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 8758.31 N/A 8758.31 7615.93 EUR Yes 2 8758.31 7615.93
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 8050 7000
BURSAMYFBMKLCI- FKLI 3220.05 2800.02 4600.07 4000.03 MYR No 4600.07 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 639.842 N/A 639.842 525 USD No 603.842 525
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 671.142 N/A 671.142 583.602 USD No 671.142 583.602
CBOTAIGCI- AW 971.008 N/A 971.008 789.495 USD No 908.008 789.495
CBOTDHB- DHB 1545.37 N/A 1545.37 1299.59 USD No 1495.37 1299.59
CBOTHYB- HYB 2622.57 N/A 2622.57 2214.36 USD No 2547.57 2214.36
CBOTIQB- IQB 2669.10 N/A 2669.10 2320.42 USD No 2879.10 2320.42
CBOTKE- KE 2518.99 N/A 2518.99 2190.43 USD Yes 2617.84 2211.17
CBOTMTN- MTN 499.186 N/A 499.186 433.985 USD No 532.024 433.985
CBOTMWN- MWN 926.467 N/A 926.467 805.513 USD No 1001.44 805.513
CBOTMYM- MYM 1084.90 943.388 1549.85 1347.70 USD No 1493.85 1299
CBOTMZC- MZC 165.826 N/A 165.826 144.196 USD No 166.561 142.661
CBOTMZL- MZL 402.421 N/A 402.421 335.84 USD No 381.663 331.881
CBOTMZM- MZM 255.857 N/A 255.857 222.485 USD No 251.734 211.943
CBOTMZS- MZS 350.787 N/A 350.787 305.032 USD No 355.084 304.421
CBOTMZW- MZW 262.161 N/A 262.161 227.966 USD No 273.071 232.019
CBOTQDF- QDF 218.155 189.70 311.65 271 USD No 301.30 262
CBOTQDOW- QDOW 218.155 189.70 311.65 271 USD No 301.30 262
CBOTDJUSRE- RX 3854.69 N/A 3854.69 3351.69 USD No 4074.69 3351.69
CBOTTN- TN 3656.95 N/A 3656.95 3179.96 USD No 4000.95 3179.96
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 7663.70 N/A 7663.70 6664.09 USD Yes 8382.20 6664.09
CBOTYC- XC 331.652 N/A 331.652 288.393 USD No 330.621 285.323
CBOTYK- XK 701.573 N/A 701.573 610.064 USD No 707.669 608.843
CBOTYW- XW 524.322 N/A 524.322 455.932 USD No 541.143 464.037
CBOTYIA- YIA 345.00 N/A 345.00 300.00 USD No 397.917 325.405
CBOTYIC- YIC 862.50 N/A 862.50 750.00 USD No 985.01 778.268
CBOTYID- YID 1063.75 N/A 1063.75 925.00 USD No 1253.25 981.087
CBOTYIT- YIT 1378.36 N/A 1378.36 1198.57 USD No 748.397 601.478
CBOTYIW- YIW 2722.46 N/A 2722.46 2367.36 USD No 4411.77 3705.89
CBOTYM- YM 10848.96 9433.88 15498.51 13476.97 USD Yes 14941.95 12993
CBOTZ3N- Z3N 2471.02 N/A 2471.02 2148.69 USD No 2627.03 2148.69
CBOTZB- ZB 5796.90 N/A 5796.90 5040.78 USD Yes 6359.91 5040.78
CBOTZC- ZC 1658.26 N/A 1658.26 1441.96 USD Yes 1653.11 1426.61
CBOTZF- ZF 1438.74 N/A 1438.74 1251.08 USD Yes 1579.31 1251.08
CBOTZL- ZL 3869.28 N/A 3869.28 3249.81 USD Yes 3693.12 3211.41
CBOTZM- ZM 2350.05 N/A 2350.05 2043.52 USD Yes 2308.70 1946.70
CBOTZN- ZN 2302.44 N/A 2302.44 2002.12 USD Yes 2552.56 2002.12
CBOTZO- ZO 3917.81 N/A 3917.81 3406.79 USD Yes 4172.15 3258.39
CBOTZQ- ZQ 1419.13 N/A 1419.13 1234.03 USD Yes 2 2256.26 1889.49
CBOTZR- ZR 3825.91 N/A 3825.91 3326.88 USD Yes 3237.56 2580.49
CBOTZS- ZS 3507.87 N/A 3507.87 3050.32 USD Yes 3538.34 3044.21
CBOTZT- ZT 1380 N/A 1380 1200 USD Yes 1465.94 1200
CBOTZW- ZW 2621.61 N/A 2621.61 2279.66 USD Yes 2705.71 2320.19
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 2535.75 N/A 2535.75 2205 CAD No 2535.75 2205
CDECGF- CGF 1484.25 N/A 1484.25 1290.65 CAD No 1484.25 1290.65
CDECGZ- CGZ 651.82 N/A 651.82 566.80 CAD No 651.822 566.80
CDECRA- CRA 416.139 N/A 416.139 361.86 CAD No 490.826 426.803
CDETSE60- SXF 15667.46 13623.88 22382.09 19462.68 CAD No 22382.09 19462.68
CDETSE60- SXM 13034.11 N/A 13034.11 11334.01 CAD No 13034.11 11334.01
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 14997.51 N/A 14997.51 13041.31 CHF Yes 14997.51 13041.31
CEDXBDE40G- DE40F 23746.81 N/A 23746.81 20649.40 EUR Yes 23746.81 20649.40
CEDXBES35P- ES35F 58747.23 N/A 58747.23 51084.55 EUR Yes 58747.23 51084.55
CEDXBEZ50P- EZ50F 5996.72 N/A 5996.72 5214.54 EUR Yes 5996.72 5214.54
CEDXBFR40P- FR40F 8043.70 N/A 8043.70 6994.52 EUR Yes 8043.70 6994.52
CEDXBIT40P- IT40F 13212.27 N/A 13212.27 11488.93 EUR Yes 13212.27 11488.93
CEDXBNO25G- NO25F 11575.09 N/A 11575.09 10065.30 NOK Yes 11575.09 10065.30
CEDXBSE30P- SE30F 32615.22 N/A 32615.22 28361.06 SEK Yes 32615.22 28361.06
CEDXBUK100P- UK100F 8273.55 N/A 8273.55 7194.40 GBP Yes 8273.55 7194.40
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 10232.85 N/A 10232.85 8897.25 USD No 10232.86 8897.25
CFEIBXXIBIG- IBIG 8443.50 N/A 8443.50 7341.50 USD No 8443.50 7341.50
CFEIEMD- IEMD 423.497 N/A 423.497 368.258 USD No 423.497 368.258
CFEVA- VA 92 N/A 92 80 USD No 281.429 244.721
CFEVIX- VX 10193.20 N/A 10193.20 8863.65 USD Yes 25337.88 22032.94
CFEVIX- VX40 10193.20 N/A 10193.20 8863.65 USD No 27205.72 23657.14
CFEVIX- VX41 10193.20 N/A 10193.20 8863.65 USD No 25474.39 22151.64
CFEVIX- VX43 10193.20 N/A 10193.20 8863.65 USD No 25337.88 22032.94
CFEVIX- VX44 9887.40 N/A 9887.40 8597.74 USD No 24563.27 21359.36
CFEVIX- VX45 9194.26 N/A 9194.26 7995.01 USD No 22810.21 19834.96
CFEVXM- VXM 1019.32 N/A 1019.32 886.365 USD No 2533.79 2203.29
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 2459.90 N/A 2459.90 2017.30 USD Yes 2319.90 2017.30
CMEGBP- 6B 2534.71 N/A 2534.71 2204.09 USD Yes 2584.71 2204.09
CMECAD- 6C 1438.11 N/A 1438.11 1233.14 USD Yes 1418.11 1233.14
CMEEUR- 6E 4089.32 N/A 4089.32 3555.93 USD Yes 4508.07 3555.93
CMEJPY- 6J 3390.92 N/A 3390.92 2948.63 USD Yes 4840.92 2948.63
CMEBRE- 6L 1984.67 N/A 1984.67 1396.125 USD Yes 2 5179.20 3813.96
CME6M- 6M 1931.275 N/A 1931.275 1618.50 USD Yes 1861.275 1618.50
CMENZD- 6N 2470.19 N/A 2470.19 2117.55 USD Yes 2 2435.19 2117.55
CMECHF- 6S 5466.09 N/A 5466.09 4753.125 USD Yes 5497.34 4753.125
CMEZAR- 6Z 2363.06 N/A 2363.06 2022.125 USD No 2325.56 2022.125
CMEACDX- ACD 12692.84 N/A 12692.84 11037.25 CAD No 12692.84 11037.25
CMEAJY- AJY 2725312.20 N/A 2725312.20 2051576.00 JPY No 2359312.40 2051576.00
CMEBFF- BFF 969.739 N/A 969.739 802.469 USD No 956.115 831.405
CMEBQX- BIO 31137.64 N/A 31137.64 27076.21 USD No 31137.64 27076.21
CMEBOS- BOS 5060 N/A 5060 4400 USD No 5060 4400
CMEBRR- BTC 232917.14 N/A 232917.14 189419.63 USD Yes 217835.15 189419.63
CMEBTCEURRR- BTE 302924.375 N/A 302924.375 263412.50 EUR No 363509.25 316095
CMECB- CB 8685.77 N/A 8685.77 7361.53 USD No 4531.61 3940.53
CMECHI- CHI 3202.75 N/A 3202.75 2785.00 USD No 3202.75 2785.00
CMECLP- CHP 4603.13 N/A 4603.13 4002.72 USD No 4618.13 4002.72
CMECJY- CJY 2544057.46 N/A 2544057.46 2212223.88 JPY No 2544057.46 2212223.88
CMECNH- CNH 25211.86 N/A 25211.86 21309 CNH No 24511.86 21309
CMECSC- CSC 7254.07 N/A 7254.07 6116.58 USD No 6854.62 5960.54
CMECUS- CUS 5180.75 N/A 5180.75 4505.00 USD No 5180.75 4505.00
CMECZK- CZK 21470.21 N/A 21470.21 18669.75 USD Yes 2 22582.21 18669.75
CMEDA- DC 6011.48 N/A 6011.48 4983.90 USD Yes 5447.17 4736.67
CMEDEN- DEN 4577.00 N/A 4577.00 3980.00 USD No 4577.00 3980.00
CMEDY- DY 7440.41 N/A 7440.41 6393.40 USD No 8605.40 7482.96
CMEE7- E7 2044.66 N/A 2044.66 1777.96 USD No 2254.03 1777.96
CMEEAD- EAD 16784.21 N/A 16784.21 14586.93 AUD No 17871.71 14586.93
CMEEBMEUR- EBM 6196.18 N/A 6196.18 5268.25 EUR No 7280.02 6321.90
CMEECD- ECD 10619.54 N/A 10619.54 9228.16 CAD No 11294.54 9228.16
CMEECK- ECK 9462.20 N/A 9462.20 8228 EUR No 9462.20 8228
CMEEEM- EEM 249.743 N/A 249.743 203.62 EUR No 267.467 232.50
CMEEHF- EHF 5368.11 N/A 5368.11 4667.92 EUR Yes 2 5380.11 4667.92
CMEEMD- EMD 18606.28 15138.20 26580.41 21626 USD Yes 2 25318.40 22016
CMENIY- ENY 425777.82 217490 608254.03 310700 JPY No 351670 305800
CMEEPZ- EPZ 6725.775 N/A 6725.775 5848.50 EUR Yes 2 6725.775 5848.50
CMEES- ES 16934.84 14673.40 24192.62 20962 USD Yes 22105.60 20096
CMESPXESUP- ESG 17526.75 N/A 17526.75 15082 USD No 16174.44 14057.15
CMEESTR- ESR 776.283 N/A 776.283 653.269 EUR No 745.882 648.564
CMEETHEURRR- ETE 117081.29 N/A 117081.29 101809.82 EUR No 133687.50 116250
CMEETHUSDRR- ETH 116460.99 N/A 116460.99 94400.86 USD Yes 135701.24 118001.07
CMESPW- EWF 11909.59 N/A 11909.59 10147 USD No 10698.45 9303
CMEGSCI- GD 17072.27 N/A 17072.27 14845.44 USD No 17072.26 14845.44
CMEGDK- GDK 6123.10 N/A 6123.10 5324.43 USD No 2687.94 2337.34
CMEGF- GF 15278.80 N/A 15278.80 11612.00 USD Yes 13353.80 11612.00
CMENF- GNF 7291.52 N/A 7291.52 6340.46 USD No 12122.81 10503.32
CMEHE- HE 4068.70 N/A 4068.70 3538.00 USD Yes 4218.70 3538.00
CMEHUF- HUF 11995.45 N/A 11995.45 10430.82 USD Yes 2 12433.45 10430.82
CMEIBAA- IBV 35215.30 N/A 35215.30 30622 USD No 35959.35 31269
CMEILS- ILS 38181.32 N/A 38181.32 30940.27 USD Yes 2 35581.32 30940.27
CMEJ7- J7 1695.46 N/A 1695.46 1474.31 USD No 2420.46 1474.31
CMEKRW- KRW 17551.26 N/A 17551.26 15142.75 USD Yes 2 11356.69 9798.25
CMELAV- LAV 4404.50 N/A 4404.50 3830.00 USD No 4404.50 3830.00
CMELAX- LAX 6382.50 N/A 6382.50 5550 USD No 6382.50 5550
CMELBR- LBR 3142.32 N/A 3142.32 2612.89 USD No 1907.99 1659.12
CMELE- LE 5371.86 N/A 5371.86 4366.83 USD Yes 5021.86 4366.83
CMEM2K- M2K 824.976 646.80 1178.54 924 USD No 991.30 862
CMEM6A- M6A 245.99 N/A 245.99 201.73 USD No 231.99 201.73
CMEM6B- M6B 253.471 N/A 253.471 220.409 USD No 258.471 220.409
CMEM6E- M6E 408.932 N/A 408.932 355.593 USD No 450.807 355.593
CMEMBT- MBT 4658.29 N/A 4658.29 3788.39 USD Yes 4356.65 3788.39
CMEMCD- MCD 143.811 N/A 143.811 123.314 USD No 141.811 123.314
CMEMES- MES 1693.48 1467.20 2419.26 2096 USD Yes 2211 2010
CMEMET- MET 232.922 N/A 232.922 188.802 USD Yes 271.402 236.002
CMEMIA- MIA 6345.13 N/A 6345.13 5517.50 USD No 6345.12 5517.50
CMEMIR- MIR 1311.12 N/A 1311.12 1125.10 USD No 1294.12 1125.10
CMEMJY- MJY 339.092 N/A 339.092 294.863 USD No 484.092 294.863
CMEMNH- MNH 2526.06 N/A 2526.06 2140.05 CNH No 2461.06 2140.05
CMEMNI- MNI 213761.39 108780 305373.41 155400 JPY No 175835 152900
CMEMNK- MNK 3204.36 N/A 3204.36 1634.16 USD No 1879.36 1634.16
CMEMNQ- MNQ 2609.61 2129.40 3728.01 3042 USD Yes 3267 2970
CMEMSF- MSF 546.609 N/A 546.609 475.3125 USD No 549.734 475.3125
CMEMSL- MSL 2909.19 N/A 2909.19 2503 USD No 3748.73 3259.74
CMEMXP- MXP 3893.17 N/A 3893.17 3385.25 USD No 3911.92 3385.25
CMENIY- NIY 2128863.89 1087590 3041234.135 1553700 JPY No 1758465 1529100
CMENKD- NKD 31918.70 N/A 31918.70 16341.62 USD No 18793.70 16341.62
CMENOK- NOK 23560.73 N/A 23560.73 20262.39 USD No 23310.73 20262.39
CMENQ- NQ 26096.06 21293.30 37280.09 30419 USD Yes 32664.50 29695
CMENYM- NYM 4850.13 N/A 4850.13 4217.50 USD No 4850.12 4217.50
CMEPJY- PJY 3095779.59 N/A 3095779.59 2334227.59 JPY No 2684529.09 2334227.59
CMEPLN- PLN 16040.37 N/A 16040.37 13948.15 USD Yes 2 16400.37 13948.15
CMEPSF- PSF 11087.91 N/A 11087.91 9641.67 CHF No 11100.41 9641.67
CMEQBTC- QBTC 363.46 N/A 363.46 301 USD No 346.15 301
CMEQEF- QEF 327.75 N/A 327.75 285 USD No 327.75 285
CMEQETH- QETH 345 N/A 345 300 USD No 345 300
CMEQNDX- QNDX 134.946 107.10 192.78 153 USD No 171.35 149
CMEQNF- QNF 123.165 107.10 175.95 153 USD No 171.35 149
CMEQRF- QRF 149.73 130.20 213.90 186 USD No 200.10 174
CMEQRTY- QRTY 163.177 130.20 233.11 186 USD No 200.10 174
CMEQSF- QSF 339.71 295.40 485.30 422 USD No 465.75 405
CMEQSPX- QSPX 348.64 295.40 498.057 422 USD No 465.75 405
CMEQTF- QTF 333.50 N/A 333.50 290 USD No 333.50 290
CMERF- RF 4075.41 N/A 4075.41 3542.85 CHF No 4375.41 3542.85
CMERMB- RMB 8116.70 N/A 8116.70 7058 USD Yes 2 8116.70 7058
CMERME- RME 9339.37 N/A 9339.37 8120.32 EUR Yes 2 9338.37 8120.32
CMERP- RP 6284.29 N/A 6284.29 5464.375 GBP No 6528.04 5464.375
CMERS1- RS1 14446.45 N/A 14446.45 11999 USD No 11172.25 9715
CMERSG- RSG 50599.61 N/A 50599.61 42995.18 USD No 49474.61 42995.18
CMERSV- RSV 10489.04 N/A 10489.04 8892.80 USD No 10229.05 8892.80
CMERTY- RTY 8249.76 6468.70 11785.37 9241 USD Yes 9916.45 8623
CMERY- RY 1537530.51 N/A 1537530.51 1068428.22 JPY Yes 2 1228779.76 1068428.22
CMESPXDIVAN- SDA 4533.88 N/A 4533.88 3942.50 USD No 4533.87 3942.50
CMESDG- SDG 6350.88 N/A 6350.88 5522.50 USD No 6350.87 5522.50
CMESEK- SEK 21547.84 N/A 21547.84 18725.92 USD No 22097.84 18725.92
CMESFR- SFR 5103.125 N/A 5103.125 4437.50 USD No 5103.125 4437.50
CMESGX- SG 301750.81 N/A 301750.81 262391.98 USD No 301750.78 262391.98
CMESIR- SIR 6499.97 N/A 6499.97 5625.50 USD No 6469.97 5625.50
CMESJY- SJY 5228828.81 N/A 5228828.81 3889199.83 JPY No 4472579.81 3889199.83
CMESMC- SMC 33049.42 N/A 33049.42 27912.54 USD No 32099.42 27912.54
CMESOL- SOL 58261.82 N/A 58261.82 50075 USD No 74978.53 65194.75
CMESONIA- SON 949.727 N/A 949.727 825.85 GBP No 1958.94 1692.56
CMESOFR1- SR1 1385.91 N/A 1385.91 1205.14 USD No 2227.74 1864.69
CMESOFR3- SR3 959.41 N/A 959.41 834.27 USD Yes 1527.18 1284.50
CMESVX- SU 75115.69 N/A 75115.69 65317.99 USD No 75115.72 65317.99
CMETBF3- TBF3 858.399 N/A 858.399 746.432 USD No 3068.11 2667.91
CMEWDC- WDC 4835.75 N/A 4835.75 4205.00 USD No 4835.75 4205.00
CMEIXB- XAB 13887.72 N/A 13887.72 11908.87 USD No 13697.72 11908.87
CMEIXE- XAE 15162.55 N/A 15162.55 12574.68 USD No 14462.55 12574.68
CMESIXM- XAF 10920.01 N/A 10920.01 9233 USD No 9594.51 8343
CMEIXI- XAI 21122.07 N/A 21122.07 17760.87 USD No 20432.07 17760.87
CMESIXT- XAK 26736.09 N/A 26736.09 19721 USD No 22290.45 19383
CMEIXR- XAP 5831.84 N/A 5831.84 5070.03 USD No 6371.84 5070.03
CMESIXRE- XAR 3842.26 N/A 3842.26 3340.01 USD No 3616.33 2954
CMEIXU- XAU 11513.27 N/A 11513.27 9653.99 USD No 11103.27 9653.99
CMEIXV- XAV 17015.27 N/A 17015.27 14793.09 USD No 17355.27 14793.09
CMEIXY- XAY 51447.54 N/A 51447.54 43708.76 USD No 50287.55 43708.76
CMEXAZ- XAZ 10683.45 N/A 10683.45 9288.06 USD No 10201.65 8871
CMEXRP- XRP 77869.40 N/A 77869.40 67705 USD No 78044.40 67705
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
COINDERIVBIT- BIT 710.93 N/A 710.93 618.20 USD No 359.981 313.027
COINDERIVET- ET 261.7975 N/A 261.7975 227.65 USD No 132.562 115.271
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 332.103 N/A 332.103 227.046 USD No 261.103 227.046
COMEXALI- ALI 8277.22 N/A 8277.22 6675.84 USD No 7677.22 6675.84
COMEXGC- GC 33169.63 N/A 33169.63 22704.02 USD Yes 26109.62 22704.02
COMEXHG- HG 17596.25 N/A 17596.25 12772.50 USD Yes 20721.25 12772.50
COMEXHRC- HRC 2457.39 N/A 2457.39 2136.63 USD No 2620.80 2191.76
COMEXMGC- MGC 3316.96 N/A 3316.96 2270.40 USD Yes 2610.96 2270.40
COMEXMHG- MHG 1762.125 N/A 1762.125 1277.25 USD No 2069.625 1277.25
COMEXQC- QC 8755.63 N/A 8755.63 6353.75 USD No 10305.63 6353.75
COMEXQI- QI 18587.42 N/A 18587.42 14989.06 USD No 17237.42 14989.06
COMEXQO- QO 16584.82 N/A 16584.82 11352.01 USD No 13054.81 11352.01
COMEXSGC- SGC 28406.49 N/A 28406.49 24701.28 CNH No 28406.48 24701.28
COMEXSGUF- SGU 14912.84 N/A 14912.84 12967.69 USD No 14912.85 12967.69
COMEXSI- SI 37174.84 N/A 37174.84 29978.125 USD Yes 34474.84 29978.125
COMEXSI- SIL 7434.97 N/A 7434.97 5995.625 USD No 6894.97 5995.625
COMEXUX- UX 4346.77 N/A 4346.77 3779.80 USD No 4346.77 3779.80
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 45517.00 N/A 45517.00 39580.00 EUR No 45517.01 39580.00
ENDEXTFM- TFM 7552.76 N/A 7552.76 6567.61 EUR Yes 9079.96 7895.62
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 9126.38 N/A 9126.38 7935.98 CHF No 9126.38 7935.98
EUREXFBON- FBON 5595.98 N/A 5595.98 4866.07 EUR No 5595.98 4866.07
EUREXBTP- FBTP 2963.98 N/A 2963.98 2577.37 EUR Yes 4257.77 3702.41
EUREXBTS- FBTS 1112.51 N/A 1112.51 967.403 EUR No 1410.84 1226.82
EUREXDJUBS- FCCO 2481.13 N/A 2481.13 2157.50 USD No 2481.13 2157.50
EUREXSD3ED- FD3D 2631.20 N/A 2631.20 2288.00 EUR No 2631.20 2288.00
EUREXDAX- FDAX 35645.70 30996.27 50922.44 44280.38 EUR Yes 49589.44 43121.25
EUREXDDAX- FDIV 9361 N/A 9361 8140 EUR Yes 2 9361 8140
EUREXDAX- FDXM 7129.14 6199.25 10184.49 8856.08 EUR No 9917.89 8624.25
EUREXDAX- FDXS 1425.83 1239.85 2036.90 1771.22 EUR Yes 1983.58 1724.85
EUREXDBEA- FEBD 528.259 N/A 528.259 459.356 EUR No 508.559 442.2255
EUREXFECX- FECX 2189.08 N/A 2189.08 1903.01 EUR No 2189.08 1903.01
EUREXDJSD- FEDV 3364.16 2925.30 4805.94 4179 EUR Yes 2 4805.94 4179
EUREXFEHY- FEHY 1425.47 N/A 1425.47 1239.27 EUR No 887.692 771.736
EUREXESA- FESA 5580.20 N/A 5580.20 4848.82 EUR Yes 2 5580.20 4848.82
EUREXSX7E- FESB 1072.35 932.477 1531.93 1332.11 EUR Yes 1390.51 1209.14
EUREXSX4E- FESC 5620.54 N/A 5620.54 4887.42 EUR Yes 2 5081.05 4418.30
EUREXESE- FESE 1922.35 N/A 1922.35 1668.67 EUR Yes 2 1741.57 1511.75
EUREXESF- FESF 3316.99 N/A 3316.99 2884.34 EUR Yes 2 2972.16 2584.49
EUREXSXNE- FESG 7344.45 N/A 7344.45 6386.47 EUR Yes 2 6611.06 5748.75
EUREXSXDE- FESH 2935.48 N/A 2935.48 2552.59 EUR Yes 2 2935.48 2552.59
EUREXESI- FESI 3176.08 N/A 3176.08 2758.24 EUR Yes 2 2723.60 2365.29
EUREXESM- FESM 1620.73 N/A 1620.73 1409.33 EUR Yes 2 1054.68 917.111
EUREXSXOE- FESN 3636.18 N/A 3636.18 3161.89 EUR Yes 2 3571.36 3105.53
EUREXSX3E- FESO 1244.00 N/A 1244.00 1081.74 EUR Yes 2 1233.95 1073.00
EUREXSXRE- FESR 3981.62 N/A 3981.62 3462.28 EUR Yes 2 3821.66 3323.18
EUREXSXPE- FESS 1203.38 N/A 1203.38 1046.42 EUR Yes 2 1122.05 975.695
EUREXSXKE- FEST 992.737 N/A 992.737 863.25 EUR Yes 2 992.737 863.25
EUREXESU- FESU 1759.71 N/A 1759.71 1529.67 EUR Yes 1448.37 1259.03
EUREXSXTE- FESV 988.049 N/A 988.049 859.173 EUR Yes 2 952.793 828.515
EUREXESTX50- FESX 3146.59 2736.16 4495.12 3908.80 EUR Yes 4356.89 3788.60
EUREXSX8E- FESY 18260.23 N/A 18260.23 15878.46 EUR Yes 2 18260.23 15878.46
EUREXSXQE- FESZ 5270.18 N/A 5270.18 4582.77 EUR Yes 2 5270.18 4582.77
EUREXEU3- FEU3 327.232 N/A 327.232 284.55 EUR Yes 327.232 284.55
EUREXDESX5- FEXD 2656.50 2310 3795 3300 EUR Yes 3795 3300
EUREXOMXH25- FFOX 9243.89 N/A 9243.89 8028.57 EUR Yes 2 9243.89 8028.57
EUREXFGBC- FGBC 775.462 N/A 775.462 674.314 GBP No 775.462 674.314
EUREXGBL- FGBL 2260.90 N/A 2260.90 1966.00 EUR Yes 2918.14 2537.51
EUREXGBM- FGBM 1428.38 N/A 1428.38 1242.07 EUR Yes 1584.23 1377.59
EUREXGBS- FGBS 468.017 N/A 468.017 406.971 EUR Yes 543.883 472.942
EUREXGBX- FGBX 6392.43 N/A 6392.43 5558.63 EUR Yes 6392.43 5558.63
EUREXDJESL- FLCE 2534.68 N/A 2534.68 2203.53 EUR No 2214.01 1924.75
EUREXDJ200L- FLCP 2311.25 N/A 2311.25 2009.78 EUR No 1811.34 1575.08
EUREXDJESM- FMCE 2254.96 N/A 2254.96 1960.315 EUR No 1774.17 1542.35
EUREXM1CN- FMCH 1943.18 1689.66 2775.96 2413.80 USD No 3395.56 2952.56
EUREXDJ200- FMCP 2360.35 N/A 2360.35 2052.07 EUR Yes 2 1885.18 1638.96
EUREXM1MS- FMEA 4584.61 3986.58 6549.45 5695.11 USD No 5495.92 4779.01
EUREXM1EF- FMEM 10390.42 N/A 10390.42 9034.90 USD No 10390.42 9034.90
EUREXMXEU- FMEP 1480.07 N/A 1480.07 1287.02 EUR No 1398.43 1216.03
EUREXM7EU- FMEU 3001.64 N/A 3001.64 2609.97 EUR No 2496.80 2171.00
EUREXM1IN- FMIN 9748.20 N/A 9748.20 8476.24 USD No 8562.55 7445.30
EUREXMXJPUS- FMJP 6410.03 N/A 6410.03 5573.70 USD No 6094.69 5299.50
EUREXM1TW- FMTW 11434.73 N/A 11434.73 9940.25 USD No 11434.73 9940.25
EUREXMBWO- FMWN 2822.66 2454.40 4032.37 3506.28 EUR No 3625.08 3152.13
EUREXM1WO- FMWO 6606.77 5744.90 9438.24 8207.00 USD No 8292.42 7210.66
EUREXMXWO- FMWP 6662.28 N/A 6662.28 5791.23 USD No 6662.28 5791.23
EUREXOAT- FOAT 2369.15 N/A 2369.15 2060.13 EUR No 2610.87 2270.32
EUREXDJESS- FSCE 1418.27 N/A 1418.27 1232.97 EUR No 1175.71 1022.10
EUREXDJ200S- FSCP 1568.61 N/A 1568.61 1363.93 EUR No 1292.16 1123.55
EUREXSXXPESGX- FSEG 1101.79 958.026 1573.98 1368.61 EUR No 1224.62 1064.83
EUREXSLI- FSLI 3561.00 N/A 3561.00 3096.52 CHF Yes 2 3561.00 3096.52
EUREXSMIDP- FSMD 8825.10 N/A 8825.10 7674.00 CHF No 8825.10 7674.00
EUREXSMI- FSMI 6049.28 5260.24 8641.83 7514.63 CHF Yes 7339.14 6381.86
EUREXSMIM- FSMM 4134.13 N/A 4134.13 3590.56 CHF Yes 2 4134.13 3590.56
EUREXSMI- FSMS 604.928 526.024 864.183 751.463 CHF No 733.914 638.186
EUREXMDAX- FSMX 2926.51 N/A 2926.51 2544.66 EUR No 2378.08 2067.79
EUREXST3- FST3 86.0973 N/A 86.0973 74.8672 EUR No 86.0973 74.8672
EUREXSXAP- FSTA 2955.30 N/A 2955.30 2569.73 EUR Yes 2 2745.45 2387.26
EUREXSX7P- FSTB 1390.60 1209.18 1986.57 1727.40 EUR Yes 1672.64 1454.43
EUREXSX4P- FSTC 4602.18 N/A 4602.18 3996.53 EUR Yes 2 3930.30 3413.07
EUREXSXEP- FSTE 1283.02 1115.64 1832.88 1593.77 EUR Yes 1680.18 1460.99
EUREXSXFP- FSTF 4745.11 N/A 4745.11 4121.18 EUR Yes 2 3800.98 3301.19
EUREXSXNP- FSTG 5092.08 N/A 5092.08 4426.40 EUR Yes 2 4598.78 3997.59
EUREXSXDP- FSTH 4893.14 N/A 4893.14 4254.60 EUR Yes 2 3663.80 3185.69
EUREXSXIP- FSTI 3031.15 N/A 3031.15 2635.03 EUR Yes 2 2484.86 2160.13
EUREXSX86P- FSTL 691.989 N/A 691.989 601.678 EUR No 691.989 601.678
EUREXSXMP- FSTM 1562.18 N/A 1562.18 1356.96 EUR Yes 2 1272.61 1105.43
EUREXSXOP- FSTN 3779.63 N/A 3779.63 3284.145 EUR Yes 2 3643.53 3165.885
EUREXSX3P- FSTO 1731.81 N/A 1731.81 1505.25 EUR Yes 2 1731.81 1505.25
EUREXSXRP- FSTR 1513.87 N/A 1513.87 1315.95 EUR Yes 2 1513.87 1315.95
EUREXSXPP- FSTS 3583.82 N/A 3583.82 3116.28 EUR Yes 3801.44 3305.505
EUREXSXKP- FSTT 719.439 N/A 719.439 625.50 EUR Yes 2 719.439 625.50
EUREXSX6P- FSTU 1649.92 N/A 1649.92 1434.66 EUR Yes 1292.07 1123.50
EUREXSXTP- FSTV 1196.44 N/A 1196.44 1039.96 EUR Yes 2 1181.89 1027.31
EUREXSTX- FSTX 3645.58 N/A 3645.58 3169.53 EUR Yes 2 2742.07 2384
EUREXSX8P- FSTY 7418.05 N/A 7418.05 6449.12 EUR Yes 2 7418.05 6449.12
EUREXSXQP- FSTZ 3212.41 N/A 3212.41 2791.75 EUR Yes 2 3212.41 2791.75
EUREXESTX50- FSXE 314.659 273.616 449.512 390.88 EUR No 435.689 378.86
EUREXTDX- FTDX 7575.46 N/A 7575.46 6587.36 EUR Yes 2 7575.46 6587.36
EUREXFUEM- FUEM 675.276 N/A 675.276 587.057 USD No 675.276 587.057
EUREXV2TX- FVS 1006.25 N/A 1006.25 875 EUR Yes 2550.125 2217.50
EUREXDJES- FXXE 2427.66 N/A 2427.66 2109.42 EUR No 1992.40 1731.21
EUREXDJ600- FXXP 1556.25 1353.26 2223.22 1933.24 EUR Yes 1802.46 1567.36
Euronext NL (FTA)

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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 8789.60 N/A 8789.60 7643.13 EUR No 8789.60 7643.13
FTAEOE- FTI 17750.22 N/A 17750.22 15434.97 EUR Yes 13190.93 11470.38
FTAEOE- MFA 1775.02 N/A 1775.02 1543.50 EUR No 1319.09 1147.04
Hong Kong Futures Exchange (HKFE)

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Exchange HKFE 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 85252.43 N/A 85252.43 74132.54 HKD No 85252.43 74132.54
HKFECNH- CUS 24541.92 N/A 24541.92 21340.80 CNH Yes 24541.92 21340.80
HKFEHHIDPI- DHH 3133.75 N/A 3133.75 2725 HKD No 3133.75 2725
HKFEHSIDPI- DHS 9211.96 N/A 9211.96 8010.40 HKD No 9211.96 8010.40
HKFEGDR- GDR 193024.01 N/A 193024.01 167846.97 CNH No 193024.02 167846.97
HKFEGDU- GDU 28375.23 N/A 28375.23 24674.11 USD No 28375.22 24674.11
HKFEHHI.HK 3- HHI 46305.21 40265.40 66150.30 57522 HKD Yes 66150.30 57522
HKFEHSI- HSI 95040.49 82643.90 135772.12 118062.72 HKD Yes 135772.12 118062.72
HKFEHSTECH- HTI 34920.44 30365.60 49886.34 43379.42 HKD Yes 49886.34 43379.42
HKFEMCA- MCA 3813.58 3316.16 5447.98 4737.37 USD No 5447.97 4737.37
HKFEMCH.HK- MCH 9261.04 8053.08 13230.06 11504.40 HKD Yes 13230.06 11504.40
HKFEMCS- MCS 4913.69 N/A 4913.69 4268.34 CNH No 4913.69 4268.34
HKFEMHI- MHI 19008.10 16528.78 27154.42 23612.54 HKD Yes 27154.42 23612.54
HKFEMID.HK- MIA 1650.13 N/A 1650.13 1434.90 USD No 1650.13 1434.90
HKFEMND- MND 4753.27 N/A 4753.27 4133.28 USD No 4753.28 4133.28
HKFEMTW- MTW 7963.93 N/A 7963.93 6924.78 USD No 7963.94 6924.78
HKFEVHSI- VHS 55056.25 N/A 55056.25 47875 HKD No 121727.50 105850
Intercontinental Exchange (ICEEU)

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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 115.95 N/A 115.95 100.82 EUR No 200.654 174.481
ICEEUSG- G 2384.02 N/A 2384.02 2073.06 GBP No 2384.02 2073.06
ICEEUH- H 4761.05 N/A 4761.05 4140.04 GBP No 4761.04 4140.04
ICEEUI- I 370.875 N/A 370.875 322.50 EUR Yes 661.781 575.459
ICEEUNDUEBRAF- MCG 5562.17 N/A 5562.17 4836.11 USD No 5562.18 4836.11
ICEEUO- O 2682.61 N/A 2682.61 2332.70 EUR No 2682.61 2332.70
ICEEUP- P 5834.32 N/A 5834.32 5073.31 EUR No 5834.31 5073.31
ICEEUR- R 2841.14 N/A 2841.14 2470.56 GBP No 2841.14 2470.56
ICEEUSRFXON3- SA3 340.379 N/A 340.379 295.981 CHF No 644.046 558.955
ICEEUSONIA.N- SO3 429.2375 N/A 429.2375 373.25 GBP Yes 660.975 574.761
ICEEUSONIO.N- SOA 602.474 N/A 602.474 523.89 GBP No 694.405 603.822
ICEEUTWS- TWS 999.261 N/A 999.261 868.922 EUR No 999.265 868.922
ICEEUF1DV- XZ 695.52 N/A 695.52 604.80 GBP No 695.52 604.80
ICEEUY- Y2 4315.24 N/A 4315.24 3751.94 GBP No 4315.24 3751.94
ICEEUZ- Z 4757.67 4137.10 6796.68 5910.15 GBP Yes 6796.67 5910.15
ICE Agricultural Products (ICEEUSOFT)

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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 9257.50 N/A 9257.50 8050 GBP No 9257.50 8050
ICEEUSOFTD- RC 7588.05 N/A 7588.05 6598.30 USD No 9893.59 8603.12
ICEEUSOFTT- T 1684.91 N/A 1684.91 1464.35 GBP No 2208.66 1919.54
ICEEUSOFTW- W 2071.45 N/A 2071.45 1801.26 USD No 1877.98 1633.02
ICE Futures US (ICEUS)

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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 6959.69 N/A 6959.69 6051.90 USD No 7494.44 6516.90
ICEUSEJ- KEJ 24818436.64 N/A 24818436.64 21581249.25 JPY No 24881723.65 21636281.44
ICEUSEO- KEO 10866.58 N/A 10866.58 9443.15 USD No 10661.08 9264.58
ICEUSECD- KEP 12394.58 N/A 12394.58 10777.90 CAD No 14661.58 12749.20
ICEUSGB- KGB 6284.03 N/A 6284.03 5464.375 GBP No 6555.11 5700.09
ICEUSEAD- KRA 17911.33 N/A 17911.33 15575.07 AUD No 20284.60 17638.79
ICEUSRZ- KRZ 6100.35 N/A 6100.35 5304.65 CHF No 6803.80 5916.34
ICEUSZY- KZY 4472579.81 N/A 4472579.81 3889199.83 JPY No 4401471.13 3827365.33
ICEUSMP- MP 7604.12 N/A 7604.12 6612.28 USD No 7323.48 6368.24
ICEUSSS- SS 11215.73 N/A 11215.73 9752.81 CHF No 12457.26 10832.40
ICEUSGBP- SY 2780573.50 N/A 2780573.50 2417889.57 JPY No 3092613.83 2689229.42
Borsa Italiana (IDEM)

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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 2264.35 N/A 2264.35 1969 EUR No 2264.35 1969
IDEMFTMIB- FIB 21211.69 18444.825 30302.41 26349.75 EUR Yes 30302.41 26349.75
IDEMFTMIB- MICR 848.462 737.793 1212.09 1053.99 EUR No 1212.09 1053.99
IDEMFTMIB- MIN 4242.31 3688.965 6060.45 5269.95 EUR No 6060.45 5269.95
IDEMSRGB- SRG7 1142.67 N/A 1142.67 993.622 EUR No 1142.67 993.622
Intercontinental Exchange (IPE)

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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 11836.92 N/A 11836.92 10292.97 USD No 21871.87 19019.02
IPECOIL- COIL 16250.00 N/A 16250.00 13000 USD Yes 16250 13000
IPEGOIL- GOIL 7957.95 N/A 7957.95 6366.36 USD No 7957.95 6366.36
IPEHOIL- HOIL 24688.44 N/A 24688.44 19750.75 USD No 24921.04 19936.83
IPENCF- NCF 19305.71 N/A 19305.71 16787.58 USD No 23558.83 20485.94
IPENGF- NGF 4017.18 N/A 4017.18 3493.20 GBP No 24174 3493.20
IPERBOB- RBOB 20755.44 N/A 20755.44 16604.36 USD No 21403.27 17122.62
IPEWTI- WTI 15694.09 N/A 15694.09 12555.27 USD Yes 15833.025 12666.42
Korea Stock Exchange (KSE)

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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 12997688.39 8665124.895 18568126.275 12378749.85 KRW Yes 18568123.275 12378749.85
KSEK200M- 05 2595075.30 1730050.01 3707250.43 2471500.02 KRW Yes 3707249.23 2471500.02
KSEKOSDQ150- 06 1493414.71 995610.03 2133449.58 1422300.05 KRW No 2133450.56 1422300.05
KSE3KTB- 65 928551 N/A 928551 619034.01 KRW No 928551 619034
KSEFLKTB- 67 3032016 N/A 3032016 2021344.03 KRW No 3032016 2021344
KSEKWY- 75 2100750 N/A 2100750 1400500 KRW No 4201500 2801000
London Metals Exchange (LMEOTC)

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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 4420.025 N/A 4420.025 3843.50 USD No 4802.63 4176.13
LMEOTCCA- CA 20155.72 N/A 20155.72 17525.92 USD No 18136.36 15770.75
LMEOTCPB- PB 4083.26 N/A 4083.26 3550.62 USD No 4762.68 4141.41
LMEOTCSNLME- SN 42437.78 N/A 42437.78 36855.56 USD No 37929.99 32940.71
LMEOTCZSLME- ZS 6805.64 N/A 6805.64 5917.89 USD No 7435.74 6465.79
Euronext France (MATIF)

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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 839.202 N/A 839.202 729.741 EUR Yes 1405.36 1222.05
MATIFECO- ECO 1824.26 N/A 1824.26 1586.31 EUR Yes 2570.30 2235.05
MATIFEMA- EMA 1002.55 N/A 1002.55 871.78 EUR No 1189.87 1034.67
Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

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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 252.901 N/A 252.901 219.914 EUR No 259.995 219.914
MEFFRVIBEX35- IBX 10465.06 9100.05 14950.08 13000.07 EUR No 14950.08 13000.07
MEFFRVIBEX- MIX 1046.51 910.005 1495.01 1300.01 EUR Yes 1495.01 1300.01
Mexican Derivatives Exchange (MEXDER)

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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 9295.75 N/A 9295.75 8083.26 MXN No 14848.71 12911.925
MEXDEREURO- EU 26889.44 N/A 26889.44 23382.12 MXN No 26889.44 23382.12
MEXDERIPC- IPC 58659.05 N/A 58659.05 51000.66 MXN Yes 2 61384.04 53369.89
MEXDERIPC- MIP 11733.17 N/A 11733.17 10200.13 MXN No 12278.24 10673.98
Euronext France (MONEP)

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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 3573.07 N/A 3573.07 3107.02 EUR No 3573.07 3107.02
MONEPEPRA- EPR 3405.43 N/A 3405.43 2961.24 EUR No 3405.43 2961.24
MONEPCAC40- FCE 5571.56 4844.83 7959.37 6921.19 EUR Yes 6518.13 5667.94
MONEPFEF- FEF 13675.47 N/A 13675.47 11891.72 EUR No 13675.47 11891.72
MONEPFEO- FEO 9840.97 N/A 9840.97 8557.37 EUR No 9840.97 8557.37
MONEPCAC40- MFC 557.156 484.483 795.937 692.119 EUR No 651.813 566.794
National Stock Exchange of India (NSE)

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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 324770.25 N/A 324770.25 282409.05 INR Yes 9235.87 8031.19
NSEEURINR- EURINR 11947.47 N/A 11947.47 10388.80 INR No 11947.97 10388.80
NSENSEFIN- FINNIFTY 287234.35 N/A 287234.35 249697.5 INR Yes 4397.10 3823.57
NSEGBPINR- GBPINR 13734.43 N/A 13734.43 11942.20 INR No 13733.92 11942.20
NSEJPYINR- JPYINR 7263.08 N/A 7263.08 6311.84 INR No 7263.08 6311.84
NSEMIDCAPSEL- MIDCPNIFTY 277919.6 N/A 277919.6 241669.4 INR Yes 1975.16 1717.53
NSENIFTY50- NIFTY 267720 N/A 267720 232800 INR Yes 3550.26 3087.18
NSEUSDINR- USDINR 10225.51 N/A 10225.51 8891.75 INR Yes 10225.52 8891.75
ICE Futures U.S. (NYBOT)

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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 2740.95 N/A 2740.95 2383.43 USD No 13025.78 11326.77
NYBOTAC- AC 66736.80 N/A 66736.80 58032 USD No 74152 64480
NYBOTCC- CC 10074 N/A 10074 8760 USD Yes 11469.86 9973.79
NYBOTCT- CT 2108.21 N/A 2108.21 1833.21 USD Yes 2382.70 2071.89
NYBOTDX- DX 2737.83 N/A 2737.83 2380.73 USD Yes 2708.86 2355.53
NYBOTNYFANG- FNG 13594.86 N/A 13594.86 11820.24 USD No 13594.86 11820.24
NYBOTKC- KC 25085.27 N/A 25085.27 21813.28 USD Yes 23861.80 20749.39
NYBOTOJ- OJ 10020.19 N/A 10020.19 8713.21 USD Yes 9051.37 7870.76
NYBOTRS- RS 1225.58 N/A 1225.58 1065.72 CAD No 1307.22 1136.71
NYBOTSB- SB 1676.33 N/A 1676.33 1457.67 USD Yes 1617.91 1406.88
NYBOTSF- SF 1649.49 N/A 1649.49 1434.34 USD No 2059.86 1791.18
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 17100.00 N/A 17100.00 13000 USD Yes 16250 13000
NYMEXCL- CL 16960.00 N/A 16960.00 13000 USD Yes 16250 13000
NYMEXHH- HH 6633.56 N/A 6633.56 5420.49 USD No 6233.56 5420.49
NYMEXHHW- HHW 6233.56 N/A 6233.56 5420.49 USD No 6233.56 5420.49
NYMEXHO- HO 25447.80 N/A 25447.80 20160 USD Yes 25200 20160
NYMEXHP- HP 6634.47 N/A 6634.47 5420.49 USD No 6234.47 5420.49
NYMEXMCL- MCL 1696.00 N/A 1696.00 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 663.356 N/A 663.356 542.049 USD No 623.356 542.049
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 6633.56 N/A 6633.56 5420.49 USD Yes 6233.56 5420.49
NYMEXPA- PA 26506.27 N/A 26506.27 17787.96 USD No 22570.17 19626.12
NYMEXPL- PL 11268.11 N/A 11268.11 8694.01 USD No 9998.11 8694.01
NYMEXQG- QG 1658.43 N/A 1658.43 1355.12 USD No 1558.43 1355.12
NYMEXQM- QM 8485.00 N/A 8485.00 6500 USD No 8125 6500
NYMEXRB- RB 23608.20 N/A 23608.20 17640 USD Yes 22050 17640
NYMEXTT- TT 5502.47 N/A 5502.47 4784.76 USD No 6503.62 5655.32
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 5067.20 N/A 5067.20 4405.68 USD No 5067.21 4405.68
NYSELIFFEM1EU- EU9 6992.59 N/A 6992.59 6080.51 USD No 6992.59 6080.51
NYSELIFFEM1JP- JPP 11648.74 N/A 11648.74 10129.34 USD No 11648.75 10129.34
NYSELIFFEMXEA- MFS 5824.58 5064.85 8320.82 7235.50 USD No 8320.83 7235.50
NYSELIFFEMXEF- MME 3072.53 2671.76 4389.33 3816.81 USD No 4389.33 3816.81
NYSELIFFEMXUS- MUN 64193.08 N/A 64193.08 55820.07 USD No 64193.09 55820.07
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 25503.30 N/A 25503.30 22175 SEK No 25503.31 22175
OMSOMXS30- OMXS30 18672.87 16237.28 26675.53 23196.11 SEK Yes 26675.53 23196.11
OMSLUPEB- ORRON.FWD 986.86 N/A 986.86 858.139 SEK No 6214.79 858.139
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 3479727.615 3025850.10 4971039.45 4322643 JPY Yes 4689281.67 4077636.24
OSE.JPNN225M- 225M 347972.76 302585.01 497103.945 432264.30 JPY Yes 468928.17 407763.62
OSE.JPNN225MC- 225MC 34797.28 30258.50 49710.39 43226.43 JPY No 46892.82 40776.36
OSE.JPNJPNK400- 400 186670.41 N/A 186670.41 162309.75 JPY No 186670.41 162309.75
OSE.JPNTPXC30- C30 158073.87 N/A 158073.87 137455.54 JPY No 158073.87 137455.54
OSE.JPNDJIA- DJIA 585655.20 N/A 585655.20 509032.23 JPY No 585655.20 509032.23
OSE.JPNJGB- JBL 1828534.42 N/A 1828534.42 1590029.93 JPY Yes 1809676.83 1573632.03
OSE.JPNMJ- JBLM 182853.44 N/A 182853.44 159002.99 JPY No 180967.68 157363.20
OSE.JPNTSEMOTHR- MOTH 66765.82 N/A 66765.82 58054.40 JPY No 66765.82 58054.40
OSE.JPNNKVI- NVI 153525 N/A 153525 133500 JPY No 196650 171000
OSE.JPNTSEREIT- REIT 194134.87 N/A 194134.87 168767.38 JPY No 194134.87 168767.38
OSE.JPNTOPX- TPX 1765439.14 1535164.47 2522055.91 2193092.10 JPY No 2522055.91 2193092.10
OSE.JPNMNTPX- TPXM 176543.91 153516.45 252205.59 219309.21 JPY No 252205.59 219309.21
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 16250.00 N/A 16250.00 13000 USD No 16250 13000
QBALGOIEUGOIL- GOIL 7957.95 N/A 7957.95 6366.36 USD No 7957.95 6366.36
QBALGOIEUWTI- WTI 15694.09 N/A 15694.09 12555.27 USD No 15833.025 12666.42
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 10074 N/A 10074 8760 USD No 11469.86 9973.79
QBALGOIUSCT- CT 2108.21 N/A 2108.21 1833.21 USD No 2382.70 2071.89
QBALGOIUSDX- DX 2737.83 N/A 2737.83 2380.73 USD No 2708.86 2355.53
QBALGOIUSKC- KC 25085.27 N/A 25085.27 21813.28 USD No 23861.80 20749.39
QBALGOIUSOJ- OJ 10020.19 N/A 10020.19 8713.21 USD No 9051.37 7870.76
QBALGOIUSSB- SB 1676.33 N/A 1676.33 1457.67 USD No 1617.91 1406.88
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 305784.45 N/A 305784.45 265899.47 JPY No 308238.74 268033.68
SGXAU- AU 1806.27 N/A 1806.27 1570.67 USD No 1803.93 1568.64
SGXXINA50- CN 1461.85 1271.17 2088.35 1815.96 USD No 2088.35 1815.96
SGXCY- CY 4065.25 N/A 4065.25 3535 USD No 4065.25 3535
SGXXIN0I- FCH 4403.74 N/A 4403.74 3829.20 USD No 4403.74 3829.20
SGXSCI- FEF 1242 N/A 1242 1080 USD No 1242 1080
SGXWIIDN- FID 1213.54 N/A 1213.54 1054.89 USD No 1213.54 1054.89
SGXFIVNM30- FVN 1353.80 N/A 1353.80 1177.08 USD No 1353.80 1177.08
SGXINR- INR 10214.30 N/A 10214.30 8882 USD No 10214.30 8882
SGXINX- INX 10223.21 N/A 10223.21 8889.75 USD No 10223.21 8889.75
SGXIU- IU 2586.58 N/A 2586.58 2249.20 USD No 2586.58 2249.20
SGXSGB- JB 338010.54 N/A 338010.54 293881.39 JPY No 338010.14 293881.39
SGXKJ- KJ 321299.79 N/A 321299.79 279391.12 JPY No 321299.79 279391.12
SGXKRW- KRW 10185.19 N/A 10185.19 8851.25 USD No 10178.94 8851.25
SGXKU- KU 2037.67 N/A 2037.67 1770.25 USD No 2035.15 1767.77
SGXMTWN- MTWN 362.25 315 517.50 450 USD No 517.50 450
SGXMUC- MUC 6135.74 N/A 6135.74 5335.425 CNH No 6135.74 5335.425
SGXNKYDIV- ND 1853340.09 N/A 1853340.09 1611599.98 JPY No 1853339.97 1611599.98
SGXNIFTY- NIFTY 2012.52 1750.02 2875.03 2500.02 USD No 2875.03 2500.02
SGXSGXNK- NK 1266592.24 1101384.56 1809417.48 1573406.51 JPY Yes 1809417.48 1573406.51
SGXSGXNKM- NS 253318.45 220276.91 361883.50 314681.30 JPY No 361883.50 314681.30
SGXN225U- NU 55879.79 N/A 55879.79 48591.12 USD No 55879.79 48591.12
SGXSSG- SGP 1851.70 1610.17 2645.29 2300.25 SGD Yes 2 2645.29 2300.25
SGXSND- SND 7004.80 N/A 7004.80 6091.13 SGD No 7114.07 6186.14
SGXSTI- ST 5763.07 N/A 5763.07 5011.36 SGD No 5763.07 5011.36
SGXTD- TD 2633.40 N/A 2633.40 2289.91 USD No 2634.55 2290.91
SGXTSR20- TF 805 N/A 805 700 USD No 805 700
SGXTONA- TONA 31065.85 N/A 31065.85 27012.32 JPY No 31065.35 27012.32
SGXSGXTU- TU 1853.69 N/A 1853.69 1611.83 USD No 1853.69 1611.83
SGXTWD- TWD 7900.19 N/A 7900.19 6869.73 USD No 7901.69 6869.73
SGXTWN- TWN 3622.50 3150 5175 4500 USD No 5175 4500
SGXUC- UC 24542.955 N/A 24542.955 21341.70 CNH Yes 24542.955 21341.70
SGXUJ- UJ 9358733.42 N/A 9358733.42 8138028.62 JPY No 10001918.54 8697320.47
SGXUS- US 1751.14 N/A 1751.14 1522.73 SGD No 1778.46 1546.49
SGXUY- UY 1871746.68 N/A 1871746.68 1627605.72 JPY No 2000383.71 1739464.09
SGXC52- YCDD 1269.00 N/A 1269.00 1103.47 SGD No 1295.50 1103.47
SGXD05- YDBS 5178.05 N/A 5178.05 4364.81 SGD No 5019.53 4364.81
SGXG13- YGEN 630.183 N/A 630.183 547.985 SGD No 668.412 547.985
SGXBN4- YKEP 4800.33 N/A 4800.33 4130.15 SGD No 4749.67 4130.15
SGXO39- YOCB 5811.49 N/A 5811.49 5053.47 SGD No 5901.28 5053.47
SGXZ74- YSTT 3668.87 N/A 3668.87 3190.32 SGD No 3932.68 3190.32
SGXY92- YTBE 828.736 N/A 828.736 720.64 SGD No 892.984 720.64
SGXU11- YUOB 6099.81 N/A 6099.81 5292.18 SGD No 6086.01 5292.18
SGXF34- YWIL 2477.57 N/A 2477.57 2154.40 SGD No 2625.27 2154.40
SGXBS6- YYZJ 29911.09 N/A 29911.09 6705.93 SGD No 7711.82 6705.93
SGXZEEL- ZZEE 402.50 N/A 402.50 350 USD No 402.50 350
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 12750.42 11087.32 18214.89 15839.03 AUD Yes 18214.89 15839.03
SNFEIB- IB 642.852 N/A 642.852 559 AUD No 642.85 559
SNFEIR- IR 1736.28 N/A 1736.28 1509.81 AUD No 1736.28 1509.81
SNFEXT- XT 3062.54 N/A 3062.54 2663.06 AUD No 3062.51 2663.06
SNFEYT- YT 1254.65 N/A 1254.65 1091 AUD No 1254.65 1091

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

Forex


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:

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

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