Portfolio Margining is eligible for US securities positions including stocks, ETFs, stock and index options and single stock futures. It does not apply to US futures or futures options positions or non-US stocks, which may already be margined using an exchange approved risk based margining methodology.
The order handling rules associated with CME Globex futures transactions contain restrictions regarding the relationship between the order limit price and stop price which may not exist in other market venues. In the case of a Sell Stop Limit Order, the limit price must be less than or equal to the stop price (<=). In the case of a Buy Stop Limit Order, the limit price must be greater than or equal to the stop price (>=). Sell (Buy) Stop Limit Orders entered outside this convention will generate the following error message: “LMT price should be less than or equal to (equal to or better than) STP price