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

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




Futures Margin


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

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

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

Margin requirements for futures are set by each exchange.


Margin Requirements

Euronext Brussels (Belfox)

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

Exchange BELFOX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BELFOXBFX- BXF 8629.69 N/A 8629.69 7504.08 EUR Yes 2 8629.69 7504.08
BURSAMY

Exchange BURSAMY Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
BURSAMYFCPO.MY- FCPO 8050 N/A 8050 7000 MYR No 8176.99 7110.43
BURSAMYFBMKLCI- FKLI 3220.03 2800.02 4600.04 4000.03 MYR No 4600.04 4000.03
Chicago Board Of Trade (CBOT)

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

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y- 10Y 644.764 N/A 644.764 525 USD No 603.764 525
CBOT2YY- 2YY 664.125 N/A 664.125 577.50 USD No 664.125 577.50
CBOT30Y- 30Y 543.375 N/A 543.375 472.50 USD No 543.375 472.50
CBOT5YY- 5YY 1324.87 N/A 1324.87 1152.06 USD No 1324.87 1152.06
CBOTAIGCI- AW 827.319 N/A 827.319 719.379 USD No 857.319 719.379
CBOTDHB- DHB 1094.53 N/A 1094.53 929.861 USD No 1069.53 929.861
CBOTDHY- DHY 2843.04 N/A 2843.04 2459.09 USD No 2828.04 2459.09
CBOTHYB- HYB 1994.48 N/A 1994.48 1733.48 USD No 2084.48 1733.48
CBOTIQB- IQB 2439.39 N/A 2439.39 2120.80 USD No 2589.39 2120.80
CBOTKE- KE 2616.55 N/A 2616.55 1797.00 USD Yes 2487.72 2163.23
CBOTMTN- MTN 390.798 N/A 390.798 339.695 USD No 426.748 339.695
CBOTMWN- MWN 691.281 N/A 691.281 600.965 USD No 728.806 600.965
CBOTMYM- MYM 1145.515 996.10 1636.45 1423 USD No 1572.05 1367
CBOTMZC- MZC 187.232 N/A 187.232 135.637 USD No 151.278 131.546
CBOTMZL- MZL 374.428 N/A 374.428 325.589 USD No 389.277 320.24
CBOTMZM- MZM 261.412 N/A 261.412 223.836 USD No 222.612 193.575
CBOTMZS- MZS 361.006 N/A 361.006 311.744 USD No 335.162 291.445
CBOTMZW- MZW 237.25 N/A 237.25 165 USD No 241.804 210.264
CBOTQDF- QDF 230.23 200.20 328.90 286 USD No 316.25 275
CBOTQDOW- QDOW 230.64 200.20 329.486 286 USD No 316.25 275
CBOTDJUSRE- RX 3838.18 N/A 3838.18 3024.39 USD No 3478.18 3024.39
CBOTTN- TN 2932.50 N/A 2932.50 2550.00 USD No 3323.25 2550.00
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 5922.56 N/A 5922.56 5150.05 USD Yes 6329.06 5150.05
CBOTYC- XC 376.965 N/A 376.965 271.274 USD No 302.555 263.091
CBOTYK- XK 717.012 N/A 717.012 623.489 USD No 670.324 582.891
CBOTYW- XW 472 N/A 472 330 USD No 483.607 420.528
CBOTYIA- YIA 345.001 N/A 345.001 300.001 USD No 391.38 324.854
CBOTYIC- YIC 862.504 N/A 862.504 750.004 USD No 986.017 774.363
CBOTYID- YID 1063.75 N/A 1063.75 925 USD No 1260.55 974.395
CBOTYIT- YIT 939.552 N/A 939.552 817.002 USD No 742.353 599.441
CBOTYIW- YIW 1589.46 N/A 1589.46 1382.13 USD No 4400.70 3674.52
CBOTYM- YM 11452.76 9958.92 16361.09 14227.03 USD Yes 15721.65 13671
CBOTZ3N- Z3N 2070 N/A 2070 1800 USD No 2295.62 1800
CBOTZB- ZB 4255.00 N/A 4255.00 3700.00 USD Yes 4692.00 3700.00
CBOTZC- ZC 1884.82 N/A 1884.82 1356.37 USD Yes 1512.78 1315.46
CBOTZF- ZF 1437.50 N/A 1437.50 1250.00 USD Yes 1633.01 1250.00
CBOTZL- ZL 3744.28 N/A 3744.28 3255.89 USD Yes 3693.76 3029.36
CBOTZM- ZM 2594.12 N/A 2594.12 2238.36 USD Yes 2140.36 1861.19
CBOTZN- ZN 2156.25 N/A 2156.25 1875.00 USD Yes 2469.01 1875.00
CBOTZO- ZO 4140.10 N/A 4140.10 3317.41 USD Yes 3519.82 3060.65
CBOTZQ- ZQ 1199.585 N/A 1199.585 1025 USD Yes 2 2866.99 2493.04
CBOTZR- ZR 3493.31 N/A 3493.31 2967.99 USD Yes 2071.14 1800.92
CBOTZS- ZS 3585.06 N/A 3585.06 3117.44 USD Yes 3351.62 2914.45
CBOTZT- ZT 1380.01 N/A 1380.01 1200.00 USD Yes 1490.19 1200.00
CBOTZW- ZW 2360 N/A 2360 1650 USD Yes 2418.04 2102.64
Montreal Exchange (CDE)

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

Exchange CDE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CDECGB- CGB 2441.57 N/A 2441.57 2123.10 CAD No 2441.57 2123.10
CDECGF- CGF 1400.98 N/A 1400.98 1218.24 CAD No 1400.98 1218.24
CDECGZ- CGZ 620.483 N/A 620.483 539.55 CAD No 620.485 539.55
CDECRA- CRA 370.19 N/A 370.19 321.90 CAD No 492.674 428.412
CDETSE60- SXF 16532.12 14375.75 23617.31 20536.79 CAD No 23617.30 20536.79
CDETSE60- SXM 13883.40 N/A 13883.40 12072.52 CAD No 13883.40 12072.52
CBOE Futures Exchange (CFE)

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

Exchange CFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CFEIBXXIBHY- IBHY 10408.16 N/A 10408.16 9050 USD No 10408.16 9050
CFEIBXXIBIG- IBIG 8480.02 N/A 8480.02 7373.50 USD No 8480.02 7373.50
CFEIEMD- IEMD 304.991 N/A 304.991 265.001 USD No 304.992 265.001
CFEVA- VA 270.25 N/A 270.25 235 USD No 483.888 420.772
CFEVIX- VX 5957 N/A 5957 5180 USD Yes 24252.75 21089.34
CFEVIX- VX04 8222.50 N/A 8222.50 7150 USD No 24200.72 21044.10
CFEVIX- VX05 8222.50 N/A 8222.50 7150 USD No 22983.04 19985.25
CFEVIX- VX06 8222.50 N/A 8222.50 7150 USD No 22252.62 19350.11
CFEVIX- VX08 8222.50 N/A 8222.50 7150 USD No 24296.06 21127.01
CFEVIX- VX09 8222.50 N/A 8222.50 7150 USD No 24247.28 21084.59
CFEVXM- VXM 822.25 N/A 822.25 715 USD No 2624.09 2281.82
Chicago Mercantile Exchange (CME)

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

Exchange CME Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CMEAUD- 6A 2198.92 N/A 2198.92 1912.10 USD Yes 2373.92 1912.10
CMEGBP- 6B 2443.70 N/A 2443.70 2114.09 USD Yes 2431.20 2114.09
CMECAD- 6C 1337.67 N/A 1337.67 1163.19 USD Yes 1462.67 1163.19
CMEEUR- 6E 3309.50 N/A 3309.50 2877.82 USD Yes 3409.50 2877.82
CMEJPY- 6J 3494.78 N/A 3494.78 2800 USD Yes 3220 2800
CMEBRE- 6L 1882.61 N/A 1882.61 1394.625 USD Yes 2 11479.74 8323.45
CME6M- 6M 1944.42 N/A 1944.42 1690.80 USD Yes 1974.42 1690.80
CMENZD- 6N 2390.48 N/A 2390.48 2000.41 USD Yes 2 2300.48 2000.41
CMECHF- 6S 5633.30 N/A 5633.30 4697.44 USD Yes 5402.05 4697.44
CMEZAR- 6Z 2455.35 N/A 2455.35 2135 USD No 2605.35 2135
CMEACDX- ACD 12957.25 N/A 12957.25 11267.17 CAD No 12957.25 11267.17
CMEAJY- AJY 2488593.59 N/A 2488593.59 2163994.43 JPY No 2624593.19 2163994.43
CMEBFF- BFF 836.274 N/A 836.274 727.195 USD No 844.574 727.195
CMEBQX- BIO 38435.12 N/A 38435.12 33421.85 USD No 38435.12 33421.85
CMEBOS- BOS 5042.75 N/A 5042.75 4385.00 USD No 5042.75 4385.00
CMEBRR- BTC 165658.98 N/A 165658.98 143407.70 USD Yes 168958.98 143407.70
CMEBTCEURRR- BTE 236885.625 N/A 236885.625 205987.50 EUR No 284262.75 247185
CMECB- CB 27495.85 N/A 27495.85 23909.44 USD No 2993.49 2429.12
CMECHI- CHI 3182.63 N/A 3182.63 2767.50 USD No 3182.62 2767.50
CMECLP- CHP 8267.10 N/A 8267.10 7188.78 USD No 8292.10 7188.78
CMECJY- CJY 2551010.24 N/A 2551010.24 2218269.43 JPY No 2551009.84 2218269.43
CMECNH- CNH 24353.69 N/A 24353.69 20827.50 CNH No 23953.69 20827.50
CMECSC- CSC 5459.30 N/A 5459.30 4695.04 USD No 6371.78 5540.68
CMECUS- CUS 5146.25 N/A 5146.25 4475 USD No 5146.25 4475
CMECZK- CZK 16578.07 N/A 16578.07 14415.71 USD Yes 2 16578.07 14415.71
CMEDA- DC 4621.01 N/A 4621.01 3966.09 USD Yes 5234.07 4551.37
CMEDEN- DEN 4496.50 N/A 4496.50 3910.00 USD No 4496.50 3910.00
CMEDY- DY 8281.29 N/A 8281.29 6627.21 USD No 10141.66 8818.84
CMEE7- E7 1654.75 N/A 1654.75 1438.91 USD No 1704.75 1438.91
CMEEAD- EAD 16558.42 N/A 16558.42 14072.46 AUD No 16195.92 14072.46
CMEEBMEUR- EBM 4737.71 N/A 4737.71 4119.75 EUR No 5759.755 4943.70
CMEECD- ECD 10390.41 N/A 10390.41 8981.94 CAD No 10340.41 8981.94
CMEECK- ECK 9453 N/A 9453 8220 EUR No 9453 8220
CMEEEM- EEM 179.034 N/A 179.034 155.661 EUR No 196.786 170.40
CMEEHF- EHF 5769.32 N/A 5769.32 5016.80 EUR Yes 2 5781.32 5016.80
CMEEMD- EMD 18497.35 16025.80 26424.78 22894 USD Yes 2 25868.10 22494
CMENIY- ENY 286760.56 249354.43 409657.94 356220.62 JPY No 404340 351600
CMEEPZ- EPZ 6802.825 N/A 6802.825 5915.50 EUR Yes 2 7182.825 5915.50
CMEES- ES 17576.24 15694.70 25108.92 22421 USD Yes 23060.40 20964
CMESPXESUP- ESG 18178.20 N/A 18178.20 15783.04 USD No 16418.55 14277
CMEESTR- ESR 700.363 N/A 700.363 608.932 EUR No 783.15 648.315
CMEETHEURRR- ETE 89505.04 N/A 89505.04 77830.47 EUR No 97980 85200
CMEETHUSDRR- ETH 76332.58 N/A 76332.58 66376.16 USD Yes 95665.73 82970.20
CMESPW- EWF 12039.48 N/A 12039.48 10465.92 USD No 10699.60 9304
CMEGSCI- GD 23230.18 N/A 23230.18 20178.42 USD No 23205.18 20178.42
CMEGDK- GDK 2936.80 N/A 2936.80 2553.74 USD No 2413.99 2099.12
CMEGF- GF 13256.31 N/A 13256.31 11527.23 USD Yes 16968.81 11527.23
CMENF- GNF 6471.22 N/A 6471.22 5627.15 USD No 20140.76 17293.71
CMEHE- HE 3547.77 N/A 3547.77 3067.62 USD Yes 3527.77 3067.62
CMEHUF- HUF 11374.34 N/A 11374.34 9890.73 USD Yes 2 11380.34 9890.73
CMEIBAA- IBV 43806.99 N/A 43806.99 38093.03 USD No 42371.75 36845
CMEILS- ILS 35799.43 N/A 35799.43 31129.94 USD Yes 2 35799.43 31129.94
CMEJ7- J7 1747.39 N/A 1747.39 1400 USD No 1610 1400
CMEKRW- KRW 16744.70 N/A 16744.70 14486.125 USD Yes 2 10834.81 9373.375
CMELAV- LAV 4269.375 N/A 4269.375 3712.50 USD No 4269.375 3712.50
CMELAX- LAX 6299.13 N/A 6299.13 5477.50 USD No 6299.13 5477.50
CMELBR- LBR 3141.77 N/A 3141.77 2576.36 USD No 1265 1100
CMELE- LE 5775.55 N/A 5775.55 5022.22 USD Yes 7365.55 5022.22
CMEM2K- M2K 811.337 665.70 1159.05 951 USD No 1043.05 907
CMEM6A- M6A 219.892 N/A 219.892 191.21 USD No 237.392 191.21
CMEM6B- M6B 244.37 N/A 244.37 211.409 USD No 243.12 211.409
CMEM6E- M6E 330.95 N/A 330.95 287.782 USD No 340.95 287.782
CMEMBT- MBT 3313.18 N/A 3313.18 2868.15 USD Yes 3379.18 2868.15
CMEMCD- MCD 133.767 N/A 133.767 116.319 USD No 146.267 116.319
CMEMES- MES 1757.62 1569.40 2510.89 2242 USD Yes 2305.60 2096
CMEMET- MET 152.665 N/A 152.665 132.752 USD Yes 191.181 165.94
CMEMIA- MIA 6281.875 N/A 6281.875 5462.50 USD No 6281.875 5462.50
CMEMIR- MIR 1272.17 N/A 1272.17 1106.20 USD No 1324.17 1106.20
CMEMJY- MJY 346.978 N/A 346.978 280 USD No 322 280
CMEMNH- MNH 2442.06 N/A 2442.06 2088.75 CNH No 2402.06 2088.75
CMEMNI- MNI 143378.80 124677.22 204826.86 178110.31 JPY No 202170 175800
CMEMNK- MNK 2371.07 N/A 2371.07 2061.73 USD No 2481.07 2061.73
CMEMNQ- MNQ 2621.61 2350.60 3745.15 3358 USD Yes 3637.82 3307.11
CMEMSF- MSF 563.33 N/A 563.33 469.744 USD No 540.205 469.744
CMEMSL- MSL 1718.66 N/A 1718.66 1490 USD No 2247.49 1954.34
CMEMXP- MXP 2616.68 N/A 2616.68 2275.35 USD No 2665.43 2275.35
CMENIY- NIY 1433788.00 1246772.17 2048268.57 1781103.105 JPY No 2021930 1758200
CMENKD- NKD 23710.81 N/A 23710.81 20617.34 USD No 24810.81 20617.34
CMENOK- NOK 20494.82 N/A 20494.82 17683.32 USD No 20344.82 17683.32
CMENQ- NQ 26216.08 23503.90 37451.54 33577 USD Yes 36378.18 33071.07
CMENYM- NYM 4815.625 N/A 4815.625 4187.50 USD No 4815.625 4187.50
CMEPJY- PJY 2838721.27 N/A 2838721.27 2468453.28 JPY No 2918720.52 2468453.28
CMEPLN- PLN 12363.27 N/A 12363.27 10750.67 USD Yes 2 12363.27 10750.67
CMEPSF- PSF 9898.79 N/A 9898.79 8607.64 CHF No 9948.79 8607.64
CMEQBTC- QBTC 263.35 N/A 263.35 229.00 USD No 266.55 229.00
CMEQEF- QEF 231.15 N/A 231.15 201 USD No 231.15 201
CMEQETH- QETH 241.50 N/A 241.50 210 USD No 241.50 210
CMEQNDX- QNDX 137.306 118.30 196.151 169 USD No 188.985 164.334
CMEQNF- QNF 136.045 118.30 194.35 169 USD No 186.30 162
CMEQRF- QRF 154.56 134.40 220.80 192 USD No 210.45 183
CMEQRTY- QRTY 155.71 134.40 222.442 192 USD No 210.45 183
CMEQSF- QSF 363.055 315.70 518.65 451 USD No 485.30 422
CMEQSPX- QSPX 364.779 315.70 521.112 451 USD No 485.30 422
CMEQTF- QTF 251.85 N/A 251.85 219 USD No 251.85 219
CMERF- RF 4009.33 N/A 4009.33 3485.625 CHF No 4246.83 3485.625
CMERMB- RMB 8251.25 N/A 8251.25 7175 USD Yes 2 8251.25 7175
CMERME- RME 8099.77 N/A 8099.77 7042.41 EUR Yes 2 8098.77 7042.41
CMERP- RP 6253.44 N/A 6253.44 5437.50 GBP No 6353.44 5437.50
CMERS1- RS1 15398.00 N/A 15398.00 13008 USD No 11813.65 10265.12
CMERSG- RSG 53620.08 N/A 53620.08 45905.14 USD No 52820.07 45905.14
CMERSV- RSV 10970.76 N/A 10970.76 9512.24 USD No 10940.76 9512.24
CMERTY- RTY 8113.37 6654.20 11590.53 9506 USD Yes 10436.25 9075
CMERY- RY 1238805.98 N/A 1238805.98 1077099.41 JPY Yes 2 1331305.60 1077099.41
CMESPXDIVAN- SDA 4660.38 N/A 4660.38 4052.50 USD No 4672.88 4052.50
CMESDG- SDG 6253.125 N/A 6253.125 5437.50 USD No 6253.125 5437.50
CMESDI- SDI 2706.38 N/A 2706.38 2318.59 USD No 2666.38 2318.59
CMESEK- SEK 20426.08 N/A 20426.08 17667.36 USD No 20326.08 17667.36
CMESFR- SFR 5074.375 N/A 5074.375 4412.50 USD No 5074.375 4412.50
CMESGX- SG 336072.99 N/A 336072.99 292237.36 USD No 336072.97 292237.36
CMESIR- SIR 6360.75 N/A 6360.75 5531 USD No 6605.75 5531
CMESJY- SJY 4359512.96 N/A 4359512.96 3790880.83 JPY No 4499512.96 3790880.83
CMESMC- SMC 34560.96 N/A 34560.96 30053.01 USD No 34560.96 30053.01
CMESOL- SOL 34398.44 N/A 34398.44 29799 USD No 44950.30 39086.84
CMESONIA- SON 714.58 N/A 714.58 621.374 GBP No 714.585 621.374
CMESOFR1- SR1 1178.75 N/A 1178.75 1025 USD No 2829.67 2460.58
CMESOFR3- SR3 833.75 N/A 833.75 725 USD Yes 2235.38 1922.08
CMESVX- SU 84877.29 N/A 84877.29 73806.34 USD No 84877.30 73806.34
CMETBF3- TBF3 788.127 N/A 788.127 685.301 USD No 8622.40 7497.47
CMEWDC- WDC 4781.13 N/A 4781.13 4157.50 USD No 4781.13 4157.50
CMEIXB- XAB 14089.23 N/A 14089.23 12249.80 USD No 15069.23 12249.80
CMEIXE- XAE 14469.09 N/A 14469.09 12459.10 USD No 14329.09 12459.10
CMESIXM- XAF 11776.88 N/A 11776.88 9543 USD No 9674.20 8411.88
CMEIXI- XAI 23724.63 N/A 23724.63 19442.68 USD No 22364.64 19442.68
CMESIXT- XAK 27215.33 N/A 27215.33 22582.74 USD No 25975.33 22582.74
CMEIXR- XAP 5815.62 N/A 5815.62 5056.69 USD No 6245.62 5056.69
CMESIXRE- XAR 4463.99 N/A 4463.99 3476 USD No 3563.85 3099
CMEIXU- XAU 9892.43 N/A 9892.43 8601.29 USD No 10342.43 8601.29
CMEIXV- XAV 16555.65 N/A 16555.65 14393.43 USD No 16935.65 14393.43
CMEIXY- XAY 51811.93 N/A 51811.93 45032.11 USD No 51981.94 45032.11
CMEXAZ- XAZ 11222.63 N/A 11222.63 9757.04 USD No 10591.50 9210
CMEXRP- XRP 52335.27 N/A 52335.27 45507 USD No 53285.27 45507
COINDERIV

Exchange COINDERIV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
COINDERIVBIP- BIP 262.642 N/A 262.642 228.384 USD No 262.646 228.388
COINDERIVBIT- BIT 384.207 N/A 384.207 334.093 USD No 384.209 334.095
COINDERIVET- ET 189.4625 N/A 189.4625 164.75 USD No 227.355 197.70
COINDERIVETP- ETP 120.925 N/A 120.925 105.152 USD No 120.925 105.152
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
COMEX1OZ- 1OZ 395.038 N/A 395.038 343.511 USD No 424.908 344.268
COMEXALI- ALI 9491.47 N/A 9491.47 8253.45 USD No 10666.47 8253.45
COMEXGC- GC 39503.39 N/A 39503.39 34350.77 USD Yes 42480.42 34426.43
COMEXHG- HG 18293.125 N/A 18293.125 14978.75 USD Yes 26643.125 14978.75
COMEXHRC- HRC 1933.39 N/A 1933.39 1594.25 USD No 2929.56 2547.44
COMEXMGC- MGC 3950.34 N/A 3950.34 3435.08 USD Yes 4248.04 3442.64
COMEXMHG- MHG 1829.31 N/A 1829.31 1497.875 USD No 2664.31 1497.875
COMEXQC- QC 9084.06 N/A 9084.06 7451.87 USD No 13271.56 7451.87
COMEXQI- QI 46837.94 N/A 46837.94 40728.64 USD No 58265.34 42248.12
COMEXQO- QO 19751.70 N/A 19751.70 17175.39 USD No 21240.21 17213.22
COMEXSGC- SGC 34500 N/A 34500 30000 CNH No 34500 30000
COMEXSGUF- SGU 25149.20 N/A 25149.20 21868.87 USD No 25592.87 21868.87
COMEXSI- SI 93675.88 N/A 93675.88 81457.29 USD Yes 116530.68 84496.24
COMEXSI- SIL 18735.18 N/A 18735.18 16291.46 USD No 23306.14 16899.25
COMEXUX- UX 2624.98 N/A 2624.98 2282.59 USD No 2624.98 2282.59
ENDEX

Exchange ENDEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ENDEXECF- ECF 52072.00 N/A 52072.00 45280.00 EUR No 52072.00 45280.00
ENDEXTFM- TFM 10390.38 N/A 10390.38 9035.11 EUR Yes 10390.38 9035.11
EUREX

Exchange EUREX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
EUREXCONF- CONF 8551.85 N/A 8551.85 7436.39 CHF No 8551.85 7436.39
EUREXFBON- FBON 5283.72 N/A 5283.72 4594.54 EUR No 5283.72 4594.54
EUREXBTP- FBTP 2991.40 N/A 2991.40 2601.22 EUR Yes 4297.18 3736.68
EUREXBTS- FBTS 1107.76 N/A 1107.76 963.271 EUR No 1404.83 1221.59
EUREXDJUBS- FCCO 4705.56 N/A 4705.56 4091.79 USD No 4705.56 4091.79
EUREXSD3ED- FD3D 2840.50 N/A 2840.50 2470 EUR No 2840.50 2470
EUREXDAX- FDAX 36920.06 32104.40 52742.95 45863.43 EUR Yes 51362.16 44662.75
EUREXDDAX- FDIV 10166 N/A 10166 8840 EUR Yes 2 10166 8840
EUREXDAX- FDXM 7384.01 6420.88 10548.59 9172.69 EUR No 10272.43 8932.55
EUREXDAX- FDXS 1476.80 1284.18 2109.72 1834.54 EUR Yes 2054.49 1786.51
EUREXDBEA- FEBD 525.796 N/A 525.796 457.214 EUR No 525.796 457.214
EUREXFECX- FECX 2197.99 N/A 2197.99 1910.97 EUR No 2197.99 1910.97
EUREXDJSD- FEDV 3595.99 3126.90 5137.12 4467 EUR Yes 2 5137.12 4467
EUREXFEHY- FEHY 1440.10 N/A 1440.10 1252.02 EUR No 896.785 779.662
EUREXESA- FESA 6558.03 N/A 6558.03 5702.64 EUR Yes 2 6558.03 5702.64
EUREXSX7E- FESB 1258.93 1094.72 1798.47 1563.885 EUR Yes 1632.45 1419.52
EUREXSX4E- FESC 5413.78 N/A 5413.78 4707.63 EUR Yes 2 4894.11 4255.74
EUREXESE- FESE 2168.10 N/A 2168.10 1883.57 EUR Yes 2 1964.21 1706.43
EUREXESF- FESF 3290.37 N/A 3290.37 2861.19 EUR Yes 2 2948.34 2563.77
EUREXSXNE- FESG 7477.80 N/A 7477.80 6502.43 EUR Yes 2 6731.12 5853.15
EUREXSXDE- FESH 2743.31 N/A 2743.31 2385.48 EUR Yes 2 2743.31 2385.48
EUREXESI- FESI 3215.14 N/A 3215.14 2794.04 EUR Yes 2 2757.10 2395.99
EUREXESM- FESM 1234.94 N/A 1234.94 1073.86 EUR Yes 2 1142.11 993.135
EUREXSXOE- FESN 3867.91 N/A 3867.91 3363.40 EUR Yes 2 3798.97 3303.45
EUREXSX3E- FESO 1306.40 N/A 1306.40 1136.00 EUR Yes 2 1306.40 1136.00
EUREXSXRE- FESR 4588.79 N/A 4588.79 3990.25 EUR Yes 2 4906.14 4266.21
EUREXSXPE- FESS 1425.85 N/A 1425.85 1239.87 EUR Yes 2 1329.47 1156.06
EUREXSXKE- FEST 998.775 N/A 998.775 868.50 EUR Yes 2 998.775 868.50
EUREXESU- FESU 1988.27 N/A 1988.27 1728.32 EUR Yes 1636.49 1422.53
EUREXSXTE- FESV 1189.20 N/A 1189.20 1034.08 EUR Yes 2 1189.20 1034.08
EUREXESTX50- FESX 3349.21 2912.36 4784.59 4160.51 EUR Yes 4637.46 4032.57
EUREXSX8E- FESY 21736.87 N/A 21736.87 18901.63 EUR Yes 2 21736.87 18901.63
EUREXSXQE- FESZ 5238.03 N/A 5238.03 4554.81 EUR Yes 2 5687.73 4945.85
EUREXEU3- FEU3 250.942 N/A 250.942 218.21 EUR Yes 250.942 218.21
EUREXDESX5- FEXD 2645.23 2300.20 3778.90 3286.00 EUR Yes 3778.90 3286.00
EUREXOMXH25- FFOX 9786.24 N/A 9786.24 8505.75 EUR Yes 2 9786.24 8505.75
EUREXFGBC- FGBC 794.034 N/A 794.034 690.464 GBP No 794.034 690.464
EUREXGBL- FGBL 2255.86 N/A 2255.86 1961.62 EUR Yes 2911.55 2531.78
EUREXGBM- FGBM 1214.99 N/A 1214.99 1056.51 EUR Yes 1566.75 1362.39
EUREXGBS- FGBS 447.874 N/A 447.874 389.456 EUR Yes 543.247 472.389
EUREXGBX- FGBX 5027.91 N/A 5027.91 4372.10 EUR Yes 5083.49 4420.43
EUREXDJESL- FLCE 2698.20 N/A 2698.20 2346.26 EUR No 2356.84 2049.43
EUREXDJ200L- FLCP 2491.19 N/A 2491.19 2166.25 EUR No 1952.37 1697.71
EUREXDJESM- FMCE 2402.30 N/A 2402.30 2088.20 EUR No 1890.11 1642.97
EUREXM1CN- FMCH 1885.98 1639.93 2694.25 2342.76 USD No 3352.96 2915.53
EUREXDJ200- FMCP 2502.67 N/A 2502.67 2175.30 EUR Yes 2 1998.84 1737.38
EUREXM1MS- FMEA 4982.60 4332.61 7118.00 6189.45 USD No 5972.98 5193.79
EUREXM1EF- FMEM 10372.37 N/A 10372.37 9017.65 USD No 10372.37 9017.65
EUREXMXEU- FMEP 1590.29 N/A 1590.29 1380.91 EUR No 1328.99 1154.01
EUREXM7EU- FMEU 3232.54 N/A 3232.54 2810.78 EUR No 2688.86 2338.04
EUREXM1IN- FMIN 10084.28 N/A 10084.28 8768.48 USD No 8857.73 7701.97
EUREXMXJPUS- FMJP 7161.09 N/A 7161.09 6226.52 USD No 6871.45 5974.67
EUREXM1TW- FMTW 15698.01 N/A 15698.01 13644.95 USD No 15698.01 13644.95
EUREXMBWO- FMWN 2958.97 2572.95 4227.10 3675.64 EUR No 3800.14 3304.38
EUREXM1WO- FMWO 6952.41 6045.51 9932.01 8636.44 USD No 8932.40 7767.22
EUREXMXWO- FMWP 6138.99 N/A 6138.99 5335.65 USD No 6138.99 5335.65
EUREXOAT- FOAT 2363.88 N/A 2363.88 2055.55 EUR No 2605.06 2265.27
EUREXDJESS- FSCE 1527.65 N/A 1527.65 1328.04 EUR No 1266.39 1100.92
EUREXDJ200S- FSCP 1682.69 N/A 1682.69 1463.05 EUR No 1386.14 1205.20
EUREXSXXPESGX- FSEG 1183.93 1029.48 1691.33 1470.69 EUR No 1315.91 1144.25
EUREXSLI- FSLI 3628.02 N/A 3628.02 3154.80 CHF Yes 2 3628.02 3154.80
EUREXSMIDP- FSMD 8464 N/A 8464 7360 CHF No 8464 7360
EUREXSMI- FSMI 6425.04 5586.99 9178.63 7981.42 CHF Yes 7719.20 6712.35
EUREXSMIM- FSMM 4501.98 N/A 4501.98 3910.23 CHF Yes 2 4501.98 3910.23
EUREXSMI- FSMS 642.504 558.699 917.863 798.142 CHF No 771.92 671.235
EUREXMDAX- FSMX 3020.84 N/A 3020.84 2626.53 EUR No 2454.71 2134.29
EUREXST3- FST3 55.2596 N/A 55.2596 48.0519 EUR No 55.2596 48.0519
EUREXSXAP- FSTA 2857.00 N/A 2857.00 2484.17 EUR Yes 2 2800.33 2434.89
EUREXSX7P- FSTB 1633.02 1419.94 2332.88 2028.49 EUR Yes 1964.22 1707.93
EUREXSX4P- FSTC 4547.48 N/A 4547.48 3952.69 EUR Yes 2 3883.53 3375.58
EUREXSXEP- FSTE 2009.17 N/A 2009.17 1747.03 EUR Yes 1841.79 1601.485
EUREXSXFP- FSTF 4981.41 N/A 4981.41 4328.13 EUR Yes 2 3990.24 3466.95
EUREXSXNP- FSTG 5321.38 N/A 5321.38 4626.02 EUR Yes 2 4805.87 4177.87
EUREXSXDP- FSTH 4278.63 N/A 4278.63 3720.005 EUR Yes 2 4004.94 3482.04
EUREXSXIP- FSTI 3072.31 N/A 3072.31 2671.05 EUR Yes 2 2518.59 2189.65
EUREXSX86P- FSTL 761.734 N/A 761.734 662.30 EUR No 761.734 662.30
EUREXSXMP- FSTM 1411.12 N/A 1411.12 1226.80 EUR Yes 2 1411.12 1226.80
EUREXSXOP- FSTN 4012.23 N/A 4012.23 3487.41 EUR Yes 2 3867.74 3361.81
EUREXSX3P- FSTO 1803.89 N/A 1803.89 1568.25 EUR Yes 2 2071.88 1801.23
EUREXSXRP- FSTR 1730.28 N/A 1730.28 1504.14 EUR Yes 2 1730.28 1504.14
EUREXSXPP- FSTS 4602.97 N/A 4602.97 4002.40 EUR Yes 4882.49 4245.46
EUREXSXKP- FSTT 745.277 N/A 745.277 648.00 EUR Yes 2 745.277 648.00
EUREXSX6P- FSTU 1870.12 N/A 1870.12 1626.09 EUR Yes 1518.45 1320.31
EUREXSXTP- FSTV 1222.60 N/A 1222.60 1062.63 EUR Yes 2 1207.73 1049.705
EUREXSTX- FSTX 3923.59 N/A 3923.59 3410.79 EUR Yes 2 2950.64 2565
EUREXSX8P- FSTY 9161.25 N/A 9161.25 7963.09 EUR Yes 2 9161.25 7963.09
EUREXSXQP- FSTZ 3321.75 N/A 3321.75 2887.45 EUR Yes 2 3230.44 2808.08
EUREXESTX50- FSXE 334.921 291.236 478.459 416.051 EUR No 463.746 403.257
EUREXTDX- FTDX 8109.77 N/A 8109.77 7051.98 EUR Yes 2 8109.77 7051.98
EUREXFUEM- FUEM 509.911 N/A 509.911 443.328 USD No 509.911 443.328
EUREXV2TX- FVS 1009.53 N/A 1009.53 877.85 EUR Yes 2431.79 2114.60
EUREXDJES- FXXE 2585.84 N/A 2585.84 2247.43 EUR No 2122.24 1844.50
EUREXDJ600- FXXP 1674.34 1455.95 2391.92 2079.93 EUR Yes 1939.24 1686.29
EUREXTKAB- TKAG 262.343 N/A 262.343 228.124 EUR No 262.343 228.124
EUREXUNIB2- UNIH 894.528 N/A 894.528 777.851 EUR No 894.528 777.851
Euronext NL (FTA)

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

Exchange FTA Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
FTAAMX- FMX 8973.05 N/A 8973.05 7802.66 EUR No 8973.05 7802.66
FTAEOE- FTI 16190.01 N/A 16190.01 14078.27 EUR Yes 12421.65 10801.43
FTAEOE- MFA 1619.00 N/A 1619.00 1407.83 EUR No 1242.16 1080.14
Hong Kong Futures Exchange (HKFE)

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

Exchange Underlying Product description Trading Class Intraday Initial 1,5 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120- CHH 87337.89 N/A 87337.89 69870.31 HKD No 87337.89 69870.31
HKFECNH- CUS 26048.625 N/A 26048.625 20838.90 CNH Yes 26048.625 20838.90
HKFEHHIDPI- DHH 3381.88 N/A 3381.88 2705.10 HKD No 3381.88 2705.10
HKFEHSIDPI- DHS 10652.75 N/A 10652.75 8522.20 HKD No 10652.75 8522.20
HKFEGDR- GDR 799631.08 N/A 799631.08 639704.83 CNH No 799631.04 639704.83
HKFEGDU- GDU 118555.53 N/A 118555.53 94844.42 USD No 118555.54 94844.42
HKFEHHI.HK 3- HHI 48378.75 38703 69112.50 55290 HKD Yes 69112.50 55290
HKFEHSI- HSI 96797.96 77438.37 138282.80 110626.24 HKD Yes 138282.80 110626.24
HKFEHSTECH- HTI 29891.63 23913.31 42702.33 34161.87 HKD Yes 42702.33 34161.87
HKFEMCA- MCA 4701.64 3761.24 6716.62 5373.20 USD No 6716.62 5373.20
HKFEMCH.HK- MCH 9675.75 7740.60 13822.50 11058 HKD Yes 13822.50 11058
HKFEMCS- MCS 5214.41 N/A 5214.41 4167.60 CNH No 5214.41 4167.60
HKFEMHI- MHI 19359.59 15487.67 27656.56 22125.25 HKD Yes 27656.56 22125.25
HKFEMID.HK- MIA 1330.59 N/A 1330.59 1064.47 USD No 1330.59 1064.47
HKFEMND- MND 5266.80 N/A 5266.80 4213.44 USD No 5266.80 4213.44
HKFEMTW- MTW 10877.69 N/A 10877.69 8701.99 USD No 10877.69 8701.99
HKFEVHSI- VHS 59062.50 N/A 59062.50 47250 HKD No 133250 106600
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
ICEEUER3- ER3 109.538 N/A 109.538 95.25 EUR No 691.017 600.88
ICEEUSG- G 2613.63 N/A 2613.63 2272.72 GBP No 2613.63 2272.72
ICEEUH- H 3360.60 N/A 3360.60 2922.26 GBP No 3360.60 2922.26
ICEEUI- I 326.895 N/A 326.895 284.25 EUR Yes 1068.45 929.085
ICEEUNDUEBRAF- MCG 7154.70 N/A 7154.70 6219.45 USD No 7154.70 6219.45
ICEEUO- O 2492.87 N/A 2492.87 2167.71 EUR No 2492.87 2167.71
ICEEUP- P 5360.64 N/A 5360.64 4661.42 EUR No 5360.63 4661.42
ICEEUR- R 2918.19 N/A 2918.19 2537.56 GBP No 2918.20 2537.56
ICEEUSRFXON3- SA3 295.55 N/A 295.55 257.00 CHF No 936.617 814.443
ICEEUSONIA.N- SO3 223.675 N/A 223.675 194.50 GBP Yes 824.959 717.351
ICEEUSONIO.N- SOA 547.088 N/A 547.088 475.729 GBP No 1340.40 1165.56
ICEEUTWS- TWS 988.182 N/A 988.182 859.287 EUR No 988.18 859.287
ICEEUF1DV- XZ 538.626 N/A 538.626 468.37 GBP No 538.626 468.37
ICEEUY- Y2 4328.63 N/A 4328.63 3763.56 GBP No 4328.63 3763.56
ICEEUZ- Z 5113.78 4446.76 7305.40 6352.52 GBP Yes 7305.40 6352.52
ICE Agricultural Products (ICEEUSOFT)

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

Exchange ICEEUSOFT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUSOFTC- C 7486.50 N/A 7486.50 6510 GBP No 7486.50 6510
ICEEUSOFTD- RC 6049 N/A 6049 5260 USD No 8934.00 7768.69
ICEEUSOFTT- T 1414.29 N/A 1414.29 1229.82 GBP No 2097.57 1823.97
ICEEUSOFTW- W 1943.70 N/A 1943.70 1690.18 USD No 1795.15 1561
ICE Futures US (ICEUS)

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

Exchange ICEUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEUSAUD- KAU 6596.76 N/A 6596.76 5736.31 USD No 7563.23 6576.72
ICEUSEJ- KEJ 26406874.57 N/A 26406874.57 22962499.625 JPY No 26531131.65 23070549.27
ICEUSEO- KEO 8470.96 N/A 8470.96 7364.61 USD No 10486.43 9116.85
ICEUSECD- KEP 11434.72 N/A 11434.72 9943.23 CAD No 14409.78 12530.24
ICEUSGB- KGB 6253.125 N/A 6253.125 5437.50 GBP No 6464.16 5621.01
ICEUSEAD- KRA 17841.09 N/A 17841.09 15513.99 AUD No 19780.64 17200.56
ICEUSRZ- KRZ 5814.53 N/A 5814.53 5056.11 CHF No 6811.00 5922.61
ICEUSZY- KZY 4359512.96 N/A 4359512.96 3790880.83 JPY No 4631481.43 4027375.16
ICEUSMP- MP 7293.60 N/A 7293.60 6342.27 USD No 7164.32 6229.84
ICEUSSS- SS 10204.84 N/A 10204.84 8873.77 CHF No 12465.05 10839.17
ICEUSGBP- SY 2838722.02 N/A 2838722.02 2468453.28 JPY No 3286950.39 2858217.73
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIV- FDIV 2465.43 N/A 2465.43 2141 EUR No 2465.43 2141
IDEMFTMIB- FIB 16682.46 14506.38 23832.08 20723.40 EUR Yes 15675.25 13630.55
IDEMFTMIB- MICR 667.293 580.255 953.276 828.936 EUR No 627.005 545.222
IDEMFTMIB- MIN 3336.47 2901.28 4766.38 4144.68 EUR No 3135.03 2726.11
IDEMSRGB- SRG7 1359.99 N/A 1359.99 1182.60 EUR No 1359.99 1182.60
Intercontinental Exchange (IPE)

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

Exchange IPE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IPEATW- ATW 13883.92 N/A 13883.92 12072.97 USD No 13883.92 12072.97
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250 13000
IPEGOIL- GOIL 12997.73 N/A 12997.73 10398.19 USD No 12997.73 10398.19
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 17487.43 N/A 17487.43 15206.46 USD No 17487.43 15206.46
IPENGF- NGF 4604.25 N/A 4604.25 4003.70 GBP No 24406.30 4003.70
IPERBOB- RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTI- WTI 16250 N/A 16250 13000 USD Yes 16250 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
KSEK200- 01 15722280 12356749.58 22460400 17652499.40 KRW Yes 22460400 17652499.40
KSEK200M- 05 3144456 2473449.83 4492080 3533499.76 KRW Yes 4492080 3533499.76
KSEKOSDQ150- 06 1703003.925 1135338.41 2432862.75 1621912.02 KRW No 2432862.75 1621912.02
KSE000670- 0Q 168349.50 N/A 168349.50 134633.64 KRW No 168349.50 134633.64
KSE005930- 11 429310.86 N/A 429310.86 373313.79 KRW No 431565.95 373313.79
KSE017670- 12 159441.84 N/A 159441.84 138645.08 KRW No 162022.14 138645.08
KSE005490- 13 971312.78 N/A 971312.78 831118.28 KRW No 955786.02 831118.28
KSE030200- 14 156865.04 N/A 156865.04 135135.08 KRW No 155405.34 135135.08
KSE015760- 15 157711.91 N/A 157711.91 137140.79 KRW No 159275.07 137140.79
KSE005380- 16 1190768.13 N/A 1190768.13 1035450.55 KRW No 1197570.45 1035450.55
KSE016360- 17 243647.82 N/A 243647.82 209597.27 KRW No 241036.86 209597.27
KSE055550- 18 228350.69 N/A 228350.69 198565.82 KRW No 229613.99 198565.82
KSE000270- 19 435653.92 N/A 435653.92 378829.49 KRW No 449971.89 378829.49
KSE007340- 1T 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE443060- 1V 548892 N/A 548892 475354.53 KRW No 557075.92 475354.53
KSE006040- 1W 118211.85 N/A 118211.85 102792.91 KRW No 123883.50 102792.91
KSE268280- 1X 388369.20 N/A 388369.20 337712.34 KRW No 425218.50 337712.34
KSE071320- 1Y 298124.52 N/A 298124.52 259238.71 KRW No 309079.38 259238.71
KSE003240- 1Z 2145112.61 N/A 2145112.61 1865315.31 KRW No 2216373.91 1865315.31
KSE012330- 20 1255349.37 N/A 1255349.37 1080579.14 KRW No 1242666.01 1080579.14
KSE006400- 22 833249.39 N/A 833249.39 724564.69 KRW No 846508.15 724564.69
KSE009150- 23 834691.02 N/A 834691.02 725818.28 KRW No 847964.00 725818.28
KSE066570- 24 283708.44 N/A 283708.44 246702.99 KRW No 286520.41 246702.99
KSE036460- 28 112589.58 N/A 112589.58 97903.98 KRW No 112705.51 97903.98
KSE017960- 2A 100768.39 N/A 100768.39 87624.69 KRW No 101267.16 87624.69
KSE095340- 2B 484906.50 N/A 484906.50 323271 KRW No 484906.50 323271
KSE025900- 2C 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE357780- 2D 976740 N/A 976740 732086.09 KRW No 976740 732086.09
KSE222080- 2E 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE086520- 2F 516708 N/A 516708 344472 KRW No 516708 344472
KSE140860- 2G 700113.37 N/A 700113.37 601714.61 KRW No 691971.80 601714.61
KSE030520- 2H 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE004020- 32 88947.21 N/A 88947.21 77345.40 KRW No 90328.81 77345.40
KSE003550- 34 253780.90 N/A 253780.90 219375.12 KRW No 252281.38 219375.12
KSE078930- 35 174136.48 N/A 174136.48 149425.80 KRW No 171839.67 149425.80
KSE033780- 36 412215.13 N/A 412215.13 356766.64 KRW No 410281.64 356766.64
KSE009540- 39 1264290.14 N/A 1264290.14 1099382.73 KRW No 1266821.21 1099382.73
KSE086790- 40 277942.02 N/A 277942.02 241688.71 KRW No 278696.83 241688.71
KSE096770- 41 303890.96 N/A 303890.96 264253.01 KRW No 305902.96 264253.01
KSE001040- 42 539737.99 N/A 539737.99 469337.38 KRW No 547087.61 469337.38
KSE034220- 45 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE105560- 46 377412.97 N/A 377412.97 328185.20 KRW No 381153.69 328185.20
KSE051910- 47 961552.46 N/A 961552.46 836132.58 KRW No 971082.91 836132.58
KSE006800- 48 89956.34 N/A 89956.34 78222.90 KRW No 90847.94 78222.90
KSE000660- 50 2256660 N/A 2256660 1895401.09 KRW No 2256660 1895401.09
KSE006360- 51 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE139480- 54 243362.35 N/A 243362.35 209346.54 KRW No 240748.52 209346.54
KSE161390- 55 178759.38 N/A 178759.38 155442.94 KRW No 181531.15 155442.94
KSE035420- 56 707829.49 N/A 707829.49 615503.91 KRW No 709845.13 615503.91
KSE003490- 57 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE3KTB- 65 703523.29 N/A 703523.29 611759.38 KRW No 703523.29 611759.38
KSEFLKTB- 67 2329657.19 N/A 2329657.19 2025788.87 KRW No 2329657.19 2025788.87
KSEKWY- 75 1692800 N/A 1692800 1472000 KRW No 3385600 2944000
KSE032640- B0 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE010950- B2 258624.47 N/A 258624.47 224890.84 KRW No 262187.82 224890.84
KSE010130- B3 7061175 N/A 7061175 4707450 KRW No 7061175 4707450
KSE024110- B4 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE001680- B6 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE047050- B7 165208.27 N/A 165208.27 143659.37 KRW No 166845.72 143659.37
KSE034020- B9 294477 N/A 294477 238930.84 KRW No 294477 238930.84
KSE023530- BA 215952.86 N/A 215952.86 187785.10 KRW No 219093.28 187785.10
KSE011170- BB 214222.94 N/A 214222.94 186280.82 KRW No 217346.20 186280.82
KSE032830- BD 493001.40 N/A 493001.40 427718.79 KRW No 491876.61 427718.79
KSE010140- BF 85775.67 N/A 85775.67 74587.54 KRW No 86125.84 74587.54
KSE029780- BG 152233.80 N/A 152233.80 132377.22 KRW No 154742.66 132377.22
KSE036570- BJ 744975 N/A 744975 592939.61 KRW No 744975 592939.61
KSE000080- BK 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE071050- BL 527542.52 N/A 527542.52 458055.23 KRW No 526763.52 458055.23
KSE047810- BM 450038.22 N/A 450038.22 390863.79 KRW No 449493.36 390863.79
KSE000720- BN 326980.50 N/A 326980.50 261495.14 KRW No 326980.50 261495.14
KSE011210- BP 255741.25 N/A 255741.25 222383.69 KRW No 264276.02 222383.69
KSE008770- BQ 134240.71 N/A 134240.71 116582.21 KRW No 134069.54 116582.21
KSE035250- BS 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE138930- BT 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE139130- BV 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE114090- BW 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE011070- BY 824599.77 N/A 824599.77 717043.28 KRW No 832772.73 717043.28
KSE005940- BZ 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE034730- C1 863537.03 N/A 863537.03 749636.09 KRW No 862081.51 749636.09
KSE011780- C3 403938.53 N/A 403938.53 351250.90 KRW No 407942.18 351250.90
KSE018260- C5 518978.87 N/A 518978.87 451285.98 KRW No 520122.72 451285.98
KSE090430- C6 350022.40 N/A 350022.40 304367.30 KRW No 360491.65 304367.30
KSE030000- C7 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE028260- C8 836132.57 N/A 836132.57 727071.80 KRW No 859419.89 727071.80
KSE000880- C9 359248.70 N/A 359248.70 312390.18 KRW No 375809.38 312390.18
KSE088350- CA 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE086280- CC 740986.46 N/A 740986.46 644336.05 KRW No 748330.75 644336.05
KSE001450- CE 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE035720- CF 165208.27 N/A 165208.27 143659.37 KRW No 165845.72 143659.37
KSE046890- CJ 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE069080- CK 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE096530- CL 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE022100- CN 122220 N/A 122220 105300.06 KRW No 126795.30 105300.06
KSE068270- CP 606619.53 N/A 606619.53 523993.16 KRW No 602592.14 523993.16
KSE122870- CQ 199399.15 N/A 199399.15 172491.52 KRW No 198365.25 172491.52
KSE051900- CR 762610.64 N/A 762610.64 663139.69 KRW No 780169.21 663139.69
KSE002790- CS 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE000810- CT 1403781.82 N/A 1403781.82 1219725.70 KRW No 1402684.56 1219725.70
KSE008930- CV 109693.44 N/A 109693.44 92388.26 KRW No 106246.50 92388.26
KSE021240- CW 219412.72 N/A 219412.72 190793.67 KRW No 221587.43 190793.67
KSE128940- CX 1276049.91 N/A 1276049.91 1094368.44 KRW No 1258523.70 1094368.44
KSE018880- CY 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE005830- D0 356942.12 N/A 356942.12 310384.45 KRW No 358479.97 310384.45
KSE097950- D1 605192.22 N/A 605192.22 522739.57 KRW No 601150.51 522739.57
KSE009240- D2 131174.16 N/A 131174.16 111693.27 KRW No 128447.26 111693.27
KSE002380- D3 1265731.78 N/A 1265731.78 1100636.33 KRW No 1298277.06 1100636.33
KSE012750- D5 220854.33 N/A 220854.33 192047.25 KRW No 223043.33 192047.25
KSE000100- D6 311098.99 N/A 311098.99 270520.86 KRW No 312182.45 270520.86
KSE051600- D7 160432.46 N/A 160432.46 139146.50 KRW No 160018.48 139146.50
KSE069960- D8 277077.05 N/A 277077.05 240936.56 KRW No 281823.29 240936.56
KSE004370- DA 1189326.59 N/A 1189326.59 1034197.03 KRW No 1231114.56 1034197.03
KSE079550- DB 1567231.80 N/A 1567231.80 1341322.19 KRW No 1542520.52 1341322.19
KSE204320- DC 223416 N/A 223416 160958.66 KRW No 223416 160958.66
KSE004170- DD 823158.14 N/A 823158.14 715789.69 KRW No 836316.83 715789.69
KSE161890- DE 186411.42 N/A 186411.42 160206.51 KRW No 184237.49 160206.51
KSE111770- DG 281385 N/A 281385 211853.69 KRW No 281385 211853.69
KSE006650- DJ 525165 N/A 525165 393621.64 KRW No 525165 393621.64
KSE192820- DK 540026.34 N/A 540026.34 469588.125 KRW No 548378.80 469588.125
KSE039130- DN 132627.93 N/A 132627.93 115328.63 KRW No 137942.47 115328.63
KSE086900- DP 345120.93 N/A 345120.93 300105.16 KRW No 345541.61 300105.16
KSE078340- DR 101065.61 N/A 101065.61 77345.40 KRW No 88947.21 77345.40
KSE035760- DT 183414.93 N/A 183414.93 156696.51 KRW No 180200.99 156696.51
KSE056190- DV 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE241560- DW 179702.16 N/A 179702.16 155192.23 KRW No 178471.06 155192.23
KSE012630- DX 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE017800- DY 256777.40 N/A 256777.40 222885.12 KRW No 256317.88 222885.12
KSE240810- E0 224950.81 N/A 224950.81 192297.97 KRW No 221142.66 192297.97
KSE091700- E3 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE041510- E4 323785.15 N/A 323785.15 281552.30 KRW No 326994.35 281552.30
KSE251270- E5 144449.12 N/A 144449.12 125607.93 KRW No 146880.82 125607.93
KSE003670- E8 614218.50 N/A 614218.50 473098.125 KRW No 614218.50 473098.125
KSE316140- EB 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE009420- EE 247260 N/A 247260 164840 KRW No 247260 164840
KSE035900- EF 202113.69 N/A 202113.69 172240.80 KRW No 198076.92 172240.80
KSE028670- EH 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE011790- EJ 305620.88 N/A 305620.88 265757.29 KRW No 308650.04 265757.29
KSE093370- EL 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE375500- ER 123689.96 N/A 123689.96 107556.48 KRW No 125415.91 107556.48
KSE028050- ET 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE272210- EV 262084.33 N/A 262084.33 227899.41 KRW No 265681.97 227899.41
KSE293490- EX 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE247540- EY 481140 N/A 481140 365541.64 KRW No 481140 365541.64
KSE253450- EZ 131330.48 N/A 131330.48 114200.42 KRW No 133632.17 114200.42
KSE200130- F1 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE036540- F2 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE000250- F4 891405 N/A 891405 699493.28 KRW No 891405 699493.28
KSE373220- F5 1127337.36 N/A 1127337.36 980293.36 KRW No 1133511.01 980293.36
KSE323410- F6 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE377300- F7 158193 N/A 158193 121847.21 KRW No 158193 121847.21
KSE259960- F8 674672.52 N/A 674672.52 586671.76 KRW No 676359.52 586671.76
KSE302440- F9 140700.94 N/A 140700.94 122348.64 KRW No 142095.49 122348.64
KSE011200- FA 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE361610- FB 84530.75 N/A 84530.75 73505 KRW No 84530.75 73505
KSE352820- FC 970202.17 N/A 970202.17 843654.06 KRW No 974818.29 843654.06
KSE329180- FD 1793360.31 N/A 1793360.31 1559443.75 KRW No 1811135.18 1559443.75
KSE402340- FE 1614097.50 N/A 1614097.50 1119439.92 KRW No 1614097.50 1119439.92
KSE326030- FF 347139.20 N/A 347139.20 301860.18 KRW No 352579.85 301860.18
KSE383220- FG 190003.92 N/A 190003.92 165220.80 KRW No 193887.14 165220.80
KSE267250- FH 680438.96 N/A 680438.96 591686.05 KRW No 682183.14 591686.05
KSE271560- FJ 318012.03 N/A 318012.03 274030.86 KRW No 315135.49 274030.86
KSE138040- FK 303890.96 N/A 303890.96 264253.01 KRW No 309902.96 264253.01
KSE263750- FL 113454.54 N/A 113454.54 98656.12 KRW No 114579.05 98656.12
KSE066970- FM 487519.50 N/A 487519.50 325013 KRW No 487519.50 325013
KSE112040- FN 92268 N/A 92268 73505 KRW No 92268 73505
KSE196170- FP 1779330 N/A 1779330 1298700.70 KRW No 1779330 1298700.70
KSE058470- FQ 190695.15 N/A 190695.15 162212.24 KRW No 186544.07 162212.24
London Metals Exchange (LMEOTC)

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

Exchange LMEOTC Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
LMEOTCAH- AH 5582.01 N/A 5582.01 4853.92 USD No 5492.55 4776.13
LMEOTCCA- CA 28452.06 N/A 28452.06 24740.33 USD No 26199.59 22782.25
LMEOTCPB- PB 4284.36 N/A 4284.36 3725.50 USD No 4785.70 4161.45
LMEOTCSNLME- SN 89813.07 N/A 89813.07 78051.64 USD No 52114.23 45289.63
LMEOTCZSLME- ZS 7873.21 N/A 7873.21 6846.25 USD No 8137.31 7075.91
Euronext France (MATIF)

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

Exchange MATIF Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MATIFEBM- EBM 755.759 N/A 755.759 657.181 EUR Yes 1296.39 1127.30
MATIFECO- ECO 1542.98 N/A 1542.98 1341.73 EUR Yes 1891.31 1644.62
MATIFEMA- EMA 994.214 N/A 994.214 864.534 EUR No 1188.98 1033.90
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
MEFFRVFCC1- FCI 256.931 N/A 256.931 223.336 EUR No 256.836 223.336
MEFFRVIBEX35- IBX 11270.38 9800.06 16100.55 14000.09 EUR No 16100.55 14000.09
MEFFRVIBEX- MIX 1127.02 980.006 1610.04 1400.01 EUR Yes 1610.04 1400.01
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUA- DA 7697.12 N/A 7697.12 6693.14 MXN No 14414.23 12534.11
MEXDEREURO- EU 22553.70 N/A 22553.70 19611.91 MXN No 22624.05 19673.08
MEXDERIPC- IPC 68874.52 N/A 68874.52 59880.50 MXN Yes 2 59954.96 52125.71
MEXDERIPC- MIP 13777.14 N/A 13777.14 11976.10 MXN No 11992.94 10425.14
Euronext France (MONEP)

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

Exchange MONEP Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MONEPEPEU- EPE 3561.91 N/A 3561.91 3097.31 EUR No 3561.91 3097.31
MONEPEPRA- EPR 3511.43 N/A 3511.43 3053.42 EUR No 3511.43 3053.42
MONEPCAC40- FCE 4756.02 4135.67 6794.31 5908.10 EUR Yes 5193.96 4516.49
MONEPFEF- FEF 14413.50 N/A 14413.50 12533.48 EUR No 14413.50 12533.48
MONEPFEO- FEO 10478.18 N/A 10478.18 9111.46 EUR No 10478.18 9111.46
MONEPCAC40- MFC 475.602 413.567 679.431 590.81 EUR No 519.396 451.649
National Stock Exchange of India (NSE)

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

Exchange NSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NSEBANKNIFTY- BANKNIFTY 9920.67 N/A 9920.67 8626.67 INR Yes 9874.78 8586.76
NSEEURINR- EURINR 12143.29 N/A 12143.29 10559.30 INR No 12143.79 10559.30
NSENSEFIN- FINNIFTY 3910.20 N/A 3910.20 3400.18 INR Yes 3889.19 3381.90
NSEGBPINR- GBPINR 14003.03 N/A 14003.03 12176.50 INR No 14003.03 12176.50
NSEJPYINR- JPYINR 6597.38 N/A 6597.38 5736.75 INR No 6597.38 5736.75
NSEMIDCAPSEL- MIDCPNIFTY 1972.61 N/A 1972.61 1715.32 INR Yes 1962.14 1706.21
NSENIFTY50- NIFTY 3650.35 N/A 3650.35 3174.215 INR Yes 3630.73 3157.155
NSEUSDINR- USDINR 10449.19 N/A 10449.19 9086.25 INR Yes 10449.19 9086.25
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APR- 30C 3021.98 N/A 3021.98 2627.80 USD No 2661.38 2314.25
NYBOTAC- AC 75267.50 N/A 75267.50 65450 USD No 75267.50 65450
NYBOTCC- CC 10014.16 N/A 10014.16 8707.97 USD Yes 8693.61 7559.66
NYBOTCT- CT 1532.62 N/A 1532.62 1332.68 USD Yes 2053.40 1785.56
NYBOTDX- DX 2278.52 N/A 2278.52 1981.32 USD Yes 2784.77 2421.54
NYBOTNYFANG- FNG 16244.69 N/A 16244.69 14123.44 USD No 16244.69 14123.44
NYBOTKC- KC 21887.19 N/A 21887.19 19032.34 USD Yes 22504.33 19568.99
NYBOTOJ- OJ 9364.43 N/A 9364.43 8142.99 USD Yes 5189.27 4512.41
NYBOTRS- RS 1116.26 N/A 1116.26 970.664 CAD No 1314.15 1142.74
NYBOTSB- SB 1610.38 N/A 1610.38 1400.33 USD Yes 1431.27 1244.58
NYBOTSF- SF 2479.83 N/A 2479.83 2156.37 USD No 1906.06 1657.44
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBB- BB 16250.00 N/A 16250.00 13000 USD No 16250 13000
NYMEXBZ- BZ 16880.00 N/A 16880.00 13000 USD Yes 16250 13000
NYMEXCL- CL 16810.00 N/A 16810.00 13000 USD Yes 16250 13000
NYMEXHH- HH 10247.31 N/A 10247.31 8910.70 USD No 10797.34 8910.70
NYMEXHHW- HHW 10247.31 N/A 10247.31 8910.70 USD No 10247.31 8910.70
NYMEXHO- HO 26720.40 N/A 26720.40 20160 USD Yes 25200 20160
NYMEXHP- HP 10247.70 N/A 10247.70 8910.70 USD No 10797.73 8910.70
NYMEXMCL- MCL 1679.00 N/A 1679.00 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 1024.73 N/A 1024.73 891.07 USD No 1079.73 891.07
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 10247.31 N/A 10247.31 8910.70 USD Yes 10797.31 8910.70
NYMEXPA- PA 38622.75 N/A 38622.75 33585.00 USD No 38358.23 27937.59
NYMEXPL- PL 20784.95 N/A 20784.95 18073.87 USD No 27090.65 18978.83
NYMEXQG- QG 2561.83 N/A 2561.83 2227.68 USD No 2699.34 2227.68
NYMEXQM- QM 8764.69 N/A 8764.69 6727.75 USD No 8409.69 6727.75
NYMEXRB- RB 22407 N/A 22407 17640 USD Yes 22050 17640
NYMEXTT- TT 4433.71 N/A 4433.71 3855.40 USD No 4962.74 4315.43
New York Stock Exchange/Liffe (NYSE LIFFE)

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

Exchange NYSELIFFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYSELIFFEM1MSA- ASN 7374.51 N/A 7374.51 6411.43 USD No 7374.51 6411.43
NYSELIFFEM1EU- EU9 5582.75 N/A 5582.75 4853.69 USD No 5582.75 4853.69
NYSELIFFEM1JP- JPP 14055.17 N/A 14055.17 12221.88 USD No 14055.17 12221.88
NYSELIFFEMXEA- MFS 6251.68 5436.25 8930.98 7766.07 USD No 8930.98 7766.07
NYSELIFFEMXEF- MME 3496.09 3040.08 4994.42 4342.97 USD No 4994.42 4342.97
NYSELIFFEMXUS- MUN 68352.23 N/A 68352.23 59436.72 USD No 68352.23 59436.72
Nasdaq OMX - Stockholm (OMS)

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

Exchange OMS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OMSOMXESG- OMXESG 28436.02 N/A 28436.02 24721 SEK No 28436.01 24721
OMSOMXS30- OMXS30 20777.96 18067.79 29682.80 25811.13 SEK Yes 29682.80 25811.13
Osaka Securities Exchange (OSE.JPN)

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

Exchange OSE.JPN Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
OSE.JPNN225- 225 3277363.90 2849881.65 4681948.43 4071259.50 JPY Yes 4681948.43 4071259.50
OSE.JPNN225M- 225M 327736.39 284988.17 468194.84 407125.95 JPY Yes 468194.84 407125.95
OSE.JPNN225MC- 225MC 32773.64 28498.82 46819.48 40712.60 JPY No 46819.48 40712.60
OSE.JPNJPNK400- 400 226296.13 N/A 226296.13 196771.20 JPY No 226296.13 196771.20
OSE.JPNTPXC30- C30 177798.97 N/A 177798.97 154607.80 JPY No 177798.97 154607.80
OSE.JPNDJIA- DJIA 658144.95 N/A 658144.95 572007.07 JPY No 658144.95 572007.07
OSE.JPNJGB- JBL 1903937.59 N/A 1903937.59 1655597.91 JPY Yes 1903937.59 1655597.91
OSE.JPNMJ- JBLM 190393.76 N/A 190393.76 165559.79 JPY No 190393.76 165559.79
OSE.JPNTSEMOTHR- MOTH 63226.23 N/A 63226.23 54978 JPY No 63226.23 54978
OSE.JPNNKVI- NVI 184287.50 N/A 184287.50 160250 JPY No 182142.31 158384.62
OSE.JPNTSEREIT- REIT 167984.17 N/A 167984.17 146040.93 JPY No 167984.17 146040.93
OSE.JPNTOPX- TPX 1821249.72 1583695.40 2601785.31 2262422.01 JPY No 2601785.31 2262422.01
OSE.JPNMNTPX- TPXM 182124.97 158369.54 260178.53 226242.20 JPY No 260178.53 226242.20
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOIL- COIL 16250 N/A 16250 13000 USD No 16250 13000
QBALGOIEUGOIL- GOIL 12997.73 N/A 12997.73 10398.19 USD No 12997.73 10398.19
QBALGOIEUWTI- WTI 16250 N/A 16250 13000 USD No 16250 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 10014.16 N/A 10014.16 8707.97 USD No 8693.61 7559.66
QBALGOIUSCT- CT 1532.62 N/A 1532.62 1332.68 USD No 2053.40 1785.56
QBALGOIUSDX- DX 2278.52 N/A 2278.52 1981.32 USD No 2784.77 2421.54
QBALGOIUSKC- KC 21887.19 N/A 21887.19 19032.34 USD No 22504.33 19568.99
QBALGOIUSOJ- OJ 9364.43 N/A 9364.43 8142.99 USD No 5189.27 4512.41
QBALGOIUSSB- SB 1610.38 N/A 1610.38 1400.33 USD No 1431.27 1244.58
Singapore Exchange (SGX)

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

Exchange SGX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SGXAJ- AJ 311676.32 N/A 311676.32 271022.87 JPY No 318072.92 276585.14
SGXAU- AU 1715.07 N/A 1715.07 1491.36 USD No 1703.44 1481.25
SGXXINA50- CN 1471.60 1279.66 2102.29 1828.08 USD No 2102.29 1828.08
SGXCY- CY 4146.04 N/A 4146.04 3605.25 USD No 4146.04 3605.25
SGXXIN0I- FCH 4068.47 N/A 4068.47 3537.79 USD No 4068.47 3537.79
SGXSCI- FEF 1265 N/A 1265 1100 USD No 1265 1100
SGXWIIDN- FID 998.917 N/A 998.917 868.597 USD No 998.917 868.597
SGXFIVNM30- FVN 1755.90 N/A 1755.90 1526.87 USD No 1755.90 1526.87
SGXINR- INR 10440.28 N/A 10440.28 9078.50 USD No 10440.28 9078.50
SGXINX- INX 10446.60 N/A 10446.60 9084.00 USD No 10446.60 9084.00
SGXIU- IU 2530.92 N/A 2530.92 2200.80 USD No 2530.92 2200.80
SGXSGB- JB 315119.48 N/A 315119.48 273973.80 JPY No 315120.08 273973.80
SGXKJ- KJ 313089.70 N/A 313089.70 272251.91 JPY No 313644.11 272734.01
SGXKRW- KRW 9767.99 N/A 9767.99 8492.50 USD No 9762.23 8487.49
SGXKU- KU 1953.275 N/A 1953.275 1698.50 USD No 1952.12 1697.50
SGXMTWN- MTWN 442.754 385.003 632.506 550.005 USD No 632.506 550.005
SGXMUC- MUC 5991.10 N/A 5991.10 5209.65 CNH No 5991.07 5209.63
SGXNKYDIV- ND 1846900 N/A 1846900 1606000 JPY No 1846900 1606000
SGXNIFTY- NIFTY 2093.00 1820.00 2990.00 2600.00 USD No 2990.00 2600.00
SGXSGXNK- NK 1320200 1148000 1886000 1640000 JPY Yes 1886000 1640000
SGXSGXNKM- NS 264040 229600 377200 328000 JPY No 377200 328000
SGXN225U- NU 69210.84 N/A 69210.84 60183.34 USD No 69210.84 60183.34
SGXSSG- SGP 1840.63 1600.55 2629.48 2286.50 SGD Yes 2 2629.47 2286.50
SGXSND- SND 6173.15 N/A 6173.15 5367.96 SGD No 6624.32 5760.28
SGXSTI- ST 5699.80 N/A 5699.80 4956.35 SGD No 5699.80 4956.35
SGXTD- TD 2544.87 N/A 2544.87 2212.79 USD No 2547.16 2214.78
SGXTSR20- TF 759 N/A 759 660 USD No 759 660
SGXTONA- TONA 36800.00 N/A 36800.00 32000.00 JPY No 36800.25 32000.00
SGXSGXTU- TU 1970.54 N/A 1970.54 1713.51 USD No 1970.54 1713.51
SGXTWD- TWD 7632.32 N/A 7632.32 6635.37 USD No 7641.13 6644.33
SGXTWN- TWN 4427.54 3850.03 6325.06 5500.05 USD No 6325.06 5500.05
SGXUC- UC 23963.70 N/A 23963.70 20838 CNH Yes 23963.70 20838
SGXUJ- UJ 8624221.80 N/A 8624221.80 7499322.43 JPY No 8589527.89 7469154.69
SGXUS- US 1543.23 N/A 1543.23 1341.94 SGD No 1656.03 1440.02
SGXUY- UY 1725074.98 N/A 1725074.98 1500056.84 JPY No 1718127.89 1494024.25
SGXC52- YCDD 1268.47 N/A 1268.47 1103.02 SGD No 1281.95 1103.02
SGXD05- YDBS 5611.67 N/A 5611.67 4879.71 SGD No 5679.31 4879.71
SGXG13- YGEN 629.924 N/A 629.924 547.76 SGD No 636.651 547.755
SGXBN4- YKEP 5643.42 N/A 5643.42 4907.32 SGD No 5688.90 4907.32
SGXO39- YOCB 7055.14 N/A 7055.14 6134.90 SGD No 7114.50 6134.90
SGXZ74- YSTT 3874.46 N/A 3874.46 3369.10 SGD No 3915.09 3369.09
SGXY92- YTBE 793.879 N/A 793.879 690.33 SGD No 806.049 690.32
SGXU11- YUOB 6340.65 N/A 6340.65 5513.61 SGD No 6413.05 5513.61
SGXF34- YWIL 2735.42 N/A 2735.42 2378.63 SGD No 2762.92 2378.63
SGXBS6- YYZJ 31780.61 N/A 31780.61 7183.40 SGD No 8327.91 7183.40
SGXZEEL- ZZEE 311.027 N/A 311.027 268.817 USD No 309.139 268.817
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPI- AP 12198.97 10607.80 17427.10 15154 AUD Yes 17427.10 15154
SNFEIB- IB 626.817 N/A 626.817 545.052 AUD No 626.812 545.052
SNFEIR- IR 1399.19 N/A 1399.19 1216.69 AUD No 1399.19 1216.69
SNFEXT- XT 3018.76 N/A 3018.76 2625.01 AUD No 3018.78 2625.01
SNFEYT- YT 1236.25 N/A 1236.25 1075 AUD No 1236.26 1075

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 Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time5 Regular Trading Session End Time5,6
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5
Exchange Symbol Description Regular Trading Session Start Time4 Regular Trading Session End Time4,5

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 'Regular Trading Session Start Time' and 'Regular Trading Session End Time' columns are shown in local exchange time.
  • 5. Intraday Margin will end 15 minutes prior to 'Regular Trading Session End 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.




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

Mutual Funds


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.