Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin

The complete margin requirement details are listed in the sections below.




Futures Margin


Futures margin requirements are based on risk-based algorithms. All margin requirements are expressed in the currency of the traded product and can change frequently. Risk-based margin algorithms define a standard set of market outcome scenarios with a one-day time horizon. A price scanning range is defined for each product by the respective clearing house.

Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows.

Futures margin trading in an Individual Retirement Account (IRA) is subject to substantially higher margin requirements than in a non-IRA margin account. Margin rates in an IRA margin account may meet or exceed twice the overnight futures margin requirement imposed in a non-IRA margin account.

Margin requirements for futures are set by each exchange.


Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BELFOXBFXBEL 20 Index BXF 8609.78 N/A 8609.78 6887.83 EUR Yes 2 8609.78 6887.83
Chicago Board Of Trade (CBOT)

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

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y10 Year Micro Treasury Yield 10Y 755.574 N/A 755.574 604.46 USD No 755.574 604.46
CBOT2YY2 Year Micro Treasury Yield 2YY 1914.47 N/A 1914.47 1531.58 USD No 1914.47 1531.58
CBOT30Y30 Year Micro Treasury Yield 30Y 1294.34 N/A 1294.34 1035.47 USD No 1294.34 1035.47
CBOT5YY5 Year Micro Treasury Yield 5YY 1768.98 N/A 1768.98 1415.18 USD No 1768.98 1415.18
CBOTAIGCIBloomberg Commodity Index AW 911.124 N/A 911.124 728.899 USD No 911.124 728.899
CBOTACEthanol -CME EH 6125 N/A 6125 4900 USD No 6125 4900
CBOTKEHard Red Winter Wheat -KCBOT- KE 3540.39 N/A 3540.39 2832.32 USD Yes 3540.39 2832.32
CBOTMTNMicro Ultra 10-Year U.S Treasury Note MTN 646.485 N/A 646.485 517.188 USD No 646.485 517.188
CBOTMWNMicro Ultra US Treasury Bond MWN 1477.01 N/A 1477.01 1181.61 USD No 1477.01 1181.61
CBOTMYMMicro E-Mini Dow Jones Industrial Average Index MYM 764.549 664.825 1092.21 949.75 USD No 1092.21 949.75
CBOTDJUSREDow Jones US Real Estate Index RX 5017.51 N/A 5017.51 4014.01 USD No 5017.51 4014.01
CBOTTNUltra 10-Year US Treasury Note TN 3941.27 N/A 3941.27 3153.02 USD No 3941.27 3153.02
CBOTTWE20-Year U.S. Treasury Bond TWE 5687.50 N/A 5687.50 4550.00 USD No 5687.50 4550.00
CBOTUBUltra Treasury Bond UB 8271.89 N/A 8271.89 6617.51 USD Yes 8271.89 6617.51
CBOTYCMini Sized Corn Futures XC 425.642 N/A 425.642 340.513 USD No 425.64 340.512
CBOTYKMini Sized Soybean Futures XK 926.895 N/A 926.895 741.515 USD No 926.895 741.515
CBOTYWMini Sized Wheat Futures XW 641.104 N/A 641.104 512.881 USD No 641.104 512.881
CBOTYIA1-Year Eris SOFR Swap Futures YIA 93.75 N/A 93.75 75 USD No 93.75 75
CBOTYIC3-Year Eris SOFR Swap Futures YIC 62.50 N/A 62.50 50 USD No 206.249 50
CBOTYID4-Year Eris SOFR Swap Futures YID 93.75 N/A 93.75 75.00 USD No 287.496 75.00
CBOTYIT2-Year Eris SOFR Swap Futures YIT 62.50 N/A 62.50 50 USD No 135.875 50
CBOTYIW5-Year Eris SOFR Swap Futures YIW 140.989 N/A 140.989 112.791 USD No 318.754 112.791
CBOTYME-mini Dow Jones Industrial Average YM 7645.49 6648.25 10922.125 9497.50 USD Yes 10922.125 9497.50
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3113.60 N/A 3113.60 2490.88 USD No 3113.60 2490.88
CBOTZBUS Treasury Bond ZB 5835.68 N/A 5835.68 4668.55 USD Yes 5835.68 4668.55
CBOTZCCorn Futures ZC 1964.50 N/A 1964.50 1571.60 USD Yes 1964.50 1571.60
CBOTZF5 Year US Treasury Note ZF 1957.31 N/A 1957.31 1565.85 USD Yes 1957.31 1565.85
CBOTZLSoybean Oil Futures ZL 3189.96 N/A 3189.96 2551.96 USD Yes 3189.96 2551.96
CBOTZMSoybean Meal Futures ZM 3726.54 N/A 3726.54 2981.23 USD Yes 3726.54 2981.23
CBOTZN10 Year US Treasury Note ZN 2725.82 N/A 2725.82 2180.65 USD Yes 2725.82 2180.65
CBOTZOOat Futures ZO 6353.74 N/A 6353.74 5083.00 USD Yes 6353.74 5083.00
CBOTZQ30 Day Fed Funds ZQ 332.397 N/A 332.397 265.917 USD Yes 2 332.396 265.917
CBOTZRRough Rice Futures ZR 7058.93 N/A 7058.93 5647.14 USD Yes 7058.93 5647.14
CBOTZSSoybean Futures ZS 4441.36 N/A 4441.36 3553.09 USD Yes 4441.36 3553.09
CBOTZT2 Year US Treasury Note ZT 1639.56 N/A 1639.56 1311.64 USD Yes 1639.56 1311.64
CBOTZWWheat Futures ZW 3069.10 N/A 3069.10 2455.28 USD Yes 3069.10 2455.28
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
CDEBAX3 Month Canadian Bankers' Acceptance Futures BAX 886.988 N/A 886.988 709.59 CAD No 886.988 709.59
CDECGB10 Year Government of Canada Bonds CGB 4040.21 N/A 4040.21 3232.17 CAD No 4040.21 3232.17
CDECGF5 Year Government of Canada Bonds CGF 2136.18 N/A 2136.18 1708.94 CAD No 2136.18 1708.94
CDECGZ2 Year Government of Canada Bonds CGZ 963.295 N/A 963.295 770.636 CAD No 963.295 770.636
CDECRA3 Month CORRA CRA 407.925 N/A 407.925 326.34 CAD No 407.925 326.34
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXF 12510.30 10008.24 17871.85 14297.48 CAD No 17871.85 14297.48
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXM 13403.89 N/A 13403.89 10723.11 CAD No 13403.89 10723.11
CBOE Futures Exchange (CFE)

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

Exchange CFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CFEIBXXIBHYiBoxx iShares $ High Yield Corporate Bond Index TR IBHY 11834.91 N/A 11834.91 9467.93 USD No 11834.91 9467.93
CFEIBXXIBIGiBoxx iShares $ Investment Grade Corporate Bond Index TR IBIG 12470.21 N/A 12470.21 9976.17 USD No 12470.21 9976.17
CFEVIXCBOE Volatility Index VX 10325.58 N/A 10325.58 8260.46 USD No 26828.025 21462.42
CFEVIXCBOE Volatility Index VX17 11203.125 N/A 11203.125 8962.50 USD No 27386.72 21909.375
CFEVIXCBOE Volatility Index VX18 11069.17 N/A 11069.17 8837.50 USD No 27388.67 21910.94
CFEVIXCBOE Volatility Index VX19 10881.62 N/A 10881.62 8662.50 USD No 27391.40 21913.12
CFEVIXCBOE Volatility Index VX20 10868.23 N/A 10868.23 8650.00 USD No 27391.60 21913.28
CFEVIXCBOE Volatility Index VX22 9524.85 N/A 9524.85 7572.09 USD No 24166.83 19333.46
CFEVXMMini Cboe Volatility Index Futures VXM 1032.56 N/A 1032.56 826.046 USD No 2682.80 2146.24
Chicago Mercantile Exchange (CME)

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

Exchange CME Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CMEAUDAustralian dollar 6A 3100.24 N/A 3100.24 2480.19 USD Yes 3100.24 2480.19
CMEGBPBritish pound 6B 2885.59 N/A 2885.59 2308.47 USD Yes 2885.59 2308.47
CMECADCanadian dollar 6C 2299.86 N/A 2299.86 1839.88 USD Yes 2299.86 1839.88
CMEEUREuropean Monetary Union Euro 6E 4216.01 N/A 4216.01 3372.81 USD Yes 4216.01 3372.81
CMEJPYJapanese yen 6J 3250 N/A 3250 2600 USD Yes 3250 2600
CMEBREBrazilian real 6L 1967.625 N/A 1967.625 1431 USD Yes 2 1967.625 1431
CMEMXPMexican Peso 6M 2189.625 N/A 2189.625 1751.70 USD Yes 2189.625 1751.70
CMENZDNew Zealand dollar 6N 2363.83 N/A 2363.83 1891.06 USD Yes 2 2363.83 1891.06
CMERUR *Russian Ruble in US Dollars 6R 32437.50 N/A 32437.50 25950 USD Yes 2 32437.50 25950
CMECHFSwiss franc 6S 5184.14 N/A 5184.14 4147.31 USD Yes 5184.14 4147.31
CMEZARSouth African Rand 6Z 2290.31 N/A 2290.31 1832.25 USD No 2290.31 1832.25
CMEACDAustralian dollar ACD 15179.86 N/A 15179.86 12143.89 CAD No 15179.86 12143.89
CMEAJYAustralian dollar AJY 2492954.64 N/A 2492954.64 1994363.71 JPY No 2492954.64 1994363.71
CMEBQXCME E-Mini NASDAQ Biotechnology BIO 27835.03 N/A 27835.03 22268.02 USD No 27835.03 22268.02
CMEBOSBoston Housing Index BOS 5125 N/A 5125 4100 USD No 5125 4100
CMEBSBYThree-Month Bloomberg Short-Term Bank Yield BSB 2359.30 N/A 2359.30 1887.44 USD No 2359.30 1887.44
CMEBRRCME CF Bitcoin Reference Rate BTC 145318.13 N/A 145318.13 113025.21 USD Yes 145318.13 113025.21
CMEBTCEURRRCME CF Bitcoin-Euro Reference Rate BTE 179000 N/A 179000 143200 EUR No 358000 286400
CMECBCME Cash-Settled Butter Futures CB 9652.78 N/A 9652.78 7722.23 USD No 9652.78 7722.23
CMECHIChicago Housing Index CHI 3100.00 N/A 3100.00 2480.00 USD No 3100.00 2480.00
CMECLPChilean peso CHP 8916.13 N/A 8916.13 7132.91 USD No 8916.13 7132.91
CMECJYCanadian dollar CJY 2752229.73 N/A 2752229.73 2201783.78 JPY No 2752229.73 2201783.78
CMECNHUnited States dollar CNH 27131.25 N/A 27131.25 21705 CNH No 27131.25 21705
CMECSCCheese CSC 7839.03 N/A 7839.03 6271.22 USD No 7839.03 6271.22
CMECUSHousing Index Composite CUS 8365.62 N/A 8365.62 4292.50 USD No 8365.62 4292.50
CMECZKCzech koruna CZK 21980.15 N/A 21980.15 17584.12 USD Yes 2 21980.15 17584.12
CMEDAMILK CLASS III INDEX DC 6086.38 N/A 6086.38 4869.10 USD Yes 6086.38 4869.10
CMEDENDenver Housing Index DEN 4884.38 N/A 4884.38 3907.50 USD No 4884.38 3907.50
CMEDYCME DRY WHEY INDEX DY 2775.13 N/A 2775.13 2220.11 USD No 2775.13 2220.11
CMEE7European Monetary Union Euro E7 2108.00 N/A 2108.00 1686.40 USD No 2108.00 1686.40
CMEEADEuropean Monetary Union Euro EAD 19826.60 N/A 19826.60 15861.28 AUD No 19826.60 15861.28
CMEECDEuropean Monetary Union Euro ECD 11764.18 N/A 11764.18 9411.34 CAD No 11764.18 9411.34
CMEECKCzech koruna ECK 9875.50 N/A 9875.50 7900.40 EUR No 9875.50 7900.40
CMEEHFHungarian forint EHF 9865.87 N/A 9865.87 7892.70 EUR Yes 2 9865.87 7892.70
CMEEMDE-mini S&P Midcap 400 Futures EMD 20527.03 16421.62 29324.33 23459.46 USD Yes 2 29324.33 23459.46
CMENIYYen Denominated Nikkei 225 Index ENY 225326.37 180261.09 321894.81 257515.85 JPY No 321894.81 257515.85
CMEEPZPolish zloty EPZ 11475.25 N/A 11475.25 9180.20 EUR Yes 2 11475.25 9180.20
CMEESE-mini S&P 500 ES 11192.43 10174.94 15989.19 14535.63 USD Yes 15989.19 14535.63
CMESPXESUPE-mini S&P 500 ESG ESG 13507.80 N/A 13507.80 10806.24 USD No 13507.80 10806.24
CMEESTREuro Short-Term Rate ESR 309.375 N/A 309.375 247.50 EUR No 309.375 247.50
CMEETHEURRRCME CF Ether-Euro Reference Rate ETE 88031.25 N/A 88031.25 70425 EUR No 176062.50 140850
CMEETHUSDRRCME CF Ether-Dollar Reference Rate ETH 100939.81 N/A 100939.81 80751.85 USD Yes 201879.63 161503.70
CMEGSCIS&P-GSCI Index GD 21158.41 N/A 21158.41 16926.73 USD No 21158.41 16926.73
CMEGDKClass IV Milk - 200k lbs GDK 3624.06 N/A 3624.06 2899.25 USD No 3624.06 2899.25
CMEGFFeeder Cattle GF 9975.22 N/A 9975.22 7980.18 USD Yes 9975.22 7980.18
CMENFNON FAT DRY MILK INDEX GNF 3805.25 N/A 3805.25 3044.20 USD No 3805.25 3044.20
CMEHELean Hogs HE 5921.48 N/A 5921.48 4737.18 USD Yes 5921.48 4737.18
CMEHUFHungarian forint HUF 13681.10 N/A 13681.10 10944.88 USD Yes 2 13681.10 10944.88
CMEIBAABovespa Index - USD IBV 29100.06 N/A 29100.06 23280.05 USD No 29100.06 23280.05
CMEILSIsraeli Shekel ILS 35865.31 N/A 35865.31 28692.25 USD Yes 2 35865.31 28692.25
CMEJ7Japanese yen J7 1625 N/A 1625 1300 USD No 1625 1300
CMEKRWKorean Won KRW 19337.50 N/A 19337.50 15470 USD Yes 2 12512.50 10010
CMELAVLas Vegas Housing Index LAV 4521.87 N/A 4521.87 3617.50 USD No 4521.87 3617.50
CMELAXLos Angeles Housing Index LAX 6709.37 N/A 6709.37 5367.50 USD No 6709.37 5367.50
CMELBRLumber Futures LBR 1125 N/A 1125 900 USD No 1125 900
CMELELive Cattle LE 4839.70 N/A 4839.70 3871.76 USD Yes 4839.70 3871.76
CMEM2KMicro E-Mini Russell 2000 Index M2K 630.295 504.236 900.421 720.337 USD No 900.421 720.337
CMEM6AAustralian dollar M6A 310.024 N/A 310.024 248.019 USD No 310.024 248.019
CMEM6BBritish pound M6B 288.559 N/A 288.559 230.847 USD No 288.559 230.847
CMEM6EEuropean Monetary Union Euro M6E 421.601 N/A 421.601 337.281 USD No 421.601 337.281
CMEMBTMicro Bitcoin MBT 2906.36 N/A 2906.36 2260.50 USD Yes 2906.36 2260.50
CMEMCDCanadian dollar MCD 229.986 N/A 229.986 183.988 USD No 229.986 183.988
CMEMESMicro E-Mini S&P 500 Stock Price Index MES 1119.24 1017.49 1598.92 1453.56 USD Yes 1598.92 1453.56
CMEMETMicro Ether MET 201.88 N/A 201.88 161.504 USD Yes 403.759 323.007
CMEMIAMiami Housing Index MIA 10053.12 N/A 10053.12 5542.50 USD No 10053.12 5542.50
CMEMIRIndian Rupee MIR 1494.625 N/A 1494.625 1195.70 USD No 1494.625 1195.70
CMEMNHUnited States dollar MNH 2715.94 N/A 2715.94 2172.75 CNH No 2715.94 2172.75
CMEMNQMicro E-Mini Nasdaq-100 Index MNQ 1883.37 1712.15 2690.52 2445.93 USD Yes 2690.52 2445.93
CMEMSFSwiss franc MSF 518.439 N/A 518.439 414.744 USD No 518.445 414.756
CMENIYYen Denominated Nikkei 225 Index NIY 1126631.84 901305.47 1609474.06 1287579.24 JPY No 1609474.06 1287579.24
CMENKDDollar Denominated Nikkei 225 Index NKD 16134.20 N/A 16134.20 12907.36 USD No 16134.20 12907.36
CMENOKNorwegian krone NOK 25942.95 N/A 25942.95 20754.36 USD No 25942.95 20754.36
CMENQE-mini NASDAQ 100 NQ 18833.66 17121.50 26905.22 24459.29 USD Yes 26905.22 24459.29
CMENYMNew York Housing Index NYM 5753.91 N/A 5753.91 3787.50 USD No 5753.91 3787.50
CMEPJYBritish pound PJY 2853850.94 N/A 2853850.94 2283080.75 JPY No 2853850.94 2283080.75
CMEPLNPolish zloty PLN 19102.84 N/A 19102.84 15282.27 USD Yes 2 19102.84 15282.27
CMEPSFBritish pound PSF 11179.47 N/A 11179.47 8943.57 CHF No 11179.47 8943.57
CMERFEuropean Monetary Union Euro RF 5046.64 N/A 5046.64 4037.31 CHF No 5046.64 4037.31
CMERMBCME Chinese Renminbi in US Dollar Cross Rate RMB 8793.75 N/A 8793.75 7035 USD Yes 2 8793.75 7035
CMERMECME Chinese Renminbi in Euro Cross Rate RME 11772.07 N/A 11772.07 9417.66 EUR Yes 2 11772.07 9417.66
CMERPEuropean Monetary Union Euro RP 6709.375 N/A 6709.375 5367.50 GBP No 6709.375 5367.50
CMERS1E-mini Russell 1000 Index Futures RS1 11772.71 N/A 11772.71 9418.17 USD No 11772.71 9418.17
CMERSGE-mini Russell 1000 Growth Index Futures RSG 42895.12 N/A 42895.12 34316.09 USD No 42895.12 34316.09
CMERSVE-Mini Russell 1000 Value Index Futures RSV 12625.97 N/A 12625.97 10100.78 USD No 12625.97 10100.78
CMERTYE-mini Russell 2000 Index RTY 6302.95 5042.36 9004.21 7203.37 USD Yes 9004.21 7203.37
CMERYEuropean Monetary Union Euro RY 1050600.87 N/A 1050600.87 840480.69 JPY Yes 2 1050600.87 840480.69
CMESPXDIVANS&P 500 Dividend Points (Annual) Index SDA 4840.18 N/A 4840.18 3665.00 USD No 4840.18 3665.00
CMESDGSan Diego Housing Index SDG 6662.50 N/A 6662.50 5330.00 USD No 6662.50 5330.00
CMESEKSwedish krona SEK 23134.64 N/A 23134.64 18507.71 USD No 23134.64 18507.71
CMESFRSan Francisco Housing Index SFR 5418.75 N/A 5418.75 4335.00 USD No 5418.75 4335.00
CMESGXS&P 500 / Citigroup Growth Index SG 263655.04 N/A 263655.04 210924.03 USD No 263655.04 210924.03
CMESIRIndian Rupee SIR 7473.125 N/A 7473.125 5978.50 USD No 7473.125 5978.50
CMESJYSwiss franc SJY 4239883.49 N/A 4239883.49 3391906.79 JPY No 4239883.49 3391906.79
CMESMCE-Mini S&P SmallCap 600 Futures SMC 37550.04 N/A 37550.04 30040.03 USD No 37550.04 30040.03
CMESONIASterling Overnight Index Average SON 1183.00 N/A 1183.00 946.397 GBP No 1183.00 946.397
CMESOFR1Secured Overnight Financing Rate 1-month average of rates SR1 475.033 N/A 475.033 380.026 USD No 475.033 380.026
CMESOFR3Secured Overnight Financing Rate 3-month average of rates SR3 687.50 N/A 687.50 550 USD Yes 687.50 550
CMESVXS&P 500 / Citigroup Value Index SU 101994.54 N/A 101994.54 81595.63 USD No 101994.54 81595.63
CMETBF313-Week US Treasury Bill TBF3 921.552 N/A 921.552 737.241 USD No 921.552 737.241
CMEWDCWashington DC Housing Index WDC 4921.875 N/A 4921.875 3937.50 USD No 4921.875 3937.50
CMEIXBMaterials Select Sector Index XAB 17348.96 N/A 17348.96 13879.17 USD No 17348.96 13879.17
CMEIXEEnergy Select Sector Index XAE 17508.21 N/A 17508.21 14006.57 USD No 17508.21 14006.57
CMEIXMFinancial Select Sector Index XAF 19199.48 N/A 19199.48 15359.58 USD No 19199.48 15359.58
CMEIXIIndustrial Select Sector Index XAI 22745.07 N/A 22745.07 18196.06 USD No 22745.07 18196.06
CMEIXTTechnology Select Sector Index - XAK 49446.71 N/A 49446.71 39557.37 USD No 49446.71 39557.37
CMEIXRConsumer Staples Select Sector Index XAP 7939.52 N/A 7939.52 6351.61 USD No 7939.52 6351.61
CMEIXREReal Estate Select Sector Index XAR 9597.83 N/A 9597.83 7678.26 USD No 9597.83 7678.26
CMEIXUUtilities Select Sector Index XAU 10047.50 N/A 10047.50 8038.00 USD No 10047.50 8038.00
CMEIXVHealth Care Select Sector Index XAV 18249.56 N/A 18249.56 14599.64 USD No 18249.56 14599.64
CMEIXYConsumer Discretionary Select Sector Index XAY 38600.57 N/A 38600.57 30880.46 USD No 38600.57 30880.46
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
COMEXALIAluminum Index ALI 7318.36 N/A 7318.36 5854.69 USD No 7318.36 5854.69
COMEXGCGold GC 15906.84 N/A 15906.84 12725.48 USD Yes 15906.84 12725.48
COMEXHGCopper Index HG 11135.09 N/A 11135.09 8908.07 USD Yes 11135.09 8908.07
COMEXHRCHot-Rolled Coil Steel Index HRC 3259.54 N/A 3259.54 2607.63 USD No 3259.54 2607.63
COMEXMGCE-Micro Gold MGC 1590.68 N/A 1590.68 1272.55 USD Yes 1590.68 1272.55
COMEXMHGMicro Copper MHG 1113.51 N/A 1113.51 890.807 USD No 1113.51 890.807
COMEXQCCOMEX MINY Copper QC 5567.54 N/A 5567.54 4454.03 USD No 5567.54 4454.03
COMEXQICOMEX MINY Silver QI 11093.75 N/A 11093.75 8875 USD No 11093.75 8875
COMEXQOCOMEX MINY Gold QO 7953.42 N/A 7953.42 6362.74 USD No 7953.42 6362.74
COMEXSGCShanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures SGC 47241.45 N/A 47241.45 37793.16 CNH No 47241.45 37793.16
COMEXSGUFShanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures SGU 9173.22 N/A 9173.22 7338.58 USD No 9173.22 7338.58
COMEXSISilver Index SI 22187.50 N/A 22187.50 17750 USD Yes 22187.50 17750
COMEXSISilver Index SIL 4437.50 N/A 4437.50 3550 USD No 4437.50 3550
COMEXUXUranium Index UX 4216.94 N/A 4216.94 3373.55 USD No 4216.94 3373.55
ENDEX

Exchange ENDEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ENDEXECFICE ECX EUA Futures ECF 69980.00 N/A 69980.00 55984.00 EUR No 69980.00 55984.00
ENDEXTFMDutch TTF Natural Gas Futures TFM 13597.44 N/A 13597.44 10877.96 EUR Yes 13597.44 10877.96
EUREX

Exchange EUREX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
EUREXCONFSwiss Federal Long-Term Bonds CONF 12340.36 N/A 12340.36 9872.29 CHF No 12340.36 9872.29
EUREXKS200.EUKOSPI 200 - Eurex/KRX Linked Product FBK2 7759062.76 6207250.21 11084375.375 8867500.30 KRW Yes 11084375.375 8867500.30
EUREXFBONEuro BONO Futures on Long-term Spanish Government Bonds FBON 11375.42 N/A 11375.42 9100.34 EUR No 11375.42 9100.34
EUREXBTPEuro-BTP Italian Government Bond FBTP 5185.14 N/A 5185.14 4148.12 EUR Yes 4851.94 3881.55
EUREXBTSShort-Term Euro-BTP Italian Government Bond FBTS 2073.57 N/A 2073.57 1658.86 EUR No 1332.74 1066.19
EUREXDJUBSDow Jones-UBS Commodity Index FCCO 3189.76 N/A 3189.76 2551.81 USD No 3189.76 2551.81
EUREXKWY.EUUS Dollar in Korean Won - EUREX/KRX Linked Product FCUW 1729750.06 N/A 1729750.06 1383800.05 KRW No 3459500.12 2767600.10
EUREXSD3EDEuro Stoxx Select Dividend 30 DVP FD3D 4641.43 N/A 4641.43 2166.00 EUR No 4641.43 2166.00
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDAX 28676.59 22941.275 40966.56 32773.25 EUR Yes 40075.42 32060.34
EUREXDDAXDivDAX Price Index FDIV 9834.36 N/A 9834.36 7867.49 EUR Yes 2 9834.36 7867.49
EUREXDDXDIVPTDivDAX Dividend Points Index FDVD 3972.86 N/A 3972.86 1854 EUR No 3972.86 1854
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXM 5735.32 4588.255 8193.31 6554.65 EUR No 8015.08 6412.07
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXS 1147.06 917.651 1638.66 1310.93 EUR Yes 1603.02 1282.41
EUREXDBEAEURO STOXX Banks Index Dividend Futures FEBD 543.653 N/A 543.653 253.046 EUR No 511.907 238.27
EUREXDJSDEuro STOXX Select Dividend 30 Index FEDV 2798.25 2238.60 3997.50 3198 EUR Yes 2 3997.50 3198
EUREXESAEuro STOXX 600 Automobile & Parts FESA 11815.19 N/A 11815.19 9452.15 EUR Yes 2 11815.19 9452.15
EUREXSX7EEuro STOXX Banks Index FESB 657.257 525.806 938.939 751.151 EUR Yes 865.851 692.681
EUREXSX4EEuro STOXX Chemicals FESC 6970.05 N/A 6970.05 5576.04 EUR Yes 2 6970.05 5576.04
EUREXESEEuro STOXX Oil & Gas FESE 2196.70 N/A 2196.70 1757.36 EUR Yes 2 2196.70 1757.36
EUREXESFEuro STOXX Financial Services Index FESF 3258.70 N/A 3258.70 2606.96 EUR Yes 2 2655.83 2124.66
EUREXSXNEEuro STOXX Industrial Goods&Services FESG 6542.55 N/A 6542.55 5234.04 EUR Yes 2 6542.55 5234.04
EUREXSXDEEuro STOXX Healthcare FESH 3333.69 N/A 3333.69 2666.95 EUR Yes 2 2677.67 2142.13
EUREXESIEuro STOXX Insurance FESI 2455.90 N/A 2455.90 1964.72 EUR Yes 2 2125.77 1700.62
EUREXESMEuro STOXX Media Index FESM 1453.96 N/A 1453.96 1163.17 EUR Yes 2 1453.96 1163.17
EUREXSXOEEuro STOXX Construction FESN 3119.33 N/A 3119.33 2495.465 EUR Yes 2 3107.42 2485.935
EUREXSX3EEuro STOXX Food&Beverages FESO 2447.51 N/A 2447.51 1958.01 EUR Yes 2 1513.63 1210.91
EUREXSXREEuro STOXX Retail FESR 4401.32 N/A 4401.32 3521.05 EUR Yes 2 4401.32 3521.05
EUREXSXPEEuro STOXX Basic Resources FESS 1400.29 N/A 1400.29 1120.24 EUR Yes 2 1380.26 1104.21
EUREXSXKEEuro STOXX Telecommunications FEST 1214.83 N/A 1214.83 971.867 EUR Yes 2 850 680
EUREXESUEuro STOXX Utilities Index FESU 1446.40 N/A 1446.40 1157.12 EUR Yes 1446.40 1157.12
EUREXSXTEEuro STOXX Travel & Leisure FESV 1396.57 N/A 1396.57 1117.26 EUR Yes 2 1396.57 1117.26
EUREXESTX50Euro STOXX50 FESX 3276.72 2621.38 4681.03 3744.82 EUR Yes 4681.03 3744.82
EUREXSX8EEuro STOXX Technology FESY 16926.95 N/A 16926.95 13541.56 EUR Yes 2 16926.95 13541.56
EUREXSXQEEuro STOXX Personal & Household Goods FESZ 8884.90 N/A 8884.90 7107.92 EUR Yes 2 8884.90 7107.92
EUREXEU3Three Month EURIBOR FEU3 675.28 N/A 675.28 540.224 EUR Yes 675.28 540.224
EUREXDESX5EURO STOXX 50 Index-Dividenden FEXD 4824.53 2245.60 6892.19 3208.00 EUR Yes 6892.19 3208.00
EUREXOMXH25OMX Helsinki 25 Index FFOX 8510.79 N/A 8510.79 6808.63 EUR Yes 2 8510.79 6808.63
EUREXGBLEuro Bund (10 Year Bond) FGBL 4132.63 N/A 4132.63 3306.11 EUR Yes 4132.63 3306.11
EUREXGBMEuro Bobl (5 Year Bond) FGBM 2257.81 N/A 2257.81 1806.25 EUR Yes 2257.81 1806.25
EUREXGBSEuro Schatz (2 Year Bond) FGBS 838.504 N/A 838.504 670.803 EUR Yes 769.745 615.796
EUREXGBXEuro Buxl (15 - 30 Year Bond) FGBX 9825.66 N/A 9825.66 7860.53 EUR Yes 9825.66 7860.53
EUREXDJESLEuro Stoxx Large FLCE 2267.55 N/A 2267.55 1814.04 EUR No 2251.06 1800.85
EUREXDJ200LSTOXX Large 200 Index FLCP 2174.39 N/A 2174.39 1739.515 EUR No 1954.76 1563.81
EUREXDJESMEuro Stoxx Mid FMCE 2116.30 N/A 2116.30 1693.04 EUR No 1962.79 1570.23
EUREXM1CNMSCI China NTR USD FMCH 1372.22 1097.775 1960.31 1568.25 USD No 1948.79 1559.035
EUREXDJ200STOXX MID 200 Index FMCP 2272.72 N/A 2272.72 1818.17 EUR Yes 2 2079.60 1663.68
EUREXM1MSMSCI Emerging Markets Asia FMEA 3603.39 2882.71 5147.70 4118.16 USD No 4875.46 3900.37
EUREXM1EFMSCI Emerging Markets Net Total Return Index FMEM 3824.53 3059.62 5463.61 4370.89 USD No 5463.61 4370.89
EUREXMXEUMSCI Europe FMEP 1379.54 N/A 1379.54 1103.63 EUR No 1136.35 909.081
EUREXM7EUMSCI Europe Net Return EUR Index FMEU 1897.85 1518.28 2711.21 2168.97 EUR No 2226.625 1781.30
EUREXM1INMSCI India NTR USD FMIN 8187.62 6550.09 11696.60 9357.28 USD No 10696.34 8557.07
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 4396.77 3517.42 6281.10 5024.88 USD No 5614.675 4491.74
EUREXK200M.EUMini KOSPI 200 - Eurex/KRX Linked Product FMK2 1547437.62 1237950.10 2210625.17 1768500.14 KRW No 2210625.17 1768500.14
EUREXM1TWMSCI Taiwan NTR USD FMTW 3943.80 3155.04 5633.99 4507.20 USD No 5147.775 4118.22
EUREXMBWOMSCI World Net EUR Index 1 FMWN 3620.40 N/A 3620.40 2896.32 EUR No 3179.97 2543.98
EUREXM1WOMSCI World NETR USD Index FMWO 6336.96 5069.57 9052.80 7242.24 USD No 9052.80 7242.24
EUREXMXWOMSCI World Index FMWP 5657.47 N/A 5657.47 4525.98 USD No 5657.47 4525.98
EUREXOATEuro-OAT French Government Bond FOAT 4136.07 N/A 4136.07 3308.85 EUR No 4136.07 3308.85
EUREXDJESSEuro Stoxx Small FSCE 1410.47 N/A 1410.47 1128.38 EUR No 1365.58 1092.47
EUREXDJ200SSTOXX Small 200 Index FSCP 1517.14 N/A 1517.14 1213.71 EUR No 1494.92 1195.93
EUREXSXXPESGXSTOXX Europe 600 ESG-X FSEG 1427.46 N/A 1427.46 1141.97 EUR No 1241.09 992.871
EUREXSLISwiss Leader Index (PREIS_INDEX) FSLI 4617.33 N/A 4617.33 3693.86 CHF Yes 2 4617.33 3693.86
EUREXSMIDPSMI Dividend Points Index FSMD 15895.71 N/A 15895.71 7418.00 CHF No 15895.71 7418.00
EUREXSMISwiss Market Index FSMI 5791.95 4633.56 8274.21 6619.37 CHF Yes 8199.63 6559.71
EUREXSMIMSwiss Mid-cap Index FSMM 4604.29 N/A 4604.29 3683.43 CHF Yes 2 4604.29 3683.43
EUREXSMISwiss Market Index FSMS 579.195 463.356 827.421 661.937 CHF No 819.963 655.971
EUREXMDAXMidcap DAX FSMX 2766.025 N/A 2766.025 2212.82 EUR No 2464.81 1971.85
EUREXST3Three Month ESTR FST3 253.527 N/A 253.527 202.821 EUR No 253.527 202.821
EUREXSXAPSTOXX 600 Automobiles & Parts FSTA 5659.21 N/A 5659.21 4527.37 EUR Yes 2 5659.21 4527.37
EUREXSX7PSTOXX 600 Banks FSTB 880.167 704.1335 1257.38 1005.905 EUR Yes 1144.99 915.994
EUREXSX4PSTOXX 600 Chemicals FSTC 5644.67 N/A 5644.67 4515.74 EUR Yes 2 5501.13 4400.91
EUREXSXEPSTOXX 600 Oil & Gas FSTE 1607.18 1285.74 2295.97 1836.77 EUR Yes 2295.97 1836.77
EUREXSXFPSTOXX 600 Financial Services Index FSTF 4263.07 N/A 4263.07 3410.46 EUR Yes 2 3749.26 2999.40
EUREXSXNPSTOXX 600 Industrial Goods & Services Index FSTG 4180.34 N/A 4180.34 3344.27 EUR Yes 2 4107.60 3286.08
EUREXSXDPSTOXX 600 Healthcare FSTH 3832.77 N/A 3832.77 3066.22 EUR Yes 2 3832.77 3066.22
EUREXSXIPSTOXX 600 Insurance FSTI 2300.35 N/A 2300.35 1840.28 EUR Yes 2 1977.07 1581.66
EUREXSX86PSTOXX 600 Real Estate FSTL 858.978 N/A 858.978 687.182 EUR No 858.978 687.182
EUREXSXMPSTOXX 600 Media FSTM 1654.51 N/A 1654.51 1323.61 EUR Yes 2 1542.92 1234.34
EUREXSXOPSTOXX 600 Construction & Materials FSTN 3425.16 N/A 3425.16 2740.13 EUR Yes 2 3261.11 2608.89
EUREXSX3PSTOXX 600 Food & Beverage Index FSTO 3089.28 N/A 3089.28 2471.43 EUR Yes 2 2155.94 1724.75
EUREXSXRPSTOXX 600 Retail FSTR 2078.78 N/A 2078.78 1663.02 EUR Yes 2 2078.78 1663.02
EUREXSXPPSTOXX 600 Basic Resources Index FSTS 4351.94 N/A 4351.94 3481.55 EUR Yes 4351.94 3481.55
EUREXSXKPSTOXX 600 Telecommunications FSTT 1021.25 N/A 1021.25 816.997 EUR Yes 2 620.264 496.212
EUREXSX6PSTOXX 600 Utilities FSTU 1415.08 N/A 1415.08 1132.06 EUR Yes 1415.08 1132.06
EUREXSXTPSTOXX 600 Travel & Leisure FSTV 1530.63 N/A 1530.63 1224.50 EUR Yes 2 1530.63 1224.50
EUREXSTXSTOXX50 FSTX 3497.11 N/A 3497.11 2797.69 EUR Yes 2 3141.58 2513.26
EUREXSX8PSTOXX 600 Technology FSTY 7908.38 N/A 7908.38 6326.71 EUR Yes 2 7908.38 6326.71
EUREXSXQPSTOXX 600 Personal & Household Goods FSTZ 4660.47 N/A 4660.47 3728.38 EUR Yes 2 4660.47 3728.38
EUREXESTX50Euro STOXX50 FSXE 327.672 262.138 468.103 374.482 EUR No 468.103 374.482
EUREXTDXTECDAX FTDX 9027.86 N/A 9027.86 7222.29 EUR Yes 2 9027.86 7222.29
EUREXV2TXVSTOXX Volatility Index FVS 1059 N/A 1059 847.20 EUR Yes 2649.75 2119.80
EUREXDJESEuro STOXX Price Index FXXE 2184.70 N/A 2184.70 1747.76 EUR No 2097.18 1677.74
EUREXDJ600STOXX 600 Index FXXP 1486.21 1188.97 2123.16 1698.52 EUR Yes 2123.16 1698.52
Euronext NL (FTA)

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Exchange FTA Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
FTAAMXAMX INDEX FMX 11997.09 N/A 11997.09 9597.67 EUR No 11997.09 9597.67
FTAEOEAMS EOE Index FTI 9634.20 7707.36 13763.14 11010.51 EUR Yes 13763.14 11010.51
FTAEOEAMS EOE Index MFA 963.42 770.736 1376.31 1101.05 EUR No 1376.31 1101.05
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
HKFECES120CES China 120 Index CHH 73651.37 N/A 73651.37 58921.09 HKD No 73651.37 58921.09
HKFECNHUnited States dollar CUS 27147 N/A 27147 21717.60 CNH Yes 27147 21717.60
HKFEHHIDPIHSCEI Dividend Point Index DHH 4168.81 N/A 4168.81 2540 HKD No 4168.81 2540
HKFEHSIDPIHSI Dividend Point Index DHS 13120.86 N/A 13120.86 8013.70 HKD No 13120.86 8013.70
HKFEGDRCNH Gold Futures GDR 79130.88 N/A 79130.88 63304.71 CNH No 79130.88 63304.71
HKFEGDUUSD Gold Futures GDU 15726.04 N/A 15726.04 12580.83 USD No 15726.04 12580.83
HKFEHHI.HK 3Hang Seng China Enterprise Index HHI 30444.75 24355.80 43492.50 34794 HKD Yes 43492.50 34794
HKFEHSIHang Seng Stock Index HSI 69660.58 55728.47 99515.12 79612.09 HKD Yes 99515.12 79612.09
HKFEHSTECHHang Seng TECH Index HTI 21670.74 17336.59 30958.20 24766.56 HKD Yes 30958.20 24766.56
HKFEMCAMSCI China A 50 Connect Index MCA 2964.92 2371.94 4235.60 3388.48 USD No 4235.60 3388.48
HKFEMCH.HKMini-Hang Seng China Enterprises Index MCH 6088.95 4871.16 8698.50 6958.80 HKD Yes 8698.50 6958.80
HKFEMCSUnited States dollar MCS 5429.40 N/A 5429.40 4343.52 CNH No 5429.40 4343.52
HKFEMHIMini Hang Seng Index MHI 13932.12 11145.69 19903.02 15922.42 HKD Yes 19903.02 15922.42
HKFEMID.HKMSCI Indonesia Index (USD) - HKFE MIA 1719.52 N/A 1719.52 1375.62 USD No 1719.52 1375.62
HKFEMNDMSCI India Index (USD) - HKFE MND 3351.63 N/A 3351.63 2681.30 USD No 3351.63 2681.30
HKFEMTWMSCI Taiwan (USD) Index - HKFE MTW 5632.28 N/A 5632.28 4505.82 USD No 5632.28 4505.82
HKFEVHSIHang Seng Volatility Index VHS 64843.75 N/A 64843.75 51875 HKD No 126350 101080
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
ICEEUSGShort Gilt G 4120.54 N/A 4120.54 3296.44 GBP No 4120.54 3296.44
ICEEUHMedium Gilt H 6785.33 N/A 6785.33 5428.27 GBP No 6785.33 5428.27
ICEEUI3 Month EURIBOR Interest Rate I 898.438 N/A 898.438 718.75 EUR Yes 898.438 718.75
ICEEUNDUEBRAFThe MSCI Brazil Net Total Return MCG 6961.12 N/A 6961.12 5568.90 USD No 6961.12 5568.90
ICEEUO5 Year Euro Swapnote O 5821.96 N/A 5821.96 4657.57 EUR No 5821.96 4657.57
ICEEUP10 Year Euro Swapnote P 11214.09 N/A 11214.09 8971.27 EUR No 11214.09 8971.27
ICEEURLong Gilt R 4819.72 N/A 4819.72 3855.78 GBP No 4819.72 3855.78
ICEEUSRFXON3Three Month SaronA SA3 771.625 N/A 771.625 617.30 CHF No 771.625 617.30
ICEEUSONIA.NThree Month SONIA SO3 919.063 N/A 919.063 735.25 GBP Yes 919.063 735.25
ICEEUSONIO.NOne Month SONIA SOA 904.056 N/A 904.056 723.245 GBP No 904.056 723.245
ICEEUTWS2 Year Euro Swapnote TWS 2200.10 N/A 2200.10 1760.08 EUR No 2200.10 1760.08
ICEEUF1DVFTSE 100 Dividend Index XZ 908.605 N/A 908.605 604 GBP No 908.605 604
ICEEUYFTSE 250 Index Y2 5730.29 N/A 5730.29 4584.23 GBP No 5730.29 4584.23
ICEEUZFTSE 100 Index Z 4273.54 3418.84 6105.06 4884.05 GBP Yes 6105.06 4884.05
ICE Agricultural Products (ICEEUSOFT)

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Exchange ICEEUSOFT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUSOFTCCocoa C 12933.27 N/A 12933.27 10346.62 GBP No 12933.27 10346.62
ICEEUSOFTDRobusta Coffee RC 4827.66 N/A 4827.66 3862.13 USD No 4827.66 3862.13
ICEEUSOFTTWheat T 2634.72 N/A 2634.72 2107.78 GBP No 2634.72 2107.78
ICEEUSOFTWWhite Sugar W 2811.875 N/A 2811.875 2249.50 USD No 2811.875 2249.50
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
ICEUSAUDAustralian dollar KAU 9300.72 N/A 9300.72 7440.58 USD No 9300.72 7440.58
ICEUSEJNYBOT Euro in Japanese Yen KEJ 25556249.69 N/A 25556249.69 20444999.75 JPY No 25556249.69 20444999.75
ICEUSEOEuropean Monetary Union Euro KEO 11289.55 N/A 11289.55 9031.64 USD No 11289.55 9031.64
ICEUSECDEuropean Monetary Union Euro KEP 13634.99 N/A 13634.99 10907.99 CAD No 13634.99 10907.99
ICEUSGBEuropean Monetary Union Euro KGB 6709.375 N/A 6709.375 5367.50 GBP No 6709.375 5367.50
ICEUSEADEuropean Monetary Union Euro KRA 21127.28 N/A 21127.28 16901.82 AUD No 21127.28 16901.82
ICEUSRZNYBOT Euro in Swiss Franc KRZ 8645.14 N/A 8645.14 6916.11 CHF No 8645.14 6916.11
ICEUSZYSwiss franc KZY 4239883.49 N/A 4239883.49 3391906.79 JPY No 4239883.49 3391906.79
ICEUSMPBritish pound MP 8656.76 N/A 8656.76 6925.41 USD No 8656.76 6925.41
ICEUSSSBritish Pound in Swiss Franc SS 11371.91 N/A 11371.91 9097.53 CHF No 11371.91 9097.53
ICEUSSYBritish Pound in Japanese Yen SY 2961785.34 N/A 2961785.34 2369428.28 JPY No 2961785.34 2369428.28
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIVFTSE MIB Dividend Index FDIV 6542.85 N/A 6542.85 5234.28 EUR No 6542.85 5234.28
IDEMFTMIBFTSE MIB Index FIB 17661.82 14129.46 25231.17 20184.94 EUR Yes 25231.17 20184.94
IDEMFTMIBFTSE MIB Index MICR 706.473 565.178 1009.25 807.3975 EUR No 1009.25 807.3975
IDEMFTMIBFTSE MIB Index MIN 3532.36 2825.89 5046.23 4036.99 EUR No 5046.23 4036.99
IDEMSRGBSNAM & ITALGAS BASKET SRG7 979.083 N/A 979.083 783.266 EUR No 979.083 783.266
Intercontinental Exchange (IPE)

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

Exchange IPE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IPEATWICE Rotterdam Coal ATW 44005.26 N/A 44005.26 35204.21 USD No 44005.26 35204.21
IPECOILICE Brent Crude COIL 17550 N/A 17550 13000 USD Yes 17550 13000
IPEGOILICE Gasoil GOIL 11566.15 N/A 11566.15 8567.52 USD No 11566.15 8567.52
IPEHOILICE Heating Oil HOIL 35154 N/A 35154 26040 USD No 35154 26040
IPENCFNewcastle Coal Futures NCF 58268.21 N/A 58268.21 46614.57 USD No 58268.21 46614.57
IPENGFICE UK Natural Gas NGF 6755.68 N/A 6755.68 5404.54 GBP No 24226.50 5404.54
IPERBOBICE NYH RBOB Gasoline RBOB 34020 N/A 34020 25200 USD No 34020 25200
IPEWTIWest Texas Intermediate Light Sweet Crude Oil WTI 17550 N/A 17550 13000 USD Yes 17550 13000
Korea Stock Exchange (KSE)

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

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200KOSPI200 Index 01 7882656.38 6306125.105 11260937.69 9008750.15 KRW Yes 11260937.69 9008750.15
KSEK200MMini KOSPI200 Index 05 1572199.96 1257759.92 2245999.94 1796799.89 KRW Yes 2246000.10 1796800.08
KSEKOSDQ150KOSDAQ 150 Index 06 1301287.66 985600 1858982.375 1408000 KRW No 1858982.375 1408000
KSE3KTB3-Year Korea Treasury Bond 165 1256102.32 N/A 1256102.32 1004881.86 KRW No 1256102.32 1004881.86
KSEFLKTB10-Year Korea Treasury Bond 167 3879812.95 N/A 3879812.95 3103850.36 KRW No 3879812.95 3103850.36
KSEKWYUnited States dollar 175 1713125 N/A 1713125 1370500 KRW No 3426250 2741000
London Metals Exchange (LMEOTC)

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

Exchange LMEOTC Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
LMEOTCAHHigh-Grade Primary Aluminium AH 6722.19 N/A 6722.19 5377.75 USD No 6722.19 5377.75
LMEOTCCAGrade A Copper - LME CA 21007.82 N/A 21007.82 16806.26 USD No 21007.82 16806.26
LMEOTCPBLead - LME PB 6268.70 N/A 6268.70 5014.96 USD No 6268.70 5014.96
LMEOTCSNLMETin future SN 42461.28 N/A 42461.28 33969.03 USD No 42461.28 33969.03
LMEOTCZSLMESpecial High Grade Zinc ZS 8897.40 N/A 8897.40 7117.92 USD No 8897.40 7117.92
Euronext France (MATIF)

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

Exchange MATIF Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MATIFEBMMilling Wheat Futures EBM 1760.63 N/A 1760.63 1408.50 EUR Yes 1760.63 1408.50
MATIFECOEuropean Rapeseed Future ECO 3475.01 N/A 3475.01 2780.01 EUR Yes 3475.01 2780.01
MATIFEMACorn EMA 1906.25 N/A 1906.25 1525 EUR No 1906.25 1525
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
MEFFRVIBEX35IBEX 35 Index IBX 8312.50 6650 11875 9500 EUR No 11875 9500
MEFFRVIBEXIBEX 35 Index Mini MIX 831.25 665 1187.50 950 EUR Yes 1187.50 950
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
MEXDERDEUAUnited States dollar DA 11718.28 N/A 11718.28 9374.63 MXN No 15774.96 12619.97
MEXDEREUROEuropean Monetary Union Euro EU 21686.22 N/A 21686.22 17348.97 MXN No 21686.22 17348.97
MEXDERIPCMexico Bolsa (IPC) Index IPC 58289.175 N/A 58289.175 46631.34 MXN Yes 2 61927.875 49542.30
MEXDERIPCMexico Bolsa (IPC) Index MIP 11657.835 N/A 11657.835 9326.27 MXN No 12385.575 9908.46
Euronext France (MONEP)

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

Exchange MONEP Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MONEPEPEUFTSE EPRA/NAREIT Euro Zone EPE 4871.53 N/A 4871.53 3897.22 EUR No 4871.53 3897.22
MONEPEPRAFTSE EPRA/NAREIT Europe EPR 4722.33 N/A 4722.33 3777.86 EUR No 4722.33 3777.86
MONEPCAC40CAC 40 FCE 4812.50 3850 6875 5500 EUR Yes 6875 5500
MONEPFEFFTSEurofirst 80 NEW FEF 16342.98 N/A 16342.98 13074.38 EUR No 16342.98 13074.38
MONEPFEOFTSEurofirst 100 NEW FEO 11898.66 N/A 11898.66 9518.93 EUR No 11898.66 9518.93
MONEPCAC40CAC 40 MFC 481.25 385 687.50 550 EUR No 687.50 550
National Stock Exchange of India (NSE)

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

Exchange NSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NSEBANKNIFTYNifty Bank BANKNIFTY 126696.45 N/A 126696.45 101357.1 INR Yes 8399.44 6719.55
NSEEURINREuro in Indian Rupee EURINR 11151.25 N/A 11151.25 8921.00 INR No 11151.25 8921.00
NSENSEFINNSE Nifty Financial Services Index Futures FINNIFTY 150204.4 N/A 150204.4 120163.6 INR Yes 3734.23 2987.38
NSEGBPINRBritish Pounds in Indian Rupee GBPINR 13031.25 N/A 13031.25 10425 INR No 13031.25 10425
NSEJPYINRJapanese Yen in Indian Rupee JPYINR 6768.44 N/A 6768.44 5414.75 INR No 6768.44 5414.75
NSEMIDCAPSELNifty Midcap Select MIDCPNIFTY 124484.25 N/A 124484.25 99587.25 INR Yes 1649.04 1319.23
NSENIFTY50Nifty 50 NIFTY 169881.5 N/A 169881.5 135905 INR Yes 3375.66 2700.53
NSEUSDINRUS Dollars in Indian Rupee USDINR 10442.81 N/A 10442.81 8354.25 INR Yes 10442.81 8354.25
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
NYBOTLRC30APRICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR 30C 4567.10 N/A 4567.10 3653.68 USD No 4567.10 3653.68
NYBOTCCCocoa NYBOT CC 16955.09 N/A 16955.09 13564.07 USD Yes 16955.09 13564.07
NYBOTCTCotton No. 2 CT 4739.17 N/A 4739.17 3791.33 USD Yes 4739.17 3791.33
NYBOTDXNYBOT US Dollar FX DX 3013.84 N/A 3013.84 2411.07 USD Yes 3013.84 2411.07
NYBOTNYFANGNYSE FANG+ Index FNG 7210.86 N/A 7210.86 5768.69 USD No 7210.86 5768.69
NYBOTKCCoffee "C" KC 14030.54 N/A 14030.54 11224.43 USD Yes 14030.54 11224.43
NYBOTOJFC Orange Juice "A" OJ 15319.21 N/A 15319.21 12255.37 USD Yes 15319.21 12255.37
NYBOTRSCanola RS 1341.38 N/A 1341.38 1073.11 CAD No 1341.38 1073.11
NYBOTSBSugar No. 11 SB 2415.30 N/A 2415.30 1932.24 USD Yes 2415.30 1932.24
NYBOTSFSugar #16 112000 lbs SF 2574.72 N/A 2574.72 2059.78 USD No 2574.72 2059.78
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBBNYMEX Brent Financial Futures Index BB 17550 N/A 17550 13000 USD No 17550 13000
NYMEXBZBrent Crude Oil - Last Day BZ 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXCLLight Sweet Crude Oil CL 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXHHNatural Gas Last Day Financial Futures Index HH 6875 N/A 6875 5500 USD No 6875 5500
NYMEXHOHeating Oil HO 35154 N/A 35154 26040 USD Yes 35154 26040
NYMEXHPNatural Gas Penultimate Financial Futures Index HP 6875 N/A 6875 5500 USD No 6875 5500
NYMEXMCLMicro WTI Crude Oil MCL 1755 N/A 1755 1300 USD Yes 1755 1300
NYMEXMHOMicro NY Harbor ULSD MHO 3642.46 N/A 3642.46 2698.12 USD No 3642.46 2698.12
NYMEXMHNGMicro Henry Hub Natural Gas MNG 687.50 N/A 687.50 550 USD No 687.50 550
NYMEXMRBMicro RBOB Gasoline MRB 3631.87 N/A 3631.87 2690.28 USD No 3631.87 2690.28
NYMEXNGHenry Hub Natural Gas NG 6875 N/A 6875 5500 USD Yes 6875 5500
NYMEXPAPalladium Index PA 103080.00 N/A 103080.00 21884.52 USD No 103080.00 21884.52
NYMEXPLPlatinum Index PL 5626.29 N/A 5626.29 4501.03 USD No 5626.29 4501.03
NYMEXQGNYMEX MINY Natural Gas Index QG 1718.75 N/A 1718.75 1375 USD No 1718.75 1375
NYMEXQMNYMEX MINY Light Sweet Crude Oil QM 8775 N/A 8775 6500 USD No 8775 6500
NYMEXRBNYMEX RBOB Gasoline Index RB 34020 N/A 34020 25200 USD Yes 34020 25200
NYMEXTTNYMEX Cotton index TT 15252.55 N/A 15252.55 12202.04 USD No 15252.55 12202.04
New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYSELIFFEM1MSAMSCI Emerging Markets Asia Net Total Return (NTR) ASN 4808.75 N/A 4808.75 3847.00 USD No 4808.75 3847.00
NYSELIFFEM1EUMSCI Europe NTR EU9 8299.67 N/A 8299.67 6639.74 USD No 8299.67 6639.74
NYSELIFFEM1JPThe MSCI Japan NTR JPP 11052.87 N/A 11052.87 8842.30 USD No 11052.87 8842.30
NYSELIFFEMXEAMSCI EAFE Index MFS 6750.07 5400.05 9642.95 7714.36 USD No 9642.95 7714.36
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 3269.48 2615.59 4670.69 3736.55 USD No 4670.69 3736.55
NYSELIFFEMXUSMSCI USA Index MUN 63523.01 N/A 63523.01 50818.41 USD No 63523.01 50818.41
Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OMSOMXESGOMXS30 ESG Responsible Index OMXESG 25545 N/A 25545 20436 SEK No 25545 20436
OMSOMXS30OMX Index (Sweden) OMXS30 18633.15 14906.52 26618.78 21295.02 SEK Yes 26618.78 21295.02
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 1017.78 N/A 1017.78 814.228 SEK No 5878.98 814.228
Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OSE.JPNN225Nikkei 225 225 2682823.57 2146258.86 3832605.11 3066084.08 JPY Yes 3832605.11 3066084.08
OSE.JPNN225MNikkei 225 Mini 225M 268282.36 214625.89 383260.51 306608.41 JPY Yes 383260.51 306608.41
OSE.JPNN225MCNikkei 225 Micro 225MC 26828.24 21462.59 38326.05 30660.84 JPY No 38326.05 30660.84
OSE.JPNJPNK400JPX-Nikkei Index 400 400 169806.25 N/A 169806.25 135845 JPY No 169806.25 135845
OSE.JPNTPXC30Topix Core30 C30 120806.46 N/A 120806.46 96645.17 JPY No 120806.46 96645.17
OSE.JPNDJIAOSE Dow Jones Industrial Average DJIA 494645.74 N/A 494645.74 395716.59 JPY No 494645.74 395716.59
OSE.JPNJGBStandardized 6% 10-Year Japanese Government Bond JBL 2359217.93 N/A 2359217.93 1887374.34 JPY Yes 2359217.93 1887374.34
OSE.JPNMJMini 10 Year JGB JBLM 235921.79 N/A 235921.79 188737.43 JPY No 235921.79 188737.43
OSE.JPNTSEMOTHRTSE Growth Market 250 Index MOTH 78291.14 N/A 78291.14 62632.91 JPY No 78291.14 62632.91
OSE.JPNNKVINikkei 225 Volatility Index NVI 138125 N/A 138125 110500 JPY No 243250 194600
OSE.JPNTSEREITTSE REIT Index REIT 243435.48 N/A 243435.48 194748.38 JPY No 243435.48 194748.38
OSE.JPNTOPXTOPIX Index TPX 1594981.99 1275985.59 2278545.70 1822836.56 JPY No 2278545.70 1822836.56
OSE.JPNMNTPXJapan Mini Topix TPXM 159498.20 127598.56 227854.57 182283.66 JPY No 227854.57 182283.66
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 17550 N/A 17550 13000 USD No 17550 13000
QBALGOIEUGOIL- GOIL 11566.15 N/A 11566.15 8567.52 USD No 11566.15 8567.52
QBALGOIEUWTI- WTI 17550 N/A 17550 13000 USD No 17550 13000
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 16955.09 N/A 16955.09 13564.07 USD No 16955.09 13564.07
QBALGOIUSCT- CT 4739.17 N/A 4739.17 3791.33 USD No 4739.17 3791.33
QBALGOIUSDX- DX 3013.84 N/A 3013.84 2411.07 USD No 3013.84 2411.07
QBALGOIUSKC- KC 14030.54 N/A 14030.54 11224.43 USD No 14030.54 11224.43
QBALGOIUSOJ- OJ 15319.21 N/A 15319.21 12255.37 USD No 15319.21 12255.37
QBALGOIUSSB- SB 2415.30 N/A 2415.30 1932.24 USD No 2415.30 1932.24
Singapore Exchange (SGX)

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

Exchange SGX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SGXAJSGX Australian Dollar in Japanese Yen Futures AJ 328674.22 N/A 328674.22 262939.38 JPY No 328674.22 262939.38
SGXAUSGX Australian Dollar in US Dollar Futures AU 2309.71 N/A 2309.71 1847.77 USD No 2309.71 1847.77
SGXXINA50FTSE/Xinhua China A50 CN 1291.92 1033.54 1845.60 1476.48 USD No 1845.60 1476.48
SGXCYSGX onshore Chinese Renminbi (CNY) in US Dollar Futures CY 4305.625 N/A 4305.625 3444.50 USD No 4305.625 3444.50
SGXXIN0IFTSE China H50 FCH 4367.34 N/A 4367.34 3493.87 USD No 4367.34 3493.87
SGXSCISGX TSI Iron Ore Futures FEF 2033.53 N/A 2033.53 1626.83 USD No 2033.53 1626.83
SGXWIIDNFTSE Indonesia Index FID 1333.51 N/A 1333.51 1066.80 USD No 1333.51 1066.80
SGXFIVNM30FTSE Vietnam 30 Price Return Index FVN 1163.03 N/A 1163.03 930.427 USD No 1163.03 930.427
SGXINRUnited States dollar INR 10447.81 N/A 10447.81 8358.25 USD No 10447.81 8358.25
SGXINXSGX USD/INR (USD) Month-end INX 10441.88 N/A 10441.88 8353.50 USD No 10441.88 8353.50
SGXIUSGX Indian Rupee in US Dollar Futures IU 2992.25 N/A 2992.25 2393.80 USD No 2992.25 2393.80
SGXSGBSGX Mini JGB Index JB 250000 N/A 250000 200000 JPY No 250000 200000
SGXKJSGX Korean Won in Japanese Yen Futures KJ 350281.25 N/A 350281.25 280225 JPY No 350281.25 280225
SGXKRWKorean Won KRW 5060.90 N/A 5060.90 4048.72 USD No 5060.90 4048.72
SGXKUSGX Korean Won in US Dollar Futures (Mini) KU 1012.18 N/A 1012.18 809.744 USD No 1012.18 809.744
SGXMUCSGX USD/CNH Futures (Mini) MUC 6795.01 N/A 6795.01 5436.00 CNH No 6795.00 5436.00
SGXNKYDIVNikkei Stock Average Dividend Point Index ND 2056250 N/A 2056250 1375000 JPY No 2056250 1375000
SGXSGXNKSGX: Nikkei 225 NK 1127589.65 902071.72 1610842.35 1288673.88 JPY Yes 1610842.35 1288673.88
SGXSGXNKMSGX: NIKKEI 225 Mini NS 225517.93 180414.34 322168.47 257734.78 JPY No 322168.47 257734.78
SGXN225USGX: USD Nikkei 225 Index NU 55680.80 N/A 55680.80 44544.64 USD No 55680.80 44544.64
SGXSSGMSCI Singapore Free Index SGP 1270.77 1016.62 1815.39 1452.31 SGD Yes 2 1815.39 1452.31
SGXSNDSGX US Dollar in Singapore Dollar Futures (Full-Sized) SND 6022.79 N/A 6022.79 4818.23 SGD No 6022.79 4818.23
SGXSTISGX Straits Times Index ST 4875.31 N/A 4875.31 3900.25 SGD No 4875.31 3900.25
SGXTDSGX Taiwan Dollar in US Dollar Futures (Mini) TD 2703.925 N/A 2703.925 2163.14 USD No 2703.925 2163.14
SGXTSR20SICOM Rubber TF 625 N/A 625 500 USD No 625 500
SGXSGXTUSGX Thai baht in US Dollar Futures TU 1424.50 N/A 1424.50 1139.60 USD No 1424.50 1139.60
SGXTWDSGX Taiwan Dollar in US Dollar Futures (Full-Sized) TWD 8111.775 N/A 8111.775 6489.42 USD No 8111.775 6489.42
SGXTWNFTSE Taiwan RIC Capped Price Return TWD Index TWN 2362.50 1890 3375 2700 USD No 3375 2700
SGXUCSGX US Dollar in offshore Chinese Renminbi (CNH) UC 27152.25 N/A 27152.25 21721.80 CNH Yes 27152.25 21721.80
SGXUJSGX US Dollar in Japanese Yen Futures (Titan) UJ 7416592.09 N/A 7416592.09 5933273.67 JPY No 7416592.09 5933273.67
SGXUSSGX US Dollar in Singapore Dollar (Mini) Futures US 1505.70 N/A 1505.70 1204.56 SGD No 1505.70 1204.56
SGXUYSGX US Dollar in Japanese Yen Futures (Standard) UY 1483318.42 N/A 1483318.42 1186654.73 JPY No 1483318.42 1186654.73
SGXC52COMFORTDELGRO CORP LTD YCDD 1369.18 N/A 1369.18 1095.34 SGD No 1369.18 1095.34
SGXD05DBS GROUP HOLDINGS LTD YDBS 3417.77 N/A 3417.77 2734.22 SGD No 3417.77 2734.22
SGXG13GENTING SINGAPORE LTD YGEN 872.744 N/A 872.744 698.195 SGD No 872.744 698.195
SGXBN4KEPPEL LTD YKEP 3831.69 N/A 3831.69 3065.35 SGD No 3831.69 3065.35
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5142.61 N/A 5142.61 4114.09 SGD No 5142.61 4114.09
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2194.99 N/A 2194.99 1756.00 SGD No 2195.00 1756.00
SGXY92THAI BEVERAGE PCL YTBE 900.90 N/A 900.90 720.72 SGD No 900.89 720.71
SGXU11UNITED OVERSEAS BANK LTD YUOB 5495.56 N/A 5495.56 4396.45 SGD No 5495.56 4396.45
SGXF34WILMAR INTERNATIONAL LTD YWIL 3066.91 N/A 3066.91 2453.53 SGD No 3066.90 2453.52
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 15710.22 N/A 15710.22 3543.52 SGD No 4429.40 3543.52
SGXIBULHSGFIINDIABULLS HOUSING FINANCE L ZIHF 375 N/A 375 300 USD No 375 300
SGXYESBANKYES BANK LTD ZYES 187.50 N/A 187.50 150 USD No 187.50 150
The Small Exchange (SMFE)

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

Exchange SMFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SMFE10YSMESmall 10YR US Treasury Yield S10Y 814.784 N/A 814.784 651.828 USD No 814.784 651.828
SMFE2YSMESmall 2YR US Treasury Yield S2Y 887.952 N/A 887.952 710.362 USD No 887.952 710.362
SMFE30YSMESmall 30YR US Treasury Yield S30Y 631.549 N/A 631.549 505.239 USD No 631.549 505.239
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPIS&P/ASX 200 Index (Australia) AP 13354.25 10683.40 19077.50 15262 AUD Yes 19077.50 15262
SNFEIB30 Day Interbank Cash Rate IB 785 N/A 785 628 AUD No 785 628
SNFEIR90 Day Bills IR 2223.51 N/A 2223.51 1778.81 AUD No 2223.51 1778.81
SNFEXT10 Year Treasury Bond 6% XT 3597.51 N/A 3597.51 2878.01 AUD No 3597.51 2878.01
SNFEYT3 Year Treasury Bond 6% YT 1316.25 N/A 1316.25 1053 AUD No 1316.25 1053

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

CFDs


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.

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, customers must read the relevant risk disclosure statements on our Warnings and Disclaimers page.

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