No, you can't.
http://articles.chicagotribune.com/...grine-ceo-russell-wasendorf-futures-customers
They are currently trying to pass this. To my knowledge, and this article is 2 months old, they have not.
The only thing you can do at the current moment is "if" you have at least 100k with an FCM, you can buy a cash treasury note or bond or bill. That bond is in "your" name. Most FCM's will allow you to borrow up to 90% against it. Since you "own" that treasury, if your FCM goes under, the treasury still belongs to you and is guaranteed by the US Government. Please keep in mind that treasuries move up and down in value. Most people buy very short term bills such as a 12 month T-bill for this reason. But these are cash bills, not futures, so they have to be paid in full. So if you have a 30k account this is a no go.
The only other option which is not the same thing as insurance but still protects you is what IB does. They sweep your excess cash reserves every night from your futures account over to your security account which is insured. But you have to be willing to trade futures at IB which most people don't. But this is not the same thing as insurance. You could just as easily keep all your money at IB and open a small 5k futures account with an FCM with only the money you intend to trade and basically accomplish the same thing as the money sweep at IB.
