Futures & FOPs Margin Requirements

Futures and FOPs Margin Overview

US Futures and FOPs Margin Requirements


For residents of the United States trading futures and FOPs:

  • Risk-based margin
  • Portfolio margin

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

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




Futures Margin


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

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

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

Margin requirements for futures are set by each exchange.


Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BELFOXBFXBEL 20 Index BXF 7705.29 N/A 7705.29 6164.23 EUR Yes 2 7705.29 6164.23
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 847.617 N/A 847.617 678.093 USD No 847.617 678.093
CBOT2YY2 Year Micro Treasury Yield 2YY 2105.56 N/A 2105.56 1684.45 USD No 2105.56 1684.45
CBOT30Y30 Year Micro Treasury Yield 30Y 1414.51 N/A 1414.51 1131.61 USD No 1414.51 1131.61
CBOT5YY5 Year Micro Treasury Yield 5YY 1334.71 N/A 1334.71 1067.77 USD No 1334.71 1067.77
CBOTAIGCIBloomberg Commodity Index AW 1331.89 N/A 1331.89 1065.51 USD No 1331.89 1065.51
CBOTACEthanol -CME EH 6125 N/A 6125 4900 USD No 6125 4900
CBOTKEHard Red Winter Wheat -KCBOT- KE 4292.43 N/A 4292.43 3433.95 USD Yes 4292.43 3433.95
CBOTMYMMicro E-Mini Dow Jones Industrial Average Index MYM 729.8935 634.69 1042.705 906.70 USD No 1042.705 906.70
CBOTDJUSREDow Jones US Real Estate Index RX 4398.10 N/A 4398.10 3518.48 USD No 4398.10 3518.48
CBOTTNUltra 10-Year US Treasury Note TN 4387.54 N/A 4387.54 3510.03 USD No 4387.54 3510.03
CBOTTWE20-Year U.S. Treasury Bond TWE 5750.09 N/A 5750.09 4600.07 USD No 5750.09 4600.07
CBOTUBUltra Treasury Bond UB 8396.33 N/A 8396.33 6717.07 USD Yes 8396.33 6717.07
CBOTYCMini Sized Corn Futures XC 450.625 N/A 450.625 360.50 USD No 450.625 360.50
CBOTYKMini Sized Soybean Futures XK 1191.22 N/A 1191.22 952.976 USD No 1191.22 952.976
CBOTYWMini Sized Wheat Futures XW 841.114 N/A 841.114 672.891 USD No 841.114 672.891
CBOTYIW5-Year Eris SOFR Swap Futures YIW 596.203 N/A 596.203 276.963 USD No 596.203 276.963
CBOTYME-mini Dow Jones Industrial Average YM 7298.935 6346.90 10427.05 9067 USD Yes 10427.05 9067
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3072.64 N/A 3072.64 2458.11 USD No 3072.64 2458.11
CBOTZB30 Year US Treasury Bond ZB 6333.56 N/A 6333.56 5066.85 USD Yes 6333.56 5066.85
CBOTZCCorn Futures ZC 2253.13 N/A 2253.13 1802.50 USD Yes 2253.13 1802.50
CBOTZF5 Year US Treasury Note ZF 2066.24 N/A 2066.24 1652.99 USD Yes 2066.24 1652.99
CBOTZLSoybean Oil Futures ZL 4442.23 N/A 4442.23 3553.78 USD Yes 4442.23 3553.78
CBOTZMSoybean Meal Futures ZM 4777.21 N/A 4777.21 3821.77 USD Yes 4777.21 3821.77
CBOTZN10 Year US Treasury Note ZN 3029.64 N/A 3029.64 2423.71 USD Yes 3029.64 2423.71
CBOTZOOat Futures ZO 7040.12 N/A 7040.12 5632.09 USD Yes 7040.12 5632.09
CBOTZQ30 Day Fed Funds ZQ 618.346 N/A 618.346 494.677 USD Yes 2 618.346 494.677
CBOTZRRough Rice Futures ZR 4793.23 N/A 4793.23 3834.58 USD Yes 4793.23 3834.58
CBOTZSSoybean Futures ZS 5956.10 N/A 5956.10 4764.88 USD Yes 5956.10 4764.88
CBOTZT2 Year US Treasury Note ZT 1617.66 N/A 1617.66 1294.13 USD Yes 1617.66 1294.13
CBOTZWWheat Futures ZW 4205.57 N/A 4205.57 3364.46 USD Yes 4205.57 3364.46
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
CDEBAX3 Month Canadian Bankers' Acceptance Futures BAX 1103.63 N/A 1103.63 882.90 CAD No 1103.63 882.90
CDECGB10 Year Government of Canada Bonds CGB 3909.35 N/A 3909.35 3127.48 CAD No 3909.35 3127.48
CDECGF5 Year Government of Canada Bonds CGF 2301.80 N/A 2301.80 1841.44 CAD No 2301.80 1841.44
CDECGZ2 Year Government of Canada Bonds CGZ 1025.96 N/A 1025.96 820.77 CAD No 1025.96 820.77
CDECRA3 Month CORRA CRA 536.963 N/A 536.963 429.57 CAD No 536.963 429.57
CDETSXS&P TSX COMPOSITE INDEX SCF 18466.74 N/A 18466.74 14773.39 CAD No 18466.74 14773.39
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXF 11584.65 9267.72 16549.50 13239.60 CAD No 16549.50 13239.60
CDETSE60S&P Canada 60 Index Futures (Old TSE60) SXM 10583.95 N/A 10583.95 8467.16 CAD No 10583.95 8467.16
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 11684.74 N/A 11684.74 9347.80 USD No 11684.74 9347.80
CFEIBXXIBIGiBoxx iShares $ Investment Grade Corporate Bond Index TR IBIG 12295.08 N/A 12295.08 9836.07 USD No 12295.08 9836.07
CFEVIXCBOE Volatility Index VX 8625.375 N/A 8625.375 6900.30 USD No 30749.50 24599.60
CFEVIXCBOE Volatility Index VX01 9140.625 N/A 9140.625 7312.50 USD No 30816.38 24653.11
CFEVIXCBOE Volatility Index VX02 9037.86 N/A 9037.86 7230.29 USD No 32126.05 25700.84
CFEVIXCBOE Volatility Index VX49 9199.26 N/A 9199.26 7312.50 USD No 31334.02 25067.21
CFEVIXCBOE Volatility Index VX50 9173.03 N/A 9173.03 7312.50 USD No 31763.17 25410.54
CFEVIXCBOE Volatility Index VX52 9140.625 N/A 9140.625 7312.50 USD No 31655.23 25324.18
CFEVXMMini Cboe Volatility Index Futures VXM 862.5375 N/A 862.5375 690.03 USD No 3074.95 2459.96
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 2935.59 N/A 2935.59 2348.47 USD Yes 2935.59 2348.47
CMEGBPBritish pound 6B 3061.32 N/A 3061.32 2449.05 USD Yes 3061.32 2449.05
CMECADCanadian dollar 6C 2403.13 N/A 2403.13 1922.51 USD Yes 2403.13 1922.51
CMEEUREuropean Monetary Union Euro 6E 3952.60 N/A 3952.60 3162.08 USD Yes 3952.60 3162.08
CMEJPYJapanese yen 6J 3250.19 N/A 3250.19 2600.15 USD Yes 3250.19 2600.15
CMEBREBrazilian Real in US Dollars 6L 2077.45 N/A 2077.45 1510.875 USD Yes 2 2077.45 1510.875
CMEMXPMexican Peso 6M 2138.625 N/A 2138.625 1710.90 USD Yes 2138.625 1710.90
CMENZDNew Zealand dollar 6N 2588.84 N/A 2588.84 2071.07 USD Yes 2 2588.84 2071.07
CMERUR *Russian Ruble in US Dollars 6R 34000 N/A 34000 27200 USD Yes 2 34000 27200
CMECHFSwiss franc 6S 5375.86 N/A 5375.86 4300.69 USD Yes 5375.86 4300.69
CMEZARSouth African Rand 6Z 2317.66 N/A 2317.66 1854.125 USD No 2317.66 1854.125
CMEACDAustralian dollar ACD 15307.06 N/A 15307.06 12245.65 CAD No 15307.06 12245.65
CMEAJYAustralian dollar AJY 2600427.98 N/A 2600427.98 2080342.38 JPY No 2600427.98 2080342.38
CMEBQXCME E-Mini NASDAQ Biotechnology BIO 25125.23 N/A 25125.23 20100.19 USD No 25125.23 20100.19
CMEBOSBoston Housing Index BOS 5012.50 N/A 5012.50 4010.00 USD No 5012.50 4010.00
CMEBSBYThree-Month Bloomberg Short-Term Bank Yield BSB 845.469 N/A 845.469 676.375 USD No 845.469 676.375
CMEBRRCME CF Bitcoin Reference Rate BTC 115729.11 N/A 115729.11 90011.53 USD Yes 115729.11 90011.53
CMEBTCEURRRCME CF Bitcoin-Euro Reference Rate BTE 121140.625 N/A 121140.625 96912.50 EUR No 242281.25 193825
CMECBCME Cash-Settled Butter Futures CB 9342.66 N/A 9342.66 7474.13 USD No 9342.66 7474.13
CMECHIChicago Housing Index CHI 3046.875 N/A 3046.875 2437.50 USD No 3046.875 2437.50
CMECLPChilean peso CHP 11155.20 N/A 11155.20 8924.16 USD No 11155.20 8924.16
CMECJYCanadian dollar CJY 3037003.63 N/A 3037003.63 2429602.91 JPY No 3037003.63 2429602.91
CMECNHUnited States dollar CNH 26790 N/A 26790 21432 CNH No 26790 21432
CMECSCCheese CSC 5507.53 N/A 5507.53 4406.02 USD No 5507.53 4406.02
CMECUSHousing Index Composite CUS 5137.50 N/A 5137.50 4110.00 USD No 5137.50 4110.00
CMECZKCzech koruna CZK 22891.17 N/A 22891.17 18312.93 USD Yes 2 22891.17 18312.93
CMEDAMILK CLASS III INDEX DC 3872.99 N/A 3872.99 3098.39 USD Yes 3872.99 3098.39
CMEDENDenver Housing Index DEN 4893.75 N/A 4893.75 3915.00 USD No 4893.75 3915.00
CMEDYCME DRY WHEY INDEX DY 4641.55 N/A 4641.55 3713.24 USD No 4641.55 3713.24
CMEE7European Monetary Union Euro E7 1976.30 N/A 1976.30 1581.04 USD No 1976.30 1581.04
CMEEADEuropean Monetary Union Euro EAD 17944.39 N/A 17944.39 14355.51 AUD No 17944.39 14355.51
CMEECDEuropean Monetary Union Euro ECD 14523.64 N/A 14523.64 11618.91 CAD No 14523.64 11618.91
CMEECKCzech koruna ECK 10231.50 N/A 10231.50 8185.20 EUR No 10231.50 8185.20
CMEEHFHungarian forint EHF 10081.46 N/A 10081.46 8065.17 EUR Yes 2 10081.46 8065.17
CMEEMDE-mini S&P Midcap 400 Futures EMD 16364.63 13091.71 23378.05 18702.44 USD Yes 2 23378.05 18702.44
CMENIYYen Denominated Nikkei 225 Index ENY 190244.34 152195.47 271777.63 217422.11 JPY No 271777.63 217422.11
CMEEPZPolish zloty EPZ 11061.20 N/A 11061.20 8848.96 EUR Yes 2 11061.20 8848.96
CMEESE-mini S&P 500 ES 8624.05 7840.05 12320.08 11200.07 USD Yes 12320.08 11200.07
CMESPXESUPE-mini S&P 500 ESG ESG 12993.26 N/A 12993.26 10394.61 USD No 12993.26 10394.61
CMEESTREuro Short-Term Rate ESR 500 N/A 500 400 EUR No 500 400
CMEETHEURRRCME CF Ether-Euro Reference Rate ETE 64546.875 N/A 64546.875 51637.50 EUR No 129093.75 103275
CMEETHUSDRRCME CF Ether-Dollar Reference Rate ETH 82558.56 N/A 82558.56 66046.85 USD Yes 165117.13 132093.70
CMEGSCIS&P-GSCI Index GD 32455.84 N/A 32455.84 25964.68 USD No 32455.84 25964.68
CMEGDKClass IV Milk - 200k lbs GDK 5030.08 N/A 5030.08 4024.06 USD No 5030.08 4024.06
CMEGFFeeder Cattle GF 9999.64 N/A 9999.64 7999.71 USD Yes 9999.64 7999.71
CMENFNON FAT DRY MILK INDEX GNF 5175.42 N/A 5175.42 4140.34 USD No 5175.42 4140.34
CMEHELean Hogs HE 4120.52 N/A 4120.52 3296.42 USD Yes 4120.52 3296.42
CMEHUFHungarian forint HUF 14694.01 N/A 14694.01 11755.21 USD Yes 2 14694.01 11755.21
CMEIBAABovespa Index - USD IBV 38173.82 N/A 38173.82 30539.05 USD No 38173.82 30539.05
CMEILSIsraeli Shekel in US Dollar ILS 31299.28 N/A 31299.28 25039.43 USD Yes 2 31299.28 25039.43
CMEJ7Japanese yen J7 1625.09 N/A 1625.09 1300.07 USD No 1625.09 1300.07
CMEKRWKorean Won KRW 20267.19 N/A 20267.19 16213.75 USD Yes 2 13114.06 10491.25
CMELAVLas Vegas Housing Index LAV 4418.75 N/A 4418.75 3535.00 USD No 4418.75 3535.00
CMELAXLos Angeles Housing Index LAX 6515.625 N/A 6515.625 5212.50 USD No 6515.625 5212.50
CMELBRLumber Futures LBR 1125 N/A 1125 900 USD No 1125 900
CMELELive Cattle LE 4932.92 N/A 4932.92 3946.34 USD Yes 4932.92 3946.34
CMEM2KMicro E-Mini Russell 2000 Index M2K 561.455 449.164 802.078 641.662 USD No 802.078 641.662
CMEM6AAustralian dollar M6A 293.559 N/A 293.559 234.847 USD No 293.559 234.847
CMEM6BBritish pound M6B 306.132 N/A 306.132 244.905 USD No 306.132 244.905
CMEM6CUnited States dollar M6C 1339.79 N/A 1339.79 1071.83 CAD No 1339.79 1071.83
CMEM6EEuropean Monetary Union Euro M6E 395.26 N/A 395.26 316.208 USD No 395.26 316.208
CMEM6JUnited States dollar M6J 158791.31 N/A 158791.31 127033.05 JPY No 158791.31 127033.05
CMEM6SUnited States dollar M6S 889.739 N/A 889.739 711.791 CHF No 889.739 711.791
CMEMBTMicro Bitcoin MBT 2314.58 N/A 2314.58 1800.23 USD Yes 2314.58 1800.23
CMEMCDCanadian dollar MCD 240.313 N/A 240.313 192.251 USD No 240.313 192.251
CMEMESMicro E-Mini S&P 500 Stock Price Index MES 862.405 784.005 1232.01 1120.01 USD Yes 1232.01 1120.01
CMEMETMicro Ether MET 165.117 N/A 165.117 132.094 USD Yes 330.234 264.187
CMEMIAMiami Housing Index MIA 6600.00 N/A 6600.00 5280.00 USD No 6600.00 5280.00
CMEMIRIndian Rupee MIR 1497.50 N/A 1497.50 1198 USD No 1497.50 1198
CMEMNHUnited States dollar MNH 2679 N/A 2679 2143.20 CNH No 2679 2143.20
CMEMNQMicro E-Mini Nasdaq-100 Index MNQ 1460.63 1327.85 2086.62 1896.92 USD Yes 2086.62 1896.92
CMEMSFSwiss franc MSF 537.602 N/A 537.602 430.081 USD No 537.617 430.094
CMENIYYen Denominated Nikkei 225 Index NIY 951221.72 760977.37 1358888.17 1087110.53 JPY No 1358888.17 1087110.53
CMENKDDollar Denominated Nikkei 225 Index NKD 14266.88 N/A 14266.88 11413.50 USD No 14266.88 11413.50
CMENOKNorwegian krone NOK 29389.69 N/A 29389.69 23511.75 USD No 29389.69 23511.75
CMENQE-mini NASDAQ 100 NQ 14606.32 13278.47 20866.17 18969.24 USD Yes 20866.17 18969.24
CMENYMNew York Housing Index NYM 4500 N/A 4500 3600 USD No 4500 3600
CMEPJYBritish pound PJY 2887580.38 N/A 2887580.38 2310064.30 JPY No 2887580.38 2310064.30
CMEPLNPolish zloty PLN 19434.87 N/A 19434.87 15547.89 USD Yes 2 19434.87 15547.89
CMEPSFBritish pound PSF 12292.33 N/A 12292.33 9833.86 CHF No 12292.33 9833.86
CMERFEuropean Monetary Union Euro RF 5046.55 N/A 5046.55 4037.24 CHF No 5046.55 4037.24
CMERMBCME Chinese Renminbi in US Dollar Cross Rate RMB 8802.50 N/A 8802.50 7042 USD Yes 2 8802.50 7042
CMERMECME Chinese Renminbi in Euro Cross Rate RME 10513.24 N/A 10513.24 8410.59 EUR Yes 2 10513.24 8410.59
CMERPEuropean Monetary Union Euro RP 6704.69 N/A 6704.69 5363.75 GBP No 6704.69 5363.75
CMERS1E-mini Russell 1000 Index Futures RS1 10345.30 N/A 10345.30 8276.24 USD No 10345.30 8276.24
CMERSGE-mini Russell 1000 Growth Index Futures RSG 34549.02 N/A 34549.02 27639.22 USD No 34549.02 27639.22
CMERSVE-Mini Russell 1000 Value Index Futures RSV 11074.30 N/A 11074.30 8859.44 USD No 11074.30 8859.44
CMERTYE-mini Russell 2000 Index RTY 5614.55 4491.64 8020.78 6416.62 USD Yes 8020.78 6416.62
CMERYEuropean Monetary Union Euro RY 1008993.08 N/A 1008993.08 807194.47 JPY Yes 2 1008993.08 807194.47
CMESPXDIVANS&P 500 Dividend Points (Annual) Index SDA 4384.38 N/A 4384.38 3507.50 USD No 4384.38 3507.50
CMESDGSan Diego Housing Index SDG 6550.00 N/A 6550.00 5240.00 USD No 6550.00 5240.00
CMESEKSwedish krona SEK 23652.44 N/A 23652.44 18921.96 USD No 23652.44 18921.96
CMESFRSan Francisco Housing Index SFR 5387.50 N/A 5387.50 4310.00 USD No 5387.50 4310.00
CMESGXS&P 500 / Citigroup Growth Index SG 180936.42 N/A 180936.42 144749.13 USD No 180936.42 144749.13
CMESIRIndian Rupee SIR 7487.50 N/A 7487.50 5990 USD No 7487.50 5990
CMESJYSwiss franc SJY 3824638.88 N/A 3824638.88 3059711.10 JPY No 3824638.88 3059711.10
CMESMCE-Mini S&P SmallCap 600 Futures SMC 35618.91 N/A 35618.91 28495.12 USD No 35618.91 28495.12
CMESONIASterling Overnight Index Average SON 1234.33 N/A 1234.33 987.462 GBP No 1234.33 987.462
CMESOFR1Secured Overnight Financing Rate 1-month average of rates SR1 612.943 N/A 612.943 490.355 USD No 612.943 490.355
CMESOFR3Secured Overnight Financing Rate 3-month average of rates SR3 865.658 N/A 865.658 692.527 USD Yes 865.658 692.527
CMESVXS&P 500 / Citigroup Value Index SU 81967.14 N/A 81967.14 65573.72 USD No 81967.14 65573.72
CMETBF313-Week US Treasury Bill TBF3 1604.27 N/A 1604.27 1283.42 USD No 1604.27 1283.42
CMEWDCWashington DC Housing Index WDC 4846.88 N/A 4846.88 3877.50 USD No 4846.88 3877.50
CMEIXBMaterials Select Sector Index XAB 15536.66 N/A 15536.66 12429.33 USD No 15536.66 12429.33
CMEIXEEnergy Select Sector Index XAE 17538.85 N/A 17538.85 14031.08 USD No 17538.85 14031.08
CMEIXMFinancial Select Sector Index XAF 16636.84 N/A 16636.84 13309.47 USD No 16636.84 13309.47
CMEIXIIndustrial Select Sector Index XAI 17368.52 N/A 17368.52 13894.81 USD No 17368.52 13894.81
CMEIXTTechnology Select Sector Index - XAK 37912.98 N/A 37912.98 30330.39 USD No 37912.98 30330.39
CMEIXRConsumer Staples Select Sector Index XAP 7530.50 N/A 7530.50 6024.40 USD No 7530.50 6024.40
CMEIXREReal Estate Select Sector Index XAR 9261.82 N/A 9261.82 7409.46 USD No 9261.82 7409.46
CMEIXUUtilities Select Sector Index XAU 8160.43 N/A 8160.43 6528.35 USD No 8160.43 6528.35
CMEIXVHealth Care Select Sector Index XAV 13876.49 N/A 13876.49 11101.19 USD No 13876.49 11101.19
CMEIXYConsumer Discretionary Select Sector Index XAY 32736.70 N/A 32736.70 26189.36 USD No 32736.70 26189.36
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
COMEXALIAluminum Index ALI 6454.24 N/A 6454.24 5163.39 USD No 6454.24 5163.39
COMEXGCGold GC 12756.40 N/A 12756.40 10205.12 USD Yes 12756.40 10205.12
COMEXHGCopper Index HG 9534.33 N/A 9534.33 7627.46 USD Yes 9534.33 7627.46
COMEXHRCHot-Rolled Coil Steel Index HRC 4839.12 N/A 4839.12 3871.30 USD No 4839.12 3871.30
COMEXMGCE-Micro Gold MGC 1275.64 N/A 1275.64 1020.51 USD Yes 1275.64 1020.51
COMEXMHGMicro Copper MHG 953.433 N/A 953.433 762.746 USD No 953.433 762.746
COMEXQCCOMEX MINY Copper QC 4767.16 N/A 4767.16 3813.73 USD No 4767.16 3813.73
COMEXQICOMEX MINY Silver QI 9729.30 N/A 9729.30 7783.44 USD No 9729.30 7783.44
COMEXQOCOMEX MINY Gold QO 6378.20 N/A 6378.20 5102.56 USD No 6378.20 5102.56
COMEXSGCShanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures SGC 36021.06 N/A 36021.06 28816.85 CNH No 36021.06 28816.85
COMEXSGUFShanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures SGU 6935.08 N/A 6935.08 5548.07 USD No 6935.08 5548.07
COMEXSISilver Index SI 19458.59 N/A 19458.59 15566.875 USD Yes 19458.59 15566.875
COMEXSISilver Index SIL 3891.72 N/A 3891.72 3113.375 USD No 3891.72 3113.375
COMEXUXUranium Index UX 4590.68 N/A 4590.68 3672.54 USD No 4590.68 3672.54
ENDEX

Exchange ENDEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ENDEXECFICE ECX EUA Futures ECF 70370.00 N/A 70370.00 56296.00 EUR No 70370.00 56296.00
ENDEXTFMDutch TTF Natural Gas Futures TFM 21600.92 N/A 21600.92 17280.73 EUR No 21600.92 17280.73
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
EUREXABBA1ABBN: ABB LTD-REG: ADJ ABBF 677.227 N/A 677.227 541.782 CHF No 677.227 541.782
EUREXCONFSwiss Federal Long-Term Bonds CONF 12168.62 N/A 12168.62 9734.90 CHF No 12168.62 9734.90
EUREXFBONEuro BONO Futures on Long-term Spanish Government Bonds FBON 11053.82 N/A 11053.82 8843.05 EUR No 11053.82 8843.05
EUREXBTPEuro-BTP Italian Government Bond FBTP 5747.50 N/A 5747.50 4598.00 EUR Yes 5747.50 4598.00
EUREXBTSShort-Term Euro-BTP Italian Government Bond FBTS 2303.79 N/A 2303.79 1843.03 EUR No 2303.79 1843.03
EUREXDJUBSDow Jones-UBS Commodity Index FCCO 3960.66 N/A 3960.66 3168.53 USD No 3960.66 3168.53
EUREXSD3EDEuro Stoxx Select Dividend 30 DVP FD3D 2540.00 N/A 2540.00 2032.00 EUR No 2540.00 2032.00
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDAX 26722.50 21378 38175 30540 EUR Yes 36279.69 29023.75
EUREXDDAXDivDAX Price Index FDIV 8790.00 N/A 8790.00 7032.00 EUR Yes 2 8790.00 7032.00
EUREXDDXDIVPTDivDAX Dividend Points Index FDVD 2367.50 N/A 2367.50 1894 EUR No 2367.50 1894
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXM 5344.50 4275.60 7635 6108 EUR No 7255.94 5804.75
EUREXDAXDAX 40 Index (Deutsche Aktien Xchange 40) FDXS 1068.90 855.12 1527 1221.60 EUR Yes 1451.19 1160.95
EUREXDBEAEURO STOXX Banks Index Dividend Futures FEBD 350.3125 N/A 350.3125 280.25 EUR No 350.3125 280.25
EUREXDJSDEuro STOXX Select Dividend 30 Index FEDV 3881.25 N/A 3881.25 3105 EUR Yes 2 3881.25 3105
EUREXESAEuro STOXX 600 Automobile & Parts FESA 8690.16 N/A 8690.16 6952.13 EUR Yes 2 8690.16 6952.13
EUREXSX7EEuro STOXX Banks Index FESB 598.1325 478.506 854.475 683.58 EUR Yes 788.2625 630.61
EUREXSX4EEuro STOXX Chemicals FESC 6385.00 N/A 6385.00 5108.00 EUR Yes 2 5910.69 4728.55
EUREXESEEuro STOXX Oil & Gas FESE 2204.17 N/A 2204.17 1763.33 EUR Yes 2 2204.17 1763.33
EUREXESFEuro STOXX Financial Services Index FESF 2877.51 N/A 2877.51 2302.01 EUR Yes 2 2446.625 1957.30
EUREXSXNEEuro STOXX Industrial Goods&Services FESG 5257.92 N/A 5257.92 4206.34 EUR Yes 2 4843.24 3874.59
EUREXSXDEEuro STOXX Healthcare FESH 3728.76 N/A 3728.76 2983.01 EUR Yes 2 3728.76 2983.01
EUREXESIEuro STOXX Insurance FESI 2335.76 N/A 2335.76 1868.61 EUR Yes 2 2052.92 1642.34
EUREXESMEuro STOXX Media Index FESM 1078.02 N/A 1078.02 862.42 EUR Yes 2 1078.02 862.42
EUREXSXOEEuro STOXX Construction FESN 3029.50 N/A 3029.50 2423.60 EUR Yes 2 2886.86 2309.49
EUREXSX3EEuro STOXX Food&Beverages FESO 2701.56 N/A 2701.56 2161.25 EUR Yes 2 2701.56 2161.25
EUREXSXREEuro STOXX Retail FESR 3170.59 N/A 3170.59 2536.47 EUR Yes 2 3098.03 2478.42
EUREXSXPEEuro STOXX Basic Resources FESS 1391.99 N/A 1391.99 1113.59 EUR Yes 2 1301.58 1041.26
EUREXSXKEEuro STOXX Telecommunications FEST 1341.875 N/A 1341.875 1073.50 EUR Yes 2 1341.875 1073.50
EUREXESUEuro STOXX Utilities Index FESU 1574.51 N/A 1574.51 1259.61 EUR Yes 1502.19 1201.75
EUREXSXTEEuro STOXX Travel & Leisure FESV 1224.54 N/A 1224.54 979.63 EUR Yes 2 1224.54 979.63
EUREXESTX50Euro STOXX50 FESX 2755.60 2204.48 3936.57 3149.26 EUR Yes 3702.14 2961.71
EUREXSX8EEuro STOXX Technology FESY 13853.99 N/A 13853.99 11083.19 EUR Yes 2 13853.99 11083.19
EUREXSXQEEuro STOXX Personal & Household Goods FESZ 7480.78 N/A 7480.78 5984.63 EUR Yes 2 7480.78 5984.63
EUREXEU3Three Month EURIBOR FEU3 1359.03 N/A 1359.03 1087.23 EUR Yes 1359.03 1087.23
EUREXDESX5EURO STOXX 50 Index-Dividenden FEXD 2507.75 2006.20 3582.50 2866.00 EUR Yes 3582.50 2866.00
EUREXOMXH25OMX Helsinki 25 Index FFOX 10251.10 N/A 10251.10 8200.88 EUR Yes 2 10251.10 8200.88
EUREXGBLEuro Bund (10 Year Bond) FGBL 3734.58 N/A 3734.58 2987.67 EUR Yes 3860.89 3088.71
EUREXGBMEuro Bobl (5 Year Bond) FGBM 1964.81 N/A 1964.81 1571.85 EUR Yes 1964.81 1571.84
EUREXGBSEuro Schatz (2 Year Bond) FGBS 833.853 N/A 833.853 667.083 EUR Yes 776.326 621.06
EUREXGBXEuro Buxl (15 - 30 Year Bond) FGBX 8835.02 N/A 8835.02 7068.01 EUR Yes 8835.02 7068.01
EUREXDJESLEuro Stoxx Large FLCE 2124.94 N/A 2124.94 1699.96 EUR No 1835.14 1468.11
EUREXDJ200LSTOXX Large 200 Index FLCP 2050.72 N/A 2050.72 1640.575 EUR No 1816.875 1453.50
EUREXDJESMEuro Stoxx Mid FMCE 2060.32 N/A 2060.32 1648.26 EUR No 2060.32 1648.26
EUREXM1CNMSCI China NTR USD FMCH 2233.17 N/A 2233.17 1786.53 USD No 2138.39 1710.71
EUREXDJ200STOXX MID 200 Index FMCP 2187.975 N/A 2187.975 1750.38 EUR Yes 2 2179.06 1743.25
EUREXM1MSMSCI Emerging Markets Asia FMEA 3290.99 2632.80 4701.42 3761.14 USD No 4258.73 3406.98
EUREXM1EFMSCI Emerging Markets Net Total Return Index FMEM 4432.30 N/A 4432.30 3545.84 USD No 4432.30 3545.84
EUREXMXEUMSCI Europe FMEP 1326.56 N/A 1326.56 1061.25 EUR No 1325.56 1060.45
EUREXM7EUMSCI Europe Net Return EUR Index FMEU 2549.23 N/A 2549.23 2039.38 EUR No 2100.90 1680.72
EUREXM1INMSCI India NTR USD FMIN 9382.29 N/A 9382.29 7505.83 USD No 8407.55 6726.04
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5973.475 N/A 5973.475 4778.78 USD No 5973.475 4778.78
EUREXM1TWMSCI Taiwan NTR USD FMTW 4757.64 N/A 4757.64 3806.11 USD No 4667.99 3734.39
EUREXMBWOMSCI World Net EUR Index 1 FMWN 3200.85 N/A 3200.85 2560.68 EUR No 2808.84 2247.07
EUREXM1WOMSCI World NETR USD Index FMWO 7413.11 N/A 7413.11 5930.49 USD No 6725.96 5380.77
EUREXMXWOMSCI World Index FMWP 3498.75 N/A 3498.75 2799.00 USD No 3498.75 2799.00
EUREXOATEuro-OAT French Government Bond FOAT 3731.18 N/A 3731.18 2984.95 EUR No 3815.72 3052.58
EUREXDJESSEuro Stoxx Small FSCE 1377.43 N/A 1377.43 1101.95 EUR No 1228.49 982.793
EUREXDJ200SSTOXX Small 200 Index FSCP 1455.57 N/A 1455.57 1164.46 EUR No 1371.56 1097.25
EUREXSXXPESGXSTOXX Europe 600 ESG-X FSEG 1247.86 N/A 1247.86 998.287 EUR No 1173.18 938.544
EUREXSLISwiss Leader Index (PREIS_INDEX) FSLI 3812.66 N/A 3812.66 3050.13 CHF Yes 2 3812.66 3050.13
EUREXSMIDPSMI Dividend Points Index FSMD 8622.50 N/A 8622.50 6898.00 CHF No 8622.50 6898.00
EUREXSMISwiss Market Index FSMI 6422.24 5137.79 9174.625 7339.70 CHF Yes 9174.625 7339.70
EUREXSMIMSwiss Mid-cap Index FSMM 4203.78 N/A 4203.78 3363.02 CHF Yes 2 4203.78 3363.02
EUREXSMISwiss Market Index FSMS 642.224 513.779 917.4625 733.97 CHF No 917.4625 733.97
EUREXMDAXMidcap DAX FSMX 2657.13 N/A 2657.13 2125.70 EUR No 2496.09 1996.87
EUREXSXAPSTOXX 600 Automobiles & Parts FSTA 4130.56 N/A 4130.56 3304.45 EUR Yes 2 4130.56 3304.45
EUREXSX7PSTOXX 600 Banks FSTB 1218.85 N/A 1218.85 975.08 EUR Yes 972.131 777.705
EUREXSX4PSTOXX 600 Chemicals FSTC 5322.04 N/A 5322.04 4257.63 EUR Yes 2 4660.34 3728.27
EUREXSXEPSTOXX 600 Oil & Gas FSTE 2264.91 N/A 2264.91 1811.93 EUR Yes 2264.91 1811.93
EUREXSXFPSTOXX 600 Financial Services Index FSTF 4018.81 N/A 4018.81 3215.05 EUR Yes 2 3137.36 2509.89
EUREXSXNPSTOXX 600 Industrial Goods & Services Index FSTG 3735.76 N/A 3735.76 2988.60 EUR Yes 2 3268.93 2615.14
EUREXSXDPSTOXX 600 Healthcare FSTH 3883.14 N/A 3883.14 3106.51 EUR Yes 2 3883.14 3106.51
EUREXSXIPSTOXX 600 Insurance FSTI 2342.59 N/A 2342.59 1874.07 EUR Yes 2 1968.39 1574.71
EUREXSX86PSTOXX 600 Real Estate FSTL 825.313 N/A 825.313 660.25 EUR No 825.313 660.25
EUREXSXMPSTOXX 600 Media FSTM 1499.42 N/A 1499.42 1199.53 EUR Yes 2 1357.19 1085.75
EUREXSXOPSTOXX 600 Construction & Materials FSTN 3225.26 N/A 3225.26 2580.20 EUR Yes 2 2804.17 2243.34
EUREXSX3PSTOXX 600 Food & Beverage Index FSTO 3402.19 N/A 3402.19 2721.75 EUR Yes 2 3402.19 2721.75
EUREXSXRPSTOXX 600 Retail FSTR 1718.55 N/A 1718.55 1374.84 EUR Yes 2 1609.90 1287.92
EUREXSXPPSTOXX 600 Basic Resources Index FSTS 4438.60 N/A 4438.60 3550.88 EUR Yes 4438.60 3550.88
EUREXSXKPSTOXX 600 Telecommunications FSTT 1128.13 N/A 1128.13 902.505 EUR Yes 2 1128.13 902.505
EUREXSX6PSTOXX 600 Utilities FSTU 1561.89 N/A 1561.89 1249.52 EUR Yes 1514.06 1211.25
EUREXSXTPSTOXX 600 Travel & Leisure FSTV 1338.65 N/A 1338.65 1070.92 EUR Yes 2 1338.65 1070.92
EUREXSTXSTOXX50 FSTX 3404.43 N/A 3404.43 2723.54 EUR Yes 2 2967.56 2374.05
EUREXSX8PSTOXX 600 Technology FSTY 7100.23 N/A 7100.23 5680.18 EUR Yes 2 7100.23 5680.18
EUREXSXQPSTOXX 600 Personal & Household Goods FSTZ 3865.31 N/A 3865.31 3092.25 EUR Yes 2 3865.31 3092.25
EUREXESTX50Euro STOXX50 FSXE 275.56 220.448 393.657 314.926 EUR No 370.214 296.171
EUREXTDXTECDAX FTDX 7354.55 N/A 7354.55 5883.64 EUR Yes 2 7354.55 5883.64
EUREXV2TXVSTOXX Volatility Index FVS 900 N/A 900 720 EUR Yes 3025 2420
EUREXDJESEuro STOXX Price Index FXXE 2051.36 N/A 2051.36 1641.08 EUR No 1781.25 1425.00
EUREXDJ600STOXX 600 Index FXXP 1392.42 1113.93 1989.17 1591.33 EUR Yes 1810.94 1448.75
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 10598.89 N/A 10598.89 8479.11 EUR No 10598.89 8479.11
FTAEOEAMS EOE Index FTI 9231.25 7385 13187.50 10550 EUR Yes 13187.50 10550
FTAEOEAMS EOE Index MFA 923.125 738.50 1318.75 1055 EUR No 1318.75 1055
Hong Kong Futures Exchange (HKFE)

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

Exchange Underlying Product description Trading Class Intraday Initial 1,5 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120CES China 120 Index CHH 80060.98 N/A 80060.98 64048.78 HKD No 80060.98 64048.78
HKFECNHUnited States dollar CUS 26763 N/A 26763 21410.40 CNH Yes 26763 21410.40
HKFEHHIDPIHSCEI Dividend Point Index DHH 3230.31 N/A 3230.31 2584.25 HKD No 3230.31 2584.25
HKFEHSIDPIHSI Dividend Point Index DHS 9000 N/A 9000 7200 HKD No 9000 7200
HKFEGDRCNH Gold Futures GDR 66417.66 N/A 66417.66 53134.12 CNH No 66417.66 53134.12
HKFEGDUUSD Gold Futures GDU 11692.93 N/A 11692.93 9354.34 USD No 11692.93 9354.34
HKFEHHI.HK 3Hang Seng China Enterprise Index HHI 30114 24091.20 43020 34416 HKD Yes 43020 34416
HKFEHSIHang Seng Stock Index HSI 76705.78 61364.62 109579.68 87663.75 HKD Yes 109579.68 87663.75
HKFEHSTECHHang Seng TECH Index HTI 26005.22 20804.18 37150.31 29720.25 HKD Yes 37150.31 29720.25
HKFEMCAMSCI China A 50 Connect Index MCA 3106.58 2485.26 4437.97 3550.37 USD No 4437.97 3550.37
HKFEMCH.HKMini-Hang Seng China Enterprises Index MCH 6022.80 4818.24 8604 6883.20 HKD Yes 8604 6883.20
HKFEMCSUnited States dollar MCS 5353.95 N/A 5353.95 4283.16 CNH No 5353.95 4283.16
HKFEMHIMini Hang Seng Index MHI 15341.16 12272.92 21915.94 17532.75 HKD Yes 21915.94 17532.75
HKFEMID.HKMSCI Indonesia Index (USD) - HKFE MIA 1519.34 N/A 1519.34 1215.48 USD No 1519.34 1215.48
HKFEMNDMSCI India Index (USD) - HKFE MND 2899.40 N/A 2899.40 2319.52 USD No 2899.40 2319.52
HKFEMTWMSCI Taiwan (USD) Index - HKFE MTW 3963.41 N/A 3963.41 3170.72 USD No 3963.41 3170.72
HKFEVHSIHang Seng Volatility Index VHS 68750 N/A 68750 55000 HKD No 131939.10 105551.28
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
ICEEUSGShort Gilt G 3337.82 N/A 3337.82 2670.26 GBP No 3337.82 2670.26
ICEEUHMedium Gilt H 6282.19 N/A 6282.19 5025.75 GBP No 6282.19 5025.75
ICEEUI3 Month EURIBOR Interest Rate I 1074.06 N/A 1074.06 859.25 EUR Yes 1074.06 859.25
ICEEUNDUEBRAFThe MSCI Brazil Net Total Return MCG 6961.12 N/A 6961.12 5568.90 USD No 6961.12 5568.90
ICEEUO5 Year Euro Swapnote O 5323.90 N/A 5323.90 4259.12 EUR No 5323.90 4259.12
ICEEUP10 Year Euro Swapnote P 11286.76 N/A 11286.76 9029.41 EUR No 11286.76 9029.41
ICEEURLong Gilt R 4775.04 N/A 4775.04 3820.03 GBP No 4775.04 3820.03
ICEEUSRFXON3Three Month SaronA SA3 958.469 N/A 958.469 766.775 CHF No 958.469 766.775
ICEEUSONIA.NThree Month SONIA SO3 1161.875 N/A 1161.875 929.50 GBP Yes 1161.875 929.50
ICEEUSONIO.NOne Month SONIA SOA 1016.76 N/A 1016.76 813.406 GBP No 1016.76 813.406
ICEEUTWS2 Year Euro Swapnote TWS 2453.91 N/A 2453.91 1963.13 EUR No 2453.91 1963.13
ICEEUF1DVFTSE 100 Dividend Index XZ 1756.84 N/A 1756.84 1405.47 GBP No 1756.84 1405.47
ICEEUYFTSE 250 Index Y2 4854.33 N/A 4854.33 3883.46 GBP No 4854.33 3883.46
ICEEUZFTSE 100 Index Z 4080.41 3264.33 5829.16 4663.33 GBP Yes 5829.16 4663.33
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 2577.90 N/A 2577.90 2062.32 GBP No 2577.90 2062.32
ICEEUSOFTDRobusta Coffee RC 2432.41 N/A 2432.41 1945.93 USD No 2432.41 1945.93
ICEEUSOFTTWheat T 3459.81 N/A 3459.81 2767.85 GBP No 3459.81 2767.85
ICEEUSOFTWWhite Sugar W 3330.89 N/A 3330.89 2664.71 USD No 3330.89 2664.71
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 8806.77 N/A 8806.77 7045.41 USD No 8806.77 7045.41
ICEUSEJNYBOT Euro in Japanese Yen KEJ 24881250.78 N/A 24881250.78 19905000.625 JPY No 24881250.78 19905000.625
ICEUSEOEuropean Monetary Union Euro KEO 10362.15 N/A 10362.15 8289.72 USD No 10362.15 8289.72
ICEUSECDEuropean Monetary Union Euro KEP 17502.19 N/A 17502.19 14001.75 CAD No 17502.19 14001.75
ICEUSGBEuropean Monetary Union Euro KGB 8350.52 N/A 8350.52 6680.42 GBP No 8350.52 6680.42
ICEUSEADEuropean Monetary Union Euro KRA 21819.13 N/A 21819.13 17455.31 AUD No 21819.13 17455.31
ICEUSRZNYBOT Euro in Swiss Franc KRZ 8391.51 N/A 8391.51 6713.21 CHF No 8391.51 6713.21
ICEUSZYSwiss Franc in Japanese Yen KZY 3975227.80 N/A 3975227.80 3180182.24 JPY No 3975227.80 3180182.24
ICEUSMPBritish pound MP 9183.95 N/A 9183.95 7347.16 USD No 9183.95 7347.16
ICEUSSSBritish Pound in Swiss Franc SS 12801.93 N/A 12801.93 10241.54 CHF No 12801.93 10241.54
ICEUSSYBritish Pound in Japanese Yen SY 2945289.83 N/A 2945289.83 2356231.86 JPY No 2945289.83 2356231.86
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIVFTSE MIB Dividend Index FDIV 1685 N/A 1685 1348 EUR No 1685 1348
IDEMFTMIBFTSE MIB Index FTMIB 16062.58 12850.07 22946.55 18357.24 EUR Yes 22946.55 18357.24
IDEMFTMIBFTSE MIB Index MICRO 642.503 514.003 917.862 734.2895 EUR No 917.862 734.2895
IDEMFTMIBFTSE MIB Index MINI 3212.52 2570.01 4589.31 3671.45 EUR No 4589.31 3671.45
IDEMSRGBSNAM & ITALGAS BASKET SRG 1072.75 N/A 1072.75 858.197 EUR No 1072.75 858.196
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 44059.34 N/A 44059.34 35247.47 USD No 44059.34 35247.47
IPECOILICE Brent Crude COIL 17550 N/A 17550 13000 USD Yes 17550 13000
IPEGOILICE Gasoil GOIL 14038.60 N/A 14038.60 10398.96 USD No 14038.60 10398.96
IPEHOILICE Heating Oil HOIL 35154 N/A 35154 26040 USD No 35154 26040
IPENCFNewcastle Coal Futures NCF 57328.62 N/A 57328.62 45862.86 USD No 57328.62 45862.86
IPENGFICE UK Natural Gas NGF 14343.31 N/A 14343.31 11474.65 GBP No 31235.60 11474.65
IPERBOBICE NYH RBOB Gasoline RBOB 34020 N/A 34020 25200 USD No 34020 25200
IPEWTIWest Texas Intermediate Light Sweet Crude Oil WTI 17550 N/A 17550 13000 USD Yes 17550 13000
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 7365312.76 5892250.21 10521875.375 8417500.30 KRW Yes 10521875.375 8417500.30
KSEK200MMini KOSPI200 Index 05 1473062.55 1178450.04 2104375.075 1683500.06 KRW Yes 2104375.075 1683500.06
KSEKOSDQ150KOSDAQ 150 Index 06 1844567.025 1229711.35 2635095.75 1756730.50 KRW No 2635095.75 1756730.50
KSE005930SAMSUNG ELECTRONICS CO LTD 111 228430.60 N/A 228430.60 182744.47 KRW No 228430.60 182744.47
KSE017670SK TELECOM 112 158649.74 N/A 158649.74 126919.79 KRW No 158649.74 126919.79
KSE005490POSCO HOLDINGS INC 113 1759875 N/A 1759875 1187839.14 KRW No 1759875 1187839.14
KSE030200KTCORPORATION 114 105610.04 N/A 105610.04 84488.03 KRW No 105610.04 84488.03
KSE015760KOREA ELECTRIC POWER CORP 115 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE005380HYUNDAI MOTOR CO 116 570137.74 N/A 570137.74 456110.20 KRW No 570137.74 456110.20
KSE016360SAMSUNG SECURITIES CO LTD 117 122507.64 N/A 122507.64 98006.11 KRW No 122507.64 98006.11
KSE055550SHINHAN FINANCIAL GROUP LTD 118 114684.68 N/A 114684.68 91747.74 KRW No 114684.68 91747.74
KSE000270KIA CORP 119 264103.32 N/A 264103.32 211282.66 KRW No 264103.32 211282.66
KSE012330HYUNDAI MOBIS CO LTD 120 705631.50 N/A 705631.50 564505.20 KRW No 705631.50 564505.20
KSE006400SAMSUNG SDI CO LTD 122 1417387.50 N/A 1417387.50 1097718.52 KRW No 1417387.50 1097718.52
KSE009150SAMSUNG ELECTRO-MECHANICS CO 123 453732.03 N/A 453732.03 362985.625 KRW No 453732.03 362985.625
KSE066570LG ELECTRONICS INC 124 317299.49 N/A 317299.49 253839.59 KRW No 317299.49 253839.59
KSE036460KOREA GAS CORPORATION 128 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE004020HYUNDAI STEEL CO 132 110929.66 N/A 110929.66 88743.72 KRW No 110929.66 88743.72
KSE003550LG CORP 134 256593.28 N/A 256593.28 205274.61 KRW No 256593.28 205274.61
KSE078930GS HOLDINGS 135 131738.75 N/A 131738.75 105391.00 KRW No 131738.75 105391.00
KSE033780KT & G CORPORATION 136 279749.25 N/A 279749.25 223799.39 KRW No 279749.25 223799.39
KSE009540HD KOREA SHIPBUILDING & OFFS 139 359543.51 N/A 359543.51 287634.80 KRW No 359543.51 287634.80
KSE086790HANA FINANCIAL GROUP 140 130956.45 N/A 130956.45 104765.16 KRW No 130956.45 104765.16
KSE096770SK INNOVATION CO LTD 141 423378.91 N/A 423378.91 338703.125 KRW No 423378.91 338703.125
KSE001040CJ CORP 142 292578.92 N/A 292578.92 234063.125 KRW No 292578.92 234063.125
KSE034220LG DISPLAY CO LTD 145 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE105560KB FINANCIAL GROUP INC 146 161778.93 N/A 161778.93 129423.14 KRW No 161778.93 129423.14
KSE051910LG CHEM LTD 147 1484798.93 N/A 1484798.93 1187839.14 KRW No 1484798.93 1187839.14
KSE006800MIRAE ASSET SECURITIES CO LT 148 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE042670HD HYUNDAI INFRACORE CO LTD 149 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE000660SK HYNIX INC 150 412426.76 N/A 412426.76 329941.41 KRW No 412426.76 329941.41
KSE006360GS ENGINEERING & CONSTRUCT 151 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE139480E-MART INC 154 234063.13 N/A 234063.13 187250.51 KRW No 234063.13 187250.51
KSE161390HANKOOK TIRE & TECHNOLOGY CO 155 142690.90 N/A 142690.90 114152.71 KRW No 142690.90 114152.71
KSE035420NAVER CORP 156 661822.90 N/A 661822.90 529458.32 KRW No 661822.90 529458.32
KSE003490KOREAN AIR LINES CO LTD 157 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE3KTB3-Year Korea Treasury Bond 165 1225447.92 N/A 1225447.92 980358.34 KRW No 1225447.92 980358.34
KSEFLKTB10-Year Korea Treasury Bond 167 3905577 N/A 3905577 3046903.78 KRW No 3905577 3046903.78
KSEKWYUnited States dollar 175 1629250.03 N/A 1629250.03 1303400.02 KRW No 3258500.06 2606800.05
KSE032640LG UPLUS CORP 1B0 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE010950S-OILCORPORATION 1B2 216852.61 N/A 216852.61 173482.09 KRW No 216852.61 173482.09
KSE010130KOREA ZINC CO LTD 1B3 1627176.91 N/A 1627176.91 1301741.48 KRW No 1627176.91 1301741.48
KSE024110INDUSTRIALBANKOFKOREA 1B4 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE001680DAESANG CORPORATION 1B6 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE047050POSCO INTERNATIONAL CORP 1B7 226462.50 N/A 226462.50 150975 KRW No 226462.50 150975
KSE034020DOOSAN ENERBILITY CO LTD 1B9 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE023530LOTTE SHOPPING CO 1BA 240008.59 N/A 240008.59 192006.875 KRW No 240008.59 192006.875
KSE011170LOTTE CHEMICAL CORP 1BB 488153.08 N/A 488153.08 390522.46 KRW No 488153.08 390522.46
KSE032830SAMSUNG LIFE INSURANCE CO LT 1BD 218730.13 N/A 218730.13 174984.10 KRW No 218730.13 174984.10
KSE010140SAMSUNGHEAVYINDUSTRIES 1BF 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE029780SAMSUNG CARD CO 1BG 102167.93 N/A 102167.93 81734.35 KRW No 102167.93 81734.35
KSE012450HANWHA AEROSPACE CO LTD 1BH 432140.625 N/A 432140.625 345712.50 KRW No 432140.625 345712.50
KSE036570NCSOFTCORPORATION 1BJ 882430.57 N/A 882430.57 705944.45 KRW No 882430.57 705944.45
KSE000080HITE JINRO CO LTD 1BK 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE071050KOREA INVESTMENT HOLDINGS CO 1BL 187438.26 N/A 187438.26 149950.61 KRW No 187438.26 149950.61
KSE047810KOREA AEROSPACE INDUSTRIES 1BM 150357.40 N/A 150357.40 120285.92 KRW No 150357.40 120285.92
KSE000720HYUNDAI ENGINEERING & CONST 1BN 111555.49 N/A 111555.49 89244.39 KRW No 111555.49 89244.39
KSE011210HYUNDAI WIA CORP 1BP 189628.69 N/A 189628.69 151702.95 KRW No 189628.69 151702.95
KSE008770HOTEL SHILLA CO LTD 1BQ 203710.02 N/A 203710.02 162968.02 KRW No 203710.02 162968.02
KSE035250KANGWON LAND, INC. 1BS 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE138930BNK FINANCIAL GROUP INC 1BT 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE139130DGB FINANCIAL GROUP INC 1BV 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE114090GRAND KOREA LEISURE CO LTD 1BW 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE001120LX INTERNATIONAL CORP 1BX 92467.46 N/A 92467.46 73973.96 KRW No 92467.46 73973.96
KSE011070LG INNOTEK CO LTD 1BY 741617.14 N/A 741617.14 593293.71 KRW No 741617.14 593293.71
KSE005940NH INVESTMENT & SECURITIES C 1BZ 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE034730SK INC 1C1 526329.15 N/A 526329.15 421063.32 KRW No 526329.15 421063.32
KSE001740SK NETWORKS CO LTD 1C2 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE011780KUMHO PETRO CHEMICAL CO LTD 1C3 389583.70 N/A 389583.70 311666.95 KRW No 389583.70 311666.95
KSE018260SAMSUNG SDS CO LTD 1C5 512247.80 N/A 512247.80 409798.24 KRW No 512247.80 409798.24
KSE090430AMOREPACIFIC CORP 1C6 397719.58 N/A 397719.58 318175.66 KRW No 397719.58 318175.66
KSE030000CHEIL WORLDWIDE INC 1C7 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE028260SAMSUNG C&T CORP 1C8 379883.21 N/A 379883.21 303906.56 KRW No 379883.21 303906.56
KSE000880HANWHA CORPORATION 1C9 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE088350HANWHA LIFE INSURANCE CO LTD 1CA 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE086280HYUNDAI GLOVIS CO LTD 1CC 553865.97 N/A 553865.97 443092.77 KRW No 553865.97 443092.77
KSE010620HYUNDAIMIPODOCKYARD 1CD 256906.20 N/A 256906.20 205524.96 KRW No 256906.20 205524.96
KSE001450HYUNDAI MARINE & FIRE INS CO 1CE 97474.15 N/A 97474.15 77979.32 KRW No 97474.15 77979.32
KSE035720KAKAO CORP 1CF 158649.74 N/A 158649.74 126919.79 KRW No 158649.74 126919.79
KSE034230PARADISE CO LTD 1CG 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE046890SEOUL SEMICONDUCTOR CO LTD 1CJ 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE069080WEBZEN INC 1CK 148398.53 N/A 148398.53 65535 KRW No 148398.53 65535
KSE096530SEEGENE INC 1CL 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE022100POSCO DX CO LTD 1CN 299250 N/A 299250 199500 KRW No 299250 199500
KSE068270CELLTRION INC 1CP 509118.61 N/A 509118.61 407294.88 KRW No 509118.61 407294.88
KSE122870YG ENTERTAINMENT INC 1CQ 152568 N/A 152568 121913.10 KRW No 152568 121913.10
KSE051900LG H&H 1CR 1021679.30 N/A 1021679.30 817343.44 KRW No 1021679.30 817343.44
KSE002790AMOREPACIFIC GROUP 1CS 85583.25 N/A 85583.25 68466.60 KRW No 85583.25 68466.60
KSE000810SAMSUNG FIRE & MARINE INS 1CT 813588.46 N/A 813588.46 650870.74 KRW No 813588.46 650870.74
KSE008930HANMI SCIENCE CO LTD 1CV 107174.63 N/A 107174.63 85739.71 KRW No 107174.63 85739.71
KSE021240COWAY CO LTD 1CW 162717.69 N/A 162717.69 130174.15 KRW No 162717.69 130174.15
KSE128940HANMI PHARM CO LTD 1CX 966918.55 N/A 966918.55 773534.84 KRW No 966918.55 773534.84
KSE018880HANON SYSTEMS 1CY 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE005830DB INSURANCE CO LTD 1D0 259722.46 N/A 259722.46 207777.97 KRW No 259722.46 207777.97
KSE097950CJ CHEILJEDANG CORP. 1D1 995081.25 N/A 995081.25 796065 KRW No 995081.25 796065
KSE009240HANSSEM CO LTD 1D2 157085.16 N/A 157085.16 125668.125 KRW No 157085.16 125668.125
KSE002380KCC CORP 1D3 658693.72 N/A 658693.72 526954.96 KRW No 658693.72 526954.96
KSE007070GS RETAIL CO LTD 1D4 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE012750S1 CORPORATION 1D5 183996.15 N/A 183996.15 147196.92 KRW No 183996.15 147196.92
KSE000100YUHAN CORPORATION 1D6 192132.04 N/A 192132.04 153705.625 KRW No 192132.04 153705.625
KSE051600KEPCO PLANT SERVICE & ENGINE 1D7 109208.61 N/A 109208.61 87366.88 KRW No 109208.61 87366.88
KSE069960HYUNDAI DEPT STORE CO 1D8 161153.10 N/A 161153.10 128922.47 KRW No 161153.10 128922.47
KSE004370NONGSHIM CO LTD 1DA 1272014.26 N/A 1272014.26 1017611.41 KRW No 1272014.26 1017611.41
KSE079550LIG NEX1 CO LTD 1DB 312918.63 N/A 312918.63 250334.90 KRW No 312918.63 250334.90
KSE204320HL MANDO CO LTD 1DC 110773.19 N/A 110773.19 88618.55 KRW No 110773.19 88618.55
KSE004170SHINSEGAE INC 1DD 542287.99 N/A 542287.99 433830.39 KRW No 542287.99 433830.39
KSE161890KOLMAR KOREA CO LTD 1DE 151296.15 N/A 151296.15 121036.92 KRW No 151296.15 121036.92
KSE111770YOUNGONE CORP 1DG 143316.74 N/A 143316.74 114653.39 KRW No 143316.74 114653.39
KSE006650KOREA PETRO CHEMICAL IND 1DJ 515064.06 N/A 515064.06 412051.25 KRW No 515064.06 412051.25
KSE192820COSMAX INC 1DK 365801.88 N/A 365801.88 292641.50 KRW No 365801.88 292641.50
KSE039130HANA TOUR SERVICE INC 1DN 170227.73 N/A 170227.73 136182.19 KRW No 170227.73 136182.19
KSE086900MEDY-TOX INC 1DP 677468.85 N/A 677468.85 541975.08 KRW No 677468.85 541975.08
KSE078340COM2US CORP 1DR 160840.17 N/A 160840.17 128672.14 KRW No 160840.17 128672.14
KSE035760CJ ENM CO LTD 1DT 244702.37 N/A 244702.37 195761.89 KRW No 244702.37 195761.89
KSE056190SFA ENGINEERING CORP 1DV 92154.53 N/A 92154.53 73723.63 KRW No 92154.53 73723.63
KSE241560DOOSAN BOBCAT INC 1DW 137527.74 N/A 137527.74 110022.19 KRW No 137527.74 110022.19
KSE017800HYUNDAI ELEVATOR CO 1DY 140969.84 N/A 140969.84 112775.87 KRW No 140969.84 112775.87
KSE105630HANSAE CO LTD 1DZ 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE240810WONIK IPS CO LTD 1E0 104045.45 N/A 104045.45 83236.36 KRW No 104045.45 83236.36
KSE053800AHNLAB INC 1E2 218417.21 N/A 218417.21 174733.77 KRW No 218417.21 174733.77
KSE091700PARTRON CO LTD 1E3 83111.19 N/A 83111.19 65535 KRW No 83111.19 65535
KSE041510SM ENTERTAINMENT CO LTD 1E4 260661.22 N/A 260661.22 208528.96 KRW No 260661.22 208528.96
KSE251270NETMARBLE CORP 1E5 178989.46 N/A 178989.46 143191.56 KRW No 178989.46 143191.56
KSE091990CELLTRION HEALTHCARE CO LTD 1E6 224049.74 N/A 224049.74 179239.79 KRW No 224049.74 179239.79
KSE003670POSCO FUTURE M CO LTD 1E8 1545120 N/A 1545120 1030080 KRW No 1545120 1030080
KSE178920PI ADVANCED MATERIALS CO LTD 1EA 95440.18 N/A 95440.18 76352.14 KRW No 95440.18 76352.14
KSE316140WOORI FINANCIAL GROUP INC 1EB 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE294870HDC HYUNDAI DEVELOPMENT CO-E 1EC 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE020150LOTTE ENERGY MATERIALS CORP 1ED 142377.98 N/A 142377.98 113902.38 KRW No 142377.98 113902.38
KSE009420HANALL BIOPHARMA CO LTD 1EE 162450 N/A 162450 108300 KRW No 162450 108300
KSE035900JYP ENTERTAINMENT CORP 1EF 287259.30 N/A 287259.30 229807.44 KRW No 287259.30 229807.44
KSE003410SSANGYONG C&E CO LTD 1EG 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE028670PAN OCEAN CO LTD 1EH 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE011790SKC CO LTD 1EJ 302886 N/A 302886 238569.16 KRW No 302886 238569.16
KSE000990DB HITEK CO LTD 1EK 185247.83 N/A 185247.83 148198.26 KRW No 185247.83 148198.26
KSE093370FOOSUNG CO LTD 1EL 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE375500DL E&C CO LTD 1ER 120473.67 N/A 120473.67 96378.94 KRW No 120473.67 96378.94
KSE207940SAMSUNG BIOLOGICS CO LTD 1ES 2240497.46 N/A 2240497.46 1792397.97 KRW No 2240497.46 1792397.97
KSE028050SAMSUNG ENGINEERING CO LTD 1ET 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE272210HANWHA SYSTEMS CO LTD 1EV 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE003850BORYUNG 1EW 96328.87 N/A 96328.87 65535 KRW No 96328.87 65535
KSE293490KAKAO GAMES CORP 1EX 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE247540ECOPRO BM CO LTD 1EY 1598850 N/A 1598850 1065900 KRW No 1598850 1065900
KSE253450STUDIO DRAGON CORP 1EZ 163030.61 N/A 163030.61 130424.48 KRW No 163030.61 130424.48
KSE278280CHUNBO CO LTD 1F0 354223.88 N/A 354223.88 283379.10 KRW No 354223.88 283379.10
KSE200130KOLMAR BNH CO LTD 1F1 156509.38 N/A 156509.38 67820.73 KRW No 156509.38 67820.73
KSE036540SFA SEMICON CO LTD 1F2 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE060250NHN KCP CORP 1F3 118458.48 N/A 118458.48 84895.24 KRW No 118458.48 84895.24
KSE000250SAM CHUN DANG PHARM CO LTD 1F4 276016.50 N/A 276016.50 185247.83 KRW No 276016.50 185247.83
KSE373220LG ENERGY SOLUTION 1F5 1342420.90 N/A 1342420.90 1073936.72 KRW No 1342420.90 1073936.72
KSE323410KAKAOBANK CORP 1F6 89535 N/A 89535 65535 KRW No 89535 65535
KSE377300KAKAO PAY CORP 1F7 152866.50 N/A 152866.50 114778.55 KRW No 152866.50 114778.55
KSE259960KRAFTON INC 1F8 689985.60 N/A 689985.60 551988.48 KRW No 689985.60 551988.48
KSE302440SK BIOSCIENCE CO LTD 1F9 217478.45 N/A 217478.45 173982.75 KRW No 217478.45 173982.75
KSE011200HMM CO LTD 1FA 81918.75 N/A 81918.75 65535 KRW No 81918.75 65535
KSE361610SK IE TECHNOLOGY CO LTD 1FB 247205.71 N/A 247205.71 197764.57 KRW No 247205.71 197764.57
KSE352820HYBE CO LTD 1FC 657129.11 N/A 657129.11 525703.28 KRW No 657129.11 525703.28
KSE329180HD HYUNDAI HEAVY INDUSTRIES 1FD 419310.96 N/A 419310.96 335448.75 KRW No 419310.96 335448.75
KSE402340SK SQUARE CO LTD 1FE 155677.01 N/A 155677.01 124541.61 KRW No 155677.01 124541.61
KSE326030SK BIOPHARMACEUTICALS CO LTD 1FF 272239.21 N/A 272239.21 217791.37 KRW No 272239.21 217791.37
KSE383220F&F CO LTD / NEW 1FG 259722.46 N/A 259722.46 207777.97 KRW No 259722.46 207777.97
KSE267250HD HYUNDAI 1FH 189628.69 N/A 189628.69 151702.95 KRW No 189628.69 151702.95
KSE271560ORION CORP/REPUBLIC OF KOREA 1FJ 362985.60 N/A 362985.60 290388.48 KRW No 362985.60 290388.48
KSE138040MERITZ FINANCIAL GROUP INC 1FK 175234.44 N/A 175234.44 140187.55 KRW No 175234.44 140187.55
KSE263750PEARL ABYSS CORP 1FL 120786.59 N/A 120786.59 96629.27 KRW No 120786.59 96629.27
KSE066970L&F CO LTD 1FM 731157 N/A 731157 487438 KRW No 731157 487438
KSE112040WEMADE CO LTD 1FN 297381 N/A 297381 198254 KRW No 297381 198254
KSE196170ALTEOGEN INC 1FP 335587.50 N/A 335587.50 223725 KRW No 335587.50 223725
KSE058470LEENO INDUSTRIAL INC 1FQ 624585.60 N/A 624585.60 499668.48 KRW No 624585.60 499668.48
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 6734.06 N/A 6734.06 5387.25 USD No 6734.06 5387.25
LMEOTCCAGrade A Copper - LME CA 21356.44 N/A 21356.44 17085.15 USD No 21356.44 17085.15
LMEOTCPBLead - LME PB 6075.28 N/A 6075.28 4860.22 USD No 6075.28 4860.22
LMEOTCSNLMETin future SN 30837.32 N/A 30837.32 24669.86 USD No 30837.32 24669.86
LMEOTCZSLMESpecial High Grade Zinc ZS 9872.81 N/A 9872.81 7898.25 USD No 9872.81 7898.25
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 1760.625 N/A 1760.625 1408.50 EUR Yes 1760.625 1408.50
MATIFECOEuropean Rapeseed Future ECO 3475 N/A 3475 2780 EUR Yes 3475 2780
MATIFEMACorn EMA 1906.25 N/A 1906.25 1525 EUR No 1906.25 1525
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
MEFFRVIBEX35IBEX 35 Index IBX 8312.50 6650 11875 9500 EUR No 11875 9500
MEFFRVIBEXIBEX 35 Index Mini MIX 831.25 665 1187.50 950 EUR Yes 1187.50 950
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
MEXDERDEUAUnited States dollar DA 10241.05 N/A 10241.05 8192.84 MXN No 15935.02 12748.02
MEXDEREUROEuropean Monetary Union Euro EU 25861.02 N/A 25861.02 20688.82 MXN No 25861.02 20688.82
MEXDERIPCMexico Bolsa (IPC) Index IPC 56283.53 N/A 56283.53 45026.83 MXN Yes 2 59725.33 47780.265
MEXDERIPCMexico Bolsa (IPC) Index MIP 11256.71 N/A 11256.71 9005.37 MXN No 11945.07 9556.05
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 5224.42 N/A 5224.42 4179.54 EUR No 5224.42 4179.54
MONEPEPRAFTSE EPRA/NAREIT Europe EPR 4007.24 N/A 4007.24 3205.79 EUR No 4007.24 3205.79
MONEPCAC40CAC 40 FCE 4812.50 3850 6875 5500 EUR Yes 6875 5500
MONEPFEFFTSEurofirst 80 NEW FEF 13663.70 N/A 13663.70 10930.96 EUR No 13663.70 10930.96
MONEPFEOFTSEurofirst 100 NEW FEO 10482.97 N/A 10482.97 8386.37 EUR No 10482.97 8386.37
MONEPCAC40CAC 40 MFC 481.25 385 687.50 550 EUR No 687.50 550
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 125399.1 N/A 125399.1 100319.25 INR Yes 8313.71 6650.97
NSEEURINREuro in Indian Rupee EURINR 11346.88 N/A 11346.88 9077.50 INR No 11346.88 9077.50
NSENSEFINNSE Nifty Financial Services Index Futures FINNIFTY 150235.2 N/A 150235.2 120188.4 INR Yes 3735.13 2988.11
NSEGBPINRBritish Pounds in Indian Rupee GBPINR 13211.875 N/A 13211.875 10569.50 INR No 13211.875 10569.50
NSEJPYINRJapanese Yen in Indian Rupee JPYINR 7139.375 N/A 7139.375 5711.50 INR No 7139.375 5711.50
NSENIFTY50Nifty 50 NIFTY 160280 N/A 160280 128224 INR Yes 3185.01 2548.01
NSEUSDINRUS Dollars in Indian Rupee USDINR 10426.25 N/A 10426.25 8341.00 INR Yes 10426.25 8341.00
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 4945.17 N/A 4945.17 3956.13 USD No 4945.17 3956.13
NYBOTCCCocoa NYBOT CC 3953.78 N/A 3953.78 3163.02 USD Yes 3953.78 3163.02
NYBOTCTCotton No. 2 CT 4295.35 N/A 4295.35 3436.28 USD Yes 4295.35 3436.28
NYBOTDXNYBOT US Dollar FX DX 2921.14 N/A 2921.14 2336.91 USD Yes 2921.14 2336.91
NYBOTNYFANGNYSE FANG+ Index FNG 5068.95 N/A 5068.95 4055.16 USD No 5068.95 4055.16
NYBOTKCCoffee "C" KC 10137.63 N/A 10137.63 8110.10 USD Yes 10137.63 8110.10
NYBOTOJFC Orange Juice "A" OJ 16902.30 N/A 16902.30 13521.84 USD Yes 16902.30 13521.84
NYBOTRSCanola RS 1551.84 N/A 1551.84 1241.48 CAD No 1551.84 1241.48
NYBOTSBSugar No. 11 SB 2772.75 N/A 2772.75 2218.20 USD Yes 2772.75 2218.20
NYBOTSFSugar #16 112000 lbs SF 3576.37 N/A 3576.37 2861.09 USD No 3576.37 2861.09
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 17550 N/A 17550 13000 USD No 17550 13000
NYMEXBZBrent Crude Oil - Last Day BZ 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXCLLight Sweet Crude Oil CL 17550 N/A 17550 13000 USD Yes 17550 13000
NYMEXHHNatural Gas Last Day Financial Futures Index HH 6875 N/A 6875 5500 USD No 6875 5500
NYMEXHOHeating Oil HO 35154 N/A 35154 26040 USD Yes 35154 26040
NYMEXHPNatural Gas Penultimate Financial Futures Index HP 6875 N/A 6875 5500 USD No 6875 5500
NYMEXMCLMicro WTI Crude Oil MCL 1755 N/A 1755 1300 USD Yes 1755 1300
NYMEXMHOMicro NY Harbor ULSD MHO 3515.40 N/A 3515.40 2604 USD No 3515.40 2604
NYMEXMHNGMicro Henry Hub Natural Gas MNG 662.50 N/A 662.50 530 USD Yes 662.50 530
NYMEXMRBMicro RBOB Gasoline MRB 3186.69 N/A 3186.69 2360.51 USD No 3186.69 2360.51
NYMEXNGHenry Hub Natural Gas NG 6875 N/A 6875 5500 USD Yes 6875 5500
NYMEXPAPalladium Index PA 98070.00 N/A 98070.00 19322.29 USD No 98070.00 19322.29
NYMEXPLPlatinum Index PL 5538.45 N/A 5538.45 4430.76 USD No 5538.45 4430.76
NYMEXQGNYMEX MINY Natural Gas Index QG 1718.75 N/A 1718.75 1375 USD No 1718.75 1375
NYMEXQMNYMEX MINY Light Sweet Crude Oil QM 8775 N/A 8775 6500 USD No 8775 6500
NYMEXRBNYMEX RBOB Gasoline Index RB 34020 N/A 34020 25200 USD Yes 34020 25200
NYMEXTTNYMEX Cotton index TT 12773.86 N/A 12773.86 10219.09 USD No 12773.86 10219.09
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 4489.85 N/A 4489.85 3591.88 USD No 4489.85 3591.88
NYSELIFFEM1EUMSCI Europe NTR EU9 9169.46 N/A 9169.46 7335.57 USD No 9169.46 7335.57
NYSELIFFEM1JPThe MSCI Japan NTR JPP 9275.61 N/A 9275.61 7420.49 USD No 9275.61 7420.49
NYSELIFFEMXEAMSCI EAFE Index MFS 5885.02 4708.01 8407.17 6725.73 USD No 8407.17 6725.73
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 3002.58 2402.06 4289.40 3431.52 USD No 4289.40 3431.52
NYSELIFFEMXUSMSCI USA Index MUN 48777.25 N/A 48777.25 39021.80 USD No 48777.25 39021.80
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 23048.75 N/A 23048.75 18439.00 SEK No 23048.75 18439.00
OMSOMXS30OMX Index (Sweden) OMXS30 16762.375 13409.90 23946.25 19157 SEK Yes 23946.25 19157
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 2131228.09 1704982.47 3044611.56 2435689.25 JPY Yes 3044611.56 2435689.25
OSE.JPNN225MNikkei 225 Mini 225M 213122.81 170498.25 304461.16 243568.92 JPY Yes 304461.16 243568.92
OSE.JPNN225MCNikkei 225 Micro 225MC 21312.28 17049.82 30446.12 24356.89 JPY No 30446.12 24356.89
OSE.JPNJPNK400JPX-Nikkei Index 400 400 132531.22 N/A 132531.22 106024.97 JPY No 132531.22 106024.97
OSE.JPNTPXC30Topix Core30 C30 103596.13 N/A 103596.13 82876.90 JPY No 103596.13 82876.90
OSE.JPNDJIAOSE Dow Jones Industrial Average DJIA 387577.25 N/A 387577.25 310061.80 JPY No 387577.25 310061.80
OSE.JPNJGBStandardized 6% 10-Year Japanese Government Bond JBL 2144609.61 N/A 2144609.61 1715687.69 JPY Yes 2144609.61 1715687.69
OSE.JPNMJMini 10 Year JGB JBLM 214460.96 N/A 214460.96 171568.77 JPY No 214460.96 171568.77
OSE.JPNTSEMOTHRTSE Growth Market 250 Index MOTH 94703.83 N/A 94703.83 75763.06 JPY No 94703.83 75763.06
OSE.JPNNKVINikkei 225 Volatility Index NVI 112812.50 N/A 112812.50 90250 JPY No 272890.625 218312.50
OSE.JPNTSEREITTSE REIT Index REIT 254041.41 N/A 254041.41 203233.12 JPY No 254041.41 203233.12
OSE.JPNTOPXTOPIX Index TPX 1336363.15 1069090.52 1909090.22 1527272.17 JPY No 1909090.22 1527272.17
OSE.JPNMNTPXJapan Mini Topix TPXM 133636.32 106909.05 190909.02 152727.22 JPY No 190909.02 152727.22
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOIL- COIL 17550 N/A 17550 13000 USD No 17550 13000
QBALGOIEUGOIL- GOIL 14038.60 N/A 14038.60 10398.96 USD No 14038.60 10398.96
QBALGOIEUWTI- WTI 17550 N/A 17550 13000 USD No 17550 13000
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCC- CC 3953.78 N/A 3953.78 3163.02 USD No 3953.78 3163.02
QBALGOIUSCT- CT 4295.35 N/A 4295.35 3436.28 USD No 4295.35 3436.28
QBALGOIUSDX- DX 2921.14 N/A 2921.14 2336.91 USD No 2921.14 2336.91
QBALGOIUSKC- KC 10137.63 N/A 10137.63 8110.10 USD No 10137.63 8110.10
QBALGOIUSOJ- OJ 16902.30 N/A 16902.30 13521.84 USD No 16902.30 13521.84
QBALGOIUSSB- SB 2772.75 N/A 2772.75 2218.20 USD No 2772.75 2218.20
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 338126.45 N/A 338126.45 270501.16 JPY No 338126.45 270501.16
SGXAUSGX Australian Dollar in US Dollar Futures AU 2300.67 N/A 2300.67 1840.53 USD No 2300.67 1840.53
SGXXINA50FTSE/Xinhua China A50 CN 1213.80 971.04 1734 1387.20 USD No 1734 1387.20
SGXCYSGX onshore Chinese Renminbi (CNY) in US Dollar Futures CY 4851.35 N/A 4851.35 3881.08 USD No 4851.35 3881.08
SGXXIN0IFTSE China H50 FCH 5983.05 N/A 5983.05 4786.44 USD No 5983.05 4786.44
SGXSCISGX TSI Iron Ore Futures FEF 2316.91 N/A 2316.91 1853.53 USD No 2316.91 1853.53
SGXWIIDNFTSE Indonesia Index FID 1304.01 N/A 1304.01 1043.21 USD No 1304.01 1043.21
SGXFIVNM30FTSE Vietnam 30 Price Return Index FVN 1215.32 N/A 1215.32 972.26 USD No 1215.32 972.26
SGXINRUnited States dollar INR 10422.81 N/A 10422.81 8338.25 USD No 10422.81 8338.25
SGXINXSGX USD/INR (USD) Month-end INX 10425.00 N/A 10425.00 8340.00 USD No 10425.00 8340.00
SGXIUSGX Indian Rupee in US Dollar Futures IU 2997 N/A 2997 2397.60 USD No 2997 2397.60
SGXSGBSGX Mini JGB Index JB 310978.48 N/A 310978.48 248782.79 JPY No 310978.48 248782.79
SGXKJSGX Korean Won in Japanese Yen Futures KJ 350718.75 N/A 350718.75 280575 JPY No 350718.75 280575
SGXKRWKorean Won KRW 6211.42 N/A 6211.42 4969.13 USD No 6211.42 4969.13
SGXKUSGX Korean Won in US Dollar Futures (Mini) KU 1273.53 N/A 1273.53 1018.83 USD No 1217.28 968.826
SGXMUCSGX USD/CNH Futures (Mini) MUC 6687.19 N/A 6687.19 5349.75 CNH No 6687.19 5349.75
SGXNKYDIVNikkei Stock Average Dividend Point Index ND 1607250.06 N/A 1607250.06 1285800.05 JPY No 1607250.06 1285800.05
SGXSGXNKSGX: Nikkei 225 NK 879389.80 703511.84 1256271.15 1005016.92 JPY Yes 1256271.15 1005016.92
SGXSGXNKMSGX: NIKKEI 225 Mini NS 175877.96 140702.37 251254.23 201003.38 JPY No 251254.23 201003.38
SGXN225USGX: USD Nikkei 225 Index NU 43536.25 N/A 43536.25 34829.00 USD No 43536.25 34829.00
SGXSSGMSCI Singapore Free Index SGP 1188.91 951.125 1698.44 1358.75 SGD Yes 2 1698.44 1358.75
SGXSNDSGX US Dollar in Singapore Dollar Futures (Full-Sized) SND 5584.67 N/A 5584.67 4467.74 SGD No 5584.67 4467.74
SGXSTISGX Straits Times Index ST 4843.98 N/A 4843.98 3875.19 SGD No 4843.98 3875.19
SGXTDSGX Taiwan Dollar in US Dollar Futures (Mini) TD 2794.41 N/A 2794.41 2235.53 USD No 2793.41 2234.53
SGXTSR20SICOM Rubber TF 654.99 N/A 654.99 523.992 USD No 654.99 523.992
SGXSGXTUSGX Thai baht in US Dollar Futures TU 2201.93 N/A 2201.93 1761.55 USD No 2201.93 1761.55
SGXTWDSGX Taiwan Dollar in US Dollar Futures (Full-Sized) TWD 8420.74 N/A 8420.74 6736.59 USD No 8420.74 6736.59
SGXTWNFTSE Taiwan RIC Capped Price Return TWD Index TWN 2100 1680 3000 2400 USD No 3000 2400
SGXUCSGX US Dollar in offshore Chinese Renminbi (CNH) UC 26748.75 N/A 26748.75 21399 CNH Yes 26748.75 21399
SGXUJSGX US Dollar in Japanese Yen Futures (Titan) UJ 8272224.81 N/A 8272224.81 6617779.84 JPY No 8272224.81 6617779.84
SGXUSSGX US Dollar in Singapore Dollar (Mini) Futures US 1396.23 N/A 1396.23 1116.98 SGD No 1396.23 1116.98
SGXUYSGX US Dollar in Japanese Yen Futures (Standard) UY 1654444.96 N/A 1654444.96 1323555.97 JPY No 1654444.96 1323555.97
SGXC52COMFORTDELGRO CORP LTD YCDD 1220.73 N/A 1220.73 976.585 SGD No 1220.73 976.585
SGXD05DBS GROUP HOLDINGS LTD YDBS 2971.48 N/A 2971.48 2377.19 SGD No 2971.48 2377.19
SGXG13GENTING SINGAPORE LTD YGEN 863.631 N/A 863.631 690.905 SGD No 863.625 690.90
SGXBN4KEPPEL CORP LTD YKEP 3836.99 N/A 3836.99 3069.59 SGD No 3836.99 3069.59
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 4734.45 N/A 4734.45 3787.56 SGD No 4734.45 3787.56
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 2140.74 N/A 2140.74 1712.59 SGD No 2140.75 1712.60
SGXY92THAI BEVERAGE PCL YTBE 930.35 N/A 930.35 744.28 SGD No 930.35 744.28
SGXU11UNITED OVERSEAS BANK LTD YUOB 5112.23 N/A 5112.23 4089.78 SGD No 5112.23 4089.78
SGXF34WILMAR INTERNATIONAL LTD YWIL 3397.19 N/A 3397.19 2717.75 SGD No 3397.19 2717.75
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 13243.02 N/A 13243.02 2987.15 SGD No 3733.93 2987.14
SGXYESBANKYES BANK LTD ZYES 162.50 N/A 162.50 130 USD No 162.50 130
The Small Exchange (SMFE)

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

Exchange SMFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SMFE10YSMESmall 10YR US Treasury Yield S10Y 1022.59 N/A 1022.59 818.069 USD No 1022.59 818.069
SMFE2YSMESmall 2YR US Treasury Yield S2Y 1160.31 N/A 1160.31 928.25 USD No 1160.31 928.25
SMFE30YSMESmall 30YR US Treasury Yield S30Y 856.278 N/A 856.278 685.022 USD No 856.278 685.022
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 11997.125 9597.70 17138.75 13711 AUD Yes 17138.75 13711
SNFEIB30 Day Interbank Cash Rate IB 771.25 N/A 771.25 617 AUD No 771.25 617
SNFEIR90 Day Bills IR 1297.50 N/A 1297.50 1038 AUD No 1297.50 1038
SNFEXT10 Year Treasury Bond 6% XT 3655 N/A 3655 2924 AUD No 3655 2924
SNFEYT3 Year Treasury Bond 6% YT 1297.50 N/A 1297.50 1038 AUD No 1297.50 1038

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

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


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

Maintenance Margin Minimums

Futures:
50 USD /contract


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

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

Initial Margin Minimums

125% of Maintenance Margin


Notes

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


Risk Margin Overview


What is risk based margining?

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


How are correlated risks offset?

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

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


What are my eligibility requirements?

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


What positions are eligible?

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




Portfolio Margin

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 $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 $0.375 multiplied by the index per contract minimum is computed.
  • The same special margin requirements for OTCBB, Pink Sheet and low cap stocks that apply under Reg T, will still apply under Portfolio Margin.
  • Initial margin will be 110% of Maintenance Margin.

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

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

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

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



Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income


You can change your location setting by clicking here


Further Reading


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

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

Go

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

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