Risk management tool

Index Futures Margin Calculator

Calculate the initial and maintenance margin required to hold a CME index futures position, based on current exchange-set SPAN requirements.

contracts
Used to calculate the full notional contract value.
Hedgers may qualify for reduced margin rates set by their broker.
Please fill in all fields with valid positive values.
Results
Total Initial Margin —
Total Maintenance Margin —
Initial Margin (per contract) —
Maintenance Margin (per contract) —
Full Contract Notional —
Effective Leverage —