Futures & FOPs Margin Requirements

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Futures and FOPs Margin Overview

Europe Futures and FOPs Margin Requirements


For residents of Europe 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

B3

Exchange B3 Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
B3BGI- BGI 8179.29 N/A 8179.29 7112.42 BRL No 7290.85 6339.87
B3CCM- CCM 2991.93 N/A 2991.93 2601.68 BRL No 2682.56 2332.66
B3DI1- DI1 296.29 N/A 296.29 257.643 BRL No 296.29 257.643
B3DOL- DOL 36561.07 N/A 36561.07 31792.24 BRL No 36697.35 31910.74
B3IND- IND 27521.57 23931.80 39316.53 34188.29 BRL No 38819.40 33756.00
B3SML- SML 4778.69 N/A 4778.69 4155.38 BRL No 4732.04 4114.82
B3WDO- WDO 7312.21 N/A 7312.21 6358.45 BRL No 7339.47 6382.15
B3WIN- WIN 5504.31 4786.36 7863.31 6837.66 BRL No 7763.88 6751.20
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 9686.64 N/A 9686.64 8423.16 EUR Yes 2 9686.64 8423.16
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 11745.12 N/A 11745.12 10213.15 MYR No 11745.12 10213.15
BURSAMYFBMKLCI- FKLI 3220.01 2800 4600.01 4000 MYR No 4600.01 4000
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 631.821 N/A 631.821 549.283 USD No 631.821 549.283
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 623.875 N/A 623.875 542.50 USD No 623.875 542.50
CBOTAIGCI- AW 1011.60 N/A 1011.60 879.645 USD No 1011.60 879.645
CBOTDHB- DHB 1712.63 N/A 1712.63 1489.24 USD No 1712.63 1489.24
CBOTDHY- DHY 1810.89 N/A 1810.89 1574.67 USD No 1810.90 1574.67
CBOTHYB- HYB 5520.31 N/A 5520.31 4800.27 USD No 5520.31 4800.27
CBOTIQB- IQB 5467.55 N/A 5467.55 4754.39 USD No 5467.55 4754.39
CBOTKE- KE 4468.23 N/A 4468.23 3885.42 USD Yes 4468.23 3885.42
CBOTMTN- MTN 765.388 N/A 765.388 664.361 USD No 765.388 664.361
CBOTMWN- MWN 1076.55 N/A 1076.55 935.141 USD No 1076.55 935.141
CBOTMYM- MYM 1245.33 1082.90 1779.05 1547.00 USD No 1779.05 1547.00
CBOTMZC- MZC 203.519 N/A 203.519 176.973 USD No 203.519 176.973
CBOTMZL- MZL 535.008 N/A 535.008 465.224 USD No 535.008 465.224
CBOTMZM- MZM 395.512 N/A 395.512 343.923 USD No 395.512 343.923
CBOTMZS- MZS 475.332 N/A 475.332 413.333 USD No 475.332 413.333
CBOTMZW- MZW 451.707 N/A 451.707 392.789 USD No 451.707 392.789
CBOTNDOW- NDOW 124.536 108.292 177.908 154.702 USD No 177.908 154.702
CBOTQDF- QDF 247.108 214.877 353.012 306.967 USD No 353.012 306.967
CBOTQDOW- QDOW 248.793 216.342 355.419 309.06 USD No 355.419 309.06
CBOTDJUSRE- RX 3484.38 N/A 3484.38 3029.88 USD No 3484.38 3029.88
CBOTTN- TN 2932.50 N/A 2932.50 2550 USD Yes 2932.50 2550
CBOTTWE- TWE 4945 N/A 4945 4300 USD No 4945 4300
CBOTUB- UB 5922.50 N/A 5922.50 5150 USD Yes 5922.50 5150
CBOTYC- XC 407.039 N/A 407.039 353.947 USD No 407.039 353.947
CBOTYK- XK 950.665 N/A 950.665 826.665 USD No 950.665 826.665
CBOTYW- XW 903.414 N/A 903.414 785.577 USD No 903.414 785.577
CBOTYIA- YIA 617.04 N/A 617.04 536.556 USD No 617.043 536.556
CBOTYIC- YIC 1261.50 N/A 1261.50 1096.95 USD No 1261.49 1096.95
CBOTYID- YID 3287.94 N/A 3287.94 2859.08 USD No 3287.94 2859.08
CBOTYIT- YIT 688.917 N/A 688.917 599.058 USD No 688.918 599.058
CBOTYIW- YIW 1622.64 N/A 1622.64 1410.99 USD No 1622.64 1410.99
CBOTYM- YM 12453.32 10828.97 17790.45 15469.96 USD Yes 17790.45 15469.96
CBOTZ3N- Z3N 2070.40 N/A 2070.40 1800.05 USD No 2070.15 1800.05
CBOTZB- ZB 4255.08 N/A 4255.08 3700.07 USD Yes 4255.52 3700.07
CBOTZC- ZC 2035.19 N/A 2035.19 1769.73 USD Yes 2035.19 1769.73
CBOTZF- ZF 1437.62 N/A 1437.62 1250.04 USD Yes 1437.55 1250.04
CBOTZL- ZL 5202.90 N/A 5202.90 4524.26 USD Yes 5202.90 4524.26
CBOTZM- ZM 3786.18 N/A 3786.18 3292.33 USD Yes 3786.18 3292.33
CBOTZN- ZN 2156.50 N/A 2156.50 1875.04 USD Yes 2156.30 1875.04
CBOTZO- ZO 4773.18 N/A 4773.18 4150.13 USD Yes 4773.18 4150.13
CBOTZQ- ZQ 1035.01 N/A 1035.01 900.00 USD Yes 2 1035.00 900.00
CBOTZR- ZR 4909.01 N/A 4909.01 4268.46 USD Yes 4909.01 4268.46
CBOTZS- ZS 4753.32 N/A 4753.32 4133.33 USD Yes 4753.32 4133.33
CBOTZT- ZT 1380.04 N/A 1380.04 1200.03 USD Yes 1380.57 1200.03
CBOTZW- ZW 4517.07 N/A 4517.07 3927.89 USD Yes 4517.07 3927.89
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 2778.43 N/A 2778.43 2416.02 CAD No 2778.42 2416.02
CDECGF- CGF 1642.62 N/A 1642.62 1428.36 CAD No 1642.62 1428.36
CDECGZ- CGZ 703.24 N/A 703.24 611.513 CAD No 703.24 611.513
CDECRA- CRA 371.462 N/A 371.462 323.01 CAD No 371.467 323.01
CDETSE60- SXF 19782.15 17201.86 28260.22 24574.09 CAD No 28260.20 24574.09
CDETSE60- SXM 21195.16 N/A 21195.16 18430.57 CAD No 21195.15 18430.57
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 10663.81 N/A 10663.81 9271.25 USD No 10663.81 9271.25
CFEIBXXIBIG- IBIG 9496.63 N/A 9496.63 8255.72 USD No 9496.63 8255.72
CFEIEMD- IEMD 427.056 N/A 427.056 371.315 USD No 427.056 371.315
CFEPBT- PBT 456.749 N/A 456.749 397.173 USD No 456.749 397.173
CFEPET- PET 192.647 N/A 192.647 167.519 USD No 192.647 167.519
CFEVA- VA 198.95 N/A 198.95 173 USD No 1021.38 888.157
CFEVIX- VX 8912.50 N/A 8912.50 7750 USD Yes 29251.54 25436.12
CFEVIX- VX36 8912.50 N/A 8912.50 7750 USD No 30483.13 26507.07
CFEVIX- VX38 8912.50 N/A 8912.50 7750 USD No 28473.45 24759.52
CFEVIX- VX39 8912.50 N/A 8912.50 7750 USD No 27964.02 24316.54
CFEVIX- VX40 8912.50 N/A 8912.50 7750 USD No 27692.46 24080.40
CFEVIX- VX41 8912.50 N/A 8912.50 7750 USD No 27673.36 24063.79
CFEVXM- VXM 891.25 N/A 891.25 775 USD No 2925.15 2543.61
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 2545.45 N/A 2545.45 2213.44 USD Yes 2545.45 2213.44
CMEGBP- 6B 2231.66 N/A 2231.66 1940.57 USD Yes 2231.66 1940.57
CMECAD- 6C 1507.58 N/A 1507.58 1310.94 USD Yes 1507.58 1310.94
CMEEUR- 6E 3464.44 N/A 3464.44 3012.56 USD Yes 3464.44 3012.56
CME6H- 6H 1174.17 N/A 1174.17 1021.02 USD No 1174.17 1021.02
CMEJPY- 6J 2760.02 N/A 2760.02 2400.01 USD Yes 2760.02 2400.01
CMEBRE- 6L 2008.875 N/A 2008.875 1461 USD Yes 2 2008.875 1461
CME6M- 6M 2037.225 N/A 2037.225 1771.50 USD Yes 2037.225 1771.50
CMENZD- 6N 2269.25 N/A 2269.25 1973.26 USD Yes 2 2269.25 1973.26
CMECHF- 6S 5678.61 N/A 5678.61 4937.92 USD Yes 5678.61 4937.92
CMEZAR- 6Z 2516.63 N/A 2516.63 2188.375 USD No 2516.63 2188.375
CMEACDX- ACD 14364.62 N/A 14364.62 12490.98 CAD No 14364.62 12490.98
CMEADA- ADA 21139.43 N/A 21139.43 18382.11 USD No 21139.43 18382.11
CMEAJY- AJY 3376780.95 N/A 3376780.95 2936331.26 JPY No 3376781.15 2936331.26
CMEBFF- BFF 812.835 N/A 812.835 706.813 USD No 812.835 706.813
CMEBQX- BIO 52029.83 N/A 52029.83 45243.33 USD No 52029.83 45243.33
CMEBOS- BOS 5212.38 N/A 5212.38 4532.50 USD No 5212.38 4532.50
CMEBRR- BTC 144519.33 N/A 144519.33 123872.97 USD Yes 144519.33 123872.97
CMEBTCEURRR- BTE 221776.76 N/A 221776.76 192849.36 EUR No 244139.25 212295
CMECB- CB 7364.05 N/A 7364.05 6403.52 USD No 7364.05 6403.52
CMECHI- CHI 3421.25 N/A 3421.25 2975 USD No 3421.25 2975
CMECLP- CHP 8248.48 N/A 8248.48 7172.59 USD No 8268.48 7172.59
CMECJY- CJY 2389941.15 N/A 2389941.15 2078209.70 JPY No 2389941.55 2078209.70
CMECNH- CNH 23166.75 N/A 23166.75 20145 CNH No 23166.75 20145
CMECSC- CSC 5460.78 N/A 5460.78 4748.49 USD No 5460.78 4748.49
CMECUS- CUS 5344.63 N/A 5344.63 4647.50 USD No 5344.62 4647.50
CMECZK- CZK 12040.03 N/A 12040.03 10469.59 USD Yes 2 12040.03 10469.59
CMEDA- DC 4988.77 N/A 4988.77 4338.03 USD Yes 4988.77 4338.03
CMEDEN- DEN 4545.38 N/A 4545.38 3952.50 USD No 4545.38 3952.50
CMEDY- DY 8149.15 N/A 8149.15 7086.22 USD No 8149.15 7086.22
CMEE7- E7 1732.22 N/A 1732.22 1506.28 USD No 1732.22 1506.28
CMEEAD- EAD 14791.62 N/A 14791.62 12858.52 AUD No 14791.62 12858.52
CMEEBMEUR- EBM 4437.98 N/A 4437.98 3856.99 EUR No 4885.48 4245.90
CMEECD- ECD 9796.27 N/A 9796.27 8517.73 CAD No 9796.27 8517.73
CMEECK- ECK 9513.26 N/A 9513.26 8272.40 EUR No 9513.26 8272.40
CMEEEM- EEM 170.838 N/A 170.838 148.518 EUR No 170.838 148.518
CMEEHF- EHF 8997.29 N/A 8997.29 7823.73 EUR Yes 2 9003.29 7823.73
CMEEMD- EMD 21816.83 18971.16 31166.90 27101.66 USD Yes 2 31166.91 27101.66
CMENIY- ENY 402259.19 349790.60 574655.98 499700.86 JPY No 574655.98 499700.86
CMEEPZ- EPZ 6651.025 N/A 6651.025 5783.50 EUR Yes 2 6651.025 5783.50
CMEES- ES 24427.46 18256.81 34896.375 26081.16 USD Yes 28689.28 26081.16
CMESPXESUP- ESG 26181.52 N/A 26181.52 22763.73 USD No 26181.51 22763.73
CMEESTR- ESR 1278.83 N/A 1278.83 1111.93 EUR No 1278.82 1111.93
CMEETHEURRR- ETE 85397.79 N/A 85397.79 74258.95 EUR No 85397.78 74258.94
CMEETHUSDRR- ETH 58728.99 N/A 58728.99 51068.60 USD Yes 73411.24 63835.75
CMESPW- EWF 13197.47 N/A 13197.47 11476 USD No 13197.30 11475.92
CMEGSCI- GD 47562.80 N/A 47562.80 41358.91 USD No 47562.75 41358.91
CMEGDK- GDK 8455.02 N/A 8455.02 7352.19 USD No 8455.02 7352.19
CMEGF- GF 12813.67 N/A 12813.67 11142.32 USD Yes 12813.67 11142.32
CMENF- GNF 20546.88 N/A 20546.88 17866.86 USD No 20546.88 17866.86
CMEHE- HE 3087.75 N/A 3087.75 2685.00 USD Yes 3087.75 2685.00
CMEHUF- HUF 14084.95 N/A 14084.95 12247.78 USD Yes 2 14096.95 12247.78
CMEIBAA- IBV 46001.15 N/A 46001.15 40001 USD No 46001.07 40000.93
CMEILS- ILS 40790.83 N/A 40790.83 35470.29 USD Yes 2 40790.83 35470.29
CMEJ7- J7 1380.01 N/A 1380.01 1200.01 USD No 1380.01 1200.01
CMEKRW- KRW 18031.95 N/A 18031.95 15678.25 USD Yes 2 11667.73 10144.75
CMELAV- LAV 4326.875 N/A 4326.875 3762.50 USD No 4326.875 3762.50
CMELAX- LAX 6408.38 N/A 6408.38 5572.50 USD No 6408.37 5572.50
CMELBR- LBR 2622.36 N/A 2622.36 2279.82 USD No 2622.36 2279.82
CMELE- LE 5940.64 N/A 5940.64 5165.77 USD Yes 5940.64 5165.77
CMELNK- LNK 40168.91 N/A 40168.91 34929.49 USD No 40168.91 34929.49
CMEM2K- M2K 896.126 779.24 1280.18 1113.20 USD No 1279.95 1113.00
CMEM6A- M6A 254.545 N/A 254.545 221.344 USD No 254.545 221.344
CMEM6B- M6B 223.166 N/A 223.166 194.057 USD No 223.166 194.057
CMEM6E- M6E 346.444 N/A 346.444 301.256 USD No 346.444 301.256
CMEMBT- MBT 2890.37 N/A 2890.37 2477.46 USD Yes 2890.37 2477.46
CMEMCA.X- MCA 2115.55 N/A 2115.55 1838.21 USD No 2115.55 1838.21
CMEMCD- MCD 150.758 N/A 150.758 131.094 USD No 150.758 131.094
CMEMES- MES 2442.75 1825.68 3489.64 2608.12 USD Yes 2868.93 2608.12
CMEMET- MET 117.458 N/A 117.458 102.137 USD Yes 146.822 127.671
CMEMIA- MIA 6552.13 N/A 6552.13 5697.50 USD No 6552.12 5697.50
CMEMIR- MIR 1215.34 N/A 1215.34 1056.50 USD No 1215.34 1056.50
CMEMJY- MJY 276.002 N/A 276.002 240.001 USD No 276.002 240.001
CMEMLN- MLN 2010.54 N/A 2010.54 1746.47 USD No 2010.54 1746.47
CMEMNI- MNI 201129.59 174895.30 287327.99 249850.43 JPY No 287327.99 249850.43
CMEMNK- MNK 3122.96 N/A 3122.96 2715.62 USD No 3122.96 2715.62
CMEMNQ- MNQ 4546.75 2959.68 6495.35 4228.11 USD Yes 5905.06 4228.01
CMEMSF- MSF 567.861 N/A 567.861 493.792 USD No 567.861 493.792
CMEMSL- MSL 1515.16 N/A 1515.16 1317.50 USD No 1515.16 1317.50
CMEMXL- MXL 1827.74 N/A 1827.74 1588.40 USD No 1827.73 1588.39
CMEMXP- MXP 2130.48 N/A 2130.48 1852.50 USD No 2130.48 1852.50
CMEN2K- N2K 89.6156 77.9266 128.022 111.324 USD No 127.999 111.304
CMENES- NES 244.283 182.574 348.975 260.82 USD No 299.943 260.82
CMENIY- NIY 2011295.95 1748953.00 2873279.92 2498504.28 JPY No 2873279.92 2498504.28
CMENKD- NKD 31229.61 N/A 31229.61 27156.18 USD No 31229.61 27156.18
CMENNQ- NNQ 454.685 295.969 649.55 422.814 USD No 590.50 422.804
CMENOK- NOK 14675.70 N/A 14675.70 12761.48 USD No 14675.70 12761.48
CMENQ- NQ 45467.48 29596.75 64953.55 42281.07 USD Yes 59050.62 42280.11
CMENYM- NYM 5094.50 N/A 5094.50 4430.00 USD No 5094.50 4430.00
CMEPJY- PJY 3028123.19 N/A 3028123.19 2633150.60 JPY No 3028123.82 2633150.60
CMEPLN- PLN 14552.10 N/A 14552.10 12654.00 USD Yes 2 14552.10 12654.00
CMEPSF- PSF 12366.10 N/A 12366.10 10753.13 CHF No 12366.10 10753.13
CMEQBTC- QBTC 282.078 N/A 282.078 245.285 USD No 282.082 245.289
CMEQEF- QEF 174.812 N/A 174.812 152.011 USD No 174.812 152.011
CMEQETH- QETH 176.006 N/A 176.006 153.049 USD No 176.006 153.049
CMEQNDX- QNDX 227.015 147.771 324.307 211.101 USD No 294.821 211.096
CMEQNF- QNF 224.533 146.155 320.762 208.793 USD No 291.596 208.788
CMEQRF- QRF 177.737 154.554 253.91 220.791 USD No 253.864 220.751
CMEQRTY- QRTY 180.008 155.773 257.154 222.533 USD No 255.866 222.493
CMEQSF- QSF 483.623 361.455 690.89 516.364 USD No 593.818 516.364
CMEQSPX- QSPX 488.112 364.805 697.302 521.15 USD No 599.322 521.15
CMEQTF- QTF 278.978 N/A 278.978 242.589 USD No 278.982 242.593
CMERF- RF 4470.05 N/A 4470.05 3886.90 CHF No 4470.05 3886.90
CMERMB- RMB 8491.025 N/A 8491.025 7383.50 USD Yes 2 8491.025 7383.50
CMERME- RME 7856.76 N/A 7856.76 6831.91 EUR Yes 2 7856.69 6831.91
CMERP- RP 6178.73 N/A 6178.73 5372.81 GBP No 6178.73 5372.81
CMERS1- RS1 17811.66 N/A 17811.66 15480.08 USD No 17802.10 15480.08
CMERSG- RSG 59014.10 N/A 59014.10 51313.12 USD No 59014.10 51313.12
CMERSV- RSV 13678.06 N/A 13678.06 11893.38 USD No 13678.06 11893.38
CMERTY- RTY 8961.26 7792.40 12801.80 11132.00 USD Yes 12799.49 11129.99
CMERY- RY 870156.89 N/A 870156.89 756658.17 JPY Yes 2 870157.64 756658.17
CMESPXDIVAN- SDA 4867.38 N/A 4867.38 4232.50 USD No 4867.38 4232.50
CMESDG- SDG 6457.25 N/A 6457.25 5615.00 USD No 6457.25 5615.00
CMESDI- SDI 639.40 N/A 639.40 556 USD No 639.393 555.994
CMESEK- SEK 17163.04 N/A 17163.04 14924.38 USD No 17163.04 14924.38
CMESFR- SFR 5344.63 N/A 5344.63 4647.50 USD No 5344.62 4647.50
CMESGX- SG 415183.06 N/A 415183.06 361028.70 USD No 415183.01 361028.70
CMESIR- SIR 6075.84 N/A 6075.84 5282.50 USD No 6075.84 5282.50
CMESJY- SJY 4915164.01 N/A 4915164.01 4274054.14 JPY No 4915162.26 4274054.14
CMESMC- SMC 43897.45 N/A 43897.45 38171.70 USD No 43897.45 38171.70
CMESOL- SOL 30304.24 N/A 30304.24 26350 USD No 30304.24 26350
CMESOFR1- SR1 1035.22 N/A 1035.22 900.191 USD No 1035.22 900.191
CMESOFR3- SR3 833.768 N/A 833.768 725.016 USD Yes 833.768 725.016
CMESVX- SU 95365.95 N/A 95365.95 82926.91 USD No 95365.97 82926.91
CMETBF3- TBF3 1305.77 N/A 1305.77 1135.46 USD No 1305.78 1135.46
CMEWDC- WDC 4916.25 N/A 4916.25 4275 USD No 4916.25 4275
CMEIXB- XAB 19653.87 N/A 19653.87 17090.33 USD No 19653.88 17090.33
CMEIXE- XAE 19070.03 N/A 19070.03 16582.36 USD No 19070.03 16582.36
CMESIXM- XAF 11016.16 N/A 11016.16 9579.00 USD No 11015.75 9578.91
CMEIXI- XAI 28223.96 N/A 28223.96 24541.21 USD No 28223.96 24541.21
CMESIXT- XAK 58196.56 N/A 58196.56 50603.09 USD No 58196.56 50603.09
CMEIXR- XAP 7889.08 N/A 7889.08 6860.07 USD No 7889.08 6860.07
CMESIXRE- XAR 3876.28 N/A 3876.28 3370.68 USD No 3876.28 3370.68
CMEIXU- XAU 11214.11 N/A 11214.11 9751.27 USD No 11214.11 9751.27
CMEIXV- XAV 20730.26 N/A 20730.26 18025.88 USD No 20730.27 18025.88
CMEIXY- XAY 54893.17 N/A 54893.17 47732.77 USD No 54893.17 47732.77
CMEXAZ- XAZ 14938.17 N/A 14938.17 12989.25 USD No 14938.17 12989.25
CMEXLM- XLM 36533.22 N/A 36533.22 31768.01 USD No 36533.07 31767.89
CMEXRP- XRP 42612.79 N/A 42612.79 37050 USD No 42612.79 37050
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
COINDERIVADP- ADP 102.304 N/A 102.304 88.96 USD No 102.304 88.96
COINDERIVAVP- AVP 57.50 N/A 57.50 50 USD No 57.50 50
COINDERIVBCP- BCP 119.439 N/A 119.439 103.86 USD No 150.642 130.993
COINDERIVBIP- BIP 282.227 N/A 282.227 245.415 USD No 282.227 245.415
COINDERIVBIT- BIT 283.59 N/A 283.59 246.60 USD No 283.59 246.60
COINDERIVDOP- DOP 253.769 N/A 253.769 220.669 USD No 376.032 326.984
COINDERIVET- ET 116.334 N/A 116.334 101.16 USD No 145.418 126.45
COINDERIVETP- ETP 115.874 N/A 115.874 100.76 USD No 144.8425 125.95
COINDERIVGOL- GOL 2088.77 N/A 2088.77 1816.32 USD No 2088.77 1816.32
COINDERIVHEP- HEP 189.911 N/A 189.911 165.14 USD No 223.106 194.005
COINDERIVLNP- LNP 272.665 N/A 272.665 237.10 USD No 272.665 237.10
COINDERIVNOL- NOL 419.888 N/A 419.888 365.12 USD No 419.888 365.12
COINDERIVPOP- POP 57.50 N/A 57.50 50 USD No 59.8044 52.0038
COINDERIVSHP- SHP 57.50 N/A 57.50 50 USD No 57.50 50
COINDERIVSLP- SLP 242.052 N/A 242.052 210.48 USD No 271.401 236.001
COINDERIVSLR- SLR 1557.04 N/A 1557.04 1353.80 USD No 1557.04 1353.80
COINDERIVSUP- SUP 181.631 N/A 181.631 157.94 USD No 205.833 178.986
COINDERIVXLP- XLP 432.331 N/A 432.331 375.94 USD No 432.331 375.94
COINDERIVXPP- XPP 338.882 N/A 338.882 294.68 USD No 384.123 334.02
COINDERIVZEC- ZEC 627.548 N/A 627.548 545.694 USD No 883.253 768.046
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 447.957 N/A 447.957 389.527 USD No 447.957 389.527
COMEXALI- ALI 15902.78 N/A 15902.78 13828.51 USD No 15902.78 13828.51
COMEXGC- GC 44794.67 N/A 44794.67 38951.88 USD Yes 44794.66 38951.88
COMEXHG- HG 24991.875 N/A 24991.875 16661.25 USD Yes 24991.875 16661.25
COMEXHRC- HRC 2404.70 N/A 2404.70 2091.01 USD No 2404.70 2091.01
COMEXMGC- MGC 4479.47 N/A 4479.47 3895.19 USD Yes 4479.47 3895.19
COMEXMHG- MHG 2499.19 N/A 2499.19 1666.125 USD No 2499.19 1666.125
COMEXQC- QC 12373.13 N/A 12373.13 8248.75 USD No 12373.13 8248.75
COMEXQI- QI 32928.48 N/A 32928.48 28633.46 USD No 33852.01 28633.46
COMEXQO- QO 22397.83 N/A 22397.83 19476.37 USD No 22397.83 19476.37
COMEXSGC- SGC 40856.64 N/A 40856.64 35527.50 CNH No 40856.62 35527.50
COMEXSGUF- SGU 12075.00 N/A 12075.00 10500.00 USD No 12075.01 10500.00
COMEXSI- SI 65856.95 N/A 65856.95 57266.91 USD Yes 67704.01 57266.91
COMEXSIC- SIC 1317.06 N/A 1317.06 1145.27 USD No 1354.00 1145.27
COMEXSI- SIL 13171.39 N/A 13171.39 11453.38 USD No 13540.80 11453.38
COMEXUX- UX 3337.92 N/A 3337.92 2902.54 USD No 3337.92 2902.54
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 48029.75 N/A 48029.75 41765.00 EUR No 48029.75 41765.00
ENDEXTFM- TFM 27933.13 N/A 27933.13 24289.68 EUR Yes 27933.13 24289.68
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 13409.60 N/A 13409.60 11660.52 CHF No 13409.60 11660.52
EUREXFBON- FBON 7080.41 N/A 7080.41 6156.88 EUR No 7080.41 6156.88
EUREXBTP- FBTP 2776.45 N/A 2776.45 2414.31 EUR Yes 3923.11 3411.40
EUREXBTS- FBTS 1058.07 N/A 1058.07 920.063 EUR No 1335.24 1161.08
EUREXDJUBS- FCCO 5766.57 N/A 5766.57 5014.41 USD No 5766.57 5014.41
EUREXSD3ED- FD3D 3241.47 N/A 3241.47 2818.67 EUR No 3241.47 2818.67
EUREXDAX- FDAX 38463.705 33446.70 54948.15 47781 EUR Yes 51986.325 45205.50
EUREXDDAX- FDIV 10170.60 N/A 10170.60 8844.00 EUR Yes 2 10170.60 8844.00
EUREXDAX- FDXM 7692.74 6689.34 10989.63 9556.20 EUR No 10397.265 9041.10
EUREXDAX- FDXS 1538.55 1337.87 2197.93 1911.24 EUR Yes 2079.45 1808.22
EUREXDBEA- FEBD 862.847 N/A 862.847 750.302 EUR No 862.847 750.302
EUREXFECX- FECX 2176.67 N/A 2176.67 1892.72 EUR No 2173.18 1889.68
EUREXDJSD- FEDV 5744.32 N/A 5744.32 4995 EUR Yes 2 5744.32 4995
EUREXFEHY- FEHY 1399.94 N/A 1399.94 1217.30 EUR No 1233.08 1072.22
EUREXESA- FESA 5734.56 N/A 5734.56 4986.58 EUR Yes 2 5734.56 4986.58
EUREXSX7E- FESB 1463.01 1272.19 2090.02 1817.41 EUR Yes 1818.38 1581.20
EUREXSX4E- FESC 6428.79 N/A 6428.79 5590.25 EUR Yes 2 5537.09 4814.865
EUREXESE- FESE 2801.20 N/A 2801.20 2435.83 EUR Yes 2 2515.23 2187.16
EUREXESF- FESF 3852.52 N/A 3852.52 3350.02 EUR Yes 2 3443.02 2993.93
EUREXSXNE- FESG 7959.37 N/A 7959.37 6921.19 EUR Yes 2 7959.37 6921.19
EUREXSXDE- FESH 2801.69 N/A 2801.69 2436.25 EUR Yes 2 2801.69 2436.25
EUREXESI- FESI 3636.72 N/A 3636.72 3160.63 EUR Yes 2 3088.05 2683.78
EUREXESM- FESM 2059.12 N/A 2059.12 1790.54 EUR Yes 2 1258.99 1094.77
EUREXSXOE- FESN 3793.35 N/A 3793.35 3298.57 EUR Yes 2 3793.35 3298.57
EUREXSX3E- FESO 1404.19 N/A 1404.19 1221.03 EUR Yes 2 1635.82 1422.45
EUREXSXRE- FESR 4679.17 N/A 4679.17 4068.85 EUR Yes 2 4679.17 4068.85
EUREXSXPE- FESS 1736.45 N/A 1736.45 1509.96 EUR Yes 2 1610.94 1400.82
EUREXSXKE- FEST 1424.94 N/A 1424.94 1239.08 EUR Yes 2 1391.94 1210.38
EUREXESU- FESU 2097.23 N/A 2097.23 1823.39 EUR Yes 1581.22 1374.75
EUREXSXTE- FESV 1198.84 N/A 1198.84 1042.47 EUR Yes 2 1198.84 1042.47
EUREXESTX50- FESX 3711.99 3227.81 5302.84 4611.16 EUR Yes 5302.84 4611.16
EUREXSX8E- FESY 28654.44 N/A 28654.44 24916.90 EUR Yes 2 28654.44 24916.90
EUREXSXQE- FESZ 5080.95 N/A 5080.95 4418.22 EUR Yes 2 5080.95 4418.22
EUREXEU3- FEU3 195.589 N/A 195.589 170.078 EUR Yes 222.343 193.342
EUREXDESX5- FEXD 3962.90 N/A 3962.90 3446.00 EUR Yes 3962.90 3446.00
EUREXOMXH25- FFOX 13259.42 N/A 13259.42 11529.93 EUR Yes 2 13259.42 11529.93
EUREXFGBC- FGBC 943.655 N/A 943.655 820.569 GBP No 943.655 820.569
EUREXGBL- FGBL 2211.03 N/A 2211.03 1922.64 EUR Yes 2737.46 2380.40
EUREXGBM- FGBM 1275.08 N/A 1275.08 1108.77 EUR Yes 1466.89 1275.56
EUREXGBS- FGBS 481.585 N/A 481.585 418.769 EUR Yes 522.289 454.164
EUREXGBX- FGBX 4173.20 N/A 4173.20 3628.87 EUR Yes 4540.88 3948.59
EUREXDJESL- FLCE 2836.76 N/A 2836.76 2466.74 EUR No 2581.81 2245.05
EUREXDJ200L- FLCP 2641.50 N/A 2641.50 2296.96 EUR No 2041.07 1774.84
EUREXDJESM- FMCE 2679.45 N/A 2679.45 2327.83 EUR No 2036.19 1768.98
EUREXM1CN- FMCH 2329.40 N/A 2329.40 2025.555 USD No 2579.01 2242.605
EUREXDJ200- FMCP 2763.24 N/A 2763.24 2402.61 EUR Yes 2 2128.28 1850.52
EUREXM1MS- FMEA 9844.14 N/A 9844.14 8560.12 USD No 8296.77 7214.56
EUREXM1EF- FMEM 15658.89 N/A 15658.89 13616.43 USD No 15658.89 13616.43
EUREXMXEU- FMEP 1696.27 N/A 1696.27 1475.02 EUR No 1522.59 1324.00
EUREXM7EU- FMEU 3491.91 N/A 3491.91 3036.43 EUR No 2859.36 2486.39
EUREXM1IN- FMIN 9031.25 N/A 9031.25 7853.10 USD No 8089.36 7034.08
EUREXMXJPUS- FMJP 9391.75 N/A 9391.75 8166.74 USD No 9391.75 8166.74
EUREXM1TW- FMTW 28674.44 N/A 28674.44 24933.52 USD No 28674.44 24933.52
EUREXMBWO- FMWN 4713.11 N/A 4713.11 4098.35 EUR No 4160.95 3618.21
EUREXM1WO- FMWO 12461.80 N/A 12461.80 10836.35 USD No 12461.80 10836.35
EUREXMXWO- FMWP 7859.92 N/A 7859.92 6831.77 USD No 7859.92 6831.77
EUREXOAT- FOAT 2595.38 N/A 2595.38 2256.85 EUR No 2595.38 2256.85
EUREXDJESS- FSCE 1606.71 N/A 1606.71 1396.67 EUR No 1379.16 1198.86
EUREXDJ200S- FSCP 1778.98 N/A 1778.98 1546.85 EUR No 1419.81 1234.54
EUREXSXXPESGX- FSEG 1781.37 N/A 1781.37 1548.98 EUR No 1283.72 1116.25
EUREXSLI- FSLI 4467.72 N/A 4467.72 3884.97 CHF Yes 2 4467.72 3884.97
EUREXSMIDP- FSMD 9195.40 N/A 9195.40 7996.00 CHF No 9195.40 7996.00
EUREXSMI- FSMI 6970.56 6061.36 9957.95 8659.08 CHF Yes 8815.60 7665.74
EUREXSMIM- FSMM 4705.36 N/A 4705.36 4090.72 CHF Yes 2 4705.36 4090.72
EUREXSMI- FSMS 697.056 606.136 995.795 865.908 CHF No 881.56 766.574
EUREXMDAX- FSMX 3031.96 N/A 3031.96 2636.08 EUR No 2394.72 2082.05
EUREXST3- FST3 140.046 N/A 140.046 121.779 EUR No 140.046 121.779
EUREXSXAP- FSTA 2754.23 N/A 2754.23 2394.97 EUR Yes 2 2754.23 2394.97
EUREXSX7P- FSTB 2734.01 N/A 2734.01 2377.39 EUR Yes 2297.02 1997.40
EUREXSX4P- FSTC 5258.57 N/A 5258.57 4572.11 EUR Yes 2 4338.13 3771.82
EUREXSXEP- FSTE 2599.35 N/A 2599.35 2260.30 EUR Yes 2348.14 2041.86
EUREXSXFP- FSTF 5332.26 N/A 5332.26 4635.55 EUR Yes 2 4188.06 3640.845
EUREXSXNP- FSTG 5457.80 N/A 5457.80 4745.77 EUR Yes 2 5164.32 4490.57
EUREXSXDP- FSTH 4293.57 N/A 4293.57 3733.47 EUR Yes 2 4048.94 3520.74
EUREXSXIP- FSTI 3379.36 N/A 3379.36 2938.43 EUR Yes 2 2646.22 2300.94
EUREXSX86P- FSTL 700.824 N/A 700.824 609.403 EUR No 700.824 609.403
EUREXSXMP- FSTM 2000.55 N/A 2000.55 1739.06 EUR Yes 2 1588.31 1380.70
EUREXSXOP- FSTN 3802.30 N/A 3802.30 3306.03 EUR Yes 2 3704.13 3220.66
EUREXSX3P- FSTO 1835.76 N/A 1835.76 1596.25 EUR Yes 2 2289.73 1991
EUREXSXRP- FSTR 2101.91 N/A 2101.91 1827.47 EUR Yes 2 2101.91 1827.47
EUREXSXPP- FSTS 5435.31 N/A 5435.31 4726.34 EUR Yes 5721.01 4974.78
EUREXSXKP- FSTT 882.899 N/A 882.899 767.726 EUR Yes 2 851.256 740.205
EUREXSX6P- FSTU 1946.34 N/A 1946.34 1692.45 EUR Yes 1540.41 1339.47
EUREXSXTP- FSTV 1261.54 N/A 1261.54 1096.855 EUR Yes 2 1236.18 1074.81
EUREXSTX- FSTX 4457.77 N/A 4457.77 3875.42 EUR Yes 2 3301.04 2869.81
EUREXSX8P- FSTY 11543.56 N/A 11543.56 10037.33 EUR Yes 2 11543.56 10037.33
EUREXSXQP- FSTZ 3687.95 N/A 3687.95 3206.13 EUR Yes 2 3687.95 3206.13
EUREXESTX50- FSXE 371.199 322.781 530.284 461.116 EUR No 530.284 461.116
EUREXTDX- FTDX 10016.58 N/A 10016.58 8710.07 EUR Yes 2 10016.58 8710.07
EUREXFUEM- FUEM 638.602 N/A 638.602 555.289 USD No 638.602 555.289
EUREXV2TX- FVS 971.75 N/A 971.75 845 EUR Yes 2593.25 2255
EUREXDJES- FXXE 2727.83 N/A 2727.83 2371.33 EUR No 2420.52 2104.18
EUREXDJ600- FXXP 1789.32 1555.93 2556.17 2222.76 EUR Yes 2099.35 1825.52
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 12175.84 N/A 12175.84 10587.69 EUR No 12175.84 10587.69
FTAEOE- FTI 11607.59 10093.56 16582.28 14419.37 EUR Yes 13152.38 11436.85
FTAEOE- MFA 1160.76 1009.36 1658.23 1441.94 EUR No 1315.24 1143.69
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
HKFECBF- CBF 18017.25 N/A 18017.25 14413.80 CNH No 18017.25 14413.80
HKFECES120- CHH 74021.57 N/A 74021.57 59217.25 HKD No 74021.57 59217.25
HKFECNH- CUS 25187.625 N/A 25187.625 20150.10 CNH Yes 25187.625 20150.10
HKFEHHIDPI- DHH 3113.88 N/A 3113.88 2491.10 HKD No 3113.88 2491.10
HKFEHSIDPI- DHS 9781.63 N/A 9781.63 7825.30 HKD No 9781.63 7825.30
HKFEGDR- GDR 315279.00 N/A 315279.00 252223.19 CNH No 315278.99 252223.19
HKFEGDU- GDU 19340.77 N/A 19340.77 15472.54 USD No 19340.77 15472.54
HKFEHBI- HBI 190260.38 N/A 190260.38 152024.18 HKD No 190260.38 152024.18
HKFEHHI.HK 3- HHI 43921.50 35137.20 62745 50196 HKD Yes 62745 50196
HKFEHSI- HSI 89395.94 71516.75 127708.49 102166.79 HKD Yes 127708.49 102166.79
HKFEHSTECH- HTI 23032.94 18426.35 32904.20 26323.36 HKD Yes 32904.20 26323.36
HKFEMCA- MCA 4766.72 3813.38 6809.60 5447.68 USD No 6809.60 5447.68
HKFEMCH.HK- MCH 8784.30 7027.44 12549 10039.20 HKD Yes 12549 10039.20
HKFEMCS- MCS 5037.525 N/A 5037.525 4030.02 CNH No 5037.525 4030.02
HKFEMHI- MHI 17879.19 14303.35 25541.70 20433.36 HKD Yes 25541.70 20433.36
HKFEMID.HK- MIA 1756.36 N/A 1756.36 1405.08 USD No 1756.36 1405.08
HKFEMND- MND 6018.67 N/A 6018.67 4814.93 USD No 6018.67 4814.93
HKFEMTW- MTW 29043.75 N/A 29043.75 23233.83 USD No 29043.75 23233.83
HKFEVHSI- VHS 50625 N/A 50625 40500 HKD No 169389.88 135511.90
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
ICEEUEMP- EMP 61.3024 N/A 61.3024 53.3064 EUR No 61.3024 53.3064
ICEEUER3- ER3 143.755 N/A 143.755 125.00 EUR No 143.75 125.00
ICEEUSG- G 3013.72 N/A 3013.72 2620.62 GBP No 3013.72 2620.62
ICEEUH- H 3110.87 N/A 3110.87 2704.84 GBP No 3110.88 2704.84
ICEEUI- I 560.627 N/A 560.627 487.50 EUR Yes 560.625 487.50
ICEEUNDUEBRAF- MCG 11160.74 N/A 11160.74 9703.73 USD No 11160.74 9703.73
ICEEUMPC- MPC 179.695 N/A 179.695 156.25 GBP No 179.687 156.25
ICEEUO- O 3410.48 N/A 3410.48 2965.63 EUR No 3410.48 2965.63
ICEEUP- P 6240.58 N/A 6240.58 5426.59 EUR No 6240.58 5426.59
ICEEUR- R 3241.41 N/A 3241.41 2818.61 GBP No 3241.41 2818.61
ICEEUSRFXON3- SA3 276.235 N/A 276.235 240.20 CHF No 276.23 240.20
ICEEUSONIA.N- SO3 1078.14 N/A 1078.14 937.511 GBP Yes 1078.14 937.511
ICEEUSONIO.N- SOA 425.575 N/A 425.575 370.059 GBP No 425.568 370.059
ICEEUTWS- TWS 1317.70 N/A 1317.70 1145.82 EUR No 1317.69 1145.82
ICEEUF1DV- XZ 756.01 N/A 756.01 657.40 GBP No 756.01 657.40
ICEEUY- Y2 5478.73 N/A 5478.73 4763.90 GBP No 5478.73 4763.90
ICEEUZ- Z 5414.24 4708.03 7734.62 6725.76 GBP Yes 7734.63 6725.76
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 9739.43 N/A 9739.43 8469.07 GBP No 9739.43 8469.07
ICEEUSOFTD- RC 5029.65 N/A 5029.65 4373.61 USD No 5029.65 4373.61
ICEEUSOFTT- T 3416.39 N/A 3416.39 2970.77 GBP No 3416.39 2970.77
ICEEUSOFTW- W 2501.01 N/A 2501.01 2174.79 USD No 2501.01 2174.79
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 7636.35 N/A 7636.35 6640.31 USD No 7636.35 6640.31
ICEUSEJ- KEJ 25997188.36 N/A 25997188.36 22606250.75 JPY No 25997189.11 22606250.75
ICEUSEO- KEO 8898.89 N/A 8898.89 7738.17 USD No 8898.89 7738.17
ICEUSECD- KEP 11130.43 N/A 11130.43 9678.64 CAD No 11130.43 9678.64
ICEUSGB- KGB 6178.73 N/A 6178.73 5372.81 GBP No 6178.73 5372.81
ICEUSEAD- KRA 16515.15 N/A 16515.15 14361.00 AUD No 16515.15 14361.00
ICEUSRZ- KRZ 6218.98 N/A 6218.98 5407.81 CHF No 6218.98 5407.81
ICEUSZY- KZY 4915164.01 N/A 4915164.01 4274054.14 JPY No 4915162.26 4274054.14
ICEUSMP- MP 6694.97 N/A 6694.97 5821.71 USD No 6694.97 5821.71
ICEUSSS- SS 12644.89 N/A 12644.89 10995.56 CHF No 12644.89 10995.56
ICEUSGBP- SY 3028123.19 N/A 3028123.19 2633150.60 JPY No 3028123.82 2633150.60
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 2464.45 N/A 2464.45 2143 EUR No 2464.45 2143
IDEMFTMIB- FIB 27667.76 N/A 27667.76 24058.92 EUR Yes 20253.49 17611.73
IDEMFTMIB- MICR 1106.71 N/A 1106.71 962.357 EUR No 810.14 704.469
IDEMFTMIB- MIN 5533.55 N/A 5533.55 4811.78 EUR No 4050.70 3522.35
IDEMSRGB- SRG7 1256.32 N/A 1256.32 1092.45 EUR No 1256.32 1092.45
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 34112.50 N/A 34112.50 25930.34 USD No 34112.50 25930.34
IPECOIL- COIL 18750 N/A 18750 15000 USD Yes 18750 15000
IPEGOIL- GOIL 44681.62 N/A 44681.62 35745.30 USD No 44681.62 35745.30
IPEHOIL- HOIL 40250.94 N/A 40250.94 32200.76 USD No 40250.94 32200.76
IPENCF- NCF 36750 N/A 36750 24066.31 USD No 36750 24066.31
IPENGF- NGF 15810 N/A 15810 11364.89 GBP No 55176.90 11364.89
IPERBOB- RBOB 22720.82 N/A 22720.82 18176.66 USD No 22720.82 18176.66
IPEWTI- WTI 15010.31 N/A 15010.31 12008.25 USD Yes 15010.31 12008.25
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 31371605.51 27279656.96 44816579.30 38970938.52 KRW Yes 44816579.30 38970938.52
KSEK200M- 05 6274321.10 5455931.39 8963315.86 7794187.70 KRW Yes 8963315.86 7794187.70
KSEKOSDQ150- 06 1593220.58 1385408.90 2276029.40 1979155.58 KRW No 2276028.91 1979155.58
KSE000670- 0Q 115065.46 N/A 115065.46 100056.92 KRW No 115793.15 100056.92
KSE005930- 11 1115971.18 N/A 1115971.18 754929.51 KRW No 1148817.28 754929.51
KSE017670- 12 314088.93 N/A 314088.93 222626.66 KRW No 317102.14 222626.66
KSE005490- 13 983809.73 N/A 983809.73 855486.72 KRW No 990756.40 855486.72
KSE030200- 14 154763.05 N/A 154763.05 134576.56 KRW No 155069.29 134576.56
KSE015760- 15 94662.14 N/A 94662.14 81171.18 KRW No 93346.85 81171.18
KSE005380- 16 1421760.63 N/A 1421760.63 959295.70 KRW No 1456126.55 959295.70
KSE016360- 17 333968.88 N/A 333968.88 216623.24 KRW No 312954.77 216623.24
KSE055550- 18 329723.11 N/A 329723.11 286412.93 KRW No 329374.87 286412.93
KSE000270- 19 377476.97 N/A 377476.97 318681.29 KRW No 390927.34 318681.29
KSE007340- 1T 178175.39 N/A 178175.39 118609.48 KRW No 177699.08 118609.48
KSE443060- 1V 806829.72 N/A 806829.72 531931.10 KRW No 789169.21 531931.10
KSE006040- 1W 111665.25 N/A 111665.25 94678.87 KRW No 108880.70 94678.87
KSE268280- 1X 380866.66 N/A 380866.66 331188.40 KRW No 398620.32 331188.40
KSE071320- 1Y 220627.25 N/A 220627.25 191358.87 KRW No 220062.70 191358.87
KSE003240- 1Z 2701161.69 N/A 2701161.69 2348836.25 KRW No 2796506.62 2348836.25
KSE012330- 20 1893322.76 N/A 1893322.76 1277155.58 KRW No 1938144.05 1277155.58
KSE006400- 22 2297660.37 N/A 2297660.37 1520845.23 KRW No 2263796.56 1520845.23
KSE009150- 23 8949067.91 N/A 8949067.91 6024943.80 KRW No 9124414.09 6024943.80
KSE066570- 24 1381968.92 N/A 1381968.92 925536.96 KRW No 1394242.38 925536.96
KSE036460- 28 110234.60 N/A 110234.60 94303.65 KRW No 108449.20 94303.65
KSE017960- 2A 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE095340- 2B 814951.68 N/A 814951.68 545286.01 KRW No 820906.38 545286.01
KSE025900- 2C 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE357780- 2D 1438038.84 N/A 1438038.84 1006678.22 KRW No 1581676.15 1006678.22
KSE222080- 2E 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE086520- 2F 422573.12 N/A 422573.12 282025.45 KRW No 423503.23 282025.45
KSE140860- 2G 1115519.63 N/A 1115519.63 744643.63 KRW No 1118411.27 744643.63
KSE030520- 2H 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE004020- 32 108642.75 N/A 108642.75 79170.04 KRW No 106003.06 79170.04
KSE003550- 34 514592.99 N/A 514592.99 336844.27 KRW No 495939.76 336844.27
KSE078930- 35 372286.88 N/A 372286.88 297419.20 KRW No 373640.48 297419.20
KSE033780- 36 502548.38 N/A 502548.38 436998.59 KRW No 503542.82 436998.59
KSE009540- 39 1075501.05 N/A 1075501.05 860489.53 KRW No 1129417.28 860489.53
KSE086790- 40 401496.72 N/A 401496.72 348948.52 KRW No 401290.79 348948.52
KSE096770- 41 449426.70 N/A 449426.70 327186.13 KRW No 454915.78 327186.13
KSE001040- 42 389245.27 N/A 389245.27 321432.87 KRW No 400708.17 321432.87
KSE034220- 45 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE105560- 46 511753.64 N/A 511753.64 445003.16 KRW No 511766.28 445003.16
KSE051910- 47 949282.47 N/A 949282.47 717908.44 KRW No 942549.79 717908.44
KSE006800- 48 130455.80 N/A 130455.80 88096.52 KRW No 133833.76 88096.52
KSE000660- 50 7672231.79 N/A 7672231.79 5193146.16 KRW No 7910401.29 5193146.16
KSE006360- 51 199506.34 N/A 199506.34 133131.74 KRW No 199888.86 133131.74
KSE139480- 54 215875.68 N/A 215875.68 184605.02 KRW No 212295.77 184605.02
KSE161390- 55 202896.54 N/A 202896.54 166344.63 KRW No 201653.60 166344.63
KSE035420- 56 790017.13 N/A 790017.13 533993.78 KRW No 812379.40 533993.78
KSE003490- 57 83853.95 N/A 83853.95 72916.48 KRW No 84019.88 72916.48
KSE3KTB- 65 809763.09 N/A 809763.09 704140.95 KRW No 809762.09 704140.95
KSEFLKTB- 67 2417072.93 N/A 2417072.93 2101799.94 KRW No 2417069.93 2101799.94
KSEKWY- 75 1561585.03 N/A 1561585.03 1357900.02 KRW No 3123170.30 2715800.05
KSE032640- B0 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE010950- B2 528914.47 N/A 528914.47 369960.47 KRW No 512598.23 369960.47
KSE010130- B3 3739167.59 N/A 3739167.59 3061741.875 KRW No 3653102.10 3061741.875
KSE024110- B4 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE001680- B6 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE047050- B7 159653.32 N/A 159653.32 138828.97 KRW No 170078.14 138828.97
KSE034020- B9 291963.54 N/A 291963.54 198112.71 KRW No 292865.18 198112.71
KSE023530- BA 417407.91 N/A 417407.91 272671.52 KRW No 400606.68 272671.52
KSE011170- BB 212879.80 N/A 212879.80 152586.81 KRW No 205574.25 152586.81
KSE032830- BD 1368003.77 N/A 1368003.77 906485.70 KRW No 1351453.25 906485.70
KSE010140- BF 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE029780- BG 134051.27 N/A 134051.27 116566.32 KRW No 137316.52 116566.32
KSE012450- BH 3794529.54 N/A 3794529.54 2618990 KRW No 3666449.00 2618990
KSE036570- BJ 669676.46 N/A 669676.46 542808.79 KRW No 672146.88 542808.79
KSE000080- BK 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE071050- BL 654276.65 N/A 654276.65 466765.55 KRW No 656400.98 466765.55
KSE047810- BM 437160.29 N/A 437160.29 312677.89 KRW No 430583.34 312677.89
KSE000720- BN 551952.38 N/A 551952.38 370421.73 KRW No 559312.81 370421.73
KSE011210- BP 211519.16 N/A 211519.16 143081.40 KRW No 210170.35 143081.40
KSE008770- BQ 124592.89 N/A 124592.89 104559.48 KRW No 120243.40 104559.48
KSE035250- BS 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE138930- BT 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE139130- BV 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE114090- BW 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE011070- BY 3438751.65 N/A 3438751.65 2288129.71 KRW No 3425081.37 2288129.71
KSE005940- BZ 80295.19 N/A 80295.19 67830 KRW No 78594.60 67830
KSE034730- C1 2628741.45 N/A 2628741.45 1767895.72 KRW No 2674945.94 1767895.72
KSE011780- C3 382880.33 N/A 382880.33 332939.41 KRW No 388637.96 332939.41
KSE018260- C5 1170914.10 N/A 1170914.10 788058.31 KRW No 1193486.98 788058.31
KSE090430- C6 412109.57 N/A 412109.57 356452.77 KRW No 409920.69 356452.77
KSE030000- C7 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE028260- C8 1880207.04 N/A 1880207.04 1261425.59 KRW No 1904442.03 1261425.59
KSE000880- C9 494280.75 N/A 494280.75 334440.27 KRW No 497802.84 334440.27
KSE088350- CA 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE086280- CC 659063.45 N/A 659063.45 505287.46 KRW No 681363.10 505287.46
KSE001450- CE 156595.52 N/A 156595.52 133826.13 KRW No 153900.05 133826.13
KSE035720- CF 101689.10 N/A 101689.10 88425.30 KRW No 102890.32 88425.30
KSE046890- CJ 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE069080- CK 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE096530- CL 94578.29 N/A 94578.29 78919.90 KRW No 90757.88 78919.90
KSE022100- CN 92449.42 N/A 92449.42 67830 KRW No 94693.04 67830
KSE068270- CP 538218.69 N/A 538218.69 468016.25 KRW No 545283.69 468016.25
KSE122870- CQ 118203.89 N/A 118203.89 101682.85 KRW No 116935.28 101682.85
KSE051900- CR 838539.57 N/A 838539.57 729164.84 KRW No 885198.85 729164.84
KSE002790- CS 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE000810- CT 2393257.11 N/A 2393257.11 1755998.91 KRW No 2321248.96 1755998.91
KSE008930- CV 148146.78 N/A 148146.78 128823.29 KRW No 152439.93 128823.29
KSE021240- CW 283926.73 N/A 283926.73 245639.75 KRW No 282485.71 245639.75
KSE128940- CX 1583253.65 N/A 1583253.65 1151905.31 KRW No 1578496.17 1151905.31
KSE018880- CY 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE005830- D0 592801.68 N/A 592801.68 507788.87 KRW No 583957.20 507788.87
KSE097950- D1 534766.71 N/A 534766.71 465014.53 KRW No 535824.91 465014.53
KSE009240- D2 109224.94 N/A 109224.94 92552.66 KRW No 106435.55 92552.66
KSE002380- D3 1727161.36 N/A 1727161.36 1213190.16 KRW No 1672682.79 1213190.16
KSE012750- D5 236285.87 N/A 236285.87 200864.28 KRW No 239200.04 200864.28
KSE000100- D6 234694.87 N/A 234694.87 203615.84 KRW No 234158.22 203615.84
KSE051600- D7 155396.56 N/A 155396.56 113314.46 KRW No 151912.27 113314.46
KSE069960- D8 392431.86 N/A 392431.86 270615.35 KRW No 419508.83 270615.35
KSE004370- DA 1255941.54 N/A 1255941.54 1076862.66 KRW No 1238392.05 1076862.66
KSE079550- DB 3279896.52 N/A 3279896.52 2175787.80 KRW No 3247467.14 2175787.80
KSE204320- DC 259297.72 N/A 259297.72 168061.87 KRW No 244840.19 168061.87
KSE004170- DD 1706814.18 N/A 1706814.18 1145982.94 KRW No 1731134.56 1145982.94
KSE161890- DE 500665.88 N/A 500665.88 376714.30 KRW No 476380.37 376714.30
KSE111770- DG 226043.39 N/A 226043.39 189107.58 KRW No 217473.71 189107.58
KSE006650- DJ 359303.01 N/A 359303.01 241137.19 KRW No 334400.46 241137.19
KSE192820- DK 814606.30 N/A 814606.30 705401.33 KRW No 811211.53 705401.33
KSE086900- DP 199350.91 N/A 199350.91 173348.61 KRW No 199745.38 173348.61
KSE078340- DR 93922.18 N/A 93922.18 81671.46 KRW No 97608.03 81671.46
KSE035760- DT 93444.41 N/A 93444.41 80545.82 KRW No 92627.69 80545.82
KSE056190- DV 79163.66 N/A 79163.66 67830 KRW No 80435.74 67830
KSE241560- DW 185295.31 N/A 185295.31 157089.37 KRW No 180652.77 157089.37
KSE017800- DY 214884.75 N/A 214884.75 186856.31 KRW No 215309.95 186856.31
KSE240810- E0 835172.08 N/A 835172.08 550513.17 KRW No 816367.44 550513.17
KSE041510- E4 254743.94 N/A 254743.94 188357.15 KRW No 249601.19 188357.15
KSE251270- E5 105572.56 N/A 105572.56 91802.23 KRW No 106281.47 91802.23
KSE003670- E8 711308.20 N/A 711308.20 480174.97 KRW No 729400.65 480174.97
KSE316140- EB 100478.22 N/A 100478.22 86674.31 KRW No 99675.45 86674.31
KSE009420- EE 291379.56 N/A 291379.56 193772.93 KRW No 289993.17 193772.93
KSE035900- EF 110750.50 N/A 110750.50 96304.79 KRW No 110969.65 96304.79
KSE028670- EH 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE011790- EJ 405972.51 N/A 405972.51 276272.07 KRW No 422927.66 276272.07
KSE093370- EL 95327.64 N/A 95327.64 67830 KRW No 94067.10 67830
KSE375500- ER 316147.18 N/A 316147.18 213706.58 KRW No 324972.55 213706.58
KSE028050- ET 205921.89 N/A 205921.89 137456.20 KRW No 206446.71 137456.20
KSE272210- EV 304992.91 N/A 304992.91 210919.98 KRW No 327767.05 210919.98
KSE293490- EX 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE247540- EY 480522.35 N/A 480522.35 324145.50 KRW No 491914.13 324145.50
KSE253450- EZ 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE200130- F1 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE036540- F2 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE000250- F4 980960.97 N/A 980960.97 650563.70 KRW No 970730.10 650563.70
KSE373220- F5 1286183.10 N/A 1286183.10 914270.16 KRW No 1310344.10 914270.16
KSE323410- F6 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE377300- F7 144099.95 N/A 144099.95 112063.75 KRW No 161609.97 112063.75
KSE259960- F8 630865.86 N/A 630865.86 545310.23 KRW No 627106.77 545310.23
KSE302440- F9 108593.03 N/A 108593.03 94428.72 KRW No 110807.91 94428.72
KSE011200- FA 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE361610- FB 78004.50 N/A 78004.50 67830 KRW No 78004.50 67830
KSE352820- FC 559770.34 N/A 559770.34 440250.47 KRW No 551774.00 440250.47
KSE329180- FD 1531793.05 N/A 1531793.05 1088119.06 KRW No 1576745.26 1088119.06
KSE402340- FE 5858430.46 N/A 5858430.46 3902676.34 KRW No 5849598.56 3902676.34
KSE326030- FF 252049.59 N/A 252049.59 216122.95 KRW No 248541.39 216122.95
KSE383220- FG 191343.61 N/A 191343.61 165844.36 KRW No 190721.01 165844.36
KSE267250- FH 777435.15 N/A 777435.15 534053.83 KRW No 779865.72 534053.83
KSE271560- FJ 373213.09 N/A 373213.09 323434.00 KRW No 371949.10 323434.00
KSE138040- FK 396032.28 N/A 396032.28 342444.80 KRW No 393811.53 342444.80
KSE263750- FL 96951.17 N/A 96951.17 77419.04 KRW No 101303.52 77419.04
KSE066970- FM 556300.83 N/A 556300.83 391987.35 KRW No 599677.21 391987.35
KSE112040- FN 85804.18 N/A 85804.18 67830 KRW No 85569.36 67830
KSE196170- FP 1082549.51 N/A 1082549.51 941347.40 KRW No 1084643.46 941347.40
KSE058470- FQ 235882.00 N/A 235882.00 160841.50 KRW No 210614.02 160841.50
KSE052690- G3 449113.51 N/A 449113.51 299816.56 KRW No 450336.19 299816.56
KSE000150- GT 5632844.27 N/A 5632844.27 3805790.09 KRW No 5785651.73 3805790.09
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 5801.33 N/A 5801.33 5044.51 USD No 5801.33 5044.51
LMEOTCCA- CA 27103.69 N/A 27103.69 23566.36 USD No 27103.19 23566.36
LMEOTCPB- PB 3554.14 N/A 3554.14 3090.42 USD No 3554.14 3090.42
LMEOTCSNLME- SN 68070.69 N/A 68070.69 59152.25 USD No 68070.69 59152.25
LMEOTCZSLME- ZS 9269.22 N/A 9269.22 8060.11 USD No 9269.22 8060.11
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 1271.07 N/A 1271.07 1105.28 EUR Yes 1598.13 1389.68
MATIFECO- ECO 3630.71 N/A 3630.71 3157.14 EUR Yes 4167.60 3624.00
MATIFEMA- EMA 1962.55 N/A 1962.55 1706.57 EUR Yes 2278.99 1981.73
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
MEFFRVIBEX35- IBX 17250.19 N/A 17250.19 15000.00 EUR No 17250.20 15000.00
MEFFRVIBEX- MIX 1725.00 N/A 1725.00 1500.00 EUR Yes 1725.00 1500.00
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 7802.88 N/A 7802.88 6785.11 MXN No 13926.66 12110.14
MEXDEREURO- EU 19728.04 N/A 19728.04 17154.82 MXN No 20762.30 18054.18
MEXDERIPC- IPC 61768.20 N/A 61768.20 53710.82 MXN Yes 2 63124.08 54889.84
MEXDERIPC- MIP 12353.76 N/A 12353.76 10742.16 MXN No 12624.94 10977.97
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 3332.42 N/A 3332.42 2897.76 EUR No 3332.42 2897.76
MONEPEPRA- EPR 3573.70 N/A 3573.70 3107.57 EUR No 3573.70 3107.57
MONEPCAC40- FCE 4848.72 4216.28 6926.75 6023.26 EUR Yes 5889.01 5120.88
MONEPFEF- FEF 19807.47 N/A 19807.47 17223.89 EUR No 19807.47 17223.89
MONEPFEO- FEO 13868.50 N/A 13868.50 12059.57 EUR No 13868.50 12059.57
MONEPCAC40- MFC 484.872 421.628 692.675 602.326 EUR No 588.901 512.088
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 8177.94 N/A 8177.94 7111.25 INR Yes 8130.65 7070.13
NSEEURINR- EURINR 12686.33 N/A 12686.33 11030.20 INR No 12685.83 11030.20
NSENSEFIN- FINNIFTY 3699.76 N/A 3699.76 3215.17 INR Yes 3676.09 3196.60
NSEGBPINR- GBPINR 14727.11 N/A 14727.11 12806.00 INR No 14727.11 12806.00
NSEJPYINR- JPYINR 6975.61 N/A 6975.61 6065.75 INR No 6975.61 6065.75
NSEMIDCAPSEL- MIDCPNIFTY 2209.37 N/A 2209.37 1921.19 INR Yes 2197.20 1910.61
NSENIFTY50- NIFTY 3402.06 N/A 3402.06 2958.31 INR Yes 3382.38 2941.20
NSEUSDINR- USDINR 10881.01 N/A 10881.01 9461.75 INR Yes 10881.01 9461.75
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 4033.07 N/A 4033.07 3507.02 USD No 4033.08 3507.02
NYBOTAC- AC 20700 N/A 20700 18000 USD No 20700 18000
NYBOTCC- CC 14296.48 N/A 14296.48 12431.72 USD Yes 14296.48 12431.72
NYBOTCT- CT 4202.98 N/A 4202.98 3654.73 USD Yes 4202.94 3654.73
NYBOTDX- DX 2542.62 N/A 2542.62 2210.97 USD Yes 2542.62 2210.97
NYBOTNYFANG- FNG 22200.49 N/A 22200.49 19304.51 USD No 22200.48 19304.51
NYBOTKC- KC 19211.30 N/A 19211.30 16705.48 USD Yes 19211.30 16705.48
NYBOTOJ- OJ 8412.43 N/A 8412.43 7314.99 USD Yes 8412.43 7314.99
NYBOTRS- RS 1772.69 N/A 1772.69 1541.47 CAD No 1772.69 1541.47
NYBOTSB- SB 2422.98 N/A 2422.98 2106.94 USD Yes 2422.98 2106.94
NYBOTSF- SF 2484.48 N/A 2484.48 2160.42 USD No 2484.48 2160.42
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 20393.62 N/A 20393.62 16314.89 USD No 20393.62 16314.89
NYMEXBZ- BZ 20393.62 N/A 20393.62 16314.89 USD Yes 20393.62 16314.89
NYMEXCL- CL 19097.96 N/A 19097.96 15278.37 USD Yes 19097.97 15278.37
NYMEXHH- HH 5644.70 N/A 5644.70 4908.44 USD No 5644.70 4908.44
NYMEXHHW- HHW 5644.70 N/A 5644.70 4908.44 USD No 5644.70 4908.44
NYMEXHO- HO 43233.66 N/A 43233.66 34586.93 USD Yes 43233.66 34586.93
NYMEXHP- HP 5649.94 N/A 5649.94 4908.44 USD No 5649.94 4908.44
NYMEXMCL- MCL 1935.91 N/A 1935.91 1548.73 USD Yes 1935.91 1548.73
NYMEXMHO- MHO 4323.37 N/A 4323.37 3458.69 USD No 4323.37 3458.69
NYMEXMHNG- MNG 564.47 N/A 564.47 490.844 USD No 564.47 490.844
NYMEXMRB- MRB 2520 N/A 2520 2016 USD No 2520 2016
NYMEXNG- NG 5644.70 N/A 5644.70 4908.44 USD Yes 5644.70 4908.44
NYMEXPA- PA 37932.53 N/A 37932.53 32983.67 USD No 37932.53 32983.67
NYMEXPL- PL 15363.40 N/A 15363.40 13359.48 USD No 15363.40 13359.48
NYMEXQG- QG 1411.26 N/A 1411.26 1227.11 USD No 1411.26 1227.11
NYMEXQM- QM 9679.60 N/A 9679.60 7743.65 USD No 9679.60 7743.65
NYMEXRB- RB 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXTT- TT 12834.13 N/A 12834.13 11160.11 USD No 12834.13 11160.11
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 16196.28 N/A 16196.28 14083.72 USD No 16383.79 14246.77
NYSELIFFEM1EU- EU9 10294.39 N/A 10294.39 8951.64 USD No 9857.39 8571.64
NYSELIFFEM1JP- JPP 20598.00 N/A 20598.00 17911.30 USD No 20598.00 17911.30
NYSELIFFEMXEA- MFS 8237.66 7163.18 11768.08 10233.12 USD No 11892.42 10341.24
NYSELIFFEMXEF- MME 7855.68 6831.03 11222.40 9758.61 USD No 11459.34 9964.64
NYSELIFFEMXUS- MUN 82930.00 N/A 82930.00 72113.04 USD No 82929.99 72113.04
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 30819.63 N/A 30819.63 26797.00 SEK No 30819.63 26797.00
OMSOMXS30- OMXS30 22431.40 19505.57 32044.86 27865.09 SEK Yes 32044.86 27865.09
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 5088667.91 4424928.62 7269525.59 6321326.60 JPY Yes 7269525.59 6321326.60
OSE.JPNN225M- 225M 508866.79 442492.86 726952.56 632132.66 JPY Yes 726952.56 632132.66
OSE.JPNN225MC- 225MC 50886.68 44249.29 72695.26 63213.27 JPY No 72695.26 63213.27
OSE.JPNJPNK400- 400 248391.26 N/A 248391.26 215992.40 JPY No 248391.26 215992.40
OSE.JPNTPXC30- C30 224446.70 N/A 224446.70 195171.05 JPY No 224446.70 195171.05
OSE.JPNDJIA- DJIA 851167.27 N/A 851167.27 740145.46 JPY No 851167.27 740145.46
OSE.JPNJGB- JBL 1852603.33 N/A 1852603.33 1610959.42 JPY Yes 1852603.33 1610959.42
OSE.JPNMJ- JBLM 185260.33 N/A 185260.33 161095.94 JPY No 185260.33 161095.94
OSE.JPNTSEMOTHR- MOTH 76032.48 N/A 76032.48 66115.20 JPY No 76032.48 66115.20
OSE.JPNNKVI- NVI 150075 N/A 150075 130500 JPY No 167813.31 145924.62
OSE.JPNTSEREIT- REIT 177686.11 N/A 177686.11 154503.49 JPY No 177686.11 154503.49
OSE.JPNTOPX- TPX 2661907.74 2314702.39 3802725.35 3306717.69 JPY No 3802725.35 3306717.69
OSE.JPNMNTPX- TPXM 266190.77 231470.24 380272.53 330671.77 JPY No 380272.53 330671.77
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 18750 N/A 18750 15000 USD No 18750 15000
QBALGOIEUGOIL- GOIL 44681.62 N/A 44681.62 35745.30 USD No 44681.62 35745.30
QBALGOIEUWTI- WTI 15010.31 N/A 15010.31 12008.25 USD No 15010.31 12008.25
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 14296.48 N/A 14296.48 12431.72 USD No 14296.48 12431.72
QBALGOIUSCT- CT 4202.98 N/A 4202.98 3654.73 USD No 4202.94 3654.73
QBALGOIUSDX- DX 2542.62 N/A 2542.62 2210.97 USD No 2542.62 2210.97
QBALGOIUSKC- KC 19211.30 N/A 19211.30 16705.48 USD No 19211.30 16705.48
QBALGOIUSOJ- OJ 8412.43 N/A 8412.43 7314.99 USD No 8412.43 7314.99
QBALGOIUSSB- SB 2422.98 N/A 2422.98 2106.94 USD No 2422.98 2106.94
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 429080.73 N/A 429080.73 373113.66 JPY No 429080.71 373113.66
SGXAU- AU 1904.85 N/A 1904.85 1656.39 USD No 1904.85 1656.39
SGXXINA50- CN 1406.01 1222.62 2008.59 1746.60 USD No 2008.59 1746.60
SGXCY- CY 4318.825 N/A 4318.825 3755.50 USD No 4318.825 3755.50
SGXXIN0I- FCH 4875.59 N/A 4875.59 4239.33 USD No 4875.59 4239.33
SGXSCI- FEF 991.303 N/A 991.303 862.002 USD No 991.303 862.002
SGXWIIDN- FID 1332.70 N/A 1332.70 1158.63 USD No 1332.70 1158.63
SGXFIVNM30- FVN 1528.58 N/A 1528.58 1328.78 USD No 1528.58 1328.78
SGXINR- INR 10877.85 N/A 10877.85 9459.00 USD No 10877.85 9459.00
SGXINX- INX 10889.64 N/A 10889.64 9469.25 USD No 10889.64 9469.25
SGXIU- IU 2430.64 N/A 2430.64 2113.60 USD No 2430.64 2113.60
SGXSGB- JB 278117.49 N/A 278117.49 241841.30 JPY No 278117.59 241841.30
SGXKJ- KJ 332141.27 N/A 332141.27 288818.50 JPY No 332141.27 288818.50
SGXKRW- KRW 10588.96 N/A 10588.96 9207.50 USD No 10588.96 9207.50
SGXKU- KU 2117.725 N/A 2117.725 1841.50 USD No 2117.725 1841.50
SGXMTWD- MTWD 761.9325 N/A 761.9325 662.55 USD No 761.9325 662.55
SGXMTWN- MTWN 1085.81 944.186 1551.16 1348.84 USD No 1551.16 1348.84
SGXMUC- MUC 5792.12 N/A 5792.12 5036.625 CNH No 5792.12 5036.625
SGXNKYDIV- ND 2232150 N/A 2232150 1941000 JPY No 2232150 1941000
SGXNIFTY- NIFTY 1859.56 1617.01 2656.51 2310.01 USD No 2656.51 2310.01
SGXSGXNK- NK 2176874.66 1892934.49 3109820.95 2704192.13 JPY Yes 3109820.95 2704192.13
SGXSGXNKM- NS 43537.49 37858.69 62196.42 54083.84 JPY No 62196.42 54083.84
SGXN225U- NU 106931.36 N/A 106931.36 92983.79 USD No 106931.36 92983.79
SGXSSG- SGP 2175.51 1891.75 3107.875 2702.50 SGD Yes 2 3107.875 2702.50
SGXSND- SND 6793.19 N/A 6793.19 5907.12 SGD No 6793.19 5907.12
SGXSTI- ST 1123.53 N/A 1123.53 976.873 SGD No 1123.53 976.873
SGXTSR20- TF 1127.00 N/A 1127.00 980.004 USD No 1127.00 980.004
SGXTONA- TONA 32200.87 N/A 32200.87 28000.76 JPY No 32200.87 28000.76
SGXSGXTU- TU 2688.45 N/A 2688.45 2337.78 USD No 2688.45 2337.78
SGXTWD- TWD 7619.325 N/A 7619.325 6625.50 USD No 7619.325 6625.50
SGXTWN- TWN 10858.14 9441.86 15511.63 13488.38 USD No 15511.63 13488.38
SGXUC- UC 23168.475 N/A 23168.475 20146.50 CNH Yes 23168.475 20146.50
SGXUJ- UJ 7904417.83 N/A 7904417.83 6873404.20 JPY No 7904414.83 6873404.20
SGXUS- US 1698.37 N/A 1698.37 1476.83 SGD No 1698.37 1476.83
SGXUY- UY 1580883.57 N/A 1580883.57 1374680.84 JPY No 1580882.97 1374680.84
SGXC52- YCDD 1113.71 N/A 1113.71 968.445 SGD No 1145.02 968.445
SGXD05- YDBS 7402.74 N/A 7402.74 6437.16 SGD No 7538.17 6437.16
SGXG13- YGEN 530.961 N/A 530.961 461.705 SGD No 543.965 461.70
SGXBN4- YKEP 5946.71 N/A 5946.71 5171.06 SGD No 6025.40 5171.05
SGXO39- YOCB 11023.17 N/A 11023.17 9585.37 SGD No 11165.62 9585.37
SGXZ74- YSTT 3833.24 N/A 3833.24 3333.26 SGD No 3909.96 3333.26
SGXY92- YTBE 777.009 N/A 777.009 675.66 SGD No 791.409 675.66
SGXU11- YUOB 7207.19 N/A 7207.19 6267.12 SGD No 7328.02 6267.12
SGXF34- YWIL 3315.24 N/A 3315.24 2882.82 SGD No 3369.02 2882.82
SGXBS6- YYZJ 41677.00 N/A 41677.00 9449.24 SGD No 11082.79 9449.23
SGXSAMMAANCA- ZIHF 182.945 N/A 182.945 147.903 USD No 170.088 147.903
SGXZEEL- ZZEE 418.773 N/A 418.773 327.943 USD No 377.134 327.943
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 12673.17 11020.14 18104.52 15743.06 AUD Yes 18104.52 15743.06
SNFEIB- IB 663.55 N/A 663.55 577.00 AUD No 663.555 577.00
SNFEIR- IR 5140.06 N/A 5140.06 4469.62 AUD No 993419.92 4469.62
SNFEXT- XT 410.311 N/A 410.311 356.792 AUD No 106653.04 356.792
SNFEYT- YT 469.533 N/A 469.533 408.289 AUD No 103817.20 408.289

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 Europe Margin Requirements

For Residents of Europe:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

Mutual Funds

CFDs

Forex

Metals


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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.