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 13342.57 N/A 13342.57 11601.44 BRL No 13342.57 11601.44
B3CCM- CCM 2175.67 N/A 2175.67 1891.89 BRL No 4036.50 3510.00
B3DI1- DI1 360.281 N/A 360.281 313.288 BRL No 360.281 313.288
B3BRL- DOL 9818524.36 N/A 9818524.36 8537847.27 USD No 9818524.36 8537847.27
B3IND- IND 38450.08 N/A 38450.08 33434.85 BRL No 38328.78 33329.38
B3WIN- WIN 7690.02 N/A 7690.02 6686.97 BRL No 7665.76 6665.88
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 9245.85 N/A 9245.85 8039.87 EUR Yes 2 9245.85 8039.87
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 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 612.799 N/A 612.799 525 USD No 603.799 525
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 925.622 N/A 925.622 804.889 USD No 925.622 804.889
CBOTAIGCI- AW 1229.47 N/A 1229.47 989.961 USD No 1138.47 989.961
CBOTDHB- DHB 949.741 N/A 949.741 825.862 USD No 949.743 825.862
CBOTDHY- DHY 2948.21 N/A 2948.21 2302.80 USD No 2648.22 2302.80
CBOTHYB- HYB 2135.19 N/A 2135.19 1700.00 USD No 1955.19 1700.00
CBOTIQB- IQB 2469.73 N/A 2469.73 2147.57 USD No 2619.73 2147.57
CBOTKE- KE 2402.05 N/A 2402.05 2088.74 USD Yes 2564.55 2088.74
CBOTMTN- MTN 437.65 N/A 437.65 380.556 USD No 442.363 380.556
CBOTMWN- MWN 779.113 N/A 779.113 677.49 USD No 782.264 677.49
CBOTMYM- MYM 1481.81 1008.70 2116.87 1441 USD No 1581.25 1375
CBOTMZC- MZC 150.78 N/A 150.78 131.113 USD No 163.28 131.113
CBOTMZL- MZL 417.357 N/A 417.357 360.31 USD No 414.357 360.31
CBOTMZM- MZM 301.298 N/A 301.298 230.694 USD No 265.298 230.694
CBOTMZS- MZS 465.916 N/A 465.916 345.361 USD No 397.166 345.361
CBOTMZW- MZW 233.192 N/A 233.192 202.776 USD No 246.942 202.776
CBOTQDF- QDF 233.45 203 333.50 290 USD No 318.55 277
CBOTQDOW- QDOW 296.174 203 423.105 290 USD No 318.55 277
CBOTDJUSRE- RX 3668.85 N/A 3668.85 3007.64 USD No 3458.85 3007.64
CBOTTN- TN 2932.53 N/A 2932.53 2550.03 USD No 2979.66 2550.03
CBOTTWE- TWE 4945.01 N/A 4945.01 4300.01 USD No 4945.01 4300.01
CBOTUB- UB 5922.53 N/A 5922.53 5150.03 USD Yes 5922.79 5150.03
CBOTYC- XC 301.559 N/A 301.559 262.226 USD No 331.559 262.226
CBOTYK- XK 929.331 N/A 929.331 690.723 USD No 794.331 690.723
CBOTYW- XW 466.384 N/A 466.384 405.552 USD No 493.884 405.552
CBOTYIA- YIA 345 N/A 345 300 USD No 364.798 300
CBOTYIC- YIC 862.504 N/A 862.504 750.004 USD No 918.007 750.004
CBOTYID- YID 1063.75 N/A 1063.75 925.00 USD No 1133.75 925.00
CBOTYIT- YIT 887.512 N/A 887.512 771.749 USD No 925.014 771.749
CBOTYIW- YIW 1477.82 N/A 1477.82 1285.06 USD No 3161.55 2683.96
CBOTYM- YM 14818.06 10086.30 21168.66 14409 USD Yes 15809.05 13747
CBOTZ3N- Z3N 2070.11 N/A 2070.11 1800.09 USD No 2178.79 1800.09
CBOTZB- ZB 4255 N/A 4255 3700 USD Yes 4286.25 3700
CBOTZC- ZC 1507.80 N/A 1507.80 1311.13 USD Yes 1657.80 1311.13
CBOTZF- ZF 1437.53 N/A 1437.53 1250.03 USD Yes 1507.84 1250.03
CBOTZL- ZL 4179.57 N/A 4179.57 3603.10 USD Yes 4143.57 3603.10
CBOTZM- ZM 2962.98 N/A 2962.98 2306.94 USD Yes 2652.98 2306.94
CBOTZN- ZN 2156.25 N/A 2156.25 1875 USD Yes 2218.75 1875
CBOTZO- ZO 3845.80 N/A 3845.80 3333.31 USD Yes 3833.30 3333.31
CBOTZQ- ZQ 1178.75 N/A 1178.75 1025 USD Yes 2 2462.05 1995.98
CBOTZR- ZR 3366.93 N/A 3366.93 2927.76 USD Yes 3448.91 2912.10
CBOTZS- ZS 4646.66 N/A 4646.66 3453.61 USD Yes 3971.66 3453.61
CBOTZT- ZT 1380 N/A 1380 1200 USD Yes 1457.68 1200
CBOTZW- ZW 2331.92 N/A 2331.92 2027.76 USD Yes 2469.42 2027.76
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 2428.29 N/A 2428.29 2111.55 CAD No 2428.28 2111.55
CDECGF- CGF 1346.33 N/A 1346.33 1170.72 CAD No 1346.33 1170.72
CDECGZ- CGZ 600.427 N/A 600.427 522.11 CAD No 600.43 522.11
CDECRA- CRA 370.185 N/A 370.185 321.90 CAD No 370.195 321.90
CDETSE60- SXF 16498.12 14346.19 23568.75 20494.56 CAD No 23568.74 20494.56
CDETSE60- SXM 17466.77 N/A 17466.77 15188.49 CAD No 17466.77 15188.49
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 10366.73 N/A 10366.73 9014.50 USD No 10366.72 9014.50
CFEIBXXIBIG- IBIG 8466.875 N/A 8466.875 7362.50 USD No 8466.875 7362.50
CFEIEMD- IEMD 322.647 N/A 322.647 280.563 USD No 322.647 280.563
CFEVA- VA 247.25 N/A 247.25 215 USD No 281.916 245.144
CFEVIX- VX 7670.50 N/A 7670.50 6670 USD Yes 19237.97 16728.67
CFEVIX- VX06 8123.62 N/A 8123.62 7064.02 USD No 20591.14 17905.34
CFEVIX- VX08 7670.50 N/A 7670.50 6670 USD No 18554.17 16134.06
CFEVIX- VX09 7670.50 N/A 7670.50 6670 USD No 18307.93 15919.94
CFEVIX- VX10 7670.50 N/A 7670.50 6670 USD No 18039.17 15686.24
CFEVIX- VX12 7670.50 N/A 7670.50 6670 USD No 17677.50 15371.74
CFEVXM- VXM 767.05 N/A 767.05 667 USD No 1923.80 1672.87
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 3056.52 N/A 3056.52 2144.80 USD Yes 2466.52 2144.80
CMEGBP- 6B 2945.18 N/A 2945.18 2213.20 USD Yes 2545.18 2213.20
CMECAD- 6C 1603.72 N/A 1603.72 1211.93 USD Yes 1393.72 1211.93
CMEEUR- 6E 4028.93 N/A 4028.93 3264.28 USD Yes 3753.93 3264.28
CMEJPY- 6J 3220.29 N/A 3220.29 2800.25 USD Yes 3326.54 2800.25
CMEBRE- 6L 2085.25 N/A 2085.25 1422 USD Yes 2 10953.67 8060.85
CME6M- 6M 2220.47 N/A 2220.47 1717.80 USD Yes 1975.47 1717.80
CMENZD- 6N 3015.52 N/A 3015.52 2196.10 USD Yes 2 2525.52 2196.10
CMECHF- 6S 5975.41 N/A 5975.41 4842.75 USD Yes 5569.16 4842.75
CMEZAR- 6Z 2853.40 N/A 2853.40 2155.125 USD No 2478.40 2155.125
CMEACDX- ACD 14804.66 N/A 14804.66 12873.61 CAD No 14804.66 12873.61
CMEAJY- AJY 3244909.92 N/A 3244909.92 2665138.36 JPY No 3064909.12 2665138.36
CMEBFF- BFF 901.969 N/A 901.969 673.799 USD No 774.869 673.799
CMEBQX- BIO 39110.97 N/A 39110.97 34009.53 USD No 39110.97 34009.53
CMEBOS- BOS 4956.50 N/A 4956.50 4310.00 USD No 4956.50 4310.00
CMEBRR- BTC 144727.99 N/A 144727.99 96966.64 USD Yes 111511.88 96966.64
CMEBTCEURRR- BTE 169805.56 N/A 169805.56 147657.01 EUR No 187145.25 162735
CMECB- CB 17197.32 N/A 17197.32 14954.19 USD No 5167.57 3976.14
CMECHI- CHI 3182.63 N/A 3182.63 2767.50 USD No 3182.62 2767.50
CMECLP- CHP 8533.00 N/A 8533.00 7402.61 USD No 8513.00 7402.61
CMECJY- CJY 2580108.15 N/A 2580108.15 2243572.31 JPY No 2580108.55 2243572.31
CMECNH- CNH 23877.82 N/A 23877.82 20763 CNH No 24477.82 20763
CMECSC- CSC 7794.61 N/A 7794.61 6777.92 USD No 7974.61 6777.92
CMECUS- CUS 5143.38 N/A 5143.38 4472.50 USD No 5143.37 4472.50
CMECZK- CZK 19949.64 N/A 19949.64 16644.90 USD Yes 2 19141.64 16644.90
CMEDA- DC 6598.88 N/A 6598.88 5738.15 USD Yes 6798.88 5738.15
CMEDEN- DEN 4453.38 N/A 4453.38 3872.50 USD No 4453.37 3872.50
CMEDY- DY 9793.12 N/A 9793.12 8429.67 USD No 9694.12 8429.67
CMEE7- E7 2014.46 N/A 2014.46 1632.14 USD No 1876.96 1632.14
CMEEAD- EAD 18072.22 N/A 18072.22 15707.43 AUD No 19247.22 15707.43
CMEEBMEUR- EBM 3887.11 N/A 3887.11 2953.14 EUR No 3742.905 3254.70
CMEECD- ECD 9973.42 N/A 9973.42 8664.60 CAD No 10348.42 8664.60
CMEECK- ECK 9469.10 N/A 9469.10 8234 EUR No 9469.10 8234
CMEEEM- EEM 160.766 N/A 160.766 130.18 EUR No 149.767 130.181
CMEEHF- EHF 5801.50 N/A 5801.50 5039.56 EUR Yes 2 5795.50 5039.56
CMEEMD- EMD 36096.87 N/A 36096.87 23273 USD Yes 2 26140.65 22731
CMENIY- ENY 442952.90 255360 632789.85 364800 JPY No 412505 358700
CMEEPZ- EPZ 6996.50 N/A 6996.50 5910 EUR Yes 2 6796.50 5910
CMEES- ES 20901.59 16015.30 29859.41 22879 USD Yes 23091.20 20992
CMESPXESUP- ESG 24678.76 N/A 24678.76 17272.83 USD No 19868.75 17272.83
CMEESTR- ESR 693.937 N/A 693.937 603.313 EUR No 712.679 603.313
CMEETHEURRR- ETE 74853.74 N/A 74853.74 65090.21 EUR No 74853.91 65090.35
CMEETHUSDRR- ETH 52248.74 N/A 52248.74 37803.25 USD Yes 54342.17 47254.06
CMESPW- EWF 14297.69 N/A 14297.69 10553 USD No 10744.45 9343
CMEGSCI- GD 36273.66 N/A 36273.66 31542.31 USD No 36273.66 31542.31
CMEGDK- GDK 8813.54 N/A 8813.54 7663.95 USD No 5318.78 4016.33
CMEGF- GF 15389.52 N/A 15389.52 10882.19 USD Yes 12514.52 10882.19
CMENF- GNF 10694.45 N/A 10694.45 9299.52 USD No 23192.15 17670.56
CMEHE- HE 3812.60 N/A 3812.60 3263.13 USD Yes 3752.60 3263.13
CMEHUF- HUF 12347.41 N/A 12347.41 10303.83 USD Yes 2 11849.41 10303.83
CMEIBAA- IBV 47512.31 N/A 47512.31 41315.05 USD No 46614.10 40534
CMEILS- ILS 34565.23 N/A 34565.23 30056.73 USD Yes 2 34565.23 30056.73
CMEJ7- J7 1610.15 N/A 1610.15 1400.13 USD No 1663.27 1400.13
CMEKRW- KRW 16700.65 N/A 16700.65 14511.625 USD Yes 2 10931.30 9389.875
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 2722.89 N/A 2722.89 2367.73 USD No 1857.64 1567.52
CMELE- LE 7166.96 N/A 7166.96 4736.49 USD Yes 5446.96 4736.49
CMEM2K- M2K 1038.15 676.90 1483.07 967 USD No 1049.95 913
CMEM6A- M6A 305.652 N/A 305.652 214.48 USD No 246.652 214.48
CMEM6B- M6B 294.518 N/A 294.518 221.32 USD No 254.518 221.32
CMEM6E- M6E 402.893 N/A 402.893 326.428 USD No 375.393 326.428
CMEMBT- MBT 2894.55 N/A 2894.55 1939.33 USD Yes 2230.23 1939.33
CMEMCD- MCD 160.372 N/A 160.372 121.193 USD No 139.372 121.193
CMEMES- MES 2090.16 1601.60 2985.94 2288 USD Yes 2308.90 2099
CMEMET- MET 104.597 N/A 104.597 75.6065 USD Yes 108.684 94.5081
CMEMIA- MIA 6281.875 N/A 6281.875 5462.50 USD No 6281.875 5462.50
CMEMIR- MIR 1273.10 N/A 1273.10 1106.90 USD No 1287.10 1106.90
CMEMJY- MJY 322.029 N/A 322.029 280.025 USD No 334.529 280.025
CMEMNH- MNH 2391.89 N/A 2391.89 2079.90 CNH No 2476.89 2079.90
CMEMNI- MNI 222001.45 127680 317144.93 182400 JPY No 206310 179400
CMEMNK- MNK 3548.48 N/A 3548.48 2105.19 USD No 2420.98 2105.19
CMEMNQ- MNQ 3396.70 2616.68 4852.42 3738.11 USD Yes 4111.92 3738.11
CMEMSF- MSF 597.541 N/A 597.541 484.275 USD No 556.916 484.275
CMEMSL- MSL 1152.27 N/A 1152.27 911 USD No 1047.65 911
CMEMXP- MXP 2508.25 N/A 2508.25 1653 USD No 1900.95 1653
CMENIY- NIY 2214764.49 1276660 3163949.26 1823800 JPY No 2062640 1793600
CMENKD- NKD 35409.87 N/A 35409.87 21051.90 USD No 24209.87 21051.90
CMENOK- NOK 25931.66 N/A 25931.66 20590.20 USD No 23681.66 20590.20
CMENQ- NQ 33966.97 26166.79 48524.24 37381.13 USD Yes 41119.24 37381.13
CMENYM- NYM 4818.50 N/A 4818.50 4190.00 USD No 4818.50 4190.00
CMEPJY- PJY 3068879.01 N/A 3068879.01 2564242.40 JPY No 2948878.76 2564242.40
CMEPLN- PLN 16398.70 N/A 16398.70 14259.74 USD Yes 2 16398.70 14259.74
CMEPSF- PSF 13094.49 N/A 13094.49 11114.77 CHF No 12781.99 11114.77
CMEQBTC- QBTC 283.899 N/A 283.899 190.535 USD No 219.115 190.535
CMEQEF- QEF 126.50 N/A 126.50 110 USD No 126.50 110
CMEQETH- QETH 146.05 N/A 146.05 127 USD No 146.05 127
CMEQNDX- QNDX 176.386 130.291 251.98 186.13 USD No 214.049 186.13
CMEQNF- QNF 146.119 127.06 208.742 181.515 USD No 208.747 181.515
CMEQRF- QRF 156.975 136.50 224.25 195 USD No 211.60 184
CMEQRTY- QRTY 208.452 136.50 297.789 195 USD No 211.60 184
CMEQSF- QSF 370.30 322 529 460 USD No 485.30 422
CMEQSPX- QSPX 418.103 322 597.29 460 USD No 485.30 422
CMEQTF- QTF 203.541 N/A 203.541 176.992 USD No 203.541 176.992
CMERF- RF 4294.09 N/A 4294.09 3733.91 CHF No 4356.59 3733.91
CMERMB- RMB 8294.375 N/A 8294.375 7212.50 USD Yes 2 8294.375 7212.50
CMERME- RME 10692.34 N/A 10692.34 9297.69 EUR Yes 2 10693.34 9297.69
CMERP- RP 6267.57 N/A 6267.57 5450 GBP No 6586.32 5450
CMERS1- RS1 17135.40 N/A 17135.40 13129 USD No 13883.09 12066.46
CMERSG- RSG 61540.69 N/A 61540.69 50060.53 USD No 57585.68 50060.53
CMERSV- RSV 13084.31 N/A 13084.31 10167.73 USD No 11694.31 10167.73
CMERTY- RTY 10381.51 6770.40 14830.72 9672 USD Yes 10494.90 9126
CMERY- RY 1258439.09 N/A 1258439.09 1031241.25 JPY Yes 2 1185939.47 1031241.25
CMESPXDIVAN- SDA 4718.88 N/A 4718.88 4092.50 USD No 4706.37 4092.50
CMESDG- SDG 6307.75 N/A 6307.75 5485.00 USD No 6307.75 5485.00
CMESDI- SDI 2185.94 N/A 2185.94 1900.82 USD No 2195.94 1900.82
CMESEK- SEK 22829.17 N/A 22829.17 19371.64 USD No 22279.17 19371.64
CMESFR- SFR 5068.63 N/A 5068.63 4407.50 USD No 5068.63 4407.50
CMESGX- SG 379841.62 N/A 379841.62 330297.06 USD No 379841.67 330297.06
CMESIR- SIR 6365.10 N/A 6365.10 5534.50 USD No 6565.10 5534.50
CMESJY- SJY 4683379.80 N/A 4683379.80 3907287.00 JPY No 4493380.05 3907287.00
CMESMC- SMC 37610.70 N/A 37610.70 29722.34 USD No 34180.69 29722.34
CMESOL- SOL 23070.89 N/A 23070.89 18218 USD No 20950.70 18218
CMESONIA- SON 825.869 N/A 825.869 718.141 GBP No 825.862 718.141
CMESOFR1- SR1 1178.75 N/A 1178.75 1025.00 USD No 2390.63 1970.10
CMESOFR3- SR3 833.75 N/A 833.75 725 USD Yes 1675.04 1402.21
CMESVX- SU 91546.98 N/A 91546.98 79606.07 USD No 91547.00 79606.07
CMETBF3- TBF3 723.918 N/A 723.918 629.494 USD No 6286.81 5466.79
CMEWDC- WDC 4769.63 N/A 4769.63 4147.50 USD No 4769.62 4147.50
CMEIXB- XAB 18843.90 N/A 18843.90 14785.10 USD No 17003.90 14785.10
CMEIXE- XAE 17396.86 N/A 17396.86 13475.09 USD No 15496.86 13475.09
CMESIXM- XAF 13345.41 N/A 13345.41 9628 USD No 9461.13 8226.75
CMEIXI- XAI 26829.49 N/A 26829.49 19693.07 USD No 22649.48 19693.07
CMESIXT- XAK 40050.54 N/A 40050.54 26562.92 USD No 30550.54 26562.92
CMEIXR- XAP 7407.55 N/A 7407.55 5632.51 USD No 6477.55 5632.51
CMESIXRE- XAR 4317.95 N/A 4317.95 3475 USD No 3606.50 3135.83
CMEIXU- XAU 9651.04 N/A 9651.04 8348.33 USD No 9601.03 8348.33
CMEIXV- XAV 20618.00 N/A 20618.00 15909.86 USD No 18297.99 15909.86
CMEIXY- XAY 53737.38 N/A 53737.38 46719.77 USD No 54667.39 46719.77
CMEXAZ- XAZ 11232.05 N/A 11232.05 9766.02 USD No 11973.57 9476
CMEXRP- XRP 50216.84 N/A 50216.84 33077 USD No 38038.55 33077
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 219.196 N/A 219.196 190.605 USD No 219.196 190.605
COINDERIVBIT- BIT 220.0065 N/A 220.0065 191.31 USD No 220.0065 191.31
COINDERIVET- ET 86.066 N/A 86.066 74.84 USD No 107.5825 93.55
COINDERIVETP- ETP 85.698 N/A 85.698 74.52 USD No 107.1225 93.15
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 637.552 N/A 637.552 485.263 USD No 558.052 485.263
COMEXALI- ALI 11114.51 N/A 11114.51 8175.66 USD No 9402.01 8175.66
COMEXGC- GC 63665.22 N/A 63665.22 48526.28 USD Yes 55805.22 48526.28
COMEXHG- HG 22628.75 N/A 22628.75 18019.31 USD Yes 21028.75 18019.31
COMEXHRC- HRC 1422.33 N/A 1422.33 1236.77 USD No 2211.12 1887.87
COMEXMGC- MGC 6366.52 N/A 6366.52 4852.63 USD Yes 5580.52 4852.63
COMEXMHG- MHG 2264.125 N/A 2264.125 1801.93 USD No 2101.625 1801.93
COMEXQC- QC 11314.375 N/A 11314.375 9009.65 USD No 10514.375 9009.65
COMEXQI- QI 41430.46 N/A 41430.46 36026.49 USD No 43265.45 36026.49
COMEXQO- QO 31832.61 N/A 31832.61 24263.14 USD No 27902.61 24263.14
COMEXSGC- SGC 49962.11 N/A 49962.11 43445.32 CNH No 49962.13 43445.32
COMEXSGUF- SGU 37387.36 N/A 37387.36 32510.74 USD No 37387.35 32510.74
COMEXSI- SI 82860.92 N/A 82860.92 72052.97 USD Yes 86530.90 72052.97
COMEXSI- SIL 16572.18 N/A 16572.18 14410.59 USD No 17306.18 14410.59
COMEXUX- UX 7353.40 N/A 7353.40 6394.26 USD No 7353.40 6394.26
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 44965.00 N/A 44965.00 39100.00 EUR No 44965.00 39100.00
ENDEXTFM- TFM 13535.32 N/A 13535.32 11769.84 EUR Yes 13535.32 11769.84
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 10006.21 N/A 10006.21 8701.05 CHF No 10006.21 8701.05
EUREXFBON- FBON 5039.50 N/A 5039.50 4382.17 EUR No 5039.50 4382.17
EUREXBTP- FBTP 2991.18 N/A 2991.18 2601.03 EUR Yes 4296.83 3736.37
EUREXBTS- FBTS 1108.24 N/A 1108.24 963.684 EUR No 1405.41 1222.10
EUREXDJUBS- FCCO 7888.02 N/A 7888.02 6859.15 USD No 7888.02 6859.15
EUREXSD3ED- FD3D 3120.75 N/A 3120.75 2713.70 EUR No 3120.75 2713.70
EUREXDAX- FDAX 35901.42 31218.63 51287.74 44598.04 EUR Yes 49945.075 43430.50
EUREXDDAX- FDIV 10317.80 N/A 10317.80 8972.00 EUR Yes 2 10317.80 8972.00
EUREXDAX- FDXM 7180.28 6243.73 10257.55 8919.61 EUR No 9989.015 8686.10
EUREXDAX- FDXS 1436.06 1248.75 2051.51 1783.92 EUR Yes 1997.80 1737.22
EUREXDBEA- FEBD 760.51 N/A 760.51 661.313 EUR No 760.51 661.313
EUREXFECX- FECX 2204.78 N/A 2204.78 1917.08 EUR No 2204.78 1917.08
EUREXDJSD- FEDV 5191.12 N/A 5191.12 4514 EUR Yes 2 5191.12 4514
EUREXFEHY- FEHY 1441.47 N/A 1441.47 1253.33 EUR No 897.622 780.462
EUREXESA- FESA 7017.33 N/A 7017.33 6102.02 EUR Yes 2 7017.33 6102.02
EUREXSX7E- FESB 1299.57 1130.06 1856.53 1614.37 EUR Yes 1685.15 1465.34
EUREXSX4E- FESC 5697.60 N/A 5697.60 4954.43 EUR Yes 2 5150.72 4478.88
EUREXESE- FESE 2383.82 N/A 2383.82 2072.33 EUR Yes 2 2159.64 1877.45
EUREXESF- FESF 3254.97 N/A 3254.97 2830.41 EUR Yes 2 2916.61 2536.18
EUREXSXNE- FESG 7243.51 N/A 7243.51 6298.70 EUR Yes 2 6900.76 6000.66
EUREXSXDE- FESH 2863.40 N/A 2863.40 2489.91 EUR Yes 2 2863.40 2489.91
EUREXESI- FESI 3253.49 N/A 3253.49 2827.74 EUR Yes 2 2789.98 2424.89
EUREXESM- FESM 1253.32 N/A 1253.32 1089.84 EUR Yes 2 991.639 862.295
EUREXSXOE- FESN 3934.44 N/A 3934.44 3421.25 EUR Yes 2 3864.31 3360.27
EUREXSX3E- FESO 1350.22 N/A 1350.22 1174.105 EUR Yes 2 1446.14 1257.515
EUREXSXRE- FESR 4211.80 N/A 4211.80 3662.43 EUR Yes 2 4534.25 3942.83
EUREXSXPE- FESS 1525.77 N/A 1525.77 1326.76 EUR Yes 2 1422.64 1237.08
EUREXSXKE- FEST 1222.65 N/A 1222.65 1063.17 EUR Yes 2 1132.77 985.019
EUREXESU- FESU 2098.05 N/A 2098.05 1824.17 EUR Yes 1726.84 1501.42
EUREXSXTE- FESV 1217.71 N/A 1217.71 1058.88 EUR Yes 2 1217.71 1058.88
EUREXESTX50- FESX 3328.14 2894.04 4754.49 4134.34 EUR Yes 4627.30 4023.74
EUREXSX8E- FESY 23170.14 N/A 23170.14 20147.95 EUR Yes 2 23170.14 20147.95
EUREXSXQE- FESZ 5063.97 N/A 5063.97 4403.46 EUR Yes 2 5547.21 4823.66
EUREXEU3- FEU3 202.908 N/A 202.908 176.441 EUR Yes 202.908 176.441
EUREXDESX5- FEXD 2677.43 2328.20 3824.90 3326.00 EUR Yes 3824.90 3326.00
EUREXOMXH25- FFOX 12007.87 N/A 12007.87 10436.44 EUR Yes 2 12007.87 10436.44
EUREXFGBC- FGBC 701.171 N/A 701.171 609.714 GBP No 734.4935 638.69
EUREXGBL- FGBL 2249.16 N/A 2249.16 1955.79 EUR Yes 2902.93 2524.29
EUREXGBM- FGBM 1221.37 N/A 1221.37 1062.06 EUR Yes 1566.22 1361.93
EUREXGBS- FGBS 443.953 N/A 443.953 386.046 EUR Yes 543.298 472.433
EUREXGBX- FGBX 4364.79 N/A 4364.79 3795.47 EUR Yes 4992.08 4340.94
EUREXDJESL- FLCE 2697.38 N/A 2697.38 2345.55 EUR No 2356.13 2048.80
EUREXDJ200L- FLCP 2509.93 N/A 2509.93 2182.55 EUR No 1967.06 1710.48
EUREXDJESM- FMCE 2445.16 N/A 2445.16 2125.47 EUR No 1923.81 1672.285
EUREXM1CN- FMCH 2514.16 N/A 2514.16 2186.195 USD No 3016.82 2623.28
EUREXDJ200- FMCP 2577.61 N/A 2577.61 2241.01 EUR Yes 2 2058.71 1789.87
EUREXM1MS- FMEA 7114.33 N/A 7114.33 6186.26 USD No 5969.94 5191.15
EUREXM1EF- FMEM 11731.05 N/A 11731.05 10200.27 USD No 11731.05 10200.27
EUREXMXEU- FMEP 1633.38 N/A 1633.38 1420.33 EUR No 1633.38 1420.33
EUREXM7EU- FMEU 3261.22 N/A 3261.22 2835.78 EUR No 2712.71 2358.82
EUREXM1IN- FMIN 9914.98 N/A 9914.98 8621.38 USD No 8708.99 7572.74
EUREXMXJPUS- FMJP 7244.73 N/A 7244.73 6299.57 USD No 6669.06 5799
EUREXM1TW- FMTW 14095.63 N/A 14095.63 12254.04 USD No 14095.63 12254.04
EUREXMBWO- FMWN 4186.58 N/A 4186.58 3640.47 EUR No 3763.69 3272.74
EUREXM1WO- FMWO 10437.88 N/A 10437.88 9076.42 USD No 10437.88 9076.42
EUREXMXWO- FMWP 7134.84 N/A 7134.84 6203.82 USD No 7134.84 6203.82
EUREXOAT- FOAT 2375.45 N/A 2375.45 2065.61 EUR No 2617.75 2276.30
EUREXDJESS- FSCE 1554.72 N/A 1554.72 1351.72 EUR No 1288.83 1120.55
EUREXDJ200S- FSCP 1712.26 N/A 1712.26 1488.87 EUR No 1410.49 1226.47
EUREXSXXPESGX- FSEG 1711.76 N/A 1711.76 1488.47 EUR No 1331.82 1158.09
EUREXSLI- FSLI 3896.80 N/A 3896.80 3388.53 CHF Yes 2 3896.80 3388.53
EUREXSMIDP- FSMD 8556 N/A 8556 7440 CHF No 8556 7440
EUREXSMI- FSMI 6577.88 5719.90 9396.97 8171.28 CHF Yes 8057.44 7006.47
EUREXSMIM- FSMM 4641.68 N/A 4641.68 4033.11 CHF Yes 2 4641.68 4033.11
EUREXSMI- FSMS 657.788 571.99 939.697 817.128 CHF No 805.744 700.647
EUREXMDAX- FSMX 2995.15 N/A 2995.15 2604.30 EUR Yes 2433.82 2116.22
EUREXST3- FST3 50.5497 N/A 50.5497 43.9563 EUR No 52.7721 45.8888
EUREXSXAP- FSTA 3076.50 N/A 3076.50 2675.15 EUR Yes 2 3076.50 2675.15
EUREXSX7P- FSTB 2438.76 N/A 2438.76 2120.61 EUR Yes 2053.38 1785.50
EUREXSX4P- FSTC 4724.81 N/A 4724.81 4108.30 EUR Yes 2 4035.00 3508.49
EUREXSXEP- FSTE 2165.70 N/A 2165.70 1883.18 EUR Yes 1985.27 1726.29
EUREXSXFP- FSTF 4821.40 N/A 4821.40 4190.93 EUR Yes 2 3862.06 3357.04
EUREXSXNP- FSTG 5289.62 N/A 5289.62 4599.31 EUR Yes 2 4777.17 4153.73
EUREXSXDP- FSTH 4130.04 N/A 4130.04 3591.13 EUR Yes 2 4099.38 3564.47
EUREXSXIP- FSTI 3124.99 N/A 3124.99 2717.27 EUR Yes 2 2561.79 2227.54
EUREXSX86P- FSTL 709.59 N/A 709.59 617.012 EUR No 709.59 617.012
EUREXSXMP- FSTM 1380.87 N/A 1380.87 1200.53 EUR Yes 2 1158.27 1006.99
EUREXSXOP- FSTN 4073.87 N/A 4073.87 3541.57 EUR Yes 2 3927.17 3414.04
EUREXSX3P- FSTO 1879.26 N/A 1879.26 1634.00 EUR Yes 2 2297.13 1997.33
EUREXSXRP- FSTR 1949.06 N/A 1949.06 1694.84 EUR Yes 2 1949.06 1694.84
EUREXSXPP- FSTS 4939.52 N/A 4939.52 4295.20 EUR Yes 5239.48 4556.04
EUREXSXKP- FSTT 825.343 N/A 825.343 717.662 EUR Yes 2 825.343 717.662
EUREXSX6P- FSTU 1988.81 N/A 1988.81 1729.37 EUR Yes 1623.22 1411.47
EUREXSXTP- FSTV 1304.36 N/A 1304.36 1133.92 EUR Yes 2 1304.36 1133.92
EUREXSTX- FSTX 3919.95 N/A 3919.95 3408.13 EUR Yes 2 3091.38 2687.75
EUREXSX8P- FSTY 9166.69 N/A 9166.69 7969.71 EUR Yes 2 9166.69 7969.71
EUREXSXQP- FSTZ 3220.97 N/A 3220.97 2799.98 EUR Yes 2 3220.97 2799.98
EUREXESTX50- FSXE 332.814 289.404 475.449 413.434 EUR No 462.73 402.374
EUREXTDX- FTDX 7730.22 N/A 7730.22 6721.93 EUR Yes 2 7730.22 6721.93
EUREXFUEM- FUEM 454.826 N/A 454.826 395.486 USD No 454.826 395.486
EUREXV2TX- FVS 1213.25 N/A 1213.25 1055 EUR Yes 2302.30 2002
EUREXDJES- FXXE 2592.22 N/A 2592.22 2253.45 EUR No 2127.46 1849.435
EUREXDJ600- FXXP 1692.39 1471.65 2417.71 2102.35 EUR Yes 2024.87 1760.76
EUREXUNIB2- UNIH 910.706 N/A 910.706 791.918 EUR No 910.706 791.918
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 9360.11 N/A 9360.11 8139.23 EUR No 9360.11 8139.23
FTAEOE- FTI 10953.33 9524.63 15647.61 13606.62 EUR Yes 12897.13 11214.90
FTAEOE- MFA 1095.33 952.463 1564.76 1360.66 EUR No 1289.71 1121.49
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 84288.03 N/A 84288.03 67430.42 HKD No 84288.03 67430.42
HKFECNH- CUS 25962.375 N/A 25962.375 20769.90 CNH Yes 25962.375 20769.90
HKFEHHIDPI- DHH 3447.68 N/A 3447.68 2757.90 HKD No 3447.68 2757.90
HKFEHSIDPI- DHS 10637.25 N/A 10637.25 8509.80 HKD No 10637.25 8509.80
HKFEGDR- GDR 416424.98 N/A 416424.98 333139.98 CNH No 416424.98 333139.98
HKFEGDU- GDU 59933.30 N/A 59933.30 47946.64 USD No 59933.30 47946.64
HKFEHHI.HK 3- HHI 47454.75 37963.80 67792.50 54234 HKD Yes 67792.50 54234
HKFEHSI- HSI 93009 74407.20 132870 106296 HKD Yes 132870 106296
HKFEHSTECH- HTI 29093.75 23275 41562.50 33250 HKD Yes 41562.50 33250
HKFEMCA- MCA 4664.33 3731.46 6663.32 5330.66 USD No 6663.32 5330.66
HKFEMCH.HK- MCH 9490.95 7592.76 13558.50 10846.80 HKD Yes 13558.50 10846.80
HKFEMCS- MCS 5194.56 N/A 5194.56 4154.10 CNH No 5194.56 4154.10
HKFEMHI- MHI 18601.80 14881.44 26574 21259.20 HKD Yes 26574 21259.20
HKFEMID.HK- MIA 2945.62 N/A 2945.62 2356.49 USD No 2945.62 2356.49
HKFEMND- MND 6962.29 N/A 6962.29 5569.83 USD No 6962.29 5569.83
HKFEMTW- MTW 12169.92 N/A 12169.92 9735.60 USD No 12169.93 9735.60
HKFEVHSI- VHS 76907.12 N/A 76907.12 61525.70 HKD No 121800 97440
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 76.5555 N/A 76.5555 66.57 EUR No 503.752 438.041
ICEEUSG- G 2073.54 N/A 2073.54 1803.07 GBP No 2073.53 1803.07
ICEEUH- H 3021.94 N/A 3021.94 2627.77 GBP No 3021.94 2627.77
ICEEUI- I 401.35 N/A 401.35 349.00 EUR Yes 1101.79 958.068
ICEEUNDUEBRAF- MCG 10173.18 N/A 10173.18 8844.85 USD No 10173.18 8844.85
ICEEUO- O 2480.60 N/A 2480.60 2157.04 EUR No 2480.60 2157.04
ICEEUP- P 5042.25 N/A 5042.25 4384.56 EUR No 5042.25 4384.56
ICEEUR- R 2880.18 N/A 2880.18 2504.51 GBP No 2880.18 2504.51
ICEEUSRFXON3- SA3 295.55 N/A 295.55 257 CHF No 682.823 593.759
ICEEUSONIA.N- SO3 223.533 N/A 223.533 194.37 GBP Yes 601.36 522.922
ICEEUSONIO.N- SOA 546.783 N/A 546.783 475.464 GBP No 939.945 817.339
ICEEUTWS- TWS 1022.07 N/A 1022.07 888.754 EUR No 1022.07 888.754
ICEEUF1DV- XZ 194.35 N/A 194.35 169 GBP No 194.35 169
ICEEUY- Y2 4911.04 N/A 4911.04 4270.19 GBP No 4911.04 4270.19
ICEEUZ- Z 5131.25 4461.95 7330.35 6374.22 GBP Yes 7330.35 6374.22
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 6230.15 N/A 6230.15 5417.52 GBP No 6230.15 5417.52
ICEEUSOFTD- RC 5399.53 N/A 5399.53 4695.24 USD No 6218.40 5407.30
ICEEUSOFTT- T 1914.60 N/A 1914.60 1664.87 GBP No 1914.60 1664.87
ICEEUSOFTW- W 1718.27 N/A 1718.27 1494.15 USD No 1718.27 1494.15
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 7399.57 N/A 7399.57 6434.41 USD No 7399.57 6434.41
ICEUSEJ- KEJ 26565000.43 N/A 26565000.43 23100000.375 JPY No 26565000.81 23100000.375
ICEUSEO- KEO 9572.22 N/A 9572.22 8323.11 USD No 9572.22 8323.11
ICEUSECD- KEP 11111.07 N/A 11111.07 9661.80 CAD No 11111.07 9661.80
ICEUSGB- KGB 6707.58 N/A 6707.58 5832.68 GBP No 6707.58 5832.68
ICEUSEAD- KRA 20045.84 N/A 20045.84 17431.17 AUD No 20045.84 17431.17
ICEUSRZ- KRZ 6591.74 N/A 6591.74 5731.95 CHF No 6591.74 5731.95
ICEUSZY- KZY 4493380.05 N/A 4493380.05 3907287.00 JPY No 4493380.30 3907287.00
ICEUSMP- MP 7635.55 N/A 7635.55 6639.60 USD No 7635.55 6639.60
ICEUSSS- SS 12839.17 N/A 12839.17 11164.50 CHF No 12839.17 11164.50
ICEUSGBP- SY 2948879.01 N/A 2948879.01 2564242.40 JPY No 2948878.76 2564242.40
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 2448.35 N/A 2448.35 2129 EUR No 2448.35 2129
IDEMFTMIB- FIB 16769.74 14582.38 23956.77 20831.98 EUR Yes 17521.78 15236.33
IDEMFTMIB- MICR 670.79 583.295 958.271 833.279 EUR No 700.871 609.453
IDEMFTMIB- MIN 3353.95 2916.48 4791.35 4166.40 EUR No 3504.36 3047.27
IDEMSRGB- SRG7 1381.95 N/A 1381.95 1201.70 EUR No 1381.95 1201.70
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 19298.60 N/A 19298.60 16781.39 USD No 19298.60 16781.39
IPECOIL- COIL 16250 N/A 16250 13000 USD Yes 16250 13000
IPEGOIL- GOIL 16210.54 N/A 16210.54 12968.43 USD No 16210.54 12968.43
IPEHOIL- HOIL 25200 N/A 25200 20160 USD No 25200 20160
IPENCF- NCF 22664.14 N/A 22664.14 19707.95 USD No 22664.14 19707.95
IPENGF- NGF 7130.49 N/A 7130.49 6200.42 GBP No 25153.40 6200.42
IPERBOB- RBOB 21092.81 N/A 21092.81 16874.25 USD No 21092.81 16874.25
IPEWTI- WTI 14884.51 N/A 14884.51 11907.61 USD Yes 14884.51 11907.61
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 17870238.40 13100499.58 25528912 18714999.40 KRW Yes 25528912 18714999.40
KSEK200M- 05 3574047.75 2621919.98 5105782.50 3745599.98 KRW Yes 5105782.50 3745599.98
KSEKOSDQ150- 06 1973039.075 1589844.16 2818627.25 2271205.95 KRW No 2818627.25 2271205.95
KSE000670- 0Q 197817 N/A 197817 141550.48 KRW No 197817 141550.48
KSE005930- 11 460571.85 N/A 460571.85 396641.45 KRW No 456137.66 396641.45
KSE017670- 12 199020.98 N/A 199020.98 173061.72 KRW No 202267.86 173061.72
KSE005490- 13 1037648.66 N/A 1037648.66 899070.625 KRW No 1033931.22 899070.625
KSE030200- 14 165719.38 N/A 165719.38 140800.21 KRW No 161920.25 140800.21
KSE015760- 15 177358.20 N/A 177358.20 151804.14 KRW No 174574.76 151804.14
KSE005380- 16 1598850 N/A 1598850 1169166.95 KRW No 1598850 1169166.95
KSE016360- 17 255103.49 N/A 255103.49 221829.12 KRW No 255419.94 221829.12
KSE055550- 18 269196.00 N/A 269196.00 234083.48 KRW No 271529.93 234083.48
KSE000270- 19 436868.29 N/A 436868.29 379885.47 KRW No 437410.23 379885.47
KSE007340- 1T 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE443060- 1V 485370.36 N/A 485370.36 410396.37 KRW No 471955.82 410396.37
KSE006040- 1W 126637.88 N/A 126637.88 104162.15 KRW No 119786.47 104162.15
KSE268280- 1X 393440.34 N/A 393440.34 342122.03 KRW No 411928.37 342122.03
KSE071320- 1Y 311473.59 N/A 311473.59 270846.60 KRW No 319859.97 270846.60
KSE003240- 1Z 2718406.36 N/A 2718406.36 2305822.34 KRW No 2651695.70 2305822.34
KSE012330- 20 1225186.91 N/A 1225186.91 1065379.92 KRW No 1236706.76 1065379.92
KSE006400- 22 1064129.50 N/A 1064129.50 925330 KRW No 1075449.55 925330
KSE009150- 23 830778.09 N/A 830778.09 710253.28 KRW No 816791.27 710253.28
KSE066570- 24 285301.75 N/A 285301.75 248088.48 KRW No 290655.66 248088.48
KSE036460- 28 124552.66 N/A 124552.66 101911.35 KRW No 117198.05 101911.35
KSE017960- 2A 144270 N/A 144270 96180 KRW No 144270 96180
KSE095340- 2B 529740 N/A 529740 449198.24 KRW No 536161.28 449198.24
KSE025900- 2C 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE357780- 2D 1170542.50 N/A 1170542.50 1017863.05 KRW No 1186994.52 1017863.05
KSE222080- 2E 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE086520- 2F 677730 N/A 677730 451820 KRW No 677730 451820
KSE140860- 2G 710879.77 N/A 710879.77 610217.62 KRW No 701750.26 610217.62
KSE030520- 2H 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE004020- 32 89758.96 N/A 89758.96 77277.56 KRW No 88869.19 77277.56
KSE003550- 34 265659.48 N/A 265659.48 224330 KRW No 257979.50 224330
KSE078930- 35 194706.95 N/A 194706.95 169310.39 KRW No 195948.47 169310.39
KSE033780- 36 470072.39 N/A 470072.39 408395.66 KRW No 469655.01 408395.66
KSE009540- 39 1166057.13 N/A 1166057.13 989102.73 KRW No 1137468.14 989102.73
KSE086790- 40 329592.54 N/A 329592.54 286602.21 KRW No 330001.40 286602.21
KSE096770- 41 305433.94 N/A 305433.94 265594.73 KRW No 307812.82 265594.73
KSE001040- 42 598213.33 N/A 598213.33 520185.51 KRW No 608955.41 520185.51
KSE034220- 45 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE105560- 46 429857.99 N/A 429857.99 373383.16 KRW No 429390.64 373383.16
KSE051910- 47 874311.85 N/A 874311.85 760271.17 KRW No 890396.40 760271.17
KSE006800- 48 158400 N/A 158400 120042.81 KRW No 158400 120042.81
KSE000660- 50 2454075 N/A 2454075 2098248.28 KRW No 2454075 2098248.28
KSE006360- 51 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE139480- 54 293929.83 N/A 293929.83 255591.15 KRW No 302294.43 255591.15
KSE161390- 55 198029.19 N/A 198029.19 168059.94 KRW No 193268.93 168059.94
KSE035420- 56 716130.38 N/A 716130.38 622722.07 KRW No 727018.73 622722.07
KSE003490- 57 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE3KTB- 65 705883.00 N/A 705883.00 613811.30 KRW No 705883.00 613811.30
KSEFLKTB- 67 2213926.31 N/A 2213926.31 1925153.31 KRW No 2213926.31 1925153.31
KSEKWY- 75 1686935.03 N/A 1686935.03 1466900.02 KRW No 3373870.06 2933800.05
KSE032640- B0 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE010950- B2 282500.88 N/A 282500.88 245087.40 KRW No 281850.51 245087.40
KSE010130- B3 6966045 N/A 6966045 4644030 KRW No 6966045 4644030
KSE024110- B4 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE001680- B6 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE047050- B7 184065.64 N/A 184065.64 160057.08 KRW No 184293.97 160057.08
KSE034020- B9 261660 N/A 261660 222579.375 KRW No 261660 222579.375
KSE023530- BA 278974.50 N/A 278974.50 242586.52 KRW No 282320.57 242586.52
KSE011170- BB 209662.27 N/A 209662.27 182315.02 KRW No 218922.36 182315.02
KSE032830- BD 537394.02 N/A 537394.02 460914.375 KRW No 530051.53 460914.375
KSE010140- BF 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE029780- BG 169397.91 N/A 169397.91 147302.53 KRW No 170608.05 147302.53
KSE036570- BJ 646887.16 N/A 646887.16 541443.09 KRW No 622659.55 541443.09
KSE000080- BK 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE071050- BL 591023.27 N/A 591023.27 513933.28 KRW No 591756.45 513933.28
KSE047810- BM 484398 N/A 484398 395891.17 KRW No 484398 395891.17
KSE000720- BN 399750 N/A 399750 266595.08 KRW No 399750 266595.08
KSE011210- BP 238243.60 N/A 238243.60 203072.42 KRW No 237510 203072.42
KSE008770- BQ 142394.07 N/A 142394.07 122668.75 KRW No 141069.06 122668.75
KSE035250- BS 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE138930- BT 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE139130- BV 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE114090- BW 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE011070- BY 677846.49 N/A 677846.49 581457.38 KRW No 668675.99 581457.38
KSE005940- BZ 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE034730- C1 909824.25 N/A 909824.25 787780.94 KRW No 905948.08 787780.94
KSE011780- C3 388551.08 N/A 388551.08 337870.51 KRW No 393033.07 337870.51
KSE018260- C5 484391.82 N/A 484391.82 413897.62 KRW No 475982.26 413897.62
KSE090430- C6 394878.33 N/A 394878.33 343372.46 KRW No 395368.17 343372.46
KSE030000- C7 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE028260- C8 836576.60 N/A 836576.60 724008.20 KRW No 832609.43 724008.20
KSE000880- C9 436386 N/A 436386 290924 KRW No 436386 290924
KSE088350- CA 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE086280- CC 744120 N/A 744120 596462.73 KRW No 744120 596462.73
KSE001450- CE 87099.25 N/A 87099.25 74526.58 KRW No 85705.56 74526.58
KSE035720- CF 163432.15 N/A 163432.15 140550.13 KRW No 161632.65 140550.13
KSE046890- CJ 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE069080- CK 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE096530- CL 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE022100- CN 168975 N/A 168975 112650 KRW No 168975 112650
KSE068270- CP 641940.77 N/A 641940.77 550196.21 KRW No 632725.64 550196.21
KSE122870- CQ 201609.40 N/A 201609.40 175312.52 KRW No 212859.49 175312.52
KSE051900- CR 766147.81 N/A 766147.81 653983.24 KRW No 752080.73 653983.24
KSE002790- CS 87966.35 N/A 87966.35 76152.16 KRW No 87574.98 76152.16
KSE000810- CT 1665990 N/A 1665990 1297962.89 KRW No 1665990 1297962.89
KSE008930- CV 135925.68 N/A 135925.68 116166.43 KRW No 133591.39 116166.43
KSE021240- CW 235626.21 N/A 235626.21 195569.75 KRW No 224905.21 195569.75
KSE128940- CX 1605596.82 N/A 1605596.82 1380492.34 KRW No 1587566.20 1380492.34
KSE018880- CY 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE005830- D0 471955.82 N/A 471955.82 410396.37 KRW No 472541.26 410396.37
KSE097950- D1 628411.62 N/A 628411.62 546444.88 KRW No 659191.13 546444.88
KSE009240- D2 132537.14 N/A 132537.14 111039.60 KRW No 127695.54 111039.60
KSE002380- D3 1330161.875 N/A 1330161.875 1156662.50 KRW No 1341811.92 1156662.50
KSE012750- D5 259329.37 N/A 259329.37 217077.42 KRW No 249639.04 217077.42
KSE000100- D6 304033.60 N/A 304033.60 262093.48 KRW No 301407.50 262093.48
KSE051600- D7 165017.35 N/A 165017.35 142800.93 KRW No 164221.07 142800.93
KSE069960- D8 287314.97 N/A 287314.97 249839.10 KRW No 287671.37 249839.10
KSE004370- DA 1226432.38 N/A 1226432.38 1050374.61 KRW No 1207930.80 1050374.61
KSE079550- DB 1357860 N/A 1357860 1067880.86 KRW No 1357860 1067880.86
KSE204320- DC 217875 N/A 217875 145301.82 KRW No 217875 145301.82
KSE004170- DD 951474.92 N/A 951474.92 824043.91 KRW No 947650.49 824043.91
KSE161890- DE 201486.86 N/A 201486.86 172811.64 KRW No 198733.39 172811.64
KSE111770- DG 255776.30 N/A 255776.30 220078.50 KRW No 253090.27 220078.50
KSE006650- DJ 420517.14 N/A 420517.14 364379.96 KRW No 419036.96 364379.96
KSE192820- DK 583321.20 N/A 583321.20 495676.80 KRW No 570028.32 495676.80
KSE039130- DN 143026.97 N/A 143026.97 121043.16 KRW No 139199.64 121043.16
KSE086900- DP 363529.64 N/A 363529.64 316112.73 KRW No 367980.59 316112.73
KSE078340- DR 97209.67 N/A 97209.67 84530.15 KRW No 97330.25 84530.15
KSE035760- DT 208668.00 N/A 208668.00 179063.87 KRW No 205923.45 179063.87
KSE056190- DV 88966.35 N/A 88966.35 76152.16 KRW No 87574.98 76152.16
KSE241560- DW 174911.26 N/A 174911.26 148803.07 KRW No 171123.53 148803.07
KSE012630- DX 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE017800- DY 294565.20 N/A 294565.20 255591.15 KRW No 293929.83 255591.15
KSE240810- E0 432480 N/A 432480 288320 KRW No 432480 288320
KSE091700- E3 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE041510- E4 317781 N/A 317781 263594.00 KRW No 317781 263594.00
KSE251270- E5 158123.46 N/A 158123.46 136798.79 KRW No 157318.61 136798.79
KSE003670- E8 644190 N/A 644190 545194.45 KRW No 652751.35 545194.45
KSE316140- EB 93327.03 N/A 93327.03 81153.94 KRW No 94442.80 81153.94
KSE009420- EE 200568 N/A 200568 133712 KRW No 200568 133712
KSE035900- EF 196432.56 N/A 196432.56 170810.92 KRW No 196676.23 170810.92
KSE028670- EH 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE011790- EJ 309460.37 N/A 309460.37 269095.98 KRW No 314844.24 269095.98
KSE093370- EL 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE375500- ER 129564.96 N/A 129564.96 112665.19 KRW No 129725.68 112665.19
KSE028050- ET 92487.79 N/A 92487.79 79653.41 KRW No 91601.42 79653.41
KSE272210- EV 526845 N/A 526845 351230 KRW No 526845 351230
KSE293490- EX 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE247540- EY 606492 N/A 606492 495676.80 KRW No 606492 495676.80
KSE253450- EZ 131478.72 N/A 131478.72 113165.36 KRW No 130140.17 113165.36
KSE200130- F1 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE036540- F2 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE000250- F4 1605000 N/A 1605000 1250445.94 KRW No 1605000 1250445.94
KSE373220- F5 1107269.86 N/A 1107269.86 962843.36 KRW No 1113643.41 962843.36
KSE323410- F6 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE377300- F7 210276 N/A 210276 162307.88 KRW No 210276 162307.88
KSE259960- F8 698645.04 N/A 698645.04 595212.27 KRW No 684494.11 595212.27
KSE302440- F9 140637.66 N/A 140637.66 122293.61 KRW No 140812.11 122293.61
KSE011200- FA 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE361610- FB 84622.75 N/A 84622.75 73585 KRW No 84622.75 73585
KSE352820- FC 1041158.83 N/A 1041158.83 889067.11 KRW No 1022427.18 889067.11
KSE329180- FD 1550177.90 N/A 1550177.90 1347980.78 KRW No 1562100.82 1347980.78
KSE402340- FE 1966050 N/A 1966050 1310700 KRW No 1966050 1310700
KSE326030- FF 320661.70 N/A 320661.70 271346.78 KRW No 312048.79 271346.78
KSE383220- FG 230689.43 N/A 230689.43 182565.12 KRW No 209949.88 182565.12
KSE267250- FH 685932.14 N/A 685932.14 596462.73 KRW No 701783.00 596462.73
KSE271560- FJ 363184.81 N/A 363184.81 310110.61 KRW No 356627.20 310110.61
KSE138040- FK 359163.35 N/A 359163.35 306609.36 KRW No 352600.76 306609.36
KSE263750- FL 153292.17 N/A 153292.17 133297.54 KRW No 155482.33 133297.54
KSE066970- FM 423336 N/A 423336 284601.50 KRW No 423336 284601.50
KSE112040- FN 98559 N/A 98559 73585 KRW No 98559 73585
KSE196170- FP 1245450 N/A 1245450 902821.95 KRW No 1245450 902821.95
KSE058470- FQ 275894.23 N/A 275894.23 239335.35 KRW No 275235.65 239335.35
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 6005.06 N/A 6005.06 5221.79 USD No 6005.06 5221.79
LMEOTCCA- CA 33935.03 N/A 33935.03 29507.49 USD No 32663.58 28402.15
LMEOTCPB- PB 4132.49 N/A 4132.49 3593.45 USD No 4132.49 3593.45
LMEOTCSNLME- SN 94818.36 N/A 94818.36 82390.81 USD No 70710.11 61442.35
LMEOTCZSLME- ZS 8016.94 N/A 8016.94 6971.25 USD No 8016.94 6971.25
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 758.495 N/A 758.495 659.561 EUR Yes 1301.57 1131.80
MATIFECO- ECO 1763.69 N/A 1763.69 1533.64 EUR Yes 2639.73 2295.42
MATIFEMA- EMA 822.764 N/A 822.764 715.426 EUR No 986.536 857.832
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 275.365 N/A 275.365 230.327 EUR No 264.876 230.327
MEFFRVIBEX35- IBX 11270 9800 16100 14000 EUR No 16100 14000
MEFFRVIBEX- MIX 1127 980 1610 1400 EUR Yes 1610 1400
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 9336.04 N/A 9336.04 8118.30 MXN No 13650.20 11869.74
MEXDEREURO- EU 27270.33 N/A 27270.33 23713.33 MXN No 27270.33 23713.33
MEXDERIPC- IPC 68811.66 N/A 68811.66 59831.79 MXN Yes 2 64027.54 55671.99
MEXDERIPC- MIP 13763.29 N/A 13763.29 11966.36 MXN No 12806.40 11134.40
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 3229.17 N/A 3229.17 2807.97 EUR No 3229.17 2807.97
MONEPEPRA- EPR 3529.04 N/A 3529.04 3068.73 EUR No 3529.04 3068.73
MONEPCAC40- FCE 4745.62 4126.62 6779.45 5895.175 EUR Yes 5167.55 4493.525
MONEPFEF- FEF 16835.13 N/A 16835.13 14639.25 EUR No 16835.13 14639.25
MONEPFEO- FEO 12528.78 N/A 12528.78 10894.59 EUR No 12528.78 10894.59
MONEPCAC40- MFC 474.562 412.662 677.945 589.5175 EUR No 516.755 449.3525
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 9937.82 N/A 9937.82 8641.58 INR Yes 9889.00 8599.13
NSEEURINR- EURINR 12311.86 N/A 12311.86 10705.80 INR No 12312.36 10705.80
NSENSEFIN- FINNIFTY 3954.86 N/A 3954.86 3438.80 INR Yes 3932.04 3419.17
NSEGBPINR- GBPINR 14171.67 N/A 14171.67 12323.00 INR No 14171.67 12323.00
NSEJPYINR- JPYINR 7443.28 N/A 7443.28 6472.42 INR No 7443.28 6472.42
NSEMIDCAPSEL- MIDCPNIFTY 2028.23 N/A 2028.23 1763.68 INR Yes 2017.16 1754.05
NSENIFTY50- NIFTY 3653.97 N/A 3653.97 3177.36 INR Yes 3633.12 3159.23
NSEUSDINR- USDINR 10433.95 N/A 10433.95 9073.00 INR Yes 10433.95 9073.00
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 2848.99 N/A 2848.99 2477.39 USD No 2848.99 2477.39
NYBOTAC- AC 65814.50 N/A 65814.50 57230 USD No 65814.50 57230
NYBOTCC- CC 8827.85 N/A 8827.85 7676.39 USD Yes 8827.85 7676.39
NYBOTCT- CT 1673.91 N/A 1673.91 1455.57 USD Yes 1673.91 1455.57
NYBOTDX- DX 2562.37 N/A 2562.37 2228.14 USD Yes 2562.36 2228.14
NYBOTNYFANG- FNG 17739.20 N/A 17739.20 15424.47 USD No 17739.20 15424.47
NYBOTKC- KC 16655.91 N/A 16655.91 14483.40 USD Yes 16655.91 14483.40
NYBOTOJ- OJ 9658.24 N/A 9658.24 8398.47 USD Yes 6315.76 5491.96
NYBOTRS- RS 1159.28 N/A 1159.28 1008.07 CAD No 1159.28 1008.07
NYBOTSB- SB 1593.80 N/A 1593.80 1385.91 USD Yes 1593.80 1385.91
NYBOTSF- SF 1910.47 N/A 1910.47 1661.27 USD No 1910.47 1661.27
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 17090.00 N/A 17090.00 13000 USD Yes 16250 13000
NYMEXCL- CL 16970.00 N/A 16970.00 13000 USD Yes 16250 13000
NYMEXHH- HH 21208.48 N/A 21208.48 17989.98 USD No 20688.48 17989.98
NYMEXHHW- HHW 20688.48 N/A 20688.48 17989.98 USD No 20688.48 17989.98
NYMEXHO- HO 26699.40 N/A 26699.40 20160 USD Yes 25200 20160
NYMEXHP- HP 21210.13 N/A 21210.13 17989.98 USD No 20690.13 17989.98
NYMEXMCL- MCL 1696.00 N/A 1696.00 1300 USD Yes 1625 1300
NYMEXMHO- MHO 2520 N/A 2520 2016 USD No 2520 2016
NYMEXMHNG- MNG 2120.85 N/A 2120.85 1799.00 USD No 2068.85 1799.00
NYMEXMRB- MRB 2205 N/A 2205 1764 USD No 2205 1764
NYMEXNG- NG 21208.48 N/A 21208.48 17989.98 USD Yes 20688.48 17989.98
NYMEXPA- PA 38107.89 N/A 38107.89 30980.77 USD No 35627.89 30980.77
NYMEXPL- PL 19034.15 N/A 19034.15 15925.36 USD No 18314.16 15925.36
NYMEXQG- QG 5302.16 N/A 5302.16 4497.50 USD No 5172.16 4497.50
NYMEXQM- QM 8495.01 N/A 8495.01 6500 USD No 8125.01 6500
NYMEXRB- RB 23310 N/A 23310 17640 USD Yes 22050 17640
NYMEXTT- TT 4718.96 N/A 4718.96 4103.45 USD No 4718.96 4103.45
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 7501.02 N/A 7501.02 6522.15 USD No 7501.03 6522.15
NYSELIFFEM1EU- EU9 7389.76 N/A 7389.76 6424.78 USD No 7389.76 6424.78
NYSELIFFEM1JP- JPP 13042.57 N/A 13042.57 11341.36 USD No 13042.57 11341.36
NYSELIFFEMXEA- MFS 6937.15 6032.30 9910.21 8617.57 USD No 9910.21 8617.57
NYSELIFFEMXEF- MME 3891.28 3383.72 5558.97 4833.89 USD No 5558.97 4833.89
NYSELIFFEMXUS- MUN 76717.83 N/A 76717.83 66711.15 USD No 76717.82 66711.15
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 29079.78 N/A 29079.78 25285 SEK No 29079.78 25285
OMSOMXS30- OMXS30 21140.99 18383.47 30201.42 26262.10 SEK Yes 30201.42 26262.10
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 3382970.02 2941713.06 4832814.32 4202447.23 JPY Yes 4832814.32 4202447.23
OSE.JPNN225M- 225M 338297.00 294171.31 483281.43 420244.72 JPY Yes 483281.43 420244.72
OSE.JPNN225MC- 225MC 33829.70 29417.13 48328.14 42024.47 JPY No 48328.14 42024.47
OSE.JPNJPNK400- 400 221376.42 N/A 221376.42 192499.20 JPY No 221376.42 192499.20
OSE.JPNTPXC30- C30 183195.58 N/A 183195.58 159300.50 JPY No 183195.58 159300.50
OSE.JPNDJIA- DJIA 731137.69 N/A 731137.69 635720.05 JPY No 731137.69 635720.05
OSE.JPNJGB- JBL 1822617.91 N/A 1822617.91 1584885.14 JPY Yes 1822617.91 1584885.14
OSE.JPNMJ- JBLM 182261.79 N/A 182261.79 158488.51 JPY No 182261.79 158488.51
OSE.JPNTSEMOTHR- MOTH 57562.79 N/A 57562.79 50054.40 JPY No 57562.79 50054.40
OSE.JPNNKVI- NVI 181826.50 N/A 181826.50 158110 JPY No 175922.93 152976.46
OSE.JPNTSEREIT- REIT 172688.17 N/A 172688.17 150145.93 JPY No 172688.17 150145.93
OSE.JPNTOPX- TPX 2031111.14 1766183.60 2901587.34 2523119.43 JPY No 2901587.34 2523119.43
OSE.JPNMNTPX- TPXM 203111.11 176618.36 290158.73 252311.94 JPY No 290158.73 252311.94
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 16210.54 N/A 16210.54 12968.43 USD No 16210.54 12968.43
QBALGOIEUWTI- WTI 14884.51 N/A 14884.51 11907.61 USD No 14884.51 11907.61
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 8827.85 N/A 8827.85 7676.39 USD No 8827.85 7676.39
QBALGOIUSCT- CT 1673.91 N/A 1673.91 1455.57 USD No 1673.91 1455.57
QBALGOIUSDX- DX 2562.37 N/A 2562.37 2228.14 USD No 2562.36 2228.14
QBALGOIUSKC- KC 16655.91 N/A 16655.91 14483.40 USD No 16655.91 14483.40
QBALGOIUSOJ- OJ 9658.24 N/A 9658.24 8398.47 USD No 6315.76 5491.96
QBALGOIUSSB- SB 1593.80 N/A 1593.80 1385.91 USD No 1593.80 1385.91
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 398109.07 N/A 398109.07 346181.78 JPY No 398109.05 346181.78
SGXAU- AU 1895.83 N/A 1895.83 1648.55 USD No 1895.83 1648.55
SGXXINA50- CN 1430.36 1243.79 2043.37 1776.84 USD No 2043.37 1776.84
SGXCY- CY 4152.94 N/A 4152.94 3611.25 USD No 4152.94 3611.25
SGXXIN0I- FCH 3971.76 N/A 3971.76 3453.64 USD No 3971.76 3453.64
SGXSCI- FEF 1196 N/A 1196 1040 USD No 1196 1040
SGXWIIDN- FID 2103.39 N/A 2103.39 1828.81 USD No 2103.39 1828.81
SGXFIVNM30- FVN 1392.99 N/A 1392.99 1211.25 USD No 1392.99 1211.25
SGXINR- INR 10427.63 N/A 10427.63 9067.50 USD No 10427.63 9067.50
SGXINX- INX 10431.94 N/A 10431.94 9071.25 USD No 10431.94 9071.25
SGXIU- IU 2535.06 N/A 2535.06 2204.40 USD No 2535.06 2204.40
SGXSGB- JB 314198.13 N/A 314198.13 273208.38 JPY No 314198.33 273208.38
SGXKJ- KJ 339148.02 N/A 339148.02 294911.33 JPY No 339148.02 294911.33
SGXKRW- KRW 9799.44 N/A 9799.44 8521.25 USD No 9805.69 8521.25
SGXKU- KU 1959.89 N/A 1959.89 1704.24 USD No 1962.76 1706.75
SGXMTWN- MTWN 547.40 476 782 680 USD No 782 680
SGXMUC- MUC 5970.57 N/A 5970.57 5191.80 CNH No 5970.57 5191.80
SGXNKYDIV- ND 1851500 N/A 1851500 1610000 JPY No 1851500 1610000
SGXNIFTY- NIFTY 2093.02 1820.02 2990.02 2600.02 USD No 2990.02 2600.02
SGXSGXNK- NK 1537550.97 1337000.84 2196501.38 1910001.20 JPY Yes 2196501.38 1910001.20
SGXSGXNKM- NS 307510.19 267400.17 439300.28 382000.24 JPY No 439300.28 382000.24
SGXN225U- NU 72802.41 N/A 72802.41 63306.45 USD No 72802.41 63306.45
SGXSSG- SGP 1837.41 1597.75 2624.875 2282.50 SGD Yes 2 2624.875 2282.50
SGXSND- SND 7365.71 N/A 7365.71 6404.96 SGD No 7365.71 6404.96
SGXSTI- ST 6734.91 N/A 6734.91 5856.44 SGD No 6734.91 5856.44
SGXTD- TD 2540.73 N/A 2540.73 2208.55 USD No 2540.73 2208.55
SGXTSR20- TF 804.382 N/A 804.382 699.462 USD No 804.382 699.462
SGXTONA- TONA 40250.25 N/A 40250.25 35000 JPY No 40250 35000
SGXSGXTU- TU 2099.36 N/A 2099.36 1825.49 USD No 2099.36 1825.49
SGXTWD- TWD 7622.95 N/A 7622.95 6628.65 USD No 7622.95 6628.65
SGXTWN- TWN 5474 4760 7820 6800 USD No 7820 6800
SGXUC- UC 23882.28 N/A 23882.28 20767.20 CNH Yes 23882.28 20767.20
SGXUJ- UJ 9761977.71 N/A 9761977.71 8488676.27 JPY No 9761978.21 8488676.27
SGXUS- US 1841.35 N/A 1841.35 1601.17 SGD No 1841.35 1601.17
SGXUY- UY 1952395.54 N/A 1952395.54 1697735.25 JPY No 1952395.64 1697735.25
SGXC52- YCDD 1277.17 N/A 1277.17 1110.58 SGD No 1296.06 1110.59
SGXD05- YDBS 5629.04 N/A 5629.04 4894.82 SGD No 5725.92 4894.82
SGXG13- YGEN 642.896 N/A 642.896 559.04 SGD No 654.857 559.045
SGXBN4- YKEP 6026.86 N/A 6026.86 5240.75 SGD No 6075.21 5240.75
SGXO39- YOCB 7328.20 N/A 7328.20 6372.35 SGD No 7410.50 6372.35
SGXZ74- YSTT 4073.14 N/A 4073.14 3541.86 SGD No 4125.53 3541.86
SGXY92- YTBE 802.539 N/A 802.539 697.86 SGD No 814.989 697.87
SGXU11- YUOB 6644.74 N/A 6644.74 5778.03 SGD No 6744.96 5778.03
SGXF34- YWIL 2968.56 N/A 2968.56 2581.36 SGD No 3007.59 2581.36
SGXBS6- YYZJ 27937.84 N/A 27937.84 6323.32 SGD No 7368.42 6323.32
SGXZEEL- ZZEE 380.784 N/A 380.784 330.555 USD No 380.138 330.555
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 12199.04 10607.86 17427.20 15154.08 AUD Yes 17427.20 15154.08
SNFEIB- IB 626.795 N/A 626.795 545.039 AUD No 626.795 545.039
SNFEIR- IR 1271.98 N/A 1271.98 1106.07 AUD No 1271.99 1106.07
SNFEXT- XT 3018.75 N/A 3018.75 2625 AUD No 3018.76 2625
SNFEYT- YT 1236.26 N/A 1236.26 1075.00 AUD No 1236.26 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 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


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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.