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Rates for Futures Contracts

Rates apply to portfolios included in the Risk Management Module (RM Module)

Securities on the Derivatives Market

Full Code Short Code Initial Margin Rates for Long/Short Positions KNUR
Category of Investors with a Low Risk Tolerance
Minimum Margin Rates for Long/Short Positions KNUR
Category of Investors with a Low Risk Tolerance
Initial Margin Rates for Long/Short Positions KSUR
Category of Investors with a Standard Risk Tolerance
Minimum Margin Rates for Long/Short Positions KSUR
Category of Investors with a Standard Risk Tolerance
Initial Margin Rates for Long/Short Positions KPUR
Category of Investors with a High Risk Tolerance
Minimum Margin Rates for Long/Short Positions KPUR
Category of Investors with a High Risk Tolerance
401 SPBE-12.26_FT SEZ6 100% 50% 100% 60% 48% 24%
402 SPBE-3.27_FT SEH7 100% 50% 100% 58% 47% 23%
403 SPYF-12.26_FT SFZ6 100% 50% 27% 13% 13% 6%
404 SPYF-3.27_FT SFH7 100% 50% 29% 14% 14% 7%
405 SPYF-6.27_FT SFM7 100% 50% 30% 15% 14% 7%
406 SPYF-9.27_FT SFU7 100% 50% 31% 16% 15% 7%
407 STOX-12.26_FT SXZ6 100% 50% 32% 16% 15% 7%
408 STOX-3.27_FT SXH7 100% 50% 33% 16% 15% 8%
409 SUGAR-10.26_FT SuV6 100% 50% 36% 18% 17% 8%
410 SUGAR-11.26_FT SuX6 100% 50% 39% 20% 18% 9%

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