Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin
  • Portfolio margin

Interactive Brokers will calculate both methodologies and assess the higher of the two to your account.

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 8365.72 N/A 8365.72 7274.54 EUR Yes 2 8365.72 7274.54
BURSAMY

Exchange BURSAMY Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BURSAMYFCPO.MY- FCPO 8050 N/A 8050 7000 MYR No 8050 7000
BURSAMYFBMKLCI- FKLI 3220 2800 4600 4000 MYR No 4600 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 644.01 N/A 644.01 560 USD No 644.01 560
CBOT2YY- 2YY 1061.69 N/A 1061.69 922.719 USD No 1061.69 922.719
CBOT30Y- 30Y 599.861 N/A 599.861 521.618 USD No 599.861 521.618
CBOT5YY- 5YY 3344.95 N/A 3344.95 2908.65 USD No 3344.95 2908.65
CBOTAIGCI- AW 805.626 N/A 805.626 700.537 USD No 805.626 700.537
CBOTDHB- DHB 2043.19 N/A 2043.19 1634.43 USD No 2043.19 1634.43
CBOTAC- EH 5635 N/A 5635 4900 USD No 5635 4900
CBOTHYB- HYB 3989.72 N/A 3989.72 3191.77 USD No 3989.71 3191.77
CBOTIQB- IQB 7090.74 N/A 7090.74 5671.08 USD No 7090.74 5671.08
CBOTKE- KE 2940.18 N/A 2940.18 2556.67 USD Yes 2940.18 2556.67
CBOTMTN- MTN 668.114 N/A 668.114 580.969 USD No 668.114 580.969
CBOTMWN- MWN 1392.48 N/A 1392.48 1210.85 USD No 1392.50 1210.85
CBOTMYM- MYM 894.375 777.7175 1277.68 1111.025 USD No 1277.68 1111.025
CBOTDJUSRE- RX 4850.27 N/A 4850.27 4217.51 USD No 4850.27 4217.51
CBOTTN- TN 4551.92 N/A 4551.92 3958.19 USD No 4551.92 3958.19
CBOTTWE- TWE 5937.50 N/A 5937.50 4750.05 USD No 5937.50 4750.05
CBOTUB- UB 8149.89 N/A 8149.89 7086.86 USD Yes 8150.14 7086.86
CBOTYC- XC 354.05 N/A 354.05 307.87 USD No 354.05 307.87
CBOTYK- XK 708.917 N/A 708.917 616.45 USD No 708.917 616.45
CBOTYW- XW 540.056 N/A 540.056 469.614 USD No 540.056 469.614
CBOTYIA- YIA 307.827 N/A 307.827 267.672 USD No 307.823 267.672
CBOTYIC- YIC 57.50 N/A 57.50 50 USD No 57.50 50
CBOTYID- YID 79.2659 N/A 79.2659 68.9242 USD No 79.2629 68.9242
CBOTYIT- YIT 140.724 N/A 140.724 122.368 USD No 140.724 122.368
CBOTYIW- YIW 172.504 N/A 172.504 150 USD No 172.50 150
CBOTYM- YM 8943.75 7777.175 12776.79 11110.25 USD Yes 12776.79 11110.25
CBOTZ3N- Z3N 3378.28 N/A 3378.28 2937.64 USD No 3379.29 2937.64
CBOTZB- ZB 6401.61 N/A 6401.61 5566.40 USD Yes 6401.36 5566.40
CBOTZC- ZC 1770.25 N/A 1770.25 1539.35 USD Yes 1770.25 1539.35
CBOTZF- ZF 2194.11 N/A 2194.11 1907.76 USD Yes 2193.92 1907.76
CBOTZL- ZL 4071.17 N/A 4071.17 3540.15 USD Yes 4071.17 3540.15
CBOTZM- ZM 3419.88 N/A 3419.88 2973.81 USD Yes 3419.88 2973.81
CBOTZN- ZN 3186.92 N/A 3186.92 2771.02 USD Yes 3186.67 2771.02
CBOTZO- ZO 5760.94 N/A 5760.94 5009.51 USD Yes 5760.94 5009.51
CBOTZQ- ZQ 386.924 N/A 386.924 336.455 USD Yes 2 386.928 336.455
CBOTZR- ZR 3613.94 N/A 3613.94 3142.42 USD Yes 3613.94 3142.42
CBOTZS- ZS 3544.59 N/A 3544.59 3082.25 USD Yes 3544.59 3082.25
CBOTZT- ZT 1605.07 N/A 1605.07 1395.71 USD Yes 1605.13 1395.71
CBOTZW- ZW 2700.28 N/A 2700.28 2348.07 USD Yes 2700.28 2348.07
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 3439.31 N/A 3439.31 2990.70 CAD No 3439.31 2990.70
CDECGF- CGF 2264.72 N/A 2264.72 1969.32 CAD No 2264.72 1969.32
CDECGZ- CGZ 780.931 N/A 780.931 679.07 CAD No 780.9305 679.07
CDECRA- CRA 478.881 N/A 478.881 416.418 CAD No 478.881 416.418
CDETSE60- SXF 12010.23 10443.68 17157.47 14919.54 CAD No 17157.47 14919.54
CDETSE60- SXM 12132.93 N/A 12132.93 10550.37 CAD No 12132.93 10550.37
CEDX

Exchange CEDX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CEDXBCH20P- CH20F 12953.29 N/A 12953.29 11263.73 CHF Yes 12953.29 11263.73
CEDXBDE40G- DE40F 19224.70 N/A 19224.70 16717.13 EUR Yes 19224.70 16717.13
CEDXBES35P- ES35F 12601.48 N/A 12601.48 10957.81 EUR Yes 12601.48 10957.81
CEDXBEZ50P- EZ50F 5598.31 N/A 5598.31 4868.09 EUR Yes 5598.31 4868.09
CEDXBFR40P- FR40F 7820.80 N/A 7820.80 6800.70 EUR Yes 7820.80 6800.70
CEDXBIT40P- IT40F 8750.81 N/A 8750.81 7609.40 EUR Yes 8750.81 7609.40
CEDXBNL25P- NL25F 9674.07 N/A 9674.07 8412.24 EUR Yes 9674.07 8412.24
CEDXBNO25G- NO25F 10507.46 N/A 10507.46 9136.92 NOK Yes 10507.46 9136.92
CEDXBSE30P- SE30F 28373.63 N/A 28373.63 24672.72 SEK Yes 28373.63 24672.72
CEDXBUK100P- UK100F 5658.54 N/A 5658.54 4920.47 GBP Yes 5658.54 4920.47
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 9531.49 N/A 9531.49 8288.25 USD No 9531.49 8288.25
CFEIBXXIBIG- IBIG 11668.07 N/A 11668.07 10146.15 USD Yes 11668.07 10146.15
CFEVIX- VX 8497.52 N/A 8497.52 7389.15 USD Yes 25172.71 21889.31
CFEVIX- VX46 8904.51 N/A 8904.51 7743.05 USD No 27877.92 24241.67
CFEVIX- VX48 8904.51 N/A 8904.51 7743.05 USD No 26965.30 23448.08
CFEVIX- VX49 8904.51 N/A 8904.51 7743.05 USD No 26965.30 23448.08
CFEVIX- VX50 8904.51 N/A 8904.51 7743.05 USD No 26965.30 23448.08
CFEVIX- VX52 7864.74 N/A 7864.74 6838.90 USD No 23298.18 20259.29
CFEVXM- VXM 898.773 N/A 898.773 781.542 USD No 2724.28 2368.94
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 2966.74 N/A 2966.74 2579.78 USD Yes 2966.74 2579.78
CMEGBP- 6B 2687.41 N/A 2687.41 2336.87 USD Yes 2687.41 2336.87
CMECAD- 6C 1644.63 N/A 1644.63 1430.11 USD Yes 1644.63 1430.11
CMEEUR- 6E 4271.48 N/A 4271.48 3714.33 USD Yes 4271.48 3714.33
CMEJPY- 6J 4140.03 N/A 4140.03 3600.03 USD Yes 4140.03 3600.03
CMEBRE- 6L 1784.58 N/A 1784.58 1297.875 USD Yes 2 1784.58 1297.875
CMEMXP- 6M 2300.00 N/A 2300.00 2000.00 USD Yes 2300.00 2000.00
CMENZD- 6N 2535.36 N/A 2535.36 2204.66 USD Yes 2 2535.36 2204.66
CMERUR *- 6R 29698.75 N/A 29698.75 25825 USD Yes 2 29698.75 25825
CMECHF- 6S 5290.02 N/A 5290.02 4600.02 USD Yes 5290.02 4600.02
CMEZAR- 6Z 2235.89 N/A 2235.89 1944.25 USD No 2235.89 1944.25
CMEACDX- ACD 14667.33 N/A 14667.33 12754.20 CAD No 14667.33 12754.20
CMEAJY- AJY 2253269.15 N/A 2253269.15 1959118.28 JPY No 2253269.55 1959118.28
CMEBRRNY- BFF 1445.55 N/A 1445.55 1257.00 USD No 1445.55 1257.00
CMEBQX- BIO 25485.58 N/A 25485.58 22161.37 USD No 25485.58 22161.37
CMEBOS- BOS 4841.50 N/A 4841.50 4210.00 USD No 4841.50 4210.00
CMEBRR- BTC 166822.78 N/A 166822.78 142990.95 USD Yes 166822.78 142990.95
CMEBTCEURRR- BTE 236670 N/A 236670 205800 EUR No 473340 411600
CMECB- CB 5658.00 N/A 5658.00 4920.00 USD No 5658.00 4920.00
CMECHI- CHI 2967.00 N/A 2967.00 2580.00 USD No 2967.00 2580.00
CMECLP- CHP 7199.25 N/A 7199.25 6251.52 USD No 7189.25 6251.52
CMECJY- CJY 3001767.86 N/A 3001767.86 2610232.92 JPY No 3001768.46 2610232.92
CMECNH- CNH 29771.68 N/A 29771.68 25887.28 CNH No 29771.68 25887.28
CMECSC- CSC 6809.50 N/A 6809.50 5921.30 USD No 6809.50 5921.30
CMECUS- CUS 5031.25 N/A 5031.25 4375 USD No 5031.25 4375
CMECZK- CZK 22592.48 N/A 22592.48 19645.64 USD Yes 2 22592.48 19645.64
CMEDA- DC 4829.47 N/A 4829.47 4199.54 USD Yes 4829.47 4199.54
CMEDEN- DEN 4533.88 N/A 4533.88 3942.50 USD No 4533.87 3942.50
CMEDY- DY 4448.02 N/A 4448.02 3867.84 USD No 4448.02 3867.84
CMEE7- E7 2135.74 N/A 2135.74 1857.17 USD No 2135.74 1857.17
CMEEAD- EAD 16565.19 N/A 16565.19 14404.00 AUD No 16565.19 14404.00
CMEECD- ECD 10990.13 N/A 10990.13 9552.56 CAD No 10990.13 9552.56
CMEECK- ECK 9069.82 N/A 9069.82 7886.80 EUR No 9069.82 7886.80
CMEEHF- EHF 9189.80 N/A 9189.80 7991.13 EUR Yes 2 9189.80 7991.13
CMEEMD- EMD 24723.41 N/A 24723.41 21498.55 USD Yes 2 24723.42 21498.55
CMENIY- ENY 209405.02 182001.15 299150.02 260001.64 JPY No 299150.02 260001.64
CMEEPZ- EPZ 9241.59 N/A 9241.59 8036.17 EUR Yes 2 9241.59 8036.17
CMEES- ES 11242 10220 16060 14600 USD Yes 16060 14600
CMESPXESUP- ESG 20858.39 N/A 20858.39 18134.69 USD No 20858.40 18134.69
CMEESTR- ESR 201.25 N/A 201.25 175.00 EUR No 201.253 175.00
CMEETHEURRR- ETE 91123.125 N/A 91123.125 79237.50 EUR No 182246.25 158475
CMEETHUSDRR- ETH 105035.46 N/A 105035.46 91334.375 USD Yes 210070.92 182668.75
CMEGSCI- GD 29875.88 N/A 29875.88 25979.03 USD No 29875.88 25979.03
CMEGDK- GDK 1636.52 N/A 1636.52 1423.06 USD No 1636.52 1423.06
CMEGF- GF 8854.99 N/A 8854.99 7699.99 USD Yes 8854.99 7699.99
CMENF- GNF 8215.58 N/A 8215.58 7143.98 USD No 8215.58 7143.98
CMEHE- HE 3935.74 N/A 3935.74 3422.38 USD Yes 3935.74 3422.38
CMEHUF- HUF 14507.83 N/A 14507.83 12615.50 USD Yes 2 14513.83 12615.50
CMEIBAA- IBV 26812.27 N/A 26812.27 23315.02 USD No 26812.27 23315.02
CMEILS- ILS 36746.25 N/A 36746.25 31953.26 USD Yes 2 36746.25 31953.26
CMEJ7- J7 2070.02 N/A 2070.02 1800.02 USD No 2070.02 1800.02
CMEKRW- KRW 17436.16 N/A 17436.16 15161.875 USD Yes 2 12673.12 11020.11
CMELAV- LAV 4355.625 N/A 4355.625 3787.50 USD No 4355.625 3787.50
CMELAX- LAX 6284.75 N/A 6284.75 5465.00 USD No 6284.75 5465.00
CMELBR- LBR 3171.41 N/A 3171.41 2757.50 USD No 3171.41 2757.50
CMELE- LE 4240.27 N/A 4240.27 3687.20 USD Yes 4240.27 3687.20
CMEM2K- M2K 638.225 554.978 911.75 792.826 USD No 911.75 792.826
CMEM6A- M6A 296.674 N/A 296.674 257.978 USD No 296.674 257.978
CMEM6B- M6B 268.741 N/A 268.741 233.687 USD No 268.741 233.687
CMEM6E- M6E 427.148 N/A 427.148 371.433 USD No 427.148 371.433
CMEMBT- MBT 3336.46 N/A 3336.46 2859.82 USD Yes 3336.46 2859.82
CMEMCD- MCD 164.463 N/A 164.463 143.011 USD No 164.463 143.011
CMEMES- MES 1124.20 1022 1606 1460 USD Yes 1606 1460
CMEMET- MET 210.069 N/A 210.069 182.669 USD Yes 420.138 365.3375
CMEMIA- MIA 6342.25 N/A 6342.25 5515.00 USD No 6342.25 5515.00
CMEMIR- MIR 1361.11 N/A 1361.11 1183.40 USD No 1361.11 1183.40
CMEMNH- MNH 2981.37 N/A 2981.37 2592.50 CNH No 2981.37 2592.50
CMEMNI- MNI 113750.72 91000.57 162501.02 130000.82 JPY No 162501.02 130000.82
CMEMNK- MNK 1767.52 N/A 1767.52 1414.01 USD No 1767.52 1414.01
CMEMNQ- MNQ 1972.10 1792.82 2817.29 2561.17 USD Yes 2817.39 2561.17
CMEMSF- MSF 529.002 N/A 529.002 460.002 USD No 529.002 460.002
CMENIY- NIY 1046506.59 910005.73 1495009.41 1300008.18 JPY No 1495009.41 1300008.18
CMENKD- NKD 16261.22 N/A 16261.22 14140.09 USD No 16261.22 14140.09
CMENOK- NOK 24769.05 N/A 24769.05 21535.47 USD No 24769.05 21535.47
CMENQ- NQ 19721.03 17928.21 28172.90 25611.72 USD Yes 28173.91 25611.72
CMENYM- NYM 4513.75 N/A 4513.75 3925 USD No 4513.75 3925
CMEPJY- PJY 3179735.46 N/A 3179735.46 2764353.25 JPY No 3179735.33 2764353.25
CMEPLN- PLN 18662.76 N/A 18662.76 16228.49 USD Yes 2 18662.76 16228.49
CMEPSF- PSF 11740.50 N/A 11740.50 10209.13 CHF No 11740.50 10209.13
CMERF- RF 4760.99 N/A 4760.99 4139.93 CHF No 4760.99 4139.93
CMERMB- RMB 9232.38 N/A 9232.38 8028.15 USD Yes 2 9232.38 8028.15
CMERME- RME 9113.75 N/A 9113.75 7924.90 EUR Yes 2 9113.63 7924.90
CMERP- RP 5960.66 N/A 5960.66 5183.125 GBP No 5960.66 5183.125
CMERS1- RS1 15459.91 N/A 15459.91 13431.28 USD No 15459.91 13431.28
CMERSG- RSG 44358.40 N/A 44358.40 38564.71 USD No 44358.40 38564.71
CMERSV- RSV 10651.47 N/A 10651.47 9260.56 USD No 10651.47 9260.56
CMERTY- RTY 6382.25 5549.78 9117.50 7928.26 USD Yes 9117.50 7928.26
CMERY- RY 1229371.41 N/A 1229371.41 1069009.40 JPY Yes 2 1229371.28 1069009.40
CMESPXDIVAN- SDA 4975.91 N/A 4975.91 3762.50 USD No 4975.91 3762.50
CMESDG- SDG 6325 N/A 6325 5500 USD No 6325 5500
CMESEK- SEK 22384.91 N/A 22384.91 19462.65 USD No 22384.91 19462.65
CMESFR- SFR 5068.63 N/A 5068.63 4407.50 USD No 5068.63 4407.50
CMESGX- SG 255854.82 N/A 255854.82 222482.45 USD No 255854.82 222482.45
CMESIR- SIR 6805.05 N/A 6805.05 5917 USD No 6805.05 5917
CMESJY- SJY 4428355.66 N/A 4428355.66 3850743.40 JPY No 4428354.91 3850743.40
CMESMC- SMC 36035.91 N/A 36035.91 31335.57 USD No 36035.91 31335.57
CMESONIA- SON 1024.62 N/A 1024.62 890.977 GBP No 1024.62 890.977
CMESOFR1- SR1 386.241 N/A 386.241 335.855 USD No 386.233 335.855
CMESOFR3- SR3 393.057 N/A 393.057 341.784 USD Yes 393.052 341.784
CMESVX- SU 83993.45 N/A 83993.45 73037.78 USD No 83993.46 73037.78
CMETBF3- TBF3 587.85 N/A 587.85 511.171 USD No 587.847 511.171
CMEWDC- WDC 4709.25 N/A 4709.25 4095.00 USD No 4709.25 4095.00
CMEIXB- XAB 13291.96 N/A 13291.96 11556.59 USD No 13291.96 11556.59
CMEIXE- XAE 14969.33 N/A 14969.33 13015.97 USD No 14969.33 13015.97
CMESIXM- XAF 15752.03 N/A 15752.03 13696.51 USD No 15752.03 13696.51
CMEIXI- XAI 21106.52 N/A 21106.52 18351.34 USD No 21106.52 18351.34
CMESIXT- XAK 28643.86 N/A 28643.86 24904.08 USD No 28643.86 24904.08
CMEIXR- XAP 8021.10 N/A 8021.10 6974.43 USD No 8021.10 6974.43
CMESIXRE- XAR 5459.57 N/A 5459.57 4746.54 USD No 5459.57 4746.54
CMEIXU- XAU 11899.99 N/A 11899.99 10347.13 USD No 11899.99 10347.13
CMEIXV- XAV 15049.57 N/A 15049.57 13084.93 USD No 15049.57 13084.93
CMEIXY- XAY 50027.69 N/A 50027.69 43491.11 USD No 50027.69 43491.11
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
COMEXALI- ALI 9299.80 N/A 9299.80 8086.79 USD No 9299.80 8086.79
COMEXGC- GC 17549.08 N/A 17549.08 15260.07 USD Yes 17549.08 15260.07
COMEXHG- HG 11552.21 N/A 11552.21 10045.40 USD Yes 11552.21 10045.40
COMEXHRC- HRC 3209.97 N/A 3209.97 2791.28 USD No 3209.97 2791.28
COMEXMGC- MGC 1754.91 N/A 1754.91 1526.01 USD Yes 1754.91 1526.01
COMEXMHG- MHG 1155.22 N/A 1155.22 1004.54 USD No 1155.22 1004.54
COMEXQC- QC 5776.10 N/A 5776.10 5022.70 USD No 5776.10 5022.70
COMEXQI- QI 11001.55 N/A 11001.55 9566.56 USD No 11001.55 9566.56
COMEXQO- QO 8774.54 N/A 8774.54 7630.03 USD No 8774.54 7630.03
COMEXSGC- SGC 55435.99 N/A 55435.99 48205.21 CNH No 55436.01 48205.21
COMEXSGUF- SGU 6452.32 N/A 6452.32 5610.72 USD No 6452.32 5610.72
COMEXSI- SI 22003.09 N/A 22003.09 19133.13 USD Yes 22003.10 19133.13
COMEXSI- SIL 4400.62 N/A 4400.62 3826.63 USD No 4400.62 3826.63
COMEXUX- UX 2745.66 N/A 2745.66 2387.53 USD No 2745.66 2387.53
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 62164.40 N/A 62164.40 54056 EUR No 62164.40 54056
ENDEXTFM- TFM 17304.86 N/A 17304.86 15047.71 EUR Yes 17304.86 15047.71
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 10427.23 N/A 10427.23 9067.16 CHF No 11991.32 10427.23
EUREXKS200.EU- FBK2 6760993.99 5879125.21 9658562.845 8398750.30 KRW Yes 9658562.845 8398750.30
EUREXFBON- FBON 8630.55 N/A 8630.55 7504.03 EUR No 9925.14 8629.64
EUREXBTP- FBTP 3678.82 N/A 3678.82 3198.97 EUR Yes 4230.64 3678.82
EUREXBTS- FBTS 1076.66 N/A 1076.66 936.229 EUR No 1244.14 1081.86
EUREXDJUBS- FCCO 3351.36 N/A 3351.36 2914.23 USD No 3854.07 3351.36
EUREXKWY.EU- FCUW 1602064.97 N/A 1602064.97 1393099.98 KRW No 3204129.94 2786199.95
EUREXSD3ED- FD3D 2853.96 N/A 2853.96 2158.00 EUR No 2853.96 2158.00
EUREXDAX- FDAX 28318.49 24624.775 40454.99 35178.25 EUR Yes 41054.41 35699.49
EUREXDDAX- FDIV 10122.24 N/A 10122.24 7653.86 EUR Yes 2 11640.57 8801.94
EUREXDDXDIVPT- FDVD 2451.915 N/A 2451.915 1854 EUR No 2451.915 1854
EUREXDAX- FDXM 5663.70 4924.955 8091.00 7035.65 EUR No 8210.88 7139.90
EUREXDAX- FDXS 1132.74 984.991 1618.20 1407.13 EUR Yes 1642.18 1427.98
EUREXDBEA- FEBD 393.628 N/A 393.628 342.285 EUR No 391.504 340.438
EUREXDJSD- FEDV 4314.03 N/A 4314.03 3262 EUR Yes 2 4314.03 3262
EUREXESA- FESA 7776.60 N/A 7776.60 6761.45 EUR Yes 2 8943.09 7775.67
EUREXSX7E- FESB 658.621 572.714 940.887 818.1625 EUR Yes 932.149 810.564
EUREXSX4E- FESC 6130.34 N/A 6130.34 5330.73 EUR Yes 2 7049.89 6130.34
EUREXESE- FESE 1632.41 N/A 1632.41 1419.28 EUR Yes 2 1877.27 1632.17
EUREXESF- FESF 3259.25 N/A 3259.25 2834.13 EUR Yes 2 2656.20 2309.73
EUREXSXNE- FESG 6163.37 N/A 6163.37 5359.45 EUR Yes 2 6398.35 5563.79
EUREXSXDE- FESH 2529.81 N/A 2529.81 2199.83 EUR Yes 2 2909.28 2529.81
EUREXESI- FESI 2544.51 N/A 2544.51 2212.34 EUR Yes 2 2202.47 1914.94
EUREXESM- FESM 1401.32 N/A 1401.32 1218.54 EUR Yes 2 1414.44 1229.95
EUREXSXOE- FESN 2959.63 N/A 2959.63 2573.59 EUR Yes 2 2986.74 2597.17
EUREXSX3E- FESO 1719.04 N/A 1719.04 1494.82 EUR Yes 2 1976.90 1719.04
EUREXSXRE- FESR 3955.13 N/A 3955.13 3439.24 EUR Yes 2 4548.39 3955.13
EUREXSXPE- FESS 1144.93 N/A 1144.93 995.447 EUR Yes 2 1110.66 965.65
EUREXSXKE- FEST 947.592 N/A 947.592 823.50 EUR Yes 2 977.077 849.124
EUREXESU- FESU 1504.78 N/A 1504.78 1308.40 EUR Yes 1730.50 1504.66
EUREXSXTE- FESV 1019.20 N/A 1019.20 886.26 EUR Yes 2 1137.20 988.871
EUREXESTX50- FESX 2875.62 2500.54 4108.03 3572.20 EUR Yes 4724.24 4108.03
EUREXSX8E- FESY 14573.48 N/A 14573.48 12663.73 EUR Yes 2 16759.50 14563.29
EUREXSXQE- FESZ 6739.72 N/A 6739.72 5860.63 EUR Yes 2 7750.68 6739.72
EUREXEU3- FEU3 350.673 N/A 350.673 304.933 EUR Yes 350.673 304.933
EUREXDESX5- FEXD 2977.21 2251.20 4253.16 3216.00 EUR Yes 4253.16 3216.00
EUREXOMXH25- FFOX 10016.21 N/A 10016.21 8708.86 EUR Yes 2 11518.64 10015.19
EUREXGBL- FGBL 3073.49 N/A 3073.49 2672.60 EUR Yes 3534.51 3073.49
EUREXGBM- FGBM 2095.62 N/A 2095.62 1822.28 EUR Yes 2409.96 2095.62
EUREXGBS- FGBS 743.185 N/A 743.185 646.248 EUR Yes 854.663 743.185
EUREXGBX- FGBX 9001.65 N/A 9001.65 7827.52 EUR Yes 10351.90 9001.65
EUREXDJESL- FLCE 2085.28 N/A 2085.28 1812.30 EUR No 2313.98 2011.06
EUREXDJ200L- FLCP 2046.67 N/A 2046.67 1778.72 EUR No 2037.50 1770.75
EUREXDJESM- FMCE 2008.05 N/A 2008.05 1745.77 EUR No 2040.89 1774.32
EUREXM1CN- FMCH 2784.29 N/A 2784.29 2421.08 USD No 3443.32 2994.15
EUREXDJ200- FMCP 2173.66 N/A 2173.66 1889.795 EUR Yes 2 2044.79 1777.76
EUREXM1MS- FMEA 5414.02 N/A 5414.02 4707.84 USD No 5127.69 4458.86
EUREXM1EF- FMEM 5098.19 N/A 5098.19 4432.47 USD No 5862.92 5097.35
EUREXMXEU- FMEP 1487.68 N/A 1487.68 1293.63 EUR No 1710.83 1487.68
EUREXM7EU- FMEU 2567.55 N/A 2567.55 2232.44 EUR No 2108.62 1833.41
EUREXM1IN- FMIN 11372.63 N/A 11372.63 9888.61 USD No 10400.08 9042.97
EUREXMXJPUS- FMJP 5859.84 N/A 5859.84 5095.06 USD No 6019.92 5234.25
EUREXK200M.EU- FMK2 1349099.56 1173130.05 1927285.09 1675900.08 KRW No 1927284.90 1675899.89
EUREXM1TW- FMTW 7618.55 N/A 7618.55 6622.40 USD No 7789.36 6770.88
EUREXMBWO- FMWN 3811.09 N/A 3811.09 3313.93 EUR No 3347.44 2910.77
EUREXM1WO- FMWO 8892.82 N/A 8892.82 7732.85 USD No 8851.07 7696.55
EUREXMXWO- FMWP 3630.32 N/A 3630.32 3155.72 USD No 4174.87 3629.08
EUREXOAT- FOAT 3420.97 N/A 3420.97 2974.76 EUR No 3934.11 3420.97
EUREXDJESS- FSCE 1279.95 N/A 1279.95 1112.90 EUR No 1368.58 1189.96
EUREXDJ200S- FSCP 1449.54 N/A 1449.54 1260.39 EUR No 1472.63 1280.46
EUREXSXXPESGX- FSEG 1344.71 N/A 1344.71 1169.28 EUR No 1071.68 931.87
EUREXSLI- FSLI 4092.58 N/A 4092.58 3558.77 CHF Yes 2 4706.47 4092.58
EUREXSMIDP- FSMD 9789.15 N/A 9789.15 7402.00 CHF No 9789.15 7402.00
EUREXSMI- FSMI 5560.47 4835.19 7943.53 6907.42 CHF Yes 8804.37 7655.97
EUREXSMIM- FSMM 4056.96 N/A 4056.96 3526.21 CHF Yes 2 4665.50 4055.15
EUREXSMI- FSMS 556.047 483.519 794.353 690.742 CHF No 880.437 765.597
EUREXMDAX- FSMX 2588.06 N/A 2588.06 2250.37 EUR No 2228.87 1938.05
EUREXST3- FST3 125.224 N/A 125.224 108.89 EUR No 190.131 165.331
EUREXSXAP- FSTA 3715.94 N/A 3715.94 3231.22 EUR Yes 2 4273.33 3715.90
EUREXSX7P- FSTB 1296.53 N/A 1296.53 1127.40 EUR Yes 1213.52 1055.23
EUREXSX4P- FSTC 4944.60 N/A 4944.60 4298.07 EUR Yes 2 5325.57 4629.23
EUREXSXEP- FSTE 1514.34 N/A 1514.34 1316.81 EUR Yes 1635.61 1422.26
EUREXSXFP- FSTF 4487.00 N/A 4487.00 3899.68 EUR Yes 2 3929.65 3415.28
EUREXSXNP- FSTG 4123.35 N/A 4123.35 3585.06 EUR Yes 2 4126.62 3587.90
EUREXSXDP- FSTH 3474.94 N/A 3474.94 3021.57 EUR Yes 2 3996.18 3474.80
EUREXSXIP- FSTI 2387.03 N/A 2387.03 2075.60 EUR Yes 2 2051.57 1783.91
EUREXSX86P- FSTL 778.875 N/A 778.875 677.268 EUR No 895.706 778.858
EUREXSXMP- FSTM 1645.50 N/A 1645.50 1430.37 EUR Yes 2 1748.04 1519.50
EUREXSXOP- FSTN 3323.84 N/A 3323.84 2890.06 EUR Yes 2 3220.56 2800.26
EUREXSX3P- FSTO 2102.15 N/A 2102.15 1827.81 EUR Yes 2 2417.47 2101.98
EUREXSXRP- FSTR 1781.89 N/A 1781.89 1548.53 EUR Yes 2 2049.17 1780.81
EUREXSXPP- FSTS 3788.89 N/A 3788.89 3294.66 EUR Yes 4046.38 3518.55
EUREXSXKP- FSTT 666.153 N/A 666.153 579.25 EUR Yes 2 733.07 637.437
EUREXSX6P- FSTU 1405.13 N/A 1405.13 1221.84 EUR Yes 1615.90 1405.11
EUREXSXTP- FSTV 1218.25 N/A 1218.25 1059.29 EUR Yes 2 1309.12 1138.31
EUREXSTX- FSTX 3212.95 N/A 3212.95 2793.82 EUR Yes 2 3267.14 2840.94
EUREXSX8P- FSTY 7390.02 N/A 7390.02 6425.57 EUR Yes 2 8498.52 7389.40
EUREXSXQP- FSTZ 4237.25 N/A 4237.25 3684.08 EUR Yes 2 4872.83 4236.69
EUREXESTX50- FSXE 287.562 250.054 410.803 357.22 EUR No 472.424 410.803
EUREXTDX- FTDX 7441.85 N/A 7441.85 6471.17 EUR Yes 2 8558.13 7441.85
EUREXV2TX- FVS 859.395 N/A 859.395 747.30 EUR Yes 2505.22 2178.45
EUREXDJES- FXXE 2014.13 N/A 2014.13 1750.915 EUR No 2149.40 1868.51
EUREXDJ600- FXXP 1362.15 1184.48 1945.93 1692.11 EUR Yes 2201.51 1914.35
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 10234.79 N/A 10234.79 8899.82 EUR No 10234.79 8899.82
FTAEOE- FTI 11329.55 9851.78 16185.07 14073.98 EUR Yes 13617.43 11841.25
FTAEOE- MFA 1132.96 985.178 1618.51 1407.40 EUR No 1361.74 1184.12
Hong Kong Futures Exchange (HKFE)

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

Exchange 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 86912.39 N/A 86912.39 75575.99 HKD No 86912.39 75575.99
HKFECNH- CUS 24821.37 N/A 24821.37 21583.80 CNH Yes 24821.37 21583.80
HKFEHHIDPI- DHH 3347.64 N/A 3347.64 2531.30 HKD No 3347.64 2531.30
HKFEHSIDPI- DHS 10711.59 N/A 10711.59 8099.50 HKD No 10711.59 8099.50
HKFEGDR- GDR 111999.99 N/A 111999.99 97391.28 CNH No 111999.97 97391.28
HKFEGDU- GDU 16296.95 N/A 16296.95 14171.26 USD No 16296.95 14171.26
HKFEHHI.HK 3- HHI 35529.48 30895.20 50756.40 44136 HKD Yes 50756.40 44136
HKFEHSI- HSI 86937.14 75597.52 124195.92 107996.45 HKD Yes 124195.92 107996.45
HKFEHSTECH- HTI 30731.95 26723.44 43902.79 38176.34 HKD Yes 43902.79 38176.34
HKFEMCA- MCA 5447.47 4736.93 7782.10 6767.04 USD No 7782.10 6767.04
HKFEMCH.HK- MCH 7105.90 6179.04 10151.28 8827.20 HKD Yes 10151.28 8827.20
HKFEMCS- MCS 6726.36 N/A 6726.36 5848.60 CNH No 6726.36 5848.60
HKFEMHI- MHI 17387.43 15119.50 24839.18 21599.29 HKD Yes 24839.18 21599.29
HKFEMID.HK- MIA 1555.41 N/A 1555.41 1352.53 USD No 1555.41 1352.53
HKFEMND- MND 3450.63 N/A 3450.63 3000.49 USD No 3450.63 3000.49
HKFEMTW- MTW 6921.88 N/A 6921.88 6018.90 USD No 6921.89 6018.90
HKFEVHSI- VHS 66843.75 N/A 66843.75 58125 HKD No 108243.75 94125
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
ICEEUSG- G 3715.26 N/A 3715.26 3230.66 GBP No 3715.25 3230.66
ICEEUH- H 6048.65 N/A 6048.65 5259.69 GBP No 6048.65 5259.69
ICEEUI- I 634.52 N/A 634.52 551.75 EUR Yes 634.5125 551.75
ICEEUNDUEBRAF- MCG 5853.48 N/A 5853.48 5089.20 USD No 5853.49 5089.20
ICEEUO- O 5254.56 N/A 5254.56 4569.18 EUR No 5254.56 4569.18
ICEEUP- P 9486.55 N/A 9486.55 8249.17 EUR No 9486.55 8249.17
ICEEUR- R 4421.49 N/A 4421.49 3844.78 GBP No 4421.49 3844.78
ICEEUSRFXON3- SA3 514.975 N/A 514.975 447.80 CHF No 514.97 447.80
ICEEUSONIA.N- SO3 1079.28 N/A 1079.28 938.50 GBP Yes 1079.275 938.50
ICEEUSONIO.N- SOA 833.822 N/A 833.822 725.058 GBP No 833.817 725.058
ICEEUTWS- TWS 2335.08 N/A 2335.08 2030.51 EUR No 2335.09 2030.51
ICEEUF1DV- XZ 1367.85 N/A 1367.85 1034.29 GBP No 1367.85 1034.29
ICEEUY- Y2 4373.87 N/A 4373.87 3803.21 GBP No 4373.87 3803.21
ICEEUZ- Z 4063.92 3533.85 5805.60 5048.35 GBP Yes 5805.61 5048.35
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 10419 N/A 10419 9060 GBP No 10419 9060
ICEEUSOFTD- RC 6877 N/A 6877 5980 USD No 6877 5980
ICEEUSOFTT- T 1849.83 N/A 1849.83 1607.74 GBP No 1849.83 1607.74
ICEEUSOFTW- W 2331.31 N/A 2331.31 2027.22 USD No 2331.31 2027.22
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 8900.23 N/A 8900.23 7739.33 USD No 8900.23 7739.33
ICEUSEJ- KEJ 23471499.86 N/A 23471499.86 20409999.875 JPY No 23471499.86 20409999.875
ICEUSEO- KEO 11653.28 N/A 11653.28 10133.29 USD No 11653.28 10133.29
ICEUSECD- KEP 12956.39 N/A 12956.39 11266.43 CAD No 12956.39 11266.43
ICEUSGB- KGB 6539.94 N/A 6539.94 5686.91 GBP No 6539.94 5686.91
ICEUSEAD- KRA 18514.63 N/A 18514.63 16099.67 AUD No 18514.63 16099.67
ICEUSRZ- KRZ 7346.15 N/A 7346.15 6387.96 CHF No 7346.15 6387.96
ICEUSZY- KZY 4428355.66 N/A 4428355.66 3850743.40 JPY No 4428354.91 3850743.40
ICEUSMP- MP 8062.22 N/A 8062.22 7010.62 USD No 8062.22 7010.62
ICEUSSS- SS 12151.50 N/A 12151.50 10566.52 CHF No 12151.50 10566.52
ICEUSSY- SY 3351978.57 N/A 3351978.57 2914763.86 JPY No 3351978.44 2914763.86
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 2450.59 N/A 2450.59 1853 EUR No 2450.59 1853
IDEMFTMIB- FIB 16810.47 14617.80 24014.96 20882.575 EUR Yes 24014.96 20882.575
IDEMFTMIB- MICR 672.419 584.712 960.598 835.303 EUR No 960.598 835.303
IDEMFTMIB- MIN 3362.09 2923.56 4802.99 4176.515 EUR No 4802.99 4176.515
IDEMSRGB- SRG7 1002.08 N/A 1002.08 801.661 EUR No 1002.08 801.662
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 35176.67 N/A 35176.67 30588.41 USD No 35176.67 30588.41
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250.00 13000
IPEGOIL- GOIL 8798.40 N/A 8798.40 7038.72 USD No 8798.40 7038.72
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 34551.81 N/A 34551.81 30045.05 USD No 34551.81 30045.05
IPENGF- NGF 7229.82 N/A 7229.82 6286.80 GBP No 34273.60 6286.80
IPERBOB- RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTI- WTI 15471.79 N/A 15471.79 12377.43 USD Yes 15471.79 12377.43
Korea Stock Exchange (KSE)

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

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200- 01 6760993.99 5879125.21 9658562.845 8398750.30 KRW Yes 9658565.85 8398750.30
KSEK200M- 05 1352239.40 1175860.02 1931770.57 1679800.03 KRW Yes 1931770.04 1679800.03
KSEKOSDQ150- 06 1237905.29 880530.02 1768436.125 1257900.02 KRW No 1768436.125 1257900.02
KSE005930- 11 171917.69 N/A 171917.69 137534.15 KRW No 173054.28 137534.15
KSE017670- 12 176606.35 N/A 176606.35 141285.08 KRW No 176746.66 141285.08
KSE005490- 13 973679.30 N/A 973679.30 778943.44 KRW No 974452.88 778943.44
KSE030200- 14 141674.19 N/A 141674.19 111027.57 KRW No 138784.46 111027.57
KSE015760- 15 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE005380- 16 659538.77 N/A 659538.77 527631.02 KRW No 660062.76 527631.02
KSE016360- 17 149013.93 N/A 149013.93 116904.02 KRW No 146130.03 116904.02
KSE055550- 18 178466.03 N/A 178466.03 141285.08 KRW No 176606.35 141285.08
KSE000270- 19 297463.49 N/A 297463.49 236558.73 KRW No 295698.41 236558.73
KSE012330- 20 804877.97 N/A 804877.97 636408.01 KRW No 795510.01 636408.01
KSE006400- 22 867343.83 N/A 867343.83 686420.39 KRW No 858025.49 686420.39
KSE009150- 23 354058.09 N/A 354058.09 281069.79 KRW No 351337.23 281069.79
KSE066570- 24 281007.28 N/A 281007.28 224805.82 KRW No 283230.53 224805.82
KSE036460- 28 126431.71 N/A 126431.71 100024.83 KRW No 125031.04 100024.83
KSE004020- 32 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE003550- 34 238934.61 N/A 238934.61 187296.50 KRW No 234120.63 187296.50
KSE078930- 35 134741.30 N/A 134741.30 104275.89 KRW No 130344.86 104275.89
KSE033780- 36 383041.70 N/A 383041.70 305075.74 KRW No 381344.68 305075.74
KSE009540- 39 614606.42 N/A 614606.42 484870.39 KRW No 606087.99 484870.39
KSE086790- 40 195019.47 N/A 195019.47 154538.37 KRW No 193172.96 154538.37
KSE096770- 41 343877.25 N/A 343877.25 271317.36 KRW No 339146.70 271317.36
KSE001040- 42 302262.55 N/A 302262.55 241810.04 KRW No 303502.71 241810.04
KSE034220- 45 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE105560- 46 291529.22 N/A 291529.22 231807.56 KRW No 289759.45 231807.56
KSE051910- 47 954480.94 N/A 954480.94 760188.75 KRW No 950235.94 760188.75
KSE006800- 48 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE042670- 49 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE000660- 50 621135 N/A 621135 481619.57 KRW No 621135 481619.57
KSE006360- 51 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE139480- 54 187148.24 N/A 187148.24 149037.00 KRW No 186296.25 149037.00
KSE161390- 55 121279.64 N/A 121279.64 93898.31 KRW No 117372.89 93898.31
KSE035420- 56 552699.50 N/A 552699.50 440109.26 KRW No 550136.57 440109.26
KSE003490- 57 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE3KTB- 65 1043920.15 N/A 1043920.15 907756.65 KRW No 1043922.15 907756.65
KSEFLKTB- 67 3306532.53 N/A 3306532.53 2875245.68 KRW No 3306535.53 2875245.68
KSEKWY- 75 1602065.21 N/A 1602065.21 1393099.98 KRW No 3204129.94 2786199.95
KSE032640- B0 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE010950- B2 184526.31 N/A 184526.31 144535.89 KRW No 180669.86 144535.89
KSE010130- B3 4809375 N/A 4809375 3206250 KRW No 4809375 3206250
KSE024110- B4 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE001680- B6 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE047050- B7 160350.93 N/A 160350.93 126781.47 KRW No 158476.84 126781.47
KSE034020- B9 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE023530- BA 201707.16 N/A 201707.16 154288.31 KRW No 192860.39 154288.31
KSE011170- BB 255052.44 N/A 255052.44 197799.10 KRW No 247248.88 197799.10
KSE032830- BD 323205.25 N/A 323205.25 258564.20 KRW No 329462.04 258564.20
KSE010140- BF 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE029780- BG 128837.18 N/A 128837.18 101150.12 KRW No 126437.65 101150.12
KSE036570- BJ 667768.14 N/A 667768.14 522629.77 KRW No 653287.21 522629.77
KSE000080- BK 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE071050- BL 250367.51 N/A 250367.51 194048.18 KRW No 242560.23 194048.18
KSE047810- BM 217071.57 N/A 217071.57 169792.15 KRW No 212240.19 169792.15
KSE000720- BN 89709.77 N/A 89709.77 71767.82 KRW No 89781.05 71767.82
KSE011210- BP 129407.13 N/A 129407.13 103525.70 KRW No 129509.95 103525.70
KSE008770- BQ 121280.11 N/A 121280.11 97024.09 KRW No 121876.47 97024.09
KSE035250- BS 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE138930- BT 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE139130- BV 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE114090- BW 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE001120- BX 89084.62 N/A 89084.62 71267.70 KRW No 90655.40 71267.70
KSE011070- BY 521066.89 N/A 521066.89 416853.52 KRW No 529480.85 416853.52
KSE005940- BZ 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE034730- C1 470625.36 N/A 470625.36 365590.78 KRW No 456988.48 365590.78
KSE001740- C2 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE011780- C3 363932.05 N/A 363932.05 282570.16 KRW No 353212.70 282570.16
KSE018260- C5 419791.75 N/A 419791.75 335833.40 KRW No 420125.27 335833.40
KSE090430- C6 372175.92 N/A 372175.92 291572.40 KRW No 364465.50 291572.40
KSE030000- C7 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE028260- C8 380855.40 N/A 380855.40 303325.31 KRW No 379156.64 303325.31
KSE000880- C9 91419.32 N/A 91419.32 72392.97 KRW No 90491.22 72392.97
KSE088350- CA 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE086280- CC 369614.26 N/A 369614.26 290322.09 KRW No 362902.61 290322.09
KSE010620- CD 352496.43 N/A 352496.43 279819.47 KRW No 349774.34 279819.47
KSE001450- CE 95917.96 N/A 95917.96 74393.47 KRW No 92991.84 74393.47
KSE035720- CF 106254.96 N/A 106254.96 84270.93 KRW No 105338.66 84270.93
KSE046890- CJ 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE069080- CK 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE096530- CL 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE022100- CN 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE068270- CP 547765.25 N/A 547765.25 435358.09 KRW No 544197.61 435358.09
KSE122870- CQ 142238.57 N/A 142238.57 108276.88 KRW No 135346.11 108276.88
KSE051900- CR 1084644.34 N/A 1084644.34 867715.47 KRW No 1125506.06 867715.47
KSE002790- CS 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE000810- CT 1103467.44 N/A 1103467.44 871466.41 KRW No 1089333.01 871466.41
KSE008930- CV 121937.17 N/A 121937.17 92022.85 KRW No 115028.56 92022.85
KSE021240- CW 193833.18 N/A 193833.18 152787.94 KRW No 190984.92 152787.94
KSE128940- CX 1073796.21 N/A 1073796.21 847710.47 KRW No 1059638.09 847710.47
KSE018880- CY 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE005830- D0 339771.85 N/A 339771.85 271817.48 KRW No 340041.81 271817.48
KSE097950- D1 814264.65 N/A 814264.65 651411.72 KRW No 834911.60 651411.72
KSE009240- D2 167035.87 N/A 167035.87 130532.41 KRW No 163165.52 130532.41
KSE002380- D3 759563.57 N/A 759563.57 607650.86 KRW No 765167.06 607650.86
KSE007070- D4 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE012750- D5 207077.03 N/A 207077.03 161790.17 KRW No 202237.71 161790.17
KSE000100- D6 584325 N/A 584325 389550 KRW No 584325 389550
KSE051600- D7 141235.84 N/A 141235.84 112277.88 KRW No 140347.35 112277.88
KSE069960- D8 137957.74 N/A 137957.74 107651.73 KRW No 134564.66 107651.73
KSE004370- DA 1103398.93 N/A 1103398.93 882719.14 KRW No 1109275.59 882719.14
KSE079550- DB 853860 N/A 853860 665165.16 KRW No 853860 665165.16
KSE204320- DC 125026.22 N/A 125026.22 98899.55 KRW No 123624.44 98899.55
KSE004170- DD 427918.75 N/A 427918.75 342335 KRW No 439258.73 342335
KSE161890- DE 186712.62 N/A 186712.62 146286.32 KRW No 182857.90 146286.32
KSE111770- DG 131931.71 N/A 131931.71 100024.83 KRW No 125031.04 100024.83
KSE006650- DJ 290384.59 N/A 290384.59 232307.68 KRW No 303615.31 232307.68
KSE192820- DK 440636.30 N/A 440636.30 349586.80 KRW No 436983.50 349586.80
KSE039130- DN 158539.97 N/A 158539.97 124530.92 KRW No 155663.65 124530.92
KSE086900- DP 431982.28 N/A 431982.28 345585.82 KRW No 433325.47 345585.82
KSE078340- DR 131282.59 N/A 131282.59 105026.07 KRW No 131386.90 105026.07
KSE035760- DT 170354.80 N/A 170354.80 136283.84 KRW No 172490.14 136283.84
KSE056190- DV 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE241560- DW 125807.04 N/A 125807.04 99524.71 KRW No 124405.88 99524.71
KSE017800- DY 160789.29 N/A 160789.29 125531.17 KRW No 156913.96 125531.17
KSE105630- DZ 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE240810- E0 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE091700- E3 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE041510- E4 234997.63 N/A 234997.63 186546.31 KRW No 233182.89 186546.31
KSE251270- E5 158164.27 N/A 158164.27 126531.42 KRW No 158289.93 126531.42
KSE003670- E8 651990 N/A 651990 515127.89 KRW No 654421.47 515127.89
KSE178920- EA 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE316140- EB 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE009420- EE 144567.14 N/A 144567.14 115653.71 KRW No 144682.01 115653.71
KSE035900- EF 170979.96 N/A 170979.96 136783.96 KRW No 172115.80 136783.96
KSE028670- EH 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE011790- EJ 408576 N/A 408576 304075.49 KRW No 408576 304075.49
KSE093370- EL 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE375500- ER 94554.72 N/A 94554.72 75643.78 KRW No 95629.85 75643.78
KSE207940- ES 3155155.70 N/A 3155155.70 2518125.16 KRW No 3147656.45 2518125.16
KSE028050- ET 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE272210- EV 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE293490- EX 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE247540- EY 477306.01 N/A 477306.01 381844.80 KRW No 481685.22 381844.80
KSE253450- EZ 121123.83 N/A 121123.83 96899.06 KRW No 121220.06 96899.06
KSE278280- F0 154512.56 N/A 154512.56 118904.52 KRW No 148630.65 118904.52
KSE200130- F1 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE036540- F2 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE060250- F3 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE000250- F4 418228.86 N/A 418228.86 334583.09 KRW No 418561.13 334583.09
KSE373220- F5 1300322.85 N/A 1300322.85 1040258.28 KRW No 1306355.96 1040258.28
KSE323410- F6 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE377300- F7 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE259960- F8 1011645.42 N/A 1011645.42 793947.11 KRW No 992433.89 793947.11
KSE302440- F9 154257.06 N/A 154257.06 123405.64 KRW No 157879.61 123405.64
KSE011200- FA 87556.25 N/A 87556.25 70045 KRW No 87556.25 70045
KSE361610- FB 90647.50 N/A 90647.50 72518.00 KRW No 97219.52 72518.00
KSE352820- FC 629658.53 N/A 629658.53 500124.18 KRW No 625155.22 500124.18
KSE329180- FD 677138.05 N/A 677138.05 530131.64 KRW No 662664.55 530131.64
KSE402340- FE 300024 N/A 300024 231557.50 KRW No 300024 231557.50
KSE326030- FF 355088.16 N/A 355088.16 284070.53 KRW No 358370.30 284070.53
KSE383220- FG 165040.98 N/A 165040.98 132032.78 KRW No 177172.10 132032.78
KSE267250- FH 246496.26 N/A 246496.26 188546.82 KRW No 235683.52 188546.82
KSE271560- FJ 309451.83 N/A 309451.83 247561.46 KRW No 310697.69 247561.46
KSE138040- FK 328831.64 N/A 328831.64 263065.31 KRW No 329092.91 263065.31
KSE263750- FL 119560.94 N/A 119560.94 95648.75 KRW No 120155.93 95648.75
KSE066970- FM 434017.50 N/A 434017.50 295323.32 KRW No 434017.50 295323.32
KSE112040- FN 139101 N/A 139101 99524.71 KRW No 139101 99524.71
KSE196170- FP 1577070 N/A 1577070 1114026.56 KRW No 1577070 1114026.56
KSE058470- FQ 525755.52 N/A 525755.52 420604.41 KRW No 532173.26 420604.41
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 6309.76 N/A 6309.76 5486.75 USD No 6309.76 5486.75
LMEOTCCA- CA 20920.89 N/A 20920.89 18191.79 USD No 20920.89 18191.79
LMEOTCPB- PB 4847.54 N/A 4847.54 4215.25 USD No 4847.54 4215.25
LMEOTCSNLME- SN 35450.30 N/A 35450.30 30803.86 USD No 35450.30 30803.86
LMEOTCZSLME- ZS 8279.75 N/A 8279.75 7199.78 USD No 8279.75 7199.78
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 800.836 N/A 800.836 696.379 EUR Yes 1402.86 1219.87
MATIFECO- ECO 2270.77 N/A 2270.77 1974.58 EUR Yes 3209.88 2791.20
MATIFEMA- EMA 1133.48 N/A 1133.48 985.561 EUR No 1381.56 1201.275
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 8050 7000 11500 10000 EUR No 11500 10000
MEFFRVIBEX- MIX 805 700 1150 1000 EUR Yes 1150 1000
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 12729.88 N/A 12729.88 11069.46 MXN No 17084.47 14856.06
MEXDEREURO- EU 35384.78 N/A 35384.78 30769.37 MXN No 40692.50 35384.78
MEXDERIPC- IPC 51177.02 N/A 51177.02 44499.64 MXN Yes 2 50879.13 44240.62
MEXDERIPC- MIP 10235.89 N/A 10235.89 8899.93 MXN No 10176.31 8848.12
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 5076.70 N/A 5076.70 4414.52 EUR No 5076.70 4414.52
MONEPEPRA- EPR 4318.70 N/A 4318.70 3754.49 EUR No 4966.51 4317.67
MONEPCAC40- FCE 5120.90 4452.95 7315.57 6361.36 EUR Yes 6401.41 5566.44
MONEPFEF- FEF 14572.91 N/A 14572.91 12672.10 EUR No 14572.91 12672.10
MONEPFEO- FEO 10993.08 N/A 10993.08 9559.20 EUR No 10993.08 9559.20
MONEPCAC40- MFC 512.09 445.295 731.557 636.136 EUR No 640.141 556.644
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 128714.55 N/A 128714.55 111925.65 INR Yes 8533.20 7420.18
NSEEURINR- EURINR 10381.05 N/A 10381.05 9027.00 INR No 10381.05 9027.00
NSENSEFIN- FINNIFTY 99056.25 N/A 99056.25 86135.75 INR Yes 3940.20 3426.26
NSEGBPINR- GBPINR 12520.625 N/A 12520.625 10887.50 INR No 12520.625 10887.50
NSEJPYINR- JPYINR 6351.14 N/A 6351.14 5522.50 INR No 6351.14 5522.50
NSEMIDCAPSEL- MIDCPNIFTY 94532.5 N/A 94532.5 82202 INR Yes 1879.14 1634.035
NSENIFTY50- NIFTY 85914.25 N/A 85914.25 74708 INR Yes 3414.35 2969.00
NSEUSDINR- USDINR 9709.74 N/A 9709.74 8443.25 INR Yes 9709.74 8443.25
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 261617.96 N/A 261617.96 227493.87 USD No 261617.97 227493.87
NYBOTCC- CC 13010.62 N/A 13010.62 11313.58 USD Yes 13010.62 11313.58
NYBOTCT- CT 3777.73 N/A 3777.73 3284.98 USD Yes 3777.73 3284.98
NYBOTDX- DX 2986.02 N/A 2986.02 2596.54 USD Yes 2986.02 2596.54
NYBOTNYFANG- FNG 8094.14 N/A 8094.14 7038.32 USD No 9308.25 8094.07
NYBOTKC- KC 13171.07 N/A 13171.07 11453.10 USD Yes 13171.07 11453.10
NYBOTOJ- OJ 18352.84 N/A 18352.84 15958.75 USD Yes 18352.84 15958.75
NYBOTRS- RS 1261.18 N/A 1261.18 1096.68 CAD No 1261.18 1096.68
NYBOTSB- SB 2286.16 N/A 2286.16 1987.96 USD Yes 2286.16 1987.96
NYBOTSF- SF 1726.13 N/A 1726.13 1500.80 USD No 1726.13 1500.80
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBB- BB 16250 N/A 16250 13000 USD No 16250.00 13000
NYMEXBZ- BZ 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXCL- CL 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXHH- HH 6784.86 N/A 6784.86 5899.88 USD No 6784.86 5899.88
NYMEXHHW- HHW 6784.86 N/A 6784.86 5899.88 USD No 6784.86 5899.88
NYMEXHO- HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHP- HP 6785.40 N/A 6785.40 5899.88 USD No 6785.40 5899.88
NYMEXMCL- MCL 1625 N/A 1625 1300 USD Yes 1625.00 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 678.486 N/A 678.486 589.988 USD No 678.486 589.988
NYMEXMRB- MRB 2081.28 N/A 2081.28 1665.02 USD No 2081.28 1665.02
NYMEXNG- NG 6784.86 N/A 6784.86 5899.88 USD Yes 6784.86 5899.88
NYMEXPA- PA 20093.57 N/A 20093.57 17472.67 USD No 20093.57 17472.67
NYMEXPL- PL 4991.83 N/A 4991.83 4340.72 USD No 4991.83 4340.72
NYMEXQG- QG 1696.22 N/A 1696.22 1474.97 USD No 1696.22 1474.97
NYMEXQM- QM 8125 N/A 8125 6500 USD No 8125.00 6500
NYMEXRB- RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTT- TT 10625.05 N/A 10625.05 9239.17 USD No 10625.05 9239.17
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 7899.95 N/A 7899.95 6869.09 USD No 9084.94 7899.45
NYSELIFFEM1EU- EU9 10990.68 N/A 10990.68 9557.12 USD No 12639.28 10990.68
NYSELIFFEM1JP- JPP 14757.72 N/A 14757.72 12832.80 USD No 16971.38 14757.72
NYSELIFFEMXEA- MFS 6117.43 5319.50 8739.18 7599.29 USD No 10050.07 8739.18
NYSELIFFEMXEF- MME 3292.87 2863.36 4704.10 4090.52 USD No 5409.71 4704.10
NYSELIFFEMXUS- MUN 58926.82 N/A 58926.82 51240.71 USD No 67765.85 58926.82
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 24534.59 N/A 24534.59 21334 SEK No 24534.59 21334
OMSOMXS30- OMXS30 17629.50 15330 25185 21900 SEK Yes 25185 21900
OMSLUPEB- ORRON.FWD 834.388 N/A 834.388 667.511 SEK No 4626.46 667.511
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 3680443.90 3200386 5257777 4571980 JPY Yes 4825693.25 4196255
OSE.JPNN225M- 225M 368044.39 320038.60 525777.70 457198 JPY Yes 482569.325 419625.50
OSE.JPNN225MC- 225MC 36804.44 32003.86 52577.77 45719.80 JPY No 48256.93 41962.55
OSE.JPNJPNK400- 400 175165.61 N/A 175165.61 152317 JPY No 201440.45 175164.55
OSE.JPNTPXC30- C30 117295.42 N/A 117295.42 101996.02 JPY No 117295.42 101996.02
OSE.JPNDJIA- DJIA 495406.48 N/A 495406.48 430762.78 JPY No 569717.46 495377.20
OSE.JPNJGB- JBL 1932810.67 N/A 1932810.67 1680704.93 JPY Yes 1919814.63 1669404.03
OSE.JPNMJ- JBLM 193281.07 N/A 193281.07 168070.49 JPY No 191981.46 166940.40
OSE.JPNTSEMOTHR- MOTH 58362.50 N/A 58362.50 50749.60 JPY No 67116.88 58362.04
OSE.JPNNKVI- NVI 129087.50 N/A 129087.50 112250 JPY No 221536 192640
OSE.JPNTSEREIT- REIT 183380.00 N/A 183380.00 159439.31 JPY No 210887.00 183355.20
OSE.JPNTOPX- TPX 1398590.12 1216165.32 1997985.89 1737379.03 JPY No 2297683.77 1997985.89
OSE.JPNMNTPX- TPXM 139859.01 121616.53 199798.59 173737.90 JPY No 229768.38 199798.59
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOIL- COIL 16250 N/A 16250 13000 USD No 16250.00 13000
QBALGOIEUGOIL- GOIL 8798.40 N/A 8798.40 7038.72 USD No 8798.40 7038.72
QBALGOIEUWTI- WTI 15471.79 N/A 15471.79 12377.43 USD No 15471.79 12377.43
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCC- CC 13010.62 N/A 13010.62 11313.58 USD No 13010.62 11313.58
QBALGOIUSCT- CT 3777.73 N/A 3777.73 3284.98 USD No 3777.73 3284.98
QBALGOIUSDX- DX 2986.02 N/A 2986.02 2596.54 USD No 2986.02 2596.54
QBALGOIUSKC- KC 13171.07 N/A 13171.07 11453.10 USD No 13171.07 11453.10
QBALGOIUSOJ- OJ 18352.84 N/A 18352.84 15958.75 USD No 18352.84 15958.75
QBALGOIUSSB- SB 2286.16 N/A 2286.16 1987.96 USD No 2286.16 1987.96
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 361102.67 N/A 361102.67 314002.28 JPY No 361102.62 314002.28
SGXAU- AU 2169.05 N/A 2169.05 1886.13 USD No 2169.05 1886.13
SGXXINA50- CN 1324.87 1152.06 1892.67 1645.80 USD No 1892.67 1645.80
SGXCY- CY 5946.63 N/A 5946.63 5170.98 USD No 5946.63 5170.98
SGXXIN0I- FCH 5245.20 N/A 5245.20 4560.93 USD No 5245.20 4560.93
SGXSCI- FEF 1452.93 N/A 1452.93 1263.42 USD No 1452.93 1263.42
SGXWIIDN- FID 1191.44 N/A 1191.44 1035.86 USD No 1191.44 1035.86
SGXFIVNM30- FVN 575.044 N/A 575.044 500.003 USD No 575.044 500.003
SGXINR- INR 9707.15 N/A 9707.15 8441.00 USD No 9707.15 8441.00
SGXINX- INX 9710.60 N/A 9710.60 8444.00 USD No 9710.60 8444.00
SGXIU- IU 2723.43 N/A 2723.43 2368.20 USD No 2723.43 2368.20
SGXSGB- JB 301369.08 N/A 301369.08 262055.59 JPY No 301369.18 262055.59
SGXKJ- KJ 390678.76 N/A 390678.76 339720.66 JPY No 390678.76 339720.66
SGXKRW- KRW 5492.68 N/A 5492.68 4770.81 USD No 5486.43 4770.81
SGXKU- KU 1100.14 N/A 1100.14 956.641 USD No 1097.27 954.151
SGXMUC- MUC 6207.50 N/A 6207.50 5397.825 CNH No 6207.50 5397.825
SGXNKYDIV- ND 1848855 N/A 1848855 1398000 JPY No 1848855 1398000
SGXSGXNK- NK 1077334.04 936812.21 1539048.63 1338303.15 JPY Yes 1539048.63 1338303.15
SGXSGXNKM- NS 215466.81 187362.44 307809.73 267660.63 JPY No 307809.73 267660.63
SGXN225U- NU 47768.35 N/A 47768.35 41537.69 USD No 47768.35 41537.69
SGXSSG- SGP 1501.28 1305.46 2144.68 1864.94 SGD Yes 2 2144.68 1864.94
SGXSND- SND 6777.17 N/A 6777.17 5888.67 SGD No 6777.17 5888.67
SGXSTI- ST 5130.61 N/A 5130.61 4461.40 SGD No 5130.61 4461.40
SGXTD- TD 2486.83 N/A 2486.83 2162.46 USD No 2486.83 2162.46
SGXTSR20- TF 828 N/A 828 720 USD No 828 720
SGXTONA- TONA 21853.94 N/A 21853.94 19002.99 JPY No 21853.44 19002.99
SGXSGXTU- TU 1956.33 N/A 1956.33 1701.16 USD No 1956.33 1701.16
SGXTWD- TWD 7457.04 N/A 7457.04 6484.38 USD No 7457.04 6484.38
SGXTWN- TWN 4025.00 3500.00 5750.00 5000.00 USD No 5750.00 5000.00
SGXUC- UC 24829.995 N/A 24829.995 21591.30 CNH Yes 24829.995 21591.30
SGXUJ- UJ 10944494.28 N/A 10944494.28 9516951.55 JPY No 10944496.28 9516951.55
SGXUS- US 1694.26 N/A 1694.26 1472.17 SGD No 1694.26 1472.17
SGXUY- UY 2188898.86 N/A 2188898.86 1903390.31 JPY No 2188899.26 1903390.31
SGXC52- YCDD 1398.83 N/A 1398.83 1119.06 SGD No 1414.24 1119.06
SGXD05- YDBS 4755.37 N/A 4755.37 3458.29 SGD No 4322.86 3458.29
SGXG13- YGEN 741.662 N/A 741.662 593.33 SGD No 802.181 593.325
SGXBN4- YKEP 3610.67 N/A 3610.67 2888.53 SGD No 3727.55 2888.53
SGXO39- YOCB 6466.01 N/A 6466.01 4824.74 SGD No 6030.92 4824.74
SGXZ74- YSTT 3051.14 N/A 3051.14 2440.91 SGD No 3333.86 2440.91
SGXY92- YTBE 966.975 N/A 966.975 773.58 SGD No 984.175 773.58
SGXU11- YUOB 7576.33 N/A 7576.33 5360.98 SGD No 6701.23 5360.99
SGXF34- YWIL 2947.86 N/A 2947.86 2358.29 SGD No 3239.82 2358.30
SGXBS6- YYZJ 22259.31 N/A 22259.31 5367.49 SGD No 8246.84 5367.50
SGXSAMMAANCA- ZIHF 187.50 N/A 187.50 150 USD No 187.50 150
SGXYESBANK- ZYES 100 N/A 100 80 USD No 100 80
SGXZEEL- ZZEE 500 N/A 500 400 USD No 500 400
The Small Exchange (SMFE)

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

Exchange SMFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SMFE10YSME- S10Y 422.625 N/A 422.625 350 USD No 422.625 350
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 13526.415 11762.10 19323.45 16803 AUD Yes 19323.45 16803
SNFEIB- IB 780.85 N/A 780.85 679.00 AUD No 780.852 679.00
SNFEIR- IR 2026.75 N/A 2026.75 1762.39 AUD No 2026.75 1762.39
SNFEXT- XT 3262.55 N/A 3262.55 2837.00 AUD No 3262.58 2837.00
SNFEYT- YT 1237.40 N/A 1237.40 1076 AUD No 1237.41 1076

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

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


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

Maintenance Margin Minimums

Futures:
50 USD /contract


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

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

Initial Margin Minimums

125% of Maintenance Margin


Notes

  • 4. The times listed in 'Intraday Start Time' and 'Intraday End Time' columns are shown in local exchange time.


Risk Margin Overview


What is risk based margining?

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


How are correlated risks offset?

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

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


What are my eligibility requirements?

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


What positions are eligible?

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




Portfolio Margin header

Portfolio Margin

Under SEC-approved Portfolio Margin rules and using our real-time margin system, our customers are able in certain cases to increase their leverage beyond Reg T margin requirements. For decades margin requirements for securities (stocks, options and single stock futures) accounts have been calculated under a Reg T rules-based policy. This calculation methodology applies fixed percents to predefined combination strategies. With Portfolio Margin, margin requirements are determined using a "risk-based" pricing model that calculates the largest potential loss of all positions in a product class or group across a range of underlying prices and volatilities. This model, known as the Theoretical Intermarket Margining System ("TIMS"), is applied each night to U.S. stocks, OCC stock and index options and U.S. single stock futures positions by the federally-chartered Options Clearing Corporation("OCC") and is disseminated by the OCC to participating brokerage firms each night. The minimum margin requirement in a Portfolio Margin account is static during the day because the OCC only disseminates the TIMS parameter requirements once per day.

However, Portfolio Margin compliance is updated by us throughout the day based on the real-time price of the equity positions in the Portfolio Margin account. Please note, at this time, Portfolio Margin is not available for U.S. commodities futures and futures options, U.S. bonds, Mutual Funds, or Forex positions, but U.S. regulatory bodies may consider inclusion of these products at a future date.

Portfolio or risk based margin has been utilized for many years in both commodities and many non-U.S. securities markets, with great success. Dependent upon the composition of the trading account, Portfolio Margin may require a lower margin than that required under Reg T rules, which translates to greater leverage. Trading with greater leverage involves greater risk of loss. There is also the possibility that, given a specific portfolio composed of positions considered as having higher risk, the requirement under Portfolio Margin may be higher than the requirement under Reg T. Part of the reasoning behind the creation of Portfolio Margin is that the margin requirements would more accurately reflect the actual risk of the positions in an account. Thus, it is possible that, in a highly concentrated account, a Portfolio Margin approach may result in higher margin requirements than under Reg T. One of the main goals of Portfolio Margin is to reflect the lower risk inherent in a balanced portfolio of hedged positions. Conversely, Portfolio Margin must assess proportionately larger margin for accounts with positions which represent a concentration in a relatively small number of stocks.



Portfolio Margin Eligibility


Customers must meet the following eligibility requirements to open a Portfolio Margin account:

  • An existing account must have at least USD 110,000 (or USD equivalent) in Net Liquidation Value to be eligible to upgrade to a Portfolio Margin account (in addition to being approved for uncovered option trading). Existing customers may apply for a Portfolio Margin account on the Account Type page in Account Management at any time and your account will be upgraded upon approval. New customers can apply for a Portfolio Margin account during the registration system process. It should be noted that if your account drops below USD 100,000 you will be restricted from doing any margin-increasing trades. Therefore if you do not intend to maintain at least USD 100,000 in your account, you should not apply for a Portfolio Margin account.
  • New customer accounts requesting Portfolio Margin may take up to 2 business days (under normal business circumstances) to have this capability assigned after initial account approval. It should be noted that if your account is subsequently funded with less than USD 100,000 in Net Liquidation Value (or USD equivalent), you will be restricted from doing any margin-increasing trades until the Net Liquidation Value exceeds USD 100,000. Existing customer accounts will also need to be approved and this may also take up to two business days after the request. Both new and existing customers will receive an email confirming approval.
  • Those institutions who wish to execute some trades away from us and use us as a prime broker will be required to maintain at least USD 6,000,000 (or USD equivalent).
  • Customers in Canada are not eligible for Portfolio Margin accounts due to IDA restrictions. In addition, all Canadian stock, stock options, index options, European stock, and Asian stock positions will be calculated under standard rules-based margin rules so Portfolio Margin will not be available for these products.
  • Non-U.S. Omnibus Broker (Long Position/Short Position) accounts are not eligible for Portfolio Margin accounts.
  • Accounts reporting equity below the USD 100,000 minimum will be subject to a margin surcharge, the effect of which will be to gradually transition the account to margin levels approximating those of the Reg. T methodology as equity continues to decline.

Portfolio Margin Mechanics


Under Portfolio Margin, trading accounts are broken into three component groups: Class groups, which are all positions with the same underlying; Product groups, which are closely related classes; and Portfolio groups, which are closely related products. Examples of classes would include IBM, SPX, and OEX. A product example would be a Broad Based Index composed of SPX, OEX, etc. A portfolio could include such products as Broad Based Indices, Growth Indices, Small Cap Indices, and FINRA Indices.

The portfolio margin calculation begins at the lowest level, the class. All positions with the same class are grouped and stressed (underlying price and implied volatility are changed) together with the following parameters:

  • A standardized stress of the underlying.
    • For stock, equity options, narrow based indices and single stock futures, the stress parameter is plus or minus 15%, with eight other points within that range.
    • For U.S. market small caps and FINRA market indices the stress parameter is plus 10%, minus 10% as well as eight other points in-between.
    • For Broad Based Indices and Growth indices the stress parameter is plus 6%, minus 8% as well as eight other points in-between.
  • A market-based stress of the underlying based on historical moves in Bloomberg pricing data.
  • For Broad Based Indices the implied volatility factor is increased 75% and decreased by 75%.
  • For all other classes, the implied volatility for each options class is increased by 150% and decreased by 150%

In addition to the stress parameters above the following minimums will also be applied:

  • Classes with large single concentrations will have a margin requirement of 30% applied to the concentrated position.
  • A USD 0.375 multiplied by the index per contract minimum is computed.
  • The same special margin requirements for OTCBB, Pink Sheet and low cap stocks that apply under Reg T, will still apply under Portfolio Margin.
  • Initial margin will be 110% of Maintenance Margin.

All of the above stresses are applied and the worst case loss is the margin requirement for the class. Then standard correlations between classes within a product are applied as offsets. As an example, within the Broad Based Index product 90% offset is allowed between SPX and OEX. Lastly standard correlations between products are applied as offsets. An example would be a 50% offset between Broad Based Indices and Small Cap Indices. For stocks and Single Stock Futures offsets are only allowed within a class and not between products and portfolios. After all the offsets are taken into account all the worst case losses are combined and this number is the margin requirement for the account. For a complete list of products and offsets, see the Appendix-Product Groups and Stress Parameters section at the end of this document.

Our real-time, intra-day margining system enables us to apply the Day Trading Margin Rules to Portfolio Margin accounts based on real-time equity, so Pattern Day Trading Accounts will always be able to trade based on their full, real-time buying power.

Because of the complexity of Portfolio Margin calculations it would be extremely difficult to calculate margin requirements manually. We encourage those interested in Portfolio Margin to use our TWS Portfolio Margin Demo to understand the impact of Portfolio Margin requirement under different scenarios.

Click here for the OCC's published list of Product Groups and Offset Parameters.



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


You can change your location setting by clicking here


Further Reading


See the following special articles and links, which describe important information on futures/options risk management and financial controls:

To learn more about trading on margin, go to our Education Center:

Go

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

  • If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.
  • Interactive Brokers Australia currently offers margin lending to all clients EXCEPT Self- managed Superannuation Fund account holders ("SMSF"). Click here for more information. For clients of Interactive Brokers Australia who are classified as retail, margin loans will be capped at AUD 50,000 (subject to change in IBKR Australia’s sole discretion). Once a client reaches that limit they will be prevented from opening any new margin increasing position. However, how much a client can borrow depends on a number of factors, including: the value of the money or assets contributed by the client as security; which financial products the client chooses to invest in, as we lend different amounts for different products under our risk-based model; and the maintenance margin requirement for the client’s portfolio. Once a client reaches their borrowing limit they will be prevented from opening any new margin increasing position. Closing or margin-reducing trades will be allowed. Refer to this link for information regarding margin accounts offered by IBKR Australia.