Futures & FOPs Margin Requirements

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Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin
  • 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
BELFOXBFXBEL 20 INDEX BXF 8132.01 N/A 8132.01 7071.31 EUR Yes 2 8132.01 7071.31
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.MYCRUDE PALM OIL - MY FCPO 8050 N/A 8050 7000 MYR No 8198.31 7128.96
BURSAMYFBMKLCIFKLI FKLI 4025.01 3500.00 5750.01 5000.00 MYR No 5750.01 5000.00
Chicago Board Of Trade (CBOT)

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

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y10 YEAR MICRO TREASURY YIELD 10Y 764.69 N/A 764.69 664.901 USD No 764.69 664.901
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1263.39 N/A 1263.39 1098.60 USD No 1263.39 1098.60
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 555.993 N/A 555.993 483.472 USD No 555.993 483.472
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 3017.43 N/A 3017.43 2623.86 USD No 3017.43 2623.86
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 854.218 N/A 854.218 742.753 USD No 854.218 742.753
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 3140.58 N/A 3140.58 2730.74 USD No 3140.58 2730.74
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 5006.47 N/A 5006.47 4349.33 USD No 5006.47 4349.33
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 5122.71 N/A 5122.71 4451.97 USD No 5122.71 4451.97
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 2870.90 N/A 2870.90 2496.44 USD Yes 2944.01 2560.01
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 623.143 N/A 623.143 541.676 USD No 623.168 541.676
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1154.41 N/A 1154.41 1003.63 USD No 1154.41 1003.63
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 1086.35 944.655 1551.93 1349.51 USD No 1492.70 1298
CBOTMZCMICRO CORN FUTURES MZC 175.731 N/A 175.731 152.81 USD No 163.082 141.81
CBOTMZLMICRO SOYBEAN OIL FUTURES MZL 380.899 N/A 380.899 331.214 USD No 406.875 353.801
CBOTMZMMICRO SOYBEAN MEAL FUTURES MZM 236.355 N/A 236.355 205.526 USD No 240.829 209.416
CBOTMZSMICRO SOYBEAN FUTURES MZS 346.781 N/A 346.781 301.549 USD No 348.623 303.15
CBOTMZWMICRO WHEAT FUTURES MZW 294.362 N/A 294.362 255.967 USD No 318.045 276.561
CBOTQDFSPOT-QUOTED DOW (CLEARED FUTURE) QDF 914.251 N/A 914.251 795.001 USD No 914.254 795.001
CBOTQDOWSPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES QDOW 915.245 N/A 915.245 795.861 USD No 915.241 795.861
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3860.32 N/A 3860.32 3356.67 USD No 3860.32 3356.67
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 4065.93 N/A 4065.93 3535.59 USD No 4066.18 3535.59
CBOTTWE20-YEAR U.S. TREASURY BOND TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUBULTRA TREASURY BOND UB 7415.60 N/A 7415.60 6448.35 USD Yes 7415.60 6448.35
CBOTYCMINI SIZED CORN FUTURES XC 351.462 N/A 351.462 305.619 USD No 326.164 283.621
CBOTYKMINI SIZED SOYBEAN FUTURES XK 693.563 N/A 693.563 603.098 USD No 697.246 606.301
CBOTYWMINI SIZED WHEAT FUTURES XW 588.724 N/A 588.724 511.934 USD No 636.09 553.122
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 373.752 N/A 373.752 325 USD No 373.825 325.065
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 891.25 N/A 891.25 775.00 USD No 891.715 775.404
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 1121.25 N/A 1121.25 975.00 USD No 1122.31 975.918
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 690.302 N/A 690.302 600 USD No 690.196 600.17
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 3085.41 N/A 3085.41 2682.97 USD No 4232.39 3680.34
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 10863.54 9446.55 15519.34 13495.08 USD Yes 14928.15 12981
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2759.27 N/A 2759.27 2398.92 USD No 2758.77 2398.92
CBOTZBUS TREASURY BOND ZB 5482.21 N/A 5482.21 4767.14 USD Yes 5482.21 4767.14
CBOTZCCORN FUTURES ZC 1757.31 N/A 1757.31 1528.10 USD Yes 1630.82 1418.10
CBOTZF5 YEAR US TREASURY NOTE ZF 1824.35 N/A 1824.35 1586.23 USD Yes 1824.16 1586.23
CBOTZLSOYBEAN OIL FUTURES ZL 3693.59 N/A 3693.59 3211.82 USD Yes 3945.48 3430.85
CBOTZMSOYBEAN MEAL FUTURES ZM 2249.95 N/A 2249.95 1956.48 USD Yes 2292.54 1993.51
CBOTZN10 YEAR US TREASURY NOTE ZN 2836.72 N/A 2836.72 2466.71 USD Yes 2836.97 2466.71
CBOTZOOAT FUTURES ZO 4529.80 N/A 4529.80 3932.76 USD Yes 4640.36 4028.76
CBOTZQ30 DAY FED FUNDS ZQ 1447.18 N/A 1447.18 1258.41 USD Yes 2 1635.41 1422.10
CBOTZRROUGH RICE FUTURES ZR 4058.27 N/A 4058.27 3528.74 USD Yes 3978.93 3459.76
CBOTZSSOYBEAN FUTURES ZS 3467.81 N/A 3467.81 3015.49 USD Yes 3486.23 3031.50
CBOTZT2 YEAR US TREASURY NOTE ZT 1387.49 N/A 1387.49 1206.46 USD Yes 1387.42 1206.46
CBOTZWWHEAT FUTURES ZW 2943.62 N/A 2943.62 2559.67 USD Yes 3180.45 2765.61
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
CDECGB10 YEAR GOVERNMENT OF CANADA BONDS CGB 3499.34 N/A 3499.34 3042.91 CAD No 3499.34 3042.91
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1719.00 N/A 1719.00 1494.78 CAD No 1719.00 1494.78
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 712.011 N/A 712.011 619.138 CAD No 712.009 619.138
CDECRA3 MONTH CORRA CRA 482.527 N/A 482.527 419.58 CAD No 488.899 425.13
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 15334.96 13334.75 21907.09 19049.64 CAD No 21907.09 19049.64
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12417.47 N/A 12417.47 10797.80 CAD No 12417.47 10797.80
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 15980.89 N/A 15980.89 13896.42 CHF Yes 15980.89 13896.42
CEDXBDE40G- DE40F 26834.37 N/A 26834.37 23334.23 EUR Yes 26834.37 23334.23
CEDXBES35P- ES35F 63058.92 N/A 63058.92 54833.84 EUR Yes 63058.92 54833.84
CEDXBEZ50P- EZ50F 6187.21 N/A 6187.21 5380.18 EUR Yes 6187.21 5380.18
CEDXBFR40P- FR40F 8288.44 N/A 8288.44 7207.34 EUR Yes 8288.44 7207.34
CEDXBIT40P- IT40F 13407.84 N/A 13407.84 11658.99 EUR Yes 13407.84 11658.99
CEDXBNL25P- NL25F 10095.25 N/A 10095.25 8778.47 EUR Yes 10095.25 8778.47
CEDXBNO25G- NO25F 12207.48 N/A 12207.48 10615.20 NOK Yes 12207.48 10615.20
CEDXBSE30P- SE30F 33193.17 N/A 33193.17 28863.63 SEK Yes 33193.17 28863.63
CEDXBUK100P- UK100F 8651.33 N/A 8651.33 7522.89 GBP Yes 8651.33 7522.89
CBOE Futures Exchange (CFE)

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

Exchange CFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CFEIBXXIBHYIBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR IBHY 10001.06 N/A 10001.06 8695.50 USD No 10001.06 8695.50
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 8142.30 N/A 8142.30 7079.50 USD No 8142.30 7079.50
CFEVAS&P 500 VARIANCE VA 328.756 N/A 328.756 285.875 USD No 258.75 225
CFEVIXCBOE VOLATILITY INDEX VX 9890.51 N/A 9890.51 8600.45 USD Yes 28241.43 24557.76
CFEVIXCBOE VOLATILITY INDEX VX29 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX30 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX31 9700.94 N/A 9700.94 8435.60 USD No 25953.20 22568
CFEVIXCBOE VOLATILITY INDEX VX32 9700.94 N/A 9700.94 8435.60 USD No 28229.78 24547.64
CFEVIXCBOE VOLATILITY INDEX VX34 8510 N/A 8510 7400 USD No 27651.30 24044.61
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 986.525 N/A 986.525 857.847 USD No 2624.85 2282.48
Chicago Mercantile Exchange (CME)

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

Exchange CME Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CMEAUDAUSTRALIAN DOLLAR 6A 2607.87 N/A 2607.87 2267.71 USD Yes 2607.87 2267.71
CMEGBPBRITISH POUND 6B 2530.04 N/A 2530.04 2200.04 USD Yes 2530.04 2200.04
CMECADCANADIAN DOLLAR 6C 1661.64 N/A 1661.64 1444.91 USD Yes 1661.64 1444.91
CMEEUREUROPEAN MONETARY UNION EURO 6E 4051.89 N/A 4051.89 3523.39 USD Yes 4051.89 3523.39
CMEJPYJAPANESE YEN 6J 4370.03 N/A 4370.03 3800.02 USD Yes 4370.03 3800.02
CMEBREBRAZILIAN REAL 6L 1849.03 N/A 1849.03 1344.75 USD Yes 2 1849.03 1344.75
CME6MMEXICAN PESO 6M 1840 N/A 1840 1600 USD Yes 1840 1600
CMENZDNEW ZEALAND DOLLAR 6N 2466.16 N/A 2466.16 2144.49 USD Yes 2 2466.16 2144.49
CMECHFSWISS FRANC 6S 6210.01 N/A 6210.01 5400.01 USD Yes 6210.01 5400.01
CMEZARSOUTH AFRICAN RAND 6Z 2256.11 N/A 2256.11 1961.75 USD No 2256.11 1961.75
CMEACDXAUSTRALIAN DOLLAR ACD 14897.42 N/A 14897.42 12954.28 CAD No 14897.42 12954.28
CMEAJYAUSTRALIAN DOLLAR AJY 2675704.03 N/A 2675704.03 2326699.15 JPY No 2675704.43 2326699.15
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 837.037 N/A 837.037 727.858 USD No 985.175 856.674
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 28662.85 N/A 28662.85 24924.22 USD No 28662.85 24924.22
CMEBOSBOSTON HOUSING INDEX BOS 5088.75 N/A 5088.75 4425 USD No 5088.75 4425
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 203148.71 N/A 203148.71 174127.46 USD Yes 203148.72 174127.46
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 280068.125 N/A 280068.125 243537.50 EUR No 336081.75 292245
CMECBCME CASH-SETTLED BUTTER FUTURES CB 8406.70 N/A 8406.70 7310.17 USD No 8040.98 6992.15
CMECHICHICAGO HOUSING INDEX CHI 3162.50 N/A 3162.50 2750 USD No 3162.50 2750
CMECLPCHILEAN PESO CHP 5881.93 N/A 5881.93 5097.33 USD No 5861.93 5097.33
CMECJYCANADIAN DOLLAR CJY 2730257.77 N/A 2730257.77 2374137.19 JPY No 2730258.37 2374137.19
CMECNHUNITED STATES DOLLAR CNH 24658.63 N/A 24658.63 21432 CNH No 24658.63 21432
CMECSCCHEESE CSC 6919.59 N/A 6919.59 6017.04 USD No 7073.24 6150.65
CMECUSHOUSING INDEX COMPOSITE CUS 5249.75 N/A 5249.75 4565.00 USD No 5249.75 4565.00
CMECZKCZECH KORUNA CZK 20528.24 N/A 20528.24 17850.65 USD Yes 2 20528.24 17850.65
CMEDAMILK CLASS III INDEX DC 5384.16 N/A 5384.16 4681.87 USD Yes 5562.10 4836.60
CMEDENDENVER HOUSING INDEX DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDYCME DRY WHEY INDEX DY 7232.47 N/A 7232.47 6289.10 USD No 7588.07 6598.33
CMEE7EUROPEAN MONETARY UNION EURO E7 2025.95 N/A 2025.95 1761.69 USD No 2025.95 1761.69
CMEEADEUROPEAN MONETARY UNION EURO EAD 19137.35 N/A 19137.35 16627.46 AUD No 19137.35 16627.46
CMEECDEUROPEAN MONETARY UNION EURO ECD 12003.01 N/A 12003.01 10430.22 CAD No 12003.01 10430.22
CMEECKCZECH KORUNA ECK 9313.62 N/A 9313.62 8098.80 EUR No 9313.62 8098.80
CMEEHFHUNGARIAN FORINT EHF 5500.56 N/A 5500.56 4783.10 EUR Yes 2 5500.56 4783.10
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 17379.34 15112.30 24827.62 21589 USD Yes 2 25301.15 22001
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 238360.50 207270 340515 296100 JPY No 318090 276600
CMEEPZPOLISH ZLOTY EPZ 6722.90 N/A 6722.90 5846 EUR Yes 2 6722.90 5846
CMEESE-MINI S&P 500 ES 16417.17 14924.70 23453.10 21321 USD Yes 22029.70 20027
CMESPXESUPE-MINI S&P 500 ESG ESG 23240.65 N/A 23240.65 20202.66 USD No 23240.65 20202.66
CMEESTREURO SHORT-TERM RATE ESR 747.549 N/A 747.549 650 EUR No 747.50 650
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 83957.84 N/A 83957.84 73006.82 EUR No 83957.78 73006.77
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 83144.55 N/A 83144.55 72299.61 USD Yes 99773.46 86759.53
CMEGSCIS&P-GSCI INDEX GD 28459.08 N/A 28459.08 24747.02 USD No 28459.08 24747.02
CMEGDKCLASS IV MILK - 200K LBS GDK 3892.73 N/A 3892.73 3384.98 USD No 3458.34 3007.25
CMEGFFEEDER CATTLE GF 10629.39 N/A 10629.39 9242.95 USD Yes 10629.39 9242.95
CMENFNON FAT DRY MILK INDEX GNF 7707.54 N/A 7707.54 6702.21 USD No 8344.57 7256.15
CMEHELEAN HOGS HE 4684.58 N/A 4684.58 4073.55 USD Yes 4684.58 4073.55
CMEHUFHUNGARIAN FORINT HUF 11379.55 N/A 11379.55 9895.26 USD Yes 2 11379.55 9895.26
CMEIBAABOVESPA INDEX - USD IBV 33652.48 N/A 33652.48 29263.02 USD No 33161.40 28836
CMEILSISRAELI SHEKEL ILS 37403.55 N/A 37403.55 32524.82 USD Yes 2 37403.55 32524.82
CMEJ7JAPANESE YEN J7 2185.01 N/A 2185.01 1900.01 USD No 2185.01 1900.01
CMEKRWKOREAN WON KRW 17899.66 N/A 17899.66 15540.125 USD Yes 2 11582.13 10055.375
CMELAVLAS VEGAS HOUSING INDEX LAV 4427.50 N/A 4427.50 3850 USD No 4427.50 3850
CMELAXLOS ANGELES HOUSING INDEX LAX 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMELBRLUMBER FUTURES LBR 3145.88 N/A 3145.88 2735.24 USD No 2509.84 2182.23
CMELELIVE CATTLE LE 4764.73 N/A 4764.73 4143.25 USD Yes 4764.73 4143.25
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 743.015 646.10 1061.45 923 USD No 974.05 847
CMEM6AAUSTRALIAN DOLLAR M6A 260.787 N/A 260.787 226.771 USD No 260.787 226.771
CMEM6BBRITISH POUND M6B 253.004 N/A 253.004 220.004 USD No 253.004 220.004
CMEM6EEUROPEAN MONETARY UNION EURO M6E 405.189 N/A 405.189 352.339 USD No 405.189 352.339
CMEMBTMICRO BITCOIN MBT 4062.97 N/A 4062.97 3482.55 USD Yes 4062.97 3482.55
CMEMCDCANADIAN DOLLAR MCD 166.164 N/A 166.164 144.491 USD No 166.164 144.491
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1641.71 1492.47 2345.30 2132.09 USD Yes 2203.30 2003
CMEMETMICRO ETHER MET 166.289 N/A 166.289 144.599 USD Yes 199.547 173.519
CMEMIAMIAMI HOUSING INDEX MIA 6454.375 N/A 6454.375 5612.50 USD No 6454.375 5612.50
CMEMIRINDIAN RUPEE MIR 1340.96 N/A 1340.96 1166 USD No 1340.96 1166
CMEMJYJAPANESE YEN MJY 437.003 N/A 437.003 380.002 USD No 437.003 380.002
CMEMNHUNITED STATES DOLLAR MNH 2476.58 N/A 2476.58 2153.55 CNH No 2476.58 2153.55
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 119164.28 103621.12 170234.69 148030.17 JPY No 159045 138300
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1931.83 N/A 1931.83 1679.79 USD No 1931.83 1679.79
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2376.99 2160.90 3395.70 3087 USD Yes 3325.66 3023.33
CMEMSFSWISS FRANC MSF 621.03 N/A 621.03 540.026 USD No 621.03 540.026
CMEMSLMICRO SOLANA MSL 2380.88 N/A 2380.88 2070.24 USD No 2543.98 2212.07
CMEMXPMICRO XRP MXP 7238.30 N/A 7238.30 6293.75 USD No 7238.37 6293.75
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1191642.84 1036211.16 1702346.91 1480301.66 JPY No 1590565 1383100
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 19318.40 N/A 19318.40 16797.90 USD No 19318.40 16797.90
CMENOKNORWEGIAN KRONE NOK 21658.10 N/A 21658.10 18828.05 USD No 21658.10 18828.05
CMENQE-MINI NASDAQ 100 NQ 23769.83 21608.30 33956.90 30869 USD Yes 33256.64 30233.31
CMENYMNEW YORK HOUSING INDEX NYM 4795.50 N/A 4795.50 4170.00 USD No 4795.50 4170.00
CMEPJYBRITISH POUND PJY 2986418.00 N/A 2986418.00 2596885.00 JPY No 2986417.75 2596885.00
CMEPLNPOLISH ZLOTY PLN 15321.30 N/A 15321.30 13322.87 USD Yes 2 15321.30 13322.87
CMEPSFBRITISH POUND PSF 12020.74 N/A 12020.74 10452.82 CHF No 12020.74 10452.82
CMEQBTCSPOT-QUOTED BITCOIN QBTC 941.852 N/A 941.852 819.002 USD No 941.854 819.002
CMEQEFSPOT-QUOTED ETHER (CLEARED FUTURE) QEF 208.15 N/A 208.15 181 USD No 208.15 181
CMEQETHSPOT-QUOTED ETHER FUTURE QETH 208.15 N/A 208.15 181 USD No 208.15 181
CMEQNDXSPOT QUOTED NASDAQ-100 INDEX QNDX 644.814 N/A 644.814 560.708 USD No 644.818 560.708
CMEQNFSPOT-QUOTED NASDAQ-100 (CLEARED FUTURE) QNF 643.873 N/A 643.873 559.89 USD No 643.878 559.89
CMEQRFSPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE) QRF 610.65 N/A 610.65 531.00 USD No 610.65 531.00
CMEQRTYSPOT QUOTED RUSSELL 2000 INDEX QRTY 610.564 N/A 610.564 530.925 USD No 610.564 530.925
CMEQSFSPOT-QUOTED S&P 500 (CLEARED FUTURE) QSF 1435.20 N/A 1435.20 1248.00 USD No 1435.20 1248.00
CMEQSPXSPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX QSPX 1436.78 N/A 1436.78 1249.37 USD No 1436.78 1249.37
CMEQTFSPOT-QUOTED BITCOIN (CLEARED FUTURE) QTF 940.694 N/A 940.694 817.991 USD No 940.69 817.991
CMERFEUROPEAN MONETARY UNION EURO RF 4222.03 N/A 4222.03 3670.93 CHF No 4222.03 3670.93
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8070.125 N/A 8070.125 7017.50 USD Yes 2 8070.125 7017.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 9325.87 N/A 9325.87 8109.46 EUR Yes 2 9325.95 8109.46
CMERPEUROPEAN MONETARY UNION EURO RP 6215.26 N/A 6215.26 5404.375 GBP No 6215.26 5404.375
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 17881.92 N/A 17881.92 15536.22 USD No 17881.93 15536.22
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 44707.16 N/A 44707.16 38861.63 USD No 44707.17 38861.63
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 10511.75 N/A 10511.75 9139.35 USD No 10511.75 9139.35
CMERTYE-MINI RUSSELL 2000 INDEX RTY 7429.345 6460.30 10613.35 9229 USD Yes 9743.95 8473
CMERYEUROPEAN MONETARY UNION EURO RY 1261996.12 N/A 1261996.12 1097329.72 JPY Yes 2 1261996.74 1097329.72
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4505.13 N/A 4505.13 3917.50 USD No 4505.12 3917.50
CMESDGSAN DIEGO HOUSING INDEX SDG 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMESEKSWEDISH KRONA SEK 23263.11 N/A 23263.11 20222.95 USD No 23263.11 20222.95
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5272.75 N/A 5272.75 4585.00 USD No 5272.75 4585.00
CMESGXSHORT GILT SG 295674.34 N/A 295674.34 257108.08 USD No 295674.29 257108.08
CMESIRINDIAN RUPEE SIR 6704.65 N/A 6704.65 5830 USD No 6704.65 5830
CMESJYSWISS FRANC SJY 4482887.89 N/A 4482887.89 3898163.38 JPY No 4482889.14 3898163.38
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 32244.87 N/A 32244.87 28039.01 USD No 32244.86 28039.01
CMESOLCME CF SOLANA – DOLLAR REFERENCE RATE SOL 47623.55 N/A 47623.55 41404.89 USD No 50885.99 44241.32
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 1852.99 N/A 1852.99 1611.29 GBP No 1951.11 1696.61
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 1460.28 N/A 1460.28 1269.80 USD No 1614.20 1403.65
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 991.607 N/A 991.607 862.267 USD Yes 1101.66 957.963
CMESVXSCHNEIDER ELECTRIC SE SU 81263.22 N/A 81263.22 70663.67 USD No 81263.23 70663.67
CMETBF313-WEEK US TREASURY BILL TBF3 1002.59 N/A 1002.59 871.807 USD No 1088.66 946.642
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4916.25 N/A 4916.25 4275 USD No 4916.25 4275
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 14422.96 N/A 14422.96 12538.12 USD No 14422.96 12538.12
CMEIXEENERGY SELECT SECTOR INDEX XAE 12800.18 N/A 12800.18 11129.92 USD No 12800.18 11129.92
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 10573.80 N/A 10573.80 9194 USD No 10140.11 8816.83
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 20465.43 N/A 20465.43 17791.68 USD No 20465.43 17791.68
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 27754.07 N/A 27754.07 24128.50 USD No 27754.08 24128.50
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 6722.05 N/A 6722.05 5844.91 USD No 6722.04 5844.91
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 4197.27 N/A 4197.27 3647.90 USD No 4197.27 3647.90
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 11589.48 N/A 11589.48 10076.46 USD No 11589.48 10076.46
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 13292.39 N/A 13292.39 11556.81 USD No 13292.39 11556.81
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 47196.79 N/A 47196.79 41015.88 USD No 47196.80 41015.88
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 10703.87 N/A 10703.87 9306.03 USD No 10659.21 9267.20
CMEXRPCME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT XRP 144811.35 N/A 144811.35 125875 USD No 144819.61 125875
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
COMEX1OZ1 OUNCE GOLD FUTURES 1OZ 203.547 N/A 203.547 176.997 USD No 203.547 176.997
COMEXALIALUMINUM INDEX ALI 6866.78 N/A 6866.78 5971.12 USD No 6866.78 5971.12
COMEXGCGOLD GC 20354.39 N/A 20354.39 17699.47 USD Yes 20354.39 17699.47
COMEXHGCOPPER INDEX HG 14441.75 N/A 14441.75 12558.05 USD Yes 14441.75 12558.05
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 2774.04 N/A 2774.04 2412.13 USD No 2594.77 2256.24
COMEXMGCE-MICRO GOLD MGC 2035.44 N/A 2035.44 1769.95 USD Yes 2035.44 1769.95
COMEXMHGMICRO COPPER MHG 1444.18 N/A 1444.18 1255.80 USD No 1444.18 1255.80
COMEXQCCOMEX MINY COPPER QC 7186.65 N/A 7186.65 6249.26 USD No 7186.65 6249.26
COMEXQICOMEX MINY SILVER QI 13406.48 N/A 13406.48 11657.81 USD No 13406.48 11657.81
COMEXQOCOMEX MINY GOLD QO 10177.20 N/A 10177.20 8849.73 USD No 10177.19 8849.73
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 38700.01 N/A 38700.01 33652.19 CNH No 38700.04 33652.19
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 6905.84 N/A 6905.84 6005.08 USD No 6905.84 6005.08
COMEXSISILVER INDEX SI 26812.97 N/A 26812.97 23315.625 USD Yes 26812.97 23315.625
COMEXSISILVER INDEX SIL 5362.59 N/A 5362.59 4663.125 USD No 5362.59 4663.125
COMEXUXURANIUM INDEX UX 3791.35 N/A 3791.35 3296.83 USD No 3791.35 3296.83
ENDEX

Exchange ENDEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ENDEXECFICE ECX EUA FUTURES ECF 40675.50 N/A 40675.50 35370.00 EUR No 40675.50 35370.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 10314.23 N/A 10314.23 8968.90 EUR Yes 10174.16 8847.09
EUREX

Exchange EUREX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
EUREXCONFSWISS FEDERAL LONG-TERM BONDS CONF 9331.02 N/A 9331.02 8113.93 CHF No 9331.02 8113.93
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 6550.58 N/A 6550.58 5690.25 EUR No 6550.58 5690.25
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 2979.57 N/A 2979.57 2590.93 EUR Yes 4280.15 3721.87
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1111.90 N/A 1111.90 966.867 EUR No 1410.12 1226.19
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3739.41 N/A 3739.41 3251.66 USD No 3739.41 3251.66
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2633.50 N/A 2633.50 2290 EUR No 2633.50 2290
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 35738.78 31077.20 51055.40 44396 EUR Yes 49719.10 43234
EUREXDDAXDIVDAX PRICE INDEX FDIV 9446.10 N/A 9446.10 8214.00 EUR Yes 2 9446.10 8214.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 7147.76 6215.44 10211.08 8879.20 EUR No 9943.82 8646.80
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1429.55 1243.09 2042.22 1775.84 EUR Yes 1988.76 1729.36
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 297.936 N/A 297.936 259.075 EUR No 286.825 249.413
EUREXFECXBLOOMBERG MSCI EURO CORPORATE SRI INDEX FECX 2198.17 N/A 2198.17 1910.93 EUR No 2198.17 1910.93
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3264.275 2838.50 4663.25 4055 EUR Yes 2 4663.25 4055
EUREXFEHYLIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX FEHY 1408.18 N/A 1408.18 1224.14 EUR No 1210.91 1052.66
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 4436.02 N/A 4436.02 3853.09 EUR Yes 2 4436.02 3853.09
EUREXSX7EEURO STOXX BANKS INDEX FESB 977.447 849.954 1396.35 1214.22 EUR Yes 1267.46 1102.14
EUREXSX4EEURO STOXX CHEMICALS FESC 5841.77 N/A 5841.77 5079.80 EUR Yes 2 5281.12 4592.28
EUREXESEEURO STOXX OIL & GAS FESE 1848.11 N/A 1848.11 1606.18 EUR Yes 2 1674.33 1455.15
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3569.39 N/A 3569.39 3103.82 EUR Yes 2 3198.35 2781.17
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 7013.08 N/A 7013.08 6098.33 EUR Yes 2 6224.43 5412.55
EUREXSXDEEURO STOXX HEALTHCARE FESH 2645.88 N/A 2645.88 2300.77 EUR Yes 2 2466.61 2144.88
EUREXESIEURO STOXX INSURANCE FESI 3154.69 N/A 3154.69 2740.08 EUR Yes 2 2705.27 2349.72
EUREXESMEURO STOXX MEDIA INDEX FESM 1615.77 N/A 1615.77 1405.02 EUR Yes 2 1263.57 1098.76
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3751.54 N/A 3751.54 3262.21 EUR Yes 2 3659.79 3182.43
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1330.26 N/A 1330.26 1156.75 EUR Yes 2 1330.26 1156.75
EUREXSXREEURO STOXX RETAIL FESR 3843.71 N/A 3843.71 3342.36 EUR Yes 2 3494.44 3038.65
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1140.25 N/A 1140.25 991.00 EUR Yes 2 1063.17 924.005
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1230.38 N/A 1230.38 1069.90 EUR Yes 2 1029.54 895.25
EUREXESUEURO STOXX UTILITIES INDEX FESU 1734.50 N/A 1734.50 1507.87 EUR Yes 1427.62 1241.09
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1193.16 N/A 1193.16 1037.53 EUR Yes 2 1017.45 884.742
EUREXESTX50EURO STOXX50 FESX 3032.23 2636.72 4331.75 3766.74 EUR Yes 4198.535 3650.90
EUREXSX8EEURO STOXX TECHNOLOGY FESY 17089.70 N/A 17089.70 14860.61 EUR Yes 2 17089.70 14860.61
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 5467.46 N/A 5467.46 4754.32 EUR Yes 2 5560.06 4834.83
EUREXEU3THREE MONTH EURIBOR FEU3 360.406 N/A 360.406 313.396 EUR Yes 360.406 313.396
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2658.11 2311.40 3797.30 3302.00 EUR Yes 3797.30 3302.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 9019.58 N/A 9019.58 7834.62 EUR Yes 2 9019.58 7834.62
EUREXFGBCSTERLING LIQUID CORPORATE FGBC 1061.42 N/A 1061.42 921.258 GBP No 1061.42 921.258
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 2540.20 N/A 2540.20 2208.87 EUR Yes 2944.00 2560.00
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1604.17 N/A 1604.17 1394.93 EUR Yes 1604.17 1394.93
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 607.673 N/A 607.673 528.412 EUR Yes 607.673 528.412
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 5830.60 N/A 5830.60 5070.09 EUR Yes 5830.60 5070.09
EUREXDJESLEURO STOXX LARGE FLCE 2434.88 N/A 2434.88 2116.27 EUR No 2126.83 1848.53
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2225.84 N/A 2225.84 1935.105 EUR No 1744.41 1516.56
EUREXDJESMEURO STOXX MID FMCE 2235.28 N/A 2235.28 1943.22 EUR No 1758.68 1528.89
EUREXM1CNMSCI CHINA NTR USD FMCH 1621.02 1409.54 2315.75 2013.62 USD No 2968.75 2581.43
EUREXDJ200STOXX MID 200 INDEX FMCP 2325.22 N/A 2325.22 2021.61 EUR Yes 2 1857.12 1614.635
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 4081.77 3549.29 5831.10 5070.41 USD No 5013.42 4359.40
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 8970.78 N/A 8970.78 7798.57 USD No 8970.78 7798.57
EUREXMXEUMSCI EUROPE FMEP 1514.70 N/A 1514.70 1316.90 EUR No 1514.70 1316.90
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2023.12 1759.17 2890.18 2513.10 EUR No 2404.09 2090.43
EUREXM1INMSCI INDIA NTR USD FMIN 7364.06 6403.29 10520.09 9147.55 USD No 9240.57 8034.97
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5877.55 N/A 5877.55 5110.59 USD No 5422.59 4715
EUREXM1TWMSCI TAIWAN NTR USD FMTW 11576.21 N/A 11576.21 10064.90 USD No 11576.21 10064.90
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 3441.14 2992.27 4915.92 4274.67 EUR No 3381.58 2940.48
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 6200.88 5391.97 8858.39 7702.81 USD No 8018.59 6972.56
EUREXMXWOMSCI WORLD INDEX FMWP 6511.94 N/A 6511.94 5659.46 USD No 6511.94 5659.46
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 2435.19 N/A 2435.19 2117.56 EUR No 2645.26 2300.23
EUREXDJESSEURO STOXX SMALL FSCE 1403.13 N/A 1403.13 1219.75 EUR No 1163.16 1011.14
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1558.73 N/A 1558.73 1355.33 EUR No 1284.01 1116.46
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1069.43 929.904 1527.75 1328.43 EUR No 1188.65 1033.57
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3547.77 N/A 3547.77 3085.01 CHF Yes 2 3547.77 3085.01
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8884.90 N/A 8884.90 7726.00 CHF No 8884.90 7726.00
EUREXSMISWISS MARKET INDEX FSMI 6994.24 6081.95 9991.775 8688.50 CHF Yes 7098.79 6172.86
EUREXSMIMSWISS MID-CAP INDEX FSMM 3554.45 N/A 3554.45 3088.56 CHF Yes 2 3554.45 3088.56
EUREXSMISWISS MARKET INDEX FSMS 699.424 608.195 999.1775 868.85 CHF No 709.879 617.286
EUREXMDAXMIDCAP DAX FSMX 2997.68 N/A 2997.68 2606.49 EUR No 2438.73 2120.48
EUREXST3THREE MONTH ESTR FST3 112.806 N/A 112.806 98.0922 EUR No 112.806 98.0922
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 2920.89 N/A 2920.89 2539.82 EUR Yes 2 2713.49 2359.48
EUREXSX7PSTOXX 600 BANKS FSTB 1270.41 1104.68 1814.88 1578.11 EUR Yes 1528.08 1328.73
EUREXSX4PSTOXX 600 CHEMICALS FSTC 4927.01 N/A 4927.01 4280.40 EUR Yes 2 4207.79 3655.57
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1235.27 1074.14 1764.67 1534.48 EUR Yes 1612.81 1402.425
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4770.33 N/A 4770.33 4144.10 EUR Yes 2 3821.20 3319.57
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4799.32 N/A 4799.32 4172.17 EUR Yes 2 4334.34 3767.95
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 4399.62 N/A 4399.62 3825.51 EUR Yes 2 3213.42 2794.10
EUREXSXIPSTOXX 600 INSURANCE FSTI 2976.06 N/A 2976.06 2587.21 EUR Yes 2 2439.70 2120.93
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 705.721 N/A 705.721 613.614 EUR No 705.721 613.614
EUREXSXMPSTOXX 600 MEDIA FSTM 1773.00 N/A 1773.00 1541.04 EUR Yes 2 1588.58 1380.75
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3836.50 N/A 3836.50 3335.14 EUR Yes 2 3698.36 3215.055
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1843.77 N/A 1843.77 1603.00 EUR Yes 2 1874.71 1629.90
EUREXSXRPSTOXX 600 RETAIL FSTR 1485.59 N/A 1485.59 1290.86 EUR Yes 2 1543.52 1341.20
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3079.73 N/A 3079.73 2677.91 EUR Yes 3266.75 2840.53
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 729.209 N/A 729.209 634.00 EUR Yes 2 729.209 634.00
EUREXSX6PSTOXX 600 UTILITIES FSTU 1641.44 N/A 1641.44 1427.27 EUR Yes 1407.00 1223.42
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1391.45 N/A 1391.45 1209.55 EUR Yes 2 1197.82 1041.23
EUREXSTXSTOXX50 FSTX 3492.15 N/A 3492.15 3036.22 EUR Yes 2 2633.88 2290
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 7337.67 N/A 7337.67 6379.32 EUR Yes 2 7337.67 6379.32
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3401.60 N/A 3401.60 2954.81 EUR Yes 2 3401.60 2954.81
EUREXESTX50EURO STOXX50 FSXE 303.223 263.672 433.175 376.674 EUR No 419.8535 365.09
EUREXTDXTECDAX FTDX 7719.65 N/A 7719.65 6712.74 EUR Yes 2 7719.65 6712.74
EUREXFUEMEMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED FUEM 962.88 N/A 962.88 836.745 USD No 962.88 836.745
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 939.2625 N/A 939.2625 816.75 EUR Yes 2253.195 1959.30
EUREXDJESEURO STOXX PRICE INDEX FXXE 2342.55 N/A 2342.55 2035.44 EUR No 1922.56 1670.51
EUREXDJ600STOXX 600 INDEX FXXP 1505.96 1309.53 2151.37 1870.755 EUR Yes 1744.21 1516.705
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
FTAAMXAMX INDEX FMX 8718.60 N/A 8718.60 7581.39 EUR No 8718.60 7581.39
FTAEOEAMS EOE INDEX FTI 11980.07 10417.45 17114.38 14882.07 EUR Yes 12718.42 11059.50
FTAEOEAMS EOE INDEX MFA 1198.01 1041.75 1711.44 1488.21 EUR No 1271.84 1105.95
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 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120CES CHINA 120 INDEX CHH 70307.05 N/A 70307.05 61136.57 HKD No 70307.05 61136.57
HKFECNHHOUSING INDEX COMPOSITE CUS 24638.865 N/A 24638.865 21425.10 CNH Yes 24638.865 21425.10
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3104.89 N/A 3104.89 2699.90 HKD No 3104.88 2699.90
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9199.77 N/A 9199.77 7999.80 HKD No 9199.77 7999.80
HKFEGDRCNH GOLD FUTURES GDR 147246.18 N/A 147246.18 128040.14 CNH No 147246.16 128040.14
HKFEGDUUSD GOLD FUTURES GDU 21902.30 N/A 21902.30 19045.47 USD No 21902.30 19045.47
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 41847.12 36388.80 59781.60 51984 HKD Yes 59781.60 51984
HKFEHSIHANG SENG STOCK INDEX HSI 95245.09 82821.81 136064.41 118316.88 HKD Yes 136064.41 118316.88
HKFEHSTECHHANG SENG TECH INDEX HTI 33687.03 29293.07 48124.33 41847.25 HKD Yes 48124.33 41847.25
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 4021.86 N/A 4021.86 3497.27 USD No 4021.86 3497.27
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 8369.42 7277.76 11956.32 10396.80 HKD Yes 11956.32 10396.80
HKFEMCSUNITED STATES DOLLAR MCS 4931.97 N/A 4931.97 4285.08 CNH No 4931.97 4285.08
HKFEMHIMINI HANG SENG INDEX MHI 19049.02 16564.36 27212.88 23663.38 HKD Yes 27212.88 23663.38
HKFEMID.HKMIAMI HOUSING INDEX MIA 2440.46 N/A 2440.46 2122.14 USD No 2440.46 2122.14
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 5898.72 N/A 5898.72 5129.32 USD No 5898.72 5129.32
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 7793.87 N/A 7793.87 6777.12 USD No 7793.87 6777.12
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 53475 N/A 53475 46500 HKD No 123625 107500
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
ICEEUER3COMPOUNDED ESTR AVERAGE 3 MONTHS RATE ER3 158.569 N/A 158.569 137.88 EUR No 158.562 137.88
ICEEUSGGENERALI G 2919.22 N/A 2919.22 2538.45 GBP No 2919.21 2538.45
ICEEUHMEDIUM GILT H 5198.68 N/A 5198.68 4520.59 GBP No 5198.67 4520.59
ICEEUI3 MONTH EURIBOR INTEREST RATE I 449.94 N/A 449.94 391.25 EUR Yes 449.9375 391.25
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 5528.70 N/A 5528.70 4806.88 USD No 5528.70 4806.88
ICEEUO5 YEAR EURO SWAPNOTE O 3453.00 N/A 3453.00 3002.61 EUR No 3453.00 3002.61
ICEEUP10 YEAR EURO SWAPNOTE P 6947.65 N/A 6947.65 6041.43 EUR No 6947.64 6041.43
ICEEURLONG GILT R 3708.13 N/A 3708.13 3224.46 GBP No 3708.13 3224.46
ICEEUSRFXON3THREE MONTH SARONA SA3 474.26 N/A 474.26 412.40 CHF No 474.26 412.40
ICEEUSONIA.NTHREE MONTH SONIA SO3 289.225 N/A 289.225 251.50 GBP Yes 289.225 251.50
ICEEUSONIO.NONE MONTH SONIA SOA 684.83 N/A 684.83 595.504 GBP No 750.389 652.503
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 1532.07 N/A 1532.07 1332.23 EUR No 1532.07 1332.23
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 695.52 N/A 695.52 604.80 GBP No 695.52 604.80
ICEEUYFTSE 250 INDEX Y2 4811.59 N/A 4811.59 4183.40 GBP No 4811.59 4183.40
ICEEUZFTSE 100 INDEX Z 4846.92 4214.71 6924.17 6021.02 GBP Yes 6924.18 6021.02
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
ICEEUSOFTCCOCOA C 9591 N/A 9591 8340 GBP No 10768.07 9363.54
ICEEUSOFTDROBUSTA COFFEE RC 5462.50 N/A 5462.50 4750 USD No 7157.40 6223.82
ICEEUSOFTTWHEAT T 2489.35 N/A 2489.35 2164.65 GBP No 2361.85 2053.78
ICEEUSOFTWWHITE SUGAR W 2006.72 N/A 2006.72 1744.98 USD No 2025.37 1761.19
ICE Futures US (ICEUS)

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

Exchange ICEUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEUSAUDAUSTRALIAN DOLLAR KAU 7823.61 N/A 7823.61 6803.14 USD No 7484.22 6508.01
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 24507938.22 N/A 24507938.22 21311250.625 JPY No 24507938.84 21311250.625
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10278.16 N/A 10278.16 8935.68 USD No 10728.50 9327.20
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 13144.70 N/A 13144.70 11430.17 CAD No 14397.67 12519.71
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6215.03 N/A 6215.03 5404.375 GBP No 6532.85 5680.74
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 20731.71 N/A 20731.71 18027.58 AUD No 20262.67 17619.71
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7094.98 N/A 7094.98 6169.55 CHF No 6926.82 6023.33
ICEUSZYSWISS FRANC KZY 4482887.89 N/A 4482887.89 3898163.38 JPY No 4402696.71 3828430.84
ICEUSMPBRITISH POUND MP 6711.52 N/A 6711.52 5836.10 USD No 7464.06 6490.49
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12210.94 N/A 12210.94 10618.21 CHF No 12582.97 10941.71
ICEUSGBPBRITISH POUND SY 2986418.00 N/A 2986418.00 2596885.00 JPY No 3104773.30 2699802.87
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIVFTSE MIB DIVIDEND INDEX FDIV 2290.80 N/A 2290.80 1992 EUR No 2290.80 1992
IDEMFTMIBFTSE MIB INDEX FIB 20004.53 17395.245 28577.90 24850.35 EUR Yes 28577.90 24850.35
IDEMFTMIBFTSE MIB INDEX MICR 800.181 695.81 1143.12 994.014 EUR No 1143.12 994.014
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 4000.91 3479.05 5715.58 4970.07 EUR No 5715.58 4970.07
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1096.14 N/A 1096.14 953.167 EUR No 1096.14 953.166
Intercontinental Exchange (IPE)

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

Exchange IPE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IPEATWICE ROTTERDAM COAL ATW 21045.82 N/A 21045.82 18300.72 USD No 23086.35 20075.09
IPECOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
IPEGOILICE GASOIL GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
IPEHOILICE HEATING OIL HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCFNEWCASTLE COAL FUTURES NCF 25903.42 N/A 25903.42 22524.71 USD No 25609.42 22269.06
IPENGFICE UK NATURAL GAS NGF 5379.94 N/A 5379.94 4678.21 GBP No 26102 4678.21
IPERBOBICE NYH RBOB GASOLINE RBOB 20962.05 N/A 20962.05 16769.64 USD No 20991.16 16792.93
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14514.18 N/A 14514.18 11611.34 USD Yes 14541.15 11632.92
Korea Stock Exchange (KSE)

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

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200KOSPI200 INDEX 01 8619539.36 7495249.79 12313627.655 10707499.70 KRW Yes 12313624.655 10707499.70
KSEK200MMINI KOSPI200 INDEX 05 1722700.00 1498000.00 2461000.00 2140000.00 KRW Yes 2461000.12 2140000.00
KSEKOSDQ150KOSDAQ 150 INDEX 06 1208093.075 912519.98 1725847.25 1303599.98 KRW No 1725847.25 1303599.98
KSE005930HANG SENG BANK LTD 11 174650 N/A 174650 151000 KRW No 173650 151000
KSE017670HENDERSON LAND DEVELOPMENT 12 159125 N/A 159125 137500 KRW No 158125 137500
KSE005490POSCO HOLDINGS INC 13 897000 N/A 897000 780000 KRW No 897000 780000
KSE030200KTCORPORATION 14 170850 N/A 170850 139000 KRW No 159850 139000
KSE015760KOREA ELECTRIC POWER CORP 15 107956.25 N/A 107956.25 93875 KRW No 108456.25 93875
KSE005380SUN HUNG KAI PROPERTIES 16 602312.50 N/A 602312.50 523750 KRW No 602312.50 523750
KSE016360NEW WORLD DEVELOPMENT 17 217637.50 N/A 217637.50 189250 KRW No 217637.50 189250
KSE055550SHINHAN FINANCIAL GROUP LTD 18 200675 N/A 200675 174500 KRW No 200675 174500
KSE000270SWIRE PACIFIC LTD - CL A 19 289350 N/A 289350 249000 KRW No 286350 249000
KSE012330HYUNDAI MOBIS CO LTD 20 889812.50 N/A 889812.50 773750 KRW No 894812.50 773750
KSE006400SAMSUNG SDI CO LTD 22 489037.50 N/A 489037.50 425250 KRW No 489037.50 425250
KSE009150BANK OF EAST ASIA LTD 23 390275 N/A 390275 338500 KRW No 389275 338500
KSE066570LG ELECTRONICS INC 24 211887.50 N/A 211887.50 184250 KRW No 212887.50 184250
KSE036460KOREA GAS CORPORATION 28 130300 N/A 130300 112000 KRW No 128800 112000
KSE004020HYUNDAI STEEL CO 32 96168.75 N/A 96168.75 83625 KRW No 97168.75 83625
KSE003550LG CORP 34 236325 N/A 236325 205500 KRW No 244325 205500
KSE078930GS HOLDINGS 35 154375 N/A 154375 132500 KRW No 152375 132500
KSE033780KT & G CORPORATION 36 401025 N/A 401025 343500 KRW No 395025 343500
KSE009540HD KOREA SHIPBUILDING & OFFS 39 946562.50 N/A 946562.50 818750 KRW No 941562.50 818750
KSE086790HANA FINANCIAL GROUP 40 270537.50 N/A 270537.50 235250 KRW No 271537.50 235250
KSE096770SK INNOVATION CO LTD 41 334937.50 N/A 334937.50 291250 KRW No 336937.50 291250
KSE001040CJ CORP 42 465737.50 N/A 465737.50 403250 KRW No 463737.50 403250
KSE034220LG DISPLAY CO LTD 45 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE105560KB FINANCIAL GROUP INC 46 342400 N/A 342400 296000 KRW No 340400 296000
KSE051910LG CHEM LTD 47 747500 N/A 747500 650000 KRW No 747500 650000
KSE006800MIRAE ASSET SECURITIES CO LT 48 97792.50 N/A 97792.50 68585 KRW No 97792.50 68585
KSE042670HD HYUNDAI INFRACORE CO LTD 49 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE000660SK HYNIX INC 50 807875 N/A 807875 702500 KRW No 812875 702500
KSE006360GS ENGINEERING & CONSTRUCT 51 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE139480E-MART INC 54 285487.50 N/A 285487.50 248250 KRW No 285487.50 248250
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 125350 N/A 125350 109000 KRW No 125350 109000
KSE035420NAVER CORP 56 730250 N/A 730250 635000 KRW No 730250 635000
KSE003490KOREAN AIR LINES CO LTD 57 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE3KTB3-YEAR KOREA TREASURY BOND 65 932901 N/A 932901 681266.82 KRW No 932901 681266.82
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3077670 N/A 3077670 2051833.92 KRW No 3077670 2051833.92
KSEKWYUNITED STATES DOLLAR 75 1575615.21 N/A 1575615.21 1370099.98 KRW No 3151229.94 2740199.95
KSE032640LG UPLUS CORP B0 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE010950S-OILCORPORATION B2 183562.50 N/A 183562.50 158750 KRW No 182562.50 158750
KSE010130KOREA ZINC CO LTD B3 2472375 N/A 2472375 2132500 KRW No 2452375 2132500
KSE024110INDUSTRIALBANKOFKOREA B4 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE001680DAESANG CORPORATION B6 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE047050POSCO INTERNATIONAL CORP B7 146050 N/A 146050 127000 KRW No 146050 127000
KSE034020DOOSAN ENERBILITY CO LTD B9 268548 N/A 268548 179032 KRW No 268548 179032
KSE023530BARLEY FUTURES BA 228850 N/A 228850 199000 KRW No 234850 199000
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 191187.50 N/A 191187.50 166250 KRW No 198187.50 166250
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 418950 N/A 418950 332500 KRW No 418950 332500
KSE010140SAMSUNGHEAVYINDUSTRIES BF 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE029780SAMSUNG CARD CO BG 152087.50 N/A 152087.50 132250 KRW No 155087.50 132250
KSE036570NCSOFTCORPORATION BJ 611562.50 N/A 611562.50 518750 KRW No 596562.50 518750
KSE000080HITE JINRO CO LTD BK 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE071050KOREA INVESTMENT HOLDINGS CO BL 440425 N/A 440425 379500 KRW No 436425 379500
KSE047810KOREA AEROSPACE INDUSTRIES BM 253837.50 N/A 253837.50 217250 KRW No 249837.50 217250
KSE000720DANONE BN 272322 N/A 272322 184500 KRW No 272322 184500
KSE011210HYUNDAI WIA CORP BP 136275 N/A 136275 118500 KRW No 144775 118500
KSE008770HOTEL SHILLA CO LTD BQ 145037.50 N/A 145037.50 125250 KRW No 144037.50 125250
KSE035250KANGWON LAND, INC. BS 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE138930BNK FINANCIAL GROUP INC BT 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE139130IM FINANCIAL GROUP CO LTD BV 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE114090GRAND KOREA LEISURE CO LTD BW 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE001120LX INTERNATIONAL CORP BX 89625 N/A 89625 77500 KRW No 89125 77500
KSE011070LG INNOTEK CO LTD BY 427225 N/A 427225 371500 KRW No 433225 371500
KSE005940BRENT CRUDE OIL - LAST DAY BZ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE034730SK INC C1 756000 N/A 756000 560000 KRW No 756000 560000
KSE001740SK NETWORKS CO LTD C2 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 352187.50 N/A 352187.50 306250 KRW No 356187.50 306250
KSE018260SAMSUNG SDS CO LTD C5 478687.50 N/A 478687.50 416250 KRW No 479687.50 416250
KSE090430AMOREPACIFIC CORP C6 387262.50 N/A 387262.50 336750 KRW No 388262.50 336750
KSE030000CHEIL WORLDWIDE INC C7 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE028260SAMSUNG C&T CORP C8 490762.50 N/A 490762.50 426750 KRW No 491762.50 426750
KSE000880HANWHA CORPORATION C9 552415.50 N/A 552415.50 368277 KRW No 552415.50 368277
KSE088350CARREFOUR SA CA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE086280COCOA NYBOT CC 408537.50 N/A 408537.50 355250 KRW No 412537.50 355250
KSE010620HD HYUNDAI MIPO CD 544312.50 N/A 544312.50 463750 KRW No 533312.50 463750
KSE001450HYUNDAI MARINE & FIRE INS CO CE 79206.25 N/A 79206.25 68875 KRW No 79706.25 68875
KSE035720KAKAO CORP CF 223245 N/A 223245 151250 KRW No 223245 151250
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE069080WEBZEN INC CK 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE096530LIGHT SWEET CRUDE OIL CL 95337 N/A 95337 79500 KRW No 95337 79500
KSE022100POSCO DX CO LTD CN 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE068270CELLTRION INC CP 525622.48 N/A 525622.48 457063.02 KRW No 527698.85 457063.02
KSE122870YG ENTERTAINMENT INC CQ 250700 N/A 250700 218000 KRW No 250700 218000
KSE051900LG H&H CR 945750 N/A 945750 805000 KRW No 925750 805000
KSE002790AXA SA CS 92931.25 N/A 92931.25 80375 KRW No 92431.25 80375
KSE000810COTTON NO. 2 CT 1375687.50 N/A 1375687.50 1196250 KRW No 1430687.50 1196250
KSE008930HANMI SCIENCE CO LTD CV 150998.25 N/A 150998.25 113875 KRW No 150998.25 113875
KSE021240COWAY CO LTD CW 288075 N/A 288075 250500 KRW No 298075 250500
KSE128940HANMI PHARM CO LTD CX 809312.50 N/A 809312.50 703750 KRW No 809312.50 703750
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE005830LONDON HEATING DEGREE DAY INDEX D0 387525 N/A 387525 333500 KRW No 383525 333500
KSE097950CJ CHEILJEDANG CORP. D1 730250 N/A 730250 635000 KRW No 730250 635000
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 152325 N/A 152325 125500 KRW No 144325 125500
KSE002380KCC CORP D3 1023500 N/A 1023500 890000 KRW No 1038500 890000
KSE012750S1 CORPORATION D5 210000 N/A 210000 180000 KRW No 207000 180000
KSE000100YUHAN CORPORATION D6 313950 N/A 313950 273000 KRW No 317950 273000
KSE051600KEPCO PLANT SERVICE & ENGINE D7 170970 N/A 170970 139000 KRW No 170970 139000
KSE069960HYUNDAI DEPT STORE CO D8 233112.50 N/A 233112.50 195750 KRW No 225112.50 195750
KSE004370MILK CLASS III INDEX DA 1162062.50 N/A 1162062.50 988750 KRW No 1137062.50 988750
KSE079550LIG NEX1 CO LTD DB 2125215 N/A 2125215 1422500 KRW No 2125215 1422500
KSE204320HL MANDO CO LTD DC 98756.25 N/A 98756.25 85875 KRW No 101756.25 85875
KSE004170SHINSEGAE INC DD 548225 N/A 548225 471500 KRW No 542225 471500
KSE161890KOLMAR KOREA CO LTD DE 304750 N/A 304750 265000 KRW No 307750 265000
KSE111770YOUNGONE CORP DG 170200 N/A 170200 148000 KRW No 171200 148000
KSE006650KOREA PETRO CHEMICAL IND DJ 297275 N/A 297275 258500 KRW No 320275 258500
KSE192820COSMAX INC DK 750375 N/A 750375 652500 KRW No 775375 652500
KSE039130HANA TOUR SERVICE INC DN 167450 N/A 167450 143000 KRW No 164450 143000
KSE086900MEDY-TOX INC DP 506425 N/A 506425 419500 KRW No 482425 419500
KSE078340COM2US CORP DR 120750 N/A 120750 105000 KRW No 124250 105000
KSE035760CJ ENM CO LTD DT 213894 N/A 213894 174250 KRW No 214387.50 174250
KSE056190SFA ENGINEERING CORP DV 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE241560DOOSAN BOBCAT INC DW 162725 N/A 162725 141500 KRW No 165725 141500
KSE017800CME DRY WHEY INDEX DY 239200 N/A 239200 208000 KRW No 242200 208000
KSE105630HANSAE CO LTD DZ 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE240810WONIK IPS CO LTD E0 80912.50 N/A 80912.50 68585 KRW No 78872.75 68585
KSE091700PARTRON CO LTD E3 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE041510SM ENTERTAINMENT CO LTD E4 384675 N/A 384675 334500 KRW No 384675 334500
KSE251270NETMARBLE CORP E5 179825 N/A 179825 155500 KRW No 178825 155500
KSE003670POSCO FUTURE M CO LTD E8 380688 N/A 380688 317913.56 KRW No 380688 317913.56
KSE178920PI ADVANCED MATERIALS CO LTD EA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE316140WOORI FINANCIAL GROUP INC EB 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE009420HANALL BIOPHARMA CO LTD EE 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE035900JYP ENTERTAINMENT CORP EF 208125 N/A 208125 177500 KRW No 204125 177500
KSE028670PAN OCEAN CO LTD EH 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE011790NYBOT EURO IN JAPANESE YEN EJ 295074 N/A 295074 253500 KRW No 295525 253500
KSE093370FOOSUNG CO LTD EL 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE375500DL E&C CO LTD ER 143456.25 N/A 143456.25 123875 KRW No 142456.25 123875
KSE207940E-MINI S&P 500 ES 2926750 N/A 2926750 2545000 KRW No 2936750 2545000
KSE028050SAMSUNG E&A CO LTD ET 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE272210HANWHA SYSTEMS CO LTD EV 255204 N/A 255204 170136 KRW No 255204 170136
KSE293490KAKAO GAMES CORP EX 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE247540ECOPRO BM CO LTD EY 308448 N/A 308448 253750 KRW No 308448 253750
KSE253450STUDIO DRAGON CORP EZ 145637.50 N/A 145637.50 119250 KRW No 137137.50 119250
KSE278280CHUNBO CO LTD F0 119137.50 N/A 119137.50 99250 KRW No 114137.50 99250
KSE200130KOLMAR BNH CO LTD F1 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE036540SFA SEMICON CO LTD F2 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE060250NHN KCP CORP F3 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE000250SAM CHUN DANG PHARM CO LTD F4 515340 N/A 515340 409000 KRW No 515340 409000
KSE373220LG ENERGY SOLUTION F5 891875 N/A 891875 762500 KRW No 876875 762500
KSE323410KAKAOBANK CORP F6 98010 N/A 98010 75625 KRW No 98010 75625
KSE377300KAKAO PAY CORP F7 492150 N/A 492150 328100 KRW No 492150 328100
KSE259960KRAFTON INC F8 1035000 N/A 1035000 900000 KRW No 1040000 900000
KSE302440SK BIOSCIENCE CO LTD F9 138850 N/A 138850 119000 KRW No 136850 119000
KSE011200HMM CO LTD FA 78872.75 N/A 78872.75 68585 KRW No 78872.75 68585
KSE361610SK IE TECHNOLOGY CO LTD FB 83718.75 N/A 83718.75 70625 KRW No 81218.75 70625
KSE352820HYBE CO LTD FC 796375 N/A 796375 692500 KRW No 801375 692500
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 1135625 N/A 1135625 987500 KRW No 1140625 987500
KSE402340SK SQUARE CO LTD FE 665910 N/A 665910 453000 KRW No 665910 453000
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 269675 N/A 269675 234500 KRW No 274675 234500
KSE383220F&F CO LTD / NEW FG 237175 N/A 237175 204500 KRW No 235175 204500
KSE267250HD HYUNDAI FH 461718 N/A 461718 340500 KRW No 461718 340500
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 350600 N/A 350600 304000 KRW No 349600 304000
KSE138040MERITZ FINANCIAL GROUP INC FK 336375 N/A 336375 292500 KRW No 337375 292500
KSE263750PEARL ABYSS CORP FL 120225 N/A 120225 101500 KRW No 116725 101500
KSE066970L&F CO LTD FM 226012.50 N/A 226012.50 150675 KRW No 226012.50 150675
KSE112040WEMADE CO LTD FN 119981.25 N/A 119981.25 83375 KRW No 119981.25 83375
KSE196170ALTEOGEN INC FP 1486485 N/A 1486485 1122500 KRW No 1540875 1122500
KSE058470LEENO INDUSTRIAL INC FQ 143531.25 N/A 143531.25 124375 KRW No 143031.25 124375
London Metals Exchange (LMEOTC)

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

Exchange LMEOTC Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
LMEOTCAHHIGH-GRADE PRIMARY ALUMINIUM AH 4515.09 N/A 4515.09 3926.14 USD No 4696.66 4084.02
LMEOTCCACARREFOUR SA CA 20045.075 N/A 20045.075 17430.50 USD No 20045.075 17430.50
LMEOTCPBLEAD - LME PB 4981.79 N/A 4981.79 4331.91 USD No 4958.08 4311.30
LMEOTCSNLMETIN FUTURE SN 32672.64 N/A 32672.64 28371.84 USD No 34340.19 29819.88
LMEOTCZSLMESOYBEAN FUTURES ZS 6795.81 N/A 6795.81 5909.31 USD No 6831.34 5940.20
Euronext France (MATIF)

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

Exchange MATIF Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MATIFEBMMILLING WHEAT FUTURES EBM 820.616 N/A 820.616 713.579 EUR Yes 1429.31 1242.88
MATIFECOEUROPEAN RAPESEED FUTURE ECO 1813.19 N/A 1813.19 1576.68 EUR Yes 2041.21 1774.96
MATIFEMACORN EMA 909.017 N/A 909.017 790.355 EUR No 1089.04 946.881
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
MEFFRVFCC1FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ FCI 262.128 N/A 262.128 227.651 EUR No 261.798 227.651
MEFFRVIBEX35IBEX 35 INDEX IBX 9660 8400 13800 12000 EUR No 13800 12000
MEFFRVIBEXIBEX 35 INDEX MINI MIX 966 840 1380 1200 EUR Yes 1380 1200
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUAMILK CLASS III INDEX DA 9340.80 N/A 9340.80 8122.43 MXN No 15015.42 13056.89
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 28853.11 N/A 28853.11 25089.66 MXN No 28853.11 25089.66
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 57673.53 N/A 57673.53 50144.25 MXN Yes 2 53979.77 46932.70
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11536.22 N/A 11536.22 10028.85 MXN No 10797.36 9386.54
Euronext France (MONEP)

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

Exchange MONEP Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MONEPEPEUFTSE EPRA/NAREIT EURO ZONE EPE 4289.47 N/A 4289.47 3729.97 EUR No 4289.47 3729.97
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 3983.39 N/A 3983.39 3463.81 EUR No 3983.39 3463.81
MONEPCAC40CAC 40 FCE 5448.21 4737.57 7783.16 6767.96 EUR Yes 6373.82 5542.46
MONEPFEFFTSEUROFIRST 80 NEW FEF 15859.27 N/A 15859.27 13790.67 EUR No 15859.27 13790.67
MONEPFEOFTSEUROFIRST 100 NEW FEO 10143.19 N/A 10143.19 8820.16 EUR No 10143.19 8820.16
MONEPCAC40CAC 40 MFC 544.821 473.757 778.316 676.796 EUR No 637.382 554.246
National Stock Exchange of India (NSE)

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

Exchange NSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NSEBANKNIFTYNIFTY BANK BANKNIFTY 329675.15 N/A 329675.15 286674.15 INR Yes 9375.42 8152.54
NSEEURINREURO IN INDIAN RUPEE EURINR 11569.63 N/A 11569.63 10060.50 INR No 11569.63 10060.50
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 290116.45 N/A 290116.45 252246.15 INR Yes 4442.03 3862.63
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13414.87 N/A 13414.87 11665.00 INR No 13414.87 11665.00
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6785.42 N/A 6785.42 5900.25 INR No 6785.42 5900.25
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 295684.2 N/A 295684.2 257117 INR Yes 2101.85 1827.70
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 270538.5 N/A 270538.5 235251 INR Yes 3587.65 3119.70
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 9862.40 N/A 9862.40 8576.00 INR Yes 9862.40 8576.00
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APRICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR 30C 13061.17 N/A 13061.17 11357.54 USD No 17916.58 15579.62
NYBOTCCCOCOA NYBOT CC 14705.23 N/A 14705.23 12787.16 USD Yes 15121.62 13149.23
NYBOTCTCOTTON NO. 2 CT 2305.48 N/A 2305.48 2004.77 USD Yes 2508.75 2181.52
NYBOTDXNYBOT US DOLLAR FX DX 2420.67 N/A 2420.67 2104.93 USD Yes 2676.64 2327.52
NYBOTNYFANGNYSE FANG+ INDEX FNG 14569.00 N/A 14569.00 12667.32 USD No 14568.99 12667.32
NYBOTKCCOFFEE "C" KC 16816.89 N/A 16816.89 14623.38 USD Yes 15806.55 13744.83
NYBOTOJFC ORANGE JUICE "A" OJ 12570.94 N/A 12570.94 10931.19 USD Yes 12046.40 10475.07
NYBOTRSCANOLA RS 1468.90 N/A 1468.90 1277.30 CAD No 1480.29 1287.21
NYBOTSBSUGAR NO. 11 SB 1816.24 N/A 1816.24 1579.34 USD Yes 1765.03 1534.81
NYBOTSFSUGAR #16 112000 LBS SF 1824.90 N/A 1824.90 1586.87 USD No 2240.01 1947.84
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBBNYMEX BRENT FINANCIAL FUTURES INDEX BB 16250.00 N/A 16250.00 13000 USD No 16250 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 16250 N/A 16250 13000 USD Yes 16250 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 7592.54 N/A 7592.54 6602.21 USD No 7592.54 6602.21
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 7592.54 N/A 7592.54 6602.21 USD No 7592.54 6602.21
NYMEXHOHEATING OIL HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 7090.00 N/A 7090.00 6156.89 USD No 7090.00 6156.89
NYMEXMCLMICRO WTI CRUDE OIL MCL 1625 N/A 1625 1300 USD Yes 1625 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 759.254 N/A 759.254 660.221 USD No 759.254 660.221
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 7592.54 N/A 7592.54 6602.21 USD Yes 7592.54 6602.21
NYMEXPAPALLADIUM INDEX PA 21635.25 N/A 21635.25 18813.11 USD No 22017.53 19145.52
NYMEXPLPLATINUM INDEX PL 7695.06 N/A 7695.06 6691.35 USD No 7695.06 6691.35
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1772.49 N/A 1772.49 1539.22 USD No 1772.49 1539.22
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8125 N/A 8125 6500 USD No 8125 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 7446.86 N/A 7446.86 6475.53 USD No 8035.52 6987.41
New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYSELIFFEM1MSAMSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR) ASN 6607.66 N/A 6607.66 5744.27 USD No 6607.66 5744.27
NYSELIFFEM1EUMSCI EUROPE NTR EU9 8329.26 N/A 8329.26 7240.02 USD No 8329.26 7240.02
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 11844.54 N/A 11844.54 10299.60 USD No 11844.54 10299.60
NYSELIFFEMXEAMSCI EAFE INDEX MFS 5637.87 4902.50 8054.10 7003.56 USD No 8054.10 7003.56
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2820.47 2452.58 4029.24 3503.68 USD No 4029.24 3503.68
NYSELIFFEMXUSMSCI USA INDEX MUN 62639.52 N/A 62639.52 54469.14 USD No 62639.51 54469.14
Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OMSOMXESGOMXS30 ESG RESPONSIBLE INDEX OMXESG 24147.21 N/A 24147.21 20997 SEK No 24147.21 20997
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 17655.28 15352.42 25221.83 21932.02 SEK Yes 25221.83 21932.02
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 961.188 N/A 961.188 835.815 SEK No 6035.29 835.815
Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OSE.JPNN225NIKKEI 225 225 2862344.94 2488995.60 4089064.20 3555708 JPY Yes 3505563.40 3048316
OSE.JPNN225MNIKKEI 225 MINI 225M 286234.49 248899.56 408906.42 355570.80 JPY Yes 350556.34 304831.60
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 28623.45 24889.96 40890.64 35557.08 JPY No 35055.63 30483.16
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 144531.62 N/A 144531.62 125673.60 JPY No 144531.62 125673.60
OSE.JPNTPXC30TOPIX CORE30 C30 119373.94 N/A 119373.94 103803.43 JPY No 119373.94 103803.43
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 528275.43 N/A 528275.43 459285.93 JPY No 528275.43 459285.93
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 1994243.69 N/A 1994243.69 1734124.95 JPY Yes 1914473.94 1664759.95
OSE.JPNMJMINI 10 YEAR JGB JBLM 199424.37 N/A 199424.37 173412.495 JPY No 191447.39 166476.00
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 65986.77 N/A 65986.77 57377.60 JPY No 65986.77 57377.60
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 131629 N/A 131629 114460 JPY No 208040.75 180905
OSE.JPNTSEREITTSE REIT INDEX REIT 168222.50 N/A 168222.50 146242.62 JPY No 168222.50 146242.62
OSE.JPNTOPXTOPIX INDEX TPX 1348891.40 1172949.04 1926987.71 1675641.48 JPY No 1926987.71 1675641.48
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 134889.14 117294.90 192698.77 167564.15 JPY No 192698.77 167564.15
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
QBALGOIEUCOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD No 16250 13000
QBALGOIEUGOILICE GASOIL GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14514.18 N/A 14514.18 11611.34 USD No 14541.15 11632.92
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCCCOCOA NYBOT CC 14705.23 N/A 14705.23 12787.16 USD No 15121.62 13149.23
QBALGOIUSCTCOTTON NO. 2 CT 2305.48 N/A 2305.48 2004.77 USD No 2508.75 2181.52
QBALGOIUSDXNYBOT US DOLLAR FX DX 2420.67 N/A 2420.67 2104.93 USD No 2676.64 2327.52
QBALGOIUSKCCOFFEE "C" KC 16816.89 N/A 16816.89 14623.38 USD No 15806.55 13744.83
QBALGOIUSOJFC ORANGE JUICE "A" OJ 12570.94 N/A 12570.94 10931.19 USD No 12046.40 10475.07
QBALGOIUSSBSUGAR NO. 11 SB 1816.24 N/A 1816.24 1579.34 USD No 1765.03 1534.81
Singapore Exchange (SGX)

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

Exchange SGX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SGXAJSGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES AJ 319425.93 N/A 319425.93 277761.61 JPY No 329189.54 286251.77
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1890.42 N/A 1890.42 1643.84 USD No 1864.64 1621.43
SGXXINA50FTSE/XINHUA CHINA A50 CN 1335.11 1160.96 1907.30 1658.52 USD No 1907.30 1658.52
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4020.69 N/A 4020.69 3496.25 USD No 4020.69 3496.25
SGXXIN0IFTSE CHINA H50 FCH 3987.42 N/A 3987.42 3467.24 USD No 3987.42 3467.24
SGXSCIFTSEUROFIRST 80 NEW FEF 1058 N/A 1058 920 USD No 1058 920
SGXWIIDNFTSE INDONESIA INDEX FID 1411.80 N/A 1411.80 1227.19 USD No 1411.80 1227.19
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 1018.27 N/A 1018.27 885.399 USD No 1018.27 885.399
SGXINRUNITED STATES DOLLAR INR 9855.50 N/A 9855.50 8570.00 USD No 9855.50 8570.00
SGXINXSGX USD/INR (USD) MONTH-END INX 9860.96 N/A 9860.96 8574.75 USD No 9860.96 8574.75
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2682.03 N/A 2682.03 2332.20 USD No 2682.03 2332.20
SGXSGBSGX MINI JGB INDEX JB 337249.89 N/A 337249.89 293214.58 JPY No 337250.39 293214.58
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 342455.21 N/A 342455.21 297787.14 JPY No 338531.51 294375.23
SGXKRWKOREAN WON KRW 10479.375 N/A 10479.375 9112.50 USD No 10479.375 9112.50
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 2095.875 N/A 2095.875 1822.50 USD No 2095.875 1822.50
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6159.89 N/A 6159.89 5356.425 CNH No 6159.89 5356.425
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1850120.06 N/A 1850120.06 1608800.05 JPY No 1850120.30 1608800.05
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2093.00 1820.00 2990.00 2600.00 USD No 2990.00 2600.00
SGXSGXNKSGX: NIKKEI 225 NK 1127002.98 980002.60 1610004.26 1400003.71 JPY Yes 1610004.26 1400003.71
SGXSGXNKMSGX: NIKKEI 225 MINI NS 225400.60 196000.52 322000.85 280000.74 JPY No 322000.85 280000.74
SGXN225USGX: USD NIKKEI 225 INDEX NU 44337.20 N/A 44337.20 38554.09 USD No 44337.20 38554.09
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1851.50 1610 2645 2300 SGD Yes 2 2645 2300
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 5465.12 N/A 5465.12 4750.77 SGD No 5960.55 5181.45
SGXSTISGX STRAITS TIMES INDEX ST 4930.49 N/A 4930.49 4287.38 SGD No 4930.49 4287.38
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2780.71 N/A 2780.71 2418.01 USD No 2759.81 2399.84
SGXTSR20SICOM RUBBER TF 672.696 N/A 672.696 584.953 USD No 672.696 584.953
SGXTONA3 MONTH COMPOUNDED TONA TONA 36804.42 N/A 36804.42 32002.86 JPY No 36803.42 32002.86
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1851.38 N/A 1851.38 1609.85 USD No 1851.38 1609.85
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 8352.45 N/A 8352.45 7254.03 USD No 8287.71 7196.51
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4427.50 3850.00 6325.01 5500.005 USD No 6325.01 5500.005
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 24639.555 N/A 24639.555 21425.70 CNH Yes 24639.555 21425.70
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 9025647.15 N/A 9025647.15 7848388.83 JPY No 9725979.12 8457371.84
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1366.70 N/A 1366.70 1187.74 SGD No 1490.61 1295.41
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1805102.20 N/A 1805102.20 1569654.09 JPY No 1945161.96 1691445.19
SGXC52COMFORTDELGRO CORP LTD YCDD 1225.85 N/A 1225.85 1065.96 SGD No 1247.26 1065.96
SGXD05DBS GROUP HOLDINGS LTD YDBS 4405.79 N/A 4405.79 3769.52 SGD No 4334.95 3769.52
SGXG13GENTING SINGAPORE LTD YGEN 638.825 N/A 638.825 555.50 SGD No 652.164 555.50
SGXBN4KEPPEL LTD YKEP 4123.57 N/A 4123.57 3499.66 SGD No 4024.60 3499.65
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5796.25 N/A 5796.25 5005.51 SGD No 5756.34 5005.51
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 3983.95 N/A 3983.95 2905.93 SGD No 3341.83 2905.94
SGXY92THAI BEVERAGE PCL YTBE 811.475 N/A 811.475 705.63 SGD No 825.725 705.64
SGXU11UNITED OVERSEAS BANK LTD YUOB 6424.30 N/A 6424.30 5488.95 SGD No 6312.29 5488.95
SGXF34WILMAR INTERNATIONAL LTD YWIL 2563.94 N/A 2563.94 2229.51 SGD No 2607.34 2229.51
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 20174.43 N/A 20174.43 4564.11 SGD No 5309.31 4564.12
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 137.244 N/A 137.244 119.176 USD No 137.053 119.176
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 575 N/A 575 500 USD No 575 500
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPIS&P/ASX 200 INDEX (AUSTRALIA) AP 13511.99 11749.55 19302.84 16785.08 AUD Yes 19302.84 16785.08
SNFEIB30 DAY INTERBANK CASH RATE IB 641.70 N/A 641.70 558.00 AUD No 641.702 558.00
SNFEIR90 DAY BILLS IR 1621.63 N/A 1621.63 1410.12 AUD No 1621.63 1410.12
SNFEXT10 YEAR TREASURY BOND 6% XT 3036.05 N/A 3036.05 2640.02 AUD No 3036.03 2640.02
SNFEYT3 YEAR TREASURY BOND 6% YT 1244.30 N/A 1244.30 1082 AUD No 1244.31 1082

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

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


Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time5 Intraday End Time5
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
Exchange Symbol Description Intraday Start Time4 Intraday End Time4

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


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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.
  • 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.