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 8440.75 N/A 8440.75 7339.78 EUR Yes 2 8440.75 7339.78
BURSAMY

Exchange BURSAMY Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BURSAMYFCPO.MYCRUDE PALM OIL - MY FCPO 8050.04 N/A 8050.04 7000.04 MYR No 8050.04 7000.04
BURSAMYFBMKLCIFKLI FKLI 4025.01 3500.01 5750.01 5000.01 MYR No 5750.01 5000.01
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 766.994 N/A 766.994 666.933 USD No 766.994 666.933
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1164.25 N/A 1164.25 1012.39 USD No 1164.25 1012.39
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 2654.28 N/A 2654.28 2308.07 USD No 2654.28 2308.07
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 805.685 N/A 805.685 700.564 USD No 805.685 700.564
CBOTDHBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED DHB 2825.14 N/A 2825.14 2456.12 USD No 2825.14 2456.12
CBOTHYBBLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID HYB 4539.61 N/A 4539.61 3944.52 USD No 4539.61 3944.52
CBOTIQBBLOOMBERG U.S. CORPORATE INVESTMENT GRADE IQB 4873.15 N/A 4873.15 4236.03 USD No 4873.15 4236.03
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 2876.72 N/A 2876.72 2501.50 USD Yes 2849.04 2477.43
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 615.187 N/A 615.187 534.729 USD No 615.238 534.729
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1130.48 N/A 1130.48 982.785 USD No 1130.46 982.785
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 1087.16 945.354 1553.08 1350.51 USD No 1491.55 1297
CBOTMZCMICRO CORN FUTURES MZC 164.464 N/A 164.464 143.012 USD No 164.844 143.342
CBOTMZLMICRO SOYBEAN OIL FUTURES MZL 414.05 N/A 414.05 360.041 USD No 426.201 370.607
CBOTMZMMICRO SOYBEAN MEAL FUTURES MZM 243.412 N/A 243.412 211.663 USD No 239.023 207.846
CBOTMZSMICRO SOYBEAN FUTURES MZS 354.994 N/A 354.994 308.69 USD No 353.008 306.963
CBOTMZWMICRO WHEAT FUTURES MZW 279.881 N/A 279.881 243.375 USD No 306.00 266.087
CBOTQDFSPOT-QUOTED DOW (CLEARED FUTURE) QDF 914.251 N/A 914.251 795.001 USD No 914.254 795.001
CBOTQDOWSPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES QDOW 915.737 N/A 915.737 796.293 USD No 915.738 796.293
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 3999.62 N/A 3999.62 3477.80 USD No 3999.62 3477.80
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 4047.11 N/A 4047.11 3519.22 USD No 4047.61 3519.22
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 7070.52 N/A 7070.52 6148.06 USD Yes 7070.27 6148.06
CBOTYCMINI SIZED CORN FUTURES XC 328.927 N/A 328.927 286.024 USD No 329.688 286.685
CBOTYKMINI SIZED SOYBEAN FUTURES XK 709.987 N/A 709.987 617.38 USD No 706.015 613.926
CBOTYWMINI SIZED WHEAT FUTURES XW 559.763 N/A 559.763 486.75 USD No 612.00 532.174
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 373.751 N/A 373.751 325 USD No 373.75 325
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 891.254 N/A 891.254 775.004 USD No 891.25 775
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 1121.25 N/A 1121.25 975 USD No 1121.25 975
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 690.299 N/A 690.299 600 USD No 690 600
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 2606.12 N/A 2606.12 2266.19 USD No 4215.42 3665.58
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 10871.57 9453.54 15530.82 13505.06 USD Yes 14915.50 12970
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 2895.62 N/A 2895.62 2517.28 USD No 2894.87 2517.28
CBOTZBUS TREASURY BOND ZB 5341.49 N/A 5341.49 4644.78 USD Yes 5341.49 4644.78
CBOTZCCORN FUTURES ZC 1644.64 N/A 1644.64 1430.12 USD Yes 1648.44 1433.42
CBOTZF5 YEAR US TREASURY NOTE ZF 1831.54 N/A 1831.54 1592.43 USD Yes 1831.29 1592.43
CBOTZLSOYBEAN OIL FUTURES ZL 4025.11 N/A 4025.11 3500.09 USD Yes 4143.23 3602.81
CBOTZMSOYBEAN MEAL FUTURES ZM 2319.91 N/A 2319.91 2017.31 USD Yes 2278.08 1980.94
CBOTZN10 YEAR US TREASURY NOTE ZN 2790.31 N/A 2790.31 2426.35 USD Yes 2790.68 2426.35
CBOTZOOAT FUTURES ZO 4258.80 N/A 4258.80 3698.88 USD Yes 4544.58 3947.09
CBOTZQ30 DAY FED FUNDS ZQ 1395.33 N/A 1395.33 1213.33 USD Yes 2 1633.80 1420.69
CBOTZRROUGH RICE FUTURES ZR 3917.70 N/A 3917.70 3406.59 USD Yes 3855.66 3352.64
CBOTZSSOYBEAN FUTURES ZS 3549.94 N/A 3549.94 3086.90 USD Yes 3530.08 3069.63
CBOTZT2 YEAR US TREASURY NOTE ZT 1491.24 N/A 1491.24 1296.73 USD Yes 1491.93 1296.73
CBOTZWWHEAT FUTURES ZW 2798.81 N/A 2798.81 2433.75 USD Yes 3060.00 2660.87
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 3647.81 N/A 3647.81 3172.00 CAD No 3647.81 3172.00
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 1813.29 N/A 1813.29 1576.77 CAD No 1813.28 1576.77
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 710.788 N/A 710.788 618.075 CAD No 710.786 618.075
CDECRA3 MONTH CORRA CRA 483.798 N/A 483.798 420.69 CAD No 488.749 424.999
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 15389.06 13381.79 21984.37 19116.84 CAD No 21984.37 19116.84
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12687.54 N/A 12687.54 11032.64 CAD No 12687.54 11032.64
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 15612.43 N/A 15612.43 13576.03 CHF Yes 15612.43 13576.03
CEDXBDE40G- DE40F 25569.43 N/A 25569.43 22234.29 EUR Yes 25569.43 22234.29
CEDXBES35P- ES35F 61302.79 N/A 61302.79 53306.77 EUR Yes 61302.79 53306.77
CEDXBEZ50P- EZ50F 5994.54 N/A 5994.54 5212.64 EUR Yes 5994.54 5212.64
CEDXBFR40P- FR40F 8100.21 N/A 8100.21 7043.665 EUR Yes 8100.21 7043.665
CEDXBIT40P- IT40F 13117.22 N/A 13117.22 11406.28 EUR Yes 13117.22 11406.28
CEDXBNL25P- NL25F 8951.20 N/A 8951.20 7783.65 EUR Yes 8951.20 7783.65
CEDXBNO25G- NO25F 12008.46 N/A 12008.46 10442.14 NOK Yes 12008.46 10442.14
CEDXBSE30P- SE30F 33053.07 N/A 33053.07 28741.80 SEK Yes 33053.07 28741.80
CEDXBUK100P- UK100F 8535.04 N/A 8535.04 7421.78 GBP Yes 8535.04 7421.78
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 9986.07 N/A 9986.07 8682.75 USD No 9986.06 8682.75
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 8086.72 N/A 8086.72 7031.50 USD No 8086.72 7031.50
CFEVAS&P 500 VARIANCE VA 148.206 N/A 148.206 128.875 USD No 120.75 105
CFEVIXCBOE VOLATILITY INDEX VX 10845.51 N/A 10845.51 9430.87 USD Yes 28607.81 24876.35
CFEVIXCBOE VOLATILITY INDEX VX29 11180.93 N/A 11180.93 9722.55 USD No 29997.60 26084.87
CFEVIXCBOE VOLATILITY INDEX VX30 11180.93 N/A 11180.93 9722.55 USD No 28896.96 25127.79
CFEVIXCBOE VOLATILITY INDEX VX31 11180.93 N/A 11180.93 9722.55 USD No 28418.78 24711.99
CFEVIXCBOE VOLATILITY INDEX VX32 11180.93 N/A 11180.93 9722.55 USD No 28309.37 24616.85
CFEVIXCBOE VOLATILITY INDEX VX34 9951.06 N/A 9951.06 8653.10 USD No 28401.57 24697.02
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 1084.55 N/A 1084.55 943.087 USD No 2341.76 2036.32
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 2530 N/A 2530 2200 USD Yes 2530 2200
CMEGBPBRITISH POUND 6B 2530 N/A 2530 2200 USD Yes 2530 2200
CMECADCANADIAN DOLLAR 6C 1665.73 N/A 1665.73 1448.46 USD Yes 1665.73 1448.46
CMEEUREUROPEAN MONETARY UNION EURO 6E 4117.57 N/A 4117.57 3580.49 USD Yes 4117.57 3580.49
CMEJPYJAPANESE YEN 6J 4375.91 N/A 4375.91 3800 USD Yes 4370 3800
CMEBREBRAZILIAN REAL 6L 1852.64 N/A 1852.64 1347.375 USD Yes 2 1852.64 1347.375
CME6MMEXICAN PESO 6M 1840 N/A 1840 1600 USD Yes 1840 1600
CMENZDNEW ZEALAND DOLLAR 6N 2390.79 N/A 2390.79 2078.94 USD Yes 2 2390.79 2078.94
CMECHFSWISS FRANC 6S 6210 N/A 6210 5400 USD Yes 6210 5400
CMEZARSOUTH AFRICAN RAND 6Z 2248.04 N/A 2248.04 1954.75 USD No 2248.04 1954.75
CMEACDXAUSTRALIAN DOLLAR ACD 13491.03 N/A 13491.03 11731.33 CAD No 13491.03 11731.33
CMEAJYAUSTRALIAN DOLLAR AJY 2614168.91 N/A 2614168.91 2273190.35 JPY No 2614169.11 2273190.35
CMEBFFCME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES BFF 915.334 N/A 915.334 795.942 USD No 1033.33 898.552
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 29696.55 N/A 29696.55 25823.09 USD No 29696.55 25823.09
CMEBOSBOSTON HOUSING INDEX BOS 5088.75 N/A 5088.75 4425 USD No 5088.75 4425
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 210867.04 N/A 210867.04 180743.16 USD Yes 210867.03 180743.16
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 295650.625 N/A 295650.625 257087.50 EUR No 354780.75 308505
CMECBCME CASH-SETTLED BUTTER FUTURES CB 7864.23 N/A 7864.23 6838.46 USD No 7859.70 6834.52
CMECHICHICAGO HOUSING INDEX CHI 3162.50 N/A 3162.50 2750 USD No 3162.50 2750
CMECLPCHILEAN PESO CHP 5653.97 N/A 5653.97 4899.10 USD No 5633.97 4899.10
CMECJYCANADIAN DOLLAR CJY 2722682.45 N/A 2722682.45 2367549.61 JPY No 2722682.05 2367549.61
CMECNHUNITED STATES DOLLAR CNH 24695.66 N/A 24695.66 21466.50 CNH No 24695.66 21466.50
CMECSCCHEESE CSC 7658.35 N/A 7658.35 6659.44 USD No 7049.93 6130.37
CMECUSHOUSING INDEX COMPOSITE CUS 5249.75 N/A 5249.75 4565.00 USD No 5249.75 4565.00
CMECZKCZECH KORUNA CZK 20929.95 N/A 20929.95 18199.96 USD Yes 2 20929.95 18199.96
CMEDAMILK CLASS III INDEX DC 5446.71 N/A 5446.71 4736.26 USD Yes 5518.49 4798.69
CMEDENDENVER HOUSING INDEX DEN 4677.63 N/A 4677.63 4067.50 USD No 4677.62 4067.50
CMEDYCME DRY WHEY INDEX DY 6418.05 N/A 6418.05 5580.91 USD No 7496.61 6518.79
CMEE7EUROPEAN MONETARY UNION EURO E7 2058.78 N/A 2058.78 1790.25 USD No 2058.78 1790.25
CMEEADEUROPEAN MONETARY UNION EURO EAD 17648.12 N/A 17648.12 15334.84 AUD No 17648.12 15334.84
CMEEBMEURMILLING WHEAT FUTURES EBM 5913.01 N/A 5913.01 5141.75 EUR No 7095.615 6170.10
CMEECDEUROPEAN MONETARY UNION EURO ECD 11083.27 N/A 11083.27 9630.86 CAD No 11083.27 9630.86
CMEECKCZECH KORUNA ECK 9310.40 N/A 9310.40 8096 EUR No 9310.40 8096
CMEEEMMICRO ETHER EURO EEM 213.638 N/A 213.638 185.773 EUR No 213.638 185.773
CMEEHFHUNGARIAN FORINT EHF 5560.02 N/A 5560.02 4834.80 EUR Yes 2 5560.02 4834.80
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 17369.69 15103.90 24813.84 21577 USD Yes 2 25233.30 21942
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 236526.64 205672.72 337895.20 293818.17 JPY No 316135 274900
CMEEPZPOLISH ZLOTY EPZ 7240.08 N/A 7240.08 6295.72 EUR Yes 2 7240.08 6295.72
CMEESE-MINI S&P 500 ES 16418.79 14926.17 23455.41 21323.10 USD Yes 22027.50 20025
CMESPXESUPE-MINI S&P 500 ESG ESG 20947.80 N/A 20947.80 18209.60 USD No 20947.78 18209.60
CMEESTREURO SHORT-TERM RATE ESR 747.555 N/A 747.555 650 EUR No 747.50 650
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 106819.21 N/A 106819.21 92886.27 EUR No 106819.21 92886.27
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 79638.29 N/A 79638.29 69250.69 USD Yes 99547.86 86563.35
CMEGSCIS&P-GSCI INDEX GD 26278.56 N/A 26278.56 22850.92 USD No 26278.57 22850.92
CMEGDKCLASS IV MILK - 200K LBS GDK 3525.52 N/A 3525.52 3065.67 USD No 3456.54 3005.68
CMEGFFEEDER CATTLE GF 10663.91 N/A 10663.91 9272.97 USD Yes 10663.91 9272.97
CMENFNON FAT DRY MILK INDEX GNF 7350.67 N/A 7350.67 6391.88 USD No 8553.47 7437.80
CMEHELEAN HOGS HE 4535.41 N/A 4535.41 3943.83 USD Yes 4535.41 3943.83
CMEHUFHUNGARIAN FORINT HUF 10890.28 N/A 10890.28 9469.81 USD Yes 2 10902.28 9469.81
CMEIBAABOVESPA INDEX - USD IBV 33353.52 N/A 33353.52 29003.06 USD No 32838.25 28555
CMEILSISRAELI SHEKEL ILS 36915.48 N/A 36915.48 32100.42 USD Yes 2 36915.48 32100.42
CMEJ7JAPANESE YEN J7 2187.95 N/A 2187.95 1900 USD No 2185 1900
CMEKRWKOREAN WON KRW 17629.41 N/A 17629.41 15321.25 USD Yes 2 11407.26 9913.75
CMELAVLAS VEGAS HOUSING INDEX LAV 4427.50 N/A 4427.50 3850 USD No 4427.50 3850
CMELAXLOS ANGELES HOUSING INDEX LAX 6583.75 N/A 6583.75 5725 USD No 6583.75 5725
CMELBRLUMBER FUTURES LBR 2742.58 N/A 2742.58 2384.66 USD No 2490.92 2165.85
CMELELIVE CATTLE LE 4847.51 N/A 4847.51 4215.23 USD Yes 4847.51 4215.23
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 743.341 646.384 1061.92 923.405 USD No 974.05 847
CMEM6AAUSTRALIAN DOLLAR M6A 253 N/A 253 220 USD No 253 220
CMEM6BBRITISH POUND M6B 253 N/A 253 220 USD No 253 220
CMEM6EEUROPEAN MONETARY UNION EURO M6E 411.757 N/A 411.757 358.049 USD No 411.757 358.049
CMEMBTMICRO BITCOIN MBT 4217.34 N/A 4217.34 3614.86 USD Yes 4217.34 3614.86
CMEMCDCANADIAN DOLLAR MCD 166.573 N/A 166.573 144.846 USD No 166.573 144.846
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1641.88 1492.62 2345.54 2132.31 USD Yes 2203.30 2003
CMEMETMICRO ETHER MET 159.277 N/A 159.277 138.501 USD Yes 199.096 173.127
CMEMIAMIAMI HOUSING INDEX MIA 6454.375 N/A 6454.375 5612.50 USD No 6454.375 5612.50
CMEMIRINDIAN RUPEE MIR 1335.97 N/A 1335.97 1161.70 USD No 1335.97 1161.70
CMEMJYJAPANESE YEN MJY 437.591 N/A 437.591 380 USD No 437 380
CMEMNHUNITED STATES DOLLAR MNH 2473.98 N/A 2473.98 2151.15 CNH No 2473.98 2151.15
CMEMNIMICRO YEN DENOMINATED NIKKEI 225 MNI 118261.82 102836.36 168945.45 146909.09 JPY No 158125 137500
CMEMNKMICRO DOLLAR DENOMINATED NIKKEI 225 MNK 1724.16 N/A 1724.16 1499.22 USD No 1724.16 1499.22
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 2356.20 2142 3366 3060 USD Yes 3256 2960
CMEMSFSWISS FRANC MSF 621 N/A 621 540 USD No 621 540
CMEMSLMICRO SOLANA MSL 2454.17 N/A 2454.17 2134.06 USD No 2760.83 2400.72
CMEMXPMICRO XRP MXP 9582.375 N/A 9582.375 8332.50 USD No 9582.375 8332.50
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1182625.50 1028370 1689465 1469100 JPY No 1580790 1374600
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 17241.69 N/A 17241.69 14992.23 USD No 17241.69 14992.23
CMENOKNORWEGIAN KRONE NOK 21481.91 N/A 21481.91 18674.99 USD No 21481.91 18674.99
CMENQE-MINI NASDAQ 100 NQ 23561.23 21419.30 33658.90 30599 USD Yes 32560 29600
CMENYMNEW YORK HOUSING INDEX NYM 4795.50 N/A 4795.50 4170.00 USD No 4795.50 4170.00
CMEPJYBRITISH POUND PJY 2963596.30 N/A 2963596.30 2577040.26 JPY No 2963596.80 2577040.26
CMEPLNPOLISH ZLOTY PLN 15832.07 N/A 15832.07 13767.01 USD Yes 2 15832.07 13767.01
CMEPSFBRITISH POUND PSF 11991.61 N/A 11991.61 10427.49 CHF No 11991.61 10427.49
CMEQBTCSPOT-QUOTED BITCOIN QBTC 986.70 N/A 986.70 857.999 USD No 986.699 857.999
CMEQEFSPOT-QUOTED ETHER (CLEARED FUTURE) QEF 251.85 N/A 251.85 219 USD No 251.85 219
CMEQETHSPOT-QUOTED ETHER FUTURE QETH 251.85 N/A 251.85 219 USD No 251.85 219
CMEQNDXSPOT QUOTED NASDAQ-100 INDEX QNDX 611.667 N/A 611.667 531.881 USD No 611.663 531.881
CMEQNFSPOT-QUOTED NASDAQ-100 (CLEARED FUTURE) QNF 610.489 N/A 610.489 530.86 USD No 610.489 530.86
CMEQRFSPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE) QRF 610.65 N/A 610.65 531.00 USD No 610.65 531.00
CMEQRTYSPOT QUOTED RUSSELL 2000 INDEX QRTY 611.315 N/A 611.315 531.578 USD No 611.315 531.578
CMEQSFSPOT-QUOTED S&P 500 (CLEARED FUTURE) QSF 1435.20 N/A 1435.20 1248.00 USD No 1435.20 1248.00
CMEQSPXSPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX QSPX 1436.92 N/A 1436.92 1249.50 USD No 1436.92 1249.50
CMEQTFSPOT-QUOTED BITCOIN (CLEARED FUTURE) QTF 984.382 N/A 984.382 855.98 USD No 984.377 855.98
CMERFEUROPEAN MONETARY UNION EURO RF 4078.31 N/A 4078.31 3545.88 CHF No 4078.31 3545.88
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8060.925 N/A 8060.925 7009.50 USD Yes 2 8060.925 7009.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 9490.92 N/A 9490.92 8252.97 EUR Yes 2 9491.22 8252.97
CMERPEUROPEAN MONETARY UNION EURO RP 6231.05 N/A 6231.05 5418.125 GBP No 6231.05 5418.125
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 16274.52 N/A 16274.52 14140.15 USD No 16274.52 14140.15
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 42948.37 N/A 42948.37 37339.71 USD No 42948.38 37339.71
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 10866.27 N/A 10866.27 9447.59 USD No 10866.27 9447.59
CMERTYE-MINI RUSSELL 2000 INDEX RTY 7433.41 6463.84 10619.16 9234.05 USD Yes 9737.05 8467
CMERYEUROPEAN MONETARY UNION EURO RY 1262396.35 N/A 1262396.35 1097686.01 JPY Yes 2 1262396.97 1097686.01
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 4508.00 N/A 4508.00 3920.00 USD No 4508.00 3920.00
CMESDGSAN DIEGO HOUSING INDEX SDG 6540.625 N/A 6540.625 5687.50 USD No 6540.625 5687.50
CMESEKSWEDISH KRONA SEK 22527.86 N/A 22527.86 19585.24 USD No 22527.86 19585.24
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5272.75 N/A 5272.75 4585.00 USD No 5272.75 4585.00
CMESGXSHORT GILT SG 280487.32 N/A 280487.32 243901.98 USD No 280487.27 243901.98
CMESIRINDIAN RUPEE SIR 6679.80 N/A 6679.80 5808.50 USD No 6679.80 5808.50
CMESJYSWISS FRANC SJY 4769471.80 N/A 4769471.80 4147366.56 JPY No 4769471.55 4147366.56
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 32119.91 N/A 32119.91 27930.36 USD No 32119.91 27930.36
CMESOLCME CF SOLANA – DOLLAR REFERENCE RATE SOL 49083.43 N/A 49083.43 42681.24 USD No 55216.65 48014.48
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 2001.67 N/A 2001.67 1740.58 GBP No 1950.09 1695.73
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 1393.42 N/A 1393.42 1211.67 USD No 1612.62 1402.27
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 938.169 N/A 938.169 815.792 USD Yes 1100.45 956.917
CMESVXSCHNEIDER ELECTRIC SE SU 84422.86 N/A 84422.86 73411.18 USD No 84422.86 73411.18
CMETBF313-WEEK US TREASURY BILL TBF3 938.037 N/A 938.037 815.671 USD No 1087.86 945.952
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4916.25 N/A 4916.25 4275 USD No 4916.25 4275
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 15147.90 N/A 15147.90 13168.92 USD No 15147.90 13168.92
CMEIXEENERGY SELECT SECTOR INDEX XAE 12936.41 N/A 12936.41 11248.37 USD No 12936.41 11248.37
CMESIXMFINANCIAL SELECT SECTOR INDEX XAF 10583.08 N/A 10583.08 9202 USD No 10202.17 8870.79
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 21356.15 N/A 21356.15 18566.05 USD No 21356.15 18566.05
CMESIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 25600.95 N/A 25600.95 22257.10 USD No 25600.95 22257.10
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 6695.73 N/A 6695.73 5821.98 USD No 6695.73 5821.98
CMESIXREREAL ESTATE SELECT SECTOR INDEX XAR 4065.68 N/A 4065.68 3533.91 USD No 4065.68 3533.91
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 11674.73 N/A 11674.73 10150.67 USD No 11674.73 10150.67
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 14893.69 N/A 14893.69 12949.36 USD No 14893.68 12949.36
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 48321.17 N/A 48321.17 41996.73 USD No 48321.17 41996.73
CMEXAZCOMMUNICATION SERVICES SELECT SECTOR INDEX XAZ 10709.50 N/A 10709.50 9311.01 USD No 10195.90 8866
CMEXRPCME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT XRP 191647.50 N/A 191647.50 166650 USD No 191647.50 166650
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 209.981 N/A 209.981 182.592 USD No 209.981 182.592
COMEXALIALUMINUM INDEX ALI 6509.36 N/A 6509.36 5660.32 USD No 6509.36 5660.32
COMEXGCGOLD GC 20998.41 N/A 20998.41 18259.49 USD Yes 20998.42 18259.49
COMEXHGCOPPER INDEX HG 12650.06 N/A 12650.06 11000.06 USD Yes 12650.06 11000.06
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 2638.14 N/A 2638.14 2294.00 USD No 2600.86 2261.59
COMEXMGCE-MICRO GOLD MGC 2099.84 N/A 2099.84 1825.95 USD Yes 2099.84 1825.95
COMEXMHGMICRO COPPER MHG 1265.01 N/A 1265.01 1100.01 USD No 1265.01 1100.01
COMEXQCCOMEX MINY COPPER QC 6325 N/A 6325 5500 USD No 6325 5500
COMEXQICOMEX MINY SILVER QI 13765.14 N/A 13765.14 11969.69 USD No 13765.14 11969.69
COMEXQOCOMEX MINY GOLD QO 10499.21 N/A 10499.21 9129.74 USD No 10499.21 9129.74
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 36558.91 N/A 36558.91 31790.36 CNH No 36558.94 31790.36
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 6260.11 N/A 6260.11 5443.57 USD No 6260.11 5443.57
COMEXSISILVER INDEX SI 27530.28 N/A 27530.28 23939.38 USD Yes 27530.29 23939.38
COMEXSISILVER INDEX SIL 5506.06 N/A 5506.06 4787.88 USD No 5506.06 4787.88
COMEXUXURANIUM INDEX UX 3002.72 N/A 3002.72 2611.06 USD No 3002.72 2611.06
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 40566.25 N/A 40566.25 35275.00 EUR No 40566.25 35275.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 10457.95 N/A 10457.95 9093.87 EUR Yes 9948.16 8650.58
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 8825.01 N/A 8825.01 7673.92 CHF No 8825.01 7673.92
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 5766.88 N/A 5766.88 5009.67 EUR No 5766.88 5009.67
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 2974.40 N/A 2974.40 2586.44 EUR Yes 4272.70 3715.39
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1112.46 N/A 1112.46 967.36 EUR No 1410.84 1226.82
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3556.14 N/A 3556.14 3092.30 USD No 3556.14 3092.30
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 2645 N/A 2645 2300 EUR No 2645 2300
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 35072.94 30498.21 50104.20 43568.87 EUR Yes 48792.49 42428.25
EUREXDDAXDIVDAX PRICE INDEX FDIV 9271.30 N/A 9271.30 8062.00 EUR Yes 2 9271.30 8062.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 7014.59 6099.64 10020.84 8713.77 EUR No 9758.50 8485.65
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1402.92 1219.93 2004.17 1742.75 EUR Yes 1951.70 1697.13
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 297.936 N/A 297.936 259.075 EUR No 286.825 249.413
EUREXFECXBLOOMBERG MSCI EURO CORPORATE SRI INDEX FECX 2172.34 N/A 2172.34 1888.49 EUR No 2172.34 1888.49
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 3236.11 2814 4623.01 4020 EUR Yes 2 4623.01 4020
EUREXFEHYLIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX FEHY 1404.41 N/A 1404.41 1221.01 EUR No 1090.73 948.292
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 4737.47 N/A 4737.47 4115.05 EUR Yes 2 4737.47 4115.05
EUREXSX7EEURO STOXX BANKS INDEX FESB 937.502 815.219 1339.29 1164.60 EUR Yes 1215.65 1057.09
EUREXSX4EEURO STOXX CHEMICALS FESC 5673.85 N/A 5673.85 4933.78 EUR Yes 2 5442.56 4732.66
EUREXESEEURO STOXX OIL & GAS FESE 1840.62 N/A 1840.62 1599.64 EUR Yes 2 1667.53 1449.22
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3539.19 N/A 3539.19 3077.56 EUR Yes 2 3171.30 2757.66
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 6809.78 N/A 6809.78 5921.55 EUR Yes 2 6517.15 5667.09
EUREXSXDEEURO STOXX HEALTHCARE FESH 2608.35 N/A 2608.35 2268.13 EUR Yes 2 2427.68 2111.02
EUREXESIEURO STOXX INSURANCE FESI 3098.62 N/A 3098.62 2691.41 EUR Yes 2 2657.18 2307.985
EUREXESMEURO STOXX MEDIA INDEX FESM 1581.91 N/A 1581.91 1375.57 EUR Yes 2 1328.17 1154.93
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3619.37 N/A 3619.37 3147.275 EUR Yes 2 3554.86 3091.18
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1326.81 N/A 1326.81 1153.75 EUR Yes 2 1326.81 1153.75
EUREXSXREEURO STOXX RETAIL FESR 3666.69 N/A 3666.69 3188.43 EUR Yes 2 3372.97 2933.02
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1126.02 N/A 1126.02 978.74 EUR Yes 2 1049.90 912.575
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 1185.68 N/A 1185.68 1031.02 EUR Yes 2 1029.25 895
EUREXESUEURO STOXX UTILITIES INDEX FESU 1720.83 N/A 1720.83 1495.97 EUR Yes 1416.37 1231.295
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 1142.84 N/A 1142.84 993.775 EUR Yes 2 966.697 840.606
EUREXESTX50EURO STOXX50 FESX 2958.95 2573.00 4227.07 3675.71 EUR Yes 4184.13 3638.37
EUREXSX8EEURO STOXX TECHNOLOGY FESY 19515.51 N/A 19515.51 16970.00 EUR Yes 2 19515.51 16970.00
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 4997.50 N/A 4997.50 4345.65 EUR Yes 2 5453.50 4742.17
EUREXEU3THREE MONTH EURIBOR FEU3 395.576 N/A 395.576 343.979 EUR Yes 395.576 343.979
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 2654.89 2308.60 3792.70 3298.00 EUR Yes 3792.70 3298.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 9108.62 N/A 9108.62 7914.06 EUR Yes 2 9108.62 7914.06
EUREXFGBCSTERLING LIQUID CORPORATE FGBC 962.337 N/A 962.337 835.448 GBP No 962.337 835.448
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 2320.71 N/A 2320.71 2018.01 EUR Yes 2940.14 2556.64
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 1563.42 N/A 1563.42 1359.50 EUR Yes 1580.47 1374.32
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 615.006 N/A 615.006 534.788 EUR Yes 615.006 534.788
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 5744.70 N/A 5744.70 4995.39 EUR Yes 5744.70 4995.39
EUREXDJESLEURO STOXX LARGE FLCE 2383.24 N/A 2383.24 2071.40 EUR No 2081.73 1809.34
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2194.15 N/A 2194.15 1907.96 EUR No 1719.57 1495.28
EUREXDJESMEURO STOXX MID FMCE 2196.64 N/A 2196.64 1909.65 EUR No 1755.90 1526.49
EUREXM1CNMSCI CHINA NTR USD FMCH 1654.35 1438.52 2363.35 2055.02 USD No 3015.33 2621.95
EUREXDJ200STOXX MID 200 INDEX FMCP 2296.05 N/A 2296.05 1996.28 EUR Yes 2 1833.83 1594.41
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 4183.43 3637.70 5976.34 5196.71 USD No 5015.00 4360.78
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 8623.20 N/A 8623.20 7497.35 USD No 8623.20 7497.35
EUREXMXEUMSCI EUROPE FMEP 1512.65 N/A 1512.65 1315.15 EUR No 1512.65 1315.15
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 1994.08 1733.91 2848.68 2477.01 EUR No 2369.55 2060.39
EUREXM1INMSCI INDIA NTR USD FMIN 7317.94 6363.21 10454.21 9090.30 USD No 9182.63 7984.62
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 5823.33 N/A 5823.33 5063.48 USD No 5382.30 4680
EUREXM1TWMSCI TAIWAN NTR USD FMTW 11469.54 N/A 11469.54 9972.21 USD No 11469.54 9972.21
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 3328.93 2894.67 4755.61 4135.25 EUR No 3369.98 2930.37
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 6221.46 5409.88 8887.80 7728.40 USD No 8157.02 7092.95
EUREXMXWOMSCI WORLD INDEX FMWP 6622.16 N/A 6622.16 5756.40 USD No 6622.16 5756.40
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 2395.09 N/A 2395.09 2082.69 EUR No 2639.46 2295.18
EUREXDJESSEURO STOXX SMALL FSCE 1383.03 N/A 1383.03 1202.33 EUR No 1187.06 1031.96
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1541.50 N/A 1541.50 1340.36 EUR No 1269.83 1104.135
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1050.87 913.769 1501.24 1305.38 EUR No 1168.03 1015.64
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 3657.66 N/A 3657.66 3180.58 CHF Yes 2 3657.66 3180.58
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 8864.20 N/A 8864.20 7708.00 CHF No 8864.20 7708.00
EUREXSMISWISS MARKET INDEX FSMI 6796.88 5910.33 9709.83 8443.33 CHF Yes 7404.45 6438.66
EUREXSMIMSWISS MID-CAP INDEX FSMM 3645.30 N/A 3645.30 3167.26 CHF Yes 2 3645.30 3167.26
EUREXSMISWISS MARKET INDEX FSMS 679.688 591.033 970.983 844.333 CHF No 740.445 643.866
EUREXMDAXMIDCAP DAX FSMX 2929.05 N/A 2929.05 2546.80 EUR No 2380.17 2069.55
EUREXST3THREE MONTH ESTR FST3 99.5357 N/A 99.5357 86.5528 EUR No 153.478 133.459
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 2884.81 N/A 2884.81 2508.45 EUR Yes 2 2679.98 2330.34
EUREXSX7PSTOXX 600 BANKS FSTB 1232.88 1072.05 1761.26 1531.50 EUR Yes 1482.93 1289.48
EUREXSX4PSTOXX 600 CHEMICALS FSTC 4788.64 N/A 4788.64 4160.46 EUR Yes 2 4089.62 3553.15
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1224.51 1064.78 1749.30 1521.11 EUR Yes 1603.56 1394.39
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4782.16 N/A 4782.16 4155.50 EUR Yes 2 3830.66 3328.69
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4747.87 N/A 4747.87 4127.61 EUR Yes 2 4287.89 3727.72
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 4310.65 N/A 4310.65 3748.17 EUR Yes 2 3165.20 2752.19
EUREXSXIPSTOXX 600 INSURANCE FSTI 2949.94 N/A 2949.94 2564.62 EUR Yes 2 2418.29 2102.41
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 660.329 N/A 660.329 574.159 EUR No 660.329 574.159
EUREXSXMPSTOXX 600 MEDIA FSTM 1747.96 N/A 1747.96 1519.36 EUR Yes 2 1401.07 1217.84
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3756.14 N/A 3756.14 3265.07 EUR Yes 2 3620.89 3147.50
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 1833.89 N/A 1833.89 1594.25 EUR Yes 2 1833.89 1594.25
EUREXSXRPSTOXX 600 RETAIL FSTR 1502.60 N/A 1502.60 1305.71 EUR Yes 2 1502.60 1305.71
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3101.97 N/A 3101.97 2697.29 EUR Yes 3290.34 2861.08
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 725.726 N/A 725.726 631.00 EUR Yes 2 725.726 631.00
EUREXSX6PSTOXX 600 UTILITIES FSTU 1630.32 N/A 1630.32 1417.62 EUR Yes 1316.86 1145.05
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1344.52 N/A 1344.52 1168.86 EUR Yes 2 1187.50 1032.36
EUREXSTXSTOXX50 FSTX 3438.49 N/A 3438.49 2989.56 EUR Yes 2 2701.17 2348.50
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 8162.90 N/A 8162.90 7097.09 EUR Yes 2 8162.90 7097.09
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 3406.52 N/A 3406.52 2959.41 EUR Yes 2 3406.52 2959.41
EUREXESTX50EURO STOXX50 FSXE 295.895 257.30 422.707 367.571 EUR No 418.413 363.837
EUREXTDXTECDAX FTDX 8324.08 N/A 8324.08 7238.33 EUR Yes 2 8324.08 7238.33
EUREXFUEMEMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED FUEM 850.637 N/A 850.637 739.461 USD No 850.637 739.461
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 1054.15 N/A 1054.15 916.65 EUR Yes 2378.25 2068.04
EUREXDJESEURO STOXX PRICE INDEX FXXE 2295.65 N/A 2295.65 1994.735 EUR No 1884.07 1637.105
EUREXDJ600STOXX 600 INDEX FXXP 1484.64 1290.99 2120.92 1844.28 EUR Yes 1809.60 1573.57
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 9232.83 N/A 9232.83 8028.55 EUR No 9232.83 8028.55
FTAEOEAMS EOE INDEX FTI 11762.37 10228.15 16803.38 14611.64 EUR Yes 12487.30 10858.52
FTAEOEAMS EOE INDEX MFA 1176.24 1022.81 1680.34 1461.16 EUR No 1248.73 1085.85
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 68338.19 N/A 68338.19 59424.51 HKD No 68338.19 59424.51
HKFECNHHOUSING INDEX COMPOSITE CUS 24680.61 N/A 24680.61 21461.40 CNH Yes 24680.61 21461.40
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3105.58 N/A 3105.58 2700.50 HKD No 3105.57 2700.50
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 9202.30 N/A 9202.30 8002.00 HKD No 9202.30 8002.00
HKFEGDRCNH GOLD FUTURES GDR 475589.70 N/A 475589.70 413556.26 CNH No 475589.72 413556.26
HKFEGDUUSD GOLD FUTURES GDU 68395.20 N/A 68395.20 59474.08 USD No 68395.20 59474.08
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 42668.22 37102.80 60954.60 53004 HKD Yes 60954.60 53004
HKFEHSIHANG SENG STOCK INDEX HSI 95245.02 82821.76 136064.32 118316.80 HKD Yes 136064.32 118316.80
HKFEHSTECHHANG SENG TECH INDEX HTI 33686.93 29292.98 48124.19 41847.12 HKD Yes 48124.19 41847.12
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 3940.14 N/A 3940.14 3426.08 USD No 3940.14 3426.08
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 8533.64 7420.56 12190.92 10600.80 HKD Yes 12190.92 10600.80
HKFEMCSUNITED STATES DOLLAR MCS 4940.20 N/A 4940.20 4292.28 CNH No 4940.20 4292.28
HKFEMHIMINI HANG SENG INDEX MHI 19049.00 16564.35 27212.86 23663.36 HKD Yes 27212.86 23663.36
HKFEMID.HKMIAMI HOUSING INDEX MIA 2235.51 N/A 2235.51 1943.93 USD No 2235.51 1943.93
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 5359.03 N/A 5359.03 4660.02 USD No 5359.03 4660.02
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 7751.93 N/A 7751.93 6740.71 USD No 7751.93 6740.71
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 56925 N/A 56925 49500 HKD No 119485 103900
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 228.873 N/A 228.873 199.02 EUR No 228.873 199.02
ICEEUSGGENERALI G 2835.14 N/A 2835.14 2465.33 GBP No 2835.13 2465.33
ICEEUHMEDIUM GILT H 5029.94 N/A 5029.94 4373.86 GBP No 5029.94 4373.86
ICEEUI3 MONTH EURIBOR INTEREST RATE I 363.688 N/A 363.688 316.25 EUR Yes 449.802 391.13
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 5043.08 N/A 5043.08 4384.55 USD No 5043.08 4384.55
ICEEUO5 YEAR EURO SWAPNOTE O 3205.55 N/A 3205.55 2787.43 EUR No 3205.55 2787.43
ICEEUP10 YEAR EURO SWAPNOTE P 6259.46 N/A 6259.46 5443.01 EUR No 6259.46 5443.01
ICEEURLONG GILT R 3308.91 N/A 3308.91 2877.31 GBP No 3308.91 2877.31
ICEEUSRFXON3THREE MONTH SARONA SA3 474.26 N/A 474.26 412.40 CHF No 474.26 412.40
ICEEUSONIA.NTHREE MONTH SONIA SO3 289.23 N/A 289.23 251.50 GBP Yes 289.225 251.50
ICEEUSONIO.NONE MONTH SONIA SOA 680.744 N/A 680.744 591.952 GBP No 750.389 652.503
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 1333.48 N/A 1333.48 1159.55 EUR No 1333.48 1159.55
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 693.45 N/A 693.45 603 GBP No 693.45 603
ICEEUYFTSE 250 INDEX Y2 4632.64 N/A 4632.64 4027.81 GBP No 4632.64 4027.81
ICEEUZFTSE 100 INDEX Z 4846.905 4214.70 6924.15 6021 GBP Yes 6924.15 6021
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 9936 N/A 9936 8640 GBP No 9936 8640
ICEEUSOFTDROBUSTA COFFEE RC 5462.50 N/A 5462.50 4750 USD No 7140.15 6208.83
ICEEUSOFTTWHEAT T 2421.30 N/A 2421.30 2105.48 GBP No 2378.53 2068.29
ICEEUSOFTWWHITE SUGAR W 2107.30 N/A 2107.30 1832.44 USD No 2075.98 1805.20
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 7388.10 N/A 7388.10 6424.43 USD No 7374.07 6412.23
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 24707750.72 N/A 24707750.72 21485000.625 JPY No 24707751.34 21485000.625
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10804.70 N/A 10804.70 9393.15 USD No 10625.16 9237.06
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 12084.20 N/A 12084.20 10508.00 CAD No 14344.58 12473.55
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6375.53 N/A 6375.53 5543.94 GBP No 6549.47 5695.19
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 19172.36 N/A 19172.36 16671.62 AUD No 20367.30 17710.69
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 6944.64 N/A 6944.64 6038.82 CHF No 6940.25 6035.00
ICEUSZYSWISS FRANC KZY 4769471.80 N/A 4769471.80 4147366.56 JPY No 4430269.86 3852408.57
ICEUSMPBRITISH POUND MP 7149.35 N/A 7149.35 6216.83 USD No 7373.38 6411.63
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12195.97 N/A 12195.97 10605.19 CHF No 12574.76 10934.58
ICEUSGBPBRITISH POUND SY 2963596.30 N/A 2963596.30 2577040.26 JPY No 3122095.24 2714864.99
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 2285.05 N/A 2285.05 1987 EUR No 2285.05 1987
IDEMFTMIBFTSE MIB INDEX FIB 19796.95 17214.74 28281.36 24592.49 EUR Yes 28281.36 24592.49
IDEMFTMIBFTSE MIB INDEX MICR 791.878 688.59 1131.25 983.6995 EUR No 1131.25 983.6995
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3959.39 3442.95 5656.27 4918.50 EUR No 5656.27 4918.50
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1114.18 N/A 1114.18 968.85 EUR No 1114.18 968.85
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 21988.15 N/A 21988.15 19120.12 USD No 21672.47 18845.63
IPECOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
IPEGOILICE GASOIL GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
IPEHOILICE HEATING OIL HOIL 24877.19 N/A 24877.19 19901.75 USD No 25003.69 20002.95
IPENCFNEWCASTLE COAL FUTURES NCF 22393.05 N/A 22393.05 19472.22 USD No 25293.53 21994.38
IPENGFICE UK NATURAL GAS NGF 5379.94 N/A 5379.94 4678.21 GBP No 25447.90 4678.21
IPERBOBICE NYH RBOB GASOLINE RBOB 20876.94 N/A 20876.94 16701.55 USD No 20991.16 16792.93
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14468.35 N/A 14468.35 11574.68 USD Yes 14541.15 11632.92
Korea Stock Exchange (KSE)

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

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200KOSPI200 INDEX 01 8689976.86 7556499.79 12414252.655 10794999.70 KRW Yes 12414249.655 10794999.70
KSEK200MMINI KOSPI200 INDEX 05 1737189.93 1510599.94 2481699.90 2157999.92 KRW Yes 2481700.29 2157999.92
KSEKOSDQ150KOSDAQ 150 INDEX 06 1265390.26 956760.03 1807700.375 1366800.05 KRW No 1807700.375 1366800.05
KSE005930HANG SENG BANK LTD 11 204530.20 N/A 204530.20 162270.11 KRW No 186610.62 162270.11
KSE017670HENDERSON LAND DEVELOPMENT 12 166431.82 N/A 166431.82 140199.37 KRW No 161229.27 140199.37
KSE005490POSCO HOLDINGS INC 13 901313.39 N/A 901313.39 766205.86 KRW No 881136.74 766205.86
KSE030200KTCORPORATION 14 165557.90 N/A 165557.90 143963.39 KRW No 169411.46 143963.39
KSE015760KOREA ELECTRIC POWER CORP 15 105274.92 N/A 105274.92 91543.41 KRW No 105448.58 91543.41
KSE005380SUN HUNG KAI PROPERTIES 16 616808.62 N/A 616808.62 520418.05 KRW No 598480.75 520418.05
KSE016360NEW WORLD DEVELOPMENT 17 219762.36 N/A 219762.36 188855.31 KRW No 217183.61 188855.31
KSE055550SHINHAN FINANCIAL GROUP LTD 18 200166.57 N/A 200166.57 174057.89 KRW No 202398.12 174057.89
KSE000270SWIRE PACIFIC LTD - CL A 19 292782.93 N/A 292782.93 249549.84 KRW No 286982.32 249549.84
KSE012330HYUNDAI MOBIS CO LTD 20 886313.39 N/A 886313.39 766205.86 KRW No 881136.74 766205.86
KSE006400SAMSUNG SDI CO LTD 22 534253.01 N/A 534253.01 441665.625 KRW No 507915.47 441665.625
KSE009150BANK OF EAST ASIA LTD 23 398025.74 N/A 398025.74 346109.34 KRW No 403463.11 346109.34
KSE066570LG ELECTRONICS INC 24 222047.56 N/A 222047.56 189106.11 KRW No 217472.03 189106.11
KSE036460KOREA GAS CORPORATION 28 128348.88 N/A 128348.88 111607.72 KRW No 128779.77 111607.72
KSE004020HYUNDAI STEEL CO 32 103395.33 N/A 103395.33 87405.15 KRW No 100515.92 87405.15
KSE003550LG CORP 34 238527.03 N/A 238527.03 207414.80 KRW No 243186.22 207414.80
KSE078930GS HOLDINGS 35 160075.58 N/A 160075.58 139196.15 KRW No 172860.16 139196.15
KSE033780KT & G CORPORATION 36 409292.57 N/A 409292.57 351125.43 KRW No 403794.24 351125.43
KSE009540HD KOREA SHIPBUILDING & OFFS 39 953242.82 N/A 953242.82 828906.80 KRW No 958869.96 828906.80
KSE086790HANA FINANCIAL GROUP 40 264485.22 N/A 264485.22 229987.15 KRW No 269433.81 229987.15
KSE096770SK INNOVATION CO LTD 41 323323.80 N/A 323323.80 281151.13 KRW No 327928.36 281151.13
KSE001040CJ CORP 42 494936.37 N/A 494936.37 430379.45 KRW No 531454.11 430379.45
KSE034220LG DISPLAY CO LTD 45 80040 N/A 80040 69600 KRW No 80040 69600
KSE105560KB FINANCIAL GROUP INC 46 332997.38 N/A 332997.38 284913.20 KRW No 327650.18 284913.20
KSE051910LG CHEM LTD 47 811525.67 N/A 811525.67 660868.20 KRW No 759998.43 660868.20
KSE006800MIRAE ASSET SECURITIES CO LT 48 93146.25 N/A 93146.25 69600 KRW No 93146.25 69600
KSE042670HD HYUNDAI INFRACORE CO LTD 49 80040 N/A 80040 69600 KRW No 80040 69600
KSE000660SK HYNIX INC 50 853736.37 N/A 853736.37 742379.45 KRW No 1108254.17 742379.45
KSE006360GS ENGINEERING & CONSTRUCT 51 80040 N/A 80040 69600 KRW No 80040 69600
KSE139480E-MART INC 54 283652.70 N/A 283652.70 243279.75 KRW No 279771.71 243279.75
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 132098.40 N/A 132098.40 114868.17 KRW No 134571.09 114868.17
KSE035420NAVER CORP 56 721061.14 N/A 721061.14 627009.69 KRW No 789099.85 627009.69
KSE003490KOREAN AIR LINES CO LTD 57 80040 N/A 80040 69600 KRW No 80040 69600
KSE3KTB3-YEAR KOREA TREASURY BOND 65 932640 N/A 932640 621760 KRW No 932640 621760
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3058986 N/A 3058986 2128413.76 KRW No 3058986 2128413.76
KSEKWYUNITED STATES DOLLAR 75 1598845.06 N/A 1598845.06 1390300.05 KRW No 3197690.60 2780600.10
KSE032640LG UPLUS CORP B0 80040 N/A 80040 69600 KRW No 80040 69600
KSE010950S-OILCORPORATION B2 182284.25 N/A 182284.25 158508.05 KRW No 192316.43 158508.05
KSE010130KOREA ZINC CO LTD B3 2408713.60 N/A 2408713.60 2056591.72 KRW No 2365080.48 2056591.72
KSE024110INDUSTRIALBANKOFKOREA B4 80040 N/A 80040 69600 KRW No 80040 69600
KSE001680DAESANG CORPORATION B6 80040 N/A 80040 69600 KRW No 80040 69600
KSE047050POSCO INTERNATIONAL CORP B7 148250.17 N/A 148250.17 128913.19 KRW No 148902.93 128913.19
KSE034020DOOSAN ENERBILITY CO LTD B9 263961 N/A 263961 175974 KRW No 263961 175974
KSE023530BARLEY FUTURES BA 219491.00 N/A 219491.00 190861.74 KRW No 219937.99 190861.74
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 192954.69 N/A 192954.69 161770.28 KRW No 186035.83 161770.28
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 440370 N/A 440370 342598.09 KRW No 440370 342598.09
KSE010140SAMSUNGHEAVYINDUSTRIES BF 80040 N/A 80040 69600 KRW No 80040 69600
KSE029780SAMSUNG CARD CO BG 160940.84 N/A 160940.84 139948.55 KRW No 163735.09 139948.55
KSE036570NCSOFTCORPORATION BJ 611459.85 N/A 611459.85 531704.22 KRW No 613276.65 531704.22
KSE000080HITE JINRO CO LTD BK 80040 N/A 80040 69600 KRW No 80040 69600
KSE071050KOREA INVESTMENT HOLDINGS CO BL 444750.51 N/A 444750.51 386739.57 KRW No 456708.79 386739.57
KSE047810KOREA AEROSPACE INDUSTRIES BM 275554.31 N/A 275554.31 221209.00 KRW No 254390.35 221209.00
KSE000720DANONE BN 260514 N/A 260514 178321.54 KRW No 260514 178321.54
KSE011210HYUNDAI WIA CORP BP 154315.74 N/A 154315.74 126906.76 KRW No 145942.77 126906.76
KSE008770HOTEL SHILLA CO LTD BQ 154741.78 N/A 154741.78 128160.78 KRW No 147384.90 128160.78
KSE035250KANGWON LAND, INC. BS 80040 N/A 80040 69600 KRW No 80040 69600
KSE138930BNK FINANCIAL GROUP INC BT 80040 N/A 80040 69600 KRW No 80040 69600
KSE139130IM FINANCIAL GROUP CO LTD BV 80040 N/A 80040 69600 KRW No 80040 69600
KSE114090GRAND KOREA LEISURE CO LTD BW 80040 N/A 80040 69600 KRW No 80040 69600
KSE001120LX INTERNATIONAL CORP BX 98615.43 N/A 98615.43 84520.91 KRW No 97199.04 84520.91
KSE011070LG INNOTEK CO LTD BY 444173.66 N/A 444173.66 386237.97 KRW No 446125.49 386237.97
KSE005940BRENT CRUDE OIL - LAST DAY BZ 80040 N/A 80040 69600 KRW No 80040 69600
KSE034730SK INC C1 717187.50 N/A 717187.50 560546.64 KRW No 766815.27 560546.64
KSE001740SK NETWORKS CO LTD C2 80040 N/A 80040 69600 KRW No 80040 69600
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 352454.67 N/A 352454.67 306482.32 KRW No 353383.99 306482.32
KSE018260SAMSUNG SDS CO LTD C5 540507.41 N/A 540507.41 470006.45 KRW No 558533.22 470006.45
KSE090430AMOREPACIFIC CORP C6 415032.11 N/A 415032.11 338585.23 KRW No 389373.02 338585.23
KSE030000CHEIL WORLDWIDE INC C7 80040 N/A 80040 69600 KRW No 80040 69600
KSE028260SAMSUNG C&T CORP C8 540369.08 N/A 540369.08 454958.20 KRW No 523201.93 454958.20
KSE000880HANWHA CORPORATION C9 556605 N/A 556605 371070 KRW No 556605 371070
KSE088350CARREFOUR SA CA 80040 N/A 80040 69600 KRW No 80040 69600
KSE086280COCOA NYBOT CC 414177.53 N/A 414177.53 360154.375 KRW No 420794.95 360154.375
KSE010620HD HYUNDAI MIPO CD 582601.22 N/A 582601.22 481543.44 KRW No 553774.95 481543.44
KSE001450HYUNDAI MARINE & FIRE INS CO CE 83143.72 N/A 83143.72 70475.89 KRW No 81047.27 70475.89
KSE035720KAKAO CORP CF 212175 N/A 212175 141450 KRW No 212175 141450
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 80040 N/A 80040 69600 KRW No 80040 69600
KSE069080WEBZEN INC CK 80040 N/A 80040 69600 KRW No 80040 69600
KSE096530LIGHT SWEET CRUDE OIL CL 96673.50 N/A 96673.50 81636.66 KRW No 96673.50 81636.66
KSE022100POSCO DX CO LTD CN 80040 N/A 80040 69600 KRW No 80040 69600
KSE068270CELLTRION INC CP 545249.47 N/A 545249.47 443421.25 KRW No 509934.44 443421.25
KSE122870YG ENTERTAINMENT INC CQ 245449.22 N/A 245449.22 213434.10 KRW No 248185.59 213434.10
KSE051900LG H&H CR 966911.44 N/A 966911.44 823890.70 KRW No 947474.31 823890.70
KSE002790AXA SA CS 97404.17 N/A 97404.17 83016.08 KRW No 95468.50 83016.08
KSE000810COTTON NO. 2 CT 1410482.10 N/A 1410482.10 1178778.20 KRW No 1355594.93 1178778.20
KSE008930HANMI SCIENCE CO LTD CV 159948.75 N/A 159948.75 121639.87 KRW No 159948.75 121639.87
KSE021240COWAY CO LTD CW 309191.02 N/A 309191.02 268861.76 KRW No 318638.01 268861.76
KSE128940HANMI PHARM CO LTD CX 944993.48 N/A 944993.48 712282.97 KRW No 819125.41 712282.97
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 80040 N/A 80040 69600 KRW No 80040 69600
KSE005830LONDON HEATING DEGREE DAY INDEX D0 428303.17 N/A 428303.17 345858.55 KRW No 397737.34 345858.55
KSE097950CJ CHEILJEDANG CORP. D1 755152.63 N/A 755152.63 633279.77 KRW No 728271.73 633279.77
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 135703.71 N/A 135703.71 118003.22 KRW No 143716.59 118003.22
KSE002380KCC CORP D3 1138748.54 N/A 1138748.54 970614.53 KRW No 1116206.71 970614.53
KSE012750S1 CORPORATION D5 211927.95 N/A 211927.95 177569.14 KRW No 204204.51 177569.14
KSE000100YUHAN CORPORATION D6 555430.50 N/A 555430.50 282655.96 KRW No 325054.35 282655.96
KSE051600KEPCO PLANT SERVICE & ENGINE D7 161437.50 N/A 161437.50 131922.83 KRW No 161437.50 131922.83
KSE069960HYUNDAI DEPT STORE CO D8 231026.34 N/A 231026.34 199639.88 KRW No 229585.87 199639.88
KSE004370MILK CLASS III INDEX DA 1188308.75 N/A 1188308.75 1033311.95 KRW No 1206556.49 1033311.95
KSE079550LIG NEX1 CO LTD DB 2345580 N/A 2345580 1563720 KRW No 2345580 1563720
KSE204320HL MANDO CO LTD DC 99794.85 N/A 99794.85 86778.13 KRW No 101407.42 86778.13
KSE004170SHINSEGAE INC DD 550467.47 N/A 550467.47 477028.95 KRW No 548583.29 477028.95
KSE161890KOLMAR KOREA CO LTD DE 314173.60 N/A 314173.60 268360.14 KRW No 308614.16 268360.14
KSE111770YOUNGONE CORP DG 173919.95 N/A 173919.95 151234.74 KRW No 181858.88 151234.74
KSE006650KOREA PETRO CHEMICAL IND DJ 286693.90 N/A 286693.90 249299.04 KRW No 303890.08 249299.04
KSE192820COSMAX INC DK 748004.75 N/A 748004.75 635787.81 KRW No 731155.98 635787.81
KSE039130HANA TOUR SERVICE INC DN 167713.48 N/A 167713.48 142205.79 KRW No 163536.66 142205.79
KSE086900MEDY-TOX INC DP 467824.45 N/A 467824.45 406803.87 KRW No 486039.96 406803.87
KSE078340COM2US CORP DR 118507.86 N/A 118507.86 102453.38 KRW No 117821.39 102453.38
KSE035760CJ ENM CO LTD DT 213282 N/A 213282 174810.29 KRW No 214273.04 174810.29
KSE056190SFA ENGINEERING CORP DV 80040 N/A 80040 69600 KRW No 80040 69600
KSE241560DOOSAN BOBCAT INC DW 163248.24 N/A 163248.24 141954.99 KRW No 170068.21 141954.99
KSE017800CME DRY WHEY INDEX DY 250064.00 N/A 250064.00 217446.95 KRW No 252851.82 217446.95
KSE105630HANSAE CO LTD DZ 80040 N/A 80040 69600 KRW No 80040 69600
KSE240810WONIK IPS CO LTD E0 87847.90 N/A 87847.90 75491.96 KRW No 86815.76 75491.96
KSE091700PARTRON CO LTD E3 80040 N/A 80040 69600 KRW No 80040 69600
KSE041510SM ENTERTAINMENT CO LTD E4 379855.02 N/A 379855.02 330308.71 KRW No 381089.79 330308.71
KSE251270NETMARBLE CORP E5 179688.43 N/A 179688.43 156250.81 KRW No 203691.68 156250.81
KSE003670POSCO FUTURE M CO LTD E8 405408 N/A 405408 343011.31 KRW No 412279.10 343011.31
KSE178920PI ADVANCED MATERIALS CO LTD EA 80040 N/A 80040 69600 KRW No 80040 69600
KSE316140WOORI FINANCIAL GROUP INC EB 80040 N/A 80040 69600 KRW No 80040 69600
KSE009420HANALL BIOPHARMA CO LTD EE 110152.56 N/A 110152.56 69600 KRW No 86560.50 69600
KSE035900JYP ENTERTAINMENT CORP EF 214010.93 N/A 214010.93 186096.46 KRW No 214396.82 186096.46
KSE028670PAN OCEAN CO LTD EH 80040 N/A 80040 69600 KRW No 80040 69600
KSE011790NYBOT EURO IN JAPANESE YEN EJ 291597.12 N/A 291597.12 253562.71 KRW No 312847.97 253562.71
KSE093370FOOSUNG CO LTD EL 80040 N/A 80040 69600 KRW No 80040 69600
KSE375500DL E&C CO LTD ER 143923.80 N/A 143923.80 125151.13 KRW No 144528.33 125151.13
KSE207940E-MINI S&P 500 ES 3326208.58 N/A 3326208.58 2590803.91 KRW No 2979424.49 2590803.91
KSE028050SAMSUNG E&A CO LTD ET 80040 N/A 80040 69600 KRW No 80040 69600
KSE272210HANWHA SYSTEMS CO LTD EV 254286 N/A 254286 169524 KRW No 254286 169524
KSE293490KAKAO GAMES CORP EX 80040 N/A 80040 69600 KRW No 80040 69600
KSE247540ECOPRO BM CO LTD EY 314874 N/A 314874 258077.19 KRW No 314874 258077.19
KSE253450STUDIO DRAGON CORP EZ 135847.92 N/A 135847.92 118128.62 KRW No 136862.41 118128.62
KSE278280CHUNBO CO LTD F0 115946.63 N/A 115946.63 100823.15 KRW No 118739.25 100823.15
KSE200130KOLMAR BNH CO LTD F1 80040 N/A 80040 69600 KRW No 80040 69600
KSE036540SFA SEMICON CO LTD F2 80040 N/A 80040 69600 KRW No 80040 69600
KSE060250NHN KCP CORP F3 80040 N/A 80040 69600 KRW No 80040 69600
KSE000250SAM CHUN DANG PHARM CO LTD F4 536445 N/A 536445 427118.98 KRW No 536445 427118.98
KSE373220LG ENERGY SOLUTION F5 916999.91 N/A 916999.91 780000 KRW No 897000 780000
KSE323410KAKAOBANK CORP F6 94608 N/A 94608 74614.15 KRW No 94608 74614.15
KSE377300KAKAO PAY CORP F7 334083 N/A 334083 222722 KRW No 334083 222722
KSE259960KRAFTON INC F8 1035396.96 N/A 1035396.96 866527.34 KRW No 996506.45 866527.34
KSE302440SK BIOSCIENCE CO LTD F9 146120.40 N/A 146120.40 117501.61 KRW No 135126.85 117501.61
KSE011200HMM CO LTD FA 80040 N/A 80040 69600 KRW No 80040 69600
KSE361610SK IE TECHNOLOGY CO LTD FB 80040 N/A 80040 69600 KRW No 80040 69600
KSE352820HYBE CO LTD FC 810081.92 N/A 810081.92 668392.34 KRW No 768651.20 668392.34
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 1158024.125 N/A 1158024.125 1006977.50 KRW No 1185934.32 1006977.50
KSE402340SK SQUARE CO LTD FE 583957.50 N/A 583957.50 436649.53 KRW No 658745.12 436649.53
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 341078.74 N/A 341078.74 244533.77 KRW No 281213.83 244533.77
KSE383220F&F CO LTD / NEW FG 225259.51 N/A 225259.51 195877.83 KRW No 226770.78 195877.83
KSE267250HD HYUNDAI FH 467142 N/A 467142 346109.34 KRW No 467142 346109.34
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 339138.22 N/A 339138.22 285916.41 KRW No 328803.87 285916.41
KSE138040MERITZ FINANCIAL GROUP INC FK 345272.00 N/A 345272.00 290430.88 KRW No 333995.51 290430.88
KSE263750PEARL ABYSS CORP FL 114071.87 N/A 114071.87 99192.93 KRW No 115843.59 99192.93
KSE066970L&F CO LTD FM 237205.50 N/A 237205.50 158137 KRW No 237205.50 158137
KSE112040WEMADE CO LTD FN 119270.25 N/A 119270.25 84144.70 KRW No 119270.25 84144.70
KSE196170ALTEOGEN INC FP 1714635 N/A 1714635 1225176.875 KRW No 1714635 1225176.875
KSE058470LEENO INDUSTRIAL INC FQ 145654.35 N/A 145654.35 126655.96 KRW No 146278.17 126655.96
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 4451.65 N/A 4451.65 3871 USD No 4626.18 4022.70
LMEOTCCACARREFOUR SA CA 20061.46 N/A 20061.46 17444.75 USD No 20061.46 17444.75
LMEOTCPBLEAD - LME PB 5104.15 N/A 5104.15 4438.34 USD No 4770.41 4148.14
LMEOTCSNLMETIN FUTURE SN 35183.31 N/A 35183.31 30548.75 USD No 33781.58 29331.67
LMEOTCZSLMESOYBEAN FUTURES ZS 6651.87 N/A 6651.87 5784.17 USD No 6735.83 5857.18
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 818.191 N/A 818.191 711.471 EUR Yes 1416.54 1231.78
MATIFECOEUROPEAN RAPESEED FUTURE ECO 1856.69 N/A 1856.69 1614.51 EUR Yes 2075.38 1804.675
MATIFEMACORN EMA 802.169 N/A 802.169 697.473 EUR No 1066.34 927.169
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 255.992 N/A 255.992 222.601 EUR No 256.001 222.601
MEFFRVIBEX35IBEX 35 INDEX IBX 9660.04 8400 13800.05 12000 EUR No 13800.05 12000
MEFFRVIBEXIBEX 35 INDEX MINI MIX 966 840 1380 1200 EUR Yes 1380 1200
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUAMILK CLASS III INDEX DA 10063.72 N/A 10063.72 8751.06 MXN No 14890.88 12948.59
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 28701.63 N/A 28701.63 24957.94 MXN No 28701.63 24957.94
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 59336.06 N/A 59336.06 51590.06 MXN Yes 2 50405.89 43825.67
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 11868.70 N/A 11868.70 10318.01 MXN No 10082.44 8765.13
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 3864.27 N/A 3864.27 3360.23 EUR No 3864.27 3360.23
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 3737.38 N/A 3737.38 3249.90 EUR No 3737.38 3249.90
MONEPCAC40CAC 40 FCE 5398.25 4694.13 7711.79 6705.90 EUR Yes 6315.38 5491.63
MONEPFEFFTSEUROFIRST 80 NEW FEF 16582.94 N/A 16582.94 14419.95 EUR No 16582.94 14419.95
MONEPFEOFTSEUROFIRST 100 NEW FEO 10644.25 N/A 10644.25 9255.87 EUR No 10644.25 9255.87
MONEPCAC40CAC 40 MFC 539.825 469.413 771.179 670.59 EUR No 631.538 549.163
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 328548.5 N/A 328548.5 285694.15 INR Yes 9343.44 8124.73
NSEEURINREURO IN INDIAN RUPEE EURINR 11481.04 N/A 11481.04 9983.50 INR No 11481.04 9983.50
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 287849.25 N/A 287849.25 250300.7 INR Yes 4407.81 3832.875
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13280.78 N/A 13280.78 11548.50 INR No 13280.78 11548.50
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 6658.21 N/A 6658.21 5789.75 INR No 6658.21 5789.75
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 295859.2 N/A 295859.2 257264 INR Yes 2103.06 1828.75
NSENIFTY50SGX NSE IFSC NIFTY 50 INDEX NIFTY 267690.75 N/A 267690.75 232774.5 INR Yes 3549.92 3086.89
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 9906.96 N/A 9906.96 8614.75 INR Yes 9906.96 8614.75
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APRICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR 30C 19676.86 N/A 19676.86 17110.31 USD No 17147.24 14910.64
NYBOTCCCOCOA NYBOT CC 15053.50 N/A 15053.50 13090 USD Yes 15053.50 13090
NYBOTCTCOTTON NO. 2 CT 2278.51 N/A 2278.51 1981.32 USD Yes 2552.58 2219.64
NYBOTDXNYBOT US DOLLAR FX DX 2595.44 N/A 2595.44 2256.91 USD Yes 2707.56 2354.40
NYBOTNYFANGNYSE FANG+ INDEX FNG 13543.20 N/A 13543.20 11775.60 USD No 13543.20 11775.60
NYBOTKCCOFFEE "C" KC 18403.34 N/A 18403.34 16002.91 USD Yes 16872.04 14671.34
NYBOTOJFC ORANGE JUICE "A" OJ 16226.19 N/A 16226.19 14109.73 USD Yes 14276.63 12414.46
NYBOTRSCANOLA RS 1478.55 N/A 1478.55 1285.70 CAD No 1512.27 1315.02
NYBOTSBSUGAR NO. 11 SB 1821.84 N/A 1821.84 1584.21 USD Yes 1817.13 1580.12
NYBOTSFSUGAR #16 112000 LBS SF 1676.30 N/A 1676.30 1457.41 USD No 2354.45 2047.00
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBBNYMEX BRENT FINANCIAL FUTURES INDEX BB 16250.00 N/A 16250.00 13000 USD No 16250 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 7669.77 N/A 7669.77 6669.37 USD No 7669.77 6669.37
NYMEXHHWHENRY HUB NATURAL GAS (WEEKLY FUTURES) HHW 7669.77 N/A 7669.77 6669.37 USD No 7669.77 6669.37
NYMEXHOHEATING OIL HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 7670.02 N/A 7670.02 6669.37 USD No 7670.02 6669.37
NYMEXMCLMICRO WTI CRUDE OIL MCL 1625 N/A 1625 1300 USD Yes 1625.00 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 766.977 N/A 766.977 666.937 USD No 766.977 666.937
NYMEXMRBMICRO RBOB GASOLINE MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNGHENRY HUB NATURAL GAS NG 7669.77 N/A 7669.77 6669.37 USD Yes 7669.77 6669.37
NYMEXPAPALLADIUM INDEX PA 23129.05 N/A 23129.05 20112.13 USD No 23933.44 20811.60
NYMEXPLPLATINUM INDEX PL 8424.09 N/A 8424.09 7325.29 USD No 8424.09 7325.29
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1917.44 N/A 1917.44 1667.34 USD No 1917.44 1667.34
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8125 N/A 8125 6500 USD No 8125.00 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTTNYMEX COTTON INDEX TT 7118.57 N/A 7118.57 6190.06 USD No 8156.81 7092.88
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 6207.67 N/A 6207.67 5396.69 USD No 6207.67 5396.69
NYSELIFFEM1EUMSCI EUROPE NTR EU9 8043.62 N/A 8043.62 6991.72 USD No 8043.62 6991.72
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 10914.98 N/A 10914.98 9491.28 USD No 10914.97 9491.28
NYSELIFFEMXEAMSCI EAFE INDEX MFS 5825.58 5065.72 8322.26 7236.74 USD No 8322.26 7236.74
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2823.07 2454.84 4032.95 3506.92 USD No 4032.95 3506.92
NYSELIFFEMXUSMSCI USA INDEX MUN 61869.43 N/A 61869.43 53799.50 USD No 61869.44 53799.50
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 23879.89 N/A 23879.89 20762.08 SEK No 23879.90 20762.08
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 17487.10 15206.17 24981.57 21723.10 SEK Yes 24981.58 21723.10
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 986.381 N/A 986.381 857.723 SEK No 6208.53 857.723
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 2883285.405 2507204.70 4118979.15 3581721 JPY Yes 3531209.55 3070617
OSE.JPNN225MNIKKEI 225 MINI 225M 288328.54 250720.47 411897.915 358172.10 JPY Yes 353120.955 307061.70
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 28832.85 25072.05 41189.79 35817.21 JPY No 35312.10 30706.17
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 140823.54 N/A 140823.54 122451 JPY No 140823.54 122451
OSE.JPNTPXC30TOPIX CORE30 C30 112771.93 N/A 112771.93 98062.55 JPY No 112771.93 98062.55
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 541207.50 N/A 541207.50 470554.01 JPY No 541207.50 470554.01
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 1968593.04 N/A 1968593.04 1711820.04 JPY Yes 1889214.29 1642795.04
OSE.JPNMJMINI 10 YEAR JGB JBLM 196859.30 N/A 196859.30 171182.00 JPY No 188921.43 164279.50
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 64431.16 N/A 64431.16 56025.20 JPY No 64431.16 56025.20
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 136562.50 N/A 136562.50 118750 JPY No 213612.50 185750
OSE.JPNTSEREITTSE REIT INDEX REIT 164069.64 N/A 164069.64 142637.34 JPY No 164069.64 142637.34
OSE.JPNTOPXTOPIX INDEX TPX 1396488.32 1214337.67 1994983.32 1734768.10 JPY No 1994983.32 1734768.10
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 139648.83 121433.77 199498.33 173476.81 JPY No 199498.33 173476.81
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOILICE BRENT CRUDE COIL 16250.00 N/A 16250.00 13000 USD No 16250 13000
QBALGOIEUGOILICE GASOIL GOIL 8425.95 N/A 8425.95 6740.76 USD No 8425.95 6740.76
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 14468.35 N/A 14468.35 11574.68 USD No 14541.15 11632.92
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCCCOCOA NYBOT CC 15053.50 N/A 15053.50 13090 USD No 15053.50 13090
QBALGOIUSCTCOTTON NO. 2 CT 2278.51 N/A 2278.51 1981.32 USD No 2552.58 2219.64
QBALGOIUSDXNYBOT US DOLLAR FX DX 2595.44 N/A 2595.44 2256.91 USD No 2707.56 2354.40
QBALGOIUSKCCOFFEE "C" KC 18403.34 N/A 18403.34 16002.91 USD No 16872.04 14671.34
QBALGOIUSOJFC ORANGE JUICE "A" OJ 16226.19 N/A 16226.19 14109.73 USD No 14276.63 12414.46
QBALGOIUSSBSUGAR NO. 11 SB 1821.84 N/A 1821.84 1584.21 USD No 1817.13 1580.12
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 322768.93 N/A 322768.93 280668.57 JPY No 322768.86 280668.57
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1770.05 N/A 1770.05 1539.18 USD No 1770.05 1539.18
SGXXINA50FTSE/XINHUA CHINA A50 CN 1323.52 1150.88 1890.74 1644.12 USD No 1890.74 1644.12
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4017.24 N/A 4017.24 3493.25 USD No 4017.24 3493.25
SGXXIN0IFTSE CHINA H50 FCH 4109.52 N/A 4109.52 3573.47 USD No 4109.52 3573.47
SGXSCIFTSEUROFIRST 80 NEW FEF 1104 N/A 1104 960 USD No 1104 960
SGXWIIDNFTSE INDONESIA INDEX FID 1323.92 N/A 1323.92 1151.09 USD No 1323.92 1151.09
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 1151.74 N/A 1151.74 1001.51 USD No 1151.74 1001.51
SGXINRUNITED STATES DOLLAR INR 9914.15 N/A 9914.15 8621.00 USD No 9914.15 8621.00
SGXINXSGX USD/INR (USD) MONTH-END INX 9904.95 N/A 9904.95 8613.00 USD No 9904.95 8613.00
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2670.76 N/A 2670.76 2322.40 USD No 2670.76 2322.40
SGXSGBSGX MINI JGB INDEX JB 337821.10 N/A 337821.10 293721.60 JPY No 337821.60 293721.60
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 351058.41 N/A 351058.41 305268.18 JPY No 339135.24 294900.21
SGXKRWKOREAN WON KRW 10333.30 N/A 10333.30 8983.75 USD No 10324.56 8970.72
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 2066.26 N/A 2066.26 1796.75 USD No 2066.13 1796.63
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6169.12 N/A 6169.12 5364.45 CNH No 6169.12 5364.45
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 1859780.18 N/A 1859780.18 1617199.95 JPY No 1859779.94 1617199.95
SGXNIFTYSGX NSE IFSC NIFTY 50 INDEX NIFTY 2093.00 1820.00 2990.00 2600.00 USD No 2990.00 2600.00
SGXSGXNKSGX: NIKKEI 225 NK 1046500 910000 1495000 1300000 JPY Yes 1495000 1300000
SGXSGXNKMSGX: NIKKEI 225 MINI NS 209300 182000 299000 260000 JPY No 299000 260000
SGXN225USGX: USD NIKKEI 225 INDEX NU 42278.89 N/A 42278.89 36764.25 USD No 42278.89 36764.25
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1851.50 1610 2645 2300 SGD Yes 2 2645 2300
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 5517.89 N/A 5517.89 4796.69 SGD No 5517.89 4796.69
SGXSTISGX STRAITS TIMES INDEX ST 5081.10 N/A 5081.10 4418.34 SGD No 5081.10 4418.34
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2741.87 N/A 2741.87 2383.94 USD No 2740.73 2382.94
SGXTSR20SICOM RUBBER TF 632.501 N/A 632.501 550.001 USD No 632.501 550.001
SGXTONA3 MONTH COMPOUNDED TONA TONA 36800.01 N/A 36800.01 32000.00 JPY No 36800.51 32000.00
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 1870.48 N/A 1870.48 1626.51 USD No 1870.48 1626.51
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 8226.50 N/A 8226.50 7148.82 USD No 8225.00 7148.82
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4105.50 3570 5865 5100 USD No 5865 5100
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 24676.47 N/A 24676.47 21457.80 CNH Yes 24676.47 21457.80
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 9438128.47 N/A 9438128.47 8207067.36 JPY No 9438127.47 8207067.36
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1379.18 N/A 1379.18 1196.60 SGD No 1379.18 1196.60
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 1887625.69 N/A 1887625.69 1641413.47 JPY No 1887625.49 1641413.47
SGXC52COMFORTDELGRO CORP LTD YCDD 1270.44 N/A 1270.44 1073.04 SGD No 1233.98 1073.03
SGXD05DBS GROUP HOLDINGS LTD YDBS 4673.22 N/A 4673.22 3806.79 SGD No 4377.81 3806.79
SGXG13GENTING SINGAPORE LTD YGEN 634.254 N/A 634.254 551.525 SGD No 641.075 551.52
SGXBN4KEPPEL LTD YKEP 4255.31 N/A 4255.31 3606.29 SGD No 4147.23 3606.29
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 6037.27 N/A 6037.27 5090.52 SGD No 5854.10 5090.52
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 4433.05 N/A 4433.05 2972.26 SGD No 3418.09 2972.25
SGXY92THAI BEVERAGE PCL YTBE 819.789 N/A 819.789 712.86 SGD No 882.139 712.85
SGXU11UNITED OVERSEAS BANK LTD YUOB 6353.96 N/A 6353.96 5506.23 SGD No 6332.17 5506.23
SGXF34WILMAR INTERNATIONAL LTD YWIL 2635.53 N/A 2635.53 2228.61 SGD No 2562.90 2228.61
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 20793.46 N/A 20793.46 4742.35 SGD No 5685.46 4742.35
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 136.093 N/A 136.093 118.08 USD No 135.792 118.08
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 575 N/A 575 500 USD No 575 500
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPIS&P/ASX 200 INDEX (AUSTRALIA) AP 13511.98 11749.54 19302.82 16785.06 AUD Yes 19302.82 16785.06
SNFEIB30 DAY INTERBANK CASH RATE IB 641.70 N/A 641.70 558.00 AUD No 641.702 558.00
SNFEIR90 DAY BILLS IR 1672.06 N/A 1672.06 1453.96 AUD No 1672.05 1453.96
SNFEXT10 YEAR TREASURY BOND 6% XT 3036.03 N/A 3036.03 2640.02 AUD No 3036.06 2640.02
SNFEYT3 YEAR TREASURY BOND 6% YT 1244.30 N/A 1244.30 1082 AUD No 1244.31 1082

Futures - Intraday Margin Requirements


Intraday Futures Margin and Futures Options Hours

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


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

Maintenance Margin Minimums

Futures:
50 USD /contract


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

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

Initial Margin Minimums

125% of Maintenance Margin


Notes

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


Risk Margin Overview


What is risk based margining?

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


How are correlated risks offset?

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

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


What are my eligibility requirements?

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


What positions are eligible?

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




Portfolio Margin header

Portfolio Margin

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

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

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



Portfolio Margin Eligibility


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

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

Portfolio Margin Mechanics


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

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

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

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

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

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

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

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

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



Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income


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Further Reading


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

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

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

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