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 8137.49 N/A 8137.49 7076.08 EUR Yes 2 8137.49 7076.08
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 8625 N/A 8625 7500 MYR No 8625 7500
BURSAMYFBMKLCIFKLI FKLI 3220.01 2800 4600.01 4000 MYR No 4600.01 4000
Chicago Board Of Trade (CBOT)

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

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y10 YEAR MICRO TREASURY YIELD 10Y 650.764 N/A 650.764 525 USD No 603.764 525
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1052.82 N/A 1052.82 845.06 USD No 971.819 845.06
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 543.375 N/A 543.375 472.50 USD No 543.375 472.50
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 2617.76 N/A 2617.76 2276.31 USD No 2617.76 2276.31
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 831.528 N/A 831.528 723.032 USD No 834.528 723.032
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 1173.81 N/A 1173.81 1020.51 USD No 1248.81 1020.51
CBOTACETHANOL -CME EH 5635 N/A 5635 4900 USD No 5635 4900
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 3097.38 N/A 3097.38 2692.83 USD No 3322.38 2692.83
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 4753.64 N/A 4753.64 4133.04 USD No 5113.64 4133.04
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 3700.15 N/A 3700.15 3217.52 USD Yes 3887.65 3217.52
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 588.016 N/A 588.016 511.318 USD No 625.478 511.318
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1201.31 N/A 1201.31 1044.61 USD No 1263.78 1044.61
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 902.868 785.1025 1289.81 1121.575 USD No 1425.81 1121.575
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3990.32 N/A 3990.32 3469.79 USD No 4898.87 3990.26
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 3598.38 N/A 3598.38 3129.02 USD No 4004.25 3129.02
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 7841.14 N/A 7841.14 6818.38 USD Yes 8622.14 6818.38
CBOTYCMINI SIZED CORN FUTURES XC 456.972 N/A 456.972 397.367 USD No 539.472 397.367
CBOTYKMINI SIZED SOYBEAN FUTURES XK 841.311 N/A 841.311 731.575 USD No 956.311 731.575
CBOTYWMINI SIZED WHEAT FUTURES XW 670.195 N/A 670.195 582.778 USD No 720.195 582.778
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 129.278 N/A 129.278 112.416 USD No 189.276 112.416
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 172.50 N/A 172.50 150 USD No 355 150
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 80.50 N/A 80.50 70 USD No 340.499 70
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 57.50 N/A 57.50 50 USD No 172.146 50
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 92 N/A 92 80 USD No 392 80
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 9028.68 7851.025 12898.11 11215.75 USD Yes 14258.11 11215.75
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2582.17 N/A 2582.17 2245.36 USD No 2989.23 2245.36
CBOTZBUS TREASURY BOND ZB 5763.65 N/A 5763.65 5011.87 USD Yes 6295.15 5011.87
CBOTZCCORN FUTURES ZC 2284.86 N/A 2284.86 1986.83 USD Yes 2697.36 1986.83
CBOTZF5 YEAR US TREASURY NOTE ZF 1657.93 N/A 1657.93 1441.68 USD Yes 1930.99 1441.68
CBOTZLSOYBEAN OIL FUTURES ZL 3487.17 N/A 3487.17 2755.80 USD Yes 3169.17 2755.80
CBOTZMSOYBEAN MEAL FUTURES ZM 3677.01 N/A 3677.01 3197.40 USD Yes 4227.01 3197.40
CBOTZN10 YEAR US TREASURY NOTE ZN 2590.87 N/A 2590.87 2252.93 USD Yes 2934.50 2252.93
CBOTZOOAT FUTURES ZO 5362.88 N/A 5362.88 4663.38 USD Yes 5962.88 4663.38
CBOTZQ30 DAY FED FUNDS ZQ 382.44 N/A 382.44 323.49 USD Yes 2 372.014 323.49
CBOTZRROUGH RICE FUTURES ZR 4560.51 N/A 4560.51 3956.97 USD Yes 4550.51 3956.97
CBOTZSSOYBEAN FUTURES ZS 4206.56 N/A 4206.56 3657.87 USD Yes 4781.56 3657.87
CBOTZT2 YEAR US TREASURY NOTE ZT 1380 N/A 1380 1200 USD Yes 1645.06 1200
CBOTZWWHEAT FUTURES ZW 3350.98 N/A 3350.98 2913.89 USD Yes 3600.98 2913.89
Montreal Exchange (CDE)

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

Exchange CDE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CDECGB10 YEAR GOVERNMENT OF CANADA BONDS CGB 3811.31 N/A 3811.31 3314.18 CAD No 3811.32 3314.18
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1981.28 N/A 1981.28 1722.86 CAD No 1981.29 1722.86
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 775.917 N/A 775.917 674.71 CAD No 775.92 674.71
CDECRA3 MONTH CORRA CRA 522.089 N/A 522.089 453.99 CAD No 522.091 453.99
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 12662.80 11011.13 18089.71 15730.18 CAD No 18089.72 15730.18
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 13567.28 N/A 13567.28 11797.64 CAD No 13567.28 11797.64
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 11037.50 N/A 11037.50 9597.83 CHF Yes 11037.50 9597.83
CEDXBDE40G- DE40F 21461.59 N/A 21461.59 18662.25 EUR Yes 21461.59 18662.25
CEDXBES35P- ES35F 14950.99 N/A 14950.99 13000.87 EUR Yes 14950.99 13000.87
CEDXBEZ50P- EZ50F 5810.78 N/A 5810.78 5052.85 EUR Yes 5810.78 5052.85
CEDXBFR40P- FR40F 8566.90 N/A 8566.90 7449.48 EUR Yes 8566.90 7449.48
CEDXBIT40P- IT40F 9081.80 N/A 9081.80 7897.22 EUR Yes 9081.80 7897.22
CEDXBNL25P- NL25F 9353.37 N/A 9353.37 8133.37 EUR Yes 9353.37 8133.37
CEDXBNO25G- NO25F 11334.47 N/A 11334.47 9856.06 NOK Yes 11334.47 9856.06
CEDXBSE30P- SE30F 27321.80 N/A 27321.80 23758.09 SEK Yes 27321.80 23758.09
CEDXBUK100P- UK100F 7410.27 N/A 7410.27 6443.72 GBP Yes 7410.27 6443.72
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 9661.73 N/A 9661.73 8401.50 USD No 9661.72 8401.50
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 10893.81 N/A 10893.81 9472.88 USD Yes 10893.82 9472.88
CFEVIXCBOE VOLATILITY INDEX VX 9533.21 N/A 9533.21 8289.75 USD Yes 27202.35 23654.22
CFEVIXCBOE VOLATILITY INDEX VX06 9533.21 N/A 9533.21 8289.75 USD No 28121.09 24453.12
CFEVIXCBOE VOLATILITY INDEX VX08 9533.21 N/A 9533.21 8289.75 USD No 26849.43 23347.33
CFEVIXCBOE VOLATILITY INDEX VX09 9533.21 N/A 9533.21 8289.75 USD No 26840.13 23339.24
CFEVIXCBOE VOLATILITY INDEX VX10 9151.88 N/A 9151.88 7958.16 USD No 26942.59 23428.34
CFEVIXCBOE VOLATILITY INDEX VX12 8219.85 N/A 8219.85 7147.70 USD No 28773.00 25020.00
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 953.321 N/A 953.321 828.975 USD No 2616.29 2275.03
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 1990.34 N/A 1990.34 1730.73 USD Yes 2180.34 1730.73
CMEGBPBRITISH POUND 6B 2364.83 N/A 2364.83 2056.37 USD Yes 2608.58 2056.37
CMECADCANADIAN DOLLAR 6C 1650.77 N/A 1650.77 1435.45 USD Yes 1655.77 1435.45
CMEEUREUROPEAN MONETARY UNION EURO 6E 3390.31 N/A 3390.31 2948.10 USD Yes 4115.31 2948.10
CMEJPYJAPANESE YEN 6J 4170.94 N/A 4170.94 3523.64 USD Yes 4052.19 3523.64
CMEBREBRAZILIAN REAL 6L 1704.06 N/A 1704.06 1297.50 USD Yes 2 1864.06 1297.50
CMEMXPMEXICAN PESO 6M 1676.355 N/A 1676.355 1457.70 USD Yes 1831.355 1457.70
CMENZDNEW ZEALAND DOLLAR 6N 2249.16 N/A 2249.16 1955.79 USD Yes 2 2469.16 1955.79
CMERUR *RUSSIAN RUBLE IN US DOLLARS 6R 28577.50 N/A 28577.50 24850 USD Yes 2 28577.50 24850
CMECHFSWISS FRANC 6S 4784.50 N/A 4784.50 4160.44 USD Yes 5578.25 4160.44
CMEZARSOUTH AFRICAN RAND 6Z 2190.025 N/A 2190.025 1893.50 USD No 2177.525 1893.50
CMEACDXAUSTRALIAN DOLLAR ACD 12261.61 N/A 12261.61 10662.27 CAD No 12401.61 10662.27
CMEAJYAUSTRALIAN DOLLAR AJY 2698036.89 N/A 2698036.89 2346119.03 JPY No 2728037.09 2346119.03
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 931.061 N/A 931.061 793.358 USD No 912.361 793.358
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 25918.98 N/A 25918.98 22538.25 USD No 29806.83 25918.98
CMEBOSBOSTON HOUSING INDEX BOS 4873.125 N/A 4873.125 4237.50 USD No 4873.125 4237.50
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 187153.28 N/A 187153.28 155917.10 USD Yes 179304.66 155917.10
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 269703.75 N/A 269703.75 234525 EUR No 323644.50 281430
CMECBCME CASH-SETTLED BUTTER FUTURES CB 6757.64 N/A 6757.64 5876.21 USD No 7057.64 5876.21
CMECHICHICAGO HOUSING INDEX CHI 3015.88 N/A 3015.88 2622.50 USD No 3015.88 2622.50
CMECLPCHILEAN PESO CHP 5975.88 N/A 5975.88 5196.42 USD No 5990.88 5196.42
CMECJYCANADIAN DOLLAR CJY 3254124.69 N/A 3254124.69 2747934.69 JPY No 3160124.89 2747934.69
CMECNHUNITED STATES DOLLAR CNH 27494.20 N/A 27494.20 21820.50 CNH No 25094.20 21820.50
CMECSCCHEESE CSC 7944.97 N/A 7944.97 6908.67 USD No 8464.97 6908.67
CMECUSHOUSING INDEX COMPOSITE CUS 5045.625 N/A 5045.625 4387.50 USD No 5045.625 4387.50
CMECZKCZECH KORUNA CZK 17348.81 N/A 17348.81 15085.92 USD Yes 2 17348.81 15085.92
CMEDAMILK CLASS III INDEX DC 5595.21 N/A 5595.21 4865.40 USD Yes 6075.21 4865.40
CMEDENDENVER HOUSING INDEX DEN 4528.125 N/A 4528.125 3937.50 USD No 4528.125 3937.50
CMEDYCME DRY WHEY INDEX DY 5056.54 N/A 5056.54 4167.43 USD No 4792.54 4167.43
CMEE7EUROPEAN MONETARY UNION EURO E7 1695.16 N/A 1695.16 1474.05 USD No 2057.66 1474.05
CMEEADEUROPEAN MONETARY UNION EURO EAD 14395.76 N/A 14395.76 12514.06 AUD No 14658.26 12514.06
CMEECDEUROPEAN MONETARY UNION EURO ECD 9692.57 N/A 9692.57 8424.15 CAD No 10655.07 8424.15
CMEECKCZECH KORUNA ECK 9159.98 N/A 9159.98 7965.20 EUR No 9159.98 7965.20
CMEEHFHUNGARIAN FORINT EHF 5965.94 N/A 5965.94 5187.78 EUR Yes 2 5977.94 5187.78
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 21724.11 N/A 21724.11 18890.53 USD Yes 2 29062.72 21724.11
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 206514.31 179577.66 295020.44 256539.51 JPY No 324893 234200
CMEEPZPOLISH ZLOTY EPZ 7330.67 N/A 7330.67 6374.49 EUR Yes 2 7330.67 6374.49
CMEESE-MINI S&P 500 ES 11718.55 10653.23 16740.79 15218.90 USD Yes 19672.57 15838.70
CMESPXESUPE-MINI S&P 500 ESG ESG 18454.69 N/A 18454.69 16045.33 USD No 23192.89 18452.13
CMEESTREURO SHORT-TERM RATE ESR 172.507 N/A 172.507 150 EUR No 172.50 150
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 75685.56 N/A 75685.56 65813.53 EUR No 90545.25 78735
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 82185.16 N/A 82185.16 71465.36 USD Yes 99472.20 85758.43
CMEGSCIS&P-GSCI INDEX GD 20231.44 N/A 20231.44 17592.56 USD No 20306.44 17592.56
CMEGDKCLASS IV MILK - 200K LBS GDK 3216.48 N/A 3216.48 2796.94 USD No 3356.47 2796.94
CMEGFFEEDER CATTLE GF 9545.64 N/A 9545.64 8267.95 USD Yes 9508.14 8267.95
CMENFNON FAT DRY MILK INDEX GNF 4519.84 N/A 4519.84 3930.30 USD No 5102.84 3930.30
CMEHELEAN HOGS HE 4575.21 N/A 4575.21 3978.44 USD Yes 4585.21 3978.44
CMEHUFHUNGARIAN FORINT HUF 9588.39 N/A 9588.39 8337.73 USD Yes 2 9588.39 8337.73
CMEIBAABOVESPA INDEX - USD IBV 31744.60 N/A 31744.60 27604 USD No 32679.55 28417
CMEILSISRAELI SHEKEL ILS 38924.35 N/A 38924.35 33847.26 USD Yes 2 38924.35 33847.26
CMEJ7JAPANESE YEN J7 2085.47 N/A 2085.47 1761.82 USD No 2026.09 1761.82
CMEKRWKOREAN WON KRW 16898.53 N/A 16898.53 14694.375 USD Yes 2 12475.67 10402.76
CMELAVLAS VEGAS HOUSING INDEX LAV 4355.625 N/A 4355.625 3787.50 USD No 4355.625 3787.50
CMELAXLOS ANGELES HOUSING INDEX LAX 6270.38 N/A 6270.38 5452.50 USD No 6270.38 5452.50
CMELBRLUMBER FUTURES LBR 3921.63 N/A 3921.63 3242.72 USD No 3729.13 3242.72
CMELELIVE CATTLE LE 4511.64 N/A 4511.64 3923.16 USD Yes 4521.64 3923.16
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 647.946 563.432 925.638 804.902 USD No 1002.71 764
CMEM6AAUSTRALIAN DOLLAR M6A 199.034 N/A 199.034 173.073 USD No 218.034 173.073
CMEM6BBRITISH POUND M6B 236.483 N/A 236.483 205.637 USD No 260.858 205.637
CMEM6EEUROPEAN MONETARY UNION EURO M6E 339.031 N/A 339.031 294.81 USD No 411.531 294.81
CMEMBTMICRO BITCOIN MBT 3743.07 N/A 3743.07 3118.34 USD Yes 3586.09 3118.34
CMEMCDCANADIAN DOLLAR MCD 165.077 N/A 165.077 143.545 USD No 165.577 143.545
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1171.86 1065.32 1674.08 1521.89 USD Yes 1967.26 1583.87
CMEMETMICRO ETHER MET 164.37 N/A 164.37 142.931 USD Yes 199.494 171.517
CMEMIAMIAMI HOUSING INDEX MIA 6382.50 N/A 6382.50 5550 USD No 6382.50 5550
CMEMIRINDIAN RUPEE MIR 1311.41 N/A 1311.41 1140.20 USD No 1311.41 1140.20
CMEMNHUNITED STATES DOLLAR MNH 2747.81 N/A 2747.81 2185.05 CNH No 2512.81 2185.05
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 103257.15 89788.83 147510.22 128269.755 JPY No 163696.50 117100
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1554.87 N/A 1554.87 1352.06 USD No 2078.10 1554.86
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2035.89 1850.81 2908.41 2644.01 USD Yes 3648.35 2908.41
CMEMSFSWISS FRANC MSF 478.465 N/A 478.465 416.056 USD No 558.475 416.069
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1032571.53 897888.285 1475102.18 1282697.55 JPY No 1624465 1170800
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 15548.65 N/A 15548.65 13520.55 USD No 20680.95 15548.63
CMENOKNORWEGIAN KRONE NOK 20304.89 N/A 20304.89 17653.44 USD No 20704.89 17653.44
CMENQE-MINI NASDAQ 100 NQ 20358.88 18508.08 29084.12 26440.11 USD Yes 36483.55 29084.12
CMENYMNEW YORK HOUSING INDEX NYM 4571.25 N/A 4571.25 3975 USD No 4571.25 3975
CMEPJYBRITISH POUND PJY 3463475.63 N/A 3463475.63 3011717.94 JPY No 3555976.25 3011717.94
CMEPLNPOLISH ZLOTY PLN 14466.21 N/A 14466.21 12579.31 USD Yes 2 15216.21 12579.31
CMEPSFBRITISH POUND PSF 11110.46 N/A 11110.46 9351.30 CHF No 10760.46 9351.30
CMERFEUROPEAN MONETARY UNION EURO RF 4426.09 N/A 4426.09 3848.67 CHF No 4438.59 3848.67
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8013.775 N/A 8013.775 6968.50 USD Yes 2 9383.775 6968.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 11589.28 N/A 11589.28 10073.29 EUR Yes 2 11584.28 10073.29
CMERPEUROPEAN MONETARY UNION EURO RP 6012.78 N/A 6012.78 5228.44 GBP No 6256.53 5228.44
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 14039.33 N/A 14039.33 12201.85 USD No 16880.23 14032.13
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 47652.52 N/A 47652.52 41431.56 USD No 56655.39 47646.30
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 10041.01 N/A 10041.01 8730.06 USD No 11677.17 10039.57
CMERTYE-MINI RUSSELL 2000 INDEX RTY 6479.46 5634.32 9256.38 8049.02 USD Yes 10027.13 7644
CMERYEUROPEAN MONETARY UNION EURO RY 1361790.56 N/A 1361790.56 1184141.99 JPY Yes 2 1494290.06 1184141.99
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4470.625 N/A 4470.625 3887.50 USD No 4470.625 3887.50
CMESDGSAN DIEGO HOUSING INDEX SDG 6281.875 N/A 6281.875 5462.50 USD No 6281.875 5462.50
CMESEKSWEDISH KRONA SEK 22315.69 N/A 22315.69 19403.15 USD No 22965.69 19403.15
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5048.50 N/A 5048.50 4390.00 USD No 5048.50 4390.00
CMESGXSHORT GILT SG 298717.18 N/A 298717.18 259754.02 USD No 343524.70 298717.13
CMESIRINDIAN RUPEE SIR 6556.60 N/A 6556.60 5701 USD No 6706.60 5701
CMESJYSWISS FRANC SJY 4940853.60 N/A 4940853.60 4296394.43 JPY No 5138352.35 4296394.43
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 34314.67 N/A 34314.67 29577.97 USD No 39116.87 34014.67
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 2298.89 N/A 2298.89 1999.04 GBP No 2348.89 1999.04
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 350.159 N/A 350.159 304.486 USD No 370.994 304.486
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 397.497 N/A 397.497 345.643 USD Yes 397.49 345.643
CMESVXSCHNEIDER ELECTRIC SE SU 72683.04 N/A 72683.04 63202.64 USD No 83585.50 72683.04
CMETBF313-WEEK US TREASURY BILL TBF3 972.622 N/A 972.622 845.478 USD No 972.625 845.478
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4784.00 N/A 4784.00 4160.00 USD No 4784.00 4160.00
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 9707.60 N/A 9707.60 8440.67 USD No 12203.74 9706.77
CMEIXEENERGY SELECT SECTOR INDEX XAE 14792.92 N/A 14792.92 12819.15 USD No 16954.35 14742.02
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 9265.56 N/A 9265.56 8056.75 USD No 10797.26 9206.01
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 19950.50 N/A 19950.50 17346.46 USD No 23173.07 19948.43
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 29650.67 N/A 29650.67 25780.34 USD No 36088.26 29647.40
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 7524.22 N/A 7524.22 6542.34 USD No 8662.86 7523.69
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 5228.04 N/A 5228.04 4545.60 USD No 6374.75 5227.43
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 12023.27 N/A 12023.27 10454.45 USD No 13966.76 12022.62
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 16625.26 N/A 16625.26 14454.95 USD No 19489.06 16623.19
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 41429.78 N/A 41429.78 36021.67 USD No 50854.24 41424.92
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 9482.88 N/A 9482.88 8245.00 USD No 10955.31 9481.75
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 189.551 N/A 189.551 156.131 USD No 179.551 156.131
COMEXALIALUMINUM INDEX ALI 9067.80 N/A 9067.80 7678.52 USD No 8830.30 7678.52
COMEXGCGOLD GC 19124.75 N/A 19124.75 15612.82 USD Yes 17954.75 15612.82
COMEXHGCOPPER INDEX HG 13003.19 N/A 13003.19 8741.91 USD Yes 10053.19 8741.91
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 3527.31 N/A 3527.31 2771.57 USD No 3187.31 2771.57
COMEXMGCE-MICRO GOLD MGC 1912.48 N/A 1912.48 1561.28 USD Yes 1795.47 1561.28
COMEXMHGMICRO COPPER MHG 1299.07 N/A 1299.07 874.191 USD No 1005.32 874.191
COMEXQCCOMEX MINY COPPER QC 6501.60 N/A 6501.60 4370.95 USD No 5026.60 4370.95
COMEXQICOMEX MINY SILVER QI 11724.97 N/A 11724.97 10195.62 USD No 11864.97 10195.62
COMEXQOCOMEX MINY GOLD QO 9562.38 N/A 9562.38 7806.41 USD No 8977.37 7806.41
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 35297.47 N/A 35297.47 30693.44 CNH No 35297.45 30693.44
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 7144.33 N/A 7144.33 6212.46 USD No 7144.33 6212.46
COMEXSISILVER INDEX SI 23449.94 N/A 23449.94 20391.25 USD Yes 23729.93 20391.25
COMEXSISILVER INDEX SIL 4689.99 N/A 4689.99 4078.25 USD No 4745.99 4078.25
COMEXUXURANIUM INDEX UX 2366.36 N/A 2366.36 2057.71 USD No 2366.36 2057.71
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 47109.75 N/A 47109.75 40965 EUR No 47109.75 40965
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 19788.13 N/A 19788.13 17207.07 EUR Yes 19788.13 17207.07
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 9984.35 N/A 9984.35 8682.04 CHF No 11482.00 9984.35
EUREXKS200.EUKOSPI 200 - EUREX/KRX LINKED PRODUCT FBK2 6731812.50 5853750 9616875 8362500 KRW Yes 9616875 8362500
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 7741.29 N/A 7741.29 6730.05 EUR No 8902.48 7739.56
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 3163.62 N/A 3163.62 2750.97 EUR Yes 4039.86 3512.92
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1065.48 N/A 1065.48 926.505 EUR No 1250.41 1087.31
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3249.88 N/A 3249.88 2825.98 USD No 3737.36 3249.88
EUREXKWY.EUUS DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT FCUW 1664279.94 N/A 1664279.94 1447199.95 KRW No 3328559.89 2894399.90
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2502.40 N/A 2502.40 2176.00 EUR No 2502.40 2176.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 31788.95 27642.57 45412.79 39489.38 EUR Yes 43588.16 37902.75
EUREXDDAXDIVDAX PRICE INDEX FDIV 9098.80 N/A 9098.80 7912.00 EUR Yes 2 9098.80 7912.00
EUREXDDXDIVPTDIVDAX DIVIDEND POINTS INDEX FDVD 2109.10 N/A 2109.10 1834 EUR No 2109.10 1834
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 6357.79 5528.51 9082.56 7897.88 EUR No 8717.63 7580.55
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1271.56 1105.70 1816.51 1579.58 EUR Yes 1743.53 1516.11
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 522.213 N/A 522.213 454.098 EUR No 600.545 522.213
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 4016.95 N/A 4016.95 3493 EUR Yes 2 4016.95 3493
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 4850.25 N/A 4850.25 4217.30 EUR Yes 2 5577.79 4849.89
EUREXSX7EEURO STOXX BANKS INDEX FESB 748.757 651.093 1069.65 930.133 EUR Yes 952.16 827.965
EUREXSX4EEURO STOXX CHEMICALS FESC 5855.97 N/A 5855.97 5092.15 EUR Yes 2 6227.40 5415.13
EUREXESEEURO STOXX OIL & GAS FESE 1576.35 N/A 1576.35 1370.64 EUR Yes 2 1604.14 1394.80
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3537.65 N/A 3537.65 3076.22 EUR Yes 2 2883.14 2507.08
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 6526.90 N/A 6526.90 5675.57 EUR Yes 2 6052.64 5263.16
EUREXSXDEEURO STOXX HEALTHCARE FESH 2613.30 N/A 2613.30 2272.44 EUR Yes 2 3005.30 2613.30
EUREXESIEURO STOXX INSURANCE FESI 2777.84 N/A 2777.84 2415.19 EUR Yes 2 2404.43 2090.53
EUREXESMEURO STOXX MEDIA INDEX FESM 1233.64 N/A 1233.64 1072.73 EUR Yes 2 1418.69 1233.64
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3069.73 N/A 3069.73 2669.33 EUR Yes 2 3058.05 2659.18
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1341.51 N/A 1341.51 1166.53 EUR Yes 2 1542.74 1341.51
EUREXSXREEURO STOXX RETAIL FESR 4479.61 N/A 4479.61 3895.31 EUR Yes 2 4713.08 4098.33
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1163.78 N/A 1163.78 1011.16 EUR Yes 2 1087.00 944.45
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1028.64 N/A 1028.64 894.25 EUR Yes 2 1028.64 894.25
EUREXESUEURO STOXX UTILITIES INDEX FESU 1421.00 N/A 1421.00 1235.60 EUR Yes 1463.37 1272.44
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1028.26 N/A 1028.26 894.14 EUR Yes 2 1011.11 879.23
EUREXESTX50EURO STOXX50 FESX 2969.59 2582.25 4242.27 3688.93 EUR Yes 4185.48 3639.55
EUREXSX8EEURO STOXX TECHNOLOGY FESY 16883.31 N/A 16883.31 14681.13 EUR Yes 2 19415.80 16883.31
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 6823.50 N/A 6823.50 5933.48 EUR Yes 2 7847.02 6823.50
EUREXEU3THREE MONTH EURIBOR FEU3 659.90 N/A 659.90 573.826 EUR Yes 659.90 573.826
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2643.62 2298.80 3776.60 3284.00 EUR Yes 3776.60 3284.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 9649.23 N/A 9649.23 8390.63 EUR Yes 2 11096.61 9649.23
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 3188.45 N/A 3188.45 2772.57 EUR Yes 3666.72 3188.45
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1823.49 N/A 1823.49 1585.65 EUR Yes 2097.02 1823.49
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 656.817 N/A 656.817 571.145 EUR Yes 755.339 656.817
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 7523.53 N/A 7523.53 6542.20 EUR Yes 8652.06 7523.53
EUREXDJESLEURO STOXX LARGE FLCE 2269.36 N/A 2269.36 1972.75 EUR No 1971.83 1714.115
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2180.04 N/A 2180.04 1894.645 EUR No 1703.72 1480.685
EUREXDJESMEURO STOXX MID FMCE 2102.88 N/A 2102.88 1828.12 EUR No 1732.04 1505.74
EUREXM1CNMSCI CHINA NTR USD FMCH 2383.38 N/A 2383.38 2072.46 USD No 3092.36 2688.96
EUREXDJ200STOXX MID 200 INDEX FMCP 2269.79 N/A 2269.79 1973.43 EUR Yes 2 1770.10 1538.98
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 5444.66 N/A 5444.66 4734.47 USD No 5156.71 4484.08
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 7774.10 N/A 7774.10 6759.35 USD No 8940.21 7773.26
EUREXMXEUMSCI EUROPE FMEP 1479.29 N/A 1479.29 1286.34 EUR No 1701.19 1479.29
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2739.71 N/A 2739.71 2382.28 EUR No 2250.02 1956.48
EUREXM1INMSCI INDIA NTR USD FMIN 11099.06 N/A 11099.06 9651.03 USD No 10149.93 8825.73
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 6108.30 N/A 6108.30 5311.42 USD No 5460.21 4747.88
EUREXK200M.EUMINI KOSPI 200 - EUREX/KRX LINKED PRODUCT FMK2 1349099.53 1173130.03 1927285.05 1675900.04 KRW No 1927284.97 1675899.85
EUREXM1TWMSCI TAIWAN NTR USD FMTW 14223.75 N/A 14223.75 12366.50 USD No 16357.31 14221.48
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 3978.24 N/A 3978.24 3459.27 EUR No 3494.28 3038.45
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 9323.62 N/A 9323.62 8107.49 USD No 9813.62 8533.58
EUREXMXWOMSCI WORLD INDEX FMWP 5737.07 N/A 5737.07 4988.59 USD No 6597.63 5736.88
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 3094.90 N/A 3094.90 2691.22 EUR No 3559.13 3094.90
EUREXDJESSEURO STOXX SMALL FSCE 1304.79 N/A 1304.79 1134.36 EUR No 1246.01 1083.26
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1488.17 N/A 1488.17 1293.98 EUR No 1271.95 1105.97
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1422.51 N/A 1422.51 1236.94 EUR No 1133.68 985.784
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3506.58 N/A 3506.58 3049.20 CHF Yes 2 4032.57 3506.58
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8891.80 N/A 8891.80 7732.00 CHF No 8891.80 7732.00
EUREXSMISWISS MARKET INDEX FSMI 5892.27 5123.71 8417.53 7319.59 CHF Yes 7480.82 6505.06
EUREXSMIMSWISS MID-CAP INDEX FSMM 3846.74 N/A 3846.74 3342.88 CHF Yes 2 4423.75 3844.31
EUREXSMISWISS MARKET INDEX FSMS 589.227 512.371 841.753 731.959 CHF No 748.082 650.506
EUREXMDAXMIDCAP DAX FSMX 2585.96 N/A 2585.96 2248.43 EUR No 2059.32 1790.53
EUREXST3THREE MONTH ESTR FST3 238.572 N/A 238.572 207.454 EUR No 274.357 238.572
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 3303.18 N/A 3303.18 2872.29 EUR Yes 2 3798.66 3303.14
EUREXSX7PSTOXX 600 BANKS FSTB 1468.65 N/A 1468.65 1277.06 EUR Yes 1248.49 1085.62
EUREXSX4PSTOXX 600 CHEMICALS FSTC 4957.40 N/A 4957.40 4309.47 EUR Yes 2 4681.28 4069.44
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1617.59 N/A 1617.59 1406.59 EUR Yes 1574.12 1368.79
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4894.14 N/A 4894.14 4255.05 EUR Yes 2 3814.30 3316.22
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4280.75 N/A 4280.75 3722.12 EUR Yes 2 3929.16 3416.41
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 3393.71 N/A 3393.71 2951.00 EUR Yes 2 3653.62 3177.00
EUREXSXIPSTOXX 600 INSURANCE FSTI 2605.53 N/A 2605.53 2265.53 EUR Yes 2 2239.37 1947.14
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 702.203 N/A 702.203 610.602 EUR No 807.534 702.192
EUREXSXMPSTOXX 600 MEDIA FSTM 1756.48 N/A 1756.48 1526.96 EUR Yes 2 1646.81 1431.62
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3379.96 N/A 3379.96 2938.725 EUR Yes 2 3218.09 2797.985
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1822.33 N/A 1822.33 1584.50 EUR Yes 2 1937.05 1684.24
EUREXSXRPSTOXX 600 RETAIL FSTR 1712.51 N/A 1712.51 1488.68 EUR Yes 2 1969.39 1711.99
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3672.43 N/A 3672.43 3193.37 EUR Yes 3583.79 3116.30
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 703.537 N/A 703.537 611.75 EUR Yes 2 715.913 622.511
EUREXSX6PSTOXX 600 UTILITIES FSTU 1418.45 N/A 1418.45 1233.41 EUR Yes 1477.44 1284.71
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1270.75 N/A 1270.75 1104.85 EUR Yes 2 1234.22 1073.08
EUREXSTXSTOXX50 FSTX 3440.68 N/A 3440.68 2991.47 EUR Yes 2 2681.04 2331
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 8002.19 N/A 8002.19 6958.18 EUR Yes 2 9202.52 8001.91
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3839.15 N/A 3839.15 3336.50 EUR Yes 2 4415.02 3836.97
EUREXESTX50EURO STOXX50 FSXE 296.959 258.225 424.227 368.893 EUR No 418.548 363.955
EUREXTDXTECDAX FTDX 7191.27 N/A 7191.27 6253.28 EUR Yes 2 8269.96 7191.27
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 954.50 N/A 954.50 830 EUR Yes 2614.81 2273.75
EUREXDJESEURO STOXX PRICE INDEX FXXE 2175.81 N/A 2175.81 1891.80 EUR No 1845.09 1604.25
EUREXDJ600STOXX 600 INDEX FXXP 1445.35 1256.83 2064.78 1795.46 EUR Yes 2112.40 1836.87
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 8698.20 N/A 8698.20 7563.65 EUR No 8698.20 7563.65
FTAEOEAMS EOE INDEX FTI 11939.65 10382.31 17056.65 14831.87 EUR Yes 12675.51 11022.19
FTAEOEAMS EOE INDEX MFA 1193.97 1038.23 1705.66 1483.19 EUR No 1267.55 1102.22
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 64241.63 N/A 64241.63 55862.29 HKD No 64241.63 55862.29
HKFECNHHOUSING INDEX COMPOSITE CUS 25112.895 N/A 25112.895 21837.30 CNH Yes 25112.895 21837.30
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3168.27 N/A 3168.27 2755 HKD No 3168.27 2755
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9173.90 N/A 9173.90 7977.30 HKD No 9173.89 7977.30
HKFEGDRCNH GOLD FUTURES GDR 93834.71 N/A 93834.71 81595.40 CNH No 93834.71 81595.40
HKFEGDUUSD GOLD FUTURES GDU 12456.38 N/A 12456.38 10831.64 USD No 12456.38 10831.64
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 37760.94 32835.60 53944.20 46908 HKD Yes 53944.20 46908
HKFEHSIHANG SENG STOCK INDEX HSI 79806.98 69397.37 114009.97 99139.11 HKD Yes 114009.97 99139.11
HKFEHSTECHHANG SENG TECH INDEX HTI 27545.16 23952.31 39350.22 34217.59 HKD Yes 39350.22 34217.59
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 3441.90 2992.96 4917.00 4275.66 USD No 4917.01 4275.66
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 7552.19 6567.12 10788.84 9381.60 HKD Yes 10788.84 9381.60
HKFEMCSUNITED STATES DOLLAR MCS 5023.73 N/A 5023.73 4367.58 CNH No 5023.73 4367.58
HKFEMHIMINI HANG SENG INDEX MHI 15961.40 13879.47 22801.99 19827.82 HKD Yes 22801.99 19827.82
HKFEMID.HKMIAMI HOUSING INDEX MIA 2066.75 N/A 2066.75 1797.17 USD No 2066.75 1797.17
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 3515.85 N/A 3515.85 3057.20 USD No 3515.85 3057.20
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 10785.68 N/A 10785.68 9378.66 USD No 10785.68 9378.66
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 67562.50 N/A 67562.50 58750 HKD No 107525 93500
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 361.505 N/A 361.505 314.35 EUR No 361.5025 314.35
ICEEUSGGENERALI G 3388.17 N/A 3388.17 2946.23 GBP No 3388.17 2946.23
ICEEUHMEDIUM GILT H 5925.60 N/A 5925.60 5152.69 GBP No 5925.60 5152.69
ICEEUI3 MONTH EURIBOR INTEREST RATE I 696.325 N/A 696.325 605.50 EUR Yes 696.33 605.50
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 4799.82 N/A 4799.82 4173.02 USD No 4799.82 4173.02
ICEEUO5 YEAR EURO SWAPNOTE O 4609.26 N/A 4609.26 4008.05 EUR No 4609.26 4008.05
ICEEUP10 YEAR EURO SWAPNOTE P 8400.67 N/A 8400.67 7304.93 EUR No 8400.68 7304.93
ICEEURLONG GILT R 3954.14 N/A 3954.14 3438.38 GBP No 3954.15 3438.38
ICEEUSRFXON3THREE MONTH SARONA SA3 474.283 N/A 474.283 412.42 CHF No 474.283 412.42
ICEEUSONIA.NTHREE MONTH SONIA SO3 439.5875 N/A 439.5875 382.25 GBP Yes 439.5875 382.25
ICEEUSONIO.NONE MONTH SONIA SOA 892.726 N/A 892.726 776.279 GBP No 892.721 776.279
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 2086.72 N/A 2086.72 1814.54 EUR No 2086.72 1814.54
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 706.33 N/A 706.33 614.20 GBP No 706.33 614.20
ICEEUYFTSE 250 INDEX Y2 4167.05 N/A 4167.05 3623.43 GBP No 4167.05 3623.43
ICEEUZFTSE 100 INDEX Z 4348.41 3781.225 6212.01 5401.75 GBP Yes 6212.01 5401.75
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 16617.50 N/A 16617.50 14450 GBP No 16617.50 14450
ICEEUSOFTDROBUSTA COFFEE RC 7682 N/A 7682 6680 USD No 7682 6680
ICEEUSOFTTWHEAT T 3039.20 N/A 3039.20 2642.78 GBP No 3039.20 2642.78
ICEEUSOFTWWHITE SUGAR W 2476.94 N/A 2476.94 2153.86 USD No 2476.94 2153.86
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 5971.03 N/A 5971.03 5192.20 USD No 5971.03 5192.20
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 22545749.425 N/A 22545749.425 19604999.50 JPY No 22545749.425 19604999.50
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 8505.06 N/A 8505.06 7395.71 USD No 8505.06 7395.71
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 11552.77 N/A 11552.77 10045.89 CAD No 11552.77 10045.89
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6019.45 N/A 6019.45 5234.30 GBP No 6019.45 5234.30
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 15865.34 N/A 15865.34 13795.95 AUD No 15865.34 13795.95
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 7167.27 N/A 7167.27 6232.41 CHF No 7167.27 6232.41
ICEUSZYSWISS FRANC KZY 4940854.85 N/A 4940854.85 4296394.43 JPY No 4940853.60 4296394.43
ICEUSMPBRITISH POUND MP 7094.48 N/A 7094.48 6169.11 USD No 7094.48 6169.11
ICEUSSSBRITISH POUND IN SWISS FRANC SS 11761.43 N/A 11761.43 10227.33 CHF No 11761.43 10227.33
ICEUSSYJAPANESE YEN SY 3583241.51 N/A 3583241.51 3115862.18 JPY No 3583242.13 3115862.18
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIVFTSE MIB DIVIDEND INDEX FDIV 2137.85 N/A 2137.85 1859 EUR No 2137.85 1859
IDEMFTMIBFTSE MIB INDEX FIB 18366.09 15970.51 26237.26 22815.01 EUR Yes 26237.26 22815.01
IDEMFTMIBFTSE MIB INDEX MICR 734.643 638.82 1049.49 912.6005 EUR No 1049.49 912.6005
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3673.22 3194.10 5247.45 4563.00 EUR No 5247.45 4563.00
IDEMSRGBSNAM & ITALGAS BASKET SRG7 970.817 N/A 970.817 844.189 EUR No 970.817 844.189
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 27727.59 N/A 27727.59 24110.94 USD No 27727.58 24110.94
IPECOILICE BRENT CRUDE COIL 16250 N/A 16250 13000 USD Yes 16250.00 13000
IPEGOILICE GASOIL GOIL 8798.40 N/A 8798.40 7038.72 USD No 8798.40 7038.72
IPEHOILICE HEATING OIL HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCFNEWCASTLE COAL FUTURES NCF 30835.46 N/A 30835.46 26813.45 USD No 30835.46 26813.45
IPENGFICE UK NATURAL GAS NGF 9171.32 N/A 9171.32 7975.06 GBP No 41288.90 7975.06
IPERBOBICE NYH RBOB GASOLINE RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14917.50 N/A 14917.50 11934 USD Yes 14917.50 11934
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 6695587.74 5822250.21 9565125.345 8317500.30 KRW Yes 9565128.345 8317500.30
KSEK200MMINI KOSPI200 INDEX 05 1342981.58 1167810.07 1918545.11 1668300.09 KRW Yes 1918545.14 1668300.09
KSEKOSDQ150KOSDAQ 150 INDEX 06 1241902.64 880810.03 1774146.625 1258300.05 KRW No 1774146.625 1258300.05
KSE005930HANG SENG BANK LTD 11 155244.96 N/A 155244.96 134300.01 KRW No 154445.01 134300.01
KSE017670HENDERSON LAND DEVELOPMENT 12 159553.48 N/A 159553.48 138051.42 KRW No 158759.13 138051.42
KSE005490POSCO HOLDINGS INC 13 696490.59 N/A 696490.59 597722.58 KRW No 687380.96 597722.58
KSE030200KTCORPORATION 14 132760.87 N/A 132760.87 113417.24 KRW No 130429.82 113417.24
KSE015760KOREA ELECTRIC POWER CORP 15 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE005380SUN HUNG KAI PROPERTIES 16 576652.27 N/A 576652.27 501436.76 KRW No 582399.22 501436.76
KSE016360NEW WORLD DEVELOPMENT 17 139574.72 N/A 139574.72 118043.96 KRW No 135750.56 118043.96
KSE055550SHINHAN FINANCIAL GROUP LTD 18 142463.02 N/A 142463.02 123170.87 KRW No 141646.50 123170.87
KSE000270SWIRE PACIFIC LTD - CL A 19 278181.35 N/A 278181.35 241339.88 KRW No 277540.87 241339.88
KSE012330HYUNDAI MOBIS CO LTD 20 714469.39 N/A 714469.39 617730.04 KRW No 710389.54 617730.04
KSE006400SAMSUNG SDI CO LTD 22 602536.88 N/A 602536.88 523945.12 KRW No 608317.37 523945.12
KSE009150BANK OF EAST ASIA LTD 23 401819.87 N/A 401819.87 346378.98 KRW No 398335.83 346378.98
KSE066570LG ELECTRONICS INC 24 236638.71 N/A 236638.71 199074.14 KRW No 228935.26 199074.14
KSE036460KOREA GAS CORPORATION 28 92108.25 N/A 92108.25 76403.45 KRW No 92108.25 76403.45
KSE004020HYUNDAI STEEL CO 32 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE003550LG CORP 34 209377.98 N/A 209377.98 182067.81 KRW No 217649.19 182067.81
KSE078930GS HOLDINGS 35 110441.13 N/A 110441.13 96035.76 KRW No 114584.19 96035.76
KSE033780KT & G CORPORATION 36 314066.95 N/A 314066.95 273101.70 KRW No 325473.77 273101.70
KSE009540HD KOREA SHIPBUILDING & OFFS 39 652713.94 N/A 652713.94 563960.04 KRW No 648554.04 563960.04
KSE086790HANA FINANCIAL GROUP 40 177165.98 N/A 177165.98 154057.37 KRW No 178395.47 154057.37
KSE096770SK INNOVATION CO LTD 41 348841.06 N/A 348841.06 302862.79 KRW No 348292.21 302862.79
KSE001040CJ CORP 42 278160.07 N/A 278160.07 237838.57 KRW No 273514.36 237838.57
KSE034220LG DISPLAY CO LTD 45 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE105560KB FINANCIAL GROUP INC 46 247342.11 N/A 247342.11 215080.10 KRW No 248662.50 215080.10
KSE051910LG CHEM LTD 47 628299.01 N/A 628299.01 542702.11 KRW No 624107.43 542702.11
KSE006800MIRAE ASSET SECURITIES CO LT 48 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE042670HD HYUNDAI INFRACORE CO LTD 49 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE000660SK HYNIX INC 50 583842.42 N/A 583842.42 507689.06 KRW No 594598.69 507689.06
KSE006360GS ENGINEERING & CONSTRUCT 51 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE139480E-MART INC 54 183819.47 N/A 183819.47 158308.96 KRW No 182055.30 158308.96
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 108859.29 N/A 108859.29 94660.25 KRW No 109000.30 94660.25
KSE035420NAVER CORP 56 648554.04 N/A 648554.04 563960.04 KRW No 654394.12 563960.04
KSE003490KOREAN AIR LINES CO LTD 57 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE3KTB3-YEAR KOREA TREASURY BOND 65 928377 N/A 928377 786222.06 KRW No 928377 786222.06
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3327852 N/A 3327852 2468740.93 KRW No 3327852 2468740.93
KSEKWYUNITED STATES DOLLAR 75 1663935.03 N/A 1663935.03 1446900.02 KRW No 3327870.30 2893800.05
KSE032640LG UPLUS CORP B0 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE010950S-OILCORPORATION B2 167635.71 N/A 167635.71 145741.86 KRW No 167603.13 145741.86
KSE010130KOREA ZINC CO LTD B3 5703600 N/A 5703600 3802400 KRW No 5703600 3802400
KSE024110INDUSTRIALBANKOFKOREA B4 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE001680DAESANG CORPORATION B6 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE047050POSCO INTERNATIONAL CORP B7 115042.84 N/A 115042.84 100037.26 KRW No 115691.86 100037.26
KSE034020DOOSAN ENERBILITY CO LTD B9 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE023530BARLEY FUTURES BA 164851.35 N/A 164851.35 140052.16 KRW No 161059.98 140052.16
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 156745.88 N/A 156745.88 136300.76 KRW No 161948.91 136300.76
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 262096.22 N/A 262096.22 227334.67 KRW No 261434.87 227334.67
KSE010140SAMSUNGHEAVYINDUSTRIES BF 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE029780SAMSUNG CARD CO BG 122233.02 N/A 122233.02 106289.58 KRW No 126391.35 106289.58
KSE036570NCSOFTCORPORATION BJ 496492.50 N/A 496492.50 428909.73 KRW No 511885.11 428909.73
KSE000080HITE JINRO CO LTD BK 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE071050KOREA INVESTMENT HOLDINGS CO BL 230948.50 N/A 230948.50 200824.79 KRW No 232247.66 200824.79
KSE047810KOREA AEROSPACE INDUSTRIES BM 148692.88 N/A 148692.88 129298.15 KRW No 159885.48 129298.15
KSE000720DANONE BN 93564.00 N/A 93564.00 81030.18 KRW No 93184.70 81030.18
KSE011210HYUNDAI WIA CORP BP 113872.54 N/A 113872.54 96535.95 KRW No 111016.34 96535.95
KSE008770HOTEL SHILLA CO LTD BQ 113317.20 N/A 113317.20 98536.70 KRW No 115963.98 98536.70
KSE035250KANGWON LAND, INC. BS 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE138930BNK FINANCIAL GROUP INC BT 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE139130DGB FINANCIAL GROUP INC BV 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE114090GRAND KOREA LEISURE CO LTD BW 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE001120LX INTERNATIONAL CORP BX 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE011070LG INNOTEK CO LTD BY 432848.68 N/A 432848.68 376390.16 KRW No 435409.37 376390.16
KSE005940BRENT CRUDE OIL - LAST DAY BZ 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE034730SK INC C1 410704.04 N/A 410704.04 357133.95 KRW No 412239.73 357133.95
KSE001740SK NETWORKS CO LTD C2 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 316655.42 N/A 316655.42 275352.54 KRW No 350065.59 275352.54
KSE018260SAMSUNG SDS CO LTD C5 363535.37 N/A 363535.37 316117.71 KRW No 383006.26 316117.71
KSE090430AMOREPACIFIC CORP C6 341389.63 N/A 341389.63 296860.55 KRW No 371831.84 296860.55
KSE030000CHEIL WORLDWIDE INC C7 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE028260SAMSUNG C&T CORP C8 348681.46 N/A 348681.46 300111.76 KRW No 345128.52 300111.76
KSE000880HANWHA CORPORATION C9 90319.31 N/A 90319.31 76028.32 KRW No 87432.56 76028.32
KSE088350CARREFOUR SA CA 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE086280COCOA NYBOT CC 391021.96 N/A 391021.96 332623.87 KRW No 382517.45 332623.87
KSE010620HD HYUNDAI MIPO CD 319819.11 N/A 319819.11 278103.57 KRW No 322233.39 278103.57
KSE001450HYUNDAI MARINE & FIRE INS CO CE 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE035720KAKAO CORP CF 127985.16 N/A 127985.16 111291.45 KRW No 129150.95 111291.45
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE069080WEBZEN INC CK 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE096530LIGHT SWEET CRUDE OIL CL 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE022100POSCO DX CO LTD CN 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE068270CELLTRION INC CP 544424.32 N/A 544424.32 470379.21 KRW No 540936.09 470379.21
KSE122870YG ENTERTAINMENT INC CQ 150706.12 N/A 150706.12 131048.80 KRW No 150901.34 131048.80
KSE051900LG H&H CR 890144.02 N/A 890144.02 774038.28 KRW No 911297.05 774038.28
KSE002790AXA SA CS 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE000810COTTON NO. 2 CT 1064146.30 N/A 1064146.30 925344.61 KRW No 1065524.71 925344.61
KSE008930HANMI SCIENCE CO LTD CV 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE021240COWAY CO LTD CW 229468.49 N/A 229468.49 194572.46 KRW No 223758.33 194572.46
KSE128940HANMI PHARM CO LTD CX 740588.32 N/A 740588.32 643989.84 KRW No 836547.62 643989.84
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE005830LONDON HEATING DEGREE DAY INDEX D0 296681.38 N/A 296681.38 253094.26 KRW No 291058.40 253094.26
KSE097950CJ CHEILJEDANG CORP. D1 704637.43 N/A 704637.43 612728.20 KRW No 730550.16 612728.20
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 130286.02 N/A 130286.02 113292.19 KRW No 142954.78 113292.19
KSE002380KCC CORP D3 756406.66 N/A 756406.66 657744.92 KRW No 777386.45 657744.92
KSE012750S1 CORPORATION D5 168308.81 N/A 168308.81 144803.93 KRW No 166524.51 144803.93
KSE000100YUHAN CORPORATION D6 393734.125 N/A 393734.125 342377.50 KRW No 399244.15 342377.50
KSE051600KEPCO PLANT SERVICE & ENGINE D7 129537.46 N/A 129537.46 111916.68 KRW No 128704.18 111916.68
KSE069960HYUNDAI DEPT STORE CO D8 148627.92 N/A 148627.92 126797.22 KRW No 145816.80 126797.22
KSE004370MILK CLASS III INDEX DA 1013815.02 N/A 1013815.02 881578.28 KRW No 1025128.28 881578.28
KSE079550LIG NEX1 CO LTD DB 960075 N/A 960075 640050 KRW No 960075 640050
KSE204320HL MANDO CO LTD DC 127553.75 N/A 127553.75 110916.31 KRW No 131218.98 110916.31
KSE004170SHINSEGAE INC DD 376190.09 N/A 376190.09 327121.82 KRW No 384677.37 327121.82
KSE161890KOLMAR KOREA CO LTD DE 172564.26 N/A 172564.26 150055.88 KRW No 173787.78 150055.88
KSE111770YOUNGONE CORP DG 133963.00 N/A 133963.00 111416.49 KRW No 128128.97 111416.49
KSE006650KOREA PETRO CHEMICAL IND DJ 269487.86 N/A 269487.86 234337.27 KRW No 295836.94 234337.27
KSE192820COSMAX INC DK 448091.88 N/A 448091.88 389645.12 KRW No 461672.31 389645.12
KSE039130HANA TOUR SERVICE INC DN 162425.82 N/A 162425.82 140552.34 KRW No 161635.20 140552.34
KSE086900MEDY-TOX INC DP 345809.14 N/A 345809.14 297610.84 KRW No 342720 297610.84
KSE078340COM2US CORP DR 134494.92 N/A 134494.92 116668.45 KRW No 134168.71 116668.45
KSE035760CJ ENM CO LTD DT 159334.34 N/A 159334.34 138551.60 KRW No 170540.73 138551.60
KSE056190SFA ENGINEERING CORP DV 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE241560DOOSAN BOBCAT INC DW 144016.21 N/A 144016.21 120169.76 KRW No 138195.22 120169.76
KSE017800CME DRY WHEY INDEX DY 147830.05 N/A 147830.05 128547.87 KRW No 150021.54 128547.87
KSE105630HANSAE CO LTD DZ 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE240810WONIK IPS CO LTD E0 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE091700PARTRON CO LTD E3 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE041510SM ENTERTAINMENT CO LTD E4 251943.82 N/A 251943.82 219081.58 KRW No 255270.18 219081.58
KSE251270NETMARBLE CORP E5 128819.38 N/A 128819.38 111291.45 KRW No 127985.16 111291.45
KSE003670POSCO FUTURE M CO LTD E8 367849.49 N/A 367849.49 319869.12 KRW No 379325.96 319869.12
KSE178920PI ADVANCED MATERIALS CO LTD EA 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE316140WOORI FINANCIAL GROUP INC EB 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE009420HANALL BIOPHARMA CO LTD EE 137775 N/A 137775 104413.89 KRW No 137775 104413.89
KSE035900JYP ENTERTAINMENT CORP EF 224181.25 N/A 224181.25 194322.36 KRW No 223470.72 194322.36
KSE028670PAN OCEAN CO LTD EH 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE011790NYBOT EURO IN JAPANESE YEN EJ 664956 N/A 664956 443304 KRW No 664956 443304
KSE093370FOOSUNG CO LTD EL 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE375500DL E&C CO LTD ER 106127.02 N/A 106127.02 92284.37 KRW No 111264.49 92284.37
KSE207940E-MINI S&P 500 ES 3351920.97 N/A 3351920.97 2901080.31 KRW No 3336242.36 2901080.31
KSE028050SAMSUNG E&A CO LTD ET 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE272210HANWHA SYSTEMS CO LTD EV 91459.50 N/A 91459.50 72310 KRW No 91459.50 72310
KSE293490KAKAO GAMES CORP EX 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE247540ECOPRO BM CO LTD EY 374199 N/A 374199 302862.79 KRW No 374199 302862.79
KSE253450STUDIO DRAGON CORP EZ 110009.72 N/A 110009.72 95660.625 KRW No 110652.22 95660.625
KSE278280CHUNBO CO LTD F0 111453 N/A 111453 95785.67 KRW No 111453 95785.67
KSE200130KOLMAR BNH CO LTD F1 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE036540SFA SEMICON CO LTD F2 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE060250NHN KCP CORP F3 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE000250SAM CHUN DANG PHARM CO LTD F4 1049220 N/A 1049220 699480 KRW No 1049220 699480
KSE373220LG ENERGY SOLUTION F5 966359.91 N/A 966359.91 840312.97 KRW No 992611.65 840312.97
KSE323410KAKAOBANK CORP F6 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE377300KAKAO PAY CORP F7 108649.50 N/A 108649.50 80154.85 KRW No 108649.50 80154.85
KSE259960KRAFTON INC F8 1110108.37 N/A 1110108.37 957856.72 KRW No 1101535.23 957856.72
KSE302440SK BIOSCIENCE CO LTD F9 183832.50 N/A 183832.50 122555 KRW No 183832.50 122555
KSE011200HMM CO LTD FA 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE361610SK IE TECHNOLOGY CO LTD FB 83156.50 N/A 83156.50 72310 KRW No 83156.50 72310
KSE352820HYBE CO LTD FC 678565.06 N/A 678565.06 586468.40 KRW No 674438.66 586468.40
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 965655 N/A 965655 777789.69 KRW No 965655 777789.69
KSE402340SK SQUARE CO LTD FE 313389 N/A 313389 238588.85 KRW No 313389 238588.85
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 372372.99 N/A 372372.99 319869.12 KRW No 367849.49 319869.12
KSE383220F&F CO LTD / NEW FG 199447.16 N/A 199447.16 167562.40 KRW No 192696.76 167562.40
KSE267250HD HYUNDAI FH 226059.18 N/A 226059.18 196573.20 KRW No 228352.01 196573.20
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 299426.06 N/A 299426.06 258096.11 KRW No 296810.53 258096.11
KSE138040MERITZ FINANCIAL GROUP INC FK 318819.73 N/A 318819.73 275852.73 KRW No 317230.64 275852.73
KSE263750PEARL ABYSS CORP FL 92061 N/A 92061 72401.96 KRW No 92061 72401.96
KSE066970L&F CO LTD FM 273375 N/A 273375 202575.45 KRW No 273375 202575.45
KSE112040WEMADE CO LTD FN 140295 N/A 140295 99537.07 KRW No 140295 99537.07
KSE196170ALTEOGEN INC FP 1391782.50 N/A 1391782.50 979114.61 KRW No 1391782.50 979114.61
KSE058470LEENO INDUSTRIAL INC FQ 623990.49 N/A 623990.49 538950.70 KRW No 619793.31 538950.70
KSE001570KUM YANG CO LTD GN 96719.70 N/A 96719.70 72310 KRW No 96719.70 72310
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 5503.73 N/A 5503.73 4785.81 USD No 5503.74 4785.81
LMEOTCCACARREFOUR SA CA 17165.19 N/A 17165.19 14926.25 USD No 17165.19 14926.25
LMEOTCPBLEAD - LME PB 5697.23 N/A 5697.23 4954.12 USD No 5697.23 4954.12
LMEOTCSNLMETIN FUTURE SN 33712.73 N/A 33712.73 29293.06 USD No 33712.73 29293.06
LMEOTCZSLMESOYBEAN FUTURES ZS 7534.64 N/A 7534.64 6551.86 USD No 7534.64 6551.86
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 1188.47 N/A 1188.47 1033.46 EUR Yes 1691.70 1471.04
MATIFECOEUROPEAN RAPESEED FUTURE ECO 2384.54 N/A 2384.54 2073.51 EUR Yes 3389.15 2947.08
MATIFEMACORN EMA 1236.56 N/A 1236.56 1075.27 EUR No 1422.04 1236.56
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 230.822 N/A 230.822 188.552 EUR No 216.835 188.552
MEFFRVIBEX35IBEX 35 INDEX IBX 8050 7000 11500 10000 EUR No 11500 10000
MEFFRVIBEXIBEX 35 INDEX MINI 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
MEXDERDEUAMILK CLASS III INDEX DA 12484.34 N/A 12484.34 10855.95 MXN No 17297.46 15041.27
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 38638.20 N/A 38638.20 33598.43 MXN No 44433.93 38638.20
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 51471.33 N/A 51471.33 44755.425 MXN Yes 2 51471.33 44755.425
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 10294.74 N/A 10294.74 8951.085 MXN No 10294.74 8951.085
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 4666.76 N/A 4666.76 4058.05 EUR No 4666.76 4058.05
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 4142.80 N/A 4142.80 3598.74 EUR No 4764.22 4138.55
MONEPCAC40CAC 40 FCE 5524.35 4803.79 7891.93 6862.55 EUR Yes 6462.90 5619.92
MONEPFEFFTSEUROFIRST 80 NEW FEF 15942.81 N/A 15942.81 13863.31 EUR No 15942.81 13863.31
MONEPFEOFTSEUROFIRST 100 NEW FEO 9911.84 N/A 9911.84 8619.00 EUR No 9911.84 8619.00
MONEPCAC40CAC 40 MFC 553.641 481.427 790.916 687.753 EUR No 647.701 563.218
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 249042.9 N/A 249042.9 216558.9 INR Yes 8255.72 7178.89
NSEEURINREURO IN INDIAN RUPEE EURINR 10463.40 N/A 10463.40 9098.50 INR No 10463.40 9098.50
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 253248.45 N/A 253248.45 220216.1 INR Yes 3874.69 3369.29
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 12517.09 N/A 12517.09 10884.34 INR No 12517.09 10884.34
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6657.35 N/A 6657.35 5788.82 INR No 6657.35 5788.82
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 220544.4 N/A 220544.4 191778 INR Yes 1826.93 1588.63
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 251565 N/A 251565 218748.75 INR Yes 3332.69 2897.99
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 10071.70 N/A 10071.70 8758.00 INR Yes 10071.70 8758.00
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 297464.08 N/A 297464.08 258664.41 USD No 297464.07 258664.41
NYBOTCCCOCOA NYBOT CC 17854.57 N/A 17854.57 15525.71 USD Yes 17854.57 15525.71
NYBOTCTCOTTON NO. 2 CT 3233.58 N/A 3233.58 2811.81 USD Yes 3233.58 2811.81
NYBOTDXNYBOT US DOLLAR FX DX 3062.21 N/A 3062.21 2662.79 USD Yes 3062.21 2662.79
NYBOTNYFANGNYSE FANG+ INDEX FNG 9972.98 N/A 9972.98 8671.98 USD No 11468.92 9972.77
NYBOTKCCOFFEE "C" KC 22495.32 N/A 22495.32 19561.14 USD Yes 22495.32 19561.14
NYBOTOJFC ORANGE JUICE "A" OJ 16524.58 N/A 16524.58 14369.20 USD Yes 16524.58 14369.20
NYBOTRSCANOLA RS 1218.38 N/A 1218.38 1059.46 CAD No 1218.38 1059.46
NYBOTSBSUGAR NO. 11 SB 2233.79 N/A 2233.79 1942.42 USD Yes 2233.79 1942.42
NYBOTSFSUGAR #16 112000 LBS SF 1541.28 N/A 1541.28 1339.72 USD No 1541.28 1339.72
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 N/A 16250 13000 USD No 16250.00 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 16380.00 N/A 16380.00 13000 USD Yes 16250 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 16380.00 N/A 16380.00 13000 USD Yes 16250 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 6789.25 N/A 6789.25 5903.70 USD No 8157.64 6789.25
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 9872.69 N/A 9872.69 8584.95 USD No 11353.60 9872.69
NYMEXHOHEATING OIL HO 26199.60 N/A 26199.60 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 9873.62 N/A 9873.62 8584.95 USD No 11924.66 9872.69
NYMEXMCLMICRO WTI CRUDE OIL MCL 1637.00 N/A 1637.00 1300 USD Yes 1625 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2612.40 N/A 2612.40 2016 USD No 2520 2016
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 987.269 N/A 987.269 858.495 USD No 1192.36 987.269
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 9872.69 N/A 9872.69 8584.95 USD Yes 11923.60 9872.69
NYMEXPAPALLADIUM INDEX PA 20516.72 N/A 20516.72 17840.63 USD No 20766.72 17840.63
NYMEXPLPLATINUM INDEX PL 5335.42 N/A 5335.42 4639.50 USD No 5355.42 4639.50
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 2468.19 N/A 2468.19 2146.24 USD No 2980.91 2468.17
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8185.00 N/A 8185.00 6500 USD No 8125 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 23024.40 N/A 23024.40 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 9279.55 N/A 9279.55 8069.17 USD No 9279.55 8069.17
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
NYSELIFFEM1MSAMSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR) ASN 6335.66 N/A 6335.66 5508.29 USD No 7286.01 6334.53
NYSELIFFEM1EUMSCI EUROPE NTR EU9 6836.53 N/A 6836.53 5943.34 USD No 7862.02 6834.85
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 10234.37 N/A 10234.37 8899.45 USD No 11769.52 10234.37
NYSELIFFEMXEAMSCI EAFE INDEX MFS 4834.23 4203.68 6906.04 6005.25 USD No 7687.08 6684.41
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2397.62 2084.89 3425.17 2978.41 USD No 3938.94 3425.17
NYSELIFFEMXUSMSCI USA INDEX MUN 59786.40 N/A 59786.40 51988.17 USD No 68754.37 59786.40
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 25611.99 N/A 25611.99 22270 SEK No 25612.00 22270
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 18240.495 15861.30 26057.85 22659 SEK Yes 26057.85 22659
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 930.883 N/A 930.883 809.464 SEK No 5678.31 809.464
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 3637637.22 3163162.80 5196624.60 4518804 JPY Yes 4769566.35 4147449
OSE.JPNN225MNIKKEI 225 MINI 225M 363763.72 316316.28 519662.46 451880.40 JPY Yes 476956.635 414744.90
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 36376.37 31631.63 51966.25 45188.04 JPY No 47695.66 41474.49
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 146780.56 N/A 146780.56 127634.40 JPY No 168797.64 146779.56
OSE.JPNTPXC30TOPIX CORE30 C30 119939.73 N/A 119939.73 104295.42 JPY No 119939.73 104295.42
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 478186.94 N/A 478186.94 415814.73 JPY No 549914.98 478186.94
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 1642016.68 N/A 1642016.68 1427840.59 JPY Yes 1888319.18 1642016.68
OSE.JPNMJMINI 10 YEAR JGB JBLM 164201.67 N/A 164201.67 142784.06 JPY No 188831.92 164201.67
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 55410.21 N/A 55410.21 48182.40 JPY No 62557.40 54397.30
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 137485.375 N/A 137485.375 119552.50 JPY No 202184.375 175812.50
OSE.JPNTSEREITTSE REIT INDEX REIT 153967.87 N/A 153967.87 133870.30 JPY No 177063.05 153950.84
OSE.JPNTOPXTOPIX INDEX TPX 1321864.25 1149447.17 1888377.50 1642067.39 JPY No 2171634.12 1888377.50
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 132186.42 114944.72 188837.75 164206.74 JPY No 217163.41 188837.75
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 N/A 16250 13000 USD No 16250.00 13000
QBALGOIEUGOILICE GASOIL GOIL 8798.40 N/A 8798.40 7038.72 USD No 8798.40 7038.72
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14917.50 N/A 14917.50 11934 USD No 14917.50 11934
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 17854.57 N/A 17854.57 15525.71 USD No 17854.57 15525.71
QBALGOIUSCTCOTTON NO. 2 CT 3233.58 N/A 3233.58 2811.81 USD No 3233.58 2811.81
QBALGOIUSDXNYBOT US DOLLAR FX DX 3062.21 N/A 3062.21 2662.79 USD No 3062.21 2662.79
QBALGOIUSKCCOFFEE "C" KC 22495.32 N/A 22495.32 19561.14 USD No 22495.32 19561.14
QBALGOIUSOJFC ORANGE JUICE "A" OJ 16524.58 N/A 16524.58 14369.20 USD No 16524.58 14369.20
QBALGOIUSSBSUGAR NO. 11 SB 2233.79 N/A 2233.79 1942.42 USD No 2233.79 1942.42
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 336523.26 N/A 336523.26 292628.88 JPY No 336523.21 292628.88
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1427.23 N/A 1427.23 1241.07 USD No 1427.23 1241.07
SGXXINA50FTSE/XINHUA CHINA A50 CN 1265.75 1100.65 1808.21 1572.36 USD No 1808.21 1572.36
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 3942.49 N/A 3942.49 3428.25 USD No 3942.49 3428.25
SGXXIN0IFTSE CHINA H50 FCH 4809.38 N/A 4809.38 4181.98 USD No 4809.38 4181.98
SGXSCIFTSEUROFIRST 80 NEW FEF 1201.19 N/A 1201.19 1044.51 USD No 1201.19 1044.51
SGXWIIDNFTSE INDONESIA INDEX FID 1611.62 N/A 1611.62 1401.13 USD No 1611.62 1401.13
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 392.117 N/A 392.117 340.94 USD No 392.117 340.94
SGXINRUNITED STATES DOLLAR INR 10067.96 N/A 10067.96 8754.75 USD No 10067.96 8754.75
SGXINXSGX USD/INR (USD) MONTH-END INX 10073.71 N/A 10073.71 8759.75 USD No 10073.72 8759.75
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2624.99 N/A 2624.99 2282.60 USD No 2624.99 2282.60
SGXSGBSGX MINI JGB INDEX JB 286845.03 N/A 286845.03 249427.75 JPY No 286845.53 249427.75
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 359045.58 N/A 359045.58 312213.55 JPY No 359045.58 312213.55
SGXKRWKOREAN WON KRW 9955.19 N/A 9955.19 8651.25 USD No 9948.94 8651.25
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 1991.67 N/A 1991.67 1730.25 USD No 1989.15 1727.77
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6277.88 N/A 6277.88 5459.025 CNH No 6277.88 5459.025
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1598500 N/A 1598500 1390000 JPY No 1598500 1390000
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2100.08 1826.16 3000.12 2608.80 USD No 2980.63 2591.85
SGXSGXNKSGX: NIKKEI 225 NK 937865.25 815535 1339807.50 1165050 JPY Yes 1339807.50 1165050
SGXSGXNKMSGX: NIKKEI 225 MINI NS 187573.05 163107 267961.50 233010 JPY No 267961.50 233010
SGXN225USGX: USD NIKKEI 225 INDEX NU 44742.17 N/A 44742.17 38906.23 USD No 44742.17 38906.23
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1567.94 1363.42 2239.91 1947.75 SGD Yes 2 2239.91 1947.75
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 6379.36 N/A 6379.36 5547.27 SGD No 6379.36 5547.27
SGXSTISGX STRAITS TIMES INDEX ST 4626.82 N/A 4626.82 4023.32 SGD No 4626.82 4023.32
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2456.78 N/A 2456.78 2136.33 USD No 2456.78 2136.33
SGXTSR20SICOM RUBBER TF 828.00 N/A 828.00 720.00 USD No 828.00 720.00
SGXTONA3 MONTH COMPOUNDED TONA TONA 21850.23 N/A 21850.23 19000.20 JPY No 21850.48 19000.20
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1685.89 N/A 1685.89 1465.99 USD No 1685.89 1465.99
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 7370.34 N/A 7370.34 6408.99 USD No 7370.34 6408.99
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 3622.51 3150.01 5175.02 4500.02 USD No 5175.02 4500.02
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 25111.515 N/A 25111.515 21836.10 CNH Yes 25111.515 21836.10
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 11497250.45 N/A 11497250.45 9997609.09 JPY No 11497253.95 9997609.09
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1596.12 N/A 1596.12 1386.77 SGD No 1596.12 1386.77
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 2299450.09 N/A 2299450.09 1999521.82 JPY No 2299450.79 1999521.82
SGXC52COMFORTDELGRO CORP LTD YCDD 1174.55 N/A 1174.55 1021.35 SGD No 1193.56 1021.35
SGXD05DBS GROUP HOLDINGS LTD YDBS 4244.63 N/A 4244.63 3690.98 SGD No 4274.42 3690.98
SGXG13GENTING SINGAPORE LTD YGEN 639.095 N/A 639.095 555.735 SGD No 648.995 555.735
SGXBN4KEPPEL LTD YKEP 3518.48 N/A 3518.48 3059.55 SGD No 3560.45 3059.54
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5986.77 N/A 5986.77 5205.88 SGD No 6072.66 5205.88
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2832.74 N/A 2832.74 2463.25 SGD No 2894.46 2463.26
SGXY92THAI BEVERAGE PCL YTBE 889.548 N/A 889.548 773.52 SGD No 906.368 773.52
SGXU11UNITED OVERSEAS BANK LTD YUOB 6456.59 N/A 6456.59 5614.42 SGD No 6551.09 5614.43
SGXF34WILMAR INTERNATIONAL LTD YWIL 2806.83 N/A 2806.83 2440.72 SGD No 2838.35 2440.73
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 26685.15 N/A 26685.15 6027.97 SGD No 6972.02 6027.97
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 172.50 N/A 172.50 150 USD No 172.50 150
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 391.106 N/A 391.106 339.012 USD No 389.864 339.012
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 13526.415 11762.10 19323.45 16803 AUD Yes 19323.45 16803
SNFEIB30 DAY INTERBANK CASH RATE IB 780.857 N/A 780.857 679 AUD No 780.85 679
SNFEIR90 DAY BILLS IR 2061.20 N/A 2061.20 1792.35 AUD No 2061.21 1792.35
SNFEXT10 YEAR TREASURY BOND 6% XT 3262.61 N/A 3262.61 2837.03 AUD No 3262.59 2837.03
SNFEYT3 YEAR TREASURY BOND 6% YT 1237.40 N/A 1237.40 1076.00 AUD No 1237.41 1076.00

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.