Risk Management

ICE Risk Model

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Margin Rates

Cross Margining

Eligible Participants

  • Members of ICE Futures U.S. and/or The Options Clearing Corporation (OCC) are automatically eligible for a cross-margin arrangement.
  • Only market professionals are permitted to participate in the cross-margin program. Market professionals are defined as market makers, specialists or registered traders as defined by the OCC. Market Professionals who are non-members of ICE Futures U.S. are required to execute a participant agreement in order to benefit from cross margining.
  • Any member of any contract market can participate by registering as a Cross-Margin member of ICE Futures U.S.

Non-Member Registration

Members of any other contract market must register as an ICE Futures U.S. member for cross-margin purposes.

Required Documents

Member firms wishing to open cross-margining accounts at OCC and ICE Clear must execute one of the following documents based on the type of positions held in the account:

In the case of a Non-Proprietary Cross-Margin Account, member firms must obtain the following from each Market Professional:

Market Professionals who are not members of ICE Futures US must complete the following:

Members of other futures contract markets must submit a Cross Margin Participant Application to ICE Futures U.S.

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Affiliated Member Docs

Joint Member Docs