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Risk mechanics

Leverage and margin explained

Learn how collateral, leverage, initial margin, maintenance margin, and position size interact in perpetual futures.

01

Exposure from a smaller deposit

Leverage describes the relationship between position size and collateral. With $500 collateral at 4× leverage, you control $2,000 of market exposure.

A 1% move in the market changes a $2,000 position by about $20 before costs. Relative to $500 collateral, that is a 4% change.

Leverage = position notional ÷ collateral
02

Initial and maintenance margin

Initial margin is what the venue requires to open a position. Maintenance margin is the minimum equity needed to keep it open.

If losses reduce position equity to the maintenance threshold, the venue can liquidate part or all of the position. Fees and funding may move that threshold closer over time.

03

Isolated and cross margin

Isolated margin assigns collateral to one position. The amount at risk is more clearly bounded, although liquidation can occur sooner if no additional margin is provided.

Cross margin shares eligible account collateral across positions. It can prevent one position from liquidating as quickly, but a losing position can consume funds that support other positions.

04

Choosing leverage

Maximum leverage is a venue limit, not a recommendation. A trader can use a small amount of leverage while keeping additional collateral available.

Start from the loss you are willing to tolerate and the distance to invalidation, then derive position size. Starting from the maximum position the interface allows reverses that logic.

05

Margin is a performance resource

In futures terminology, margin is a performance bond rather than a partial purchase payment. Initial margin governs whether exposure can be opened. Maintenance margin governs whether it can remain open. A provider may impose requirements above a base venue minimum, and larger positions can enter higher risk tiers.124

Account leverage is dynamic. If a position loses value, equity falls while notional may remain large, so effective leverage rises. Adding another correlated position can also consume shared margin even if the original position is unchanged.4

06

Stress leverage in account currency

Convert a plausible adverse move into currency loss, add estimated exit costs and funding, and compare the result with available equity. This is more informative than asking only for the maximum leverage because it connects market volatility to the amount that can actually be lost.3

Decision rehearsal

Check your understanding

Scenario 01

A 2% adverse move at 10× leverage changes collateral by roughly how much before costs?

Scenario 02

Is maximum leverage a recommended position size?

Source desk

Sources and review

Source 1 / U.S. Commodity Futures Trading Commission / accessed 28 July 2026Futures glossarySource 2 / U.S. Commodity Futures Trading Commission / accessed 28 July 2026Economic purpose of futures markets and how they workSource 3 / U.S. Commodity Futures Trading Commission / accessed 28 July 2026Futures market basics and risk guidanceSource 4 / U.S. Commodity Futures Trading Commission / accessed 28 July 2026Futures market risk guidance
Revision history

Mechanics, terminology, links, and examples checked.

Initial publication.

2026-10-26

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