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 9609.73 N/A 9609.73 8356.29 EUR Yes 2 9609.73 8356.29
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 8050.04 N/A 8050.04 7000.03 MYR No 8050.04 7000.03
BURSAMYFBMKLCI- FKLI 3220 2800 4600 4000 MYR No 4600 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
CBOT10Y- 10Y 603.75 N/A 603.75 525 USD No 603.75 525
CBOT2YY- 2YY 664.125 N/A 664.125 577.50 USD No 664.125 577.50
CBOT30Y- 30Y 568.986 N/A 568.986 494.77 USD No 568.986 494.77
CBOT5YY- 5YY 623.875 N/A 623.875 542.50 USD No 623.875 542.50
CBOTAIGCI- AW 947.06 N/A 947.06 823.51 USD No 947.06 823.51
CBOTDHB- DHB 1634.63 N/A 1634.63 1421.41 USD No 1634.62 1421.41
CBOTHYB- HYB 2815.30 N/A 2815.30 2447.99 USD No 2815.29 2447.99
CBOTIQB- IQB 2396.68 N/A 2396.68 2083.98 USD No 2396.68 2083.98
CBOTKE- KE 2579.70 N/A 2579.70 2243.22 USD Yes 2518.98 2190.42
CBOTMTN- MTN 444.896 N/A 444.896 386.855 USD No 444.884 386.855
CBOTMWN- MWN 756.792 N/A 756.792 658.058 USD No 756.767 658.058
CBOTMYM- MYM 1109.61 964.875 1585.15 1378.39 USD No 1486.95 1293
CBOTMZC- MZC 183.741 N/A 183.741 159.774 USD No 157.577 137.023
CBOTMZL- MZL 379.78 N/A 379.78 330.243 USD No 375.955 326.916
CBOTMZM- MZM 318.749 N/A 318.749 277.173 USD No 255.209 221.921
CBOTMZS- MZS 394.486 N/A 394.486 343.032 USD No 369.847 321.606
CBOTMZW- MZW 263.226 N/A 263.226 228.892 USD No 256.132 222.723
CBOTQDF- QDF 223.79 194.60 319.70 278 USD No 299 260
CBOTQDOW- QDOW 223.79 194.60 319.70 278 USD No 299 260
CBOTDJUSRE- RX 3797.08 N/A 3797.08 3301.76 USD No 3797.08 3301.76
CBOTTN- TN 2932.62 N/A 2932.62 2550 USD No 2932.50 2550
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 6846.08 N/A 6846.08 5952.89 USD Yes 6845.82 5952.89
CBOTYC- XC 367.481 N/A 367.481 319.549 USD No 315.154 274.047
CBOTYK- XK 788.973 N/A 788.973 686.063 USD No 739.694 643.212
CBOTYW- XW 526.452 N/A 526.452 457.785 USD No 512.264 445.447
CBOTYIA- YIA 345.001 N/A 345.001 300.001 USD No 374.035 325.077
CBOTYIC- YIC 862.504 N/A 862.504 750.004 USD No 894.864 777.711
CBOTYID- YID 1063.75 N/A 1063.75 925 USD No 1127.25 980.219
CBOTYIT- YIT 1211.17 N/A 1211.17 1052.93 USD No 691.067 600.928
CBOTYIW- YIW 1831.28 N/A 1831.28 1592.42 USD No 4257.59 3702.25
CBOTYM- YM 11096.12 9648.80 15851.60 13784 USD Yes 14867.20 12928
CBOTZ3N- Z3N 2070.01 N/A 2070.01 1800.01 USD No 2070.94 1800.01
CBOTZB- ZB 4872.98 N/A 4872.98 4237.16 USD Yes 4872.73 4237.16
CBOTZC- ZC 1837.41 N/A 1837.41 1597.74 USD Yes 1575.77 1370.23
CBOTZF- ZF 1437.53 N/A 1437.53 1250.03 USD Yes 1437.72 1250.03
CBOTZL- ZL 3797.80 N/A 3797.80 3302.43 USD Yes 3556.40 3092.52
CBOTZM- ZM 3187.49 N/A 3187.49 2771.73 USD Yes 2453.78 2133.72
CBOTZN- ZN 2156.25 N/A 2156.25 1875 USD Yes 2156.25 1875
CBOTZO- ZO 3428.46 N/A 3428.46 2979.76 USD Yes 3689.65 3206.76
CBOTZQ- ZQ 1195.11 N/A 1195.11 1039.22 USD Yes 2 2382.06 2071.35
CBOTZR- ZR 3458.22 N/A 3458.22 3007.04 USD Yes 2292.49 1993.40
CBOTZS- ZS 3944.86 N/A 3944.86 3430.32 USD Yes 3698.47 3216.06
CBOTZT- ZT 1380.00 N/A 1380.00 1200.00 USD Yes 1380.63 1200.00
CBOTZW- ZW 2632.26 N/A 2632.26 2288.92 USD Yes 2561.32 2227.23
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 2453.68 N/A 2453.68 2133.63 CAD No 2453.68 2133.63
CDECGF- CGF 1408.49 N/A 1408.49 1224.78 CAD No 1408.49 1224.78
CDECGZ- CGZ 616.722 N/A 616.722 536.28 CAD No 616.725 536.28
CDECRA- CRA 381.674 N/A 381.674 331.89 CAD No 491.14 427.076
CDETSE60- SXF 15686.30 13640.26 22409.01 19486.09 CAD No 22409.00 19486.09
CDETSE60- SXM 16184.83 N/A 16184.83 14073.77 CAD No 16184.83 14073.77
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 14032.94 N/A 14032.94 12202.56 CHF Yes 14032.94 12202.56
CEDXBDE40G- DE40F 24973.84 N/A 24973.84 21716.38 EUR Yes 24973.84 21716.38
CEDXBES35P- ES35F 51603.82 N/A 51603.82 44872.89 EUR Yes 51603.82 44872.89
CEDXBEZ50P- EZ50F 6046.86 N/A 6046.86 5258.14 EUR Yes 6046.86 5258.14
CEDXBFR40P- FR40F 8316.49 N/A 8316.49 7231.73 EUR Yes 8316.49 7231.73
CEDXBIT40P- IT40F 12528.26 N/A 12528.26 10894.135 EUR Yes 12528.26 10894.135
CEDXBNO25G- NO25F 12712.60 N/A 12712.60 11054.44 NOK Yes 12712.60 11054.44
CEDXBSE30P- SE30F 29547.99 N/A 29547.99 25693.91 SEK Yes 29547.99 25693.91
CEDXBUK100P- UK100F 7984.15 N/A 7984.15 6942.74 GBP Yes 7984.15 6942.74
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
CFEIBXXIBHY- IBHY 10155.36 N/A 10155.36 8830.75 USD No 10155.37 8830.75
CFEIBXXIBIG- IBIG 8438.58 N/A 8438.58 7336.00 USD No 8438.58 7336.00
CFEIEMD- IEMD 399.07 N/A 399.07 347.017 USD No 399.07 347.017
CFEVA- VA 103.50 N/A 103.50 90 USD No 125.425 109.065
CFEVIX- VX 13148.53 N/A 13148.53 11433.50 USD Yes 21885.05 19030.48
CFEVIX- VX47 13148.53 N/A 13148.53 11433.50 USD No 21885.05 19030.48
CFEVIX- VX48 13148.53 N/A 13148.53 11433.50 USD No 21885.05 19030.48
CFEVIX- VX49 13148.53 N/A 13148.53 11433.50 USD No 21885.05 19030.48
CFEVIX- VX51 12595.74 N/A 12595.74 10952.82 USD No 21017.01 18275.66
CFEVIX- VX52 11687.59 N/A 11687.59 10163.12 USD No 19491.37 16949.02
CFEVXM- VXM 1314.85 N/A 1314.85 1143.35 USD No 2188.51 1903.05
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 2312.41 N/A 2312.41 2010.79 USD Yes 2312.41 2010.79
CMEGBP- 6B 2459.73 N/A 2459.73 2138.90 USD Yes 2459.73 2138.90
CMECAD- 6C 1427.36 N/A 1427.36 1241.18 USD Yes 1427.36 1241.18
CMEEUR- 6E 3848.08 N/A 3848.08 3346.16 USD Yes 3848.08 3346.16
CMEJPY- 6J 3220.04 N/A 3220.04 2800.03 USD Yes 3220.04 2800.03
CMEBRE- 6L 1926.375 N/A 1926.375 1401 USD Yes 2 6858.31 4987.87
CME6M- 6M 1871.97 N/A 1871.97 1627.80 USD Yes 1871.97 1627.80
CMENZD- 6N 1933.725 N/A 1933.725 1681.50 USD Yes 2 1933.725 1681.50
CMECHF- 6S 5368.63 N/A 5368.63 4668.375 USD Yes 5368.63 4668.375
CMEZAR- 6Z 2333.49 N/A 2333.49 2029.125 USD No 2333.49 2029.125
CMEACDX- ACD 13716.75 N/A 13716.75 11927.61 CAD No 13716.75 11927.61
CMEAJY- AJY 2603867.02 N/A 2603867.02 2264231.67 JPY No 2603866.42 2264231.67
CMEBFF- BFF 853.129 N/A 853.129 741.851 USD No 829.004 720.873
CMEBQX- BIO 34299.05 N/A 34299.05 29825.26 USD No 34299.05 29825.26
CMEBOS- BOS 5065.75 N/A 5065.75 4405.00 USD No 5065.75 4405.00
CMEBRR- BTC 152316.88 N/A 152316.88 130557.33 USD Yes 152316.88 130557.32
CMEBTCEURRR- BTE 215768.75 N/A 215768.75 187625 EUR No 258922.50 225150
CMECB- CB 5789.41 N/A 5789.41 5034.27 USD No 3394.68 2951.89
CMECHI- CHI 3225.75 N/A 3225.75 2805.00 USD No 3225.75 2805.00
CMECLP- CHP 4640.25 N/A 4640.25 4035 USD No 4650.25 4035
CMECJY- CJY 2556425.19 N/A 2556425.19 2222977.90 JPY No 2556424.59 2222977.90
CMECNH- CNH 24519.15 N/A 24519.15 21321 CNH No 24519.15 21321
CMECSC- CSC 5295.02 N/A 5295.02 4604.36 USD No 6731.78 5853.72
CMECUS- CUS 5152.00 N/A 5152.00 4480.00 USD No 5152.00 4480.00
CMECZK- CZK 19538.05 N/A 19538.05 16989.61 USD Yes 2 19538.05 16989.61
CMEDA- DC 4640.11 N/A 4640.11 4034.87 USD Yes 5465.32 4752.46
CMEDEN- DEN 4545.38 N/A 4545.38 3952.50 USD No 4545.38 3952.50
CMEDY- DY 8070.64 N/A 8070.64 7017.95 USD No 9818.61 8537.93
CMEE7- E7 1924.04 N/A 1924.04 1673.08 USD No 1924.04 1673.08
CMEEAD- EAD 19044.26 N/A 19044.26 16554.30 AUD No 19044.26 16554.30
CMEEBMEUR- EBM 4315.375 N/A 4315.375 3752.50 EUR No 5178.45 4503
CMEECD- ECD 11761.41 N/A 11761.41 10223.13 CAD No 11761.41 10223.13
CMEECK- ECK 9497.62 N/A 9497.62 8258.80 EUR No 9497.62 8258.80
CMEEEM- EEM 148.57 N/A 148.57 129.192 EUR No 169.74 147.60
CMEEHF- EHF 5803.11 N/A 5803.11 5046.19 EUR Yes 2 5803.11 5046.19
CMEEMD- EMD 17853.29 15524.60 25504.70 22178 USD Yes 2 25363.90 22055.57
CMENIY- ENY 272766.98 237188.68 389667.11 338840.97 JPY No 370645 322300
CMEEPZ- EPZ 6779.825 N/A 6779.825 5895.50 EUR Yes 2 6779.825 5895.50
CMEES- ES 16496.49 14996.81 23566.41 21424.01 USD Yes 21912 19920
CMESPXESUP- ESG 22396.16 N/A 22396.16 19471.12 USD No 22396.17 19471.12
CMEESTR- ESR 665.389 N/A 665.389 578.595 EUR No 745.782 648.498
CMEETHEURRR- ETE 74285.25 N/A 74285.25 64595.87 EUR No 84870 73800
CMEETHUSDRR- ETH 65863.19 N/A 65863.19 57272.33 USD Yes 82328.98 71590.42
CMESPW- EWF 12123.30 N/A 12123.30 10542 USD No 10545.50 9170
CMEGSCI- GD 20084.75 N/A 20084.75 17465.00 USD No 20084.76 17465.00
CMEGDK- GDK 3443.49 N/A 3443.49 2994.34 USD No 2387.76 2076.31
CMEGF- GF 13313.56 N/A 13313.56 11577.01 USD Yes 13313.56 11577.01
CMENF- GNF 4950.01 N/A 4950.01 4304.36 USD No 13695.85 11909.43
CMEHE- HE 3488.95 N/A 3488.95 3033.87 USD Yes 3488.95 3033.87
CMEHUF- HUF 11597.08 N/A 11597.08 10084.42 USD Yes 2 11603.08 10084.42
CMEIBAA- IBV 38574.54 N/A 38574.54 33543.08 USD No 39877.40 34676
CMEILS- ILS 35673.20 N/A 35673.20 31020.17 USD Yes 2 35673.20 31020.17
CMEJ7- J7 1610.02 N/A 1610.02 1400.02 USD No 1610.02 1400.02
CMEKRW- KRW 16615.66 N/A 16615.66 14443.625 USD Yes 2 10751.31 9345.875
CMELAV- LAV 4332.63 N/A 4332.63 3767.50 USD No 4332.62 3767.50
CMELAX- LAX 6333.63 N/A 6333.63 5507.50 USD No 6333.63 5507.50
CMELBR- LBR 2647.70 N/A 2647.70 2302.23 USD No 1323.72 1151.01
CMELE- LE 6336.23 N/A 6336.23 5509.76 USD Yes 6336.23 5509.76
CMEM2K- M2K 747.04 649.60 1067.20 928 USD No 976.35 849
CMEM6A- M6A 231.241 N/A 231.241 201.079 USD No 231.241 201.079
CMEM6B- M6B 245.973 N/A 245.973 213.89 USD No 245.973 213.89
CMEM6E- M6E 384.808 N/A 384.808 334.616 USD No 384.808 334.616
CMEMBT- MBT 3046.34 N/A 3046.34 2611.15 USD Yes 3046.34 2611.15
CMEMCD- MCD 142.736 N/A 142.736 124.118 USD No 142.736 124.118
CMEMES- MES 1649.65 1499.68 2356.64 2142.40 USD Yes 2191.20 1992
CMEMET- MET 131.726 N/A 131.726 114.545 USD Yes 164.658 143.181
CMEMIA- MIA 6253.125 N/A 6253.125 5437.50 USD No 6253.125 5437.50
CMEMIR- MIR 1296.165 N/A 1296.165 1127.10 USD No 1296.165 1127.10
CMEMJY- MJY 322.004 N/A 322.004 280.003 USD No 322.004 280.003
CMEMNH- MNH 2451.92 N/A 2451.92 2132.10 CNH No 2451.92 2132.10
CMEMNI- MNI 136383.49 118594.34 194833.56 169420.48 JPY No 185265 161100
CMEMNK- MNK 2045.14 N/A 2045.14 1778.38 USD No 2045.14 1778.38
CMEMNQ- MNQ 2882.56 2620.51 4117.94 3743.58 USD Yes 4117.94 3743.58
CMEMSF- MSF 536.863 N/A 536.863 466.8375 USD No 536.863 466.8375
CMEMSL- MSL 1613.45 N/A 1613.45 1403 USD No 2123.47 1846.50
CMEMXP- MXP 2546.10 N/A 2546.10 2214 USD No 2546.10 2214
CMENIY- NIY 1363834.90 1185943.39 1948335.57 1694204.85 JPY No 1853225 1611500
CMENKD- NKD 20451.35 N/A 20451.35 17783.78 USD No 20451.35 17783.78
CMENOK- NOK 21154.93 N/A 21154.93 18395.59 USD No 21154.93 18395.59
CMENQ- NQ 28825.60 26205.09 41179.43 37435.85 USD Yes 41179.43 37435.85
CMENYM- NYM 4830 N/A 4830 4200 USD No 4830 4200
CMEPJY- PJY 2593669.21 N/A 2593669.21 2255364.53 JPY No 2593669.34 2255364.53
CMEPLN- PLN 15316.42 N/A 15316.42 13318.63 USD Yes 2 15316.42 13318.63
CMEPSF- PSF 10418.63 N/A 10418.63 9059.67 CHF No 10418.63 9059.67
CMEQBTC- QBTC 239.201 N/A 239.201 208.00 USD No 239.20 208.00
CMEQEF- QEF 200.10 N/A 200.10 174 USD No 200.10 174
CMEQETH- QETH 209.30 N/A 209.30 182 USD No 209.30 182
CMEQNDX- QNDX 150.198 130.607 214.568 186.581 USD No 214.57 186.581
CMEQNF- QNF 147.838 128.555 211.197 183.65 USD No 211.202 183.65
CMEQRF- QRF 150.535 130.90 215.05 187 USD No 196.65 171
CMEQRTY- QRTY 150.535 130.90 215.05 187 USD No 196.65 171
CMEQSF- QSF 346.955 301.70 495.65 431 USD No 461.15 401
CMEQSPX- QSPX 346.955 301.70 495.65 431 USD No 461.15 401
CMEQTF- QTF 230 N/A 230 200 USD No 230 200
CMERF- RF 4239.70 N/A 4239.70 3686.66 CHF No 4239.70 3686.66
CMERMB- RMB 8117.275 N/A 8117.275 7058.50 USD Yes 2 8117.275 7058.50
CMERME- RME 8157.09 N/A 8157.09 7093.12 EUR Yes 2 8157.43 7093.12
CMERP- RP 6345.14 N/A 6345.14 5517.50 GBP No 6345.14 5517.50
CMERS1- RS1 16501.29 N/A 16501.29 14341.81 USD No 16501.28 14341.81
CMERSG- RSG 60098.69 N/A 60098.69 52249.04 USD No 60098.68 52249.04
CMERSV- RSV 11997.75 N/A 11997.75 10431.56 USD No 11997.75 10431.56
CMERTY- RTY 7467.18 6493.20 10667.40 9276 USD Yes 9763.50 8490
CMERY- RY 1158346.67 N/A 1158346.67 1007253.54 JPY Yes 2 1158346.80 1007253.54
CMESPXDIVAN- SDA 4542.50 N/A 4542.50 3950 USD No 4542.50 3950
CMESDG- SDG 6316.38 N/A 6316.38 5492.50 USD No 6316.37 5492.50
CMESEK- SEK 14614.76 N/A 14614.76 12708.48 USD No 14614.76 12708.48
CMESFR- SFR 5088.75 N/A 5088.75 4425 USD No 5088.75 4425
CMESGX- SG 368322.81 N/A 368322.81 320280.70 USD No 368322.81 320280.70
CMESIR- SIR 6480.825 N/A 6480.825 5635.50 USD No 6480.825 5635.50
CMESJY- SJY 4306129.51 N/A 4306129.51 3744460.44 JPY No 4306131.26 3744460.44
CMESMC- SMC 32890.63 N/A 32890.63 28600.55 USD No 32890.63 28600.55
CMESOL- SOL 32264.40 N/A 32264.40 28056 USD No 42469.46 36929.96
CMESONIA- SON 775.782 N/A 775.782 674.593 GBP No 1949.18 1694.94
CMESOFR1- SR1 1234.72 N/A 1234.72 1073.66 USD No 2350.67 2044.06
CMESOFR3- SR3 833.755 N/A 833.755 725 USD Yes 1475.34 1282.91
CMESVX- SU 99318.56 N/A 99318.56 86363.96 USD No 99318.56 86363.96
CMETBF3- TBF3 645.398 N/A 645.398 561.216 USD No 3064.83 2665.07
CMEWDC- WDC 4812.75 N/A 4812.75 4185.00 USD No 4812.75 4185.00
CMEIXB- XAB 13264.82 N/A 13264.82 11534.52 USD No 13264.83 11534.52
CMEIXE- XAE 14137.29 N/A 14137.29 12293.10 USD No 14137.29 12293.10
CMESIXM- XAF 10678.20 N/A 10678.20 9285.01 USD No 9073.16 7889.38
CMEIXI- XAI 22474.22 N/A 22474.22 19541.13 USD No 22474.21 19541.13
CMESIXT- XAK 33391.63 N/A 33391.63 29034.18 USD No 33391.64 29034.18
CMEIXR- XAP 5871.94 N/A 5871.94 5105.90 USD No 5871.94 5105.90
CMESIXRE- XAR 3856.20 N/A 3856.20 3353 USD No 3716.59 3231.60
CMEIXU- XAU 10820.99 N/A 10820.99 9409.29 USD No 10820.99 9409.29
CMEIXV- XAV 15777.09 N/A 15777.09 13718.87 USD No 15777.09 13718.87
CMEIXY- XAY 54537.10 N/A 54537.10 47420.29 USD No 54537.09 47420.29
CMEXAZ- XAZ 10782.96 N/A 10782.96 9376 USD No 10115.40 8796
CMEXRP- XRP 50903.83 N/A 50903.83 44264 USD No 50903.83 44264
COINDERIV

Exchange COINDERIV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
COINDERIVBIP- BIP 238.05 N/A 238.05 207 USD No 238.05 207
COINDERIVBIT- BIT 347.941 N/A 347.941 302.5575 USD No 347.941 302.5575
COINDERIVET- ET 163.041 N/A 163.041 141.775 USD No 195.6495 170.13
COINDERIVETP- ETP 104.144 N/A 104.144 90.56 USD No 104.144 90.56
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 289.131 N/A 289.131 251.418 USD No 289.131 251.418
COMEXALI- ALI 8071.15 N/A 8071.15 7018.39 USD No 8071.15 7018.39
COMEXGC- GC 28913.07 N/A 28913.07 25141.80 USD Yes 28913.07 25141.80
COMEXHG- HG 18631.875 N/A 18631.875 12421.25 USD Yes 18631.875 12421.25
COMEXHRC- HRC 2558.27 N/A 2558.27 2224.58 USD No 2734.48 2377.81
COMEXMGC- MGC 2891.31 N/A 2891.31 2514.18 USD Yes 2891.31 2514.18
COMEXMHG- MHG 1863.19 N/A 1863.19 1242.125 USD No 1863.19 1242.125
COMEXQC- QC 9315.94 N/A 9315.94 6210.625 USD No 9315.94 6210.625
COMEXQI- QI 18076.92 N/A 18076.92 15719.06 USD No 25150.50 15719.06
COMEXQO- QO 14456.53 N/A 14456.53 12570.90 USD No 14456.53 12570.90
COMEXSGC- SGC 34500.06 N/A 34500.06 30000.04 CNH No 34500.04 30000.04
COMEXSGUF- SGU 23747.13 N/A 23747.13 20649.68 USD No 23747.13 20649.68
COMEXSI- SI 36153.85 N/A 36153.85 31438.12 USD Yes 50300.99 31438.12
COMEXSI- SIL 7230.77 N/A 7230.77 6287.62 USD No 10060.20 6287.62
COMEXUX- UX 2740.07 N/A 2740.07 2382.67 USD No 2740.07 2382.67
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 46782.00 N/A 46782.00 40680.00 EUR No 46782.00 40680.00
ENDEXTFM- TFM 8004.21 N/A 8004.21 6960.18 EUR Yes 8004.21 6960.18
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 10835.88 N/A 10835.88 9422.50 CHF No 10835.88 9422.50
EUREXFBON- FBON 5170.05 N/A 5170.05 4495.69 EUR No 5170.05 4495.69
EUREXBTP- FBTP 2986.47 N/A 2986.47 2596.93 EUR Yes 4290.07 3730.50
EUREXBTS- FBTS 1113.75 N/A 1113.75 968.48 EUR No 1412.48 1228.24
EUREXDJUBS- FCCO 3315.80 N/A 3315.80 2883.30 USD No 3315.80 2883.30
EUREXSD3ED- FD3D 2628.90 N/A 2628.90 2286.00 EUR No 2628.90 2286.00
EUREXDAX- FDAX 33735.24 29334.99 48193.20 41907.13 EUR Yes 46931.50 40810
EUREXDDAX- FDIV 9388.60 N/A 9388.60 8164.00 EUR Yes 2 9388.60 8164.00
EUREXDAX- FDXM 6747.05 5867.00 9638.64 8381.43 EUR No 9386.30 8162
EUREXDAX- FDXS 1349.41 1173.40 1927.73 1676.29 EUR Yes 1877.26 1632.40
EUREXDBEA- FEBD 524.544 N/A 524.544 456.1255 EUR No 504.983 439.116
EUREXFECX- FECX 2185.14 N/A 2185.14 1899.86 EUR No 2185.14 1899.86
EUREXDJSD- FEDV 4786.30 N/A 4786.30 4162 EUR Yes 2 4786.30 4162
EUREXFEHY- FEHY 1415.28 N/A 1415.28 1230.62 EUR No 881.33 766.34
EUREXESA- FESA 6670.20 N/A 6670.20 5800.17 EUR Yes 2 6670.20 5800.17
EUREXSX7E- FESB 1076.74 936.295 1538.20 1337.56 EUR Yes 1396.20 1214.09
EUREXSX4E- FESC 5300.49 N/A 5300.49 4609.12 EUR Yes 2 5122.78 4454.59
EUREXESE- FESE 2033.63 N/A 2033.63 1767.53 EUR Yes 2 1842.39 1601.31
EUREXESF- FESF 3136.33 N/A 3136.33 2727.24 EUR Yes 2 2810.29 2443.73
EUREXSXNE- FESG 7329.82 N/A 7329.82 6373.76 EUR Yes 2 7329.82 6373.76
EUREXSXDE- FESH 2936.89 N/A 2936.89 2553.82 EUR Yes 2 2929.57 2547.45
EUREXESI- FESI 3096.63 N/A 3096.63 2691.38 EUR Yes 2 2655.47 2307.955
EUREXESM- FESM 1406.11 N/A 1406.11 1222.71 EUR Yes 2 1308.17 1137.54
EUREXSXOE- FESN 3639.35 N/A 3639.35 3164.65 EUR Yes 2 3574.49 3108.25
EUREXSX3E- FESO 1261.25 N/A 1261.25 1096.74 EUR Yes 2 1256.375 1092.50
EUREXSXRE- FESR 3833.16 N/A 3833.16 3333.18 EUR Yes 2 3625.34 3152.47
EUREXSXPE- FESS 1253.60 N/A 1253.60 1090.09 EUR Yes 2 1168.87 1016.405
EUREXSXKE- FEST 1039.73 N/A 1039.73 904.116 EUR Yes 2 955.075 830.50
EUREXESU- FESU 1885.16 N/A 1885.16 1639.08 EUR Yes 1551.62 1349.08
EUREXSXTE- FESV 1155.53 N/A 1155.53 1004.81 EUR Yes 2 1155.53 1004.81
EUREXESTX50- FESX 3270.05 2843.52 4671.50 4062.18 EUR Yes 4671.50 4062.18
EUREXSX8E- FESY 18637.32 N/A 18637.32 16206.37 EUR Yes 2 18637.32 16206.37
EUREXSXQE- FESZ 5038.07 N/A 5038.07 4380.93 EUR Yes 2 5966.43 5188.20
EUREXEU3- FEU3 229.019 N/A 229.019 199.147 EUR Yes 229.019 199.147
EUREXDESX5- FEXD 2656.50 2310 3795 3300 EUR Yes 3795 3300
EUREXOMXH25- FFOX 10320.91 N/A 10320.91 8973.61 EUR Yes 2 10320.91 8973.61
EUREXFGBC- FGBC 971.695 N/A 971.695 844.952 GBP No 971.695 844.952
EUREXGBL- FGBL 2261.29 N/A 2261.29 1966.34 EUR Yes 2918.58 2537.90
EUREXGBM- FGBM 1247.65 N/A 1247.65 1084.91 EUR Yes 1585.30 1378.52
EUREXGBS- FGBS 456.499 N/A 456.499 396.956 EUR Yes 543.907 472.963
EUREXGBX- FGBX 5695.12 N/A 5695.12 4952.28 EUR Yes 5695.12 4952.28
EUREXDJESL- FLCE 2486.05 N/A 2486.05 2161.48 EUR No 2254.55 1960.20
EUREXDJ200L- FLCP 2289.39 N/A 2289.39 1990.77 EUR No 1941.49 1688.25
EUREXDJESM- FMCE 2226.34 N/A 2226.34 1935.48 EUR No 1877.08 1631.85
EUREXM1CN- FMCH 2589.34 N/A 2589.34 2251.58 USD No 3266.94 2840.80
EUREXDJ200- FMCP 2311.63 N/A 2311.63 2009.96 EUR Yes 2 1929.81 1677.97
EUREXM1MS- FMEA 6565.36 N/A 6565.36 5708.98 USD No 5509.27 4790.65
EUREXM1EF- FMEM 10821.26 N/A 10821.26 9409.80 USD No 10821.26 9409.80
EUREXMXEU- FMEP 1505.88 N/A 1505.88 1309.46 EUR No 1505.88 1309.46
EUREXM7EU- FMEU 2967.73 N/A 2967.73 2580.61 EUR No 2468.60 2146.58
EUREXM1IN- FMIN 10407.45 N/A 10407.45 9049.60 USD No 9141.62 7948.92
EUREXMXJPUS- FMJP 6534.18 N/A 6534.18 5681.68 USD No 6534.18 5681.68
EUREXM1TW- FMTW 12071.18 N/A 12071.18 10495.23 USD No 12071.18 10495.23
EUREXMBWO- FMWN 4028.29 N/A 4028.29 3502.84 EUR No 3621.39 3149.02
EUREXM1WO- FMWO 10420.81 N/A 10420.81 9061.56 USD No 10420.81 9061.56
EUREXMXWO- FMWP 7228.53 N/A 7228.53 6285.58 USD No 7228.53 6285.58
EUREXOAT- FOAT 2385.73 N/A 2385.73 2074.55 EUR No 2629.13 2286.20
EUREXDJESS- FSCE 1403.35 N/A 1403.35 1220.06 EUR No 1285.84 1117.90
EUREXDJ200S- FSCP 1536.72 N/A 1536.72 1336.24 EUR No 1316.50 1144.75
EUREXSXXPESGX- FSEG 1557.27 N/A 1557.27 1354.12 EUR No 1211.61 1053.55
EUREXSLI- FSLI 4062.71 N/A 4062.71 3532.80 CHF Yes 2 4062.71 3532.80
EUREXSMIDP- FSMD 8875.70 N/A 8875.70 7718.00 CHF No 8875.70 7718.00
EUREXSMI- FSMI 6137.19 5336.68 8767.41 7623.83 CHF Yes 7915.61 6883.14
EUREXSMIM- FSMM 4580.46 N/A 4580.46 3980.62 CHF Yes 2 4580.46 3980.62
EUREXSMI- FSMS 613.719 533.668 876.741 762.383 CHF No 791.561 688.314
EUREXMDAX- FSMX 2727.54 N/A 2727.54 2371.70 EUR No 2216.37 1927.22
EUREXST3- FST3 70.8949 N/A 70.8949 61.6477 EUR No 70.8949 61.6477
EUREXSXAP- FSTA 2956.78 N/A 2956.78 2571.09 EUR Yes 2 2956.78 2571.09
EUREXSX7P- FSTB 2005.34 N/A 2005.34 1743.775 EUR Yes 1688.45 1468.215
EUREXSX4P- FSTC 4383.60 N/A 4383.60 3811.10 EUR Yes 2 3888.32 3380.50
EUREXSXEP- FSTE 1937.05 N/A 1937.05 1684.38 EUR Yes 1775.67 1544.06
EUREXSXFP- FSTF 4458.20 N/A 4458.20 3876.16 EUR Yes 2 3571.12 3104.89
EUREXSXNP- FSTG 4753.62 N/A 4753.62 4133.21 EUR Yes 2 4422.23 3845.07
EUREXSXDP- FSTH 4725.61 N/A 4725.61 4109.17 EUR Yes 2 3561.55 3096.96
EUREXSXIP- FSTI 2959.92 N/A 2959.92 2573.75 EUR Yes 2 2426.46 2109.89
EUREXSX86P- FSTL 726.274 N/A 726.274 631.519 EUR No 726.274 631.519
EUREXSXMP- FSTM 1413.51 N/A 1413.51 1228.98 EUR Yes 2 1413.51 1228.98
EUREXSXOP- FSTN 3746.40 N/A 3746.40 3257.66 EUR Yes 2 3611.49 3140.35
EUREXSX3P- FSTO 1779.93 N/A 1779.93 1547.75 EUR Yes 2 2285.81 1987.64
EUREXSXRP- FSTR 1714.77 N/A 1714.77 1491.01 EUR Yes 2 1714.77 1491.01
EUREXSXPP- FSTS 3698.29 N/A 3698.29 3215.88 EUR Yes 3922.87 3411.16
EUREXSXKP- FSTT 715.502 N/A 715.502 622.161 EUR Yes 2 715.502 622.161
EUREXSX6P- FSTU 1771.97 N/A 1771.97 1540.83 EUR Yes 1445.66 1257.09
EUREXSXTP- FSTV 1186.41 N/A 1186.41 1031.51 EUR Yes 2 1186.41 1031.51
EUREXSTX- FSTX 3620.59 N/A 3620.59 3148.17 EUR Yes 2 3008.97 2616.35
EUREXSX8P- FSTY 7950.66 N/A 7950.66 6913.34 EUR Yes 2 7950.66 6913.34
EUREXSXQP- FSTZ 3313.81 N/A 3313.81 2880.60 EUR Yes 2 3313.81 2880.60
EUREXESTX50- FSXE 327.005 284.352 467.15 406.218 EUR No 467.15 406.218
EUREXTDX- FTDX 8194.48 N/A 8194.48 7125.64 EUR Yes 2 8194.48 7125.64
EUREXFUEM- FUEM 596.66 N/A 596.66 518.817 USD No 596.66 518.817
EUREXV2TX- FVS 1132.75 N/A 1132.75 985.00 EUR Yes 2396.60 2084.00
EUREXDJES- FXXE 2383.63 N/A 2383.63 2071.89 EUR No 2093.09 1819.35
EUREXDJ600- FXXP 1539.04 1338.29 2198.62 1911.85 EUR Yes 2030.67 1765.80
EUREXTKAB- TKAG 216.582 N/A 216.582 188.3325 EUR No 216.582 188.3325
Euronext NL (FTA)

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

Exchange FTA Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
FTAAMX- FMX 9587.59 N/A 9587.59 8337.03 EUR No 9587.59 8337.03
FTAEOE- FTI 14649.52 N/A 14649.52 12738.71 EUR Yes 12984.57 11290.93
FTAEOE- MFA 1464.95 N/A 1464.95 1273.87 EUR No 1298.46 1129.09
Hong Kong Futures Exchange (HKFE)

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

Exchange HKFE Underlying Product description Trading Class Intraday Initial 1,5 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
HKFECES120- CHH 85668.40 N/A 85668.40 68534.72 HKD No 85668.40 68534.72
HKFECNH- CUS 26647.875 N/A 26647.875 21318.30 CNH Yes 26647.875 21318.30
HKFEHHIDPI- DHH 3750 N/A 3750 3000 HKD No 3750 3000
HKFEHSIDPI- DHS 10875 N/A 10875 8700 HKD No 10875 8700
HKFEGDR- GDR 220230.96 N/A 220230.96 176184.75 CNH No 220230.94 176184.75
HKFEGDU- GDU 31452.91 N/A 31452.91 25162.32 USD No 31452.90 25162.32
HKFEHHI.HK 3- HHI 48006 38404.80 68580 54864 HKD Yes 68580 54864
HKFEHSI- HSI 94127.67 75302.13 134468.10 107574.48 HKD Yes 134468.10 107574.48
HKFEHSTECH- HTI 31076.78 24861.42 44395.40 35516.32 HKD Yes 44395.40 35516.32
HKFEMCA- MCA 3789.20 3031.34 5413.14 4330.48 USD No 5413.14 4330.48
HKFEMCH.HK- MCH 9601.20 7680.96 13716 10972.80 HKD Yes 13716 10972.80
HKFEMCS- MCS 5329.59 N/A 5329.59 4263.60 CNH No 5329.59 4263.60
HKFEMHI- MHI 18825.53 15060.43 26893.62 21514.90 HKD Yes 26893.62 21514.90
HKFEMID.HK- MIA 1901.62 N/A 1901.62 1521.30 USD No 1901.62 1521.30
HKFEMND- MND 5200.30 N/A 5200.30 4160.24 USD No 5200.30 4160.24
HKFEMTW- MTW 10015.21 N/A 10015.21 8012.17 USD No 10015.21 8012.17
HKFEVHSI- VHS 63295.58 N/A 63295.58 50636.46 HKD No 132312.50 105850
Intercontinental Exchange (ICEEU)

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

Exchange ICEEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUER3- ER3 221.226 N/A 221.226 192.37 EUR No 691.069 600.926
ICEEUSG- G 2477.78 N/A 2477.78 2154.59 GBP No 2477.77 2154.59
ICEEUH- H 4842.43 N/A 4842.43 4210.81 GBP No 4842.43 4210.81
ICEEUI- I 259.445 N/A 259.445 225.598 EUR Yes 661.643 575.342
ICEEUNDUEBRAF- MCG 5561.84 N/A 5561.84 4836.11 USD No 5561.84 4836.11
ICEEUO- O 2148.07 N/A 2148.07 1867.89 EUR No 2148.07 1867.89
ICEEUP- P 4938.02 N/A 4938.02 4293.93 EUR No 4938.02 4293.93
ICEEUR- R 3426.43 N/A 3426.43 2979.50 GBP No 3426.43 2979.50
ICEEUSRFXON3- SA3 295.574 N/A 295.574 257.021 CHF No 644.046 558.955
ICEEUSONIA.N- SO3 245.766 N/A 245.766 213.703 GBP Yes 445.801 387.653
ICEEUSONIO.N- SOA 571.012 N/A 571.012 496.53 GBP No 1406.76 1223.27
ICEEUTWS- TWS 997.003 N/A 997.003 866.958 EUR No 997.002 866.958
ICEEUF1DV- XZ 825.781 N/A 825.781 718.071 GBP No 825.781 718.071
ICEEUY- Y2 5087.68 N/A 5087.68 4423.94 GBP No 5087.68 4423.94
ICEEUZ- Z 4778.13 4154.90 6825.91 5935.57 GBP Yes 6825.91 5935.57
ICE Agricultural Products (ICEEUSOFT)

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

Exchange ICEEUSOFT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEEUSOFTC- C 7187.50 N/A 7187.50 6250 GBP No 7336.63 6379.68
ICEEUSOFTD- RC 7233.16 N/A 7233.16 6289.70 USD No 10174.42 8847.32
ICEEUSOFTT- T 1860.86 N/A 1860.86 1617.91 GBP No 2198.41 1911.40
ICEEUSOFTW- W 1795.15 N/A 1795.15 1561 USD No 1795.15 1561
ICE Futures US (ICEUS)

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

Exchange ICEUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
ICEUSAUD- KAU 6937.23 N/A 6937.23 6032.38 USD No 7323.75 6368.48
ICEUSEJ- KEJ 26106437.64 N/A 26106437.64 22701250.125 JPY No 26173009.18 22759138.31
ICEUSEO- KEO 10402.65 N/A 10402.65 9045.78 USD No 10442.30 9080.26
ICEUSECD- KEP 13705.05 N/A 13705.05 11917.43 CAD No 14542.62 12645.76
ICEUSGB- KGB 6345.125 N/A 6345.125 5517.50 GBP No 6618.84 5755.51
ICEUSEAD- KRA 20245.26 N/A 20245.26 17604.57 AUD No 20344.88 17691.20
ICEUSRZ- KRZ 6548.69 N/A 6548.69 5694.51 CHF No 6789.89 5904.26
ICEUSZY- KZY 4306129.51 N/A 4306129.51 3744460.44 JPY No 4639728.84 4034545.30
ICEUSMP- MP 7379.19 N/A 7379.19 6416.69 USD No 7108.37 6181.19
ICEUSSS- SS 10571.90 N/A 10571.90 9192.96 CHF No 12310.87 10705.10
ICEUSGBP- SY 2593669.21 N/A 2593669.21 2255364.53 JPY No 3221655.65 2801439.58
Borsa Italiana (IDEM)

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

Exchange IDEM Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IDEMMIBDIV- FDIV 2262.05 N/A 2262.05 1967 EUR No 2262.05 1967
IDEMFTMIB- FIB 16268.14 14146.21 23240.21 20208.875 EUR Yes 18172.51 15802.18
IDEMFTMIB- MICR 650.726 565.8485 929.608 808.355 EUR No 726.901 632.087
IDEMFTMIB- MIN 3253.63 2829.24 4648.04 4041.775 EUR No 3634.50 3160.44
IDEMSRGB- SRG7 1320.14 N/A 1320.14 1147.95 EUR No 1320.14 1147.95
Intercontinental Exchange (IPE)

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

Exchange IPE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
IPEATW- ATW 13770.88 N/A 13770.88 11974.68 USD No 13770.88 11974.68
IPECOIL- COIL 15296.125 N/A 15296.125 12236.90 USD Yes 15296.125 12236.90
IPEGOIL- GOIL 15709.36 N/A 15709.36 12567.49 USD No 15709.36 12567.49
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 20391.61 N/A 20391.61 17731.83 USD No 20391.61 17731.83
IPENGF- NGF 4365.65 N/A 4365.65 3796.21 GBP No 25268.10 3796.21
IPERBOB- RBOB 22050 N/A 22050 17640 USD No 22050 17640
IPEWTI- WTI 16250 N/A 16250 13000 USD Yes 16250 13000
Korea Stock Exchange (KSE)

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

Exchange KSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
KSEK200- 01 11390750 9905000 16272500 14150000 KRW Yes 16272500 14150000
KSEK200M- 05 2278150 1981000 3254500 2830000 KRW Yes 3254500 2830000
KSEKOSDQ150- 06 1454874.925 1099000 2078392.75 1570000 KRW No 2078392.75 1570000
KSE000670- 0Q 166858.82 N/A 166858.82 145094.63 KRW No 174237.33 145094.63
KSE005930- 11 292518.47 N/A 292518.47 252098.79 KRW No 289913.61 252098.79
KSE017670- 12 158544.16 N/A 158544.16 131738.90 KRW No 151499.73 131738.90
KSE005490- 13 936705.14 N/A 936705.14 799401.72 KRW No 919311.98 799401.72
KSE030200- 14 145901.20 N/A 145901.20 123543.44 KRW No 142074.95 123543.44
KSE015760- 15 141066.31 N/A 141066.31 122666.36 KRW No 141231.74 122666.36
KSE005380- 16 747843.88 N/A 747843.88 650299.02 KRW No 754040.04 650299.02
KSE016360- 17 229499.71 N/A 229499.71 199473.79 KRW No 229394.86 199473.79
KSE055550- 18 221037.50 N/A 221037.50 192206.52 KRW No 222863.61 192206.52
KSE000270- 19 328101.33 N/A 328101.33 284174.96 KRW No 326801.21 284174.96
KSE007340- 1T 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE443060- 1V 623505 N/A 623505 528755.90 KRW No 633092.86 528755.90
KSE006040- 1W 134149.88 N/A 134149.88 116652.07 KRW No 138258.16 116652.07
KSE268280- 1X 396121.98 N/A 396121.98 342062.46 KRW No 393371.83 342062.46
KSE071320- 1Y 301440.99 N/A 301440.99 262122.60 KRW No 333931.35 262122.60
KSE003240- 1Z 2259366.37 N/A 2259366.37 1964666.41 KRW No 2268032.20 1964666.41
KSE012330- 20 853026.07 N/A 853026.07 741761.80 KRW No 865073.42 741761.80
KSE006400- 22 870317.125 N/A 870317.125 756797.50 KRW No 887507.30 756797.50
KSE009150- 23 629683.13 N/A 629683.13 547550.55 KRW No 634885.25 547550.55
KSE066570- 24 256506.58 N/A 256506.58 218769.63 KRW No 251585.07 218769.63
KSE036460- 28 130062.41 N/A 130062.41 99100.91 KRW No 113966.04 99100.91
KSE017960- 2A 84772.25 N/A 84772.25 73715 KRW No 84875.27 73715
KSE095340- 2B 253602.36 N/A 253602.36 220523.79 KRW No 260697.49 220523.79
KSE025900- 2C 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE357780- 2D 749227.50 N/A 749227.50 622729.10 KRW No 749227.50 622729.10
KSE222080- 2E 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE086520- 2F 266751 N/A 266751 208244.63 KRW No 266751 208244.63
KSE140860- 2G 714697.55 N/A 714697.55 621476.13 KRW No 725602.03 621476.13
KSE030520- 2H 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE004020- 32 89049.01 N/A 89049.01 77433.92 KRW No 91284.69 77433.92
KSE003550- 34 234357.74 N/A 234357.74 201979.75 KRW No 232276.71 201979.75
KSE078930- 35 178055.05 N/A 178055.05 154366.65 KRW No 177521.65 154366.65
KSE033780- 36 413269.58 N/A 413269.58 355344.02 KRW No 408645.63 355344.02
KSE009540- 39 1249279.77 N/A 1249279.77 1086330.23 KRW No 1259600.77 1086330.23
KSE086790- 40 268653.56 N/A 268653.56 230296.99 KRW No 264841.54 230296.99
KSE096770- 41 336887.67 N/A 336887.67 292945.80 KRW No 339670.88 292945.80
KSE001040- 42 545533.23 N/A 545533.23 474376.72 KRW No 549040.17 474376.72
KSE034220- 45 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE105560- 46 349279.59 N/A 349279.59 303721.39 KRW No 353165.18 303721.39
KSE051910- 47 1135347.15 N/A 1135347.15 973562.42 KRW No 1119596.79 973562.42
KSE006800- 48 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE042670- 49 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE000660- 50 1927125 N/A 1927125 1429959.53 KRW No 1927125 1429959.53
KSE006360- 51 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE139480- 54 231786.13 N/A 231786.13 201478.55 KRW No 231700.34 201478.55
KSE161390- 55 167723.38 N/A 167723.38 145846.42 KRW No 172109.03 145846.42
KSE035420- 56 744515.37 N/A 744515.37 644029.69 KRW No 740634.14 644029.69
KSE003490- 57 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE3KTB- 65 920634 N/A 920634 676076.78 KRW No 920634 613756
KSEFLKTB- 67 2951004 N/A 2951004 2162401.15 KRW No 2951004 1967336
KSEKWY- 75 1687050 N/A 1687050 1467000 KRW No 3374100 2934000
KSE032640- B0 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE010950- B2 257636.93 N/A 257636.93 224032.11 KRW No 260765.41 224032.11
KSE010130- B3 5535000 N/A 5535000 3690000 KRW No 5535000 3690000
KSE024110- B4 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE001680- B6 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE047050- B7 153602.33 N/A 153602.33 133567.25 KRW No 156871.32 133567.25
KSE034020- B9 251748 N/A 251748 194712.48 KRW No 251748 194712.48
KSE023530- BA 217494.08 N/A 217494.08 183686.29 KRW No 211239.23 183686.29
KSE011170- BB 230547.60 N/A 230547.60 200476.17 KRW No 231452.27 200476.17
KSE032830- BD 428560.37 N/A 428560.37 369627.93 KRW No 425072.12 369627.93
KSE010140- BF 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE029780- BG 152737.78 N/A 152737.78 132815.46 KRW No 152999.63 132815.46
KSE036570- BJ 538905.00 N/A 538905.00 468613.05 KRW No 552357.19 468613.05
KSE000080- BK 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE071050- BL 460712.97 N/A 460712.97 396942.81 KRW No 456484.23 396942.81
KSE047810- BM 309221.95 N/A 309221.95 268888.65 KRW No 311776.60 268888.65
KSE000720- BN 179055.05 N/A 179055.05 154366.65 KRW No 177521.65 154366.65
KSE011210- BP 159654.21 N/A 159654.21 138829.75 KRW No 163973.20 138829.75
KSE008770- BQ 140114.77 N/A 140114.77 121538.68 KRW No 139769.48 121538.68
KSE035250- BS 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE138930- BT 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE139130- BV 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE114090- BW 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE011070- BY 693083.71 N/A 693083.71 602681.48 KRW No 703809.67 602681.48
KSE005940- BZ 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE034730- C1 759366.11 N/A 759366.11 660318.36 KRW No 765639.64 660318.36
KSE011780- C3 342819.92 N/A 342819.92 296203.54 KRW No 340634.07 296203.54
KSE018260- C5 485302.70 N/A 485302.70 422002.34 KRW No 488312.04 422002.34
KSE090430- C6 388472.70 N/A 388472.70 337802.34 KRW No 392682.08 337802.34
KSE030000- C7 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE028260- C8 645533.27 N/A 645533.27 561333.28 KRW No 650866.36 561333.28
KSE000880- C9 249361.49 N/A 249361.49 212504.75 KRW No 244380.46 212504.75
KSE088350- CA 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE086280- CC 489145.76 N/A 489145.76 408720.78 KRW No 470028.90 408720.78
KSE001450- CE 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE035720- CF 170317.03 N/A 170317.03 148101.77 KRW No 171724.12 148101.77
KSE046890- CJ 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE069080- CK 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE096530- CL 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE022100- CN 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE068270- CP 538328.61 N/A 538328.61 468111.84 KRW No 538776.04 468111.84
KSE122870- CQ 180115.31 N/A 180115.31 156622.01 KRW No 181603.34 156622.01
KSE051900- CR 854466.98 N/A 854466.98 743014.77 KRW No 861526.20 743014.77
KSE002790- CS 89956.23 N/A 89956.23 77559.22 KRW No 89193.10 77559.22
KSE000810- CT 1345821.55 N/A 1345821.55 1170279.61 KRW No 1356940.17 1170279.61
KSE008930- CV 112106.01 N/A 112106.01 96980.35 KRW No 111527.40 96980.35
KSE021240- CW 253078.20 N/A 253078.20 219270.80 KRW No 252161.42 219270.80
KSE128940- CX 1315562.18 N/A 1315562.18 1143967.11 KRW No 1316430.81 1143967.11
KSE018880- CY 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE005830- D0 349250.17 N/A 349250.17 300964.84 KRW No 346109.57 300964.84
KSE097950- D1 629686.18 N/A 629686.18 547553.20 KRW No 629899.04 547553.20
KSE009240- D2 128962.56 N/A 128962.56 112141.36 KRW No 135527.99 112141.36
KSE002380- D3 1201085.13 N/A 1201085.13 1039970.16 KRW No 1195965.68 1039970.16
KSE012750- D5 211527.43 N/A 211527.43 183936.89 KRW No 218274.96 183936.89
KSE000100- D6 342075.00 N/A 342075.00 297456.52 KRW No 348901.05 297456.52
KSE051600- D7 155904.33 N/A 155904.33 132314.27 KRW No 152161.41 132314.27
KSE069960- D8 271512.21 N/A 271512.21 234557.11 KRW No 269740.68 234557.11
KSE004370- DA 1642560 N/A 1642560 1182809.375 KRW No 1642560 1182809.375
KSE079550- DB 1225372.17 N/A 1225372.17 1043729.06 KRW No 1200288.42 1043729.06
KSE204320- DC 114121.06 N/A 114121.06 99235.70 KRW No 116063.87 99235.70
KSE004170- DD 670028.95 N/A 670028.95 582633.87 KRW No 685564.40 582633.87
KSE161890- DE 190778.13 N/A 190778.13 165894.02 KRW No 191354.25 165894.02
KSE111770- DG 245245.00 N/A 245245.00 213256.52 KRW No 248271.10 213256.52
KSE006650- DJ 426273.95 N/A 426273.95 367623.16 KRW No 422766.64 367623.16
KSE192820- DK 488292.72 N/A 488292.72 420248.16 KRW No 483285.39 420248.16
KSE039130- DN 139114.46 N/A 139114.46 120661.59 KRW No 138760.83 120661.59
KSE086900- DP 358396.52 N/A 358396.52 310738.07 KRW No 357348.78 310738.07
KSE078340- DR 90201.74 N/A 90201.74 78436.30 KRW No 90446.95 78436.30
KSE035760- DT 190201.39 N/A 190201.39 164139.86 KRW No 188760.84 164139.86
KSE056190- DV 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE241560- DW 161959.69 N/A 161959.69 140834.51 KRW No 164297.72 140834.51
KSE012630- DX 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE017800- DY 229683.03 N/A 229683.03 199724.375 KRW No 243580.57 199724.375
KSE240810- E0 215586 N/A 215586 152612.48 KRW No 215586 152612.48
KSE091700- E3 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE041510- E4 309094.45 N/A 309094.45 264879.14 KRW No 304611.01 264879.14
KSE251270- E5 155451.03 N/A 155451.03 130017.19 KRW No 149519.77 130017.19
KSE003670- E8 586607.30 N/A 586607.30 501190.43 KRW No 576368.99 501190.43
KSE316140- EB 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE009420- EE 130979.86 N/A 130979.86 113895.53 KRW No 132061.95 113895.53
KSE035900- EF 195389.09 N/A 195389.09 169903.55 KRW No 197003.30 169903.55
KSE028670- EH 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE011790- EJ 321904.72 N/A 321904.72 279917.15 KRW No 325573.31 279917.15
KSE093370- EL 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE375500- ER 115464.36 N/A 115464.36 100363.38 KRW No 115417.89 100363.38
KSE028050- ET 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE272210- EV 145533.17 N/A 145533.17 126550.59 KRW No 147735.49 126550.59
KSE293490- EX 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE247540- EY 444312 N/A 444312 363864.26 KRW No 444312 363864.26
KSE253450- EZ 111383.31 N/A 111383.31 96855.05 KRW No 116303.50 96855.05
KSE200130- F1 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE036540- F2 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE000250- F4 856800 N/A 856800 571200 KRW No 856800 571200
KSE373220- F5 1270893.66 N/A 1270893.66 1105124.92 KRW No 1276393.14 1105124.92
KSE323410- F6 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE377300- F7 165750 N/A 165750 125297.61 KRW No 165750 125297.61
KSE259960- F8 729106.78 N/A 729106.78 634005.90 KRW No 730130.29 634005.90
KSE302440- F9 151008.68 N/A 151008.68 131311.89 KRW No 151256.24 131311.89
KSE011200- FA 84772.25 N/A 84772.25 73715 KRW No 84772.25 73715
KSE361610- FB 85878.98 N/A 85878.98 74677.37 KRW No 88588.47 74677.37
KSE352820- FC 875978.81 N/A 875978.81 741761.80 KRW No 853026.07 741761.80
KSE329180- FD 1680115.68 N/A 1680115.68 1460970.16 KRW No 1723995.92 1460970.16
KSE402340- FE 1237102.50 N/A 1237102.50 824735 KRW No 1237102.50 824735
KSE326030- FF 363977.02 N/A 363977.02 316501.76 KRW No 369984.03 316501.76
KSE383220- FG 223919.35 N/A 223919.35 194712.48 KRW No 232769.27 194712.48
KSE267250- FH 615273.90 N/A 615273.90 535020.78 KRW No 625356.99 535020.78
KSE271560- FJ 304034.64 N/A 304034.64 264377.95 KRW No 304546.43 264377.95
KSE138040- FK 317291.13 N/A 317291.13 275905.33 KRW No 320912.45 275905.33
KSE263750- FL 112677.30 N/A 112677.30 96604.45 KRW No 111095.12 96604.45
KSE066970- FM 561681 N/A 561681 374454 KRW No 561681 374454
KSE112040- FN 88947.75 N/A 88947.75 73715 KRW No 88947.75 73715
KSE196170- FP 1921650 N/A 1921650 1395815.31 KRW No 1921650 1395815.31
KSE058470- FQ 167435.19 N/A 167435.19 145595.82 KRW No 169818.46 145595.82
London Metals Exchange (LMEOTC)

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

Exchange LMEOTC Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
LMEOTCAH- AH 4715.47 N/A 4715.47 4100.41 USD No 4939.71 4295.40
LMEOTCCA- CA 20267.60 N/A 20267.60 17624 USD No 20267.60 17624
LMEOTCPB- PB 4167.35 N/A 4167.35 3623.76 USD No 4667.43 4058.60
LMEOTCSNLME- SN 36282.21 N/A 36282.21 31539.86 USD No 37517.99 32614.12
LMEOTCZSLME- ZS 7511.80 N/A 7511.80 6532 USD No 7511.80 6532
Euronext France (MATIF)

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

Exchange MATIF Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MATIFEBM- EBM 572.501 N/A 572.501 497.827 EUR Yes 1094.57 951.798
MATIFECO- ECO 1763.96 N/A 1763.96 1533.88 EUR Yes 2634.45 2290.83
MATIFEMA- EMA 1005.51 N/A 1005.51 874.335 EUR No 1193.77 1038.04
Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

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

Exchange MEFFRV Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEFFRVFCC1- FCI 254.869 N/A 254.869 221.534 EUR No 254.764 221.534
MEFFRVIBEX35- IBX 10867.69 9450.03 15525.28 13500.05 EUR No 15525.28 13500.05
MEFFRVIBEX- MIX 1086.76 945.003 1552.51 1350.00 EUR Yes 1552.51 1350.00
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
MEXDERDEUA- DA 8968.81 N/A 8968.81 7798.96 MXN No 14137.12 12293.14
MEXDEREURO- EU 26607.89 N/A 26607.89 23137.29 MXN No 26607.89 23137.29
MEXDERIPC- IPC 56337.87 N/A 56337.87 48988.23 MXN Yes 2 62495.40 54342.47
MEXDERIPC- MIP 11267.81 N/A 11267.81 9797.65 MXN No 12499.35 10868.49
Euronext France (MONEP)

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

Exchange MONEP Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MONEPEPEU- EPE 3801.11 N/A 3801.11 3305.31 EUR No 3801.11 3305.31
MONEPEPRA- EPR 3561.36 N/A 3561.36 3095.83 EUR No 3561.36 3095.83
MONEPCAC40- FCE 4815.72 4187.58 6879.60 5982.26 EUR Yes 5732.52 4984.80
MONEPFEF- FEF 16968.46 N/A 16968.46 14755.19 EUR No 16968.46 14755.19
MONEPFEO- FEO 12686.50 N/A 12686.50 11031.73 EUR No 12686.50 11031.73
MONEPCAC40- MFC 481.572 418.758 687.96 598.226 EUR No 573.252 498.48
National Stock Exchange of India (NSE)

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

Exchange NSE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NSEBANKNIFTY- BANKNIFTY 9846.01 N/A 9846.01 8561.75 INR Yes 9800.09 8521.82
NSEEURINR- EURINR 11764.50 N/A 11764.50 10230.00 INR No 11764.50 10230.00
NSENSEFIN- FINNIFTY 4632.15 N/A 4632.15 4018.95 INR Yes 4600.25 4000.21
NSEGBPINR- GBPINR 13339.43 N/A 13339.43 11599.50 INR No 13339.43 11599.50
NSEJPYINR- JPYINR 6485.71 N/A 6485.71 5639.75 INR No 6485.71 5639.75
NSEMIDCAPSEL- MIDCPNIFTY 2081.32 N/A 2081.32 1809.80 INR Yes 2070.45 1800.39
NSENIFTY50- NIFTY 3740.46 N/A 3740.46 3252.57 INR Yes 3720.18 3234.94
NSEUSDINR- USDINR 10204.24 N/A 10204.24 8873.25 INR Yes 10204.24 8873.25
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APR- 30C 2831.31 N/A 2831.31 2462.01 USD No 11537.83 10032.89
NYBOTAC- AC 75348 N/A 75348 65520 USD No 75348 65520
NYBOTCC- CC 9148.04 N/A 9148.04 7954.82 USD Yes 9246.81 8040.70
NYBOTCT- CT 1813.99 N/A 1813.99 1577.36 USD Yes 2065.71 1796.27
NYBOTDX- DX 2578.81 N/A 2578.81 2242.44 USD Yes 2783.24 2420.21
NYBOTNYFANG- FNG 17459.68 N/A 17459.68 15181.91 USD No 17459.68 15181.91
NYBOTKC- KC 22234.28 N/A 22234.28 19334.15 USD Yes 23670.09 20582.68
NYBOTOJ- OJ 8130.86 N/A 8130.86 7070.31 USD Yes 6767.175 5884.50
NYBOTRS- RS 1188.57 N/A 1188.57 1033.54 CAD No 1374.10 1194.87
NYBOTSB- SB 1573.09 N/A 1573.09 1367.90 USD Yes 1440.11 1252.27
NYBOTSF- SF 2305.28 N/A 2305.28 2004.59 USD No 1952.36 1697.70
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 N/A 16250 13000 USD No 16250.00 13000
NYMEXBZ- BZ 16250 N/A 16250 13000 USD Yes 16250.00 13000
NYMEXCL- CL 16250 N/A 16250 13000 USD Yes 16250 13000
NYMEXHH- HH 9915.95 N/A 9915.95 8622.56 USD No 9915.95 8622.56
NYMEXHHW- HHW 9915.95 N/A 9915.95 8622.56 USD No 9915.95 8622.56
NYMEXHO- HO 25200 N/A 25200 20160 USD Yes 25200 20160
NYMEXHP- HP 9915.95 N/A 9915.95 8622.56 USD No 9915.95 8622.56
NYMEXMCL- MCL 1625 N/A 1625 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 993.688 N/A 993.688 864.076 USD No 993.688 864.076
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 9287.90 N/A 9287.90 8076.43 USD Yes 9287.90 8076.43
NYMEXPA- PA 23643.04 N/A 23643.04 20559.17 USD No 24200.40 21043.82
NYMEXPL- PL 9536.06 N/A 9536.06 8292.23 USD No 9536.06 8292.23
NYMEXQG- QG 2478.99 N/A 2478.99 2155.64 USD No 2478.99 2155.64
NYMEXQM- QM 8125.38 N/A 8125.38 6500 USD No 8125.38 6500
NYMEXRB- RB 22050 N/A 22050 17640 USD Yes 22050 17640
NYMEXTT- TT 4783.20 N/A 4783.20 4159.30 USD No 4783.20 4159.30
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 7199.87 N/A 7199.87 6260.70 USD No 7199.87 6260.70
NYSELIFFEM1EU- EU9 7301.75 N/A 7301.75 6349.35 USD No 7301.75 6349.35
NYSELIFFEM1JP- JPP 12672.77 N/A 12672.77 11019.80 USD No 12672.78 11019.80
NYSELIFFEMXEA- MFS 6584.31 5725.49 9406.16 8179.27 USD No 9406.16 8179.27
NYSELIFFEMXEF- MME 3534.18 3073.20 5048.83 4390.28 USD No 5048.82 4390.28
NYSELIFFEMXUS- MUN 79821.12 N/A 79821.12 69409.66 USD No 79821.11 69409.66
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 25428.17 N/A 25428.17 22107 SEK No 25428.17 22107
OMSOMXS30- OMXS30 18488.435 16076.90 26412.05 22967 SEK Yes 26412.05 22967
OMSLUPEB- ORRON.FWD 1102.32 N/A 1102.32 958.54 SEK No 7071.59 958.54
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 3612998.54 3141737.86 5161426.48 4488196.94 JPY Yes 5161426.48 4488196.94
OSE.JPNN225M- 225M 361299.85 314173.79 516142.65 448819.69 JPY Yes 516142.65 448819.69
OSE.JPNN225MC- 225MC 36129.99 31417.38 51614.26 44881.97 JPY No 51614.26 44881.97
OSE.JPNJPNK400- 400 205037.41 N/A 205037.41 178293.40 JPY No 205037.41 178293.40
OSE.JPNTPXC30- C30 176789.89 N/A 176789.89 153730.34 JPY No 176789.89 153730.34
OSE.JPNDJIA- DJIA 704594.43 N/A 704594.43 612690.81 JPY No 704594.43 612690.81
OSE.JPNJGB- JBL 1859107.29 N/A 1859107.29 1616615.04 JPY Yes 1859107.29 1616615.04
OSE.JPNMJ- JBLM 185910.73 N/A 185910.73 161661.50 JPY No 185910.73 161661.50
OSE.JPNTSEMOTHR- MOTH 60996 N/A 60996 53040 JPY No 60996 53040
OSE.JPNNKVI- NVI 184862.50 N/A 184862.50 160750 JPY No 182000.77 158261.54
OSE.JPNTSEREIT- REIT 183150.39 N/A 183150.39 159249.10 JPY No 183150.39 159249.10
OSE.JPNTOPX- TPX 1938863.44 1685968.21 2769804.92 2408526.02 JPY No 2769804.92 2408526.02
OSE.JPNMNTPX- TPXM 193886.34 168596.82 276980.49 240852.60 JPY No 276980.49 240852.60
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 15296.125 N/A 15296.125 12236.90 USD No 15296.125 12236.90
QBALGOIEUGOIL- GOIL 15709.36 N/A 15709.36 12567.49 USD No 15709.36 12567.49
QBALGOIEUWTI- WTI 16250 N/A 16250 13000 USD No 16250 13000
ICE Futures – US (QBALGOIUS)

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

Exchange QBALGOIUS Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIUSCC- CC 9148.04 N/A 9148.04 7954.82 USD No 9246.81 8040.70
QBALGOIUSCT- CT 1813.99 N/A 1813.99 1577.36 USD No 2065.71 1796.27
QBALGOIUSDX- DX 2578.81 N/A 2578.81 2242.44 USD No 2783.24 2420.21
QBALGOIUSKC- KC 22234.28 N/A 22234.28 19334.15 USD No 23670.09 20582.68
QBALGOIUSOJ- OJ 8130.86 N/A 8130.86 7070.31 USD No 6767.175 5884.50
QBALGOIUSSB- SB 1573.09 N/A 1573.09 1367.90 USD No 1440.11 1252.27
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 332841.69 N/A 332841.69 289427.51 JPY No 332841.64 289427.51
SGXAU- AU 1756.71 N/A 1756.71 1527.57 USD No 1756.71 1527.57
SGXXINA50- CN 1475.47 1283.02 2107.81 1832.88 USD No 2107.81 1832.88
SGXCY- CY 4064.675 N/A 4064.675 3534.50 USD No 4064.675 3534.50
SGXXIN0I- FCH 3716.72 N/A 3716.72 3231.93 USD No 3716.72 3231.93
SGXSCI- FEF 1219 N/A 1219 1060 USD No 1219 1060
SGXWIIDN- FID 1597.37 N/A 1597.37 1389.02 USD No 1597.37 1389.02
SGXFIVNM30- FVN 1714.45 N/A 1714.45 1490.82 USD No 1714.45 1490.82
SGXINR- INR 10215.45 N/A 10215.45 8883.00 USD No 10215.45 8883.00
SGXINX- INX 10205.10 N/A 10205.10 8874.00 USD No 10205.10 8874.00
SGXIU- IU 2591.18 N/A 2591.18 2253.20 USD No 2591.18 2253.20
SGXSGB- JB 347850.37 N/A 347850.37 302473.24 JPY No 347850.87 302473.24
SGXKJ- KJ 346749.72 N/A 346749.72 301521.50 JPY No 346749.72 301521.50
SGXKRW- KRW 9798.86 N/A 9798.86 8520 USD No 9805.11 8520
SGXKU- KU 1959.60 N/A 1959.60 1703.99 USD No 1962.48 1706.50
SGXMTWN- MTWN 394.801 343.306 564.002 490.436 USD No 564.002 490.436
SGXMUC- MUC 6129.27 N/A 6129.27 5329.80 CNH No 6129.27 5329.80
SGXNKYDIV- ND 1843220.06 N/A 1843220.06 1602800.05 JPY No 1843220.30 1602800.05
SGXNIFTY- NIFTY 2109.11 1834.01 3013.02 2620.02 USD No 3013.02 2620.02
SGXSGXNK- NK 1407493.91 1223907.75 2010705.58 1748439.64 JPY Yes 2010705.58 1748439.64
SGXSGXNKM- NS 281498.78 244781.55 402141.12 349687.93 JPY No 402141.12 349687.93
SGXN225U- NU 69553.97 N/A 69553.97 60481.71 USD No 69553.97 60481.71
SGXSSG- SGP 1799.58 1564.85 2570.83 2235.50 SGD Yes 2 2570.83 2235.50
SGXSND- SND 7064.13 N/A 7064.13 6142.73 SGD No 7064.13 6142.73
SGXSTI- ST 5824.21 N/A 5824.21 5064.53 SGD No 5824.21 5064.53
SGXTD- TD 2581.71 N/A 2581.71 2244.90 USD No 2581.71 2244.90
SGXTSR20- TF 701.50 N/A 701.50 610.00 USD No 701.50 610
SGXTONA- TONA 29339.26 N/A 29339.26 25511.96 JPY No 29338.76 25511.96
SGXSGXTU- TU 1655.04 N/A 1655.04 1438.96 USD No 1673.95 1455.40
SGXTWD- TWD 7744.96 N/A 7744.96 6734.70 USD No 7744.96 6734.70
SGXTWN- TWN 3944.50 3430 5635 4900 USD No 5635 4900
SGXUC- UC 24517.08 N/A 24517.08 21319.20 CNH Yes 24517.08 21319.20
SGXUJ- UJ 8900837.93 N/A 8900837.93 7739859.07 JPY No 8900838.43 7739859.07
SGXUS- US 1765.96 N/A 1765.96 1535.61 SGD No 1765.96 1535.61
SGXUY- UY 1780167.59 N/A 1780167.59 1547971.81 JPY No 1780167.69 1547971.81
SGXC52- YCDD 1268.23 N/A 1268.23 1102.80 SGD No 1275.26 1102.80
SGXD05- YDBS 5110.43 N/A 5110.43 4443.86 SGD No 5146.14 4443.86
SGXG13- YGEN 651.366 N/A 651.366 566.405 SGD No 657.412 566.405
SGXBN4- YKEP 5202.32 N/A 5202.32 4523.75 SGD No 5225.67 4523.75
SGXO39- YOCB 6301.45 N/A 6301.45 5479.52 SGD No 6331.56 5479.52
SGXZ74- YSTT 4149.78 N/A 4149.78 3608.50 SGD No 4171.44 3608.50
SGXY92- YTBE 802.355 N/A 802.355 697.70 SGD No 803.636 697.69
SGXU11- YUOB 5849.37 N/A 5849.37 5086.41 SGD No 5888.76 5086.41
SGXF34- YWIL 2838.41 N/A 2838.41 2468.18 SGD No 2852.97 2468.19
SGXBS6- YYZJ 30028.06 N/A 30028.06 6781.88 SGD No 7838.55 6781.88
SGXZEEL- ZZEE 340.016 N/A 340.016 295.284 USD No 339.577 295.284
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 12750.395 11087.30 18214.85 15839 AUD Yes 18214.85 15839
SNFEIB- IB 642.852 N/A 642.852 559 AUD No 642.85 559
SNFEIR- IR 1385.83 N/A 1385.83 1205.06 AUD No 1385.82 1205.06
SNFEXT- XT 3062.47 N/A 3062.47 2663 AUD No 3062.45 2663
SNFEYT- YT 1254.65 N/A 1254.65 1091.00 AUD No 1254.65 1091.00

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.