Exchanges set initial-margin for positions held overnight. Brokers may, at their own risk, require far less during the day because they can force a flat position before the close. The discount is a broker decision, not an exchange one, and it can be withdrawn without notice.
The gap creates the most common retail futures accident. A trader sized to intraday margin who decides to hold overnight is suddenly short of the full requirement and gets liquidated at the session change, often at the worst price of the day.
Intraday margin is also usually suspended around major economic releases and before holidays, exactly when a trader is most likely to be caught out.
Example: exchange overnight margin on one ES contract might be around $13,000 while a broker allows $500 intraday. A $10,000 account can hold twenty ES during the day but not one overnight, a difference of $1.1 million in notional-value versus $56,000.
Related: day-trading-margin, initial-margin, overnight-margin, auto-liquidation, notional-leverage