cme-futures-contract-specifications / data /margin_requirements.csv
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symbol,name,initial_margin_usd,maintenance_margin_usd,day_trade_margin_usd,exchange,last_updated,notes
ES,E-mini S&P 500,12650,11500,500,CME,2026-03-15,CME performance bond; day trade margin varies by broker
NQ,E-mini Nasdaq 100,18150,16500,1000,CME,2026-03-15,Higher margin reflects greater index volatility
YM,E-mini Dow ($5),10200,9300,500,CBOT,2026-03-15,CBOT performance bond
RTY,E-mini Russell 2000,7150,6500,500,CME,2026-03-15,Small-cap index; relatively higher vol-adjusted margin
MES,Micro E-mini S&P 500,1265,1150,50,CME,2026-03-15,1/10th of ES margin
MNQ,Micro E-mini Nasdaq 100,1815,1650,100,CME,2026-03-15,1/10th of NQ margin
MYM,Micro E-mini Dow,1020,930,50,CBOT,2026-03-15,1/10th of YM margin
M2K,Micro E-mini Russell 2000,715,650,50,CME,2026-03-15,1/10th of RTY margin
NKD,Nikkei 225 (Dollar),9625,8750,4800,CME,2026-03-15,Dollar-denominated Nikkei futures
EMD,E-mini S&P MidCap 400,12100,11000,6050,CME,2026-03-15,Lower liquidity than ES; wider spreads
CL,Crude Oil WTI,7200,6500,1000,NYMEX,2026-03-15,Margin increases during high-vol periods
NG,Natural Gas,3800,3450,1000,NYMEX,2026-03-15,Historically volatile; margin frequently adjusted
MCL,Micro WTI Crude Oil,720,650,100,NYMEX,2026-03-15,1/10th of CL margin
RB,RBOB Gasoline,7500,6800,3750,NYMEX,2026-03-15,Crack spread component; physical delivery
HO,Heating Oil,7200,6550,3600,NYMEX,2026-03-15,Crack spread component; physical delivery
QM,E-mini Crude Oil,3600,3250,500,NYMEX,2026-03-15,Half-size crude oil contract; cash settled
BZ,Brent Crude Oil,7000,6350,3500,NYMEX,2026-03-15,ICE Brent benchmark; cash settled at CME
GC,Gold,11550,10500,1000,COMEX,2026-03-15,Safe haven; margin stable relative to notional
SI,Silver,10200,9250,2000,COMEX,2026-03-15,High volatility metal; large tick value
HG,Copper,5500,5000,2750,COMEX,2026-03-15,Industrial metal; sensitive to macro data
PL,Platinum,3200,2900,1600,NYMEX,2026-03-15,Lower liquidity than gold/silver
PA,Palladium,20000,18200,10000,NYMEX,2026-03-15,Thin liquidity; extreme margin requirements
MGC,Micro Gold,1155,1050,100,COMEX,2026-03-15,1/10th of GC margin
SIL,Micro Silver,2040,1850,400,COMEX,2026-03-15,1/5th of SI margin (1000 oz vs 5000 oz)
ZC,Corn,1650,1500,500,CBOT,2026-03-15,Seasonal margin adjustments around USDA reports
ZS,Soybeans,2750,2500,750,CBOT,2026-03-15,Higher margin during crop uncertainty
ZW,Chicago SRW Wheat,1925,1750,500,CBOT,2026-03-15,Soft red winter wheat benchmark
ZM,Soybean Meal,2200,2000,750,CBOT,2026-03-15,Crush spread component
ZL,Soybean Oil,1800,1650,500,CBOT,2026-03-15,Crush spread component
ZO,Oats,1100,1000,550,CBOT,2026-03-15,Low liquidity; wide bid-ask spreads
ZR,Rough Rice,1200,1100,600,CBOT,2026-03-15,Thin volume; physical delivery
KE,KC Hard Red Winter Wheat,2000,1825,500,CBOT,2026-03-15,Hard red winter wheat; KC vs Chicago spread
CT,Cotton No. 2,3100,2800,1550,ICE,2026-03-15,ICE contract; subject to limit moves
KC,Coffee C,5500,5000,2750,ICE,2026-03-15,High volatility soft commodity
SB,Sugar No. 11,1300,1175,650,ICE,2026-03-15,World sugar benchmark
CC,Cocoa,8500,7725,4250,ICE,2026-03-15,Extreme volatility since 2024 supply crisis
6E,Euro FX,2600,2350,500,CME,2026-03-15,Most liquid FX future
6B,British Pound,2750,2500,500,CME,2026-03-15,Cable futures
6J,Japanese Yen,3100,2800,500,CME,2026-03-15,Large notional value in JPY
6A,Australian Dollar,1800,1650,500,CME,2026-03-15,Commodity-linked currency
6C,Canadian Dollar,1400,1275,500,CME,2026-03-15,Oil-correlated currency
6S,Swiss Franc,3200,2900,500,CME,2026-03-15,Safe haven currency; low vol but high notional
6N,New Zealand Dollar,1500,1375,500,CME,2026-03-15,Lower liquidity than majors
6M,Mexican Peso,2200,2000,500,CME,2026-03-15,EM currency; higher overnight risk
ZB,30-Year U.S. Treasury Bond,5500,5000,1500,CBOT,2026-03-15,Long duration; high sensitivity to rate changes
ZN,10-Year U.S. Treasury Note,2750,2500,500,CBOT,2026-03-15,Most liquid treasury future
ZF,5-Year U.S. Treasury Note,1600,1450,500,CBOT,2026-03-15,Intermediate duration benchmark
ZT,2-Year U.S. Treasury Note,1200,1100,500,CBOT,2026-03-15,Short duration; lower vol per contract
SR3,3-Month SOFR,825,750,500,CME,2026-03-15,Replaced Eurodollar; rate expectations
UB,Ultra U.S. Treasury Bond,7500,6800,3750,CBOT,2026-03-15,Longest duration Treasury future; highest vol
TN,Ultra 10-Year U.S. Treasury Note,3400,3100,1700,CBOT,2026-03-15,Between ZN and ZB in duration exposure
LE,Live Cattle,2200,2000,1100,CME,2026-03-15,Cash settled; USDA report sensitivity
HE,Lean Hogs,1800,1650,900,CME,2026-03-15,Cash settled; seasonal patterns
GF,Feeder Cattle,3200,2900,1600,CME,2026-03-15,Cash settled; corn price correlation
VX,CBOE Volatility Index (VIX),8800,8000,4400,CFE,2026-03-15,Contango/backwardation dynamics; no equity offset
BTC,Bitcoin (CME),55000,50000,27500,CME,2026-03-15,5 BTC notional; extreme margin requirements
MBT,Micro Bitcoin (CME),1100,1000,550,CME,2026-03-15,1/50th of BTC contract
ETH,Ether (CME),9000,8200,4500,CME,2026-03-15,50 ETH notional; high crypto volatility
MET,Micro Ether (CME),180,165,90,CME,2026-03-15,0.1 ETH notional; accessible crypto exposure