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
BELFOXBFXBEL 20 INDEX BXF 9091.96 N/A 9091.96 7576.63 EUR Yes 2 9091.96 7576.63
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 8750 N/A 8750 7000 MYR No 8750 7000
BURSAMYFBMKLCIFKLI FKLI 3500 2800 5000 4000 MYR No 5000 4000
Chicago Board Of Trade (CBOT)

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

Exchange CBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CBOT10Y10 YEAR MICRO TREASURY YIELD 10Y 672.005 N/A 672.005 560 USD No 672.005 560
CBOT2YY2 YEAR MICRO TREASURY YIELD 2YY 1109.77 N/A 1109.77 924.375 USD No 1109.77 924.375
CBOT30Y30 YEAR MICRO TREASURY YIELD 30Y 745.307 N/A 745.307 621.089 USD No 745.307 621.089
CBOT5YY5 YEAR MICRO TREASURY YIELD 5YY 4113.05 N/A 4113.05 3427.54 USD No 4113.05 3427.54
CBOTAIGCIBLOOMBERG COMMODITY INDEX AW 944.168 N/A 944.168 786.644 USD No 944.168 786.644
CBOTACETHANOL -CME EH 5880 N/A 5880 4900 USD No 5880 4900
CBOTKEHARD RED WINTER WHEAT -KCBOT- KE 3278.09 N/A 3278.09 2731.74 USD Yes 3278.09 2731.74
CBOTMTNMICRO ULTRA 10-YEAR U.S TREASURY NOTE MTN 635.001 N/A 635.001 528.62 USD No 634.964 528.62
CBOTMWNMICRO ULTRA US TREASURY BOND MWN 1293.03 N/A 1293.03 1077.18 USD No 1293.05 1077.18
CBOTMYMMICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX MYM 833.718 724.9725 1191.03 1035.675 USD No 1191.03 1035.675
CBOTDJUSREDOW JONES US REAL ESTATE INDEX RX 4647.92 N/A 4647.92 3873.26 USD No 4647.92 3873.26
CBOTTNULTRA 10-YEAR US TREASURY NOTE TN 5068.94 N/A 5068.94 4223.80 USD No 5068.56 4223.80
CBOTTWE20-YEAR U.S. TREASURY BOND TWE 5625 N/A 5625 4500.05 USD No 5625 4500.05
CBOTUBULTRA TREASURY BOND UB 8927.67 N/A 8927.67 7439.73 USD Yes 8927.92 7439.73
CBOTYCMINI SIZED CORN FUTURES XC 336.925 N/A 336.925 280.771 USD No 336.925 280.771
CBOTYKMINI SIZED SOYBEAN FUTURES XK 828.616 N/A 828.616 690.513 USD No 828.616 690.513
CBOTYWMINI SIZED WHEAT FUTURES XW 687.813 N/A 687.813 573.178 USD No 687.813 573.178
CBOTYIA1-YEAR ERIS SOFR SWAP FUTURES YIA 60 N/A 60 50 USD No 60 50
CBOTYIC3-YEAR ERIS SOFR SWAP FUTURES YIC 78 N/A 78 65 USD No 78 65
CBOTYID4-YEAR ERIS SOFR SWAP FUTURES YID 123.15 N/A 123.15 102.625 USD No 123.152 102.625
CBOTYIT2-YEAR ERIS SOFR SWAP FUTURES YIT 306.757 N/A 306.757 255.629 USD No 306.755 255.629
CBOTYIW5-YEAR ERIS SOFR SWAP FUTURES YIW 240 N/A 240 200 USD No 240 200
CBOTYME-MINI DOW JONES INDUSTRIAL AVERAGE YM 8337.18 7249.725 11910.26 10356.75 USD Yes 11910.26 10356.75
CBOTZ3N3 YEAR US TREASURY NOTE Z3N 3658.80 N/A 3658.80 3048.89 USD No 3658.80 3048.89
CBOTZBUS TREASURY BOND ZB 6972.90 N/A 6972.90 5810.75 USD Yes 6973.15 5810.75
CBOTZCCORN FUTURES ZC 1684.62 N/A 1684.62 1403.85 USD Yes 1684.62 1403.85
CBOTZF5 YEAR US TREASURY NOTE ZF 2431.97 N/A 2431.97 2026.59 USD Yes 2431.91 2026.59
CBOTZLSOYBEAN OIL FUTURES ZL 2791.00 N/A 2791.00 2325.83 USD Yes 2791.00 2325.83
CBOTZMSOYBEAN MEAL FUTURES ZM 3820.40 N/A 3820.40 3183.67 USD Yes 3820.40 3183.67
CBOTZN10 YEAR US TREASURY NOTE ZN 3504.75 N/A 3504.75 2920.62 USD Yes 3504.87 2920.62
CBOTZOOAT FUTURES ZO 5561.51 N/A 5561.51 4634.58 USD Yes 5561.51 4634.58
CBOTZQ30 DAY FED FUNDS ZQ 601.307 N/A 601.307 501.082 USD Yes 2 601.299 501.082
CBOTZRROUGH RICE FUTURES ZR 4992.19 N/A 4992.19 4160.04 USD Yes 4992.19 4160.04
CBOTZSSOYBEAN FUTURES ZS 4143.08 N/A 4143.08 3452.57 USD Yes 4143.08 3452.57
CBOTZT2 YEAR US TREASURY NOTE ZT 1895.17 N/A 1895.17 1579.21 USD Yes 1895.05 1579.21
CBOTZWWHEAT FUTURES ZW 3439.07 N/A 3439.07 2865.89 USD Yes 3439.07 2865.89
Montreal Exchange (CDE)

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

Exchange CDE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
CDECGB10 YEAR GOVERNMENT OF CANADA BONDS CGB 4058.87 N/A 4058.87 3382.39 CAD No 4058.88 3382.39
CDECGF5 YEAR GOVERNMENT OF CANADA BONDS CGF 2348.85 N/A 2348.85 1957.37 CAD No 2348.85 1957.37
CDECGZ2 YEAR GOVERNMENT OF CANADA BONDS CGZ 837.123 N/A 837.123 697.603 CAD No 837.124 697.603
CDECRA3 MONTH CORRA CRA 522.884 N/A 522.884 435.736 CAD No 522.891 435.736
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXF 12439.13 10365.94 17770.19 14808.48 CAD No 17770.18 14808.48
CDETSE60S&P CANADA 60 INDEX FUTURES (OLD TSE60) SXM 12218.23 N/A 12218.23 10181.86 CAD No 12218.23 10181.86
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 10437.65 N/A 10437.65 8698.04 CHF Yes 10437.65 8698.04
CEDXBDE40G- DE40F 13937.31 N/A 13937.31 11614.42 EUR Yes 13937.31 11614.42
CEDXBES35P- ES35F 10435.97 N/A 10435.97 8696.65 EUR Yes 10435.97 8696.65
CEDXBEZ50P- EZ50F 3940.17 N/A 3940.17 3283.47 EUR Yes 3940.17 3283.47
CEDXBFR40P- FR40F 5740.32 N/A 5740.32 4783.60 EUR Yes 5740.32 4783.60
CEDXBIT40P- IT40F 7614.02 N/A 7614.02 6345.02 EUR Yes 7614.02 6345.02
CEDXBNL25P- NL25F 7563.27 N/A 7563.27 6302.72 EUR Yes 7563.27 6302.72
CEDXBNO25G- NO25F 9909.29 N/A 9909.29 8257.74 NOK Yes 9909.29 8257.74
CEDXBSE30P- SE30F 23124.97 N/A 23124.97 19270.80 SEK Yes 23124.97 19270.80
CEDXBUK100P- UK100F 5787.29 N/A 5787.29 4822.74 GBP Yes 5787.29 4822.74
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 10517.39 N/A 10517.39 8754.02 USD No 10517.39 8754.02
CFEIBXXIBIGIBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR IBIG 13404.92 N/A 13404.92 11157.33 USD No 13404.92 11157.33
CFEVIXCBOE VOLATILITY INDEX VX 11091.96 N/A 11091.96 9243.30 USD No 26492.11 22076.76
CFEVIXCBOE VOLATILITY INDEX VX39 9915 N/A 9915 8262.50 USD No 27341.25 22784.375
CFEVIXCBOE VOLATILITY INDEX VX40 9915 N/A 9915 8262.50 USD No 26966.25 22471.88
CFEVIXCBOE VOLATILITY INDEX VX41 9915 N/A 9915 8262.50 USD No 26837.29 22364.41
CFEVIXCBOE VOLATILITY INDEX VX43 9054.02 N/A 9054.02 7545.02 USD No 26329.82 21941.52
CFEVIXCBOE VOLATILITY INDEX VX44 8365.12 N/A 8365.12 6970.93 USD No 26432.44 22027.04
CFEVXMMINI CBOE VOLATILITY INDEX FUTURES VXM 1109.20 N/A 1109.20 924.33 USD No 2649.18 2207.65
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 2588.56 N/A 2588.56 2157.13 USD Yes 2588.56 2157.13
CMEGBPBRITISH POUND 6B 2437.32 N/A 2437.32 2031.10 USD Yes 2437.32 2031.10
CMECADCANADIAN DOLLAR 6C 1751.74 N/A 1751.74 1459.78 USD Yes 1751.74 1459.78
CMEEUREUROPEAN MONETARY UNION EURO 6E 3684.13 N/A 3684.13 3070.11 USD Yes 3684.13 3070.11
CMEJPYJAPANESE YEN 6J 4197.07 N/A 4197.07 3497.56 USD Yes 4203.32 3497.56
CMEBREBRAZILIAN REAL 6L 1849.55 N/A 1849.55 1345.125 USD Yes 2 1849.55 1345.125
CMEMXPMEXICAN PESO 6M 1920.01 N/A 1920.01 1600.01 USD Yes 1920.01 1600.01
CMENZDNEW ZEALAND DOLLAR 6N 2280.29 N/A 2280.29 1900.25 USD Yes 2 2280.29 1900.25
CMERUR *RUSSIAN RUBLE IN US DOLLARS 6R 32325 N/A 32325 26937.50 USD Yes 2 32325 26937.50
CMECHFSWISS FRANC 6S 5361.075 N/A 5361.075 4467.56 USD Yes 5361.075 4467.56
CMEZARSOUTH AFRICAN RAND 6Z 2349.02 N/A 2349.02 1957.375 USD No 2349.02 1957.375
CMEACDXAUSTRALIAN DOLLAR ACD 18282.77 N/A 18282.77 15235.64 CAD No 18282.77 15235.64
CMEAJYAUSTRALIAN DOLLAR AJY 2361365.42 N/A 2361365.42 1960435.71 JPY No 2361365.82 1960435.71
CMEBQXCME E-MINI NASDAQ BIOTECHNOLOGY BIO 30620.00 N/A 30620.00 25516.67 USD No 30620.00 25516.67
CMEBOSBOSTON HOUSING INDEX BOS 5079.00 N/A 5079.00 4232.50 USD No 5079.00 4232.50
CMEBRRCME CF BITCOIN REFERENCE RATE BTC 148088.52 N/A 148088.52 115179.96 USD Yes 148088.53 115179.96
CMEBTCEURRRCME CF BITCOIN-EURO REFERENCE RATE BTE 162450 N/A 162450 135375 EUR No 324900 270750
CMECBCME CASH-SETTLED BUTTER FUTURES CB 7149.23 N/A 7149.23 5957.69 USD No 7149.23 5957.69
CMECHICHICAGO HOUSING INDEX CHI 3090 N/A 3090 2575 USD No 3090 2575
CMECLPCHILEAN PESO CHP 7613.50 N/A 7613.50 6344.58 USD No 7623.50 6344.58
CMECJYCANADIAN DOLLAR CJY 3217707.59 N/A 3217707.59 2681422.99 JPY No 3217707.99 2681422.99
CMECNHUNITED STATES DOLLAR CNH 25387.71 N/A 25387.71 21136.50 CNH No 25387.71 21136.50
CMECSCCHEESE CSC 6136.98 N/A 6136.98 5114.14 USD No 6136.98 5114.14
CMECUSHOUSING INDEX COMPOSITE CUS 5241.00 N/A 5241.00 4367.50 USD No 5241.00 4367.50
CMECZKCZECH KORUNA CZK 20996.72 N/A 20996.72 17497.27 USD Yes 2 20996.72 17497.27
CMEDAMILK CLASS III INDEX DC 7338.97 N/A 7338.97 6115.81 USD Yes 7338.97 6115.81
CMEDENDENVER HOUSING INDEX DEN 4770 N/A 4770 3975 USD No 4770 3975
CMEDYCME DRY WHEY INDEX DY 4340.69 N/A 4340.69 3617.24 USD No 4340.69 3617.24
CMEE7EUROPEAN MONETARY UNION EURO E7 1842.07 N/A 1842.07 1535.05 USD No 1842.07 1535.05
CMEEADEUROPEAN MONETARY UNION EURO EAD 15948.25 N/A 15948.25 13269.91 AUD No 15948.25 13269.91
CMEECDEUROPEAN MONETARY UNION EURO ECD 9908.53 N/A 9908.53 8249.53 CAD No 9908.53 8249.53
CMEECKCZECH KORUNA ECK 9528.96 N/A 9528.96 7940.80 EUR No 9528.96 7940.80
CMEEHFHUNGARIAN FORINT EHF 8575.36 N/A 8575.36 7146.14 EUR Yes 2 8575.36 7146.14
CMEEMDE-MINI S&P MIDCAP 400 FUTURES EMD 24745.52 N/A 24745.52 20621.26 USD Yes 2 24745.52 20621.26
CMENIYYEN DENOMINATED NIKKEI 225 INDEX ENY 275508.42 187152.21 393583.45 267360.29 JPY No 393583.45 267360.29
CMEEPZPOLISH ZLOTY EPZ 8588.52 N/A 8588.52 7157.10 EUR Yes 2 8588.52 7157.10
CMEESE-MINI S&P 500 ES 16748.51 10296.07 23926.44 14708.67 USD Yes 23926.44 14708.67
CMESPXESUPE-MINI S&P 500 ESG ESG 22201.98 N/A 22201.98 18501.65 USD No 22201.99 18501.65
CMEESTREURO SHORT-TERM RATE ESR 360 N/A 360 300 EUR No 360 300
CMEETHEURRRCME CF ETHER-EURO REFERENCE RATE ETE 65730 N/A 65730 54775 EUR No 131460 109550
CMEETHUSDRRCME CF ETHER-DOLLAR REFERENCE RATE ETH 79281.82 N/A 79281.82 66068.18 USD Yes 158563.64 132136.36
CMEGSCIS&P-GSCI INDEX GD 27690.29 N/A 27690.29 23075.24 USD No 27690.29 23075.24
CMEGDKCLASS IV MILK - 200K LBS GDK 5110.30 N/A 5110.30 4258.58 USD No 5110.30 4258.58
CMEGFFEEDER CATTLE GF 8705.48 N/A 8705.48 7254.57 USD Yes 8705.48 7254.57
CMENFNON FAT DRY MILK INDEX GNF 7376.06 N/A 7376.06 6146.71 USD No 7376.06 6146.71
CMEHELEAN HOGS HE 3909.61 N/A 3909.61 3258.00 USD Yes 3909.61 3258.00
CMEHUFHUNGARIAN FORINT HUF 13701.25 N/A 13701.25 11417.71 USD Yes 2 13707.25 11417.71
CMEIBAABOVESPA INDEX - USD IBV 30945.60 N/A 30945.60 25788 USD No 30945.60 25788
CMEILSISRAELI SHEKEL ILS 39158.70 N/A 39158.70 32632.25 USD Yes 2 39158.70 32632.25
CMEJ7JAPANESE YEN J7 2098.53 N/A 2098.53 1748.78 USD No 2101.66 1748.78
CMEKRWKOREAN WON KRW 19196.40 N/A 19196.40 15997 USD Yes 2 12421.20 10351
CMELAVLAS VEGAS HOUSING INDEX LAV 4479.00 N/A 4479.00 3732.50 USD No 4479.00 3732.50
CMELAXLOS ANGELES HOUSING INDEX LAX 6708.00 N/A 6708.00 5590.00 USD No 6708.00 5590.00
CMELBRLUMBER FUTURES LBR 1565.28 N/A 1565.28 1304.30 USD No 1565.28 1304.30
CMELELIVE CATTLE LE 3968.41 N/A 3968.41 3307.01 USD Yes 3968.41 3307.01
CMEM2KMICRO E-MINI RUSSELL 2000 INDEX M2K 618.324 515.27 883.32 736.10 USD No 883.32 736.10
CMEM6AAUSTRALIAN DOLLAR M6A 258.856 N/A 258.856 215.713 USD No 258.856 215.713
CMEM6BBRITISH POUND M6B 243.732 N/A 243.732 203.11 USD No 243.732 203.11
CMEM6EEUROPEAN MONETARY UNION EURO M6E 368.413 N/A 368.413 307.011 USD No 368.413 307.011
CMEMBTMICRO BITCOIN MBT 2961.77 N/A 2961.77 2303.60 USD Yes 2961.77 2303.60
CMEMCDCANADIAN DOLLAR MCD 175.174 N/A 175.174 145.978 USD No 175.174 145.978
CMEMESMICRO E-MINI S&P 500 STOCK PRICE INDEX MES 1674.85 1029.61 2392.64 1470.87 USD Yes 2392.64 1470.87
CMEMETMICRO ETHER MET 158.564 N/A 158.564 132.136 USD Yes 317.127 264.273
CMEMIAMIAMI HOUSING INDEX MIA 6585 N/A 6585 5487.50 USD No 6585 5487.50
CMEMIRINDIAN RUPEE MIR 1429.91 N/A 1429.91 1191.50 USD No 1429.91 1191.50
CMEMNHUNITED STATES DOLLAR MNH 2536.46 N/A 2536.46 2113.64 CNH No 2536.46 2113.64
CMEMNQMICRO E-MINI NASDAQ-100 INDEX MNQ 3144.43 1956.92 4492.05 2795.61 USD Yes 4491.84 2795.61
CMEMSFSWISS FRANC MSF 536.122 N/A 536.122 446.769 USD No 536.138 446.781
CMENIYYEN DENOMINATED NIKKEI 225 INDEX NIY 1122758.20 935631.83 1603940.28 1336616.90 JPY No 1603940.28 1336616.90
CMENKDDOLLAR DENOMINATED NIKKEI 225 INDEX NKD 11018.38 9181.27 15740.54 13116.10 USD No 15740.54 13116.10
CMENOKNORWEGIAN KRONE NOK 26255.98 N/A 26255.98 21850.70 USD No 26255.98 21850.70
CMENQE-MINI NASDAQ 100 NQ 31444.33 19569.25 44920.47 27956.07 USD Yes 44918.44 27956.07
CMENYMNEW YORK HOUSING INDEX NYM 4704.00 N/A 4704.00 3920.00 USD No 4704.00 3920.00
CMEPJYBRITISH POUND PJY 2998966.53 N/A 2998966.53 2492446.90 JPY No 2998966.15 2492446.90
CMEPLNPOLISH ZLOTY PLN 17139.34 N/A 17139.34 14282.78 USD Yes 2 17139.34 14282.78
CMEPSFBRITISH POUND PSF 12424.19 N/A 12424.19 10353.49 CHF No 12424.19 10353.49
CMERFEUROPEAN MONETARY UNION EURO RF 5395.58 N/A 5395.58 4495.45 CHF No 5395.58 4495.45
CMERMBCME CHINESE RENMINBI IN US DOLLAR CROSS RATE RMB 8479.80 N/A 8479.80 7066.50 USD Yes 2 8479.80 7066.50
CMERMECME CHINESE RENMINBI IN EURO CROSS RATE RME 9882.90 N/A 9882.90 8235.75 EUR Yes 2 9883.25 8235.75
CMERPEUROPEAN MONETARY UNION EURO RP 6355.51 N/A 6355.51 5295.625 GBP No 6355.51 5295.625
CMERS1E-MINI RUSSELL 1000 INDEX FUTURES RS1 17068.87 N/A 17068.87 14224.06 USD No 17068.87 14224.06
CMERSGE-MINI RUSSELL 1000 GROWTH INDEX FUTURES RSG 44835.37 N/A 44835.37 37362.81 USD No 44835.37 37362.81
CMERSVE-MINI RUSSELL 1000 VALUE INDEX FUTURES RSV 12177.46 N/A 12177.46 10147.88 USD No 12177.46 10147.88
CMERTYE-MINI RUSSELL 2000 INDEX RTY 6183.24 5152.70 8833.20 7361.00 USD Yes 8833.20 7361.00
CMERYEUROPEAN MONETARY UNION EURO RY 1218398.90 N/A 1218398.90 1015119.11 JPY Yes 2 1218399.28 1015119.11
CMESPXDIVANS&P 500 DIVIDEND POINTS (ANNUAL) INDEX SDA 5374.80 N/A 5374.80 3732.50 USD No 5374.80 3732.50
CMESDGSAN DIEGO HOUSING INDEX SDG 6777.00 N/A 6777.00 5647.50 USD No 6777.00 5647.50
CMESEKSWEDISH KRONA SEK 21944.84 N/A 21944.84 18271.99 USD No 21944.84 18271.99
CMESFRSAN FRANCISCO HOUSING INDEX SFR 5391.00 N/A 5391.00 4492.50 USD No 5391.00 4492.50
CMESGXSHORT GILT SG 287089.99 N/A 287089.99 239241.64 USD No 287089.97 239241.64
CMESIRINDIAN RUPEE SIR 7149.27 N/A 7149.27 5957.50 USD No 7149.27 5957.50
CMESJYSWISS FRANC SJY 4222160.61 N/A 4222160.61 3518467.17 JPY No 4222160.86 3518467.17
CMESMCE-MINI S&P SMALLCAP 600 FUTURES SMC 38046.62 N/A 38046.62 31705.52 USD No 38046.62 31705.52
CMESONIASTERLING OVERNIGHT INDEX AVERAGE SON 1436.72 N/A 1436.72 1197.27 GBP No 1436.73 1197.27
CMESOFR1SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES SR1 388.203 N/A 388.203 323.496 USD No 388.195 323.496
CMESOFR3SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES SR3 510.007 N/A 510.007 425 USD Yes 510 425
CMESVXSCHNEIDER ELECTRIC SE SU 84646.13 N/A 84646.13 70538.44 USD No 84646.13 70538.44
CMETBF313-WEEK US TREASURY BILL TBF3 1043.22 N/A 1043.22 869.34 USD No 1043.22 869.34
CMEWDCWASHINGTON DC HOUSING INDEX WDC 4914.00 N/A 4914.00 4095.00 USD No 4914.00 4095.00
CMEIXBMATERIALS SELECT SECTOR INDEX XAB 16789.40 N/A 16789.40 13991.16 USD No 16789.40 13991.16
CMEIXEENERGY SELECT SECTOR INDEX XAE 14025.39 N/A 14025.39 11687.83 USD No 14025.39 11687.83
CMEIXMFINANCIAL SELECT SECTOR INDEX XAF 17367.13 N/A 17367.13 14472.61 USD No 17367.13 14472.61
CMEIXIINDUSTRIAL SELECT SECTOR INDEX XAI 20314.50 N/A 20314.50 16928.75 USD No 20314.50 16928.75
CMEIXTTECHNOLOGY SELECT SECTOR INDEX - XAK 54551.33 N/A 54551.33 45458.98 USD No 54551.32 45458.98
CMEIXRCONSUMER STAPLES SELECT SECTOR INDEX XAP 8572.91 N/A 8572.91 7144.09 USD No 8572.91 7144.09
CMEIXREREAL ESTATE SELECT SECTOR INDEX XAR 10218.93 N/A 10218.93 8515.78 USD No 10218.93 8515.78
CMEIXUUTILITIES SELECT SECTOR INDEX XAU 10575.40 N/A 10575.40 8812.83 USD No 10575.40 8812.83
CMEIXVHEALTH CARE SELECT SECTOR INDEX XAV 15743.30 N/A 15743.30 13119.42 USD No 15743.30 13119.42
CMEIXYCONSUMER DISCRETIONARY SELECT SECTOR INDEX XAY 42747.28 N/A 42747.28 35622.73 USD No 42747.28 35622.73
COMEX

Exchange COMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
COMEXALIALUMINUM INDEX ALI 7248.45 N/A 7248.45 6040.38 USD No 7248.45 6040.38
COMEXGCGOLD GC 18737.52 N/A 18737.52 15614.60 USD Yes 18737.52 15614.60
COMEXHGCOPPER INDEX HG 10368.51 N/A 10368.51 8640.43 USD Yes 10368.51 8640.43
COMEXHRCHOT-ROLLED COIL STEEL INDEX HRC 4157.21 N/A 4157.21 3463.61 USD No 4157.21 3463.61
COMEXMGCE-MICRO GOLD MGC 1873.75 N/A 1873.75 1561.46 USD Yes 1873.75 1561.46
COMEXMHGMICRO COPPER MHG 1036.85 N/A 1036.85 864.043 USD No 1036.85 864.043
COMEXQCCOMEX MINY COPPER QC 5184.26 N/A 5184.26 4320.21 USD No 5184.26 4320.21
COMEXQICOMEX MINY SILVER QI 11652.75 N/A 11652.75 9710.62 USD No 11652.75 9710.62
COMEXQOCOMEX MINY GOLD QO 9368.76 N/A 9368.76 7807.30 USD No 9368.76 7807.30
COMEXSGCSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES SGC 35790.23 N/A 35790.23 29825.19 CNH No 35790.25 29825.19
COMEXSGUFSHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES SGU 3843.23 N/A 3843.23 3202.70 USD No 3843.24 3202.70
COMEXSISILVER INDEX SI 23305.50 N/A 23305.50 19421.25 USD Yes 23305.50 19421.25
COMEXSISILVER INDEX SIL 4661.10 N/A 4661.10 3884.25 USD No 4661.10 3884.25
COMEXUXURANIUM INDEX UX 2769.28 N/A 2769.28 2307.73 USD No 2769.28 2307.73
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 62390.40 N/A 62390.40 51992.00 EUR No 62390.40 51992.00
ENDEXTFMDUTCH TTF NATURAL GAS FUTURES TFM 9880.46 N/A 9880.46 8233.72 EUR Yes 9880.46 8233.72
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 10702.54 N/A 10702.54 8918.78 CHF No 12843.05 10702.54
EUREXKS200.EUKOSPI 200 - EUREX/KRX LINKED PRODUCT FBK2 7264950.25 6054125.21 10378500.36 8648750.30 KRW Yes 10378500.36 8648750.30
EUREXFBONEURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS FBON 8951.42 N/A 8951.42 7451.09 EUR No 10741.70 8941.31
EUREXBTPEURO-BTP ITALIAN GOVERNMENT BOND FBTP 4011.34 N/A 4011.34 3342.78 EUR Yes 4209.92 3508.27
EUREXBTSSHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND FBTS 1114.68 N/A 1114.68 928.904 EUR No 1337.62 1114.68
EUREXDJUBSDOW JONES-UBS COMMODITY INDEX FCCO 3562.49 N/A 3562.49 2968.74 USD No 4274.99 3562.49
EUREXKWY.EUUS DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT FCUW 1593131.38 N/A 1593131.38 1327500 KRW No 3186262.76 2655000
EUREXSD3EDEURO STOXX SELECT DIVIDEND 30 DVP FD3D 3107.52 N/A 3107.52 2158.00 EUR No 3107.52 2158.00
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDAX 28381.84 23651.53 40545.49 33787.90 EUR Yes 43074.08 35895.07
EUREXDDAXDIVDAX PRICE INDEX FDIV 11032.53 N/A 11032.53 7661.48 EUR Yes 2 13239.04 9193.78
EUREXDDXDIVPTDIVDAX DIVIDEND POINTS INDEX FDVD 2669.76 N/A 2669.76 1854 EUR No 2669.76 1854
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXM 5676.37 4730.31 8109.10 6757.58 EUR No 8614.82 7179.01
EUREXDAXDAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40) FDXS 1135.27 946.061 1621.82 1351.52 EUR Yes 1722.96 1435.80
EUREXDBEAEURO STOXX BANKS INDEX DIVIDEND FUTURES FEBD 398.342 N/A 398.342 331.951 EUR No 407.704 339.753
EUREXDJSDEURO STOXX SELECT DIVIDEND 30 INDEX FEDV 4795.20 N/A 4795.20 3330 EUR Yes 2 4795.20 3330
EUREXESAEURO STOXX 600 AUTOMOBILE & PARTS FESA 9004.54 N/A 9004.54 7503.78 EUR Yes 2 10805.44 9004.54
EUREXSX7EEURO STOXX BANKS INDEX FESB 678.357 565.298 969.082 807.568 EUR Yes 994.184 828.487
EUREXSX4EEURO STOXX CHEMICALS FESC 6174.48 N/A 6174.48 5145.40 EUR Yes 2 6815.51 5679.59
EUREXESEEURO STOXX OIL & GAS FESE 1850.73 N/A 1850.73 1542.28 EUR Yes 2 2220.88 1850.73
EUREXESFEURO STOXX FINANCIAL SERVICES INDEX FESF 3375.77 N/A 3375.77 2813.15 EUR Yes 2 2751.10 2292.58
EUREXSXNEEURO STOXX INDUSTRIAL GOODS&SERVICES FESG 6065.79 N/A 6065.79 5054.83 EUR Yes 2 6662.59 5552.16
EUREXSXDEEURO STOXX HEALTHCARE FESH 2791.71 N/A 2791.71 2326.42 EUR Yes 2 3350.05 2791.71
EUREXESIEURO STOXX INSURANCE FESI 2666.98 N/A 2666.98 2222.42 EUR Yes 2 2308.47 1923.675
EUREXESMEURO STOXX MEDIA INDEX FESM 1424.45 N/A 1424.45 1187.04 EUR Yes 2 1595.09 1329.24
EUREXSXOEEURO STOXX CONSTRUCTION FESN 3066.70 N/A 3066.70 2555.58 EUR Yes 2 3234.81 2695.68
EUREXSX3EEURO STOXX FOOD&BEVERAGES FESO 1537.67 N/A 1537.67 1281.39 EUR Yes 2 1801.97 1501.64
EUREXSXREEURO STOXX RETAIL FESR 4531.99 N/A 4531.99 3776.66 EUR Yes 2 5438.39 4531.99
EUREXSXPEEURO STOXX BASIC RESOURCES FESS 1176.90 N/A 1176.90 980.749 EUR Yes 2 1209.55 1007.96
EUREXSXKEEURO STOXX TELECOMMUNICATIONS FEST 970.80 N/A 970.80 809.00 EUR Yes 2 1036.29 863.573
EUREXESUEURO STOXX UTILITIES INDEX FESU 1528.28 N/A 1528.28 1273.56 EUR Yes 1689.53 1407.93
EUREXSXTEEURO STOXX TRAVEL & LEISURE FESV 985.301 N/A 985.301 821.084 EUR Yes 2 1182.36 985.301
EUREXESTX50EURO STOXX50 FESX 2890.39 2408.66 4129.13 3440.94 EUR Yes 4954.96 4129.13
EUREXSX8EEURO STOXX TECHNOLOGY FESY 14043.32 N/A 14043.32 11702.76 EUR Yes 2 16851.98 14043.32
EUREXSXQEEURO STOXX PERSONAL & HOUSEHOLD GOODS FESZ 6624.92 N/A 6624.92 5520.77 EUR Yes 2 7949.90 6624.92
EUREXEU3THREE MONTH EURIBOR FEU3 570.724 N/A 570.724 475.603 EUR Yes 570.724 475.603
EUREXDESX5EURO STOXX 50 INDEX-DIVIDENDEN FEXD 3223.58 2238.60 4605.12 3198.00 EUR Yes 4605.12 3198.00
EUREXOMXH25OMX HELSINKI 25 INDEX FFOX 10460.66 N/A 10460.66 8717.21 EUR Yes 2 12552.79 10460.66
EUREXGBLEURO BUND (10 YEAR BOND) FGBL 3567.61 N/A 3567.61 2973.01 EUR Yes 4281.14 3567.61
EUREXGBMEURO BOBL (5 YEAR BOND) FGBM 2030.88 N/A 2030.88 1692.40 EUR Yes 2437.06 2030.88
EUREXGBSEURO SCHATZ (2 YEAR BOND) FGBS 807.647 N/A 807.647 673.039 EUR Yes 969.176 807.647
EUREXGBXEURO BUXL (15 - 30 YEAR BOND) FGBX 8987.54 N/A 8987.54 7489.62 EUR Yes 10785.05 8987.54
EUREXDJESLEURO STOXX LARGE FLCE 2178.53 N/A 2178.53 1815.44 EUR No 2412.99 2010.83
EUREXDJ200LSTOXX LARGE 200 INDEX FLCP 2160.28 N/A 2160.28 1799.675 EUR No 2161.66 1800.83
EUREXDJESMEURO STOXX MID FMCE 2061.56 N/A 2061.56 1717.86 EUR No 2199.53 1832.83
EUREXM1CNMSCI CHINA NTR USD FMCH 1202.58 1002.15 1717.97 1431.64 USD No 1950.50 1625.42
EUREXDJ200STOXX MID 200 INDEX FMCP 2262.25 N/A 2262.25 1885.21 EUR Yes 2 2211.68 1843.06
EUREXM1MSMSCI EMERGING MARKETS ASIA FMEA 3639.10 3032.58 5198.72 4332.26 USD No 4923.74 4103.12
EUREXM1EFMSCI EMERGING MARKETS NET TOTAL RETURN INDEX FMEM 6372.68 N/A 6372.68 5310.57 USD No 7647.21 6372.68
EUREXMXEUMSCI EUROPE FMEP 1677.80 N/A 1677.80 1398.17 EUR No 2013.36 1677.80
EUREXM7EUMSCI EUROPE NET RETURN EUR INDEX FMEU 2698.47 N/A 2698.47 2248.72 EUR No 2216.14 1846.78
EUREXM1INMSCI INDIA NTR USD FMIN 8731.88 7276.57 12474.12 10395.10 USD No 11407.28 9506.07
EUREXMXJPUSMSCI JAPAN INDEX - USD FMJP 4495.01 3744.98 6421.44 5349.98 USD No 6947.13 5787.95
EUREXK200M.EUMINI KOSPI 200 - EUREX/KRX LINKED PRODUCT FMK2 1443876.09 1203229.94 2062680.13 1718899.92 KRW No 2062679.94 1718899.92
EUREXM1TWMSCI TAIWAN NTR USD FMTW 5284.25 4403.53 7548.93 6290.75 USD No 7568.95 6307.43
EUREXMBWOMSCI WORLD NET EUR INDEX 1 FMWN 2554.77 2128.97 3649.67 3041.39 EUR No 3205.68 2671.40
EUREXM1WOMSCI WORLD NETR USD INDEX FMWO 5988.02 4990.02 8554.32 7128.60 USD No 9907.15 8255.96
EUREXMXWOMSCI WORLD INDEX FMWP 4850.02 N/A 4850.02 4041.68 USD No 5820.02 4850.02
EUREXOATEURO-OAT FRENCH GOVERNMENT BOND FOAT 3300.66 N/A 3300.66 2750.55 EUR No 3960.80 3300.66
EUREXDJESSEURO STOXX SMALL FSCE 1325.37 N/A 1325.37 1104.46 EUR No 1561.26 1301.03
EUREXDJ200SSTOXX SMALL 200 INDEX FSCP 1508.87 N/A 1508.87 1257.40 EUR No 1592.12 1326.77
EUREXSXXPESGXSTOXX EUROPE 600 ESG-X FSEG 1421.02 N/A 1421.02 1184.18 EUR No 1132.49 943.74
EUREXSLISWISS LEADER INDEX (PREIS_INDEX) FSLI 4398.65 N/A 4398.65 3665.54 CHF Yes 2 5278.37 4398.65
EUREXSMIDPSMI DIVIDEND POINTS INDEX FSMD 10673.28 N/A 10673.28 7412.00 CHF No 10673.28 7412.00
EUREXSMISWISS MARKET INDEX FSMI 5876.43 4897.02 8394.89 6995.75 CHF Yes 9196.17 7663.48
EUREXSMIMSWISS MID-CAP INDEX FSMM 4163.52 N/A 4163.52 3469.60 CHF Yes 2 4996.22 4163.52
EUREXSMISWISS MARKET INDEX FSMS 587.643 489.702 839.489 699.575 CHF No 919.617 766.348
EUREXMDAXMIDCAP DAX FSMX 2550.34 N/A 2550.34 2125.20 EUR No 2330.70 1942.17
EUREXST3THREE MONTH ESTR FST3 132.895 N/A 132.895 110.746 EUR No 197.557 164.631
EUREXSXAPSTOXX 600 AUTOMOBILES & PARTS FSTA 4488.77 N/A 4488.77 3740.64 EUR Yes 2 5386.52 4488.77
EUREXSX7PSTOXX 600 BANKS FSTB 1309.80 N/A 1309.80 1091.50 EUR Yes 1309.46 1091.22
EUREXSX4PSTOXX 600 CHEMICALS FSTC 5372.33 N/A 5372.33 4476.94 EUR Yes 2 5093.65 4244.71
EUREXSXEPSTOXX 600 OIL & GAS FSTE 1820.87 N/A 1820.87 1517.39 EUR Yes 2185.04 1820.87
EUREXSXFPSTOXX 600 FINANCIAL SERVICES INDEX FSTF 4466.35 N/A 4466.35 3721.90 EUR Yes 2 4069.27 3391.01
EUREXSXNPSTOXX 600 INDUSTRIAL GOODS & SERVICES INDEX FSTG 4087.88 N/A 4087.88 3406.57 EUR Yes 2 4436.32 3696.93
EUREXSXDPSTOXX 600 HEALTHCARE FSTH 3934.23 N/A 3934.23 3278.52 EUR Yes 2 4721.07 3934.23
EUREXSXIPSTOXX 600 INSURANCE FSTI 2483.20 N/A 2483.20 2069.34 EUR Yes 2 2134.22 1778.52
EUREXSX86PSTOXX 600 REAL ESTATE FSTL 864.319 N/A 864.319 720.266 EUR No 1037.18 864.319
EUREXSXMPSTOXX 600 MEDIA FSTM 1730.94 N/A 1730.94 1442.45 EUR Yes 2 1766.55 1472.13
EUREXSXOPSTOXX 600 CONSTRUCTION & MATERIALS FSTN 3413.92 N/A 3413.92 2844.93 EUR Yes 2 3532.21 2943.51
EUREXSX3PSTOXX 600 FOOD & BEVERAGE INDEX FSTO 2097.90 N/A 2097.90 1748.25 EUR Yes 2 2213.87 1844.89
EUREXSXRPSTOXX 600 RETAIL FSTR 2076.89 N/A 2076.89 1730.74 EUR Yes 2 2492.27 2076.89
EUREXSXPPSTOXX 600 BASIC RESOURCES INDEX FSTS 3688.74 N/A 3688.74 3073.95 EUR Yes 3889.13 3240.94
EUREXSXKPSTOXX 600 TELECOMMUNICATIONS FSTT 690.30 N/A 690.30 575.25 EUR Yes 2 781.505 651.253
EUREXSX6PSTOXX 600 UTILITIES FSTU 1539.99 N/A 1539.99 1283.32 EUR Yes 1615.80 1346.50
EUREXSXTPSTOXX 600 TRAVEL & LEISURE FSTV 1173.28 N/A 1173.28 977.737 EUR Yes 2 1343.76 1119.80
EUREXSTXSTOXX50 FSTX 3436.16 N/A 3436.16 2863.37 EUR Yes 2 3526.55 2938.70
EUREXSX8PSTOXX 600 TECHNOLOGY FSTY 6808.58 N/A 6808.58 5673.82 EUR Yes 2 8170.30 6808.58
EUREXSXQPSTOXX 600 PERSONAL & HOUSEHOLD GOODS FSTZ 4017.70 N/A 4017.70 3348.08 EUR Yes 2 4821.24 4017.70
EUREXESTX50EURO STOXX50 FSXE 289.039 240.866 412.913 344.094 EUR No 495.496 412.913
EUREXTDXTECDAX FTDX 7770.26 N/A 7770.26 6475.21 EUR Yes 2 9324.31 7770.26
EUREXV2TXVSTOXX VOLATILITY INDEX FVS 1059 N/A 1059 882.50 EUR Yes 2649.75 2208.125
EUREXDJESEURO STOXX PRICE INDEX FXXE 2099.03 N/A 2099.03 1749.16 EUR No 2257.82 1881.48
EUREXDJ600STOXX 600 INDEX FXXP 1434.81 1195.68 2049.73 1708.11 EUR Yes 2364.91 1970.75
Euronext NL (FTA)

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

Exchange FTA Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
FTAAMXAMX INDEX FMX 10609.21 N/A 10609.21 8841.01 EUR No 10609.21 8841.01
FTAEOEAMS EOE INDEX FTI 17329.55 N/A 17329.55 14441.29 EUR Yes 16261.64 13551.37
FTAEOEAMS EOE INDEX MFA 1732.96 N/A 1732.96 1444.13 EUR No 1626.16 1355.14
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
HKFECES120CES CHINA 120 INDEX CHH 60681.20 N/A 60681.20 50567.66 HKD No 60681.20 50567.66
HKFECNHHOUSING INDEX COMPOSITE CUS 25340.40 N/A 25340.40 21117 CNH Yes 25340.40 21117
HKFEHHIDPIHSCEI DIVIDEND POINT INDEX DHH 3744 N/A 3744 2600 HKD No 3744 2600
HKFEHSIDPIHSI DIVIDEND POINT INDEX DHS 11663.71 N/A 11663.71 8099.80 HKD No 11663.71 8099.80
HKFEGDRCNH GOLD FUTURES GDR 485655.53 N/A 485655.53 404712.93 CNH No 485655.52 404712.93
HKFEGDUUSD GOLD FUTURES GDU 70643.34 N/A 70643.34 58869.45 USD No 70643.34 58869.45
HKFEHHI.HK 3HANG SENG CHINA ENTERPRISE INDEX HHI 30582.72 25485.60 43689.60 36408 HKD Yes 43689.60 36408
HKFEHSIHANG SENG STOCK INDEX HSI 65346.07 54455.06 93351.53 77792.94 HKD Yes 93351.53 77792.94
HKFEHSTECHHANG SENG TECH INDEX HTI 17021.84 14184.87 24316.92 20264.10 HKD Yes 24316.92 20264.10
HKFEMCAMSCI CHINA A 50 CONNECT INDEX MCA 3815.29 N/A 3815.29 3179.40 USD No 3815.29 3179.40
HKFEMCH.HKMINI-HANG SENG CHINA ENTERPRISES INDEX MCH 6116.54 5097.12 8737.92 7281.60 HKD Yes 8737.92 7281.60
HKFEMCSUNITED STATES DOLLAR MCS 5076.69 N/A 5076.69 4223.88 CNH No 5076.69 4223.88
HKFEMHIMINI HANG SENG INDEX MHI 13069.21 10891.01 18670.31 15558.59 HKD Yes 18670.31 15558.59
HKFEMID.HKMIAMI HOUSING INDEX MIA 1481.78 N/A 1481.78 1234.82 USD No 1481.78 1234.82
HKFEMNDMSCI INDIA INDEX (USD) - HKFE MND 3702.73 N/A 3702.73 3085.61 USD No 3702.73 3085.61
HKFEMTWMSCI TAIWAN (USD) INDEX - HKFE MTW 10132.04 N/A 10132.04 8443.27 USD No 10132.04 8443.27
HKFEVHSIHANG SENG VOLATILITY INDEX VHS 51300 N/A 51300 42750 HKD No 134550 112125
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
ICEEUSGGENERALI G 3196.89 N/A 3196.89 2664.07 GBP No 3196.88 2664.07
ICEEUHMEDIUM GILT H 6101.88 N/A 6101.88 5084.90 GBP No 6101.89 5084.90
ICEEUI3 MONTH EURIBOR INTEREST RATE I 1003.20 N/A 1003.20 836.00 EUR Yes 1003.20 836.00
ICEEUNDUEBRAFTHE MSCI BRAZIL NET TOTAL RETURN MCG 6107.05 N/A 6107.05 5089.20 USD No 6107.04 5089.20
ICEEUO5 YEAR EURO SWAPNOTE O 5110.84 N/A 5110.84 4259.03 EUR No 5110.84 4259.03
ICEEUP10 YEAR EURO SWAPNOTE P 9483.32 N/A 9483.32 7902.76 EUR No 9483.31 7902.76
ICEEURLONG GILT R 4416.00 N/A 4416.00 3680 GBP No 4416 3680
ICEEUSRFXON3THREE MONTH SARONA SA3 920.141 N/A 920.141 766.78 CHF No 920.136 766.78
ICEEUSONIA.NTHREE MONTH SONIA SO3 1115.40 N/A 1115.40 929.50 GBP Yes 1115.41 929.50
ICEEUSONIO.NONE MONTH SONIA SOA 839.077 N/A 839.077 699.231 GBP No 839.077 699.231
ICEEUTWS2 YEAR EURO SWAPNOTE TWS 2296.78 N/A 2296.78 1913.98 EUR No 2296.78 1913.98
ICEEUF1DVFTSE 100 DIVIDEND INDEX XZ 1151.57 N/A 1151.57 799.702 GBP No 1151.57 799.702
ICEEUYFTSE 250 INDEX Y2 4721.01 N/A 4721.01 3934.18 GBP No 4721.01 3934.18
ICEEUZFTSE 100 INDEX Z 4311.18 3592.65 6158.83 5132.36 GBP Yes 6158.83 5132.36
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 12780 N/A 12780 10650 GBP No 12780 10650
ICEEUSOFTDROBUSTA COFFEE RC 6475.74 N/A 6475.74 5396.45 USD No 6475.74 5396.45
ICEEUSOFTTWHEAT T 3399.01 N/A 3399.01 2832.51 GBP No 3399.01 2832.51
ICEEUSOFTWWHITE SUGAR W 2419.77 N/A 2419.77 2016.47 USD No 2419.77 2016.47
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 7727.79 N/A 7727.79 6439.83 USD No 7727.79 6439.83
ICEUSEJNYBOT EURO IN JAPANESE YEN KEJ 23220000.45 N/A 23220000.45 19350000.375 JPY No 23220000.825 19350000.375
ICEUSEOEUROPEAN MONETARY UNION EURO KEO 10037.61 N/A 10037.61 8354.52 USD No 10037.61 8354.52
ICEUSECDEUROPEAN MONETARY UNION EURO KEP 11687.78 N/A 11687.78 9739.82 CAD No 11687.78 9739.82
ICEUSGBEUROPEAN MONETARY UNION EURO KGB 6332.625 N/A 6332.625 5277.19 GBP No 6332.625 5277.19
ICEUSEADEUROPEAN MONETARY UNION EURO KRA 17770.58 N/A 17770.58 14808.81 AUD No 17770.58 14808.81
ICEUSRZNYBOT EURO IN SWISS FRANC KRZ 8275.42 N/A 8275.42 6896.19 CHF No 8275.42 6896.19
ICEUSZYSWISS FRANC KZY 4222160.61 N/A 4222160.61 3518467.17 JPY No 4222160.86 3518467.17
ICEUSMPBRITISH POUND MP 7311.97 N/A 7311.97 6093.31 USD No 7311.97 6093.31
ICEUSSSBRITISH POUND IN SWISS FRANC SS 12155.25 N/A 12155.25 10129.38 CHF No 12155.25 10129.38
ICEUSSYBRITISH POUND IN JAPANESE YEN SY 3391012.39 N/A 3391012.39 2825843.34 JPY No 3391012.01 2825843.34
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 2655.36 N/A 2655.36 1844 EUR No 2655.36 1844
IDEMFTMIBFTSE MIB INDEX FIB 17283.60 14403.00 24690.855 20575.71 EUR Yes 24690.855 20575.71
IDEMFTMIBFTSE MIB INDEX MICR 691.344 576.12 987.634 823.0285 EUR No 987.634 823.0285
IDEMFTMIBMSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE MIN 3456.72 2880.60 4938.17 4115.14 EUR No 4938.17 4115.14
IDEMSRGBSNAM & ITALGAS BASKET SRG7 1053.03 N/A 1053.03 842.426 EUR No 1053.03 842.425
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 36766.79 N/A 36766.79 30638.99 USD No 36766.79 30638.99
IPECOILICE BRENT CRUDE COIL 17550 N/A 17550 13000 USD Yes 17550.00 13000
IPEGOILICE GASOIL GOIL 9260.08 N/A 9260.08 6859.32 USD No 9260.08 6859.32
IPEHOILICE HEATING OIL HOIL 33133.00 N/A 33133.00 24542.96 USD No 33133.00 24542.96
IPENCFNEWCASTLE COAL FUTURES NCF 41095.74 N/A 41095.74 34246.45 USD No 41095.75 34246.45
IPENGFICE UK NATURAL GAS NGF 6057.65 N/A 6057.65 5048.04 GBP No 26585.60 5048.04
IPERBOBICE NYH RBOB GASOLINE RBOB 31435.50 N/A 31435.50 23285.56 USD No 31435.50 23285.56
IPEWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 16006.31 N/A 16006.31 11856.52 USD Yes 16006.30 11856.52
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 8029457.80 6054125.21 11470654 8648750.30 KRW Yes 11470654 8648750.30
KSEK200MMINI KOSPI200 INDEX 05 1605891.525 1203229.94 2294130.75 1718899.92 KRW Yes 2294130.75 1718899.92
KSEKOSDQ150KOSDAQ 150 INDEX 06 1414505.40 943006.32 2020722 1347151.88 KRW No 2020722 1347151.88
KSE005930HANG SENG BANK LTD 11 202180.74 N/A 202180.74 161744.59 KRW No 206091.85 161541.30
KSE017670HENDERSON LAND DEVELOPMENT 12 180726.05 N/A 180726.05 144344.99 KRW No 180201.21 144160.97
KSE005490POSCO HOLDINGS INC 13 1153769.63 N/A 1153769.63 923015.70 KRW No 1184700.53 921847.73
KSE030200KTCORPORATION 14 132013.98 N/A 132013.98 105611.18 KRW No 137261.83 105478.45
KSE015760KOREA ELECTRIC POWER CORP 15 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE005380SUN HUNG KAI PROPERTIES 16 739609.55 N/A 739609.55 590230.39 KRW No 736852.83 589482.27
KSE016360NEW WORLD DEVELOPMENT 17 149079.85 N/A 149079.85 118168.99 KRW No 147525.59 118020.47
KSE055550SHINHAN FINANCIAL GROUP LTD 18 173804.58 N/A 173804.58 139043.66 KRW No 176052.86 138867.21
KSE000270SWIRE PACIFIC LTD - CL A 19 318030.28 N/A 318030.28 252411.97 KRW No 315118.41 252094.73
KSE012330HYUNDAI MOBIS CO LTD 20 701667.63 N/A 701667.63 561334.10 KRW No 713300.08 560628.59
KSE006400SAMSUNG SDI CO LTD 22 1145900.10 N/A 1145900.10 916720.08 KRW No 1146731.73 915567.97
KSE009150BANK OF EAST ASIA LTD 23 413794.61 N/A 413794.61 328261.13 KRW No 409810.74 327848.59
KSE066570LG ELECTRONICS INC 24 328138.93 N/A 328138.93 262207.07 KRW No 327346.90 261877.52
KSE036460KOREA GAS CORPORATION 28 203049 N/A 203049 135366 KRW No 203049 135366
KSE004020HYUNDAI STEEL CO 32 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE003550LG CORP 34 265801.42 N/A 265801.42 210971.21 KRW No 263382.57 210706.05
KSE078930GS HOLDINGS 35 142283.62 N/A 142283.62 112266.82 KRW No 140157.15 112125.72
KSE033780KT & G CORPORATION 36 350048.95 N/A 350048.95 280039.16 KRW No 360357.78 279687.19
KSE009540HD KOREA SHIPBUILDING & OFFS 39 590175 N/A 590175 459615.82 KRW No 590175 459038.16
KSE086790HANA FINANCIAL GROUP 40 190564.76 N/A 190564.76 152451.81 KRW No 195366.07 152260.21
KSE096770SK INNOVATION CO LTD 41 347537.38 N/A 347537.38 278029.90 KRW No 350822.46 277680.47
KSE001040CJ CORP 42 400950 N/A 400950 305154.79 KRW No 424049.05 304771.25
KSE034220LG DISPLAY CO LTD 45 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE105560KB FINANCIAL GROUP INC 46 254330.49 N/A 254330.49 203464.39 KRW No 265832.45 203206.17
KSE051910LG CHEM LTD 47 1013186.46 N/A 1013186.46 807467.19 KRW No 1008065.43 806452.34
KSE006800MIRAE ASSET SECURITIES CO LT 48 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE042670HD HYUNDAI INFRACORE CO LTD 49 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE000660SK HYNIX INC 50 527472 N/A 527472 408130.82 KRW No 527472 407616.91
KSE006360GS ENGINEERING & CONSTRUCT 51 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE139480E-MART INC 54 201552.84 N/A 201552.84 161242.28 KRW No 203458.01 161039.62
KSE161390HANKOOK TIRE & TECHNOLOGY CO 55 130916.89 N/A 130916.89 103476.35 KRW No 129182.87 103346.30
KSE035420NAVER CORP 56 506075.11 N/A 506075.11 402101.05 KRW No 501994.63 401595.70
KSE003490KOREAN AIR LINES CO LTD 57 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE3KTB3-YEAR KOREA TREASURY BOND 65 1078778.26 N/A 1078778.26 898981.89 KRW No 1078779.26 898981.89
KSEFLKTB10-YEAR KOREA TREASURY BOND 67 3567641.42 N/A 3567641.42 2973034.52 KRW No 3567641.42 2973034.52
KSEKWYUNITED STATES DOLLAR 75 1593000 N/A 1593000 1327500 KRW No 3186000 2655000
KSE032640LG UPLUS CORP B0 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE010950S-OILCORPORATION B2 188355.30 N/A 188355.30 149940.24 KRW No 187189.75 149751.80
KSE010130KOREA ZINC CO LTD B3 2090875.39 N/A 2090875.39 1672700.31 KRW No 2520639.19 1670597.97
KSE024110INDUSTRIALBANKOFKOREA B4 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE001680DAESANG CORPORATION B6 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE047050POSCO INTERNATIONAL CORP B7 186048 N/A 186048 136628.97 KRW No 186048 136457.25
KSE034020DOOSAN ENERBILITY CO LTD B9 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE023530BARLEY FUTURES BA 197471.56 N/A 197471.56 157977.25 KRW No 198338.15 157778.69
KSE011170NYMEX BRENT FINANCIAL FUTURES INDEX BB 253039.87 N/A 253039.87 202431.89 KRW No 255431.72 202177.46
KSE032830SAMSUNG LIFE INSURANCE CO LT BD 306096.61 N/A 306096.61 244877.29 KRW No 308989.97 244569.51
KSE010140SAMSUNGHEAVYINDUSTRIES BF 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE029780SAMSUNG CARD CO BG 135153.43 N/A 135153.43 108122.74 KRW No 138930.96 107986.85
KSE036570NCSOFTCORPORATION BJ 567239.24 N/A 567239.24 451578.83 KRW No 563764.11 451011.29
KSE000080HITE JINRO CO LTD BK 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE071050KOREA INVESTMENT HOLDINGS CO BL 231338.39 N/A 231338.39 183092.87 KRW No 228578.44 182862.75
KSE047810KOREA AEROSPACE INDUSTRIES BM 167553.28 N/A 167553.28 133112.78 KRW No 166181.85 132945.48
KSE000720DANONE BN 98107.89 N/A 98107.89 78486.31 KRW No 99035.25 78387.67
KSE011210HYUNDAI WIA CORP BP 172206.59 N/A 172206.59 129596.59 KRW No 161792.14 129433.71
KSE008770HOTEL SHILLA CO LTD BQ 142845.08 N/A 142845.08 114276.06 KRW No 144195.32 114132.44
KSE035250KANGWON LAND, INC. BS 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE138930BNK FINANCIAL GROUP INC BT 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE139130DGB FINANCIAL GROUP INC BV 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE114090GRAND KOREA LEISURE CO LTD BW 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE001120LX INTERNATIONAL CORP BX 95419.57 N/A 95419.57 75974.75 KRW No 94849.08 75879.26
KSE011070LG INNOTEK CO LTD BY 726783.25 N/A 726783.25 581426.60 KRW No 738653.11 580695.82
KSE005940BRENT CRUDE OIL - LAST DAY BZ 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE034730SK INC C1 464325 N/A 464325 371460 KRW No 463741.46 370993.16
KSE001740SK NETWORKS CO LTD C2 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE011780KUMHO PETRO CHEMICAL CO LTD C3 418489.01 N/A 418489.01 334791.21 KRW No 438444.76 334370.43
KSE018260SAMSUNG SDS CO LTD C5 517667.57 N/A 517667.57 413905.39 KRW No 516731.49 413385.20
KSE090430AMOREPACIFIC CORP C6 539904 N/A 539904 359936 KRW No 539904 359936
KSE030000CHEIL WORLDWIDE INC C7 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE028260SAMSUNG C&T CORP C8 468406.30 N/A 468406.30 374725.04 KRW No 468833.88 374254.06
KSE000880HANWHA CORPORATION C9 94625.26 N/A 94625.26 73714.34 KRW No 92027.12 73621.69
KSE088350CARREFOUR SA CA 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE086280COCOA NYBOT CC 363234.64 N/A 363234.64 290587.71 KRW No 366668.10 290222.50
KSE010620HD HYUNDAI MIPO CD 320538.09 N/A 320538.09 256430.47 KRW No 321567.96 256108.18
KSE001450HYUNDAI MARINE & FIRE INS CO CE 104543.76 N/A 104543.76 83635.01 KRW No 105031.96 83529.89
KSE035720KAKAO CORP CF 111764.50 N/A 111764.50 89411.60 KRW No 113320.95 89299.23
KSE034230PARADISE CO LTD CG 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE046890SEOUL SEMICONDUCTOR CO LTD CJ 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE069080WEBZEN INC CK 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE096530LIGHT SWEET CRUDE OIL CL 89958 N/A 89958 66475 KRW No 89958 66475
KSE022100POSCO DX CO LTD CN 92142.93 N/A 92142.93 73714.34 KRW No 99513.90 73621.69
KSE068270CELLTRION INC CP 614052.84 N/A 614052.84 490256.875 KRW No 612050.88 489640.70
KSE122870YG ENTERTAINMENT INC CQ 101404.32 N/A 101404.32 81123.45 KRW No 103862.83 81021.49
KSE051900LG H&H CR 1098808.40 N/A 1098808.40 879046.72 KRW No 1124194.77 877941.875
KSE002790AXA SA CS 83093.75 N/A 83093.75 66475 KRW No 84348.07 66475
KSE000810COTTON NO. 2 CT 1122354.20 N/A 1122354.20 897883.36 KRW No 1157963.22 896754.92
KSE008930HANMI SCIENCE CO LTD CV 104612.94 N/A 104612.94 83007.12 KRW No 103628.49 82902.79
KSE021240COWAY CO LTD CW 208225.88 N/A 208225.88 166014.24 KRW No 207256.98 165805.59
KSE128940HANMI PHARM CO LTD CX 1029395.98 N/A 1029395.98 812490.31 KRW No 1014336.43 811469.14
KSE018880SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE005830LONDON HEATING DEGREE DAY INDEX D0 353502.34 N/A 353502.34 282801.875 KRW No 357843.81 282446.45
KSE097950CJ CHEILJEDANG CORP. D1 1011103.41 N/A 1011103.41 793660.23 KRW No 990824.51 792659.61
KSE009240AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX D2 172162.81 N/A 172162.81 132168.92 KRW No 164997.28 131997.82
KSE002380KCC CORP D3 907301.76 N/A 907301.76 725841.41 KRW No 990878.00 724929.14
KSE007070GS RETAIL CO LTD D4 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE012750S1 CORPORATION D5 182088.24 N/A 182088.24 145670.60 KRW No 182809.43 145487.51
KSE000100YUHAN CORPORATION D6 392431.54 N/A 392431.54 313945.23 KRW No 394140.98 313550.66
KSE051600KEPCO PLANT SERVICE & ENGINE D7 135160.74 N/A 135160.74 108122.74 KRW No 134983.56 107986.85
KSE069960HYUNDAI DEPT STORE CO D8 153519.23 N/A 153519.23 122815.38 KRW No 154970.36 122661.02
KSE004370MILK CLASS III INDEX DA 1213398.34 N/A 1213398.34 970718.67 KRW No 1284867.93 969498.67
KSE079550LIG NEX1 CO LTD DB 779355 N/A 779355 519893.32 KRW No 779355 519570
KSE204320HL MANDO CO LTD DC 103601.93 N/A 103601.93 82881.54 KRW No 103581.22 82777.37
KSE004170SHINSEGAE INC DD 501591.29 N/A 501591.29 400091.84 KRW No 499486.23 399588.98
KSE161890KOLMAR KOREA CO LTD DE 230027.91 N/A 230027.91 182841.72 KRW No 228264.89 182611.91
KSE111770YOUNGONE CORP DG 121810.75 N/A 121810.75 97448.60 KRW No 126962.16 97326.12
KSE006650KOREA PETRO CHEMICAL IND DJ 312163.56 N/A 312163.56 243621.50 KRW No 304144.14 243315.31
KSE192820COSMAX INC DK 446310 N/A 446310 327758.83 KRW No 446310 327346.89
KSE039130HANA TOUR SERVICE INC DN 155323.69 N/A 155323.69 122815.38 KRW No 153326.27 122661.02
KSE086900MEDY-TOX INC DP 640740 N/A 640740 451837.30 KRW No 640740 451265.98
KSE078340COM2US CORP DR 120711.95 N/A 120711.95 96569.56 KRW No 124852.97 96448.18
KSE035760CJ ENM CO LTD DT 224156.91 N/A 224156.91 179325.53 KRW No 224275.74 179100.14
KSE056190SFA ENGINEERING CORP DV 83093.75 N/A 83093.75 66475 KRW No 87471.22 66475
KSE241560DOOSAN BOBCAT INC DW 132113.25 N/A 132113.25 103853.09 KRW No 132113.25 103722.56
KSE017800CME DRY WHEY INDEX DY 136471.21 N/A 136471.21 108373.90 KRW No 135297.11 108237.69
KSE105630HANSAE CO LTD DZ 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE240810WONIK IPS CO LTD E0 94993.50 N/A 94993.50 72960.87 KRW No 98563.17 72869.17
KSE091700PARTRON CO LTD E3 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE041510SM ENTERTAINMENT CO LTD E4 186387.65 N/A 186387.65 145921.75 KRW No 182172.94 145738.35
KSE251270NETMARBLE CORP E5 190564.76 N/A 190564.76 152451.81 KRW No 195366.07 152260.21
KSE003670POSCO FUTURE M CO LTD E8 728352.98 N/A 728352.98 582682.38 KRW No 730237.72 581950.04
KSE178920PI ADVANCED MATERIALS CO LTD EA 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE316140WOORI FINANCIAL GROUP INC EB 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE020150LOTTE ENERGY MATERIALS CORP ED 130350 N/A 130350 99206.70 KRW No 130350 99082.01
KSE009420HANALL BIOPHARMA CO LTD EE 122580 N/A 122580 90416.23 KRW No 122580 90302.59
KSE035900JYP ENTERTAINMENT CORP EF 144336.01 N/A 144336.01 113522.60 KRW No 141724.90 113379.92
KSE028670PAN OCEAN CO LTD EH 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE011790NYBOT EURO IN JAPANESE YEN EJ 415968 N/A 415968 310931.37 KRW No 415968 310540.59
KSE000990DB HITEK CO LTD EK 133104 N/A 133104 94434.73 KRW No 133104 94316.04
KSE093370FOOSUNG CO LTD EL 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE375500DL E&C CO LTD ER 97793.95 N/A 97793.95 78235.16 KRW No 98718.33 78136.83
KSE207940E-MINI S&P 500 ES 3108057.81 N/A 3108057.81 2486446.25 KRW No 3107436.71 2483321.25
KSE028050SAMSUNG E&A CO LTD ET 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE272210HANWHA SYSTEMS CO LTD EV 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE293490KAKAO GAMES CORP EX 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE247540ECOPRO BM CO LTD EY 499486.87 N/A 499486.87 399589.49 KRW No 505208.24 399087.30
KSE253450STUDIO DRAGON CORP EZ 110037.81 N/A 110037.81 88030.24 KRW No 113077.93 87919.61
KSE278280CHUNBO CO LTD F0 171100.16 N/A 171100.16 136880.13 KRW No 172717.47 136708.09
KSE200130KOLMAR BNH CO LTD F1 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE036540SFA SEMICON CO LTD F2 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE060250NHN KCP CORP F3 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE000250SAM CHUN DANG PHARM CO LTD F4 579261 N/A 579261 386174 KRW No 579261 386174
KSE373220LG ENERGY SOLUTION F5 1254211.23 N/A 1254211.23 1003368.98 KRW No 1306066.62 1002107.89
KSE323410KAKAOBANK CORP F6 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE377300KAKAO PAY CORP F7 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE259960KRAFTON INC F8 1069415.28 N/A 1069415.28 848907.97 KRW No 1059801.27 847841.02
KSE302440SK BIOSCIENCE CO LTD F9 174239.61 N/A 174239.61 139391.69 KRW No 175886.59 139216.49
KSE011200HMM CO LTD FA 83093.75 N/A 83093.75 66475 KRW No 83093.75 66475
KSE361610SK IE TECHNOLOGY CO LTD FB 105956.52 N/A 105956.52 84765.21 KRW No 106958.07 84658.68
KSE352820HYBE CO LTD FC 514870.21 N/A 514870.21 411896.17 KRW No 528736.99 411378.48
KSE329180HD HYUNDAI HEAVY INDUSTRIES FD 666918 N/A 666918 471169.02 KRW No 666918 470576.84
KSE402340SK SQUARE CO LTD FE 278355 N/A 278355 193390.27 KRW No 278355 193147.21
KSE326030SK BIOPHARMACEUTICALS CO LTD FF 331828.45 N/A 331828.45 261955.92 KRW No 327033.35 261626.68
KSE383220F&F CO LTD / NEW FG 229710 N/A 229710 153140 KRW No 229710 153140
KSE267250HD HYUNDAI FH 247074.90 N/A 247074.90 197659.92 KRW No 252410.36 197411.50
KSE271560ORION CORP/REPUBLIC OF KOREA FJ 281325.33 N/A 281325.33 223529.00 KRW No 279060.08 223248.07
KSE138040MERITZ FINANCIAL GROUP INC FK 292283.03 N/A 292283.03 233826.43 KRW No 294045.81 233532.54
KSE263750PEARL ABYSS CORP FL 115060.94 N/A 115060.94 92048.75 KRW No 124648.54 91933.06
KSE066970L&F CO LTD FM 298320 N/A 298320 227045.20 KRW No 298320 226759.84
KSE112040WEMADE CO LTD FN 116733 N/A 116733 83886.17 KRW No 116733 83780.74
KSE196170ALTEOGEN INC FP 1365862.50 N/A 1365862.50 910575 KRW No 1365862.50 910575
KSE058470LEENO INDUSTRIAL INC FQ 562275.93 N/A 562275.93 449820.74 KRW No 571590.82 449255.39
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 6312.44 N/A 6312.44 5260.37 USD No 6312.44 5260.37
LMEOTCCACARREFOUR SA CA 20380.86 N/A 20380.86 16983.69 USD No 20380.85 16983.69
LMEOTCPBLEAD - LME PB 6145.27 N/A 6145.27 5121.06 USD No 6145.27 5121.06
LMEOTCSNLMETIN FUTURE SN 36963.28 N/A 36963.28 30758.58 USD No 36963.08 30758.58
LMEOTCZSLMESOYBEAN FUTURES ZS 8779.33 N/A 8779.33 7316.07 USD No 8779.33 7316.07
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 1210.82 N/A 1210.82 1009.01 EUR Yes 1883.65 1569.71
MATIFECOEUROPEAN RAPESEED FUTURE ECO 2312.42 N/A 2312.42 1927.02 EUR Yes 2847.73 2373.10
MATIFEMACORN EMA 1334.11 N/A 1334.11 1111.76 EUR No 1600.93 1334.11
Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

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

Exchange MEFFRV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEFFRVIBEX35IBEX 35 INDEX IBX 8400.02 7000.01 12000.02 10000.02 EUR No 12000.03 10000.02
MEFFRVIBEXIBEX 35 INDEX MINI MIX 840.002 700.001 1200.00 1000.00 EUR Yes 1200.00 1000.00
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 11441.66 N/A 11441.66 9534.71 MXN No 20579.15 17149.29
MEXDEREUROEUROPEAN MONETARY UNION EURO EU 36235.06 N/A 36235.06 30195.88 MXN No 43482.07 36235.06
MEXDERIPCMEXICO BOLSA (IPC) INDEX IPC 54730.20 N/A 54730.20 45608.50 MXN Yes 2 52290.80 43575.66
MEXDERIPCMEXICO BOLSA (IPC) INDEX MIP 10946.04 N/A 10946.04 9121.70 MXN No 10458.16 8715.13
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 5539.07 N/A 5539.07 4615.89 EUR No 5539.07 4615.89
MONEPEPRAFTSE EPRA/NAREIT EUROPE EPR 4911.98 N/A 4911.98 4093.31 EUR No 4911.98 4093.31
MONEPCAC40CAC 40 FCE 5371.59 4476.32 7673.70 6394.75 EUR Yes 6728.87 5607.39
MONEPFEFFTSEUROFIRST 80 NEW FEF 15237.45 N/A 15237.45 12697.87 EUR No 15237.45 12697.87
MONEPFEOFTSEUROFIRST 100 NEW FEO 11488.57 N/A 11488.57 9573.81 EUR No 11488.57 9573.81
MONEPCAC40CAC 40 MFC 538.058 448.381 768.654 640.545 EUR No 674.013 561.678
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 134269.35 N/A 134269.35 111891.15 INR Yes 8901.39 7417.82
NSEEURINREURO IN INDIAN RUPEE EURINR 11169.60 N/A 11169.60 9308.00 INR No 11169.60 9308.00
NSENSEFINNSE NIFTY FINANCIAL SERVICES INDEX FUTURES FINNIFTY 103306.75 N/A 103306.75 86087.75 INR Yes 4109.19 3424.32
NSEGBPINRBRITISH POUNDS IN INDIAN RUPEE GBPINR 13229.16 N/A 13229.16 11024.30 INR No 13229.66 11024.30
NSEJPYINRJAPANESE YEN IN INDIAN RUPEE JPYINR 7144.22 N/A 7144.22 5953.50 INR No 7144.22 5953.50
NSEMIDCAPSELNIFTY MIDCAP SELECT MIDCPNIFTY 106945.5 N/A 106945.5 89121.5 INR Yes 2126.07 1771.73
NSENIFTY50NIFTY 50 NIFTY 94040 N/A 94040 78366.75 INR Yes 3737.24 3114.37
NSEUSDINRUS DOLLARS IN INDIAN RUPEE USDINR 10074.00 N/A 10074.00 8395.00 INR Yes 10074.00 8395.00
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APRICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR 30C 300940.30 N/A 300940.30 250783.58 USD No 300940.30 250783.58
NYBOTCCCOCOA NYBOT CC 15456 N/A 15456 12880 USD Yes 15456 12880
NYBOTCTCOTTON NO. 2 CT 3232.85 N/A 3232.85 2694.04 USD Yes 3232.85 2694.04
NYBOTDXNYBOT US DOLLAR FX DX 2299.54 N/A 2299.54 1916.24 USD Yes 2299.54 1916.24
NYBOTNYFANGNYSE FANG+ INDEX FNG 7953.48 N/A 7953.48 6627.90 USD No 9544.17 7953.48
NYBOTKCCOFFEE "C" KC 14487.68 N/A 14487.68 12073.07 USD Yes 14487.68 12073.07
NYBOTOJFC ORANGE JUICE "A" OJ 19842.39 N/A 19842.39 16535.33 USD Yes 19842.39 16535.33
NYBOTRSCANOLA RS 1366.67 N/A 1366.67 1138.89 CAD No 1366.67 1138.89
NYBOTSBSUGAR NO. 11 SB 2114.71 N/A 2114.71 1762.26 USD Yes 2114.71 1762.26
NYBOTSFSUGAR #16 112000 LBS SF 1197.69 N/A 1197.69 996.80 USD No 1197.69 996.80
New York Mercantile Exchange (NYMEX)

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

Exchange NYMEX Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYMEXBBNYMEX BRENT FINANCIAL FUTURES INDEX BB 17550 N/A 17550 13000 USD No 17550.00 13000
NYMEXBZBRENT CRUDE OIL - LAST DAY BZ 17550 N/A 17550 13000 USD Yes 17550.00 13000
NYMEXCLLIGHT SWEET CRUDE OIL CL 17550 N/A 17550 13000 USD Yes 17550.00 13000
NYMEXHHNATURAL GAS LAST DAY FINANCIAL FUTURES INDEX HH 5997.66 N/A 5997.66 4998.05 USD No 5997.66 4998.05
NYMEXHOHEATING OIL HO 35154 N/A 35154 26040 USD Yes 35154 26040
NYMEXHPNATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX HP 5997.90 N/A 5997.90 4998.05 USD No 5997.90 4998.05
NYMEXMCLMICRO WTI CRUDE OIL MCL 1755 N/A 1755 1300 USD Yes 1755.00 1300
NYMEXMHOMICRO NY HARBOR ULSD MHO 3515.40 N/A 3515.40 2604 USD No 3515.40 2604
NYMEXMHNGMICRO HENRY HUB NATURAL GAS MNG 599.766 N/A 599.766 499.805 USD No 599.766 499.805
NYMEXMRBMICRO RBOB GASOLINE MRB 3402 N/A 3402 2520 USD No 3402 2520
NYMEXNGHENRY HUB NATURAL GAS NG 5997.66 N/A 5997.66 4998.05 USD Yes 5997.66 4998.05
NYMEXPAPALLADIUM INDEX PA 107102.42 N/A 107102.42 20625.31 USD No 107102.42 20625.31
NYMEXPLPLATINUM INDEX PL 5657.14 N/A 5657.14 4714.28 USD No 5657.14 4714.28
NYMEXQGNYMEX MINY NATURAL GAS INDEX QG 1499.41 N/A 1499.41 1249.51 USD No 1499.41 1249.51
NYMEXQMNYMEX MINY LIGHT SWEET CRUDE OIL QM 8775 N/A 8775 6500 USD No 8775.00 6500
NYMEXRBNYMEX RBOB GASOLINE INDEX RB 34020 N/A 34020 25200 USD Yes 34020 25200
NYMEXTTNYMEX COTTON INDEX TT 11925.38 N/A 11925.38 9937.82 USD No 11925.38 9937.82
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 6045.26 N/A 6045.26 5037.72 USD No 7254.31 6045.26
NYSELIFFEM1EUMSCI EUROPE NTR EU9 10391.16 N/A 10391.16 8659.30 USD No 12469.40 10391.16
NYSELIFFEM1JPTHE MSCI JAPAN NTR JPP 21121.67 N/A 21121.67 17601.39 USD No 25346.00 21121.66
NYSELIFFEMXEAMSCI EAFE INDEX MFS 6259.93 5216.61 8942.76 7452.30 USD No 10731.31 8942.76
NYSELIFFEMXEFMSCI EMERGING MARKETS INDEX MME 2822.54 2352.11 4032.20 3360.16 USD No 4838.63 4032.19
NYSELIFFEMXUSMSCI USA INDEX MUN 61691.25 N/A 61691.25 51409.37 USD No 74029.50 61691.25
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 25054.10 N/A 25054.10 20878 SEK No 25054.10 20878
OMSOMXS30OMX INDEX (SWEDEN) OMXS30 18029.76 15024.80 25756.80 21464 SEK Yes 25756.80 21464
OMSLUPEBLUPE: LUNDIN PETROLEUM AB: ADJ ORRON.FWD 966.533 N/A 966.533 773.226 SEK No 5225.37 773.226
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 3523904.16 2936586.80 5034148.80 4195124 JPY Yes 4620442.80 3850369
OSE.JPNN225MNIKKEI 225 MINI 225M 352390.42 293658.68 503414.88 419512.40 JPY Yes 462044.28 385036.90
OSE.JPNN225MCNIKKEI 225 MICRO 225MC 35239.04 29365.87 50341.49 41951.24 JPY No 46204.43 38503.69
OSE.JPNJPNK400JPX-NIKKEI INDEX 400 400 222758.20 N/A 222758.20 185614.80 JPY No 267309.84 222737.76
OSE.JPNTPXC30TOPIX CORE30 C30 125403.35 N/A 125403.35 104502.79 JPY No 125403.35 104502.79
OSE.JPNDJIAOSE DOW JONES INDUSTRIAL AVERAGE DJIA 444352.38 N/A 444352.38 370293.65 JPY No 533222.86 444352.38
OSE.JPNJGBSTANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND JBL 2326936.91 N/A 2326936.91 1939114.09 JPY Yes 2372455.53 1977046.28
OSE.JPNMJMINI 10 YEAR JGB JBLM 232693.69 N/A 232693.69 193911.41 JPY No 237245.55 197704.63
OSE.JPNTSEMOTHRTSE GROWTH MARKET 250 INDEX MOTH 55159.12 45962.70 78798.74 65661 JPY No 94558.48 78793.20
OSE.JPNNKVINIKKEI 225 VOLATILITY INDEX NVI 157500 N/A 157500 131250 JPY No 207900 173250
OSE.JPNTSEREITTSE REIT INDEX REIT 223217.46 N/A 223217.46 185917.14 JPY No 267860.95 223100.57
OSE.JPNTOPXTOPIX INDEX TPX 1737689.94 1448074.95 2482414.20 2068678.50 JPY No 2774152.60 2311793.83
OSE.JPNMNTPXJAPAN MINI TOPIX TPXM 173768.99 144807.495 248241.42 206867.85 JPY No 277415.26 231179.38
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 17550 N/A 17550 13000 USD No 17550.00 13000
QBALGOIEUGOILICE GASOIL GOIL 9260.08 N/A 9260.08 6859.32 USD No 9260.08 6859.32
QBALGOIEUWTIWEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WTI 16006.31 N/A 16006.31 11856.52 USD No 16006.30 11856.52
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 15456 N/A 15456 12880 USD No 15456 12880
QBALGOIUSCTCOTTON NO. 2 CT 3232.85 N/A 3232.85 2694.04 USD No 3232.85 2694.04
QBALGOIUSDXNYBOT US DOLLAR FX DX 2299.54 N/A 2299.54 1916.24 USD No 2299.54 1916.24
QBALGOIUSKCCOFFEE "C" KC 14487.68 N/A 14487.68 12073.07 USD No 14487.68 12073.07
QBALGOIUSOJFC ORANGE JUICE "A" OJ 19842.39 N/A 19842.39 16535.33 USD No 19842.39 16535.33
QBALGOIUSSBSUGAR NO. 11 SB 2114.71 N/A 2114.71 1762.26 USD No 2114.71 1762.26
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 368374.67 N/A 368374.67 306978.89 JPY No 368374.74 306978.89
SGXAUSGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES AU 1924.80 N/A 1924.80 1604.00 USD No 1924.80 1604.00
SGXXINA50FTSE/XINHUA CHINA A50 CN 1121.70 934.752 1602.43 1335.36 USD No 1602.43 1335.36
SGXCYSGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES CY 4302.60 N/A 4302.60 3585.50 USD No 4302.60 3585.50
SGXXIN0IFTSE CHINA H50 FCH 4072.80 N/A 4072.80 3393.93 USD No 4072.80 3393.93
SGXSCIFTSEUROFIRST 80 NEW FEF 1345.64 N/A 1345.64 1121.37 USD No 1345.64 1121.37
SGXWIIDNFTSE INDONESIA INDEX FID 1223.49 N/A 1223.49 1019.53 USD No 1223.49 1019.53
SGXFIVNM30FTSE VIETNAM 30 PRICE RETURN INDEX FVN 653.638 N/A 653.638 544.671 USD No 653.638 544.671
SGXINRUNITED STATES DOLLAR INR 10080.60 N/A 10080.60 8400.50 USD No 10080.60 8400.50
SGXINXSGX USD/INR (USD) MONTH-END INX 10073.10 N/A 10073.10 8394.25 USD No 10073.10 8394.25
SGXIUSGX INDIAN RUPEE IN US DOLLAR FUTURES IU 2858.88 N/A 2858.88 2382.40 USD No 2858.88 2382.40
SGXSGBSGX MINI JGB INDEX JB 337037.83 N/A 337037.83 280763.57 JPY No 337037.43 280763.57
SGXKJSGX KOREAN WON IN JAPANESE YEN FUTURES KJ 359674.57 N/A 359674.57 299728.81 JPY No 359674.57 299728.81
SGXKRWKOREAN WON KRW 4616.35 N/A 4616.35 3841.85 USD No 4616.35 3841.85
SGXKUSGX KOREAN WON IN US DOLLAR FUTURES (MINI) KU 922.066 N/A 922.066 768.37 USD No 922.066 768.37
SGXMUCSGX USD/CNH FUTURES (MINI) MUC 6330.87 N/A 6330.87 5275.725 CNH No 6330.87 5275.725
SGXNKYDIVNIKKEI STOCK AVERAGE DIVIDEND POINT INDEX ND 2007360 N/A 2007360 1394000 JPY No 2007360 1394000
SGXSGXNKSGX: NIKKEI 225 NK 1092001.48 910001.23 1560002.11 1300001.76 JPY Yes 1560002.11 1300001.76
SGXSGXNKMSGX: NIKKEI 225 MINI NS 218400.30 182000.25 312000.42 260000.35 JPY No 312000.42 260000.35
SGXN225USGX: USD NIKKEI 225 INDEX NU 51972.97 N/A 51972.97 43310.81 USD No 51972.97 43310.81
SGXSSGMSCI SINGAPORE FREE INDEX SGP 1400.49 1167.08 2000.70 1667.25 SGD Yes 2 2000.70 1667.25
SGXSNDSGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED) SND 5712.90 N/A 5712.90 4759.55 SGD No 5712.90 4759.55
SGXSTISGX STRAITS TIMES INDEX ST 4907.61 N/A 4907.61 4089.67 SGD No 4907.61 4089.67
SGXTDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI) TD 2645.83 N/A 2645.83 2204.86 USD No 2647.03 2205.86
SGXTSR20SICOM RUBBER TF 715.671 N/A 715.671 596.393 USD No 715.672 596.393
SGXTONA3 MONTH COMPOUNDED TONA TONA 51982.27 N/A 51982.27 43317.91 JPY No 51982.27 43317.91
SGXSGXTUSGX THAI BAHT IN US DOLLAR FUTURES TU 2447.57 N/A 2447.57 2039.64 USD No 2447.57 2039.64
SGXTWDSGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED) TWD 7937.50 N/A 7937.50 6614.58 USD No 7939.00 6614.58
SGXTWNFTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX TWN 4245.72 3538.10 6065.31 5054.42 USD No 6065.31 5054.42
SGXUCSGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH) UC 25323.48 N/A 25323.48 21102.90 CNH Yes 25323.48 21102.90
SGXUJSGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN) UJ 10377290.25 N/A 10377290.25 8647740.20 JPY No 10377288.25 8647740.20
SGXUSSGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES US 1428.45 N/A 1428.45 1189.92 SGD No 1428.45 1189.94
SGXUYSGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD) UY 2075559.88 N/A 2075559.88 1729633.23 JPY No 2075560.07 1729633.39
SGXC52COMFORTDELGRO CORP LTD YCDD 1407.62 N/A 1407.62 1126.10 SGD No 1459.89 1126.09
SGXD05DBS GROUP HOLDINGS LTD YDBS 3969.73 N/A 3969.73 3121.53 SGD No 3901.91 3121.53
SGXG13GENTING SINGAPORE LTD YGEN 799.854 N/A 799.854 623.10 SGD No 778.881 623.105
SGXBN4KEPPEL LTD YKEP 3587.23 N/A 3587.23 2788.20 SGD No 3485.25 2788.20
SGXO39OVERSEA-CHINESE BANKING CORP YOCB 5724.70 N/A 5724.70 4579.44 SGD No 5724.30 4579.44
SGXZ74SINGAPORE TELECOMMUNICATIONS YSTT 3077.99 N/A 3077.99 2462.39 SGD No 3148.90 2462.38
SGXY92THAI BEVERAGE PCL YTBE 1020.90 N/A 1020.90 780.76 SGD No 975.937 780.75
SGXU11UNITED OVERSEAS BANK LTD YUOB 6183.92 N/A 6183.92 4848.20 SGD No 6060.25 4848.20
SGXF34WILMAR INTERNATIONAL LTD YWIL 2927.84 N/A 2927.84 2342.27 SGD No 2942.98 2342.27
SGXBS6YANGZIJIANG SHIPBUILDING YYZJ 22787.43 N/A 22787.43 4964.81 SGD No 6206.03 4964.82
SGXSAMMAANCASAMMAAN CAPITAL LTD ZIHF 250 N/A 250 200 USD No 250 200
SGXYESBANKYES BANK LTD ZYES 125 N/A 125 100 USD No 125 100
SGXZEELZEE ENTERTAINMENT ENTERPRISE ZZEE 687.50 N/A 687.50 550 USD No 687.50 550
The Small Exchange (SMFE)

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

Exchange SMFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SMFE10YSMESMALL 10YR US TREASURY YIELD S10Y 657.502 N/A 657.502 547.919 USD No 657.502 547.919
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 13597.11 11330.93 19424.45 16187.04 AUD Yes 19424.45 16187.04
SNFEIB30 DAY INTERBANK CASH RATE IB 812.408 N/A 812.408 677.00 AUD No 812.415 677.00
SNFEIR90 DAY BILLS IR 2779.96 N/A 2779.96 2316.64 AUD No 2779.96 2316.64
SNFEXT10 YEAR TREASURY BOND 6% XT 3484.86 N/A 3484.86 2904.02 AUD No 3484.83 2904.02
SNFEYT3 YEAR TREASURY BOND 6% YT 1267.20 N/A 1267.20 1056 AUD No 1267.20 1056

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.




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

US Metals


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.