82 42704.19
SGXSSG- SGP 1851.50 1610 2645 2300 SGD Yes 2 2645 2300
SGXSND- SND 5660.28 N/A 5660.28 4921.98 SGD No 5660.28 4921.98
SGXSTI- ST 4916.61 N/A 4916.61 4275.32 SGD No 4916.61 4275.32
SGXTD- TD 2796.20 N/A 2796.20 2431.48 USD No 2796.20 2431.48
SGXTSR20- TF 632.503 N/A 632.503 550.003 USD No 632.503 550.003
SGXTONA- TONA 36804.45 N/A 36804.45 32002.86 JPY No 36803.45 32002.86
SGXSGXTU- TU 1772.16 N/A 1772.16 1540.88 USD No 1772.16 1540.88
SGXTWD- TWD 8388.60 N/A 8388.60 7294.44 USD No 8388.60 7294.44
SGXTWN- TWN 4427.50 3850 6325 5500 USD No 6325 5500
SGXUC- UC 24577.11 N/A 24577.11 21371.40 CNH Yes 24577.11 21371.40
SGXUJ- UJ 9462454.02 N/A 9462454.02 8228219.15 JPY No 9462452.02 8228219.15
SGXUS- US 1415.01 N/A 1415.01 1230.45 SGD No 1415.01 1230.45
SGXUY- UY 1892454.67 N/A 1892454.67 1645604.54 JPY No 1892453.32 1645604.73
SGXC52- YCDD 1252.03 N/A 1252.03 1088.72 SGD No 1330.16 1088.72
SGXD05- YDBS 4381.93 N/A 4381.93 3712.54 SGD No 4269.42 3712.54
SGXG13- YGEN 626.014 N/A 626.014 544.36 SGD No 665.08 544.36
SGXBN4- YKEP 3994.40 N/A 3994.40 3473.39 SGD No 4305.35 3473.39
SGXO39- YOCB 5678.16 N/A 5678.16 4937.53 SGD No 5725.05 4937.53
SGXZ74- YSTT 3634.57 N/A 3634.57 2831.50 SGD No 3256.22 2831.50
SGXY92- YTBE 803.033 N/A 803.033 698.29 SGD No 818.242 698.28
SGXU11- YUOB 6223.88 N/A 6223.88 5412.07 SGD No 6279.31 5412.07
SGXF34- YWIL 2529.96 N/A 2529.96 2199.96 SGD No 2536.40 2199.96
SGXBS6- YYZJ 19509.23 N/A 19509.23 4485.03 SGD No 5532.91 4485.03
SGXSAMMAANCA- ZIHF 128.54 N/A 128.54 111.292 USD No 127.986 111.292
SGXZEEL- ZZEE 575 N/A 575 500 USD No 575 500
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPI- AP 13511.925 11749.50 19302.75 16785 AUD Yes 19302.75 16785
SNFEIB- IB 641.782 N/A 641.782 558.062 AUD No 641.772 558.062
SNFEIR- IR 1758.56 N/A 1758.56 1529.18 AUD No 1758.56 1529.18
SNFEXT- XT 3036.02 N/A 3036.02 2640.01 AUD No 3036.03 2640.01
SNFEYT- YT 1244.30 N/A 1244.30 1082 AUD No 1244.30 1082

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

The following table lists intraday margin requirements and hours for futures and futures options. Each day at 'Intraday End Time' the futures contract will revert back to the full overnight margin requirement until the 'Intraday Start Time' the next day. Margin requirements will always be applied at 100% for spread transactions. If an account holds futures, futures options for US products, or future and index options for European products on the same underlying, intraday margin does not apply.


Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time5 Regular Trading Session End Time5,6
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5

Maintenance Margin Minimums

Futures:
50 USD /contract


Short Options:
50 USD/contract for 100 delta units
25 USD/contract for 0 delta units

Minimums for deltas between 100 and 0 will be interpolated based on the above schedule. Eurex contracts always assume a delta of 100.

Initial Margin Minimums

125% of Maintenance Margin


Notes

  • 4. The times listed in 'Regular Trading Session Start Time' and 'Regular Trading Session End Time' columns are shown in local exchange time.
  • 5. Intraday Margin will end 15 minutes prior to 'Regular Trading Session End Time'.





Risk Margin Overview


What is risk based margining?

A risk based margin system evaluates your portfolio to set your margin requirements. The risk valuations of your positions are created using simulated market movements that anticipate possible outcomes. As a result, a more accurate margin model is created, allowing the investor to increase their leverage.


How are correlated risks offset?

Within a group of positions with the same underlying, 100% of the gain at any one valuation point is allowed to offset another positions loss at the same valuation point.

Example: An account holds a long stock position in stock ABC and a long put option contract in ABC. If a theoretical worst case scenario causes the underlying asset to drop 15%, then the loss that on the long stock position would be offset by the gain on the long put position.


What are my eligibility requirements?

Eligibility requirements vary according to the investor's personal information, region, and exchange.


What positions are eligible?

All positions in margin equity securities (including foreign equity securities and options on foreign equity securities, listed options on an equity security or index of equity securities, security futures products, unlisted derivatives on an equity security or index of equity securities, warrants on an equity security or index of equity securities, broad-based index futures, and options on broad-based index futures.




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:

Go

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.