期货与期货期权保证金要求

期货和期货期权保证金概况

美国期货和期货期权保证金要求

对于交易期货和期货期权的美国居民：

基于风险的保证金

下方列出了完整的保证金要求。

期货保证金

期货保证金要求根据基于风险的算法计算。所有保证金要求均以交易产品的币种表示，并且会经常变动。基于风险的保证金算法确定了一天时间范围内的一套标准的市场结果情境。每种产品的价格扫描范围由各自清算所定义。

请注意，对于包括期货、个股期货和期货期权在内的商品，保证金是客户必须提供作为抵押品来支持期货合约的现金金额。对于证券，保证金则是客户借用的现金金额。

个人退休账户（IRA）进行期货保证金交易所需的保证金要求远远高于非IRA保证金账户。IRA保证金账户的保证金率可能达到或超过非IRA保证金账户隔夜期货保证金要求的两倍。

期货的保证金要求由各交易所确定。

保证金要求

泛欧交易所布鲁塞尔分所

有关保证金要求的更多信息，请访问交易所网站。

交易所BELFOX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
BELFOX	BFX	BEL 20 Index	BXF	8423.10	N/A	8423.10	6738.48	EUR	Yes²	8423.10	6738.48

芝加哥期货交易所(CBOT)

有关保证金要求的更多信息，请访问交易所网站。

交易所CBOT	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
CBOT	10Y	10 Year Micro Treasury Yield	10Y	700	N/A	700	560	USD	No	700	560
CBOT	2YY	2 Year Micro Treasury Yield	2YY	1494.54	N/A	1494.54	1195.64	USD	No	1494.54	1195.64
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1123.54	N/A	1123.54	898.834	USD	No	1123.54	898.834
CBOT	5YY	5 Year Micro Treasury Yield	5YY	933.875	N/A	933.875	747.10	USD	No	933.875	747.10
CBOT	AIGCI	Bloomberg Commodity Index	AW	1162.66	N/A	1162.66	930.127	USD	No	1162.66	930.127
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	5459.68	N/A	5459.68	4367.75	USD	Yes	5459.68	4367.75
CBOT	MTN	Micro Ultra 10-Year U.S Treasury Note	MTN	550.95	N/A	550.95	440.76	USD	No	550.95	440.76
CBOT	MWN	Micro Ultra US Treasury Bond	MWN	1322.62	N/A	1322.62	1058.10	USD	No	1322.62	1058.10
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	800.633	696.2025	1143.76	994.575	USD	No	1143.76	994.575
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4340.64	N/A	4340.64	3472.51	USD	No	4340.64	3472.51
CBOT	TN	Ultra 10-Year US Treasury Note	TN	4424.64	N/A	4424.64	3539.71	USD	No	4424.64	3539.71
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	6375	N/A	6375	5100	USD	No	6375	5100
CBOT	UB	Ultra Treasury Bond	UB	8859.24	N/A	8859.24	7087.39	USD	Yes	8859.24	7087.39
CBOT	YC	Mini Sized Corn Futures	XC	467.906	N/A	467.906	374.325	USD	No	467.906	374.325
CBOT	YK	Mini Sized Soybean Futures	XK	1012.02	N/A	1012.02	809.615	USD	No	1012.02	809.615
CBOT	YW	Mini Sized Wheat Futures	XW	1190.10	N/A	1190.10	952.083	USD	No	1190.10	952.083
CBOT	YIA	1-Year Eris SOFR Swap Futures	YIA	93.75	N/A	93.75	75	USD	No	93.75	75
CBOT	YIC	3-Year Eris SOFR Swap Futures	YIC	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YID	4-Year Eris SOFR Swap Futures	YID	93.75	N/A	93.75	75	USD	No	93.75	75
CBOT	YIT	2-Year Eris SOFR Swap Futures	YIT	62.50	N/A	62.50	50	USD	No	62.50	50
CBOT	YIW	5-Year Eris SOFR Swap Futures	YIW	100.00	N/A	100.00	80.00	USD	No	100.00	80.00
CBOT	YM	E-mini Dow Jones Industrial Average	YM	8006.33	6962.025	11437.61	9945.75	USD	Yes	11437.61	9945.75
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2250.00	N/A	2250.00	1800.00	USD	No	2250.00	1800.00
CBOT	ZB	US Treasury Bond	ZB	6526.24	N/A	6526.24	5220.99	USD	Yes	6526.24	5220.99
CBOT	ZC	Corn Futures	ZC	2339.53	N/A	2339.53	1871.62	USD	Yes	2339.53	1871.62
CBOT	ZF	5 Year US Treasury Note	ZF	1750.05	N/A	1750.05	1400.04	USD	Yes	1750.05	1400.04
CBOT	ZL	Soybean Oil Futures	ZL	3469.07	N/A	3469.07	2775.26	USD	Yes	3469.07	2775.26
CBOT	ZM	Soybean Meal Futures	ZM	4397.03	N/A	4397.03	3517.62	USD	Yes	4397.03	3517.62
CBOT	ZN	10 Year US Treasury Note	ZN	2825.81	N/A	2825.81	2260.65	USD	Yes	2825.81	2260.65
CBOT	ZO	Oat Futures	ZO	6726.95	N/A	6726.95	5381.56	USD	Yes	6726.95	5381.56
CBOT	ZQ	30 Day Fed Funds	ZQ	415.32	N/A	415.32	332.256	USD	Yes²	415.32	332.256
CBOT	ZR	Rough Rice Futures	ZR	6400.89	N/A	6400.89	5120.71	USD	Yes	6400.89	5120.71
CBOT	ZS	Soybean Futures	ZS	5060.09	N/A	5060.09	4048.08	USD	Yes	5060.09	4048.08
CBOT	ZT	2 Year US Treasury Note	ZT	1437.50	N/A	1437.50	1150.00	USD	Yes	1437.50	1150.00
CBOT	ZW	Wheat Futures	ZW	5950.52	N/A	5950.52	4760.42	USD	Yes	5950.52	4760.42

蒙特利尔交易所(CDE)

有关保证金要求的更多信息，请访问交易所网站。

交易所CDE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
CDE	BAX	3 Month Canadian Bankers' Acceptance Futures	BAX	624.322	N/A	624.322	499.457	CAD	No	624.322	499.457
CDE	CGB	10 Year Government of Canada Bonds	CGB	4290.45	N/A	4290.45	3432.36	CAD	No	4290.45	3432.36
CDE	CGF	5 Year Government of Canada Bonds	CGF	2438.00	N/A	2438.00	1950.40	CAD	No	2438.00	1950.40
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	926.50	N/A	926.50	741.20	CAD	No	926.50	741.20
CDE	CRA	3 Month CORRA	CRA	398.213	N/A	398.213	318.57	CAD	No	398.213	318.57
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	11737.28	9389.82	16767.54	13414.03	CAD	No	16767.54	13414.03
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	12018.68	N/A	12018.68	9614.94	CAD	No	12018.68	9614.94

CEDX

交易所CEDX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
CEDX	BCH20P	-	CH20F	31662.14	N/A	31662.14	25329.71	CHF	Yes	31662.14	25329.71
CEDX	BDE40G	-	DE40F	45592.87	N/A	45592.87	36474.30	EUR	Yes	45592.87	36474.30
CEDX	BES35P	-	ES35F	32343.10	N/A	32343.10	25874.48	EUR	Yes	32343.10	25874.48
CEDX	BEZ50P	-	EZ50F	12948.10	N/A	12948.10	10358.48	EUR	Yes	12948.10	10358.48
CEDX	BFR40P	-	FR40F	20200.64	N/A	20200.64	16160.51	EUR	Yes	20200.64	16160.51
CEDX	BIT40P	-	IT40F	21194.16	N/A	21194.16	16955.32	EUR	Yes	21194.16	16955.32
CEDX	BNL25P	-	NL25F	23205.26	N/A	23205.26	18564.21	EUR	Yes	23205.26	18564.21
CEDX	BNO25G	-	NO25F	30466.13	N/A	30466.13	24372.90	NOK	Yes	30466.13	24372.90
CEDX	BSE30P	-	SE30F	64868.34	N/A	64868.34	51894.67	SEK	Yes	64868.34	51894.67
CEDX	BUK100P	-	UK100F	22234.30	N/A	22234.30	17787.44	GBP	Yes	22234.30	17787.44

芝加哥期权交易所期货交易分所(CFE)

有关保证金要求的更多信息，请访问交易所网站。

交易所CFE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
CFE	IBXXIBHY	iBoxx iShares $ High Yield Corporate Bond Index TR	IBHY	11368.73	N/A	11368.73	9094.98	USD	No	11368.73	9094.98
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	14581.85	N/A	14581.85	11665.48	USD	No	14581.85	11665.48
CFE	VIX	CBOE Volatility Index	VX	8540.56	N/A	8540.56	6832.45	USD	No	32412.52	25930.01
CFE	VIX	CBOE Volatility Index	VX22	8265.625	N/A	8265.625	6612.50	USD	No	34080.79	27264.64
CFE	VIX	CBOE Volatility Index	VX23	8267.92	N/A	8267.92	6614.34	USD	No	33160.81	26528.64
CFE	VIX	CBOE Volatility Index	VX24	8269.72	N/A	8269.72	6615.77	USD	No	33043.42	26434.74
CFE	VIX	CBOE Volatility Index	VX26	8198.62	N/A	8198.62	6558.90	USD	No	33916.17	27132.93
CFE	VIX	CBOE Volatility Index	VX27	7594.51	N/A	7594.51	6075.61	USD	No	34090.71	27272.57
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	854.056	N/A	854.056	683.245	USD	No	3086.26	2469.01

芝加哥商业交易所(CME)

有关保证金要求的更多信息，请访问交易所网站。

交易所CME	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
CME	AUD	Australian dollar	6A	2830.35	N/A	2830.35	2264.28	USD	Yes	2830.35	2264.28
CME	GBP	British pound	6B	2375.01	N/A	2375.01	1900.01	USD	Yes	2375.01	1900.01
CME	CAD	Canadian dollar	6C	1989.52	N/A	1989.52	1591.62	USD	Yes	1989.52	1591.62
CME	EUR	European Monetary Union Euro	6E	3204.96	N/A	3204.96	2563.97	USD	Yes	3204.96	2563.97
CME	JPY	Japanese yen	6J	3250	N/A	3250	2600	USD	Yes	3250	2600
CME	BRE	Brazilian real	6L	2000.11	N/A	2000.11	1454.625	USD	Yes²	2000.11	1454.625
CME	MXP	Mexican Peso	6M	2239.875	N/A	2239.875	1791.90	USD	Yes	2239.875	1791.90
CME	NZD	New Zealand dollar	6N	2301.58	N/A	2301.58	1841.26	USD	Yes²	2301.58	1841.26
CME	RUR^*	Russian Ruble in US Dollars	6R	34234.375	N/A	34234.375	27387.50	USD	Yes²	34234.375	27387.50
CME	CHF	Swiss franc	6S	5137.27	N/A	5137.27	4109.81	USD	Yes	5137.27	4109.81
CME	ZAR	South African Rand	6Z	2388.75	N/A	2388.75	1911	USD	No	2388.75	1911
CME	ACD	Australian dollar	ACD	14147.37	N/A	14147.37	11317.90	CAD	No	14147.37	11317.90
CME	AJY	Australian dollar	AJY	2154742.04	N/A	2154742.04	1723793.63	JPY	No	2154742.04	1723793.63
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	24752.03	N/A	24752.03	19801.63	USD	No	24752.03	19801.63
CME	BOS	Boston Housing Index	BOS	5250	N/A	5250	4200	USD	No	5250	4200
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	1986.45	N/A	1986.45	1589.16	USD	No	1986.45	1589.16
CME	BRR	CME CF Bitcoin Reference Rate	BTC	170485.00	N/A	170485.00	132599.44	USD	Yes	170485.00	132599.44
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	201281.25	N/A	201281.25	161025	EUR	No	402562.50	322050
CME	CB	CME Cash-Settled Butter Futures	CB	10238.42	N/A	10238.42	8190.73	USD	No	10238.42	8190.73
CME	CHI	Chicago Housing Index	CHI	4890.625	N/A	4890.625	2637.50	USD	No	4890.625	2637.50
CME	CLP	Chilean peso	CHP	9520.62	N/A	9520.62	7616.50	USD	No	9520.62	7616.50
CME	CJY	Canadian dollar	CJY	2724230.72	N/A	2724230.72	2179384.58	JPY	No	2724230.72	2179384.58
CME	CNH	United States dollar	CNH	27151.875	N/A	27151.875	21721.50	CNH	No	27151.875	21721.50
CME	CSC	Cheese	CSC	8356.22	N/A	8356.22	6684.98	USD	No	8356.22	6684.98
CME	CUS	Housing Index Composite	CUS	8531.25	N/A	8531.25	4425	USD	No	8531.25	4425
CME	CZK	Czech koruna	CZK	20213.38	N/A	20213.38	16170.70	USD	Yes²	20213.38	16170.70
CME	DA	MILK CLASS III INDEX	DC	6145.54	N/A	6145.54	4916.43	USD	Yes	6145.54	4916.43
CME	DEN	Denver Housing Index	DEN	4968.75	N/A	4968.75	3975	USD	No	4968.75	3975
CME	DY	CME DRY WHEY INDEX	DY	2221.38	N/A	2221.38	1777.10	USD	No	2221.38	1777.10
CME	E7	European Monetary Union Euro	E7	1602.48	N/A	1602.48	1281.98	USD	No	1602.48	1281.98
CME	EAD	European Monetary Union Euro	EAD	17674.93	N/A	17674.93	14139.95	AUD	No	17674.93	14139.95
CME	ECD	European Monetary Union Euro	ECD	9309.64	N/A	9309.64	7447.71	CAD	No	9309.64	7447.71
CME	ECK	Czech koruna	ECK	10101	N/A	10101	8080.80	EUR	No	10101	8080.80
CME	EHF	Hungarian forint	EHF	9185.61	N/A	9185.61	7348.49	EUR	Yes²	9185.61	7348.49
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	17398.63	13918.91	24855.19	19884.15	USD	Yes²	24855.19	19884.15
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	202833.75	162267	289762.50	231810	JPY	No	289762.50	231810
CME	EPZ	Polish zloty	EPZ	8877.75	N/A	8877.75	7102.20	EUR	Yes²	8877.75	7102.20
CME	ES	E-mini S&P 500	ES	9374.27	8522.07	13391.82	12174.38	USD	Yes	13391.82	12174.38
CME	SPXESUP	E-mini S&P 500 ESG	ESG	13541.05	N/A	13541.05	10832.84	USD	No	13541.05	10832.84
CME	ESTR	Euro Short-Term Rate	ESR	218.75	N/A	218.75	175.00	EUR	No	218.75	175.00
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	107937.50	N/A	107937.50	86350	EUR	No	215875	172700
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	125558.23	N/A	125558.23	100446.58	USD	Yes	251116.47	200893.16
CME	GSCI	S&P-GSCI Index	GD	20202.75	N/A	20202.75	16162.20	USD	No	20202.75	16162.20
CME	GDK	Class IV Milk - 200k lbs	GDK	1938.76	N/A	1938.76	1551.01	USD	No	1938.76	1551.01
CME	GF	Feeder Cattle	GF	8711.20	N/A	8711.20	6968.96	USD	Yes	8711.20	6968.96
CME	NF	NON FAT DRY MILK INDEX	GNF	2823.70	N/A	2823.70	2258.96	USD	No	2823.70	2258.96
CME	HE	Lean Hogs	HE	5361.46	N/A	5361.46	4289.17	USD	Yes	5361.46	4289.17
CME	HUF	Hungarian forint	HUF	12444.97	N/A	12444.97	9955.98	USD	Yes²	12444.97	9955.98
CME	IBAA	Bovespa Index - USD	IBV	29431.29	N/A	29431.29	23545.03	USD	No	29431.29	23545.03
CME	ILS	Israeli Shekel	ILS	31904.75	N/A	31904.75	25523.80	USD	Yes²	31904.75	25523.80
CME	J7	Japanese yen	J7	1625	N/A	1625	1300	USD	No	1625	1300
CME	KRW	Korean Won	KRW	19496.875	N/A	19496.875	15597.50	USD	Yes²	12615.625	10092.50
CME	LAV	Las Vegas Housing Index	LAV	4540.63	N/A	4540.63	3632.50	USD	No	4540.63	3632.50
CME	LAX	Los Angeles Housing Index	LAX	6906.25	N/A	6906.25	5525	USD	No	6906.25	5525
CME	LBR	Lumber Futures	LBR	1125	N/A	1125	900	USD	No	1125	900
CME	LE	Live Cattle	LE	3909.98	N/A	3909.98	3127.98	USD	Yes	3909.98	3127.98
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	568.752	455.002	812.503	650.003	USD	No	812.503	650.003
CME	M6A	Australian dollar	M6A	283.035	N/A	283.035	226.428	USD	No	283.035	226.428
CME	M6B	British pound	M6B	237.501	N/A	237.501	190.001	USD	No	237.501	190.001
CME	M6E	European Monetary Union Euro	M6E	320.496	N/A	320.496	256.397	USD	No	320.496	256.397
CME	MBT	Micro Bitcoin	MBT	3409.70	N/A	3409.70	2651.99	USD	Yes	3409.70	2651.99
CME	MCD	Canadian dollar	MCD	198.952	N/A	198.952	159.162	USD	No	198.952	159.162
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	937.427	852.207	1339.18	1217.44	USD	Yes	1339.18	1217.44
CME	MET	Micro Ether	MET	251.116	N/A	251.116	200.893	USD	Yes	502.233	401.786
CME	MIA	Miami Housing Index	MIA	10078.125	N/A	10078.125	5562.50	USD	No	10078.125	5562.50
CME	MIR	Indian Rupee	MIR	1499.87	N/A	1499.87	1199.70	USD	No	1499.87	1199.70
CME	MNH	United States dollar	MNH	2715.19	N/A	2715.19	2172.15	CNH	No	2715.19	2172.15
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1624.56	1476.87	2320.80	2109.82	USD	Yes	2320.80	2109.82
CME	MSF	Swiss franc	MSF	513.758	N/A	513.758	411.006	USD	No	513.752	410.994
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	1014168.75	811335	1448812.50	1159050	JPY	No	1448812.50	1159050
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	14901.28	N/A	14901.28	11921.02	USD	No	14901.28	11921.02
CME	NOK	Norwegian krone	NOK	23966.30	N/A	23966.30	19173.04	USD	No	23966.30	19173.04
CME	NQ	E-mini NASDAQ 100	NQ	16245.62	14768.75	23208.03	21098.21	USD	Yes	23208.03	21098.21
CME	NYM	New York Housing Index	NYM	4953.125	N/A	4953.125	3850	USD	No	4953.125	3850
CME	PJY	British pound	PJY	2850429.83	N/A	2850429.83	2280343.86	JPY	No	2850429.83	2280343.86
CME	PLN	Polish zloty	PLN	15393.77	N/A	15393.77	12315.02	USD	Yes²	15393.77	12315.02
CME	PSF	British pound	PSF	12766.51	N/A	12766.51	10213.21	CHF	No	12766.51	10213.21
CME	RF	European Monetary Union Euro	RF	4857.74	N/A	4857.74	3886.19	CHF	No	4857.74	3886.19
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8781.875	N/A	8781.875	7025.50	USD	Yes²	8781.875	7025.50
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	9957.18	N/A	9957.18	7965.75	EUR	Yes²	9957.18	7965.75
CME	RP	European Monetary Union Euro	RP	6656.25	N/A	6656.25	5325	GBP	No	6656.25	5325
CME	RS1	E-mini Russell 1000 Index Futures	RS1	11137.08	N/A	11137.08	8909.66	USD	No	11137.08	8909.66
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	39167.52	N/A	39167.52	31334.01	USD	No	39167.52	31334.01
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	10366.22	N/A	10366.22	8292.97	USD	No	10366.22	8292.97
CME	RTY	E-mini Russell 2000 Index	RTY	5687.52	4550.02	8125.03	6500.03	USD	Yes	8125.03	6500.03
CME	RY	European Monetary Union Euro	RY	1028608.28	N/A	1028608.28	822886.63	JPY	Yes²	1028608.28	822886.63
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4777.58	N/A	4777.58	3730.00	USD	No	4777.58	3730.00
CME	SDG	San Diego Housing Index	SDG	7277.34	N/A	7277.34	5650	USD	No	7277.34	5650
CME	SEK	Swedish krona	SEK	20145.39	N/A	20145.39	16116.31	USD	No	20145.39	16116.31
CME	SFR	San Francisco Housing Index	SFR	5871.09	N/A	5871.09	4525	USD	No	5871.09	4525
CME	SGX	S&P 500 / Citigroup Growth Index	SG	235106.04	N/A	235106.04	188084.83	USD	No	235106.04	188084.83
CME	SIR	Indian Rupee	SIR	7504.375	N/A	7504.375	6003.50	USD	No	7504.375	6003.50
CME	SJY	Swiss franc	SJY	4066411.72	N/A	4066411.72	3253129.38	JPY	No	4066411.72	3253129.38
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	32570.59	N/A	32570.59	26056.47	USD	No	32570.59	26056.47
CME	SONIA	Sterling Overnight Index Average	SON	1142.50	N/A	1142.50	914.001	GBP	No	1142.50	914.001
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	468.423	N/A	468.423	374.738	USD	No	468.423	374.738
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	625.00	N/A	625.00	500.00	USD	Yes	625.00	500.00
CME	SVX	S&P 500 / Citigroup Value Index	SU	84365.95	N/A	84365.95	67492.76	USD	No	84365.95	67492.76
CME	TBF3	13-Week US Treasury Bill	TBF3	612.592	N/A	612.592	490.074	USD	No	612.592	490.074
CME	WDC	Washington DC Housing Index	WDC	5093.75	N/A	5093.75	4075	USD	No	5093.75	4075
CME	IXB	Materials Select Sector Index	XAB	15327.95	N/A	15327.95	12262.36	USD	No	15327.95	12262.36
CME	IXE	Energy Select Sector Index	XAE	16104.10	N/A	16104.10	12883.28	USD	No	16104.10	12883.28
CME	IXM	Financial Select Sector Index	XAF	17203.39	N/A	17203.39	13762.72	USD	No	17203.39	13762.72
CME	IXI	Industrial Select Sector Index	XAI	19988.70	N/A	19988.70	15990.96	USD	No	19988.70	15990.96
CME	IXT	Technology Select Sector Index -	XAK	45051.05	N/A	45051.05	36040.84	USD	No	45051.05	36040.84
CME	IXR	Consumer Staples Select Sector Index	XAP	8226.25	N/A	8226.25	6581.00	USD	No	8226.25	6581.00
CME	IXRE	Real Estate Select Sector Index	XAR	8634.66	N/A	8634.66	6907.73	USD	No	8634.66	6907.73
CME	IXU	Utilities Select Sector Index	XAU	10686.59	N/A	10686.59	8549.27	USD	No	10686.59	8549.27
CME	IXV	Health Care Select Sector Index	XAV	14407.77	N/A	14407.77	11526.22	USD	No	14407.77	11526.22
CME	IXY	Consumer Discretionary Select Sector Index	XAY	34442.57	N/A	34442.57	27554.05	USD	No	34442.57	27554.05

COMEX

交易所COMEX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
COMEX	ALI	Aluminum Index	ALI	8562.05	N/A	8562.05	6849.64	USD	No	8562.05	6849.64
COMEX	GC	Gold	GC	16604.25	N/A	16604.25	13283.40	USD	Yes	16604.25	13283.40
COMEX	HG	Copper Index	HG	12043.61	N/A	12043.61	9634.89	USD	Yes	12043.61	9634.89
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	3170.75	N/A	3170.75	2536.60	USD	No	3170.75	2536.60
COMEX	MGC	E-Micro Gold	MGC	1660.43	N/A	1660.43	1328.34	USD	Yes	1660.43	1328.34
COMEX	MHG	Micro Copper	MHG	1204.36	N/A	1204.36	963.489	USD	No	1204.36	963.489
COMEX	QC	COMEX MINY Copper	QC	6021.81	N/A	6021.81	4817.44	USD	No	6021.81	4817.44
COMEX	QI	COMEX MINY Silver	QI	12303.125	N/A	12303.125	9842.50	USD	No	12303.125	9842.50
COMEX	QO	COMEX MINY Gold	QO	8302.13	N/A	8302.13	6641.70	USD	No	8302.13	6641.70
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	56873.87	N/A	56873.87	45499.10	CNH	No	56873.87	45499.10
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	7641.08	N/A	7641.08	6112.86	USD	No	7641.08	6112.86
COMEX	SI	Silver Index	SI	24606.25	N/A	24606.25	19685	USD	Yes	24606.25	19685
COMEX	SI	Silver Index	SIL	4921.25	N/A	4921.25	3937	USD	No	4921.25	3937
COMEX	UX	Uranium Index	UX	4376.37	N/A	4376.37	3501.10	USD	No	4376.37	3501.10

ENDEX

交易所ENDEX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
ENDEX	ECF	ICE ECX EUA Futures	ECF	76210.00	N/A	76210.00	60968.00	EUR	No	76210.00	60968.00
ENDEX	TFM	Dutch TTF Natural Gas Futures	TFM	11861.55	N/A	11861.55	9489.24	EUR	Yes	11861.55	9489.24

EUREX

交易所EUREX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
EUREX	CONF	Swiss Federal Long-Term Bonds	CONF	13043.74	N/A	13043.74	10434.99	CHF	No	13043.74	10434.99
EUREX	KS200.EU	KOSPI 200 - Eurex/KRX Linked Product	FBK2	8156093.88	6524875.105	11651562.69	9321250.15	KRW	Yes	11651562.69	9321250.15
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	9353.90	N/A	9353.90	7483.12	EUR	No	9353.90	7483.12
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	4479.69	N/A	4479.69	3583.75	EUR	Yes	4479.69	3583.75
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	1173.65	N/A	1173.65	938.92	EUR	No	1332.49	1065.99
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	3656.46	N/A	3656.46	2925.17	USD	No	3656.46	2925.17
EUREX	KWY.EU	US Dollar in Korean Won - EUREX/KRX Linked Product	FCUW	1703000.03	N/A	1703000.03	1362400.02	KRW	No	3406000.06	2724800.05
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	3576.90	N/A	3576.90	2172.00	EUR	No	3576.90	2172.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	30014.58	24011.67	42877.97	34302.38	EUR	Yes	41155	32924
EUREX	DDAX	DivDAX Price Index	FDIV	9535.00	N/A	9535.00	7628.00	EUR	Yes²	9535.00	7628.00
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	3053.21	N/A	3053.21	1854	EUR	No	3053.21	1854
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	6002.92	4802.33	8575.59	6860.48	EUR	No	8231	6584.80
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1200.58	960.467	1715.12	1372.10	EUR	Yes	1646.20	1316.96
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	334.672	N/A	334.672	201.59	EUR	No	334.672	201.59
EUREX	DJSD	Euro STOXX Select Dividend 30 Index	FEDV	4245	N/A	4245	3396	EUR	Yes²	4245	3396
EUREX	ESA	Euro STOXX 600 Automobile & Parts	FESA	10304.58	N/A	10304.58	8243.67	EUR	Yes²	10304.58	8243.67
EUREX	SX7E	Euro STOXX Banks Index	FESB	737.691	590.153	1053.84	843.075	EUR	Yes	938.088	750.47
EUREX	SX4E	Euro STOXX Chemicals	FESC	6648.81	N/A	6648.81	5319.05	EUR	Yes²	6554.92	5243.94
EUREX	ESE	Euro STOXX Oil & Gas	FESE	2205.75	N/A	2205.75	1764.60	EUR	Yes²	2205.75	1764.60
EUREX	ESF	Euro STOXX Financial Services Index	FESF	3356.94	N/A	3356.94	2685.55	EUR	Yes²	2735.89	2188.71
EUREX	SXNE	Euro STOXX Industrial Goods&Services	FESG	6687.87	N/A	6687.87	5350.30	EUR	Yes²	6283.97	5027.17
EUREX	SXDE	Euro STOXX Healthcare	FESH	2837.45	N/A	2837.45	2269.96	EUR	Yes²	2837.45	2269.96
EUREX	ESI	Euro STOXX Insurance	FESI	2678.20	N/A	2678.20	2142.56	EUR	Yes²	2318.18	1854.54
EUREX	ESM	Euro STOXX Media Index	FESM	1350.26	N/A	1350.26	1080.21	EUR	Yes²	1350.26	1080.21
EUREX	SXOE	Euro STOXX Construction	FESN	3361.97	N/A	3361.97	2689.58	EUR	Yes²	3349.13	2679.30
EUREX	SX3E	Euro STOXX Food&Beverages	FESO	1626.68	N/A	1626.68	1301.35	EUR	Yes²	1615.25	1292.20
EUREX	SXRE	Euro STOXX Retail	FESR	3701.81	N/A	3701.81	2961.45	EUR	Yes²	3701.81	2961.45
EUREX	SXPE	Euro STOXX Basic Resources	FESS	1528.53	N/A	1528.53	1222.82	EUR	Yes²	1427.66	1142.125
EUREX	SXKE	Euro STOXX Telecommunications	FEST	901.25	N/A	901.25	721.00	EUR	Yes²	901.25	721.00
EUREX	ESU	Euro STOXX Utilities Index	FESU	1542.13	N/A	1542.13	1233.70	EUR	Yes	1434.20	1147.36
EUREX	SXTE	Euro STOXX Travel & Leisure	FESV	1173.23	N/A	1173.23	938.585	EUR	Yes²	1158.02	926.416
EUREX	ESTX50	Euro STOXX50	FESX	3093.19	2474.55	4418.85	3535.08	EUR	Yes	4312.27	3449.81
EUREX	SX8E	Euro STOXX Technology	FESY	16471.45	N/A	16471.45	13177.16	EUR	Yes²	16471.45	13177.16
EUREX	SXQE	Euro STOXX Personal & Household Goods	FESZ	8302.79	N/A	8302.79	6642.23	EUR	Yes²	8302.79	6642.23
EUREX	EU3	Three Month EURIBOR	FEU3	364.64	N/A	364.64	291.712	EUR	Yes	364.64	291.712
EUREX	DESX5	EURO STOXX 50 Index-Dividenden	FEXD	3746.64	2256.80	5352.34	3224.00	EUR	Yes	5352.34	3224.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	8315.55	N/A	8315.55	6652.44	EUR	Yes²	8315.55	6652.44
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	3748.72	N/A	3748.72	2998.98	EUR	Yes	3860.14	3088.11
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	1996.43	N/A	1996.43	1597.14	EUR	Yes	2014.34	1611.47
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	828.626	N/A	828.626	662.901	EUR	Yes	760.824	608.659
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	8890.02	N/A	8890.02	7112.02	EUR	Yes	8890.02	7112.02
EUREX	DJESL	Euro Stoxx Large	FLCE	2370.68	N/A	2370.68	1896.54	EUR	No	2059.87	1647.90
EUREX	DJ200L	STOXX Large 200 Index	FLCP	2293.95	N/A	2293.95	1835.16	EUR	No	1794.85	1435.88
EUREX	DJESM	Euro Stoxx Mid	FMCE	2265.76	N/A	2265.76	1812.61	EUR	No	1828.01	1462.41
EUREX	M1CN	MSCI China NTR USD	FMCH	2269.73	N/A	2269.73	1815.78	USD	No	2224.69	1779.75
EUREX	DJ200	STOXX MID 200 Index	FMCP	2430.16	N/A	2430.16	1944.13	EUR	Yes²	1895.18	1516.14
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	5514.78	N/A	5514.78	4411.83	USD	No	5223.10	4178.48
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	4783.67	N/A	4783.67	3826.93	USD	No	4783.67	3826.93
EUREX	MXEU	MSCI Europe	FMEP	1457.62	N/A	1457.62	1166.10	EUR	No	1200.68	960.543
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	2864.05	N/A	2864.05	2291.24	EUR	No	2352.14	1881.71
EUREX	M1IN	MSCI India NTR USD	FMIN	11917.09	N/A	11917.09	9533.67	USD	No	10897.99	8718.39
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6204.14	N/A	6204.14	4963.31	USD	No	5545.875	4436.70
EUREX	K200M.EU	Mini KOSPI 200 - Eurex/KRX Linked Product	FMK2	1631262.50	1305010.00	2330375.00	1864300.00	KRW	No	2330375.00	1864300.00
EUREX	M1TW	MSCI Taiwan NTR USD	FMTW	5947.70	N/A	5947.70	4758.16	USD	No	5379.09	4303.27
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3734.54	N/A	3734.54	2987.63	EUR	No	3280.24	2624.19
EUREX	M1WO	MSCI World NETR USD Index	FMWO	8741.51	N/A	8741.51	6993.21	USD	No	7405.82	5924.66
EUREX	MXWO	MSCI World Index	FMWP	4997.98	N/A	4997.98	3998.39	USD	No	4997.98	3998.39
EUREX	OAT	Euro-OAT French Government Bond	FOAT	3717.24	N/A	3717.24	2973.79	EUR	No	3909.01	3127.21
EUREX	DJESS	Euro Stoxx Small	FSCE	1492.31	N/A	1492.31	1193.85	EUR	No	1297.72	1038.18
EUREX	DJ200S	STOXX Small 200 Index	FSCP	1623.09	N/A	1623.09	1298.47	EUR	No	1325.63	1060.50
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1508.15	N/A	1508.15	1206.52	EUR	No	1201.93	961.547
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4185.35	N/A	4185.35	3348.28	CHF	Yes²	4185.35	3348.28
EUREX	SMIDP	SMI Dividend Points Index	FSMD	12173.33	N/A	12173.33	7392.00	CHF	No	12173.33	7392.00
EUREX	SMI	Swiss Market Index	FSMI	5839.88	4671.905	8342.69	6674.15	CHF	Yes	7473.75	5979
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4043.13	N/A	4043.13	3234.50	CHF	Yes²	4043.13	3234.50
EUREX	SMI	Swiss Market Index	FSMS	583.988	467.1905	834.269	667.415	CHF	No	747.375	597.90
EUREX	MDAX	Midcap DAX	FSMX	2867.69	N/A	2867.69	2294.15	EUR	No	2283.69	1826.95
EUREX	ST3	Three Month ESTR	FST3	144.743	N/A	144.743	115.794	EUR	No	205.31	164.248
EUREX	SXAP	STOXX 600 Automobiles & Parts	FSTA	5554.94	N/A	5554.94	4443.95	EUR	Yes²	5554.94	4443.95
EUREX	SX7P	STOXX 600 Banks	FSTB	1405.10	N/A	1405.10	1124.08	EUR	Yes	1194.47	955.58
EUREX	SX4P	STOXX 600 Chemicals	FSTC	5700.22	N/A	5700.22	4560.18	EUR	Yes²	5114.11	4091.29
EUREX	SXEP	STOXX 600 Oil & Gas	FSTE	2104.25	N/A	2104.25	1683.40	EUR	Yes	2104.25	1683.40
EUREX	SXFP	STOXX 600 Financial Services Index	FSTF	4529.37	N/A	4529.37	3623.49	EUR	Yes²	3530.06	2824.04
EUREX	SXNP	STOXX 600 Industrial Goods & Services Index	FSTG	4385.33	N/A	4385.33	3508.26	EUR	Yes²	4025.16	3220.12
EUREX	SXDP	STOXX 600 Healthcare	FSTH	3937.65	N/A	3937.65	3150.12	EUR	Yes²	3937.65	3150.12
EUREX	SXIP	STOXX 600 Insurance	FSTI	2488.84	N/A	2488.84	1991.07	EUR	Yes²	2139.07	1711.26
EUREX	SX86P	STOXX 600 Real Estate	FSTL	833.657	N/A	833.657	666.926	EUR	No	833.657	666.926
EUREX	SXMP	STOXX 600 Media	FSTM	1740.71	N/A	1740.71	1392.57	EUR	Yes²	1527.16	1221.72
EUREX	SXOP	STOXX 600 Construction & Materials	FSTN	3614.50	N/A	3614.50	2891.60	EUR	Yes²	3441.39	2753.11
EUREX	SX3P	STOXX 600 Food & Beverage Index	FSTO	2254.06	N/A	2254.06	1803.25	EUR	Yes²	2254.06	1803.25
EUREX	SXRP	STOXX 600 Retail	FSTR	1733.99	N/A	1733.99	1387.20	EUR	Yes²	1612.25	1289.80
EUREX	SXPP	STOXX 600 Basic Resources Index	FSTS	4846.94	N/A	4846.94	3877.55	EUR	Yes	4729.96	3783.96
EUREX	SXKP	STOXX 600 Telecommunications	FSTT	635.625	N/A	635.625	508.50	EUR	Yes²	635.625	508.50
EUREX	SX6P	STOXX 600 Utilities	FSTU	1550.77	N/A	1550.77	1240.62	EUR	Yes	1370.27	1096.21
EUREX	SXTP	STOXX 600 Travel & Leisure	FSTV	1346.16	N/A	1346.16	1076.93	EUR	Yes²	1305.04	1044.03
EUREX	STX	STOXX50	FSTX	3690.54	N/A	3690.54	2952.43	EUR	Yes²	2821.25	2257
EUREX	SX8P	STOXX 600 Technology	FSTY	7273.36	N/A	7273.36	5818.69	EUR	Yes²	7273.36	5818.69
EUREX	SXQP	STOXX 600 Personal & Household Goods	FSTZ	4448.66	N/A	4448.66	3558.93	EUR	Yes²	4448.66	3558.93
EUREX	ESTX50	Euro STOXX50	FSXE	309.319	247.455	441.885	353.508	EUR	No	431.227	344.981
EUREX	TDX	TECDAX	FTDX	8493.54	N/A	8493.54	6794.83	EUR	Yes²	8493.54	6794.83
EUREX	V2TX	VSTOXX Volatility Index	FVS	850	N/A	850	680	EUR	Yes	3091.67	2473.33
EUREX	DJES	Euro STOXX Price Index	FXXE	2291.16	N/A	2291.16	1832.93	EUR	No	1924.51	1539.61
EUREX	DJ600	STOXX 600 Index	FXXP	1527.27	1221.82	2181.81	1745.45	EUR	Yes	1951.07	1560.86

泛欧交易所荷兰分所(FTA)

有关保证金要求的更多信息，请访问交易所网站。

交易所FTA	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
FTA	AMX	AMX INDEX	FMX	11320.80	N/A	11320.80	9056.64	EUR	No	11320.80	9056.64
FTA	EOE	AMS EOE Index	FTI	9231.29	7385.03	13187.56	10550.05	EUR	Yes	13187.56	10550.05
FTA	EOE	AMS EOE Index	MFA	923.129	738.503	1318.76	1055.00	EUR	No	1318.76	1055.00

香港期货交易所(HKFE)

有关保证金要求的更多信息，请访问交易所网站。

交易所	底层证券	产品描述	交易级别	日内初始¹^,5	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
HKFE	CES120	CES China 120 Index	CHH	71929.27	N/A	71929.27	57543.41	HKD	No	71929.27	57543.41
HKFE	CNH	United States dollar	CUS	27121.50	N/A	27121.50	21697.20	CNH	Yes	27121.50	21697.20
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4064.66	N/A	4064.66	2820	HKD	No	4064.66	2820
HKFE	HSIDPI	HSI Dividend Point Index	DHS	12042.32	N/A	12042.32	8280	HKD	No	12042.32	8280
HKFE	GDR	CNH Gold Futures	GDR	102042.96	N/A	102042.96	81634.37	CNH	No	102042.96	81634.37
HKFE	GDU	USD Gold Futures	GDU	12196.85	N/A	12196.85	9757.48	USD	No	12196.85	9757.48
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	35794.50	28635.60	51135	40908	HKD	Yes	51135	40908
HKFE	HSI	Hang Seng Stock Index	HSI	76466.90	61173.52	109238.43	87390.74	HKD	Yes	109238.43	87390.74
HKFE	HSTECH	Hang Seng TECH Index	HTI	25218.73	20174.98	36026.75	28821.40	HKD	Yes	36026.75	28821.40
HKFE	MCA	MSCI China A 50 Connect Index	MCA	2897.91	2318.33	4139.87	3311.90	USD	No	4139.87	3311.90
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	7158.90	5727.12	10227	8181.60	HKD	Yes	10227	8181.60
HKFE	MCS	United States dollar	MCS	5423.85	N/A	5423.85	4339.08	CNH	No	5423.85	4339.08
HKFE	MHI	Mini Hang Seng Index	MHI	15293.38	12234.70	21847.69	17478.15	HKD	Yes	21847.69	17478.15
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2297.13	N/A	2297.13	1837.70	USD	No	2297.13	1837.70
HKFE	MND	MSCI India Index (USD) - HKFE	MND	3418.10	N/A	3418.10	2734.48	USD	No	3418.10	2734.48
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	6408.86	N/A	6408.86	5127.09	USD	No	6408.86	5127.09
HKFE	VHSI	Hang Seng Volatility Index	VHS	62031.25	N/A	62031.25	49625	HKD	No	129687.50	103750

洲际交易所(ICEEU)

有关保证金要求的更多信息，请访问交易所网站。

交易所ICEEU	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
ICEEU	SG	Short Gilt	G	3489.10	N/A	3489.10	2791.28	GBP	No	3489.10	2791.28
ICEEU	H	Medium Gilt	H	6490.07	N/A	6490.07	5192.06	GBP	No	6490.07	5192.06
ICEEU	I	3 Month EURIBOR Interest Rate	I	898.4375	N/A	898.4375	718.75	EUR	Yes	898.4375	718.75
ICEEU	NDUEBRAF	The MSCI Brazil Net Total Return	MCG	6361.50	N/A	6361.50	5089.20	USD	No	6361.50	5089.20
ICEEU	O	5 Year Euro Swapnote	O	5206.44	N/A	5206.44	4165.15	EUR	No	5206.44	4165.15
ICEEU	P	10 Year Euro Swapnote	P	10228.59	N/A	10228.59	8182.87	EUR	No	10228.59	8182.87
ICEEU	R	Long Gilt	R	4600	N/A	4600	3680	GBP	No	4600	3680
ICEEU	SRFXON3	Three Month SaronA	SA3	771.625	N/A	771.625	617.30	CHF	No	771.625	617.30
ICEEU	SONIA.N	Three Month SONIA	SO3	1161.88	N/A	1161.88	929.50	GBP	Yes	1161.88	929.50
ICEEU	SONIO.N	One Month SONIA	SOA	905.837	N/A	905.837	724.67	GBP	No	905.837	724.67
ICEEU	TWS	2 Year Euro Swapnote	TWS	2137.49	N/A	2137.49	1709.99	EUR	No	2137.49	1709.99
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	839.408	N/A	839.408	606	GBP	No	839.408	606
ICEEU	Y	FTSE 250 Index	Y2	5244.27	N/A	5244.27	4195.41	GBP	No	5244.27	4195.41
ICEEU	Z	FTSE 100 Index	Z	4550.22	3640.175	6500.31	5200.25	GBP	Yes	6500.31	5200.25

洲际交易所农产品分所(ICEEUSOFT)

有关保证金要求的更多信息，请访问交易所网站。

交易所ICEEUSOFT	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
ICEEUSOFT	C	Cocoa	C	16862.50	N/A	16862.50	13490	GBP	No	16862.50	13490
ICEEUSOFT	D	Robusta Coffee	RC	5592.88	N/A	5592.88	4474.31	USD	No	5592.88	4474.31
ICEEUSOFT	T	Wheat	T	4858.52	N/A	4858.52	3886.81	GBP	No	4858.52	3886.81
ICEEUSOFT	W	White Sugar	W	2568.75	N/A	2568.75	2055	USD	No	2568.75	2055

洲际交易所美国期货分所(ICEUS)

有关保证金要求的更多信息，请访问交易所网站。

交易所ICEUS	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
ICEUS	AUD	Australian dollar	KAU	8491.05	N/A	8491.05	6792.84	USD	No	8491.05	6792.84
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	26409375.625	N/A	26409375.625	21127500.50	JPY	No	26409375.625	21127500.50
ICEUS	EO	European Monetary Union Euro	KEO	8643.14	N/A	8643.14	6914.52	USD	No	8643.14	6914.52
ICEUS	ECD	European Monetary Union Euro	KEP	10711.80	N/A	10711.80	8569.44	CAD	No	10711.80	8569.44
ICEUS	GB	European Monetary Union Euro	KGB	6656.25	N/A	6656.25	5325	GBP	No	6656.25	5325
ICEUS	EAD	European Monetary Union Euro	KRA	18891.04	N/A	18891.04	15112.83	AUD	No	18891.04	15112.83
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	7734.32	N/A	7734.32	6187.45	CHF	No	7734.32	6187.45
ICEUS	ZY	Swiss franc	KZY	4066411.72	N/A	4066411.72	3253129.38	JPY	No	4066411.72	3253129.38
ICEUS	MP	British pound	MP	6443.20	N/A	6443.20	5154.56	USD	No	6443.20	5154.56
ICEUS	SS	British Pound in Swiss Franc	SS	12750.21	N/A	12750.21	10200.17	CHF	No	12750.21	10200.17
ICEUS	SY	British Pound in Japanese Yen	SY	3036663.87	N/A	3036663.87	2429331.10	JPY	No	3036663.87	2429331.10

意大利证券交易所(IDEM)

有关保证金要求的更多信息，请访问交易所网站。

交易所IDEM	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
IDEM	MIBDIV	FTSE MIB Dividend Index	FDIV	3341.82	N/A	3341.82	2673.46	EUR	No	3341.82	2673.46
IDEM	FTMIB	FTSE MIB Index	FIB	18534.33	14827.46	26477.61	21182.09	EUR	Yes	26477.61	21182.09
IDEM	FTMIB	FTSE MIB Index	MICR	741.373	593.098	1059.10	847.2835	EUR	No	1059.10	847.2835
IDEM	FTMIB	FTSE MIB Index	MIN	3706.87	2965.49	5295.52	4236.42	EUR	No	5295.52	4236.42
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1011.40	N/A	1011.40	809.118	EUR	No	1011.40	809.118

洲际交易所(IPE)

有关保证金要求的更多信息，请访问交易所网站。

交易所IPE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
IPE	ATW	ICE Rotterdam Coal	ATW	44291.56	N/A	44291.56	35433.25	USD	No	44291.56	35433.25
IPE	COIL	ICE Brent Crude	COIL	16467.34	N/A	16467.34	12198.03	USD	Yes	16467.34	12198.03
IPE	GOIL	ICE Gasoil	GOIL	9260.08	N/A	9260.08	6859.32	USD	No	9260.08	6859.32
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	47532.21	N/A	47532.21	38025.77	USD	No	47532.21	38025.77
IPE	NGF	ICE UK Natural Gas	NGF	8076	N/A	8076	6460.80	GBP	No	24738	6460.80
IPE	RBOB	ICE NYH RBOB Gasoline	RBOB	34020	N/A	34020	25200	USD	No	34020	25200
IPE	WTI	West Texas Intermediate Light Sweet Crude Oil	WTI	17550	N/A	17550	13000	USD	Yes	17550	13000

韩国证券交易所(KSE)

有关保证金要求的更多信息，请访问交易所网站。

交易所KSE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
KSE	K200	KOSPI200 Index	01	8156093.88	6524875.105	11651562.69	9321250.15	KRW	Yes	11651562.69	9321250.15
KSE	K200M	Mini KOSPI200 Index	05	1631262.50	1305010.00	2330375.00	1864300.00	KRW	Yes	2330375.00	1864300.00
KSE	KOSDQ150	KOSDAQ 150 Index	06	1247695.66	948989.97	1782422.375	1355699.95	KRW	No	1782422.375	1355699.95
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	245120.95	N/A	245120.95	196096.76	KRW	No	245120.95	196096.76
KSE	017670	SK TELECOM	112	163936.39	N/A	163936.39	131149.11	KRW	No	163936.39	131149.11
KSE	005490	POSCO HOLDINGS INC	113	1231873.87	N/A	1231873.87	985499.06	KRW	No	1231873.87	985499.06
KSE	030200	KTCORPORATION	114	116134.67	N/A	116134.67	92907.73	KRW	No	116134.67	92907.73
KSE	015760	KOREA ELECTRIC POWER CORP	115	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	005380	HYUNDAI MOTOR CO	116	868267.32	N/A	868267.32	694613.83	KRW	No	868267.32	694613.83
KSE	016360	SAMSUNG SECURITIES CO LTD	117	119112.49	N/A	119112.49	95289.99	KRW	No	119112.49	95289.99
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	148923.43	N/A	148923.43	119138.74	KRW	No	148923.43	119138.74
KSE	000270	KIA CORP	119	372383.23	N/A	372383.23	297906.58	KRW	No	372383.23	297906.58
KSE	012330	HYUNDAI MOBIS CO LTD	120	722511.23	N/A	722511.23	578008.98	KRW	No	722511.23	578008.98
KSE	006400	SAMSUNG SDI CO LTD	122	1286728.26	N/A	1286728.26	1029382.58	KRW	No	1286728.26	1029382.58
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	490868.82	N/A	490868.82	392695.04	KRW	No	490868.82	392695.04
KSE	066570	LG ELECTRONICS INC	124	300915.75	N/A	300915.75	240732.60	KRW	No	300915.75	240732.60
KSE	036460	KOREA GAS CORPORATION	128	92625.63	N/A	92625.63	74100.50	KRW	No	92625.63	74100.50
KSE	004020	HYUNDAI STEEL CO	132	99991.80	N/A	99991.80	79993.44	KRW	No	99991.80	79993.44
KSE	003550	LG CORP	134	252016.94	N/A	252016.94	201613.55	KRW	No	252016.94	201613.55
KSE	078930	GS HOLDINGS	135	136822.63	N/A	136822.63	109458.11	KRW	No	136822.63	109458.11
KSE	033780	KT & G CORPORATION	136	277093.24	N/A	277093.24	221674.59	KRW	No	277093.24	221674.59
KSE	009540	HD KOREA SHIPBUILDING & OFFS	139	404042.09	N/A	404042.09	323233.67	KRW	No	404042.09	323233.67
KSE	086790	HANA FINANCIAL GROUP	140	195595.24	N/A	195595.24	156476.19	KRW	No	195595.24	156476.19
KSE	096770	SK INNOVATION CO LTD	141	329440.04	N/A	329440.04	263552.03	KRW	No	329440.04	263552.03
KSE	001040	CJ CORP	142	475410	N/A	475410	344548.52	KRW	No	475410	344548.52
KSE	034220	LG DISPLAY CO LTD	145	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	105560	KB FINANCIAL GROUP INC	146	249195.86	N/A	249195.86	199356.68	KRW	No	249195.86	199356.68
KSE	051910	LG CHEM LTD	147	1213066.60	N/A	1213066.60	970453.28	KRW	No	1213066.60	970453.28
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	042670	HD HYUNDAI INFRACORE CO LTD	149	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	000660	SK HYNIX INC	150	619698.37	N/A	619698.37	495758.67	KRW	No	619698.37	495758.67
KSE	006360	GS ENGINEERING & CONSTRUCT	151	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	139480	E-MART INC	154	197475.95	N/A	197475.95	157980.76	KRW	No	197475.95	157980.76
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	141367.71	N/A	141367.71	113094.17	KRW	No	141367.71	113094.17
KSE	035420	NAVER CORP	156	574561.00	N/A	574561.00	459648.79	KRW	No	574561.00	459648.79
KSE	003490	KOREAN AIR LINES CO LTD	157	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	3KTB	3-Year Korea Treasury Bond	165	1160334.84	N/A	1160334.84	928267.87	KRW	No	1160334.84	928267.87
KSE	FLKTB	10-Year Korea Treasury Bond	167	3490497.27	N/A	3490497.27	2792397.81	KRW	No	3490497.27	2792397.81
KSE	KWY	United States dollar	175	1703000.03	N/A	1703000.03	1362400.02	KRW	No	3406000.06	2724800.05
KSE	032640	LG UPLUS CORP	1B0	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	010950	S-OILCORPORATION	1B2	216910.11	N/A	216910.11	173528.09	KRW	No	216910.11	173528.09
KSE	010130	KOREA ZINC CO LTD	1B3	1661305.66	N/A	1661305.66	1329044.53	KRW	No	1661305.66	1329044.53
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	001680	DAESANG CORPORATION	1B6	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	047050	POSCO INTERNATIONAL CORP	1B7	145442.61	N/A	145442.61	116354.09	KRW	No	145442.61	116354.09
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	023530	LOTTE SHOPPING CO	1BA	211894.85	N/A	211894.85	169515.88	KRW	No	211894.85	169515.88
KSE	011170	LOTTE CHEMICAL CORP	1BB	378652.32	N/A	378652.32	302921.86	KRW	No	378652.32	302921.86
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	273331.81	N/A	273331.81	218665.45	KRW	No	273331.81	218665.45
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	029780	SAMSUNG CARD CO	1BG	121620.12	N/A	121620.12	97296.09	KRW	No	121620.12	97296.09
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	768825	N/A	768825	512550	KRW	No	768825	512550
KSE	036570	NCSOFTCORPORATION	1BJ	669224.07	N/A	669224.07	535379.26	KRW	No	669224.07	535379.26
KSE	000080	HITE JINRO CO LTD	1BK	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	218163.92	N/A	218163.92	174531.13	KRW	No	218163.92	174531.13
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	168638.20	N/A	168638.20	134910.56	KRW	No	168638.20	134910.56
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	106417.60	N/A	106417.60	85134.08	KRW	No	106417.60	85134.08
KSE	011210	HYUNDAI WIA CORP	1BP	178668.73	N/A	178668.73	142934.98	KRW	No	178668.73	142934.98
KSE	008770	HOTEL SHILLA CO LTD	1BQ	177101.46	N/A	177101.46	141681.16	KRW	No	177101.46	141681.16
KSE	035250	KANGWON LAND, INC.	1BS	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	138930	BNK FINANCIAL GROUP INC	1BT	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	139130	DGB FINANCIAL GROUP INC	1BV	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	001120	LX INTERNATIONAL CORP	1BX	105163.79	N/A	105163.79	84131.03	KRW	No	105163.79	84131.03
KSE	011070	LG INNOTEK CO LTD	1BY	739751.22	N/A	739751.22	591800.98	KRW	No	739751.22	591800.98
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	034730	SK INC	1C1	477703.76	N/A	477703.76	382163.01	KRW	No	477703.76	382163.01
KSE	001740	SK NETWORKS CO LTD	1C2	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	482718.99	N/A	482718.99	386175.20	KRW	No	482718.99	386175.20
KSE	018260	SAMSUNG SDS CO LTD	1C5	521273.85	N/A	521273.85	417019.06	KRW	No	521273.85	417019.06
KSE	090430	AMOREPACIFIC CORP	1C6	591174.07	N/A	591174.07	472939.26	KRW	No	591174.07	472939.26
KSE	030000	CHEIL WORLDWIDE INC	1C7	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	028260	SAMSUNG C&T CORP	1C8	462344.52	N/A	462344.52	369875.59	KRW	No	462344.52	369875.59
KSE	000880	HANWHA CORPORATION	1C9	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	590547.17	N/A	590547.17	472437.73	KRW	No	590547.17	472437.73
KSE	010620	HD HYUNDAI MIPO	1CD	230075.17	N/A	230075.17	184060.14	KRW	No	230075.17	184060.14
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	101559.06	N/A	101559.06	81247.25	KRW	No	101559.06	81247.25
KSE	035720	KAKAO CORP	1CF	143875.34	N/A	143875.34	115100.27	KRW	No	143875.34	115100.27
KSE	034230	PARADISE CO LTD	1CG	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	069080	WEBZEN INC	1CK	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	096530	SEEGENE INC	1CL	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	022100	POSCO DX CO LTD	1CN	119582.67	N/A	119582.67	95666.13	KRW	No	119582.67	95666.13
KSE	068270	CELLTRION INC	1CP	581143.55	N/A	581143.55	464914.84	KRW	No	581143.55	464914.84
KSE	122870	YG ENTERTAINMENT INC	1CQ	131180.46	N/A	131180.46	104944.37	KRW	No	131180.46	104944.37
KSE	051900	LG H&H	1CR	1448157.07	N/A	1448157.07	1158525.625	KRW	No	1448157.07	1158525.625
KSE	002790	AMOREPACIFIC GROUP	1CS	113156.86	N/A	113156.86	90525.49	KRW	No	113156.86	90525.49
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	1089252.34	N/A	1089252.34	871401.875	KRW	No	1089252.34	871401.875
KSE	008930	HANMI SCIENCE CO LTD	1CV	105777	N/A	105777	80369.58	KRW	No	105777	80369.58
KSE	021240	COWAY CO LTD	1CW	187758.89	N/A	187758.89	150207.11	KRW	No	187758.89	150207.11
KSE	128940	HANMI PHARM CO LTD	1CX	967005.29	N/A	967005.29	773604.22	KRW	No	967005.29	773604.22
KSE	018880	HANON SYSTEMS	1CY	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	005830	DB INSURANCE CO LTD	1D0	314707.72	N/A	314707.72	251766.17	KRW	No	314707.72	251766.17
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1104925	N/A	1104925	883940	KRW	No	1104925	883940
KSE	009240	HANSSEM CO LTD	1D2	200297.05	N/A	200297.05	160237.64	KRW	No	200297.05	160237.64
KSE	002380	KCC CORP	1D3	1006187.01	N/A	1006187.01	804949.61	KRW	No	1006187.01	804949.61
KSE	007070	GS RETAIL CO LTD	1D4	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	012750	S1 CORPORATION	1D5	196222.15	N/A	196222.15	156977.71	KRW	No	196222.15	156977.71
KSE	000100	YUHAN CORPORATION	1D6	228821.35	N/A	228821.35	183057.07	KRW	No	228821.35	183057.07
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	114410.67	N/A	114410.67	91528.54	KRW	No	114410.67	91528.54
KSE	069960	HYUNDAI DEPT STORE CO	1D8	153905.87	N/A	153905.87	123124.70	KRW	No	153905.87	123124.70
KSE	004370	NONGSHIM CO LTD	1DA	1288295.55	N/A	1288295.55	1030636.41	KRW	No	1288295.55	1030636.41
KSE	079550	LIG NEX1 CO LTD	1DB	481465.21	N/A	481465.21	385172.15	KRW	No	481465.21	385172.15
KSE	204320	HL MANDO CO LTD	1DC	122873.93	N/A	122873.93	98299.14	KRW	No	122873.93	98299.14
KSE	004170	SHINSEGAE INC	1DD	543842.53	N/A	543842.53	435074.02	KRW	No	543842.53	435074.02
KSE	161890	KOLMAR KOREA CO LTD	1DE	176788.00	N/A	176788.00	141430.40	KRW	No	176788.00	141430.40
KSE	111770	YOUNGONE CORP	1DG	111432.86	N/A	111432.86	89146.29	KRW	No	111432.86	89146.29
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	489614.99	N/A	489614.99	391691.99	KRW	No	489614.99	391691.99
KSE	192820	COSMAX INC	1DK	538200.35	N/A	538200.35	430560.27	KRW	No	538200.35	430560.27
KSE	039130	HANA TOUR SERVICE INC	1DN	183683.98	N/A	183683.98	146947.19	KRW	No	183683.98	146947.19
KSE	086900	MEDY-TOX INC	1DP	387429.03	N/A	387429.03	309943.22	KRW	No	387429.03	309943.22
KSE	078340	COM2US CORP	1DR	132591.00	N/A	132591.00	106072.80	KRW	No	132591.00	106072.80
KSE	035760	CJ ENM CO LTD	1DT	269256.91	N/A	269256.91	215405.53	KRW	No	269256.91	215405.53
KSE	056190	SFA ENGINEERING CORP	1DV	91371.81	N/A	91371.81	73097.45	KRW	No	91371.81	73097.45
KSE	241560	DOOSAN BOBCAT INC	1DW	183370.53	N/A	183370.53	146696.43	KRW	No	183370.53	146696.43
KSE	017800	HYUNDAI ELEVATOR CO	1DY	125224.83	N/A	125224.83	100179.86	KRW	No	125224.83	100179.86
KSE	105630	HANSAE CO LTD	1DZ	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	240810	WONIK IPS CO LTD	1E0	108611.78	N/A	108611.78	86889.42	KRW	No	108611.78	86889.42
KSE	091700	PARTRON CO LTD	1E3	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	253584.21	N/A	253584.21	202867.36	KRW	No	253584.21	202867.36
KSE	251270	NETMARBLE CORP	1E5	204998.86	N/A	204998.86	163999.08	KRW	No	204998.86	163999.08
KSE	003670	POSCO FUTURE M CO LTD	1E8	819681.95	N/A	819681.95	655745.55	KRW	No	819681.95	655745.55
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	151241.51	N/A	151241.51	120993.20	KRW	No	151241.51	120993.20
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	115821.22	N/A	115821.22	92656.97	KRW	No	115821.22	92656.97
KSE	035900	JYP ENTERTAINMENT CORP	1EF	180862.90	N/A	180862.90	144690.32	KRW	No	180862.90	144690.32
KSE	003410	SSANGYONG C&E CO LTD	1EG	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	028670	PAN OCEAN CO LTD	1EH	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	011790	SKC CO LTD	1EJ	433290	N/A	433290	288860	KRW	No	433290	288860
KSE	000990	DB HITEK CO LTD	1EK	138860.08	N/A	138860.08	111088.07	KRW	No	138860.08	111088.07
KSE	093370	FOOSUNG CO LTD	1EL	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	375500	DL E&C CO LTD	1ER	105790.69	N/A	105790.69	84632.55	KRW	No	105790.69	84632.55
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	2435536.91	N/A	2435536.91	1948429.53	KRW	No	2435536.91	1948429.53
KSE	028050	SAMSUNG E&A CO LTD	1ET	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	293490	KAKAO GAMES CORP	1EX	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	247540	ECOPRO BM CO LTD	1EY	639445.96	N/A	639445.96	511556.76	KRW	No	639445.96	511556.76
KSE	253450	STUDIO DRAGON CORP	1EZ	135725.54	N/A	135725.54	108580.43	KRW	No	135725.54	108580.43
KSE	278280	CHUNBO CO LTD	1F0	233523.17	N/A	233523.17	186818.54	KRW	No	233523.17	186818.54
KSE	200130	KOLMAR BNH CO LTD	1F1	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	036540	SFA SEMICON CO LTD	1F2	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	060250	NHN KCP CORP	1F3	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	672702	N/A	672702	448468	KRW	No	672702	448468
KSE	373220	LG ENERGY SOLUTION	1F5	1136270.41	N/A	1136270.41	909016.33	KRW	No	1136270.41	909016.33
KSE	323410	KAKAOBANK CORP	1F6	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	377300	KAKAO PAY CORP	1F7	105007.06	N/A	105007.06	84005.64	KRW	No	105007.06	84005.64
KSE	259960	KRAFTON INC	1F8	800874.75	N/A	800874.75	640699.77	KRW	No	800874.75	640699.77
KSE	302440	SK BIOSCIENCE CO LTD	1F9	178982.18	N/A	178982.18	143185.74	KRW	No	178982.18	143185.74
KSE	011200	HMM CO LTD	1FA	85387.50	N/A	85387.50	68310	KRW	No	85387.50	68310
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	152808.78	N/A	152808.78	122247.02	KRW	No	152808.78	122247.02
KSE	352820	HYBE CO LTD	1FC	584591.51	N/A	584591.51	467673.20	KRW	No	584591.51	467673.20
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	1FD	408116.99	N/A	408116.99	326493.59	KRW	No	408116.99	326493.59
KSE	402340	SK SQUARE CO LTD	1FE	259539.83	N/A	259539.83	207631.86	KRW	No	259539.83	207631.86
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	270197.27	N/A	270197.27	216157.81	KRW	No	270197.27	216157.81
KSE	383220	F&F CO LTD / NEW	1FG	208446.85	N/A	208446.85	166757.48	KRW	No	208446.85	166757.48
KSE	267250	HD HYUNDAI	1FH	206879.58	N/A	206879.58	165503.65	KRW	No	206879.58	165503.65
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	295273.58	N/A	295273.58	236218.87	KRW	No	295273.58	236218.87
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	245434.41	N/A	245434.41	196347.52	KRW	No	245434.41	196347.52
KSE	263750	PEARL ABYSS CORP	1FL	125538.29	N/A	125538.29	100430.63	KRW	No	125538.29	100430.63
KSE	066970	L&F CO LTD	1FM	478017.21	N/A	478017.21	382413.75	KRW	No	478017.21	382413.75
KSE	112040	WEMADE CO LTD	1FN	224718	N/A	224718	149812	KRW	No	224718	149812
KSE	196170	ALTEOGEN INC	1FP	1075918.50	N/A	1075918.50	717279	KRW	No	1075918.50	717279
KSE	058470	LEENO INDUSTRIAL INC	1FQ	871401.86	N/A	871401.86	697121.48	KRW	No	871401.86	697121.48

伦敦金属交易所(LMEOTC)

有关保证金要求的更多信息，请访问交易所网站。

交易所LMEOTC	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
LMEOTC	AH	High-Grade Primary Aluminium	AH	7815.47	N/A	7815.47	6252.37	USD	No	7815.47	6252.37
LMEOTC	CA	Grade A Copper - LME	CA	29320.02	N/A	29320.02	23456.02	USD	No	29320.02	23456.02
LMEOTC	PB	Lead - LME	PB	6267.66	N/A	6267.66	5014.13	USD	No	6267.66	5014.13
LMEOTC	SNLME	Tin future	SN	39112.36	N/A	39112.36	31289.89	USD	No	39112.36	31289.89
LMEOTC	ZSLME	Special High Grade Zinc	ZS	9602.13	N/A	9602.13	7681.71	USD	No	9602.13	7681.71

泛欧交易所法国分所(MATIF)

有关保证金要求的更多信息，请访问交易所网站。

交易所MATIF	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
MATIF	EBM	Milling Wheat Futures	EBM	1760.63	N/A	1760.63	1408.51	EUR	Yes	1760.63	1408.51
MATIF	ECO	European Rapeseed Future	ECO	3475	N/A	3475	2780	EUR	Yes	3475	2780
MATIF	EMA	Corn	EMA	1906.25	N/A	1906.25	1525.00	EUR	No	1906.25	1525.00

西班牙期货和期权交易所(MEFFRV)

有关保证金要求的更多信息，请访问交易所网站。

交易所MEFFRV	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
MEFFRV	IBEX35	IBEX 35 Index	IBX	8312.54	6650.03	11875.06	9500.04	EUR	No	11875.06	9500.04
MEFFRV	IBEX	IBEX 35 Index Mini	MIX	831.254	665.003	1187.51	950.004	EUR	Yes	1187.51	950.004

墨西哥衍生品交易所(MEXDER)

有关保证金要求的更多信息，请访问交易所网站。

交易所MEXDER	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
MEXDER	DEUA	United States dollar	DA	9400.78	N/A	9400.78	7520.63	MXN	No	15229.27	12183.41
MEXDER	EURO	European Monetary Union Euro	EU	22851.81	N/A	22851.81	18281.45	MXN	No	22851.81	18281.45
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	63967.91	N/A	63967.91	51174.33	MXN	Yes²	59825.62	47860.50
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	12793.58	N/A	12793.58	10234.87	MXN	No	11965.12	9572.10

泛欧交易所法国分所（MONEP)

有关保证金要求的更多信息，请访问交易所网站。

交易所MONEP	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
MONEP	EPEU	FTSE EPRA/NAREIT Euro Zone	EPE	5191.81	N/A	5191.81	4153.45	EUR	No	5191.81	4153.45
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4642.34	N/A	4642.34	3713.87	EUR	No	4642.34	3713.87
MONEP	CAC40	CAC 40	FCE	4812.50	3850.00	6875.01	5500.00	EUR	Yes	6875.01	5500.00
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15658.94	N/A	15658.94	12527.15	EUR	No	15658.94	12527.15
MONEP	FEO	FTSEurofirst 100 NEW	FEO	11558.21	N/A	11558.21	9246.57	EUR	No	11558.21	9246.57
MONEP	CAC40	CAC 40	MFC	481.25	385.00	687.501	550.00	EUR	No	687.501	550.00

印度国家证券交易所(NSE)

有关保证金要求的更多信息，请访问交易所网站。

交易所NSE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
NSE	BANKNIFTY	Nifty Bank	BANKNIFTY	128684.1	N/A	128684.1	102947.25	INR	Yes	8531.04	6824.83
NSE	EURINR	Euro in Indian Rupee	EURINR	11278.75	N/A	11278.75	9023.00	INR	No	11278.75	9023.00
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	153117.2	N/A	153117.2	122494	INR	Yes	3806.55	3045.24
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	13237.50	N/A	13237.50	10590.00	INR	No	13237.50	10590.00
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	6694.375	N/A	6694.375	5355.50	INR	No	6694.375	5355.50
NSE	MIDCAPSEL	Nifty Midcap Select	MIDCPNIFTY	132077.25	N/A	132077.25	105661.5	INR	Yes	1749.58	1399.66
NSE	NIFTY50	Nifty 50	NIFTY	87279	N/A	87279	69823.25	INR	Yes	3468.50	2774.80
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10412.81	N/A	10412.81	8330.25	INR	Yes	10412.81	8330.25

洲际交易所美国期货分所(NYBOT)

有关保证金要求的更多信息，请访问交易所网站。

交易所NYBOT	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
NYBOT	LRC30APR	ICE U.S. Conforming 30-yr Fixed Mortgage Rate Lock Weighted APR	30C	5950.31	N/A	5950.31	4760.25	USD	No	5950.31	4760.25
NYBOT	CC	Cocoa NYBOT	CC	20285.70	N/A	20285.70	16228.56	USD	Yes	20285.70	16228.56
NYBOT	CT	Cotton No. 2	CT	5272.37	N/A	5272.37	4217.90	USD	Yes	5272.37	4217.90
NYBOT	DX	NYBOT US Dollar FX	DX	2477.81	N/A	2477.81	1982.25	USD	Yes	2477.81	1982.25
NYBOT	NYFANG	NYSE FANG+ Index	FNG	6380.76	N/A	6380.76	5104.61	USD	No	6380.76	5104.61
NYBOT	KC	Coffee "C"	KC	12804.43	N/A	12804.43	10243.54	USD	Yes	12804.43	10243.54
NYBOT	OJ	FC Orange Juice "A"	OJ	21573.61	N/A	21573.61	17258.89	USD	Yes	21573.61	17258.89
NYBOT	RS	Canola	RS	1276.33	N/A	1276.33	1021.06	CAD	No	1276.33	1021.06
NYBOT	SB	Sugar No. 11	SB	2520	N/A	2520	2016	USD	Yes	2520	2016
NYBOT	SF	Sugar #16 112000 lbs	SF	1904	N/A	1904	1523.20	USD	No	1904	1523.20

纽约商品交易所(NYMEX)

有关保证金要求的更多信息，请访问交易所网站。

交易所NYMEX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
NYMEX	BB	NYMEX Brent Financial Futures Index	BB	17550	N/A	17550	13000	USD	No	17550	13000
NYMEX	BZ	Brent Crude Oil - Last Day	BZ	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	CL	Light Sweet Crude Oil	CL	17550	N/A	17550	13000	USD	Yes	17550	13000
NYMEX	HH	Natural Gas Last Day Financial Futures Index	HH	8983.07	N/A	8983.07	7186.45	USD	No	8983.07	7186.45
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	8983.07	N/A	8983.07	7186.45	USD	No	8983.07	7186.45
NYMEX	MCL	Micro WTI Crude Oil	MCL	1755	N/A	1755	1300	USD	Yes	1755	1300
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3672.82	N/A	3672.82	2720.61	USD	No	3672.82	2720.61
NYMEX	MHNG	Micro Henry Hub Natural Gas	MNG	896.978	N/A	896.978	717.582	USD	No	896.978	717.582
NYMEX	MRB	Micro RBOB Gasoline	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	Henry Hub Natural Gas	NG	7848.55	N/A	7848.55	6278.84	USD	Yes	7848.55	6278.84
NYMEX	PA	Palladium Index	PA	100380.00	N/A	100380.00	20830.00	USD	No	100380.00	20830.00
NYMEX	PL	Platinum Index	PL	6195.67	N/A	6195.67	4956.54	USD	No	6195.67	4956.54
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	2245.77	N/A	2245.77	1796.61	USD	No	2245.77	1796.61
NYMEX	QM	NYMEX MINY Light Sweet Crude Oil	QM	8775	N/A	8775	6500	USD	No	8775	6500
NYMEX	RB	NYMEX RBOB Gasoline Index	RB	34020	N/A	34020	25200	USD	Yes	34020	25200
NYMEX	TT	NYMEX Cotton index	TT	15928.50	N/A	15928.50	12742.80	USD	No	15928.50	12742.80

纽约证券交易所/Liffe (NYSE LIFFE)

有关保证金要求的更多信息，请访问交易所网站。

交易所NYSELIFFE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
NYSELIFFE	M1MSA	MSCI Emerging Markets Asia Net Total Return (NTR)	ASN	4912.69	N/A	4912.69	3930.15	USD	No	4912.69	3930.15
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8600.24	N/A	8600.24	6880.20	USD	No	8600.24	6880.20
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	11163.75	N/A	11163.75	8931.00	USD	No	11163.75	8931.00
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6214.46	4971.57	8877.80	7102.24	USD	No	8877.80	7102.24
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2931.49	2345.19	4187.84	3350.28	USD	No	4187.84	3350.28
NYSELIFFE	MXUS	MSCI USA Index	MUN	53553.13	N/A	53553.13	42842.50	USD	No	53553.13	42842.50

纳斯达克OMX斯德哥尔摩交易所(OMS)

有关保证金要求的更多信息，请访问交易所网站。

交易所OMS	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
OMS	OMXESG	OMXS30 ESG Responsible Index	OMXESG	27055.10	N/A	27055.10	21644.08	SEK	No	27055.10	21644.08
OMS	OMXS30	OMX Index (Sweden)	OMXS30	19593.93	15675.14	27991.33	22393.06	SEK	Yes	27991.33	22393.06
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1046.34	N/A	1046.34	837.073	SEK	No	6006.86	837.073

大阪证券交易所(OSE.JPN)

有关保证金要求的更多信息，请访问交易所网站。

交易所OSE.JPN	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
OSE.JPN	N225	Nikkei 225	225	2728744.375	2182995.50	3898206.25	3118565	JPY	Yes	3898206.25	3118565
OSE.JPN	N225M	Nikkei 225 Mini	225M	272874.44	218299.55	389820.625	311856.50	JPY	Yes	389820.625	311856.50
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	27287.44	21829.955	38982.06	31185.65	JPY	No	38982.06	31185.65
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	149315.25	N/A	149315.25	119452.20	JPY	No	149315.25	119452.20
OSE.JPN	TPXC30	Topix Core30	C30	112656.16	N/A	112656.16	90124.93	JPY	No	112656.16	90124.93
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	443798.40	N/A	443798.40	355038.72	JPY	No	443798.40	355038.72
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	1885406.17	N/A	1885406.17	1508324.94	JPY	Yes	1526281.19	1221024.95
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	188540.62	N/A	188540.62	150832.49	JPY	No	152628.12	122102.49
OSE.JPN	TSEMOTHR	TSE Growth Market 250 Index	MOTH	52500	N/A	52500	42000	JPY	No	52500	42000
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	117187.50	N/A	117187.50	93750	JPY	No	267625	214100
OSE.JPN	TSEREIT	TSE REIT Index	REIT	241966.82	N/A	241966.82	193573.46	JPY	No	241966.82	193573.46
OSE.JPN	TOPX	TOPIX Index	TPX	1473662.74	1178930.19	2105232.48	1684185.99	JPY	No	2105232.48	1684185.99
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	147366.27	117893.02	210523.25	168418.60	JPY	No	210523.25	168418.60

ICE期货 – 欧洲(QBALGOIEU)

有关保证金要求的更多信息，请访问交易所网站。

交易所QBALGOIEU	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
QBALGOIEU	COIL	-	COIL	16467.34	N/A	16467.34	12198.03	USD	No	16467.34	12198.03
QBALGOIEU	GOIL	-	GOIL	9260.08	N/A	9260.08	6859.32	USD	No	9260.08	6859.32
QBALGOIEU	WTI	-	WTI	17550	N/A	17550	13000	USD	No	17550	13000

ICE期货 – 美国(QBALGOIUS)

有关保证金要求的更多信息，请访问交易所网站。

交易所QBALGOIUS	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
QBALGOIUS	CC	-	CC	20285.70	N/A	20285.70	16228.56	USD	No	20285.70	16228.56
QBALGOIUS	CT	-	CT	5272.37	N/A	5272.37	4217.90	USD	No	5272.37	4217.90
QBALGOIUS	DX	-	DX	2477.81	N/A	2477.81	1982.25	USD	No	2477.81	1982.25
QBALGOIUS	KC	-	KC	12804.43	N/A	12804.43	10243.54	USD	No	12804.43	10243.54
QBALGOIUS	OJ	-	OJ	21573.61	N/A	21573.61	17258.89	USD	No	21573.61	17258.89
QBALGOIUS	SB	-	SB	2520	N/A	2520	2016	USD	No	2520	2016

新加坡交易所(SGX)

有关保证金要求的更多信息，请访问交易所网站。

交易所SGX	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
SGX	AJ	SGX Australian Dollar in Japanese Yen Futures	AJ	289052.36	N/A	289052.36	231241.88	JPY	No	289052.36	231241.88
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2028.18	N/A	2028.18	1622.55	USD	No	2028.18	1622.55
SGX	XINA50	FTSE/Xinhua China A50	CN	1349.04	1079.23	1927.20	1541.76	USD	No	1927.20	1541.76
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4318.125	N/A	4318.125	3454.50	USD	No	4318.125	3454.50
SGX	XIN0I	FTSE China H50	FCH	4665.54	N/A	4665.54	3732.43	USD	No	4665.54	3732.43
SGX	SCI	SGX TSI Iron Ore Futures	FEF	1826.80	N/A	1826.80	1461.44	USD	No	1826.80	1461.44
SGX	WIIDN	FTSE Indonesia Index	FID	1652.20	N/A	1652.20	1321.76	USD	No	1652.20	1321.76
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	906.625	N/A	906.625	725.30	USD	No	906.625	725.30
SGX	INR	United States dollar	INR	10416.87	N/A	10416.87	8333.50	USD	No	10416.87	8333.50
SGX	INX	SGX USD/INR (USD) Month-end	INX	10411.25	N/A	10411.25	8329.00	USD	No	10411.25	8329.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	3001.50	N/A	3001.50	2401.20	USD	No	3001.50	2401.20
SGX	SGB	SGX Mini JGB Index	JB	250000.01	N/A	250000.01	200000.01	JPY	No	250000.01	200000.01
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	357062.50	N/A	357062.50	285650	JPY	No	357062.50	285650
SGX	KRW	Korean Won	KRW	4846.40	N/A	4846.40	3877.12	USD	No	4846.40	3877.12
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	969.281	N/A	969.281	775.425	USD	No	969.281	775.425
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6780.09	N/A	6780.09	5424.075	CNH	No	6780.09	5424.075
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	2071250	N/A	2071250	1387000	JPY	No	2071250	1387000
SGX	SGXNK	SGX: Nikkei 225	NK	1013512.50	810810	1447875	1158300	JPY	Yes	1447875	1158300
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	202702.50	162162	289575	231660	JPY	No	289575	231660
SGX	N225U	SGX: USD Nikkei 225 Index	NU	49775.86	N/A	49775.86	39820.69	USD	No	49775.86	39820.69
SGX	SSG	MSCI Singapore Free Index	SGP	1357.78	1086.23	1939.69	1551.75	SGD	Yes²	1939.69	1551.75
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5595.66	N/A	5595.66	4476.53	SGD	No	5595.66	4476.53
SGX	STI	SGX Straits Times Index	ST	4859.75	N/A	4859.75	3887.80	SGD	No	4859.75	3887.80
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2710.66	N/A	2710.66	2168.53	USD	No	2711.91	2169.53
SGX	TSR20	SICOM Rubber	TF	625.00	N/A	625.00	500.00	USD	No	625.00	500.00
SGX	SGXTU	SGX Thai baht in US Dollar Futures	TU	1449.25	N/A	1449.25	1159.40	USD	No	1449.25	1159.40
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8131.99	N/A	8131.99	6505.59	USD	No	8131.99	6505.59
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2391.46	1913.17	3416.38	2733.10	USD	No	3416.38	2733.10
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	27120.375	N/A	27120.375	21696.30	CNH	Yes	27120.375	21696.30
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	8378129.89	N/A	8378129.89	6702503.91	JPY	No	8378129.89	6702503.91
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1396.79	N/A	1396.79	1117.42	SGD	No	1396.79	1117.43
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1675625.98	N/A	1675625.98	1340500.78	JPY	No	1675625.98	1340500.78
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1294.66	N/A	1294.66	1035.73	SGD	No	1294.66	1035.73
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3679.50	N/A	3679.50	2943.60	SGD	No	3679.50	2943.60
SGX	G13	GENTING SINGAPORE LTD	YGEN	849.033	N/A	849.033	679.225	SGD	No	849.031	679.225
SGX	BN4	KEPPEL LTD	YKEP	3779.83	N/A	3779.83	3023.87	SGD	No	3779.84	3023.87
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5392.52	N/A	5392.52	4314.02	SGD	No	5392.52	4314.02
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2250.64	N/A	2250.64	1800.51	SGD	No	2250.64	1800.51
SGX	Y92	THAI BEVERAGE PCL	YTBE	927.65	N/A	927.65	742.12	SGD	No	927.662	742.13
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5669.28	N/A	5669.28	4535.42	SGD	No	5669.28	4535.42
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2944.88	N/A	2944.88	2355.90	SGD	No	2944.88	2355.90
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	15528.11	N/A	15528.11	3502.45	SGD	No	4378.07	3502.45
SGX	IBULHSGFI	INDIABULLS HOUSING FINANCE L	ZIHF	375	N/A	375	300	USD	No	375	300
SGX	YESBANK	YES BANK LTD	ZYES	187.50	N/A	187.50	150	USD	No	187.50	150

The Small Exchange (SMFE)

有关保证金要求的更多信息，请访问交易所网站。

交易所SMFE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
SMFE	10YSME	Small 10YR US Treasury Yield	S10Y	640.591	N/A	640.591	512.473	USD	No	640.591	512.473
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	731.25	N/A	731.25	585	USD	No	731.25	585
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	525.657	N/A	525.657	420.526	USD	No	525.657	420.526

悉尼期货交易所(SNFE)⁴

有关保证金要求的更多信息，请访问交易所网站。

交易所SNFE	底层证券	产品描述	交易级别	日内初始¹	日内维持¹	隔夜初始	隔夜维持	货币	有期权	空头隔夜初始	空头隔夜维持
SNFE	SPI	S&P/ASX 200 Index (Australia)	AP	13354.33	10683.47	19077.62	15262.09	AUD	Yes	19077.62	15262.09
SNFE	IB	30 Day Interbank Cash Rate	IB	785	N/A	785	628	AUD	No	785	628
SNFE	IR	90 Day Bills	IR	3037.41	N/A	3037.41	2429.92	AUD	No	3037.41	2429.92
SNFE	XT	10 Year Treasury Bond 6%	XT	3597.56	N/A	3597.56	2878.04	AUD	No	3597.56	2878.04
SNFE	YT	3 Year Treasury Bond 6%	YT	1316.25	N/A	1316.25	1053	AUD	No	1316.25	1053

期货 - 日内保证金要求

日内期货保证金和期货期权日内交易时间

下方表格列出了期货和期货期权的日内保证金要求和交易时间。每天在“日内结束时间”，期货合约将恢复为全额隔夜保证金要求，直至第二天的“日内开始时间”。价差交易一直适用100%的保证金要求。如果账户持有同一底层证券美国产品的期货和期货期权或欧洲产品的期货和指数期权，则日内保证金将不适用。

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
CBOT	ZB	30-year T-BONDS	7:20	15:00
CBOT	ZN	10-YR TREAS.	7:20	15:00
CBOT	ZF	5-YR TREAS.	7:20	15:00
CBOT	ZT	2-YR TREAS.	7:20	15:00
CBOT	Z3N	3-YR TREAS.	8:30	15:00
CBOT	ZQ	30 Day Federal Funds	7:20	15:00
CBOT	TN	10-YR T-NOTES	7:20	15:00
CBOT	UB	Ultra T-BONDS	7:20	15:00
CBOT	YM	MINI DJIA	8:30	15:00
CBOT	MYM	Micro E-mini DJIA	8:30	15:00
GLOBEX	MNQ	Micro E-mini NASDAQ-100	8:30	15:00
GLOBEX	MES	Micro E-mini S&P 500	8:30	15:00
GLOBEX	M2K	Micro E-mini Russell 2000	8:30	15:00
GLOBEX	GE	EURODOLLARS	7:20	15:00
GLOBEX	ES	MINI-S&P 500	8:30	15:00
GLOBEX	NKD	NIKKEI 225	8:00	15:00
GLOBEX	NQ	NASDAQ E-MINI	8:30	15:00
GLOBEX	SP	S&P 500	8:30	15:00
NYMEX	CL	Crude oil	9:00	15:45
NYMEX	GC	Gold	8:20	15:45
NYMEX	HG	Copper	8:10	15:45
NYMEX	HH	Nautral Gas Last Day Financial Future	9:00	15:45
NYMEX	HO	Heating Oil	9:00	15:45
NYMEX	MGC	E-Micro Gold	8:30	15:45
NYMEX	NG	Natural gas	9:00	15:45
NYMEX	QC	Copper	8:10	15:45
NYMEX	QG	Natural gas E-Mini	9:00	15:45
NYMEX	QH	Heating Oil E-Mini	9:00	15:45
NYMEX	QI	Silver Mini	8:25	15:45
NYMEX	QM	Crude oil E-Mini	9:00	15:45
NYMEX	QO	Gold	8:20	15:45
NYMEX	QU	Unleaded Gasoline E-Mini	9:00	15:45
NYMEX	RB	RBOB Gasoline	9:00	15:45
NYMEX	SI	Silver	8:25	15:45
NYMEX	SIL	Silver	8:25	15:45
NYBOT	TF	RUSSELL 2000	9:30	16:00

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
CDE	BAX	Bankers Acceptance	6:00	15:45
CDE	CGB	10-year Canadian Government Bond	6:00	15:45
CDE	CGF	5-year Canadian Government Bond	6:00	15:45
CDE	SCF	S&P/TSX Composite	9:30	15:45
CDE	SXF	S&P 60	9:30	15:45
CDE	SXM	Mini S&P 60	9:30	15:45

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
IDEM	FTMIB	S&P MIB30 Index	9:00	17:35
IDEM	MINI	Mini S&P MIB30 Index	9:00	17:35
DTB	FDAX	DAX Index	7:50	21:45
DTB	FDXM	DAX Index Mini	7:50	21:45
DTB	FESX	DJ EURO STOXX	7:50	21:45
DTB	FGBL	Euro BUND	7:50	21:45
DTB	FGBM	Euro BOBL	7:50	21:45
DTB	FGBS	Euro SCHATZ	7:50	21:45
DTB	FGBX	Euro BUXL	7:50	18:45
DTB	FOAT	Euro-OAT French Government Bond Index	7:50	18:45
SOFFEX	FSMI	Swiss Market Index	8:00	17:15
ICEEU	I	EURIBOR THREE MONTH EURO	7:00	16:15
ICEEU	L	THREE MONTH SHORT STERLING	7:30	16:15
ICEEU	R	Long Gilt	8:00	16:15
ICEEU	Z	FTSE 100 (NEW STYLE)	7:00	20:45
IPE	WTI	Light WTI Crude	1:00	20:45
MEFFRV	IBX	IBEX-35	9:00	17:15
MEFFRV	MIX	IBEX-MINI	9:00	17:15
FTA	FTI	AEX INDEX FUT	8:00	18:15
FTA	MFA	AEX INDEX FUT	8:00	18:00
MONEP	FCE	CAC 40	8:00	18:00
MONEP	MFC	CAC 40	8:00	18:00

交易所	代码	描述	日内开始时间⁵	日内结束时间⁵
SNFE	AM	SPI 200 Mini	9:50	16:15
SNFE	AP	SPI 200	9:50	16:15

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
HKFE	A50⁵	ISHARES FTSE A50 CHINA INDEX	9:00	15:45
HKFE	HHI⁵	HSCEI INDEX	8:45	16:00
HKFE	HSI⁵	HANG SENG INDEX	8:45	16:00
HKFE	MCH⁵	HSCEI INDEX	8:45	16:00
HKFE	MHI⁵	HANG SENG INDEX	8:45	16:00

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
OSE.JPN	NK225	NIKKEI 225	08:45	14:55
OSE.JPN	NK225M	NIKKEI 225 MINI	08:45	14:55
OSE.JPN	TOPIX	TOPIX	08:45	15:00
OSE.JPN	TOPIXM	TOPIX Mini	08:45	15:00

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
NSE	NIFTY	S&P CNX NIFTY	9:15	15:15

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
SGX	NK	NIKKEI 225	7:45	14:10
SGX	NS	NIKKEI 225 mini	7:45	13:45
SGX	TW	MSCI Taiwan	8:45	13:30

交易所	代码	描述	日内开始时间⁴	日内结束时间⁴
KSE	01	KOSPI	9:00	15:20
KSE	05	KOSPI mini	9:00	15:20

最低维持保证金

期货:
50美元/合约

空头期权:
100个delta单位50美元/合约
0个delta单位25美元/合约

介于100与0之间之delta的最低要求将会根据上述标准内插。欧洲期货交易所（Eurex）的合约始终假设delta为100。

最低初始保证金

维持保证金的125%

注

4. “日内开始时间”和“日内结束时间”栏列出的时间均为交易所当地时间。

风险保证金概况

什么是基于风险的保证金？

基于风险的保证金系统会在评估您投资组合的基础上设定您的保证金要求。系统会模拟市场波动，并据此预期可能的结果，从而得出您的持仓风险估值。因此，这是一种更准确的保证金模型，投资者可获得更高的杠杆率。

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

所有可进行保证金交易的权益证券持仓均适用，包括外国权益证券及外国权益证券期权、权益证券或权益证券指数的上市期权、证券期货产品、权益证券或权益证券指数的未上市衍生品、权益证券或权益证券指数的权证、宽基指数期货、以及宽基指数期货的期权。

额外的美国保证金要求

对于美国居民：

请使用以下链接查看其它保证金要求：

您可点击此处更改您的区域设置。

进一步阅读

下方文章和链接描述了期货/期权风险管理和财务控制方面的重要信息:

交割、行权和公司行动

有关保证金交易的更多信息，请前往我们的教育中心:

前往

披露

现金账户和IRA账户（现金及保证金类型）均不享受日内保证金率。
仅限多头头寸。
香港期货交易所（HKFE）上大于1,000张合约之HHI.HK期货头寸的保证金要求是正常HHI.HK保证金要求的双倍。

如您不是印度居民，则您需要具备“非居民印度人（NRI）”身份方可交易印度衍生品。
盈透证券澳大利亚现可向除自我管理型超级基金（SMSF）以外的所有客户提供保证金贷款。点击此处了解更多信息。对于被归为零售客户的盈透澳大利亚客户，保证金贷款的金额上限为5万澳元（可能会发生调整，具体由盈透证券澳大利亚决定）。达到上限后客户便不能再开立任何会进一步提高保证金要求的仓位。但是，客户能够借贷的数额取决于多种因素，包括：客户提供的作为担保物的资金或资产的价值；客户选择投资的金融产品（根据我们基于风险的模型，我们对不同的产品提供不同的贷款额度）；以及客户投资组合的维持保证金要求。一旦达到贷款金额上限，客户便不能再开立任何会进一步提高保证金要求的仓位。允许平仓或降低保证金要求的交易。有关IBKR澳大利亚保证金账户的更多信息，请参见本链接。

期货与期货期权保证金要求

期货和期货期权保证金概况

美国期货和期货期权保证金要求

期货保证金

保证金要求

泛欧交易所布鲁塞尔分所

芝加哥期货交易所(CBOT)

蒙特利尔交易所(CDE)

CEDX

芝加哥期权交易所期货交易分所(CFE)

芝加哥商业交易所(CME)

COMEX

ENDEX

EUREX

泛欧交易所荷兰分所(FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

洲际交易所农产品分所(ICEEUSOFT)

洲际交易所美国期货分所(ICEUS)

意大利证券交易所(IDEM)

洲际交易所(IPE)

韩国证券交易所(KSE)

伦敦金属交易所(LMEOTC)

泛欧交易所法国分所(MATIF)

西班牙期货和期权交易所(MEFFRV)

墨西哥衍生品交易所(MEXDER)

泛欧交易所法国分所（MONEP)

印度国家证券交易所(NSE)

洲际交易所美国期货分所(NYBOT)

纽约商品交易所(NYMEX)

纽约证券交易所/Liffe (NYSE LIFFE)

纳斯达克OMX斯德哥尔摩交易所(OMS)

大阪证券交易所(OSE.JPN)

ICE期货 – 欧洲(QBALGOIEU)

ICE期货 – 美国(QBALGOIUS)

新加坡交易所(SGX)

The Small Exchange (SMFE)

悉尼期货交易所(SNFE)4

期货 - 日内保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

额外的美国保证金要求

进一步阅读

披露

悉尼期货交易所(SNFE)⁴