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

B3

Exchange B3 Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
B3BGI- BGI 12966.39 N/A 12966.39 11274.55 BRL No 12966.39 11274.55
B3CCM- CCM 2139.35 N/A 2139.35 1860.30 BRL No 3811.47 3314.32
B3DI1- DI1 329.222 N/A 329.222 286.28 BRL No 329.222 286.28
B3BRL- DOL 12825292.18 N/A 12825292.18 11152427.98 USD No 12825292.18 11152427.98
B3IND- IND 27440.32 23861.145 39200.45 34087.35 BRL No 38518.15 33494.04
B3WIN- WIN 5488.06 4772.23 7840.09 6817.47 BRL No 7703.63 6698.81
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 8944.65 N/A 8944.65 7777.96 EUR Yes 2 8944.65 7777.96
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 6900 N/A 6900 6000 MYR No 6900 6000
BURSAMYFBMKLCI- FKLI 3220.00 2800.00 4600.00 4000.00 MYR No 4600.00 4000.00
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 603.776 N/A 603.776 525 USD No 658.776 525
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 879.341 N/A 879.341 764.644 USD No 879.341 764.644
CBOTAIGCI- AW 965.052 N/A 965.052 839.164 USD No 1003.55 839.164
CBOTDHB- DHB 920.00 N/A 920.00 800.00 USD No 1045.00 800.00
CBOTDHY- DHY 2375.04 N/A 2375.04 2065.25 USD No 2450.04 2065.25
CBOTHYB- HYB 2125.31 N/A 2125.31 1769.71 USD No 2035.31 1769.71
CBOTIQB- IQB 2615.12 N/A 2615.12 2039.22 USD No 2345.12 2039.22
CBOTKE- KE 2325.09 N/A 2325.09 2000.08 USD Yes 2300.09 2000.08
CBOTMTN- MTN 465.991 N/A 465.991 363.112 USD No 417.578 363.112
CBOTMWN- MWN 863.18 N/A 863.18 647.309 USD No 744.405 647.309
CBOTMYM- MYM 1285.83 1048.11 1836.90 1497.30 USD No 1721.55 1497.00
CBOTMZC- MZC 159.372 N/A 159.372 135.323 USD No 155.622 135.323
CBOTMZL- MZL 414.783 N/A 414.783 355.985 USD No 409.383 355.985
CBOTMZM- MZM 334.098 N/A 334.098 245.302 USD No 282.097 245.302
CBOTMZS- MZS 432.613 N/A 432.613 331.62 USD No 381.363 331.62
CBOTMZW- MZW 240.843 N/A 240.843 209.429 USD No 244.593 209.429
CBOTQDF- QDF 236.138 205.337 337.339 293.339 USD No 337.272 293.28
CBOTQDOW- QDOW 258.594 209.276 369.42 298.965 USD No 343.741 298.905
CBOTDJUSRE- RX 3868.48 N/A 3868.48 3042.10 USD No 3498.48 3042.10
CBOTTN- TN 3432.25 N/A 3432.25 2550.01 USD No 2932.51 2550.01
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 7141.52 N/A 7141.52 5150.02 USD Yes 5922.52 5150.02
CBOTYC- XC 311.244 N/A 311.244 270.647 USD No 311.244 270.647
CBOTYK- XK 865.225 N/A 865.225 663.239 USD No 762.725 663.239
CBOTYW- XW 481.687 N/A 481.687 418.858 USD No 499.187 418.858
CBOTYIA- YIA 369.00 N/A 369.00 299.999 USD No 344.999 299.999
CBOTYIC- YIC 987.499 N/A 987.499 750.009 USD No 862.51 750.009
CBOTYID- YID 1243.75 N/A 1243.75 925 USD No 1063.75 925
CBOTYIT- YIT 1071.30 N/A 1071.30 869.826 USD No 1000.30 869.826
CBOTYIW- YIW 1890.15 N/A 1890.15 1439.26 USD No 2501.23 2174.98
CBOTYM- YM 12858.30 10481.13 18369.00 14973.05 USD Yes 17215.54 14970.03
CBOTZ3N- Z3N 2312.41 N/A 2312.41 1800.08 USD No 2070.10 1800.08
CBOTZB- ZB 5224.24 N/A 5224.24 3699.98 USD Yes 4254.98 3699.98
CBOTZC- ZC 1556.22 N/A 1556.22 1353.23 USD Yes 1556.22 1353.23
CBOTZF- ZF 1640.94 N/A 1640.94 1250.05 USD Yes 1437.56 1250.05
CBOTZL- ZL 4153.83 N/A 4153.83 3559.85 USD Yes 4093.83 3559.85
CBOTZM- ZM 3300.98 N/A 3300.98 2453.02 USD Yes 2820.97 2453.02
CBOTZN- ZN 2515.13 N/A 2515.13 1875.01 USD Yes 2156.26 1875.01
CBOTZO- ZO 4325.82 N/A 4325.82 3478.97 USD Yes 4000.82 3478.97
CBOTZQ- ZQ 1303.76 N/A 1303.76 1025.00 USD Yes 2 1858.87 1616.41
CBOTZR- ZR 3728.98 N/A 3728.98 3120.85 USD Yes 3588.98 3120.85
CBOTZS- ZS 4326.13 N/A 4326.13 3316.20 USD Yes 3813.63 3316.20
CBOTZT- ZT 1489.82 N/A 1489.82 1200.00 USD Yes 1380.00 1200.00
CBOTZW- ZW 2408.43 N/A 2408.43 2094.29 USD Yes 2495.93 2094.29
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 2431.96 N/A 2431.96 2114.75 CAD No 2431.97 2114.75
CDECGF- CGF 1341.36 N/A 1341.36 1166.40 CAD No 1341.36 1166.40
CDECGZ- CGZ 599.234 N/A 599.234 521.072 CAD No 599.233 521.072
CDECRA- CRA 368.911 N/A 368.911 320.79 CAD No 368.908 320.79
CDETSE60- SXF 16659.41 14486.44 23799.16 20694.92 CAD No 23799.16 20694.92
CDETSE60- SXM 17604.72 N/A 17604.72 15308.45 CAD No 17604.71 15308.45
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 10411.28 N/A 10411.28 9053.25 USD No 10411.28 9053.25
CFEIBXXIBIG- IBIG 8467.16 N/A 8467.16 7362.75 USD No 8467.17 7362.75
CFEIEMD- IEMD 316.186 N/A 316.186 274.839 USD No 316.186 274.839
CFEVA- VA 247.25 N/A 247.25 215 USD No 347.777 302.415
CFEVIX- VX 7670.50 N/A 7670.50 6670 USD Yes 25249.76 21956.31
CFEVIX- VX06 7670.50 N/A 7670.50 6670 USD No 26793.07 23298.32
CFEVIX- VX08 7670.50 N/A 7670.50 6670 USD No 23869.99 20756.51
CFEVIX- VX09 7670.50 N/A 7670.50 6670 USD No 23652.94 20567.78
CFEVIX- VX10 7670.50 N/A 7670.50 6670 USD No 23365.06 20317.44
CFEVIX- VX12 7670.50 N/A 7670.50 6670 USD No 24052.10 20914.87
CFEVXM- VXM 767.05 N/A 767.05 667 USD No 2524.98 2195.63
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 2711.14 N/A 2711.14 2357.51 USD Yes 2916.14 2357.51
CMEGBP- 6B 2765.36 N/A 2765.36 2404.66 USD Yes 2934.11 2404.66
CMECAD- 6C 1773.89 N/A 1773.89 1390.34 USD Yes 1598.89 1390.34
CMEEUR- 6E 4373.40 N/A 4373.40 3802.96 USD Yes 4554.65 3802.96
CMEJPY- 6J 4001.23 N/A 4001.23 2799.98 USD Yes 3219.98 2799.98
CMEBRE- 6L 1958.45 N/A 1958.45 1438.875 USD Yes 2 9104.31 6606.77
CME6M- 6M 1999.965 N/A 1999.965 1739.10 USD Yes 2039.965 1739.10
CMENZD- 6N 2691.15 N/A 2691.15 2340.13 USD Yes 2 2781.15 2340.13
CMECHF- 6S 6344.09 N/A 6344.09 5516.60 USD Yes 6394.09 5516.60
CMEZAR- 6Z 2527.70 N/A 2527.70 2198 USD No 2665.20 2198
CMEACDX- ACD 15843.20 N/A 15843.20 13776.69 CAD No 15843.20 13776.69
CMEADA- ADA 31251.25 N/A 31251.25 27175 USD No 33926.35 29349
CMEAJY- AJY 2946017.37 N/A 2946017.37 2561754.23 JPY No 3216018.17 2561754.23
CMEBFF- BFF 1114.68 N/A 1114.68 969.287 USD No 1141.79 969.293
CMEBQX- BIO 38305.86 N/A 38305.86 33309.44 USD No 38305.86 33309.44
CMEBOS- BOS 4956.50 N/A 4956.50 4310.00 USD No 4956.50 4310.00
CMEBRR- BTC 124049.15 N/A 124049.15 107868.83 USD Yes 132671.96 107868.83
CMEBTCEURRR- BTE 194179.72 N/A 194179.72 168851.93 EUR No 205947.75 179085
CMECB- CB 12957.98 N/A 12957.98 11267.81 USD No 5865.32 4891.58
CMECHI- CHI 3182.63 N/A 3182.63 2767.50 USD No 3182.62 2767.50
CMECLP- CHP 8323.84 N/A 8323.84 7238.12 USD No 8343.84 7238.12
CMECJY- CJY 2502764.94 N/A 2502764.94 2176316.99 JPY No 2502764.54 2176316.99
CMECNH- CNH 23806.93 N/A 23806.93 20701.50 CNH No 24206.93 20701.50
CMECSC- CSC 6407.36 N/A 6407.36 5571.62 USD No 6707.36 5571.62
CMECUS- CUS 5143.38 N/A 5143.38 4472.50 USD No 5143.37 4472.50
CMECZK- CZK 20836.32 N/A 20836.32 18118.54 USD Yes 2 20836.32 18118.54
CMEDA- DC 5931.37 N/A 5931.37 5157.72 USD Yes 6251.37 5157.72
CMEDEN- DEN 4453.38 N/A 4453.38 3872.50 USD No 4453.37 3872.50
CMEDY- DY 8823.06 N/A 8823.06 7672.22 USD No 9043.06 7672.22
CMEE7- E7 2186.70 N/A 2186.70 1901.48 USD No 2277.32 1901.48
CMEEAD- EAD 17769.42 N/A 17769.42 15195.12 AUD No 17481.92 15195.12
CMEEBMEUR- EBM 3883.59 N/A 3883.59 3377.04 EUR No 4228.955 3581.70
CMEECD- ECD 9563.33 N/A 9563.33 8308.95 CAD No 10338.33 8308.95
CMEECK- ECK 9480.60 N/A 9480.60 8244 EUR No 9480.60 8244
CMEEEM- EEM 174.741 N/A 174.741 151.907 EUR No 184.541 151.907
CMEEHF- EHF 5583.44 N/A 5583.44 4849.94 EUR Yes 2 5577.44 4849.94
CMEEMD- EMD 28432.54 N/A 28432.54 24210.91 USD Yes 2 27842.55 24210.91
CMENIY- ENY 366201.68 275827.55 523145.26 394039.36 JPY No 453099.22 393999.32
CMEEPZ- EPZ 6821.80 N/A 6821.80 5932 EUR Yes 2 7001.80 5932
CMEES- ES 18769.41 16911.97 26813.45 24159.95 USD Yes 26575.95 24159.95
CMESPXESUP- ESG 23277.28 N/A 23277.28 20236.60 USD No 23487.27 20236.60
CMEESTR- ESR 707.473 N/A 707.473 615.034 EUR No 707.478 615.034
CMEETHEURRR- ETE 87346.42 N/A 87346.42 75953.41 EUR No 87346.42 75953.41
CMEETHUSDRR- ETH 49420.05 N/A 49420.05 42973.96 USD Yes 66675.06 53717.45
CMESPW- EWF 13875.48 N/A 13875.48 11124.92 USD No 12793.66 11124.92
CMEGSCI- GD 35610.95 N/A 35610.95 30947.35 USD No 35589.45 30947.35
CMEGDK- GDK 9699.05 N/A 9699.05 8433.96 USD No 6199.79 4938.95
CMEGF- GF 13716.26 N/A 13716.26 11927.18 USD Yes 14641.26 11927.18
CMENF- GNF 11351.31 N/A 11351.31 9870.71 USD No 17873.82 13629.41
CMEHE- HE 3525.28 N/A 3525.28 3065.46 USD Yes 3885.28 3065.46
CMEHUF- HUF 12601.86 N/A 12601.86 10958.14 USD Yes 2 13093.86 10958.14
CMEIBAA- IBV 48440.29 N/A 48440.29 42121.99 USD No 48440.29 42121.99
CMEILS- ILS 35756.53 N/A 35756.53 31092.63 USD Yes 2 35756.53 31092.63
CMEJ7- J7 2000.62 N/A 2000.62 1399.99 USD No 1609.99 1399.99
CMEKRW- KRW 16797.93 N/A 16797.93 14600.875 USD Yes 2 10969.25 9447.625
CMELAV- LAV 4303.88 N/A 4303.88 3742.50 USD No 4303.87 3742.50
CMELAX- LAX 6310.625 N/A 6310.625 5487.50 USD No 6310.625 5487.50
CMELBR- LBR 3081.73 N/A 3081.73 2536.29 USD No 2428.71 2111.92
CMELE- LE 6295.25 N/A 6295.25 5474.13 USD Yes 6395.25 5474.13
CMELNK- LNK 51405 N/A 51405 44700 USD No 52955 44700
CMEM2K- M2K 885.355 743.396 1264.79 1061.99 USD No 1221.29 1061.99
CMEM6A- M6A 271.114 N/A 271.114 235.751 USD No 291.614 235.751
CMEM6B- M6B 276.536 N/A 276.536 240.466 USD No 293.411 240.466
CMEM6E- M6E 437.34 N/A 437.34 380.296 USD No 455.465 380.296
CMEMBT- MBT 2480.98 N/A 2480.98 2157.38 USD Yes 2653.44 2157.38
CMEMCA.X- MCA 3125.125 N/A 3125.125 2717.50 USD No 3463.885 2934.90
CMEMCD- MCD 177.389 N/A 177.389 139.034 USD No 159.889 139.034
CMEMES- MES 1876.94 1691.20 2681.34 2416.00 USD Yes 2657.59 2416.00
CMEMET- MET 98.8401 N/A 98.8401 85.9479 USD Yes 133.25 107.435
CMEMIA- MIA 6281.875 N/A 6281.875 5462.50 USD No 6281.875 5462.50
CMEMIR- MIR 1266.92 N/A 1266.92 1101.60 USD No 1266.92 1101.60
CMEMJY- MJY 404.498 N/A 404.498 279.998 USD No 321.998 279.998
CMEMLN- MLN 2570.25 N/A 2570.25 2235 USD No 2646.50 2235
CMEMNH- MNH 2385.33 N/A 2385.33 2074.20 CNH No 2465.33 2074.20
CMEMNI- MNI 183450.84 137913.78 262072.63 197019.68 JPY No 226549.61 196999.66
CMEMNK- MNK 3286.82 N/A 3286.82 2536.37 USD No 2916.82 2536.37
CMEMNQ- MNQ 2828.98 2571.80 4041.40 3674.00 USD Yes 4041.40 3674.00
CMEMSF- MSF 634.409 N/A 634.409 551.66 USD No 639.409 551.66
CMEMSL- MSL 1061.45 N/A 1061.45 923.00 USD No 1145.82 923.00
CMEMXL- MXL 2324.44 N/A 2324.44 2021.25 USD No 2586.64 2182.95
CMEMXP- MXP 2731.93 N/A 2731.93 2375.56 USD No 2818.20 2375.57
CMENIY- NIY 1831008.42 1379137.76 2615726.32 1970196.80 JPY No 2265496.09 1969996.60
CMENKD- NKD 32693.27 N/A 32693.27 25363.67 USD No 29168.27 25363.67
CMENOK- NOK 27202.89 N/A 27202.89 22696.28 USD No 26102.89 22696.28
CMENQ- NQ 28289.78 25717.98 40413.97 36739.97 USD Yes 40413.97 36739.97
CMENYM- NYM 4818.50 N/A 4818.50 4190.00 USD No 4818.50 4190.00
CMEPJY- PJY 2949588.37 N/A 2949588.37 2564859.45 JPY No 3268338.24 2564859.45
CMEPLN- PLN 16433.43 N/A 16433.43 14289.94 USD Yes 2 16703.43 14289.94
CMEPSF- PSF 12568.13 N/A 12568.13 10928.81 CHF No 12568.13 10928.81
CMEQBTC- QBTC 244.12 N/A 244.12 212.278 USD No 257.714 212.278
CMEQEF- QEF 144.90 N/A 144.90 126 USD No 144.90 126
CMEQETH- QETH 149.50 N/A 149.50 130 USD No 149.50 130
CMEQNDX- QNDX 147.377 128.154 210.539 183.077 USD No 210.539 183.077
CMEQNF- QNF 143.731 124.984 205.331 178.548 USD No 205.331 178.548
CMEQRF- QRF 167.501 145.653 239.288 208.076 USD No 239.288 208.076
CMEQRTY- QRTY 170.534 148.29 243.62 211.843 USD No 243.62 211.843
CMEQSF- QSF 379.663 330.142 542.376 471.631 USD No 542.376 471.631
CMEQSPX- QSPX 392.275 337.347 560.392 481.924 USD No 554.212 481.924
CMEQTF- QTF 228.209 N/A 228.209 198.442 USD No 228.209 198.442
CMERF- RF 4466.14 N/A 4466.14 3883.52 CHF No 4566.14 3883.52
CMERMB- RMB 8312.775 N/A 8312.775 7228.50 USD Yes 2 8312.775 7228.50
CMERME- RME 10544.51 N/A 10544.51 9164.79 EUR Yes 2 10539.51 9164.79
CMERP- RP 6347.01 N/A 6347.01 5448.44 GBP No 6265.76 5448.44
CMERS1- RS1 17019.33 N/A 17019.33 14506.00 USD No 16681.90 14506.00
CMERSG- RSG 53476.51 N/A 53476.51 46263.37 USD No 53216.52 46263.37
CMERSV- RSV 11552.05 N/A 11552.05 9961.49 USD No 11457.05 9961.49
CMERTY- RTY 8853.55 7433.96 12647.92 10619.94 USD Yes 12212.93 10619.94
CMERY- RY 1248324.95 N/A 1248324.95 1085490.71 JPY Yes 2 1498324.32 1085490.71
CMESPXDIVAN- SDA 4709.25 N/A 4709.25 4095.00 USD No 4721.75 4095.00
CMESDG- SDG 6307.75 N/A 6307.75 5485.00 USD No 6307.75 5485.00
CMESDI- SDI 2177.78 N/A 2177.78 1893.72 USD No 2197.78 1893.72
CMESEK- SEK 24846.63 N/A 24846.63 21257.22 USD No 24446.63 21257.22
CMESFR- SFR 5068.63 N/A 5068.63 4407.50 USD No 5068.63 4407.50
CMESGX- SG 356722.61 N/A 356722.61 310193.53 USD No 356722.56 310193.53
CMESIR- SIR 6439.41 N/A 6439.41 5508 USD No 6334.41 5508
CMESJY- SJY 4504751.84 N/A 4504751.84 3917175.52 JPY No 4988500.09 3917175.52
CMESMC- SMC 36204.56 N/A 36204.56 31482.22 USD No 36204.55 31482.22
CMESOL- SOL 21229.01 N/A 21229.01 18460.01 USD No 22891.70 18460.01
CMESONIA- SON 825.862 N/A 825.862 718.141 GBP No 832.104 718.141
CMESOFR1- SR1 1282.93 N/A 1282.93 1025.09 USD No 1834.96 1595.62
CMESOFR3- SR3 896.255 N/A 896.255 725.096 USD Yes 1306.16 1135.79
CMESVX- SU 90732.26 N/A 90732.26 78897.62 USD No 90732.27 78897.62
CMETBF3- TBF3 702.226 N/A 702.226 610.631 USD No 5116.26 4427.18
CMEWDC- WDC 4769.63 N/A 4769.63 4147.50 USD No 4769.62 4147.50
CMEIXB- XAB 17832.92 N/A 17832.92 14636.59 USD No 16832.92 14636.59
CMEIXE- XAE 15511.54 N/A 15511.54 13487.90 USD No 15911.54 13487.90
CMESIXM- XAF 11395.74 N/A 11395.74 9908.96 USD No 11395.31 9908.96
CMEIXI- XAI 24568.58 N/A 24568.58 20814.24 USD No 23938.59 20814.24
CMESIXT- XAK 37333.25 N/A 37333.25 32461.28 USD No 37343.26 32461.28
CMEIXR- XAP 6266.38 N/A 6266.38 5448.93 USD No 6566.38 5448.93
CMESIXRE- XAR 4692.84 N/A 4692.84 3623.99 USD No 4167.59 3623.99
CMEIXU- XAU 10557.55 N/A 10557.55 8206.24 USD No 9437.56 8206.24
CMEIXV- XAV 18717.90 N/A 18717.90 16205.63 USD No 18637.91 16205.63
CMEIXY- XAY 55477.11 N/A 55477.11 45781.78 USD No 52657.11 45781.78
CMEXAZ- XAZ 12485.29 N/A 12485.29 10344.99 USD No 11896.73 10344.99
CMEXLM- XLM 46488.75 N/A 46488.75 40425 USD No 51607.85 43659
CMEXRP- XRP 54640.93 N/A 54640.93 47511.23 USD No 56466.22 47511.48
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 244.07 N/A 244.07 212.235 USD No 244.07 212.235
COINDERIVBIT- BIT 244.7775 N/A 244.7775 212.85 USD No 244.7775 212.85
COINDERIVET- ET 98.003 N/A 98.003 85.22 USD No 122.504 106.525
COINDERIVETP- ETP 97.727 N/A 97.727 84.98 USD No 122.159 106.225
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 553.695 N/A 553.695 481.474 USD No 587.695 481.474
COMEXALI- ALI 10144.10 N/A 10144.10 8820.96 USD No 11200.35 8820.96
COMEXGC- GC 55368.46 N/A 55368.46 48146.48 USD Yes 58768.45 48146.48
COMEXHG- HG 20971.875 N/A 20971.875 16379.31 USD Yes 23746.875 16379.31
COMEXHRC- HRC 1439.18 N/A 1439.18 1199.26 USD No 1754.98 1526.03
COMEXMGC- MGC 5536.85 N/A 5536.85 4814.65 USD Yes 5876.84 4814.65
COMEXMHG- MHG 2098.44 N/A 2098.44 1637.93 USD No 2373.44 1637.93
COMEXQC- QC 10485.94 N/A 10485.94 8189.66 USD No 11873.44 8189.66
COMEXQI- QI 44517.81 N/A 44517.81 38711.14 USD No 50102.81 38711.14
COMEXQO- QO 27684.23 N/A 27684.23 24073.24 USD No 29384.22 24073.24
COMEXSGC- SGC 40469.31 N/A 40469.31 35190.71 CNH No 40469.32 35190.71
COMEXSGUF- SGU 35171.88 N/A 35171.88 30584.25 USD No 36615.41 30584.25
COMEXSI- SI 89035.62 N/A 89035.62 77422.28 USD Yes 100205.63 77422.28
COMEXSIC- SIC 1780.63 N/A 1780.63 1548.37 USD No 1991.63 1548.37
COMEXSI- SIL 17807.12 N/A 17807.12 15484.46 USD No 20041.13 15484.46
COMEXUX- UX 6740.53 N/A 6740.53 5861.33 USD No 6740.53 5861.33
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 46776.25 N/A 46776.25 40675.00 EUR No 46776.25 40675.00
ENDEXTFM- TFM 14232.10 N/A 14232.10 12375.74 EUR Yes 14232.10 12375.74
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 10113.95 N/A 10113.95 8794.74 CHF No 10113.95 8794.74
EUREXFBON- FBON 4985.62 N/A 4985.62 4335.32 EUR No 4985.62 4335.32
EUREXBTP- FBTP 2993.63 N/A 2993.63 2603.16 EUR Yes 4300.38 3739.46
EUREXBTS- FBTS 1108.34 N/A 1108.34 963.774 EUR No 1405.61 1222.27
EUREXDJUBS- FCCO 7757.44 N/A 7757.44 6745.60 USD No 7757.44 6745.60
EUREXSD3ED- FD3D 3241.26 N/A 3241.26 2818.49 EUR No 3241.26 2818.49
EUREXDAX- FDAX 35978.44 31285.60 51397.77 44693.71 EUR Yes 50052.025 43523.50
EUREXDDAX- FDIV 10370.70 N/A 10370.70 9018.00 EUR Yes 2 10370.70 9018.00
EUREXDAX- FDXM 7195.69 6257.12 10279.55 8938.74 EUR No 10010.405 8704.70
EUREXDAX- FDXS 1439.14 1251.42 2055.91 1787.75 EUR Yes 2002.08 1740.94
EUREXDBEA- FEBD 778.785 N/A 778.785 677.204 EUR No 778.785 677.204
EUREXFECX- FECX 2203.86 N/A 2203.86 1916.30 EUR No 2203.86 1916.30
EUREXDJSD- FEDV 5256.67 N/A 5256.67 4571 EUR Yes 2 5256.67 4571
EUREXFEHY- FEHY 1442.64 N/A 1442.64 1254.35 EUR No 898.367 781.114
EUREXESA- FESA 6966.70 N/A 6966.70 6058.00 EUR Yes 2 6966.70 6058.00
EUREXSX7E- FESB 1262.62 1097.93 1803.75 1568.47 EUR Yes 1637.24 1423.68
EUREXSX4E- FESC 5645.60 N/A 5645.60 4909.22 EUR Yes 2 5103.79 4438.08
EUREXESE- FESE 2398.56 N/A 2398.56 2085.40 EUR Yes 2 2173.00 1889.29
EUREXESF- FESF 3287.98 N/A 3287.98 2859.12 EUR Yes 2 2946.19 2561.905
EUREXSXNE- FESG 7281.46 N/A 7281.46 6331.70 EUR Yes 2 6832.58 5941.38
EUREXSXDE- FESH 2726.51 N/A 2726.51 2370.88 EUR Yes 2 2726.51 2370.88
EUREXESI- FESI 3244.18 N/A 3244.18 2819.705 EUR Yes 2 2782.01 2418.01
EUREXESM- FESM 1333.77 N/A 1333.77 1159.80 EUR Yes 2 948.431 824.723
EUREXSXOE- FESN 4087.64 N/A 4087.64 3554.47 EUR Yes 2 4014.78 3491.11
EUREXSX3E- FESO 1346.20 N/A 1346.20 1170.61 EUR Yes 2 1495.01 1300.01
EUREXSXRE- FESR 4197.69 N/A 4197.69 3650.16 EUR Yes 2 4517.19 3927.99
EUREXSXPE- FESS 1572.97 N/A 1572.97 1367.80 EUR Yes 2 1466.65 1275.34
EUREXSXKE- FEST 1316.05 N/A 1316.05 1144.39 EUR Yes 2 1226.90 1066.87
EUREXESU- FESU 2092.71 N/A 2092.71 1819.53 EUR Yes 1722.45 1497.61
EUREXSXTE- FESV 1193.59 N/A 1193.59 1037.91 EUR Yes 2 1193.59 1037.91
EUREXESTX50- FESX 3334.80 2899.83 4764.00 4142.61 EUR Yes 4617.47 4015.19
EUREXSX8E- FESY 22030.34 N/A 22030.34 19156.81 EUR Yes 2 22030.34 19156.81
EUREXSXQE- FESZ 4767.55 N/A 4767.55 4145.70 EUR Yes 2 5496.91 4779.925
EUREXEU3- FEU3 201.039 N/A 201.039 174.817 EUR Yes 201.039 174.817
EUREXDESX5- FEXD 2690.31 2339.40 3843.30 3342.00 EUR Yes 3843.30 3342.00
EUREXOMXH25- FFOX 11331.82 N/A 11331.82 9849.08 EUR Yes 2 11331.82 9849.08
EUREXFGBC- FGBC 696.046 N/A 696.046 605.257 GBP No 729.114 634.012
EUREXGBL- FGBL 2253.04 N/A 2253.04 1959.17 EUR Yes 2907.92 2528.63
EUREXGBM- FGBM 1221.97 N/A 1221.97 1062.58 EUR Yes 1567.43 1362.98
EUREXGBS- FGBS 443.197 N/A 443.197 385.389 EUR Yes 543.375 472.50
EUREXGBX- FGBX 4343.85 N/A 4343.85 3777.26 EUR Yes 5008.54 4355.25
EUREXDJESL- FLCE 2694.54 N/A 2694.54 2343.07 EUR No 2353.64 2046.64
EUREXDJ200L- FLCP 2500.18 N/A 2500.18 2174.07 EUR No 1959.41 1703.83
EUREXDJESM- FMCE 2444.35 N/A 2444.35 2124.79 EUR No 1923.18 1671.76
EUREXM1CN- FMCH 2558.45 N/A 2558.45 2224.71 USD No 3053.81 2655.45
EUREXDJ200- FMCP 2576.78 N/A 2576.78 2240.32 EUR Yes 2 2058.04 1789.32
EUREXM1MS- FMEA 7203.48 N/A 7203.48 6263.78 USD No 6044.71 5256.17
EUREXM1EF- FMEM 12034.72 N/A 12034.72 10463.71 USD No 12034.72 10463.71
EUREXMXEU- FMEP 1672.33 N/A 1672.33 1454.20 EUR No 1672.33 1454.20
EUREXM7EU- FMEU 3249.17 N/A 3249.17 2825.30 EUR No 2702.70 2350.12
EUREXM1IN- FMIN 9903.06 N/A 9903.06 8611.03 USD No 8698.59 7563.70
EUREXMXJPUS- FMJP 8572.78 N/A 8572.78 7454.43 USD No 8572.78 7454.43
EUREXM1TW- FMTW 16223.21 N/A 16223.21 14103.84 USD No 16223.21 14103.84
EUREXMBWO- FMWN 4173.94 N/A 4173.94 3629.48 EUR No 3752.35 3262.88
EUREXM1WO- FMWO 9956.69 N/A 9956.69 8657.99 USD No 9956.69 8657.99
EUREXMXWO- FMWP 6541.22 N/A 6541.22 5687.73 USD No 6541.22 5687.73
EUREXOAT- FOAT 2376.42 N/A 2376.42 2066.45 EUR No 2618.81 2277.23
EUREXDJESS- FSCE 1552.30 N/A 1552.30 1349.63 EUR No 1286.82 1118.81
EUREXDJ200S- FSCP 1708.82 N/A 1708.82 1485.88 EUR No 1407.65 1224.00
EUREXSXXPESGX- FSEG 1706.46 N/A 1706.46 1483.86 EUR No 1327.69 1154.50
EUREXSLI- FSLI 3681.22 N/A 3681.22 3201.06 CHF Yes 2 3681.22 3201.06
EUREXSMIDP- FSMD 8556 N/A 8556 7440 CHF No 8556 7440
EUREXSMI- FSMI 6565.55 5709.17 9379.36 8155.96 CHF Yes 7887.98 6859.11
EUREXSMIM- FSMM 4475.34 N/A 4475.34 3888.79 CHF Yes 2 4475.34 3888.79
EUREXSMI- FSMS 656.555 570.917 937.936 815.596 CHF No 788.798 685.911
EUREXMDAX- FSMX 3005.08 N/A 3005.08 2612.95 EUR Yes 2441.89 2123.25
EUREXST3- FST3 49.9813 N/A 49.9813 43.462 EUR No 52.7749 45.8913
EUREXSXAP- FSTA 3063.85 N/A 3063.85 2664.17 EUR Yes 2 3063.85 2664.17
EUREXSX7P- FSTB 2377.79 N/A 2377.79 2067.61 EUR Yes 2002.04 1740.88
EUREXSX4P- FSTC 4693.33 N/A 4693.33 4081.08 EUR Yes 2 4008.26 3485.375
EUREXSXEP- FSTE 2142.15 N/A 2142.15 1862.715 EUR Yes 1963.68 1707.53
EUREXSXFP- FSTF 4806.92 N/A 4806.92 4178.59 EUR Yes 2 3850.46 3347.15
EUREXSXNP- FSTG 5302.54 N/A 5302.54 4610.63 EUR Yes 2 4788.86 4163.97
EUREXSXDP- FSTH 4082.47 N/A 4082.47 3549.78 EUR Yes 2 3922.79 3410.94
EUREXSXIP- FSTI 3107.66 N/A 3107.66 2702.22 EUR Yes 2 2547.57 2215.20
EUREXSX86P- FSTL 699.573 N/A 699.573 608.305 EUR No 699.573 608.305
EUREXSXMP- FSTM 1492.68 N/A 1492.68 1297.80 EUR Yes 2 1129.64 982.157
EUREXSXOP- FSTN 4192.30 N/A 4192.30 3644.63 EUR Yes 2 4041.34 3513.39
EUREXSX3P- FSTO 1875.21 N/A 1875.21 1630.50 EUR Yes 2 2383.87 2072.78
EUREXSXRP- FSTR 1852.01 N/A 1852.01 1610.44 EUR Yes 2 1852.01 1610.44
EUREXSXPP- FSTS 4813.47 N/A 4813.47 4185.60 EUR Yes 5105.78 4439.78
EUREXSXKP- FSTT 822.279 N/A 822.279 715 EUR Yes 2 822.279 715
EUREXSX6P- FSTU 1983.63 N/A 1983.63 1724.88 EUR Yes 1579.56 1373.51
EUREXSXTP- FSTV 1245.23 N/A 1245.23 1082.56 EUR Yes 2 1230.09 1069.39
EUREXSTX- FSTX 3922.98 N/A 3922.98 3410.81 EUR Yes 2 2964.54 2577.50
EUREXSX8P- FSTY 8427.54 N/A 8427.54 7327.31 EUR Yes 2 8427.54 7327.31
EUREXSXQP- FSTZ 3265.38 N/A 3265.38 2838.80 EUR Yes 2 3265.38 2838.80
EUREXESTX50- FSXE 333.48 289.983 476.40 414.261 EUR No 461.747 401.519
EUREXTDX- FTDX 7770.69 N/A 7770.69 6757.13 EUR Yes 2 7770.69 6757.13
EUREXFUEM- FUEM 456.68 N/A 456.68 397.097 USD No 456.68 397.097
EUREXV2TX- FVS 1075.25 N/A 1075.25 935.00 EUR Yes 2465.60 2144.00
EUREXDJES- FXXE 2588.84 N/A 2588.84 2250.62 EUR No 2124.69 1847.11
EUREXDJ600- FXXP 1686.38 1466.41 2409.11 2094.88 EUR Yes 1953.17 1698.41
EUREXUNIB2- UNIH 968.531 N/A 968.531 842.201 EUR No 968.531 842.201
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 9280.84 N/A 9280.84 8070.29 EUR No 9280.84 8070.29
FTAEOE- FTI 11059.74 9617.17 15799.63 13738.81 EUR Yes 12148.26 10563.71
FTAEOE- MFA 1105.97 961.717 1579.96 1373.88 EUR No 1214.83 1056.37
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 88900.14 N/A 88900.14 71120.11 HKD No 88900.14 71120.11
HKFECNH- CUS 25855.875 N/A 25855.875 20684.70 CNH Yes 25855.875 20684.70
HKFEHHIDPI- DHH 3380.06 N/A 3380.06 2703.70 HKD No 3380.06 2703.70
HKFEHSIDPI- DHS 10669.13 N/A 10669.13 8535.30 HKD No 10669.13 8535.30
HKFEGDR- GDR 418342.88 N/A 418342.88 334674.30 CNH No 418342.90 334674.30
HKFEGDU- GDU 66764.48 N/A 66764.48 53411.59 USD No 66764.49 53411.59
HKFEHHI.HK 3- HHI 48531 38824.80 69330 55464 HKD Yes 69330 55464
HKFEHSI- HSI 98590.95 78872.76 140844.21 112675.37 HKD Yes 140844.21 112675.37
HKFEHSTECH- HTI 29093.75 23275 41562.50 33250 HKD Yes 41562.50 33250
HKFEMCA- MCA 4664.49 3731.45 6663.55 5330.64 USD No 6663.55 5330.64
HKFEMCH.HK- MCH 9706.20 7764.96 13866 11092.80 HKD Yes 13866 11092.80
HKFEMCS- MCS 5171.28 N/A 5171.28 4135.92 CNH No 5171.28 4135.92
HKFEMHI- MHI 19718.19 15774.55 28168.84 22535.07 HKD Yes 28168.84 22535.07
HKFEMID.HK- MIA 2828.87 N/A 2828.87 2263.09 USD No 2828.87 2263.09
HKFEMND- MND 6868.14 N/A 6868.14 5494.51 USD No 6868.14 5494.51
HKFEMTW- MTW 12582.61 N/A 12582.61 10065.79 USD No 12582.62 10065.79
HKFEVHSI- VHS 63281.25 N/A 63281.25 50625 HKD No 128187.50 102550
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 76.6849 N/A 76.6849 66.6825 EUR No 408.025 354.804
ICEEUSG- G 1967.10 N/A 1967.10 1710.52 GBP No 1967.09 1710.52
ICEEUH- H 2840.98 N/A 2840.98 2470.42 GBP No 2840.98 2470.42
ICEEUI- I 401.432 N/A 401.432 349.072 EUR Yes 892.488 776.075
ICEEUNDUEBRAF- MCG 10001.99 N/A 10001.99 8696.42 USD No 10001.99 8696.42
ICEEUO- O 2274.00 N/A 2274.00 1977.39 EUR No 2274.00 1977.39
ICEEUP- P 4698.73 N/A 4698.73 4085.85 EUR No 4698.73 4085.85
ICEEUR- R 2694.30 N/A 2694.30 2342.87 GBP No 2694.30 2342.87
ICEEUSRFXON3- SA3 295.55 N/A 295.55 257 CHF No 553.086 480.945
ICEEUSONIA.N- SO3 223.533 N/A 223.533 194.37 GBP Yes 487.102 423.567
ICEEUSONIO.N- SOA 541.516 N/A 541.516 470.884 GBP No 761.356 662.045
ICEEUTWS- TWS 1003.08 N/A 1003.08 872.242 EUR No 1003.08 872.242
ICEEUF1DV- XZ 217.44 N/A 217.44 189.078 GBP No 217.44 189.078
ICEEUY- Y2 4699.11 N/A 4699.11 4085.94 GBP No 4699.11 4085.94
ICEEUZ- Z 5169.68 4495.37 7385.25 6421.96 GBP Yes 7385.26 6421.96
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 5819 N/A 5819 5060 GBP No 5819 5060
ICEEUSOFTD- RC 5427.92 N/A 5427.92 4719.93 USD No 5427.92 4719.93
ICEEUSOFTT- T 1954.51 N/A 1954.51 1699.57 GBP No 1954.51 1699.57
ICEEUSOFTW- W 1808.67 N/A 1808.67 1572.75 USD No 1808.67 1572.75
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 8133.41 N/A 8133.41 7072.53 USD No 8133.41 7072.53
ICEUSEJ- KEJ 26646936.78 N/A 26646936.78 23171249.375 JPY No 26646936.78 23171249.375
ICEUSEO- KEO 11144.91 N/A 11144.91 9690.74 USD No 11144.91 9690.74
ICEUSECD- KEP 10680.17 N/A 10680.17 9287.10 CAD No 10680.17 9287.10
ICEUSGB- KGB 6680.41 N/A 6680.41 5809.05 GBP No 6680.41 5809.05
ICEUSEAD- KRA 19407.74 N/A 19407.74 16876.30 AUD No 19407.74 16876.30
ICEUSRZ- KRZ 6984.08 N/A 6984.08 6073.12 CHF No 6984.08 6073.12
ICEUSZY- KZY 4504753.59 N/A 4504753.59 3917175.52 JPY No 4504751.84 3917175.52
ICEUSMP- MP 8296.09 N/A 8296.09 7213.99 USD No 8296.09 7213.99
ICEUSSS- SS 12911.63 N/A 12911.63 11227.51 CHF No 12911.63 11227.51
ICEUSGBP- SY 2949588.49 N/A 2949588.49 2564859.45 JPY No 2949588.37 2564859.45
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 2456.40 N/A 2456.40 2136 EUR No 2456.40 2136
IDEMFTMIB- FIB 17170.76 14931.10 24529.66 21330.14 EUR Yes 17782.06 15462.66
IDEMFTMIB- MICR 686.83 597.244 981.186 853.206 EUR No 711.282 618.506
IDEMFTMIB- MIN 3434.15 2986.22 4905.93 4266.03 EUR No 3556.41 3092.53
IDEMSRGB- SRG7 1391.92 N/A 1391.92 1210.37 EUR No 1391.92 1210.37
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 19542.55 N/A 19542.55 16993.52 USD No 19542.55 16993.52
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250 13000
IPEGOIL- GOIL 15591.71 N/A 15591.71 12473.36 USD No 15591.71 12473.36
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 21727.31 N/A 21727.31 18893.32 USD No 21727.31 18893.32
IPENGF- NGF 7379.16 N/A 7379.16 6416.66 GBP No 24474.50 6416.66
IPERBOB- RBOB 21387.40 N/A 21387.40 17109.92 USD No 21387.40 17109.92
IPEWTI- WTI 14846.325 N/A 14846.325 11877.06 USD Yes 14846.325 11877.06
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 15717625 13667500 22453750 19525000 KRW Yes 22453750 19525000
KSEK200M- 05 3143525 2733500 4490750 3905000 KRW Yes 4490750 3905000
KSEKOSDQ150- 06 1902934.35 1654725.52 2718477.65 2363893.60 KRW No 2718477.65 2363893.60
KSE000670- 0Q 172437.26 N/A 172437.26 148267.63 KRW No 170507.77 148267.63
KSE005930- 11 478534.53 N/A 478534.53 414549.30 KRW No 476731.69 414549.30
KSE017670- 12 211912.70 N/A 211912.70 184271.91 KRW No 213000.33 184271.91
KSE005490- 13 1066751.86 N/A 1066751.86 927610.31 KRW No 1077192.98 927610.31
KSE030200- 14 175461.08 N/A 175461.08 151768.05 KRW No 174533.25 151768.05
KSE015760- 15 174820.79 N/A 174820.79 152018.08 KRW No 174893.07 152018.08
KSE005380- 16 1381601.73 N/A 1381601.73 1201392.81 KRW No 1387173.11 1201392.81
KSE016360- 17 277769.00 N/A 277769.00 239028.42 KRW No 274882.68 239028.42
KSE055550- 18 281495.97 N/A 281495.97 244779.10 KRW No 281612.38 244779.10
KSE000270- 19 450631.44 N/A 450631.44 386795.98 KRW No 444815.37 386795.98
KSE007340- 1T 84103.75 N/A 84103.75 73133.70 KRW No 84138.53 73133.70
KSE443060- 1V 489095.63 N/A 489095.63 425300.55 KRW No 490297.90 425300.55
KSE006040- 1W 126515.04 N/A 126515.04 110013.08 KRW No 127567.36 110013.08
KSE268280- 1X 408586.06 N/A 408586.06 355292.23 KRW No 410755.05 355292.23
KSE071320- 1Y 282933.65 N/A 282933.65 246029.26 KRW No 287050.64 246029.26
KSE003240- 1Z 2872179.91 N/A 2872179.91 2420287.81 KRW No 2783330.98 2420287.81
KSE012330- 20 1256524.41 N/A 1256524.41 1092629.92 KRW No 1267044.06 1092629.92
KSE006400- 22 1105052.23 N/A 1105052.23 952613.28 KRW No 1095505.27 952613.28
KSE009150- 23 901419.68 N/A 901419.68 783843.20 KRW No 921792.42 783843.20
KSE066570- 24 300911.88 N/A 300911.88 260030.92 KRW No 299035.56 260030.92
KSE036460- 28 127370.03 N/A 127370.03 106887.71 KRW No 122920.86 106887.71
KSE017960- 2A 97330.32 N/A 97330.32 84635.06 KRW No 97870.57 84635.06
KSE095340- 2B 504086.15 N/A 504086.15 438335.78 KRW No 511286.98 438335.78
KSE025900- 2C 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE357780- 2D 1185528.51 N/A 1185528.51 1022621.56 KRW No 1176014.80 1022621.56
KSE222080- 2E 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE086520- 2F 448553.32 N/A 448553.32 390046.37 KRW No 448738.84 390046.37
KSE140860- 2G 746151.22 N/A 746151.22 648827.15 KRW No 761459.79 648827.15
KSE030520- 2H 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE004020- 32 92010.94 N/A 92010.94 80009.51 KRW No 92048.99 80009.51
KSE003550- 34 273008.80 N/A 273008.80 232277.62 KRW No 267119.26 232277.62
KSE078930- 35 201273.92 N/A 201273.92 175020.80 KRW No 209357.16 175020.80
KSE033780- 36 494558.80 N/A 494558.80 430051.13 KRW No 508763.33 430051.13
KSE009540- 39 1102926.36 N/A 1102926.36 955113.59 KRW No 1098380.63 955113.59
KSE086790- 40 355221.47 N/A 355221.47 305536.33 KRW No 351366.78 305536.33
KSE096770- 41 321463.23 N/A 321463.23 279533.24 KRW No 321596.16 279533.24
KSE001040- 42 641201.23 N/A 641201.23 557566.29 KRW No 641466.39 557566.29
KSE034220- 45 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE105560- 46 449930.75 N/A 449930.75 388796.21 KRW No 447115.64 388796.21
KSE051910- 47 922984.70 N/A 922984.70 802595.39 KRW No 928366.44 802595.39
KSE006800- 48 152168.53 N/A 152168.53 129765.43 KRW No 149230.24 129765.43
KSE000660- 50 2537757.86 N/A 2537757.86 2190260.47 KRW No 2518799.54 2190260.47
KSE006360- 51 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE139480- 54 340000.37 N/A 340000.37 294034.96 KRW No 338140.21 294034.96
KSE161390- 55 211912.70 N/A 211912.70 184271.91 KRW No 212000.33 184271.91
KSE035420- 56 730336.83 N/A 730336.83 635075.51 KRW No 730638.87 635075.51
KSE003490- 57 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE3KTB- 65 693218.03 N/A 693218.03 602798.29 KRW No 693218.03 602798.29
KSEFLKTB- 67 2457955.25 N/A 2457955.25 2137352.39 KRW No 2457955.25 2137352.39
KSEKWY- 75 1676354.94 N/A 1676354.94 1457699.95 KRW No 3352710.01 2915400.01
KSE032640- B0 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE010950- B2 295139.76 N/A 295139.76 251529.90 KRW No 289259.39 251529.90
KSE010130- B3 4912965.78 N/A 4912965.78 4272144.15 KRW No 4914988.49 4272144.15
KSE024110- B4 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE001680- B6 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE047050- B7 184021.88 N/A 184021.88 160019.02 KRW No 186097.98 160019.02
KSE034020- B9 273457.78 N/A 273457.78 235277.97 KRW No 270569.66 235277.97
KSE023530- BA 326351.29 N/A 326351.29 283783.73 KRW No 336486.24 283783.73
KSE011170- BB 220251.19 N/A 220251.19 191522.77 KRW No 222342.27 191522.77
KSE032830- BD 569220.00 N/A 569220.00 494308.79 KRW No 568455.11 494308.79
KSE010140- BF 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE029780- BG 174245.72 N/A 174245.72 151518.02 KRW No 179317.78 151518.02
KSE036570- BJ 585132.08 N/A 585132.08 508810.51 KRW No 585374.04 508810.51
KSE000080- BK 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE071050- BL 681862.96 N/A 681862.96 588820 KRW No 677143 588820
KSE047810- BM 463792.66 N/A 463792.66 403297.97 KRW No 466984.44 403297.97
KSE000720- BN 322038.30 N/A 322038.30 280033.30 KRW No 326171.47 280033.30
KSE011210- BP 241416.92 N/A 241416.92 208274.77 KRW No 239515.98 208274.77
KSE008770- BQ 153042.68 N/A 153042.68 132265.72 KRW No 152105.58 132265.72
KSE035250- BS 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE138930- BT 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE139130- BV 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE114090- BW 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE011070- BY 700145.74 N/A 700145.74 608822.38 KRW No 715435.29 608822.38
KSE005940- BZ 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE034730- C1 950300.52 N/A 950300.52 826348.28 KRW No 965693.48 826348.28
KSE011780- C3 399672.53 N/A 399672.53 347541.33 KRW No 403837.79 347541.33
KSE018260- C5 487945.49 N/A 487945.49 424300.43 KRW No 494147.30 424300.43
KSE090430- C6 472131.15 N/A 472131.15 410548.83 KRW No 473326.37 410548.83
KSE030000- C7 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE028260- C8 911483.35 N/A 911483.35 792594.22 KRW No 931860.28 792594.22
KSE000880- C9 329226.65 N/A 329226.65 286284.04 KRW No 342362.80 286284.04
KSE088350- CA 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE086280- CC 700145.74 N/A 700145.74 608822.38 KRW No 700435.29 608822.38
KSE001450- CE 94742.51 N/A 94742.51 82384.79 KRW No 94781.70 82384.79
KSE035720- CF 169563.11 N/A 169563.11 145767.33 KRW No 167632.43 145767.33
KSE046890- CJ 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE069080- CK 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE096530- CL 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE022100- CN 110844.42 N/A 110844.42 96386.46 KRW No 111890.27 96386.46
KSE068270- CP 668869.77 N/A 668869.77 568817.62 KRW No 654140.26 568817.62
KSE122870- CQ 213112.48 N/A 213112.48 184521.93 KRW No 212200.22 184521.93
KSE051900- CR 789281.30 N/A 789281.30 686331.56 KRW No 794607.71 686331.56
KSE002790- CS 101739.05 N/A 101739.05 87635.42 KRW No 100780.73 87635.42
KSE000810- CT 1554797.57 N/A 1554797.57 1335158.75 KRW No 1535432.56 1335158.75
KSE008930- CV 129390.39 N/A 129390.39 112513.38 KRW No 131943.89 112513.38
KSE021240- CW 259913.53 N/A 259913.53 218275.96 KRW No 251017.35 218275.96
KSE128940- CX 1738624.25 N/A 1738624.25 1477675.625 KRW No 1699326.97 1477675.625
KSE018880- CY 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE005830- D0 498779.45 N/A 498779.45 429551.05 KRW No 493983.71 429551.05
KSE097950- D1 657015.62 N/A 657015.62 571317.93 KRW No 662287.30 571317.93
KSE009240- D2 130971.83 N/A 130971.83 113888.54 KRW No 132025.99 113888.54
KSE002380- D3 1416897.85 N/A 1416897.85 1223895.55 KRW No 1407479.88 1223895.55
KSE012750- D5 260218.43 N/A 260218.43 226276.89 KRW No 272326.05 226276.89
KSE000100- D6 311983.33 N/A 311983.33 270532.17 KRW No 311111.99 270532.17
KSE051600- D7 167632.43 N/A 167632.43 145767.33 KRW No 179701.76 145767.33
KSE069960- D8 311111.99 N/A 311111.99 270532.17 KRW No 326240.65 270532.17
KSE004370- DA 1269463.44 N/A 1269463.44 1103881.25 KRW No 1269988.42 1103881.25
KSE079550- DB 1325532.59 N/A 1325532.59 1152637.03 KRW No 1341080.70 1152637.03
KSE204320- DC 169645.17 N/A 169645.17 147517.54 KRW No 169715.33 147517.54
KSE004170- DD 1082566.25 N/A 1082566.25 941361.95 KRW No 1083013.90 941361.95
KSE161890- DE 209324.89 N/A 209324.89 182021.64 KRW No 211411.46 182021.64
KSE111770- DG 279483.22 N/A 279483.22 243028.89 KRW No 288598.80 243028.89
KSE006650- DJ 424975.54 N/A 424975.54 369543.95 KRW No 444151.28 369543.95
KSE192820- DK 596633.43 N/A 596633.43 518811.68 KRW No 596880.17 518811.68
KSE039130- DN 143767.09 N/A 143767.09 125014.86 KRW No 146326.54 125014.86
KSE086900- DP 383525.93 N/A 383525.93 329289.14 KRW No 378682.51 329289.14
KSE078340- DR 99918.13 N/A 99918.13 86885.33 KRW No 100959.45 86885.33
KSE035760- DT 221872.68 N/A 221872.68 191272.73 KRW No 219963.64 191272.73
KSE056190- DV 91723.40 N/A 91723.40 79759.48 KRW No 93761.33 79759.48
KSE241560- DW 178846.26 N/A 178846.26 155518.49 KRW No 179920.22 155518.49
KSE012630- DX 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE017800- DY 299323.08 N/A 299323.08 260280.94 KRW No 303446.86 260280.94
KSE240810- E0 299898.15 N/A 299898.15 260781.00 KRW No 315022.18 260781.00
KSE091700- E3 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE041510- E4 333803.09 N/A 333803.09 286034.00 KRW No 328939.10 286034.00
KSE251270- E5 162456.82 N/A 162456.82 141266.80 KRW No 162524.00 141266.80
KSE003670- E8 650187.76 N/A 650187.76 552565.70 KRW No 635450.56 552565.70
KSE316140- EB 102362.17 N/A 102362.17 89010.59 KRW No 103904.50 89010.59
KSE009420- EE 155843.53 N/A 155843.53 135516.11 KRW No 160907.98 135516.11
KSE035900- EF 204724.35 N/A 204724.35 178021.17 KRW No 205809.00 178021.17
KSE028670- EH 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE011790- EJ 321175.68 N/A 321175.68 279283.20 KRW No 321308.50 279283.20
KSE093370- EL 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE375500- ER 142041.89 N/A 142041.89 123514.69 KRW No 142600.63 123514.69
KSE028050- ET 94742.51 N/A 94742.51 82384.79 KRW No 95281.70 82384.79
KSE272210- EV 295151.68 N/A 295151.68 253280.12 KRW No 291272.13 253280.12
KSE293490- EX 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE247540- EY 580819.04 N/A 580819.04 505060.04 KRW No 586059.26 505060.04
KSE253450- EZ 141390.46 N/A 141390.46 120389.32 KRW No 138447.71 120389.32
KSE200130- F1 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE036540- F2 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE000250- F4 1482903.54 N/A 1482903.54 1289481.34 KRW No 1513513.52 1289481.34
KSE373220- F5 1152356.66 N/A 1152356.66 976366.09 KRW No 1122821.01 976366.09
KSE323410- F6 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE377300- F7 178846.26 N/A 178846.26 155518.49 KRW No 181920.22 155518.49
KSE259960- F8 718478.69 N/A 718478.69 616323.28 KRW No 708771.77 616323.28
KSE302440- F9 144917.23 N/A 144917.23 126014.98 KRW No 147977.16 126014.98
KSE011200- FA 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE361610- FB 83846.50 N/A 83846.50 72910 KRW No 83846.50 72910
KSE352820- FC 1084003.93 N/A 1084003.93 942612.11 KRW No 1084452.15 942612.11
KSE329180- FD 1535432.56 N/A 1535432.56 1335158.75 KRW No 1566067.51 1335158.75
KSE402340- FE 1561310.62 N/A 1561310.62 1357661.41 KRW No 1581956.33 1357661.41
KSE326030- FF 321755.45 N/A 321755.45 279033.18 KRW No 320888.16 279033.18
KSE383220- FG 222839.00 N/A 222839.00 193773.05 KRW No 232931.14 193773.05
KSE267250- FH 704458.73 N/A 704458.73 612572.81 KRW No 714750.09 612572.81
KSE271560- FJ 368618.82 N/A 368618.82 320538.11 KRW No 370771.27 320538.11
KSE138040- FK 351934.05 N/A 351934.05 305286.29 KRW No 351079.23 305286.29
KSE263750- FL 157342.01 N/A 157342.01 134265.97 KRW No 154405.86 134265.97
KSE066970- FM 341150.04 N/A 341150.04 295035.08 KRW No 339290.34 295035.08
KSE112040- FN 87787.51 N/A 87787.51 73758.77 KRW No 84822.58 73758.77
KSE196170- FP 1086879.20 N/A 1086879.20 945112.34 KRW No 1092328.69 945112.34
KSE058470- FQ 277758.02 N/A 277758.02 241528.71 KRW No 278872.88 241528.71
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 6096.65 N/A 6096.65 5301.43 USD No 6096.65 5301.43
LMEOTCCA- CA 31530.84 N/A 31530.84 27416.98 USD No 31530.58 27416.98
LMEOTCPB- PB 3955.86 N/A 3955.86 3439.86 USD No 3955.86 3439.86
LMEOTCSNLME- SN 97349.43 N/A 97349.43 84589.06 USD No 97349.43 84589.06
LMEOTCZSLME- ZS 8021.59 N/A 8021.59 6975.30 USD No 8021.59 6975.30
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 618.923 N/A 618.923 538.194 EUR Yes 1079.34 938.554
MATIFECO- ECO 1776.79 N/A 1776.79 1545.04 EUR Yes 2660.81 2313.75
MATIFEMA- EMA 805.265 N/A 805.265 700.211 EUR No 972.875 845.955
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 267.084 N/A 267.084 231.465 EUR No 266.185 231.465
MEFFRVIBEX35- IBX 11270.04 9800.04 16100.06 14000.05 EUR No 16100.06 14000.05
MEFFRVIBEX- MIX 1127.00 980.004 1610.01 1400.01 EUR Yes 1610.01 1400.01
Mexican Derivatives Exchange (MEXDER)

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

Exchange MEXDER Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
MEXDERDEUA- DA 8581.63 N/A 8581.63 7462.29 MXN No 13530.20 11765.39
MEXDEREURO- EU 28600.54 N/A 28600.54 24870.03 MXN No 28600.54 24870.03
MEXDERIPC- IPC 73152.97 N/A 73152.97 63608.08 MXN Yes 2 64693.11 56252.04
MEXDERIPC- MIP 14631.28 N/A 14631.28 12721.62 MXN No 12939.23 11250.41
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 3214.79 N/A 3214.79 2795.47 EUR No 3214.79 2795.47
MONEPEPRA- EPR 3420.62 N/A 3420.62 2974.45 EUR No 3420.62 2974.45
MONEPCAC40- FCE 4774.42 4151.67 6820.60 5930.96 EUR Yes 5211.25 4531.52
MONEPFEF- FEF 15777.97 N/A 15777.97 13719.97 EUR No 15777.97 13719.97
MONEPFEO- FEO 11727.55 N/A 11727.55 10197.87 EUR No 11727.55 10197.87
MONEPCAC40- MFC 477.442 415.167 682.06 593.096 EUR No 521.125 453.152
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 10014.33 N/A 10014.33 8708.11 INR Yes 9964.68 8664.94
NSEEURINR- EURINR 12421.42 N/A 12421.42 10800.70 INR No 12420.92 10800.70
NSENSEFIN- FINNIFTY 4005.85 N/A 4005.85 3483.25 INR Yes 3982.66 3463.19
NSEGBPINR- GBPINR 14243.46 N/A 14243.46 12385.50 INR No 14243.46 12385.50
NSEJPYINR- JPYINR 7194.66 N/A 7194.66 6256.23 INR No 7194.66 6256.23
NSEMIDCAPSEL- MIDCPNIFTY 2072.35 N/A 2072.35 1802.05 INR Yes 2060.92 1792.11
NSENIFTY50- NIFTY 3686.81 N/A 3686.81 3205.92 INR Yes 3665.57 3187.45
NSEUSDINR- USDINR 10421.30 N/A 10421.30 9062.00 INR Yes 10421.30 9062.00
ICE Futures U.S. (NYBOT)

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

Exchange NYBOT Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
NYBOTLRC30APR- 30C 3170.94 N/A 3170.94 2757.33 USD No 3170.93 2757.33
NYBOTAC- AC 65458 N/A 65458 56920 USD No 65458 56920
NYBOTCC- CC 7692.87 N/A 7692.87 6689.45 USD Yes 7692.87 6689.45
NYBOTCT- CT 1773.92 N/A 1773.92 1542.53 USD Yes 1773.92 1542.53
NYBOTDX- DX 2719.69 N/A 2719.69 2364.94 USD Yes 2719.69 2364.94
NYBOTNYFANG- FNG 16901.65 N/A 16901.65 14696.38 USD No 16901.65 14696.38
NYBOTKC- KC 16763.49 N/A 16763.49 14576.95 USD Yes 16763.49 14576.95
NYBOTOJ- OJ 9642.86 N/A 9642.86 8385.09 USD Yes 8833.92 7681.67
NYBOTRS- RS 1119.20 N/A 1119.20 973.213 CAD No 1119.20 973.213
NYBOTSB- SB 1642.29 N/A 1642.29 1428.08 USD Yes 1642.29 1428.08
NYBOTSF- SF 2498.48 N/A 2498.48 2172.59 USD No 2498.48 2172.59
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 16480.00 13000
NYMEXCL- CL 16250 N/A 16250 13000 USD Yes 16670.00 13000
NYMEXHH- HH 20320.09 N/A 20320.09 17408.77 USD No 20020.09 17408.77
NYMEXHHW- HHW 20020.09 N/A 20020.09 17408.77 USD No 20020.09 17408.77
NYMEXHO- HO 25200 N/A 25200 20160 USD Yes 26455.80 20160
NYMEXHP- HP 20321.21 N/A 20321.21 17408.77 USD No 20021.21 17408.77
NYMEXMCL- MCL 1625 N/A 1625 1300 USD Yes 1667.00 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 2032.01 N/A 2032.01 1740.88 USD No 2002.01 1740.88
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 20320.09 N/A 20320.09 17408.77 USD Yes 20020.09 17408.77
NYMEXPA- PA 36925.74 N/A 36925.74 32109.34 USD No 38005.74 32109.34
NYMEXPL- PL 18713.95 N/A 18713.95 16273.00 USD No 19933.95 16273.00
NYMEXQG- QG 5080.05 N/A 5080.05 4352.19 USD No 5005.05 4352.19
NYMEXQM- QM 8125 N/A 8125 6500 USD No 8330.00 6500
NYMEXRB- RB 22050 N/A 22050 17640 USD Yes 22919.40 17640
NYMEXTT- TT 5131.47 N/A 5131.47 4462.14 USD No 5131.47 4462.14
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 8715.69 N/A 8715.69 7578.45 USD No 8715.69 7578.45
NYSELIFFEM1EU- EU9 9022.05 N/A 9022.05 7845.26 USD No 8700.05 7565.26
NYSELIFFEM1JP- JPP 16097.34 N/A 16097.34 13997.69 USD No 16097.35 13997.69
NYSELIFFEMXEA- MFS 7330.96 6374.75 10472.80 9106.78 USD No 10375.80 9022.44
NYSELIFFEMXEF- MME 4008.61 3485.75 5726.59 4979.64 USD No 5803.32 5046.36
NYSELIFFEMXUS- MUN 70569.14 N/A 70569.14 61364.46 USD No 70569.13 61364.46
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 29481.14 N/A 29481.14 25634.14 SEK No 29481.13 25634.14
OMSOMXS30- OMXS30 21462.03 18662.63 30660.04 26660.91 SEK Yes 30660.04 26660.91
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 3919274.51 3408064.79 5598963.59 4868663.99 JPY Yes 5598963.59 4868663.99
OSE.JPNN225M- 225M 391927.45 340806.48 559896.36 486866.40 JPY Yes 559896.36 486866.40
OSE.JPNN225MC- 225MC 39192.75 34080.65 55989.64 48686.64 JPY No 55989.64 48686.64
OSE.JPNJPNK400- 400 253801.55 N/A 253801.55 220695.45 JPY No 253801.55 220695.45
OSE.JPNTPXC30- C30 201237.73 N/A 201237.73 174989.33 JPY No 201237.73 174989.33
OSE.JPNDJIA- DJIA 695484.49 N/A 695484.49 604761.41 JPY No 695484.49 604761.41
OSE.JPNJGB- JBL 2041927.34 N/A 2041927.34 1775588.99 JPY Yes 2041927.34 1775588.99
OSE.JPNMJ- JBLM 204192.73 N/A 204192.73 177558.90 JPY No 204192.73 177558.90
OSE.JPNTSEMOTHR- MOTH 60018.14 N/A 60018.14 52189.60 JPY No 60018.14 52189.60
OSE.JPNNKVI- NVI 187450 N/A 187450 163000 JPY No 181363.85 157707.69
OSE.JPNTSEREIT- REIT 167830.55 N/A 167830.55 145923.70 JPY No 167830.55 145923.70
OSE.JPNTOPX- TPX 2254696.42 1960605.58 3220994.89 2800865.12 JPY No 3220994.89 2800865.12
OSE.JPNMNTPX- TPXM 225469.64 196060.56 322099.49 280086.51 JPY No 322099.49 280086.51
ICE Futures – Europe (QBALGOIEU)

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

Exchange QBALGOIEU Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
QBALGOIEUCOIL- COIL 16250 N/A 16250 13000 USD No 16250 13000
QBALGOIEUGOIL- GOIL 15591.71 N/A 15591.71 12473.36 USD No 15591.71 12473.36
QBALGOIEUWTI- WTI 14846.325 N/A 14846.325 11877.06 USD No 14846.325 11877.06
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 7692.87 N/A 7692.87 6689.45 USD No 7692.87 6689.45
QBALGOIUSCT- CT 1773.92 N/A 1773.92 1542.53 USD No 1773.92 1542.53
QBALGOIUSDX- DX 2719.69 N/A 2719.69 2364.94 USD No 2719.69 2364.94
QBALGOIUSKC- KC 16763.49 N/A 16763.49 14576.95 USD No 16763.49 14576.95
QBALGOIUSOJ- OJ 9642.86 N/A 9642.86 8385.09 USD No 8833.92 7681.67
QBALGOIUSSB- SB 1642.29 N/A 1642.29 1428.08 USD No 1642.29 1428.08
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 379302.19 N/A 379302.19 329827.99 JPY No 379302.21 329827.99
SGXAU- AU 2058.89 N/A 2058.89 1790.34 USD No 2058.89 1790.34
SGXXINA50- CN 1449.68 1260.59 2070.97 1800.84 USD No 2070.97 1800.84
SGXCY- CY 4175.65 N/A 4175.65 3631 USD No 4175.65 3631
SGXXIN0I- FCH 4049.78 N/A 4049.78 3521.52 USD No 4049.78 3521.52
SGXSCI- FEF 1150.00 N/A 1150.00 999.997 USD No 1150.00 999.997
SGXWIIDN- FID 2003.21 N/A 2003.21 1741.80 USD No 2003.21 1741.80
SGXFIVNM30- FVN 1346.49 N/A 1346.49 1170.84 USD No 1346.49 1170.84
SGXINR- INR 10412.39 N/A 10412.39 9054.25 USD No 10412.39 9054.25
SGXINX- INX 10416.13 N/A 10416.13 9057.50 USD No 10416.12 9057.50
SGXIU- IU 2539.20 N/A 2539.20 2208 USD No 2539.20 2208
SGXSGB- JB 345115.03 N/A 345115.03 300094.41 JPY No 345114.63 300094.41
SGXKJ- KJ 348074.71 N/A 348074.71 302673.66 JPY No 348074.71 302673.66
SGXKRW- KRW 9850.16 N/A 9850.16 8562.50 USD No 9850.16 8562.50
SGXKU- KU 1969.375 N/A 1969.375 1712.50 USD No 1969.375 1712.50
SGXMTWN- MTWN 531.302 462.002 759.003 660.003 USD No 759.003 660.003
SGXMUC- MUC 5945.64 N/A 5945.64 5170.125 CNH No 5945.64 5170.125
SGXNKYDIV- ND 1851500 N/A 1851500 1610000 JPY No 1851500 1610000
SGXNIFTY- NIFTY 2092.99 1819.99 2989.99 2599.99 USD No 2989.99 2599.99
SGXSGXNK- NK 1661236.08 1444553.12 2373194.40 2063647.31 JPY Yes 2373194.40 2063647.31
SGXSGXNKM- NS 332247.22 288910.62 474638.88 412729.46 JPY No 474638.88 412729.46
SGXN225U- NU 83102.72 N/A 83102.72 72263.23 USD No 83102.72 72263.23
SGXSSG- SGP 1839.63 1599.67 2628.04 2285.25 SGD Yes 2 2628.04 2285.25
SGXSND- SND 7778.49 N/A 7778.49 6763.90 SGD No 7778.49 6763.90
SGXSTI- ST 6251.94 N/A 6251.94 5436.47 SGD No 6251.94 5436.47
SGXTD- TD 2551.62 N/A 2551.62 2218.39 USD No 2550.47 2217.39
SGXTSR20- TF 833.984 N/A 833.984 725.204 USD No 833.985 725.204
SGXTONA- TONA 40250.00 N/A 40250.00 35000.00 JPY No 40250.50 35000.00
SGXSGXTU- TU 2473.72 N/A 2473.72 2151.05 USD No 2473.72 2151.05
SGXTWD- TWD 7651.92 N/A 7651.92 6652.17 USD No 7650.42 6652.17
SGXTWN- TWN 5313.02 4620.02 7590.03 6600.03 USD No 7590.03 6600.03
SGXUC- UC 23782.575 N/A 23782.575 20680.50 CNH Yes 23782.575 20680.50
SGXUJ- UJ 10181358.23 N/A 10181358.23 8853354.98 JPY No 10181358.73 8853354.98
SGXUS- US 1944.62 N/A 1944.62 1690.98 SGD No 1944.62 1690.98
SGXUY- UY 2036271.65 N/A 2036271.65 1770671.00 JPY No 2036271.75 1770671.00
SGXC52- YCDD 1285.69 N/A 1285.69 1118.00 SGD No 1303.98 1117.99
SGXD05- YDBS 5486.19 N/A 5486.19 4770.60 SGD No 5563.47 4770.60
SGXG13- YGEN 647.163 N/A 647.163 562.75 SGD No 653.816 562.75
SGXBN4- YKEP 6471.60 N/A 6471.60 5627.48 SGD No 6518.15 5627.48
SGXO39- YOCB 7358.65 N/A 7358.65 6398.82 SGD No 7427.46 6398.82
SGXZ74- YSTT 4159.08 N/A 4159.08 3616.60 SGD No 4204.72 3616.60
SGXY92- YTBE 811.107 N/A 811.107 705.31 SGD No 823.185 705.32
SGXU11- YUOB 6716.66 N/A 6716.66 5840.58 SGD No 6798.84 5840.58
SGXF34- YWIL 2994.19 N/A 2994.19 2603.65 SGD No 3026.85 2603.65
SGXBS6- YYZJ 29288.11 N/A 29288.11 6622.92 SGD No 7690.97 6622.92
SGXZEEL- ZZEE 392.585 N/A 392.585 341.021 USD No 392.175 341.021
ASX24 (SNFE)4

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

Exchange SNFE Underlying Product description Trading Class Intraday Initial 1 Intraday Maintenance 1 Overnight Initial Overnight Maintenance Currency Has Options Short Overnight Initial Short Overnight Maintenance
SNFESPI- AP 12198.90 10607.74 17426.99 15153.91 AUD Yes 17426.99 15153.91
SNFEIB- IB 626.795 N/A 626.795 545.039 AUD No 626.795 545.039
SNFEIR- IR 1214.40 N/A 1214.40 1056.00 AUD No 1214.41 1056.00
SNFEXT- XT 3018.75 N/A 3018.75 2625.00 AUD No 3018.76 2625.00
SNFEYT- YT 1236.25 N/A 1236.25 1075.00 AUD No 1236.25 1075.00

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 Intraday Start Time4 Intraday End Time4
CBOT ZB 30-year T-BONDS 7:20 15:00
CBOT ZN 10-YR TREAS. 7:20 15:00
CBOT ZF 5-YR TREAS. 7:20 15:00
CBOT ZT 2-YR TREAS. 7:20 15:00
CBOT Z3N 3-YR TREAS. 8:30 15:00
CBOT ZQ 30 Day Federal Funds 7:20 15:00
CBOT TN 10-YR T-NOTES 7:20 15:00
CBOT UB Ultra T-BONDS 7:20 15:00
CBOT YM MINI DJIA 8:30 15:00
CBOT MYM Micro E-mini DJIA 8:30 15:00
GLOBEX MNQ Micro E-mini NASDAQ-100 8:30 15:00
GLOBEX MES Micro E-mini S&P 500 8:30 15:00
GLOBEX M2K Micro E-mini Russell 2000 8:30 15:00
GLOBEX GE EURODOLLARS 7:20 15:00
GLOBEX ES MINI-S&P 500 8:30 15:00
GLOBEX NKD NIKKEI 225 8:00 15:00
GLOBEX NQ NASDAQ E-MINI 8:30 15:00
GLOBEX SP S&P 500 8:30 15:00
NYMEX CL Crude oil 9:00 15:45
NYMEX GC Gold 8:20 15:45
NYMEX HG Copper 8:10 15:45
NYMEX HH Nautral Gas Last Day Financial Future 9:00 15:45
NYMEX HO Heating Oil 9:00 15:45
NYMEX MGC E-Micro Gold 8:30 15:45
NYMEX NG Natural gas 9:00 15:45
NYMEX QC Copper 8:10 15:45
NYMEX QG Natural gas E-Mini 9:00 15:45
NYMEX QH Heating Oil E-Mini 9:00 15:45
NYMEX QI Silver Mini 8:25 15:45
NYMEX QM Crude oil E-Mini 9:00 15:45
NYMEX QO Gold 8:20 15:45
NYMEX QU Unleaded Gasoline E-Mini 9:00 15:45
NYMEX RB RBOB Gasoline 9:00 15:45
NYMEX SI Silver 8:25 15:45
NYMEX SIL Silver 8:25 15:45
NYBOT TF RUSSELL 2000 9:30 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
CDE BAX Bankers Acceptance 6:00 15:45
CDE CGB 10-year Canadian Government Bond 6:00 15:45
CDE CGF 5-year Canadian Government Bond 6:00 15:45
CDE SCF S&P/TSX Composite 9:30 15:45
CDE SXF S&P 60 9:30 15:45
CDE SXM Mini S&P 60 9:30 15:45
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
IDEM FTMIB S&P MIB30 Index 9:00 17:35
IDEM MINI Mini S&P MIB30 Index 9:00 17:35
DTB FDAX DAX Index 7:50 21:45
DTB FDXM DAX Index Mini 7:50 21:45
DTB FESX DJ EURO STOXX 7:50 21:45
DTB FGBL Euro BUND 7:50 21:45
DTB FGBM Euro BOBL 7:50 21:45
DTB FGBS Euro SCHATZ 7:50 21:45
DTB FGBX Euro BUXL 7:50 18:45
DTB FOAT Euro-OAT French Government Bond Index 7:50 18:45
SOFFEX FSMI Swiss Market Index 8:00 17:15
ICEEU I EURIBOR THREE MONTH EURO 7:00 16:15
ICEEU L THREE MONTH SHORT STERLING 7:30 16:15
ICEEU R Long Gilt 8:00 16:15
ICEEU Z FTSE 100 (NEW STYLE) 7:00 20:45
IPE WTI Light WTI Crude 1:00 20:45
MEFFRV IBX IBEX-35 9:00 17:15
MEFFRV MIX IBEX-MINI 9:00 17:15
FTA FTI AEX INDEX FUT 8:00 18:15
FTA MFA AEX INDEX FUT 8:00 18:00
MONEP FCE CAC 40 8:00 18:00
MONEP MFC CAC 40 8:00 18:00
Exchange Symbol Description Intraday Start Time5 Intraday End Time5
SNFE AM SPI 200 Mini 9:50 16:15
SNFE AP SPI 200 9:50 16:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
HKFE A505 ISHARES FTSE A50 CHINA INDEX 9:00 15:45
HKFE HHI5 HSCEI INDEX 8:45 16:00
HKFE HSI5 HANG SENG INDEX 8:45 16:00
HKFE MCH5 HSCEI INDEX 8:45 16:00
HKFE MHI5 HANG SENG INDEX 8:45 16:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
OSE.JPN NK225 NIKKEI 225 08:45 14:55
OSE.JPN NK225M NIKKEI 225 MINI 08:45 14:55
OSE.JPN TOPIX TOPIX 08:45 15:00
OSE.JPN TOPIXM TOPIX Mini 08:45 15:00
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
NSE NIFTY S&P CNX NIFTY 9:15 15:15
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
SGX NK NIKKEI 225 7:45 14:10
SGX NS NIKKEI 225 mini 7:45 13:45
SGX TW MSCI Taiwan 8:45 13:30
Exchange Symbol Description Intraday Start Time4 Intraday End Time4
KSE 01 KOSPI 9:00 15:20
KSE 05 KOSPI mini 9:00 15:20

Maintenance Margin Minimums

Futures:
50 USD /contract


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

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

Initial Margin Minimums

125% of Maintenance Margin


Notes

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





Risk Margin Overview


What is risk based margining?

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


How are correlated risks offset?

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

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


What are my eligibility requirements?

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


What positions are eligible?

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




Additional US Margin Requirements

For Residents of the United States:

Use the following links to view other margin requirements:

Stocks

Options

SSF - Single Stock Futures

Fixed Income

Mutual Funds

Forex


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Further Reading


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

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

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

  • If you are not an India resident, you need to have Non Resident Indian ("NRI") status in order to trade India derivatives.