Futures & FOPs Margin Requirements

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Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin

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




Futures Margin


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

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

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

Margin requirements for futures are set by each exchange.


Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BELFOXBFX- BXF 9343.00 N/A 9343.00 8124.35 EUR Yes 2 9343.00 8124.35
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 6900.04 N/A 6900.04 6000.03 MYR No 7450.04 6000.03
BURSAMYFBMKLCI- FKLI 3272.53 2800.02 4675.04 4000.03 MYR No 4600.04 4000.03
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 603.75 N/A 603.75 525 USD No 604.75 525
CBOT2YY- 2YY 664.125 N/A 664.125 577.50 USD No 664.125 577.50
CBOT30Y- 30Y 543.375 N/A 543.375 472.50 USD No 543.375 472.50
CBOT5YY- 5YY 1196.23 N/A 1196.23 1040.20 USD No 1196.23 1040.20
CBOTAIGCI- AW 1045.47 N/A 1045.47 753.424 USD No 866.469 753.424
CBOTDHB- DHB 1123.25 N/A 1123.25 976.658 USD No 1198.26 976.658
CBOTDHY- DHY 2766.07 N/A 2766.07 2405.27 USD No 2856.08 2405.27
CBOTHYB- HYB 2149.34 N/A 2149.34 1868.44 USD No 2239.34 1868.44
CBOTIQB- IQB 2899.28 N/A 2899.28 2520.90 USD No 3004.28 2520.90
CBOTKE- KE 2750.28 N/A 2750.28 1891.55 USD Yes 2528.60 2198.78
CBOTMTN- MTN 458.177 N/A 458.177 395.642 USD No 455.077 395.642
CBOTMWN- MWN 822.854 N/A 822.854 715.445 USD No 826.005 715.445
CBOTMYM- MYM 1145.84 996.383 1636.92 1423.40 USD No 1568.60 1364
CBOTMZC- MZC 172.251 N/A 172.251 123.697 USD No 152.627 132.719
CBOTMZL- MZL 454.948 N/A 454.948 363.259 USD No 373.907 325.137
CBOTMZM- MZM 268.89 N/A 268.89 212.948 USD No 228.00 198.261
CBOTMZS- MZS 381.522 N/A 381.522 312.193 USD No 338.663 294.49
CBOTMZW- MZW 234.162 N/A 234.162 171.011 USD No 244.172 212.323
CBOTQDF- QDF 230.23 200.20 328.90 286 USD No 316.25 275
CBOTQDOW- QDOW 230.23 200.20 328.90 286 USD No 316.25 275
CBOTDJUSRE- RX 3724.58 N/A 3724.58 3238.67 USD No 3774.58 3238.67
CBOTTN- TN 2932.51 N/A 2932.51 2550.01 USD No 2932.76 2550.01
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 5922.52 N/A 5922.52 5150.02 USD Yes 5985.27 5150.02
CBOTYC- XC 339.502 N/A 339.502 247.393 USD No 305.255 265.439
CBOTYK- XK 765.545 N/A 765.545 624.387 USD No 677.327 588.98
CBOTYW- XW 473.325 N/A 473.325 342.021 USD No 488.344 424.647
CBOTYIA- YIA 352.695 N/A 352.695 300 USD No 373.44 324.73
CBOTYIC- YIC 874.505 N/A 874.505 750.004 USD No 888.696 772.779
CBOTYID- YID 1083.75 N/A 1083.75 925.00 USD No 1117.20 971.476
CBOTYIT- YIT 928.902 N/A 928.902 795.569 USD No 688.518 598.712
CBOTYIW- YIW 1714.95 N/A 1714.95 1491.26 USD No 4220.69 3661.47
CBOTYM- YM 11458.41 9963.83 16369.16 14234.05 USD Yes 15682.55 13637
CBOTZ3N- Z3N 2110.00 N/A 2110.00 1800.06 USD No 2070.07 1800.06
CBOTZB- ZB 4255.08 N/A 4255.08 3700.07 USD Yes 4255.58 3700.07
CBOTZC- ZC 1697.51 N/A 1697.51 1236.97 USD Yes 1526.27 1327.19
CBOTZF- ZF 1444.97 N/A 1444.97 1250.02 USD Yes 1437.53 1250.02
CBOTZL- ZL 4573.48 N/A 4573.48 3632.59 USD Yes 3537.04 3075.68
CBOTZM- ZM 2688.90 N/A 2688.90 2129.48 USD Yes 2192.17 1906.23
CBOTZN- ZN 2156.25 N/A 2156.25 1875.00 USD Yes 2156.51 1875.00
CBOTZO- ZO 4094.22 N/A 4094.22 3310.19 USD Yes 3495.74 3039.77
CBOTZQ- ZQ 1220.41 N/A 1220.41 1025.00 USD Yes 2 2866.40 2492.52
CBOTZR- ZR 3201.32 N/A 3201.32 2783.69 USD Yes 2137.71 1815.36
CBOTZS- ZS 3827.72 N/A 3827.72 3121.93 USD Yes 3386.63 2944.90
CBOTZT- ZT 1411.13 N/A 1411.13 1200.00 USD Yes 1380.00 1200.00
CBOTZW- ZW 2366.62 N/A 2366.62 1710.11 USD Yes 2441.72 2123.23
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 2431.95 N/A 2431.95 2114.74 CAD No 2431.95 2114.74
CDECGF- CGF 1382.35 N/A 1382.35 1202.04 CAD No 1382.35 1202.04
CDECGZ- CGZ 614.216 N/A 614.216 534.10 CAD No 614.215 534.10
CDECRA- CRA 370.185 N/A 370.185 321.90 CAD No 492.669 428.401
CDETSE60- SXF 16324.36 14195.10 23320.52 20278.71 CAD No 23320.53 20278.71
CDETSE60- SXM 15275.27 N/A 15275.27 13282.84 CAD No 15275.27 13282.84
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 10417.68 N/A 10417.68 9058.50 USD No 10417.68 9058.50
CFEIBXXIBIG- IBIG 8674.75 N/A 8674.75 7543.21 USD No 8674.75 7543.21
CFEIEMD- IEMD 378.071 N/A 378.071 328.537 USD No 378.071 328.537
CFEVA- VA 247.25 N/A 247.25 215 USD No 475.526 413.501
CFEVIX- VX 7670.50 N/A 7670.50 6670 USD Yes 24589.17 21381.88
CFEVIX- VX04 7670.50 N/A 7670.50 6670 USD No 29079.93 25286.90
CFEVIX- VX05 7670.50 N/A 7670.50 6670 USD No 26771.43 23279.50
CFEVIX- VX06 7670.50 N/A 7670.50 6670 USD No 25402.11 22088.79
CFEVIX- VX08 7670.50 N/A 7670.50 6670 USD No 24218.44 21059.52
CFEVIX- VX09 7670.50 N/A 7670.50 6670 USD No 24302.98 21133.02
CFEVXM- VXM 767.05 N/A 767.05 667 USD No 2458.92 2138.19
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 2822.86 N/A 2822.86 2102.49 USD Yes 2417.86 2102.49
CMEGBP- 6B 3137.91 N/A 3137.91 2179.70 USD Yes 2506.66 2179.70
CMECAD- 6C 1698.70 N/A 1698.70 1181.48 USD Yes 1358.70 1181.48
CMEEUR- 6E 4071.23 N/A 4071.23 3246.72 USD Yes 3733.73 3246.72
CMEJPY- 6J 3669.98 N/A 3669.98 2800 USD Yes 3220 2800
CMEBRE- 6L 1927.52 N/A 1927.52 1416.375 USD Yes 2 11643.23 8453.26
CME6M- 6M 1999.085 N/A 1999.085 1707.90 USD Yes 1964.085 1707.90
CMENZD- 6N 2670.36 N/A 2670.36 2104.66 USD Yes 2 2420.36 2104.66
CMECHF- 6S 6119.75 N/A 6119.75 4946.52 USD Yes 5688.50 4946.52
CMEZAR- 6Z 2484.51 N/A 2484.51 2160.375 USD No 2484.51 2160.375
CMEACDX- ACD 14366.69 N/A 14366.69 12492.78 CAD No 14366.69 12492.78
CMEAJY- AJY 2765943.21 N/A 2765943.21 2386037.05 JPY No 2743942.61 2386037.05
CMEBFF- BFF 824.14 N/A 824.14 716.643 USD No 851.714 733.577
CMEBQX- BIO 37919.83 N/A 37919.83 32973.76 USD No 37919.83 32973.76
CMEBOS- BOS 5002.50 N/A 5002.50 4350 USD No 5002.50 4350
CMEBRR- BTC 161306.76 N/A 161306.76 134362.93 USD Yes 154517.36 134362.93
CMEBTCEURRR- BTE 219075 N/A 219075 190500 EUR No 262890 228600
CMECB- CB 35198.71 N/A 35198.71 30607.57 USD No 2981.01 2592.18
CMECHI- CHI 3182.63 N/A 3182.63 2767.50 USD No 3182.62 2767.50
CMECLP- CHP 8372.15 N/A 8372.15 7275.78 USD No 8367.15 7275.78
CMECJY- CJY 2459842.21 N/A 2459842.21 2138992.70 JPY No 2459841.61 2138992.70
CMECNH- CNH 23961.68 N/A 23961.68 20835 CNH No 24511.68 20835
CMECSC- CSC 5818.79 N/A 5818.79 4607.64 USD No 6349.87 5521.62
CMECUS- CUS 5146.25 N/A 5146.25 4475 USD No 5396.25 4475
CMECZK- CZK 18880.29 N/A 18880.29 16417.65 USD Yes 2 18880.29 16417.65
CMEDA- DC 5157.32 N/A 5157.32 4136.80 USD Yes 5234.07 4551.37
CMEDEN- DEN 4490.75 N/A 4490.75 3905.00 USD No 4490.75 3905.00
CMEDY- DY 7638.60 N/A 7638.60 6642.26 USD No 10256.04 8918.30
CMEE7- E7 2035.62 N/A 2035.62 1623.36 USD No 1866.87 1623.36
CMEEAD- EAD 16957.97 N/A 16957.97 14735.91 AUD No 17820.47 14735.91
CMEEBMEUR- EBM 4381.50 N/A 4381.50 3810 EUR No 5304.30 4572
CMEECD- ECD 11049.02 N/A 11049.02 9597.53 CAD No 11611.52 9597.53
CMEECK- ECK 9464.04 N/A 9464.04 8229.60 EUR No 9464.04 8229.60
CMEEEM- EEM 182.091 N/A 182.091 157.21 EUR No 180.791 157.21
CMEEHF- EHF 5521.64 N/A 5521.64 4796.21 EUR Yes 2 5515.64 4796.21
CMEEMD- EMD 26332.68 N/A 26332.68 22897.85 USD Yes 2 27391.88 22397
CMENIY- ENY 290093.07 252253.51 414418.67 360362.16 JPY No 464648.82 353500
CMEEPZ- EPZ 6832.15 N/A 6832.15 5941 EUR Yes 2 6832.15 5941
CMEES- ES 17974.56 15927.10 25677.94 22753 USD Yes 23043.90 20949
CMESPXESUP- ESG 21701.85 N/A 21701.85 18447.18 USD No 21221.86 18447.18
CMEESTR- ESR 712.411 N/A 712.411 619.41 EUR No 783.196 648.348
CMEETHEURRR- ETE 90395.70 N/A 90395.70 78604.96 EUR No 90395.69 78604.95
CMEETHUSDRR- ETH 69496.29 N/A 69496.29 59018.52 USD Yes 84839.12 73773.14
CMESPW- EWF 12040.88 N/A 12040.88 10468.99 USD No 11272.77 9286
CMEGSCI- GD 23119.07 N/A 23119.07 20103.54 USD No 23119.07 20103.54
CMEGDK- GDK 3411.41 N/A 3411.41 2966.44 USD No 2555.07 2221.80
CMEGF- GF 14669.46 N/A 14669.46 11984.31 USD Yes 13781.96 11984.31
CMENF- GNF 8189.04 N/A 8189.04 5973.07 USD No 20528.24 17850.65
CMEHE- HE 3415.74 N/A 3415.74 2970.21 USD Yes 3415.74 2970.21
CMEHUF- HUF 12061.89 N/A 12061.89 10488.60 USD Yes 2 12067.89 10488.60
CMEIBAA- IBV 46140.30 N/A 46140.30 40122 USD No 45218 39320
CMEILS- ILS 35541.46 N/A 35541.46 30905.62 USD Yes 2 35541.46 30905.62
CMEJ7- J7 1834.99 N/A 1834.99 1400 USD No 1610 1400
CMEKRW- KRW 16738.19 N/A 16738.19 14537.125 USD Yes 2 10868.09 9406.375
CMELAV- LAV 4269.375 N/A 4269.375 3712.50 USD No 4269.375 3712.50
CMELAX- LAX 6299.13 N/A 6299.13 5477.50 USD No 6299.13 5477.50
CMELBR- LBR 2873.71 N/A 2873.71 2498.79 USD No 1405.09 1100
CMELE- LE 6926.24 N/A 6926.24 5040.21 USD Yes 5796.24 5040.21
CMEM2K- M2K 762.50 663.044 1089.29 947.205 USD No 1050.32 901
CMEM6A- M6A 282.286 N/A 282.286 210.249 USD No 241.786 210.249
CMEM6B- M6B 313.791 N/A 313.791 217.97 USD No 250.666 217.97
CMEM6E- M6E 407.123 N/A 407.123 324.672 USD No 373.373 324.672
CMEMBT- MBT 3226.14 N/A 3226.14 2687.26 USD Yes 3090.35 2687.26
CMEMCD- MCD 169.87 N/A 169.87 118.148 USD No 135.87 118.148
CMEMES- MES 1797.46 1592.50 2567.79 2275 USD Yes 2304.50 2095
CMEMET- MET 138.893 N/A 138.893 118.037 USD Yes 169.678 147.546
CMEMIA- MIA 6281.875 N/A 6281.875 5462.50 USD No 6281.875 5462.50
CMEMIR- MIR 1255.685 N/A 1255.685 1091.90 USD No 1291.685 1091.90
CMEMJY- MJY 366.998 N/A 366.998 280 USD No 322 280
CMEMNH- MNH 2400.34 N/A 2400.34 2087.25 CNH No 2480.34 2087.25
CMEMNI- MNI 145045.77 126126.76 207208.24 180181.08 JPY No 232823.36 176800
CMEMNK- MNK 2676.54 N/A 2676.54 2327.38 USD No 3021.54 2327.38
CMEMNQ- MNQ 2917.88 2449.56 4168.41 3499.37 USD Yes 3849.31 3499.37
CMEMSF- MSF 611.975 N/A 611.975 494.652 USD No 568.85 494.652
CMEMSL- MSL 1552.50 N/A 1552.50 1350 USD No 2041.66 1775.36
CMEMXP- MXP 2487.64 N/A 2487.64 2142 USD No 2463.30 2142
CMENIY- NIY 1450457.69 1261267.56 2072082.42 1801810.80 JPY No 2323233.60 1767600
CMENKD- NKD 26765.45 N/A 26765.45 23273.80 USD No 30140.45 23273.80
CMENOK- NOK 24538.35 N/A 24538.35 20592.14 USD No 23688.35 20592.14
CMENQ- NQ 29178.85 24495.58 41684.07 34993.69 USD Yes 38493.05 34993.69
CMENYM- NYM 4815.625 N/A 4815.625 4187.50 USD No 4815.625 4187.50
CMEPJY- PJY 2839791.49 N/A 2839791.49 2442209.88 JPY No 2808541.36 2442209.88
CMEPLN- PLN 12969.65 N/A 12969.65 11277.96 USD Yes 2 13239.65 11277.96
CMEPSF- PSF 12247.68 N/A 12247.68 10193.64 CHF No 11722.68 10193.64
CMEQBTC- QBTC 256.094 N/A 256.094 217 USD No 249.55 217
CMEQEF- QEF 205.85 N/A 205.85 179 USD No 205.85 179
CMEQETH- QETH 216.20 N/A 216.20 188 USD No 216.20 188
CMEQNDX- QNDX 148.391 121.81 211.987 174.014 USD No 200.117 174.014
CMEQNF- QNF 136.947 119.084 195.638 170.12 USD No 195.638 170.12
CMEQRF- QRF 152.95 133 218.50 190 USD No 209.30 182
CMEQRTY- QRTY 152.95 133 218.50 190 USD No 211.251 182
CMEQSF- QSF 368.69 320.60 526.70 458 USD No 485.30 422
CMEQSPX- QSPX 371.739 320.60 531.056 458 USD No 485.30 422
CMEQTF- QTF 235.204 N/A 235.204 204.525 USD No 235.204 204.525
CMERF- RF 4232.40 N/A 4232.40 3679.86 CHF No 4282.40 3679.86
CMERMB- RMB 8256.425 N/A 8256.425 7179.50 USD Yes 2 8256.425 7179.50
CMERME- RME 9480.93 N/A 9480.93 8244.29 EUR Yes 2 9481.93 8244.29
CMERP- RP 6272.79 N/A 6272.79 5454.375 GBP No 6847.79 5454.375
CMERS1- RS1 15398.67 N/A 15398.67 13295 USD No 15243.54 13247.38
CMERSG- RSG 57401.10 N/A 57401.10 48475.95 USD No 55771.10 48475.95
CMERSV- RSV 11423.94 N/A 11423.94 9932.49 USD No 12008.94 9932.49
CMERTY- RTY 7625.00 6630.44 10892.86 9472.05 USD Yes 10503.18 9014
CMERY- RY 1268130.06 N/A 1268130.06 1102635.82 JPY Yes 2 1346880.31 1102635.82
CMESPXDIVAN- SDA 4692.13 N/A 4692.13 4047.50 USD No 4654.62 4047.50
CMESDG- SDG 6253.125 N/A 6253.125 5437.50 USD No 6253.125 5437.50
CMESDI- SDI 2643.34 N/A 2643.34 2272.47 USD No 2613.34 2272.47
CMESEK- SEK 23763.96 N/A 23763.96 20397.62 USD No 23463.96 20397.62
CMESFR- SFR 5108.88 N/A 5108.88 4442.50 USD No 5108.87 4442.50
CMESGX- SG 352441.87 N/A 352441.87 306471.19 USD No 352441.87 306471.19
CMESIR- SIR 6278.425 N/A 6278.425 5459.50 USD No 6443.425 5459.50
CMESJY- SJY 4589771.72 N/A 4589771.72 3991105.84 JPY No 4733521.97 3991105.84
CMESMC- SMC 35887.35 N/A 35887.35 31206.39 USD No 38097.35 31206.39
CMESOL- SOL 31021.27 N/A 31021.27 26975.01 USD No 40883.29 35507.21
CMESONIA- SON 776.79 N/A 776.79 675.47 GBP No 789.295 675.47
CMESOFR1- SR1 1199.585 N/A 1199.585 1025 USD No 2829.23 2460.20
CMESOFR3- SR3 846.252 N/A 846.252 725 USD Yes 2209.70 1921.48
CMESVX- SU 91479.55 N/A 91479.55 79547.44 USD No 91479.56 79547.44
CMETBF3- TBF3 701.464 N/A 701.464 609.968 USD No 8620.32 7495.92
CMEWDC- WDC 4772.50 N/A 4772.50 4150 USD No 4772.50 4150
CMEIXB- XAB 15181.53 N/A 15181.53 12834.40 USD No 14761.53 12834.40
CMEIXE- XAE 15815.66 N/A 15815.66 12769.21 USD No 14685.67 12769.21
CMESIXM- XAF 10954.37 N/A 10954.37 9525.03 USD No 11665.64 8317.50
CMEIXI- XAI 23688.78 N/A 23688.78 20594.95 USD No 24488.78 20594.95
CMESIXT- XAK 29032.53 N/A 29032.53 24181.12 USD No 27812.52 24181.12
CMEIXR- XAP 5812.84 N/A 5812.84 4941.36 USD No 5682.84 4941.36
CMESIXRE- XAR 3981.98 N/A 3981.98 3462.02 USD No 3659.81 3105.85
CMEIXU- XAU 9911.47 N/A 9911.47 8618.04 USD No 10621.47 8618.04
CMEIXV- XAV 17751.59 N/A 17751.59 15433.73 USD No 18411.59 15433.73
CMEIXY- XAY 54336.72 N/A 54336.72 46416.36 USD No 53396.73 46416.36
CMEXAZ- XAZ 12098.38 N/A 12098.38 9787 USD No 10645.55 9257
CMEXRP- XRP 49727.80 N/A 49727.80 42812 USD No 49233.80 42812
COINDERIV

Exchange COINDERIV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
COINDERIVBIP- BIP 246.62 N/A 246.62 214.452 USD No 246.622 214.454
COINDERIVBIT- BIT 362.17 N/A 362.17 314.931 USD No 362.172 314.933
COINDERIVET- ET 169.9125 N/A 169.9125 147.75 USD No 203.895 177.30
COINDERIVETP- ETP 108.008 N/A 108.008 93.92 USD No 108.008 93.92
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 529.189 N/A 529.189 403.425 USD No 420.718 365.842
COMEXALI- ALI 9732.77 N/A 9732.77 7664.36 USD No 8814.02 7664.36
COMEXGC- GC 52892.98 N/A 52892.98 40341.71 USD Yes 42070.95 36583.44
COMEXHG- HG 25546.25 N/A 25546.25 14447.50 USD Yes 17796.25 14447.50
COMEXHRC- HRC 1851.24 N/A 1851.24 1609.78 USD No 3025.77 2578.93
COMEXMGC- MGC 5289.30 N/A 5289.30 4034.17 USD Yes 4207.10 3658.34
COMEXMHG- MHG 2553.375 N/A 2553.375 1444.75 USD No 1780.875 1444.75
COMEXQC- QC 12718.75 N/A 12718.75 7187.50 USD No 8843.75 7187.50
COMEXQI- QI 59551.42 N/A 59551.42 42309.93 USD No 50702.96 44089.53
COMEXQO- QO 26446.49 N/A 26446.49 20170.86 USD No 21035.48 18291.72
COMEXSGC- SGC 34500 N/A 34500 30000 CNH No 34500 30000
COMEXSGUF- SGU 32939.48 N/A 32939.48 25349.75 USD No 29152.21 25349.75
COMEXSI- SI 119102.83 N/A 119102.83 84619.87 USD Yes 101405.92 88179.06
COMEXSI- SIL 23820.57 N/A 23820.57 16923.97 USD No 20281.18 17635.81
COMEXUX- UX 2216.32 N/A 2216.32 1927.23 USD No 2216.32 1927.23
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 49944.50 N/A 49944.50 43430.00 EUR No 49944.50 43430.00
ENDEXTFM- TFM 12969.88 N/A 12969.88 11278.15 EUR Yes 12969.88 11278.15
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 9157.40 N/A 9157.40 7962.96 CHF No 9157.40 7962.96
EUREXFBON- FBON 4746.75 N/A 4746.75 4127.61 EUR No 4746.75 4127.61
EUREXBTP- FBTP 2979.57 N/A 2979.57 2590.93 EUR Yes 4280.14 3721.86
EUREXBTS- FBTS 1107.26 N/A 1107.26 962.833 EUR No 1404.24 1221.08
EUREXDJUBS- FCCO 5014.88 N/A 5014.88 4360.77 USD No 5014.88 4360.77
EUREXSD3ED- FD3D 2840.50 N/A 2840.50 2470 EUR No 2840.50 2470
EUREXDAX- FDAX 35821.70 31149.30 51173.85 44499.00 EUR Yes 49834.10 43334
EUREXDDAX- FDIV 10023.40 N/A 10023.40 8716.00 EUR Yes 2 10023.40 8716.00
EUREXDAX- FDXM 7164.34 6229.86 10234.77 8899.80 EUR No 9966.82 8666.80
EUREXDAX- FDXS 1432.87 1245.97 2046.95 1779.96 EUR Yes 1993.36 1733.36
EUREXDBEA- FEBD 630.368 N/A 630.368 548.146 EUR No 630.368 548.146
EUREXFECX- FECX 2198.17 N/A 2198.17 1911.16 EUR No 2198.17 1911.16
EUREXDJSD- FEDV 5094.55 N/A 5094.55 4430 EUR Yes 2 5094.55 4430
EUREXFEHY- FEHY 1438.30 N/A 1438.30 1250.50 EUR No 895.654 778.71
EUREXESA- FESA 6641.73 N/A 6641.73 5775.41 EUR Yes 2 6641.73 5775.41
EUREXSX7E- FESB 1232.60 1071.83 1760.86 1531.19 EUR Yes 1598.31 1389.83
EUREXSX4E- FESC 5284.36 N/A 5284.36 4595.10 EUR Yes 2 4993.00 4341.74
EUREXESE- FESE 2195.57 N/A 2195.57 1907.66 EUR Yes 2 1989.10 1728.27
EUREXESF- FESF 3235.35 N/A 3235.35 2813.345 EUR Yes 2 2899.04 2520.905
EUREXSXNE- FESG 7363.08 N/A 7363.08 6402.68 EUR Yes 2 6695.56 5822.22
EUREXSXDE- FESH 3001.70 N/A 3001.70 2610.17 EUR Yes 2 3001.70 2610.17
EUREXESI- FESI 3110.45 N/A 3110.45 2703.14 EUR Yes 2 2667.32 2318.04
EUREXESM- FESM 1214.52 N/A 1214.52 1056.10 EUR Yes 2 1113.46 968.228
EUREXSXOE- FESN 3785.455 N/A 3785.455 3291.70 EUR Yes 2 3717.99 3233.035
EUREXSX3E- FESO 1270.75 N/A 1270.75 1105 EUR Yes 2 1270.75 1105
EUREXSXRE- FESR 4389.52 N/A 4389.52 3816.98 EUR Yes 2 4743.50 4124.78
EUREXSXPE- FESS 1426.46 N/A 1426.46 1240.40 EUR Yes 2 1330.04 1156.56
EUREXSXKE- FEST 1028.97 N/A 1028.97 894.76 EUR Yes 2 1028.97 894.76
EUREXESU- FESU 1982.39 N/A 1982.39 1723.37 EUR Yes 1631.64 1418.445
EUREXSXTE- FESV 1127.63 N/A 1127.63 980.543 EUR Yes 2 1127.63 980.543
EUREXESTX50- FESX 3277.60 2850.09 4682.29 4071.56 EUR Yes 4538.29 3946.34
EUREXSX8E- FESY 21397.41 N/A 21397.41 18606.44 EUR Yes 2 21397.41 18606.44
EUREXSXQE- FESZ 5395.32 N/A 5395.32 4691.58 EUR Yes 2 5794.10 5038.35
EUREXEU3- FEU3 244.915 N/A 244.915 212.969 EUR Yes 244.915 212.969
EUREXDESX5- FEXD 2659.72 2312.80 3799.60 3304.00 EUR Yes 3799.60 3304.00
EUREXOMXH25- FFOX 11018.94 N/A 11018.94 9573.45 EUR Yes 2 11018.94 9573.45
EUREXFGBC- FGBC 813.58 N/A 813.58 707.461 GBP No 813.58 707.461
EUREXGBL- FGBL 2246.17 N/A 2246.17 1953.19 EUR Yes 2899.07 2520.93
EUREXGBM- FGBM 1224.60 N/A 1224.60 1064.87 EUR Yes 1564.33 1360.29
EUREXGBS- FGBS 446.766 N/A 446.766 388.492 EUR Yes 543.171 472.323
EUREXGBX- FGBX 4952.07 N/A 4952.07 4306.15 EUR Yes 5013.10 4359.22
EUREXDJESL- FLCE 2644.18 N/A 2644.18 2299.28 EUR No 2309.64 2008.38
EUREXDJ200L- FLCP 2449.03 N/A 2449.03 2129.60 EUR No 1919.33 1668.99
EUREXDJESM- FMCE 2376.00 N/A 2376.00 2065.38 EUR No 1869.41 1625.02
EUREXM1CN- FMCH 2626.80 N/A 2626.80 2284.11 USD No 3232.36 2810.67
EUREXDJ200- FMCP 2497.34 N/A 2497.34 2170.84 EUR Yes 2 1994.60 1733.83
EUREXM1MS- FMEA 7116.95 N/A 7116.95 6188.54 USD No 5972.14 5193.07
EUREXM1EF- FMEM 10767.29 N/A 10767.29 9362.17 USD No 10767.29 9362.17
EUREXMXEU- FMEP 1564.99 N/A 1564.99 1358.96 EUR No 1385.97 1203.51
EUREXM7EU- FMEU 3182.84 N/A 3182.84 2767.59 EUR No 2647.52 2302.11
EUREXM1IN- FMIN 9625.99 N/A 9625.99 8370.00 USD No 8455.21 7351.98
EUREXMXJPUS- FMJP 7027.37 N/A 7027.37 6110.30 USD No 6564.69 5708
EUREXM1TW- FMTW 14534.37 N/A 14534.37 12634.91 USD No 14534.37 12634.91
EUREXMBWO- FMWN 4175.34 N/A 4175.34 3630.65 EUR No 3753.59 3263.92
EUREXM1WO- FMWO 9775.50 N/A 9775.50 8500.39 USD No 9232.10 8027.87
EUREXMXWO- FMWP 6505.34 N/A 6505.34 5653.73 USD No 6505.34 5653.73
EUREXOAT- FOAT 2359.04 N/A 2359.04 2051.34 EUR No 2599.68 2260.59
EUREXDJESS- FSCE 1502.73 N/A 1502.73 1306.44 EUR No 1259.08 1094.62
EUREXDJ200S- FSCP 1661.13 N/A 1661.13 1444.35 EUR No 1368.37 1189.80
EUREXSXXPESGX- FSEG 1664.81 N/A 1664.81 1447.64 EUR No 1295.29 1126.32
EUREXSLI- FSLI 3938.17 N/A 3938.17 3424.49 CHF Yes 2 3938.17 3424.49
EUREXSMIDP- FSMD 8464 N/A 8464 7360 CHF No 8464 7360
EUREXSMI- FSMI 6317.58 5493.54 9025.11 7847.92 CHF Yes 7840.66 6817.96
EUREXSMIM- FSMM 4673.90 N/A 4673.90 4059.59 CHF Yes 2 4673.90 4059.59
EUREXSMI- FSMS 631.758 549.354 902.511 784.792 CHF No 784.066 681.796
EUREXMDAX- FSMX 2944.04 N/A 2944.04 2559.84 EUR Yes 2392.29 2080.10
EUREXST3- FST3 53.6282 N/A 53.6282 46.6333 EUR No 53.6282 46.6333
EUREXSXAP- FSTA 2732.85 N/A 2732.85 2376.30 EUR Yes 2 2639.03 2294.71
EUREXSX7P- FSTB 2304.44 N/A 2304.44 2003.79 EUR Yes 1940.28 1687.14
EUREXSX4P- FSTC 4457.77 N/A 4457.77 3875.28 EUR Yes 2 3806.91 3309.47
EUREXSXEP- FSTE 2017.80 N/A 2017.80 1754.545 EUR Yes 1849.69 1608.37
EUREXSXFP- FSTF 4976.95 N/A 4976.95 4324.83 EUR Yes 2 3986.65 3464.28
EUREXSXNP- FSTG 5284.74 N/A 5284.74 4594.45 EUR Yes 2 4772.77 4149.35
EUREXSXDP- FSTH 4189.69 N/A 4189.69 3642.89 EUR Yes 2 4189.69 3642.89
EUREXSXIP- FSTI 2995.51 N/A 2995.51 2604.39 EUR Yes 2 2455.62 2135
EUREXSX86P- FSTL 816.387 N/A 816.387 709.854 EUR No 816.387 709.854
EUREXSXMP- FSTM 1331.83 N/A 1331.83 1157.86 EUR Yes 2 1331.83 1157.86
EUREXSXOP- FSTN 3940.18 N/A 3940.18 3425.07 EUR Yes 2 3798.30 3301.74
EUREXSX3P- FSTO 1759.24 N/A 1759.24 1529.50 EUR Yes 2 2015.74 1752.50
EUREXSXRP- FSTR 1730.43 N/A 1730.43 1504.51 EUR Yes 2 1730.43 1504.51
EUREXSXPP- FSTS 4709.19 N/A 4709.19 4094.83 EUR Yes 4995.17 4343.50
EUREXSXKP- FSTT 738.929 N/A 738.929 642.50 EUR Yes 2 738.929 642.50
EUREXSX6P- FSTU 1872.68 N/A 1872.68 1628.34 EUR Yes 1530.83 1331.09
EUREXSXTP- FSTV 1228.36 N/A 1228.36 1067.71 EUR Yes 2 1213.42 1054.72
EUREXSTX- FSTX 3842.02 N/A 3842.02 3340.14 EUR Yes 2 2952.82 2567.10
EUREXSX8P- FSTY 9029.44 N/A 9029.44 7849.21 EUR Yes 2 9029.44 7849.21
EUREXSXQP- FSTZ 3418.63 N/A 3418.63 2971.48 EUR Yes 2 3418.63 2971.48
EUREXESTX50- FSXE 327.76 285.009 468.229 407.156 EUR No 453.829 394.634
EUREXTDX- FTDX 8330.30 N/A 8330.30 7243.74 EUR Yes 2 8330.30 7243.74
EUREXFUEM- FUEM 544.359 N/A 544.359 473.308 USD No 544.359 473.308
EUREXV2TX- FVS 1046.50 N/A 1046.50 910.00 EUR Yes 2500.10 2174.00
EUREXDJES- FXXE 2537.44 N/A 2537.44 2205.67 EUR No 2082.50 1810.22
EUREXDJ600- FXXP 1650.02 1434.80 2357.18 2049.72 EUR Yes 1911.06 1661.79
EUREXTKAB- TKAG 298.405 N/A 298.405 259.482 EUR No 298.405 259.482
EUREXUNIB2- UNIH 900.174 N/A 900.174 782.76 EUR No 900.174 782.76
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 9910.38 N/A 9910.38 8617.72 EUR No 9910.38 8617.72
FTAEOE- FTI 16081.50 N/A 16081.50 13983.91 EUR Yes 12354.46 10743.01
FTAEOE- MFA 1608.15 N/A 1608.15 1398.39 EUR No 1235.45 1074.30
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 83558.99 N/A 83558.99 66847.19 HKD No 83558.99 66847.19
HKFECNH- CUS 26032.50 N/A 26032.50 20826 CNH Yes 26032.50 20826
HKFEHHIDPI- DHH 3451.11 N/A 3451.11 2760.60 HKD No 3451.11 2760.60
HKFEHSIDPI- DHS 10644.50 N/A 10644.50 8515.60 HKD No 10644.50 8515.60
HKFEGDR- GDR 281978.95 N/A 281978.95 225583.12 CNH No 281978.90 225583.12
HKFEGDU- GDU 39696.30 N/A 39696.30 31757.04 USD No 39696.31 31757.04
HKFEHHI.HK 3- HHI 48042.75 38434.20 68632.50 54906 HKD Yes 68632.50 54906
HKFEHSI- HSI 96609.36 77287.49 138013.37 110410.70 HKD Yes 138013.37 110410.70
HKFEHSTECH- HTI 29975.58 23980.46 42822.25 34257.80 HKD Yes 42822.25 34257.80
HKFEMCA- MCA 4701.57 3761.24 6716.53 5373.20 USD No 6716.53 5373.20
HKFEMCH.HK- MCH 9608.55 7686.84 13726.50 10981.20 HKD Yes 13726.50 10981.20
HKFEMCS- MCS 5210.39 N/A 5210.39 4165.20 CNH No 5210.39 4165.20
HKFEMHI- MHI 19321.87 15457.50 27602.67 22082.14 HKD Yes 27602.67 22082.14
HKFEMID.HK- MIA 1507.52 N/A 1507.52 1206.02 USD No 1507.52 1206.02
HKFEMND- MND 5328.54 N/A 5328.54 4262.83 USD No 5328.54 4262.83
HKFEMTW- MTW 10560.24 N/A 10560.24 8448.19 USD No 10560.24 8448.19
HKFEVHSI- VHS 57500 N/A 57500 46000 HKD No 135125 108100
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 88.7254 N/A 88.7254 77.1525 EUR No 691.017 600.88
ICEEUSG- G 2469.39 N/A 2469.39 2147.30 GBP No 2469.39 2147.30
ICEEUH- H 3576.91 N/A 3576.91 3110.36 GBP No 3576.91 3110.36
ICEEUI- I 401.36 N/A 401.36 349 EUR Yes 1511.12 1314.02
ICEEUNDUEBRAF- MCG 8075.63 N/A 8075.63 7020.41 USD No 8075.63 7020.41
ICEEUO- O 2438.61 N/A 2438.61 2120.53 EUR No 2438.61 2120.53
ICEEUP- P 5263.49 N/A 5263.49 4576.95 EUR No 5263.49 4576.95
ICEEUR- R 3153.97 N/A 3153.97 2742.58 GBP No 3153.97 2742.58
ICEEUSRFXON3- SA3 296.794 N/A 296.794 257 CHF No 936.629 814.46
ICEEUSONIA.N- SO3 221.663 N/A 221.663 192.75 GBP Yes 824.959 717.351
ICEEUSONIO.N- SOA 570.863 N/A 570.863 496.403 GBP No 1340.40 1165.56
ICEEUTWS- TWS 1035.48 N/A 1035.48 900.416 EUR No 1035.48 900.416
ICEEUF1DV- XZ 217.621 N/A 217.621 189.236 GBP No 217.621 189.236
ICEEUY- Y2 4614.56 N/A 4614.56 4012.24 GBP No 4614.56 4012.24
ICEEUZ- Z 5066.36 4405.53 7237.66 6293.62 GBP Yes 7237.67 6293.62
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 7486.50 N/A 7486.50 6510 GBP No 7486.50 6510
ICEEUSOFTD- RC 6049 N/A 6049 5260 USD No 8985.33 7813.33
ICEEUSOFTT- T 1599.87 N/A 1599.87 1391.19 GBP No 2088.83 1816.37
ICEEUSOFTW- W 2069.60 N/A 2069.60 1799.65 USD No 1795.15 1561
ICE Futures US (ICEUS)

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

Exchange ICEUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEUSAUD- KAU 7253.57 N/A 7253.57 6307.46 USD No 7717.82 6711.15
ICEUSEJ- KEJ 26692937.79 N/A 26692937.79 23211250.25 JPY No 26818541.19 23320470.38
ICEUSEO- KEO 9568.36 N/A 9568.36 8318.91 USD No 10601.87 9217.46
ICEUSECD- KEP 12228.44 N/A 12228.44 10633.43 CAD No 14466.93 12579.94
ICEUSGB- KGB 6272.53 N/A 6272.53 5454.375 GBP No 6484.22 5638.46
ICEUSEAD- KRA 18713.48 N/A 18713.48 16272.59 AUD No 19598.47 17042.15
ICEUSRZ- KRZ 6845.85 N/A 6845.85 5952.91 CHF No 6778.76 5894.57
ICEUSZY- KZY 4589771.72 N/A 4589771.72 3991105.84 JPY No 4704015.22 4090447.80
ICEUSMP- MP 7519.97 N/A 7519.97 6539.10 USD No 7221.06 6279.18
ICEUSSS- SS 12408.64 N/A 12408.64 10790.12 CHF No 12367.05 10753.96
ICEUSGBP- SY 2808541.49 N/A 2808541.49 2442209.88 JPY No 3312324.51 2880282.18
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 2449.29 N/A 2449.29 2127 EUR No 2449.29 2127
IDEMFTMIB- FIB 16497.09 14345.29 23567.27 20493.27 EUR Yes 16506.22 14353.22
IDEMFTMIB- MICR 659.883 573.811 942.69 819.731 EUR No 660.248 574.129
IDEMFTMIB- MIN 3299.42 2869.06 4713.45 4098.65 EUR No 3301.24 2870.64
IDEMSRGB- SRG7 1326.91 N/A 1326.91 1153.83 EUR No 1326.91 1153.83
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 15344.02 N/A 15344.02 13342.63 USD No 15344.02 13342.63
IPECOIL- COIL 14702.19 N/A 14702.19 11761.75 USD Yes 14702.19 11761.75
IPEGOIL- GOIL 12731.94 N/A 12731.94 10185.55 USD No 12731.94 10185.55
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 16598.47 N/A 16598.47 14433.45 USD No 16598.47 14433.45
IPENGF- NGF 6369.77 N/A 6369.77 5538.93 GBP No 27416.40 5538.93
IPERBOB- RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTI- WTI 14801.15 N/A 14801.15 11840.92 USD Yes 14801.15 11840.92
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 16227657.60 12755750.42 23182368 18222500.60 KRW Yes 23182368 18222500.60
KSEK200M- 05 3245531.45 2552130.08 4636473.50 3645900.11 KRW Yes 4636474 3645900.11
KSEKOSDQ150- 06 1757354.55 1171571.625 2510506.50 1673673.75 KRW No 2510506.50 1673673.75
KSE000670- 0Q 174619.50 N/A 174619.50 139531.75 KRW No 174619.50 139531.75
KSE005930- 11 438172.28 N/A 438172.28 381019.375 KRW No 440249.80 381019.375
KSE017670- 12 181358.58 N/A 181358.58 157067.16 KRW No 180627.23 157067.16
KSE005490- 13 1060140.71 N/A 1060140.71 921861.48 KRW No 1087586.64 921861.48
KSE030200- 14 157043.63 N/A 157043.63 135774.17 KRW No 156140.28 135774.16
KSE015760- 15 178067.71 N/A 178067.71 153309.57 KRW No 176306.01 153309.57
KSE005380- 16 1478897.65 N/A 1478897.65 1277579.77 KRW No 1469216.73 1277579.77
KSE016360- 17 251296.25 N/A 251296.25 215685.53 KRW No 248038.36 215685.53
KSE055550- 18 241700.55 N/A 241700.55 210174.39 KRW No 243398.15 210174.39
KSE000270- 19 459832.80 N/A 459832.80 398304.30 KRW No 458049.94 398304.30
KSE007340- 1T 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE443060- 1V 540207 N/A 540207 467443.91 KRW No 544336.08 467443.91
KSE006040- 1W 119121.78 N/A 119121.78 103584.16 KRW No 123458.45 103584.16
KSE268280- 1X 394960.04 N/A 394960.04 343443.52 KRW No 411734.07 343443.52
KSE071320- 1Y 309111.69 N/A 309111.69 268792.77 KRW No 317282.75 268792.77
KSE003240- 1Z 2339933.26 N/A 2339933.26 2031602.34 KRW No 2336342.70 2031602.34
KSE012330- 20 1323716.96 N/A 1323716.96 1146064.22 KRW No 1317973.85 1146064.22
KSE006400- 22 1074544.82 N/A 1074544.82 934386.80 KRW No 1092091.93 934386.80
KSE009150- 23 783582.24 N/A 783582.24 681375.86 KRW No 794085.82 681375.86
KSE066570- 24 310077.62 N/A 310077.62 264534.16 KRW No 304214.28 264534.16
KSE036460- 28 117854.84 N/A 117854.84 102331.63 KRW No 117681.38 102331.63
KSE017960- 2A 100684.56 N/A 100684.56 87551.79 KRW No 103391.72 87551.79
KSE095340- 2B 480301.50 N/A 480301.50 320201 KRW No 480301.50 320201
KSE025900- 2C 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE357780- 2D 1103850 N/A 1103850 826669.30 KRW No 1103850 826669.30
KSE222080- 2E 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE086520- 2F 590922 N/A 590922 393948 KRW No 590922 393948
KSE140860- 2G 705800.19 N/A 705800.19 613739.30 KRW No 720757.44 613739.30
KSE030520- 2H 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE004020- 32 100684.56 N/A 100684.56 87551.79 KRW No 101391.72 87551.79
KSE003550- 34 269892.46 N/A 269892.46 233721.95 KRW No 268780.25 233721.95
KSE078930- 35 179928.30 N/A 179928.30 155814.63 KRW No 179186.82 155814.63
KSE033780- 36 417430.41 N/A 417430.41 362982.97 KRW No 423362.27 362982.97
KSE009540- 39 1256036.29 N/A 1256036.29 1092205.47 KRW No 1274858.13 1092205.47
KSE086790- 40 291250.62 N/A 291250.62 253261.41 KRW No 291296.24 253261.41
KSE096770- 41 320923.02 N/A 320923.02 279063.50 KRW No 321177.05 279063.50
KSE001040- 42 556861.94 N/A 556861.94 484227.77 KRW No 564773.11 484227.77
KSE034220- 45 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE105560- 46 390638.83 N/A 390638.83 339685.94 KRW No 391382.47 339685.94
KSE051910- 47 1031332.58 N/A 1031332.58 896810.94 KRW No 1053576.20 896810.94
KSE006800- 48 102048.31 N/A 102048.31 87176.04 KRW No 100252.44 87176.04
KSE000660- 50 2289495 N/A 2289495 1921379.84 KRW No 2289495 1921379.84
KSE006360- 51 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE139480- 54 255442.89 N/A 255442.89 218441.09 KRW No 251207.26 218441.09
KSE161390- 55 193590.91 N/A 193590.91 168339.92 KRW No 194950.61 168339.92
KSE035420- 56 766297.38 N/A 766297.38 666345.55 KRW No 766679.48 666345.55
KSE003490- 57 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE3KTB- 65 727119.51 N/A 727119.51 632277.83 KRW No 727119.51 632277.83
KSEFLKTB- 67 2482588.70 N/A 2482588.70 2158772.78 KRW No 2482588.70 2158772.78
KSEKWY- 75 1684060.03 N/A 1684060.03 1464400.02 KRW No 3368120.06 2928800.05
KSE032640- B0 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE010950- B2 291628.06 N/A 291628.06 249253.30 KRW No 286641.30 249253.30
KSE010130- B3 7038900 N/A 7038900 4692600 KRW No 7038900 4692600
KSE024110- B4 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE001680- B6 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE047050- B7 182355.72 N/A 182355.72 158570.20 KRW No 184636.51 158570.20
KSE034020- B9 288297 N/A 288297 233721.95 KRW No 288297 233721.95
KSE023530- BA 227296.47 N/A 227296.47 197649.10 KRW No 227892.90 197649.10
KSE011170- BB 231329.62 N/A 231329.62 201156.19 KRW No 232954.37 201156.19
KSE032830- BD 533494.01 N/A 533494.01 463686.33 KRW No 533239.28 463686.33
KSE010140- BF 88461.74 N/A 88461.74 76153.77 KRW No 87576.84 76153.77
KSE029780- BG 159021.10 N/A 159021.10 138279.22 KRW No 169137.99 138279.22
KSE036570- BJ 715050 N/A 715050 568648.24 KRW No 715050 568648.24
KSE000080- BK 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE071050- BL 573102.26 N/A 573102.26 490490.43 KRW No 564063.99 490490.43
KSE047810- BM 469989.08 N/A 469989.08 408074.02 KRW No 469285.13 408074.02
KSE000720- BN 342342 N/A 342342 273552.38 KRW No 342342 273552.38
KSE011210- BP 252647.66 N/A 252647.66 219693.61 KRW No 259422.15 219693.61
KSE008770- BQ 133381.83 N/A 133381.83 115984.20 KRW No 134318.65 115984.20
KSE035250- BS 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE138930- BT 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE139130- BV 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE114090- BW 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE011070- BY 797986.35 N/A 797986.35 693901.17 KRW No 813591.05 693901.17
KSE005940- BZ 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE034730- C1 854162.32 N/A 854162.32 742749.84 KRW No 855161.54 742749.84
KSE011780- C3 424056.30 N/A 424056.30 368744.61 KRW No 431034.67 368744.61
KSE018260- C5 506171.83 N/A 506171.83 437132.70 KRW No 502702.60 437132.70
KSE090430- C6 384012.94 N/A 384012.94 333924.30 KRW No 392710.07 333924.30
KSE030000- C7 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE028260- C8 880089.61 N/A 880089.61 765295.31 KRW No 891270.97 765295.31
KSE000880- C9 343393.41 N/A 343393.41 298602.97 KRW No 345805.25 298602.97
KSE088350- CA 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE086280- CC 724525.52 N/A 724525.52 630022.19 KRW No 724614.27 630022.19
KSE001450- CE 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE035720- CF 175729.85 N/A 175729.85 152808.56 KRW No 176964.09 152808.56
KSE046890- CJ 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE069080- CK 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE096530- CL 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE022100- CN 115236 N/A 115236 99200.31 KRW No 115236 99200.31
KSE068270- CP 611443.73 N/A 611443.73 531072.38 KRW No 610733.24 531072.38
KSE122870- CQ 203673.78 N/A 203673.78 177107.64 KRW No 209104.29 177107.64
KSE051900- CR 789343.92 N/A 789343.92 686386.02 KRW No 794887.91 686386.02
KSE002790- CS 84185.75 N/A 84185.75 73205 KRW No 87405.21 73205
KSE000810- CT 1417362.06 N/A 1417362.06 1232488.75 KRW No 1432316.91 1232488.75
KSE008930- CV 116567.58 N/A 116567.58 101204.36 KRW No 116385.01 101204.36
KSE021240- CW 222975.25 N/A 222975.25 193891.52 KRW No 227541.33 193891.52
KSE128940- CX 1341020.39 N/A 1341020.39 1166104.69 KRW No 1350439.12 1166104.69
KSE018880- CY 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE005830- D0 374506.24 N/A 374506.24 325657.60 KRW No 375136.59 325657.60
KSE097950- D1 620816.09 N/A 620816.09 539840.08 KRW No 625176.42 539840.08
KSE009240- D2 130933.14 N/A 130933.14 113854.90 KRW No 134852.76 113854.90
KSE002380- D3 1382346.96 N/A 1382346.96 1188650.23 KRW No 1366947.77 1188650.23
KSE012750- D5 221834.64 N/A 221834.64 191636.97 KRW No 220382.52 191636.97
KSE000100- D6 311704.42 N/A 311704.42 271047.32 KRW No 311893.69 271047.32
KSE051600- D7 170341.74 N/A 170341.74 144792.37 KRW No 166511.23 144792.37
KSE069960- D8 262154.36 N/A 262154.36 227960.31 KRW No 272995.62 227960.31
KSE004370- DA 1186896.67 N/A 1186896.67 1032084.06 KRW No 1195232.90 1032084.06
KSE079550- DB 1521071.40 N/A 1521071.40 1322670.78 KRW No 1531754.78 1322670.78
KSE204320- DC 227940 N/A 227940 164081.33 KRW No 227940 164081.33
KSE004170- DD 835437.00 N/A 835437.00 726466.95 KRW No 846304.71 726466.95
KSE161890- DE 192150.51 N/A 192150.51 167087.40 KRW No 192500.09 167087.40
KSE111770- DG 282384 N/A 282384 212428.95 KRW No 282384 212428.95
KSE006650- DJ 535869 N/A 535869 401310.35 KRW No 535869 401310.35
KSE192820- DK 558302.36 N/A 558302.36 485480.31 KRW No 563223.62 485480.31
KSE039130- DN 129924.85 N/A 129924.85 112978.13 KRW No 130837.39 112978.13
KSE086900- DP 363286.90 N/A 363286.90 312881.80 KRW No 359814.07 312881.80
KSE078340- DR 96075.26 N/A 96075.26 83543.70 KRW No 99250.05 83543.70
KSE035760- DT 187541.19 N/A 187541.19 163079.30 KRW No 187858.40 163079.30
KSE056190- DV 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE241560- DW 176594.09 N/A 176594.09 153560.08 KRW No 181834.41 153560.08
KSE012630- DX 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE017800- DY 269644.48 N/A 269644.48 234473.46 KRW No 283538.35 234473.46
KSE240810- E0 223120.70 N/A 223120.70 191887.48 KRW No 220670.60 191887.48
KSE091700- E3 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE041510- E4 314873.32 N/A 314873.32 273802.89 KRW No 316084.86 273802.89
KSE251270- E5 153178.23 N/A 153178.23 129762.02 KRW No 149226.32 129762.02
KSE003670- E8 696570 N/A 696570 536082.50 KRW No 696570 536082.50
KSE316140- EB 85128.15 N/A 85128.15 74024.48 KRW No 85726.05 74024.48
KSE009420- EE 239176.50 N/A 239176.50 159451 KRW No 239176.50 159451
KSE035900- EF 199640.63 N/A 199640.63 173600.55 KRW No 204042.82 173600.55
KSE028670- EH 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE011790- EJ 325532.34 N/A 325532.34 283071.60 KRW No 336818.75 283071.60
KSE093370- EL 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE375500- ER 130512.32 N/A 130512.32 112978.13 KRW No 129924.85 112978.13
KSE028050- ET 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE272210- EV 260425.88 N/A 260425.88 226457.29 KRW No 261254.98 226457.29
KSE293490- EX 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE247540- EY 575190 N/A 575190 436631.68 KRW No 575190 436631.68
KSE253450- EZ 132517.59 N/A 132517.59 115232.69 KRW No 136948.33 115232.69
KSE200130- F1 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE036540- F2 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE000250- F4 1150200 N/A 1150200 901821.02 KRW No 1150200 901821.02
KSE373220- F5 1186896.67 N/A 1186896.67 1032084.06 KRW No 1190232.90 1032084.06
KSE323410- F6 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE377300- F7 220689 N/A 220689 169842.97 KRW No 220689 169842.97
KSE259960- F8 687249.20 N/A 687249.20 597456.45 KRW No 687074.91 597456.45
KSE302440- F9 148362.08 N/A 148362.08 129010.51 KRW No 149404.11 129010.51
KSE011200- FA 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE361610- FB 84185.75 N/A 84185.75 73205 KRW No 84185.75 73205
KSE352820- FC 1097021.77 N/A 1097021.77 951922.19 KRW No 1094710.52 951922.19
KSE329180- FD 1806272.30 N/A 1806272.30 1570671.56 KRW No 1808958.80 1570671.56
KSE402340- FE 1610482.50 N/A 1610482.50 1116003.52 KRW No 1610482.50 1116003.52
KSE326030- FF 346850.38 N/A 346850.38 301609.02 KRW No 350286.49 301609.02
KSE383220- FG 198942.75 N/A 198942.75 166335.88 KRW No 191286.26 166335.88
KSE267250- FH 718763.88 N/A 718763.88 625012.07 KRW No 723812.14 625012.07
KSE271560- FJ 335327.11 N/A 335327.11 291588.79 KRW No 344682.31 291588.79
KSE138040- FK 332226.68 N/A 332226.68 269043.28 KRW No 309399.77 269043.28
KSE263750- FL 126611.91 N/A 126611.91 110097.31 KRW No 127501.18 110097.31
KSE066970- FM 539097 N/A 539097 359398 KRW No 539097 359398
KSE112040- FN 95588.25 N/A 95588.25 73205 KRW No 95588.25 73205
KSE196170- FP 1331062.50 N/A 1331062.50 970710.16 KRW No 1331062.50 970710.16
KSE058470- FQ 197912.15 N/A 197912.15 172097.52 KRW No 200302.19 172097.52
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 5522.18 N/A 5522.18 4801.89 USD No 5426.44 4718.65
LMEOTCCA- CA 25760.575 N/A 25760.575 22400.50 USD No 25760.575 22400.50
LMEOTCPB- PB 4421.33 N/A 4421.33 3844.59 USD No 4594.20 3994.91
LMEOTCSNLME- SN 83949.63 N/A 83949.63 72947.66 USD No 51935.76 45129.35
LMEOTCZSLME- ZS 7776.875 N/A 7776.875 6762.50 USD No 7877.89 6850.32
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 748.233 N/A 748.233 650.637 EUR Yes 1284.76 1117.19
MATIFECO- ECO 1580.93 N/A 1580.93 1374.72 EUR Yes 1935.66 1683.18
MATIFEMA- EMA 998.91 N/A 998.91 868.618 EUR No 1194.82 1038.97
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 255.519 N/A 255.519 220.873 EUR No 254.004 220.873
MEFFRVIBEX35- IBX 11270.16 9800.00 16100.23 14000.00 EUR No 16100.23 14000.00
MEFFRVIBEX- MIX 1127.01 980.00 1610.01 1400.00 EUR Yes 1610.01 1400.00
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 7876.87 N/A 7876.87 6849.45 MXN No 13956.20 12135.83
MEXDEREURO- EU 26996.32 N/A 26996.32 23475.06 MXN No 26996.32 23475.06
MEXDERIPC- IPC 70489.33 N/A 70489.33 61288.15 MXN Yes 2 61509.29 53480.30
MEXDERIPC- MIP 14099.42 N/A 14099.42 12257.63 MXN No 12303.21 10696.06
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 3413.22 N/A 3413.22 2968.01 EUR No 3413.22 2968.01
MONEPEPRA- EPR 3524.19 N/A 3524.19 3064.52 EUR No 3524.19 3064.52
MONEPCAC40- FCE 4724.41 4108.19 6749.16 5868.84 EUR Yes 5153.39 4481.21
MONEPFEF- FEF 16135.31 N/A 16135.31 14030.71 EUR No 16135.31 14030.71
MONEPFEO- FEO 11906.18 N/A 11906.18 10353.20 EUR No 11906.18 10353.20
MONEPCAC40- MFC 472.441 410.819 674.916 586.884 EUR No 515.339 448.121
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 9689.48 N/A 9689.48 8425.63 INR Yes 9643.93 8386.02
NSEEURINR- EURINR 12414.02 N/A 12414.02 10794.80 INR No 12414.52 10794.80
NSENSEFIN- FINNIFTY 3825.74 N/A 3825.74 3323.57 INR Yes 3801.21 3305.40
NSEGBPINR- GBPINR 14287.94 N/A 14287.94 12424.30 INR No 14288.44 12424.30
NSEJPYINR- JPYINR 6649.01 N/A 6649.01 5781.75 INR No 6649.01 5781.75
NSEMIDCAPSEL- MIDCPNIFTY 1910.57 N/A 1910.57 1661.36 INR Yes 1900.38 1652.50
NSENIFTY50- NIFTY 3571.78 N/A 3571.78 3105.89 INR Yes 3552.26 3088.92
NSEUSDINR- USDINR 10564.19 N/A 10564.19 9186.25 INR Yes 10564.19 9186.25
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APR- 30C 2841.81 N/A 2841.81 2471.14 USD No 2942.16 2558.39
NYBOTAC- AC 72450 N/A 72450 63000 USD No 72450 63000
NYBOTCC- CC 9223.07 N/A 9223.07 8020.06 USD Yes 7823.55 6803.09
NYBOTCT- CT 1519.72 N/A 1519.72 1321.48 USD Yes 2014.61 1751.82
NYBOTDX- DX 2413.57 N/A 2413.57 2098.76 USD Yes 2758.20 2398.43
NYBOTNYFANG- FNG 16727.54 N/A 16727.54 14544.10 USD No 16727.53 14544.10
NYBOTKC- KC 20082.92 N/A 20082.92 17463.40 USD Yes 21850.76 19000.66
NYBOTOJ- OJ 10855.44 N/A 10855.44 9439.52 USD Yes 5691.29 4948.94
NYBOTRS- RS 1129.38 N/A 1129.38 982.074 CAD No 1340.67 1165.80
NYBOTSB- SB 1677.82 N/A 1677.82 1458.97 USD Yes 1469.58 1277.89
NYBOTSF- SF 2355.37 N/A 2355.37 2048.15 USD No 1897.53 1650.02
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 16250.00 N/A 16250.00 13000 USD No 16250 13000
NYMEXBZ- BZ 18040.00 N/A 18040.00 13000 USD Yes 16250 13000
NYMEXCL- CL 17990.00 N/A 17990.00 13000 USD Yes 16250 13000
NYMEXHH- HH 16058.12 N/A 16058.12 13215.76 USD No 15198.12 13215.76
NYMEXHHW- HHW 15198.12 N/A 15198.12 13215.76 USD No 15198.12 13215.76
NYMEXHO- HO 27627.60 N/A 27627.60 20160 USD Yes 25200 20160
NYMEXHP- HP 16058.12 N/A 16058.12 13215.76 USD No 15198.12 13215.76
NYMEXMCL- MCL 1799.00 N/A 1799.00 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 1605.81 N/A 1605.81 1321.58 USD No 1519.81 1321.58
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 16058.12 N/A 16058.12 13215.76 USD Yes 15198.12 13215.76
NYMEXPA- PA 49293.25 N/A 49293.25 33141.95 USD No 33017.16 28710.57
NYMEXPL- PL 30365.53 N/A 30365.53 19652.63 USD No 23338.12 20294.01
NYMEXQG- QG 4014.53 N/A 4014.53 3303.94 USD No 3799.53 3303.94
NYMEXQM- QM 8995.43 N/A 8995.43 6500 USD No 8125.43 6500
NYMEXRB- RB 23566.20 N/A 23566.20 17640 USD Yes 22050 17640
NYMEXTT- TT 4302.55 N/A 4302.55 3741.35 USD No 4899.09 4260.07
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 7526.27 N/A 7526.27 6543.73 USD No 7526.27 6543.73
NYSELIFFEM1EU- EU9 6285.45 N/A 6285.45 5464.59 USD No 6285.45 5464.59
NYSELIFFEM1JP- JPP 14630.10 N/A 14630.10 12721.83 USD No 14630.10 12721.83
NYSELIFFEMXEA- MFS 6257.04 5440.91 8938.63 7772.72 USD No 8938.63 7772.72
NYSELIFFEMXEF- MME 3620.03 3147.85 5171.47 4496.93 USD No 5171.47 4496.93
NYSELIFFEMXUS- MUN 71017.26 N/A 71017.26 61754.14 USD No 71017.26 61754.14
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 28119.00 N/A 28119.00 24448.12 SEK No 28119.00 24448.12
OMSOMXS30- OMXS30 20548.43 17868.20 29354.90 25526 SEK Yes 29354.90 25526
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 3361763.70 2923272.78 4802519.57 4176103.97 JPY Yes 4802519.57 4176103.97
OSE.JPNN225M- 225M 336176.37 292327.28 480251.96 417610.40 JPY Yes 480251.96 417610.40
OSE.JPNN225MC- 225MC 33617.64 29232.73 48025.20 41761.04 JPY No 48025.20 41761.04
OSE.JPNJPNK400- 400 214776.68 N/A 214776.68 186758 JPY No 214776.68 186758
OSE.JPNTPXC30- C30 178549.60 N/A 178549.60 155260.52 JPY No 178549.60 155260.52
OSE.JPNDJIA- DJIA 697295.23 N/A 697295.23 606076.31 JPY No 697295.23 606076.31
OSE.JPNJGB- JBL 1947574.19 N/A 1947574.19 1693542.77 JPY Yes 1947574.19 1693542.77
OSE.JPNMJ- JBLM 194757.42 N/A 194757.42 169354.28 JPY No 194757.42 169354.28
OSE.JPNTSEMOTHR- MOTH 63380.03 N/A 63380.03 55112.40 JPY No 63380.03 55112.40
OSE.JPNNKVI- NVI 185437.50 N/A 185437.50 161250 JPY No 181859.23 158138.46
OSE.JPNTSEREIT- REIT 182498.62 N/A 182498.62 158664.07 JPY No 182498.62 158664.07
OSE.JPNTOPX- TPX 1873384.72 1629030.19 2676263.89 2327185.99 JPY No 2676263.89 2327185.99
OSE.JPNMNTPX- TPXM 187338.47 162903.02 267626.39 232718.60 JPY No 267626.39 232718.60
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 14702.19 N/A 14702.19 11761.75 USD No 14702.19 11761.75
QBALGOIEUGOIL- GOIL 12731.94 N/A 12731.94 10185.55 USD No 12731.94 10185.55
QBALGOIEUWTI- WTI 14801.15 N/A 14801.15 11840.92 USD No 14801.15 11840.92
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 9223.07 N/A 9223.07 8020.06 USD No 7823.55 6803.09
QBALGOIUSCT- CT 1519.72 N/A 1519.72 1321.48 USD No 2014.61 1751.82
QBALGOIUSDX- DX 2413.57 N/A 2413.57 2098.76 USD No 2758.20 2398.43
QBALGOIUSKC- KC 20082.92 N/A 20082.92 17463.40 USD No 21850.76 19000.66
QBALGOIUSOJ- OJ 10855.44 N/A 10855.44 9439.52 USD No 5691.29 4948.94
QBALGOIUSSB- SB 1677.82 N/A 1677.82 1458.97 USD No 1469.58 1277.89
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 345302.51 N/A 345302.51 300263.05 JPY No 345302.58 300263.05
SGXAU- AU 1790.27 N/A 1790.27 1556.75 USD No 1790.27 1556.75
SGXXINA50- CN 1427.94 1241.69 2039.92 1773.84 USD No 2039.92 1773.84
SGXCY- CY 4149.49 N/A 4149.49 3608.25 USD No 4149.49 3608.25
SGXXIN0I- FCH 3963.91 N/A 3963.91 3446.88 USD No 3963.91 3446.88
SGXSCI- FEF 1196 N/A 1196 1040 USD No 1196 1040
SGXWIIDN- FID 1064.40 N/A 1064.40 925.565 USD No 1064.40 925.565
SGXFIVNM30- FVN 1571.99 N/A 1571.99 1366.95 USD No 1571.99 1366.95
SGXINR- INR 10583.74 N/A 10583.74 9203.25 USD No 10583.74 9203.25
SGXINX- INX 10568.79 N/A 10568.79 9190.25 USD No 10568.79 9190.25
SGXIU- IU 2503.09 N/A 2503.09 2176.60 USD No 2503.09 2176.60
SGXSGB- JB 392947.75 N/A 392947.75 341660.77 JPY No 392948.25 341660.77
SGXKJ- KJ 323024.72 N/A 323024.72 280891.06 JPY No 323024.72 280891.06
SGXKRW- KRW 9801.24 N/A 9801.24 8522.50 USD No 9807.49 8522.50
SGXKU- KU 1960.17 N/A 1960.17 1704.50 USD No 1963.03 1706.99
SGXMTWN- MTWN 452.63 393.591 646.614 562.273 USD No 646.614 562.273
SGXMUC- MUC 5993.43 N/A 5993.43 5211.68 CNH No 5993.44 5211.68
SGXNKYDIV- ND 1849430.18 N/A 1849430.18 1608199.95 JPY No 1849429.94 1608199.95
SGXNIFTY- NIFTY 2036.65 1771 2909.50 2530 USD No 2909.50 2530
SGXSGXNK- NK 1363017.51 1185232.61 1947167.86 1693189.45 JPY Yes 1947167.86 1693189.45
SGXSGXNKM- NS 272603.50 237046.52 389433.57 338637.89 JPY No 389433.57 338637.89
SGXN225U- NU 68130.83 N/A 68130.83 59244.20 USD No 68130.83 59244.20
SGXSSG- SGP 1849.49 1608.25 2642.125 2297.50 SGD Yes 2 2642.125 2297.50
SGXSND- SND 6410.47 N/A 6410.47 5574.33 SGD No 6410.47 5574.33
SGXSTI- ST 5908.81 N/A 5908.81 5138.09 SGD No 5908.81 5138.09
SGXTD- TD 2549.40 N/A 2549.40 2216.76 USD No 2550.55 2217.76
SGXTSR20- TF 747.50 N/A 747.50 650 USD No 763.861 664.227
SGXTONA- TONA 40252.25 N/A 40252.25 35001.71 JPY No 40252.00 35001.71
SGXSGXTU- TU 2086.52 N/A 2086.52 1814.36 USD No 1839.58 1599.63
SGXTWD- TWD 7647.93 N/A 7647.93 6650.28 USD No 7649.43 6650.28
SGXTWN- TWN 4508 3920 6440 5600 USD No 6440 5600
SGXUC- UC 23943 N/A 23943 20820 CNH Yes 23943 20820
SGXUJ- UJ 7948587.71 N/A 7948587.71 6911813.23 JPY No 7948585.21 6911813.23
SGXUS- US 1602.68 N/A 1602.68 1393.63 SGD No 1602.69 1393.63
SGXUY- UY 1589717.54 N/A 1589717.54 1382362.65 JPY No 1589717.04 1382362.65
SGXC52- YCDD 1268.02 N/A 1268.02 1102.62 SGD No 1273.84 1102.62
SGXD05- YDBS 5565.04 N/A 5565.04 4839.17 SGD No 5593.41 4839.17
SGXG13- YGEN 629.694 N/A 629.694 547.56 SGD No 635.104 547.56
SGXBN4- YKEP 5703.49 N/A 5703.49 4959.56 SGD No 5722.19 4959.55
SGXO39- YOCB 7345.87 N/A 7345.87 6387.72 SGD No 7370.65 6387.72
SGXZ74- YSTT 3829.93 N/A 3829.93 3330.37 SGD No 3842.42 3330.37
SGXY92- YTBE 828.092 N/A 828.092 720.08 SGD No 828.633 720.08
SGXU11- YUOB 6814.51 N/A 6814.51 5925.66 SGD No 6843.94 5925.66
SGXF34- YWIL 2794.81 N/A 2794.81 2430.27 SGD No 2806.63 2430.27
SGXBS6- YYZJ 29595.36 N/A 29595.36 6680.75 SGD No 7706.60 6680.75
SGXZEEL- ZZEE 337.058 N/A 337.058 292.259 USD No 336.098 292.259
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 12198.97 10607.80 17427.10 15154 AUD Yes 17427.10 15154
SNFEIB- IB 626.868 N/A 626.868 545.103 AUD No 626.873 545.103
SNFEIR- IR 1321.00 N/A 1321.00 1148.69 AUD No 1320.99 1148.69
SNFEXT- XT 3018.75 N/A 3018.75 2625 AUD No 3018.76 2625
SNFEYT- YT 1236.31 N/A 1236.31 1075.04 AUD No 1236.30 1075.04

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:

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Disclosures
  1. Cash accounts and IRA accounts (both cash and margin type) are not afforded intraday margin rates.
  2. Long positions only.
  3. Margin requirements for HHI.HK futures positions larger than 1,000 contracts on HKFE are double the normal HHI.HK margin requirements.

  • If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.







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

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

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

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

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

Before trading, clients must read the relevant risk disclosure statements on our IBUK Services Guide – Investing with IBKR page.

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