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	7986.47	N/A	7986.47	6389.18	EUR	Yes²	7986.47	6389.18

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	1624.58	N/A	1624.58	1299.67	USD	No	1624.58	1299.67
CBOT	30Y	30 Year Micro Treasury Yield	30Y	1248.97	N/A	1248.97	999.174	USD	No	1248.97	999.174
CBOT	5YY	5 Year Micro Treasury Yield	5YY	1556.08	N/A	1556.08	1244.86	USD	No	1556.08	1244.86
CBOT	AIGCI	Bloomberg Commodity Index	AW	967.197	N/A	967.197	773.758	USD	No	967.197	773.758
CBOT	AC	Ethanol -CME	EH	6125	N/A	6125	4900	USD	No	6125	4900
CBOT	KE	Hard Red Winter Wheat -KCBOT-	KE	4220.19	N/A	4220.19	3376.15	USD	Yes	4220.19	3376.15
CBOT	MTN	Micro Ultra 10-Year U.S Treasury Note	MTN	610.995	N/A	610.995	488.796	USD	No	610.995	488.796
CBOT	MWN	Micro Ultra US Treasury Bond	MWN	1438.73	N/A	1438.73	1150.98	USD	No	1438.73	1150.98
CBOT	MYM	Micro E-Mini Dow Jones Industrial Average Index	MYM	778.435	676.90	1112.05	967	USD	No	1112.05	967
CBOT	DJUSRE	Dow Jones US Real Estate Index	RX	4322.69	N/A	4322.69	3458.15	USD	No	4322.69	3458.15
CBOT	TN	Ultra 10-Year US Treasury Note	TN	3916.79	N/A	3916.79	3133.44	USD	No	3916.79	3133.44
CBOT	TWE	20-Year U.S. Treasury Bond	TWE	5687.50	N/A	5687.50	4550.00	USD	No	5687.50	4550.00
CBOT	UB	Ultra Treasury Bond	UB	8383.84	N/A	8383.84	6707.07	USD	Yes	8383.84	6707.07
CBOT	YC	Mini Sized Corn Futures	XC	431.691	N/A	431.691	345.352	USD	No	431.691	345.352
CBOT	YK	Mini Sized Soybean Futures	XK	896.359	N/A	896.359	717.087	USD	No	896.359	717.087
CBOT	YW	Mini Sized Wheat Futures	XW	931.057	N/A	931.057	744.842	USD	No	931.056	744.842
CBOT	YIA	1-Year Eris SOFR Swap Futures	YIA	93.75	N/A	93.75	75.00	USD	No	93.75	75.00
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	75.00	USD	No	93.75	75.00
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	122.422	N/A	122.422	97.9374	USD	No	122.422	97.9374
CBOT	YM	E-mini Dow Jones Industrial Average	YM	7784.35	6769	11120.50	9670	USD	Yes	11120.50	9670
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2616.45	N/A	2616.45	2093.16	USD	No	2616.45	2093.16
CBOT	ZB	US Treasury Bond	ZB	5353.71	N/A	5353.71	4282.97	USD	Yes	5353.71	4282.97
CBOT	ZC	Corn Futures	ZC	1992.41	N/A	1992.41	1593.93	USD	Yes	1992.41	1593.93
CBOT	ZF	5 Year US Treasury Note	ZF	1750	N/A	1750	1400	USD	Yes	1750	1400
CBOT	ZL	Soybean Oil Futures	ZL	3130.81	N/A	3130.81	2504.65	USD	Yes	3130.81	2504.65
CBOT	ZM	Soybean Meal Futures	ZM	3932.35	N/A	3932.35	3145.88	USD	Yes	3932.35	3145.88
CBOT	ZN	10 Year US Treasury Note	ZN	2656.32	N/A	2656.32	2125.05	USD	Yes	2656.32	2125.05
CBOT	ZO	Oat Futures	ZO	5337.36	N/A	5337.36	4269.89	USD	Yes	5337.36	4269.89
CBOT	ZQ	30 Day Fed Funds	ZQ	410.46	N/A	410.46	328.368	USD	Yes²	410.46	328.368
CBOT	ZR	Rough Rice Futures	ZR	5443.74	N/A	5443.74	4354.99	USD	Yes	5443.74	4354.99
CBOT	ZS	Soybean Futures	ZS	4295.05	N/A	4295.05	3436.04	USD	Yes	4295.05	3436.04
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	4457.16	N/A	4457.16	3565.73	USD	Yes	4457.16	3565.73

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	872.00	N/A	872.00	697.60	CAD	No	872.00	697.60
CDE	CGB	10 Year Government of Canada Bonds	CGB	4079.08	N/A	4079.08	3263.26	CAD	No	4079.08	3263.26
CDE	CGF	5 Year Government of Canada Bonds	CGF	2103.30	N/A	2103.30	1682.64	CAD	No	2103.30	1682.64
CDE	CGZ	2 Year Government of Canada Bonds	CGZ	952.387	N/A	952.387	761.91	CAD	No	952.387	761.91
CDE	CRA	3 Month CORRA	CRA	406.538	N/A	406.538	325.23	CAD	No	406.538	325.23
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXF	11695.42	9356.34	16707.75	13366.20	CAD	No	16707.75	13366.20
CDE	TSE60	S&P Canada 60 Index Futures (Old TSE60)	SXM	12514.41	N/A	12514.41	10011.53	CAD	No	12514.41	10011.53

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	11050.42	N/A	11050.42	8840.34	USD	No	11050.42	8840.34
CFE	IBXXIBIG	iBoxx iShares $ Investment Grade Corporate Bond Index TR	IBIG	9275.83	N/A	9275.83	7420.66	USD	No	9275.83	7420.66
CFE	VIX	CBOE Volatility Index	VX	9765.75	N/A	9765.75	7812.60	USD	No	29189.73	23351.78
CFE	VIX	CBOE Volatility Index	VX17	9843.75	N/A	9843.75	7875	USD	No	29085.94	23268.75
CFE	VIX	CBOE Volatility Index	VX18	9843.75	N/A	9843.75	7875	USD	No	29085.94	23268.75
CFE	VIX	CBOE Volatility Index	VX19	9844.92	N/A	9844.92	7875.94	USD	No	28900.62	23112.45
CFE	VIX	CBOE Volatility Index	VX20	9845.50	N/A	9845.50	7876.40	USD	No	28808.02	23034.35
CFE	VIX	CBOE Volatility Index	VX22	9105.14	N/A	9105.14	7244.79	USD	No	27730.19	22184.15
CFE	VXM	Mini Cboe Volatility Index Futures	VXM	976.575	N/A	976.575	781.26	USD	No	2918.97	2335.18

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	2916.43	N/A	2916.43	2333.14	USD	Yes	2916.43	2333.14
CME	GBP	British pound	6B	2694.00	N/A	2694.00	2155.20	USD	Yes	2694.00	2155.20
CME	CAD	Canadian dollar	6C	2215.82	N/A	2215.82	1772.65	USD	Yes	2215.82	1772.65
CME	EUR	European Monetary Union Euro	6E	3704.17	N/A	3704.17	2963.34	USD	Yes	3704.17	2963.34
CME	JPY	Japanese yen	6J	3250.24	N/A	3250.24	2600.19	USD	Yes	3250.24	2600.19
CME	BRE	Brazilian real	6L	2000.625	N/A	2000.625	1455	USD	Yes²	2000.625	1455
CME	MXP	Mexican Peso	6M	2177.625	N/A	2177.625	1742.10	USD	Yes	2177.625	1742.10
CME	NZD	New Zealand dollar	6N	2236.71	N/A	2236.71	1789.37	USD	Yes²	2236.71	1789.37
CME	RUR^*	Russian Ruble in US Dollars	6R	33359.375	N/A	33359.375	26687.50	USD	Yes²	33359.375	26687.50
CME	CHF	Swiss franc	6S	5155.31	N/A	5155.31	4124.25	USD	Yes	5155.31	4124.25
CME	ZAR	South African Rand	6Z	2265.16	N/A	2265.16	1812.125	USD	No	2265.16	1812.125
CME	ACD	Australian dollar	ACD	13679.36	N/A	13679.36	10943.49	CAD	No	13679.36	10943.49
CME	AJY	Australian dollar	AJY	2412749.09	N/A	2412749.09	1930199.27	JPY	No	2412749.09	1930199.27
CME	BQX	CME E-Mini NASDAQ Biotechnology	BIO	26263.69	N/A	26263.69	21010.95	USD	No	26263.69	21010.95
CME	BOS	Boston Housing Index	BOS	5125	N/A	5125	4100	USD	No	5125	4100
CME	BSBY	Three-Month Bloomberg Short-Term Bank Yield	BSB	2271.52	N/A	2271.52	1817.21	USD	No	2271.52	1817.21
CME	BRR	CME CF Bitcoin Reference Rate	BTC	170479.96	N/A	170479.96	132595.53	USD	Yes	170479.95	132595.53
CME	BTCEURRR	CME CF Bitcoin-Euro Reference Rate	BTE	186718.75	N/A	186718.75	149375	EUR	No	373437.50	298750
CME	CB	CME Cash-Settled Butter Futures	CB	10470.98	N/A	10470.98	8376.79	USD	No	10470.98	8376.79
CME	CHI	Chicago Housing Index	CHI	3143.75	N/A	3143.75	2515.00	USD	No	3143.75	2515.00
CME	CLP	Chilean peso	CHP	8677.39	N/A	8677.39	6941.91	USD	No	8677.39	6941.91
CME	CJY	Canadian dollar	CJY	2609017.86	N/A	2609017.86	2087214.29	JPY	No	2609017.86	2087214.29
CME	CNH	United States dollar	CNH	27219.375	N/A	27219.375	21775.50	CNH	No	27219.375	21775.50
CME	CSC	Cheese	CSC	7992.14	N/A	7992.14	6393.71	USD	No	7992.14	6393.71
CME	CUS	Housing Index Composite	CUS	8406.25	N/A	8406.25	4325	USD	No	8406.25	4325
CME	CZK	Czech koruna	CZK	20762.57	N/A	20762.57	16610.06	USD	Yes²	20762.57	16610.06
CME	DA	MILK CLASS III INDEX	DC	5631.57	N/A	5631.57	4505.25	USD	Yes	5631.57	4505.25
CME	DEN	Denver Housing Index	DEN	4918.75	N/A	4918.75	3935.00	USD	No	4918.75	3935.00
CME	DY	CME DRY WHEY INDEX	DY	2479.72	N/A	2479.72	1983.78	USD	No	2479.72	1983.78
CME	E7	European Monetary Union Euro	E7	1852.09	N/A	1852.09	1481.67	USD	No	1852.09	1481.67
CME	EAD	European Monetary Union Euro	EAD	18593.19	N/A	18593.19	14874.55	AUD	No	18593.19	14874.55
CME	ECD	European Monetary Union Euro	ECD	11502.08	N/A	11502.08	9201.67	CAD	No	11502.08	9201.67
CME	ECK	Czech koruna	ECK	9886.50	N/A	9886.50	7909.20	EUR	No	9886.50	7909.20
CME	EHF	Hungarian forint	EHF	9408.60	N/A	9408.60	7526.88	EUR	Yes²	9408.60	7526.88
CME	EMD	E-mini S&P Midcap 400 Futures	EMD	18762.07	15009.66	26802.96	21442.37	USD	Yes²	26802.96	21442.37
CME	NIY	Yen Denominated Nikkei 225 Index	ENY	204408.59	163526.87	292012.27	233609.82	JPY	No	292012.27	233609.82
CME	EPZ	Polish zloty	EPZ	10730.86	N/A	10730.86	8584.69	EUR	Yes²	10730.86	8584.69
CME	ES	E-mini S&P 500	ES	10346.03	9405.48	14780.04	13436.40	USD	Yes	14780.04	13436.40
CME	SPXESUP	E-mini S&P 500 ESG	ESG	13746.96	N/A	13746.96	10997.57	USD	No	13746.96	10997.57
CME	ESTR	Euro Short-Term Rate	ESR	281.25	N/A	281.25	225	EUR	No	281.25	225
CME	ETHEURRR	CME CF Ether-Euro Reference Rate	ETE	91453.125	N/A	91453.125	73162.50	EUR	No	182906.25	146325
CME	ETHUSDRR	CME CF Ether-Dollar Reference Rate	ETH	119125.84	N/A	119125.84	95300.67	USD	Yes	238251.68	190601.34
CME	GSCI	S&P-GSCI Index	GD	19602.86	N/A	19602.86	15682.29	USD	No	19602.86	15682.29
CME	GDK	Class IV Milk - 200k lbs	GDK	3461.64	N/A	3461.64	2769.31	USD	No	3461.64	2769.31
CME	GF	Feeder Cattle	GF	8363.84	N/A	8363.84	6691.07	USD	Yes	8363.84	6691.07
CME	NF	NON FAT DRY MILK INDEX	GNF	2819.86	N/A	2819.86	2255.89	USD	No	2819.86	2255.89
CME	HE	Lean Hogs	HE	5869.36	N/A	5869.36	4695.49	USD	Yes	5869.36	4695.49
CME	HUF	Hungarian forint	HUF	13779.53	N/A	13779.53	11023.63	USD	Yes²	13779.53	11023.63
CME	IBAA	Bovespa Index - USD	IBV	29227.51	N/A	29227.51	23382.01	USD	No	29227.51	23382.01
CME	ILS	Israeli Shekel	ILS	33073.80	N/A	33073.80	26459.04	USD	Yes²	33073.80	26459.04
CME	J7	Japanese yen	J7	1625.12	N/A	1625.12	1300.10	USD	No	1625.12	1300.10
CME	KRW	Korean Won	KRW	19364.06	N/A	19364.06	15491.25	USD	Yes²	12529.69	10023.75
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	6734.375	N/A	6734.375	5387.50	USD	No	6734.375	5387.50
CME	LBR	Lumber Futures	LBR	1125	N/A	1125	900	USD	No	1125	900
CME	LE	Live Cattle	LE	4324.78	N/A	4324.78	3459.82	USD	Yes	4324.78	3459.82
CME	M2K	Micro E-Mini Russell 2000 Index	M2K	574.457	459.566	820.653	656.523	USD	No	820.653	656.523
CME	M6A	Australian dollar	M6A	291.643	N/A	291.643	233.314	USD	No	291.643	233.314
CME	M6B	British pound	M6B	269.40	N/A	269.40	215.52	USD	No	269.40	215.52
CME	M6E	European Monetary Union Euro	M6E	370.417	N/A	370.417	296.334	USD	No	370.417	296.334
CME	MBT	Micro Bitcoin	MBT	3409.60	N/A	3409.60	2651.91	USD	Yes	3409.60	2651.91
CME	MCD	Canadian dollar	MCD	221.582	N/A	221.582	177.265	USD	No	221.582	177.265
CME	MES	Micro E-Mini S&P 500 Stock Price Index	MES	1034.60	940.548	1478.00	1343.64	USD	Yes	1478.00	1343.64
CME	MET	Micro Ether	MET	238.252	N/A	238.252	190.601	USD	Yes	476.503	381.203
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	1496.50	N/A	1496.50	1196.80	USD	No	1496.50	1196.80
CME	MNH	United States dollar	MNH	2725.31	N/A	2725.31	2180.25	CNH	No	2725.31	2180.25
CME	MNQ	Micro E-Mini Nasdaq-100 Index	MNQ	1850.42	1682.20	2643.46	2403.14	USD	Yes	2643.46	2403.14
CME	MSF	Swiss franc	MSF	515.531	N/A	515.531	412.425	USD	No	515.531	412.425
CME	NIY	Yen Denominated Nikkei 225 Index	NIY	1022042.95	817634.36	1460061.35	1168049.08	JPY	No	1460061.35	1168049.08
CME	NKD	Dollar Denominated Nikkei 225 Index	NKD	16191.04	N/A	16191.04	12952.83	USD	No	16191.04	12952.83
CME	NOK	Norwegian krone	NOK	26637.61	N/A	26637.61	21310.08	USD	No	26637.61	21310.08
CME	NQ	E-mini NASDAQ 100	NQ	18504.21	16822.01	26434.59	24031.44	USD	Yes	26434.59	24031.44
CME	NYM	New York Housing Index	NYM	5609.375	N/A	5609.375	3812.50	USD	No	5609.375	3812.50
CME	PJY	British pound	PJY	2999286.95	N/A	2999286.95	2399429.56	JPY	No	2999286.95	2399429.56
CME	PLN	Polish zloty	PLN	18898.06	N/A	18898.06	15118.44	USD	Yes²	18898.06	15118.44
CME	PSF	British pound	PSF	12988.78	N/A	12988.78	10391.02	CHF	No	12988.78	10391.02
CME	RF	European Monetary Union Euro	RF	5043.86	N/A	5043.86	4035.08	CHF	No	5043.86	4035.08
CME	RMB	CME Chinese Renminbi in US Dollar Cross Rate	RMB	8777.50	N/A	8777.50	7022	USD	Yes²	8777.50	7022
CME	RME	CME Chinese Renminbi in Euro Cross Rate	RME	12101.38	N/A	12101.38	9681.10	EUR	Yes²	12101.38	9681.10
CME	RP	European Monetary Union Euro	RP	6721.09	N/A	6721.09	5376.875	GBP	No	6721.09	5376.875
CME	RS1	E-mini Russell 1000 Index Futures	RS1	11963.60	N/A	11963.60	9570.88	USD	No	11963.60	9570.88
CME	RSG	E-mini Russell 1000 Growth Index Futures	RSG	42718.72	N/A	42718.72	34174.97	USD	No	42718.72	34174.97
CME	RSV	E-Mini Russell 1000 Value Index Futures	RSV	11845.24	N/A	11845.24	9476.19	USD	No	11845.24	9476.19
CME	RTY	E-mini Russell 2000 Index	RTY	5744.57	4595.66	8206.53	6565.23	USD	Yes	8206.53	6565.23
CME	RY	European Monetary Union Euro	RY	950423.72	N/A	950423.72	760338.97	JPY	Yes²	950423.72	760338.97
CME	SPXDIVAN	S&P 500 Dividend Points (Annual) Index	SDA	4830.16	N/A	4830.16	3680.00	USD	No	4830.16	3680.00
CME	SDG	San Diego Housing Index	SDG	7678.04	N/A	7678.04	6142.43	USD	No	7678.04	6142.43
CME	SEK	Swedish krona	SEK	21779.00	N/A	21779.00	17423.20	USD	No	21779.00	17423.20
CME	SFR	San Francisco Housing Index	SFR	5456.25	N/A	5456.25	4365.00	USD	No	5456.25	4365.00
CME	SGX	S&P 500 / Citigroup Growth Index	SG	256792.94	N/A	256792.94	205434.35	USD	No	256792.94	205434.35
CME	SIR	Indian Rupee	SIR	7492.50	N/A	7492.50	5994	USD	No	7492.50	5994
CME	SJY	Swiss franc	SJY	3752535.93	N/A	3752535.93	3002028.74	JPY	No	3752535.93	3002028.74
CME	SMC	E-Mini S&P SmallCap 600 Futures	SMC	35282.99	N/A	35282.99	28226.39	USD	No	35282.99	28226.39
CME	SONIA	Sterling Overnight Index Average	SON	1146.37	N/A	1146.37	917.096	GBP	No	1146.37	917.096
CME	SOFR1	Secured Overnight Financing Rate 1-month average of rates	SR1	475.033	N/A	475.033	380.026	USD	No	475.033	380.026
CME	SOFR3	Secured Overnight Financing Rate 3-month average of rates	SR3	687.50	N/A	687.50	550.00	USD	Yes	687.50	550.00
CME	SVX	S&P 500 / Citigroup Value Index	SU	95611.71	N/A	95611.71	76489.37	USD	No	95611.71	76489.37
CME	TBF3	13-Week US Treasury Bill	TBF3	838.47	N/A	838.47	670.776	USD	No	838.47	670.776
CME	WDC	Washington DC Housing Index	WDC	4940.63	N/A	4940.63	3952.50	USD	No	4940.63	3952.50
CME	IXB	Materials Select Sector Index	XAB	16145.43	N/A	16145.43	12916.34	USD	No	16145.43	12916.34
CME	IXE	Energy Select Sector Index	XAE	15990.44	N/A	15990.44	12792.35	USD	No	15990.44	12792.35
CME	IXM	Financial Select Sector Index	XAF	17124.57	N/A	17124.57	13699.66	USD	No	17124.57	13699.66
CME	IXI	Industrial Select Sector Index	XAI	22383.03	N/A	22383.03	17906.43	USD	No	22383.03	17906.43
CME	IXT	Technology Select Sector Index -	XAK	48586.57	N/A	48586.57	38869.26	USD	No	48586.57	38869.26
CME	IXR	Consumer Staples Select Sector Index	XAP	8063.91	N/A	8063.91	6451.13	USD	No	8063.91	6451.13
CME	IXRE	Real Estate Select Sector Index	XAR	8623.54	N/A	8623.54	6898.83	USD	No	8623.54	6898.83
CME	IXU	Utilities Select Sector Index	XAU	9278.66	N/A	9278.66	7422.93	USD	No	9278.66	7422.93
CME	IXV	Health Care Select Sector Index	XAV	17042.30	N/A	17042.30	13633.84	USD	No	17042.30	13633.84
CME	IXY	Consumer Discretionary Select Sector Index	XAY	34967.55	N/A	34967.55	27974.04	USD	No	34967.55	27974.04

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	7891.50	N/A	7891.50	6313.20	USD	No	7891.50	6313.20
COMEX	GC	Gold	GC	14277.46	N/A	14277.46	11421.97	USD	Yes	14277.46	11421.97
COMEX	HG	Copper Index	HG	11294.36	N/A	11294.36	9035.49	USD	Yes	11294.36	9035.49
COMEX	HRC	Hot-Rolled Coil Steel Index	HRC	2966.05	N/A	2966.05	2372.84	USD	No	2966.05	2372.84
COMEX	MGC	E-Micro Gold	MGC	1427.75	N/A	1427.75	1142.20	USD	Yes	1427.75	1142.20
COMEX	MHG	Micro Copper	MHG	1129.44	N/A	1129.44	903.549	USD	No	1129.44	903.549
COMEX	QC	COMEX MINY Copper	QC	5647.18	N/A	5647.18	4517.75	USD	No	5647.18	4517.75
COMEX	QI	COMEX MINY Silver	QI	10789.84	N/A	10789.84	8631.88	USD	No	10789.84	8631.88
COMEX	QO	COMEX MINY Gold	QO	7138.73	N/A	7138.73	5710.98	USD	No	7138.73	5710.98
COMEX	SGC	Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures	SGC	43083.86	N/A	43083.86	34467.09	CNH	No	43083.86	34467.09
COMEX	SGUF	Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures	SGU	7423.62	N/A	7423.62	5938.90	USD	No	7423.62	5938.90
COMEX	SI	Silver Index	SI	21364.06	N/A	21364.06	17091.25	USD	Yes	21364.06	17091.25
COMEX	SI	Silver Index	SIL	4272.81	N/A	4272.81	3418.25	USD	No	4272.81	3418.25
COMEX	UX	Uranium Index	UX	3964.78	N/A	3964.78	3171.82	USD	No	3964.78	3171.82

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	66470.00	N/A	66470.00	53176.00	EUR	No	66470.00	53176.00
ENDEX	TFM	Dutch TTF Natural Gas Futures	TFM	11862.42	N/A	11862.42	9489.93	EUR	Yes	11862.42	9489.93

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	10787.34	N/A	10787.34	8629.87	CHF	No	10787.34	8629.87
EUREX	KS200.EU	KOSPI 200 - Eurex/KRX Linked Product	FBK2	7974530.99	6379624.79	11392187.125	9113749.70	KRW	Yes	11392187.125	9113749.70
EUREX	FBON	Euro BONO Futures on Long-term Spanish Government Bonds	FBON	10627.91	N/A	10627.91	8502.33	EUR	No	10627.91	8502.33
EUREX	BTP	Euro-BTP Italian Government Bond	FBTP	4957.66	N/A	4957.66	3966.13	EUR	Yes	4957.66	3966.13
EUREX	BTS	Short-Term Euro-BTP Italian Government Bond	FBTS	1277.72	N/A	1277.72	1022.18	EUR	No	1333.50	1066.80
EUREX	DJUBS	Dow Jones-UBS Commodity Index	FCCO	2956.03	N/A	2956.03	2364.83	USD	No	2956.03	2364.83
EUREX	KWY.EU	US Dollar in Korean Won - EUREX/KRX Linked Product	FCUW	1710000	N/A	1710000	1368000	KRW	No	3420000	2736000
EUREX	SD3ED	Euro Stoxx Select Dividend 30 DVP	FD3D	4426.55	N/A	4426.55	2166.00	EUR	No	4426.55	2166.00
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDAX	29286.47	23429.175	41837.81	33470.25	EUR	Yes	40156.875	32125.50
EUREX	DDAX	DivDAX Price Index	FDIV	9400.58	N/A	9400.58	7520.46	EUR	Yes²	9400.58	7520.46
EUREX	DDXDIVPT	DivDAX Dividend Points Index	FDVD	3788.93	N/A	3788.93	1854	EUR	No	3788.93	1854
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXM	5857.29	4685.835	8367.56	6694.05	EUR	No	8031.375	6425.10
EUREX	DAX	DAX 40 Index (Deutsche Aktien Xchange 40)	FDXS	1171.46	937.167	1673.51	1338.81	EUR	Yes	1606.275	1285.02
EUREX	DBEA	EURO STOXX Banks Index Dividend Futures	FEBD	458.371	N/A	458.371	223.51	EUR	No	458.371	223.51
EUREX	DJSD	Euro STOXX Select Dividend 30 Index	FEDV	4066.25	N/A	4066.25	3253	EUR	Yes²	4066.25	3253
EUREX	ESA	Euro STOXX 600 Automobile & Parts	FESA	10624.38	N/A	10624.38	8499.50	EUR	Yes²	10624.38	8499.50
EUREX	SX7E	Euro STOXX Banks Index	FESB	708.623	566.8985	1012.32	809.855	EUR	Yes	901.125	720.90
EUREX	SX4E	Euro STOXX Chemicals	FESC	6856.95	N/A	6856.95	5485.56	EUR	Yes²	6856.95	5485.56
EUREX	ESE	Euro STOXX Oil & Gas	FESE	2122.74	N/A	2122.74	1698.19	EUR	Yes²	2122.74	1698.19
EUREX	ESF	Euro STOXX Financial Services Index	FESF	3314.09	N/A	3314.09	2651.28	EUR	Yes²	2700.98	2160.78
EUREX	SXNE	Euro STOXX Industrial Goods&Services	FESG	6493.63	N/A	6493.63	5194.90	EUR	Yes²	6289.73	5031.79
EUREX	SXDE	Euro STOXX Healthcare	FESH	2809.16	N/A	2809.16	2247.33	EUR	Yes²	2809.16	2247.33
EUREX	ESI	Euro STOXX Insurance	FESI	2571.72	N/A	2571.72	2057.37	EUR	Yes²	2226.01	1780.80
EUREX	ESM	Euro STOXX Media Index	FESM	1449.66	N/A	1449.66	1159.73	EUR	Yes²	1449.66	1159.73
EUREX	SXOE	Euro STOXX Construction	FESN	3158.92	N/A	3158.92	2527.135	EUR	Yes²	3146.86	2517.485
EUREX	SX3E	Euro STOXX Food&Beverages	FESO	1555.08	N/A	1555.08	1244.06	EUR	Yes²	1535.90	1228.72
EUREX	SXRE	Euro STOXX Retail	FESR	4647.41	N/A	4647.41	3717.93	EUR	Yes²	4647.41	3717.93
EUREX	SXPE	Euro STOXX Basic Resources	FESS	1407.08	N/A	1407.08	1125.66	EUR	Yes²	1322.60	1058.08
EUREX	SXKE	Euro STOXX Telecommunications	FEST	897.448	N/A	897.448	717.958	EUR	Yes²	897.448	717.958
EUREX	ESU	Euro STOXX Utilities Index	FESU	1432.99	N/A	1432.99	1146.39	EUR	Yes	1385.52	1108.41
EUREX	SXTE	Euro STOXX Travel & Leisure	FESV	1268.65	N/A	1268.65	1014.92	EUR	Yes²	1268.65	1014.92
EUREX	ESTX50	Euro STOXX50	FESX	3151.44	2521.16	4502.06	3601.65	EUR	Yes	4502.06	3601.65
EUREX	SX8E	Euro STOXX Technology	FESY	17766.30	N/A	17766.30	14213.04	EUR	Yes²	17766.30	14213.04
EUREX	SXQE	Euro STOXX Personal & Household Goods	FESZ	8117.51	N/A	8117.51	6494.01	EUR	Yes²	8117.51	6494.01
EUREX	EU3	Three Month EURIBOR	FEU3	595.894	N/A	595.894	476.715	EUR	Yes	595.894	476.715
EUREX	DESX5	EURO STOXX 50 Index-Dividenden	FEXD	4605.23	2245.60	6578.91	3208.00	EUR	Yes	6578.91	3208.00
EUREX	OMXH25	OMX Helsinki 25 Index	FFOX	8082.67	N/A	8082.67	6466.13	EUR	Yes²	8082.67	6466.13
EUREX	GBL	Euro Bund (10 Year Bond)	FGBL	3726.04	N/A	3726.04	2980.84	EUR	Yes	3871.63	3097.30
EUREX	GBM	Euro Bobl (5 Year Bond)	FGBM	2023.20	N/A	2023.20	1618.56	EUR	Yes	2023.20	1618.56
EUREX	GBS	Euro Schatz (2 Year Bond)	FGBS	836.26	N/A	836.26	669.008	EUR	Yes	767.687	614.15
EUREX	GBX	Euro Buxl (15 - 30 Year Bond)	FGBX	8965.24	N/A	8965.24	7172.19	EUR	Yes	9085.06	7268.05
EUREX	DJESL	Euro Stoxx Large	FLCE	2316.94	N/A	2316.94	1853.55	EUR	No	2156.94	1725.55
EUREX	DJ200L	STOXX Large 200 Index	FLCP	2221.71	N/A	2221.71	1777.37	EUR	No	1837.26	1469.81
EUREX	DJESM	Euro Stoxx Mid	FMCE	2161.09	N/A	2161.09	1728.87	EUR	No	1892.11	1513.68
EUREX	M1CN	MSCI China NTR USD	FMCH	2032.52	N/A	2032.52	1626.02	USD	No	2032.52	1626.02
EUREX	DJ200	STOXX MID 200 Index	FMCP	2326.52	N/A	2326.52	1861.21	EUR	Yes²	2014.55	1611.64
EUREX	M1MS	MSCI Emerging Markets Asia	FMEA	5205.525	N/A	5205.525	4164.42	USD	No	4930.225	3944.18
EUREX	M1EF	MSCI Emerging Markets Net Total Return Index	FMEM	4933.04	N/A	4933.04	3946.44	USD	No	4933.04	3946.44
EUREX	MXEU	MSCI Europe	FMEP	1409.45	N/A	1409.45	1127.56	EUR	No	1160.99	928.79
EUREX	M7EU	MSCI Europe Net Return EUR Index	FMEU	2768.53	N/A	2768.53	2214.82	EUR	No	2273.69	1818.95
EUREX	M1IN	MSCI India NTR USD	FMIN	11827.67	N/A	11827.67	9462.13	USD	No	10816.21	8652.97
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6194.50	N/A	6194.50	4955.60	USD	No	5537.26	4429.81
EUREX	K200M.EU	Mini KOSPI 200 - Eurex/KRX Linked Product	FMK2	1589875.04	1271900.03	2271250.06	1817000.05	KRW	No	2271250.06	1817000.05
EUREX	M1TW	MSCI Taiwan NTR USD	FMTW	5517.775	N/A	5517.775	4414.22	USD	No	5029.575	4023.66
EUREX	MBWO	MSCI World Net EUR Index 1	FMWN	3622.58	N/A	3622.58	2898.06	EUR	No	3181.88	2545.50
EUREX	M1WO	MSCI World NETR USD Index	FMWO	8514.475	N/A	8514.475	6811.58	USD	No	8170.54	6536.43
EUREX	MXWO	MSCI World Index	FMWP	5431.56	N/A	5431.56	4345.25	USD	No	5431.56	4345.25
EUREX	OAT	Euro-OAT French Government Bond	FOAT	3764.11	N/A	3764.11	3011.29	EUR	No	3883.575	3106.86
EUREX	DJESS	Euro Stoxx Small	FSCE	1445.23	N/A	1445.23	1156.19	EUR	No	1327.53	1062.03
EUREX	DJ200S	STOXX Small 200 Index	FSCP	1550.28	N/A	1550.28	1240.22	EUR	No	1463.34	1170.67
EUREX	SXXPESGX	STOXX Europe 600 ESG-X	FSEG	1459.29	N/A	1459.29	1167.43	EUR	No	1162.98	930.386
EUREX	SLI	Swiss Leader Index (PREIS_INDEX)	FSLI	4566.59	N/A	4566.59	3653.28	CHF	Yes²	4566.59	3653.28
EUREX	SMIDP	SMI Dividend Points Index	FSMD	15167.98	N/A	15167.98	7422.00	CHF	No	15167.98	7422.00
EUREX	SMI	Swiss Market Index	FSMI	5655.46	4524.36	8079.22	6463.38	CHF	Yes	7804.45	6243.56
EUREX	SMIM	Swiss Mid-cap Index	FSMM	4428.34	N/A	4428.34	3542.68	CHF	Yes²	4428.34	3542.68
EUREX	SMI	Swiss Market Index	FSMS	565.546	452.436	807.922	646.338	CHF	No	780.445	624.356
EUREX	MDAX	Midcap DAX	FSMX	2830.02	N/A	2830.02	2264.02	EUR	No	2423.66	1938.93
EUREX	ST3	Three Month ESTR	FST3	143.838	N/A	143.838	115.071	EUR	No	205.31	164.248
EUREX	SXAP	STOXX 600 Automobiles & Parts	FSTA	5368.01	N/A	5368.01	4294.41	EUR	Yes²	5368.01	4294.41
EUREX	SX7P	STOXX 600 Banks	FSTB	1342.98	N/A	1342.98	1074.38	EUR	Yes	1141.66	913.33
EUREX	SX4P	STOXX 600 Chemicals	FSTC	5719.86	N/A	5719.86	4575.88	EUR	Yes²	5369.79	4295.84
EUREX	SXEP	STOXX 600 Oil & Gas	FSTE	2140.83	N/A	2140.83	1712.67	EUR	Yes	2140.83	1712.67
EUREX	SXFP	STOXX 600 Financial Services Index	FSTF	4289.94	N/A	4289.94	3431.95	EUR	Yes²	3797.08	3037.66
EUREX	SXNP	STOXX 600 Industrial Goods & Services Index	FSTG	4217.53	N/A	4217.53	3374.03	EUR	Yes²	3871.13	3096.90
EUREX	SXDP	STOXX 600 Healthcare	FSTH	3877.59	N/A	3877.59	3102.07	EUR	Yes²	3877.59	3102.07
EUREX	SXIP	STOXX 600 Insurance	FSTI	2389.70	N/A	2389.70	1911.76	EUR	Yes²	2053.86	1643.09
EUREX	SX86P	STOXX 600 Real Estate	FSTL	893.783	N/A	893.783	715.026	EUR	No	893.783	715.026
EUREX	SXMP	STOXX 600 Media	FSTM	1685.00	N/A	1685.00	1348.00	EUR	Yes²	1615.83	1292.67
EUREX	SXOP	STOXX 600 Construction & Materials	FSTN	3435.82	N/A	3435.82	2748.66	EUR	Yes²	3271.26	2617.01
EUREX	SX3P	STOXX 600 Food & Beverage Index	FSTO	2209.06	N/A	2209.06	1767.25	EUR	Yes²	2209.06	1767.25
EUREX	SXRP	STOXX 600 Retail	FSTR	2224.90	N/A	2224.90	1779.92	EUR	Yes²	2224.90	1779.92
EUREX	SXPP	STOXX 600 Basic Resources Index	FSTS	4323.21	N/A	4323.21	3458.57	EUR	Yes	4236.13	3388.91
EUREX	SXKP	STOXX 600 Telecommunications	FSTT	654.227	N/A	654.227	523.382	EUR	Yes²	654.227	523.382
EUREX	SX6P	STOXX 600 Utilities	FSTU	1441.66	N/A	1441.66	1153.33	EUR	Yes	1359.26	1087.41
EUREX	SXTP	STOXX 600 Travel & Leisure	FSTV	1543.65	N/A	1543.65	1234.92	EUR	Yes²	1543.65	1234.92
EUREX	STX	STOXX50	FSTX	3576.76	N/A	3576.76	2861.41	EUR	Yes²	2890.48	2312.38
EUREX	SX8P	STOXX 600 Technology	FSTY	7985.04	N/A	7985.04	6388.04	EUR	Yes²	7985.04	6388.04
EUREX	SXQP	STOXX 600 Personal & Household Goods	FSTZ	4231.60	N/A	4231.60	3385.28	EUR	Yes²	4231.60	3385.28
EUREX	ESTX50	Euro STOXX50	FSXE	315.144	252.116	450.206	360.165	EUR	No	450.206	360.165
EUREX	TDX	TECDAX	FTDX	9171.99	N/A	9171.99	7337.59	EUR	Yes²	9171.99	7337.59
EUREX	V2TX	VSTOXX Volatility Index	FVS	987.50	N/A	987.50	790	EUR	Yes	2904.69	2323.75
EUREX	DJES	Euro STOXX Price Index	FXXE	2231.57	N/A	2231.57	1785.26	EUR	No	1987.35	1589.88
EUREX	DJ600	STOXX 600 Index	FXXP	1476.51	1181.21	2109.30	1687.44	EUR	Yes	2070.69	1656.55

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	11890.22	N/A	11890.22	9512.17	EUR	No	11890.22	9512.17
FTA	EOE	AMS EOE Index	FTI	9231.25	7385	13187.50	10550	EUR	Yes	13187.50	10550
FTA	EOE	AMS EOE Index	MFA	923.125	738.50	1318.75	1055	EUR	No	1318.75	1055

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	71007.86	N/A	71007.86	56806.29	HKD	No	71007.86	56806.29
HKFE	CNH	United States dollar	CUS	27186.375	N/A	27186.375	21749.10	CNH	Yes	27186.375	21749.10
HKFE	HHIDPI	HSCEI Dividend Point Index	DHH	4107.38	N/A	4107.38	2568.80	HKD	No	4107.38	2568.80
HKFE	HSIDPI	HSI Dividend Point Index	DHS	12871.07	N/A	12871.07	8057.30	HKD	No	12871.07	8057.30
HKFE	GDR	CNH Gold Futures	GDR	75897.50	N/A	75897.50	60718.00	CNH	No	75897.50	60718.00
HKFE	GDU	USD Gold Futures	GDU	15279.32	N/A	15279.32	12223.45	USD	No	15279.32	12223.45
HKFE	HHI.HK³	Hang Seng China Enterprise Index	HHI	32109	25687.20	45870	36696	HKD	Yes	45870	36696
HKFE	HSI	Hang Seng Stock Index	HSI	70703.04	56562.43	101004.34	80803.47	HKD	Yes	101004.34	80803.47
HKFE	HSTECH	Hang Seng TECH Index	HTI	22848.03	18278.43	32640.05	26112.04	HKD	Yes	32640.05	26112.04
HKFE	MCA	MSCI China A 50 Connect Index	MCA	2925.60	2340.48	4179.43	3343.54	USD	No	4179.43	3343.54
HKFE	MCH.HK	Mini-Hang Seng China Enterprises Index	MCH	6421.80	5137.44	9174	7339.20	HKD	Yes	9174	7339.20
HKFE	MCS	United States dollar	MCS	5436.975	N/A	5436.975	4349.58	CNH	No	5436.975	4349.58
HKFE	MHI	Mini Hang Seng Index	MHI	14140.61	11312.49	20200.87	16160.69	HKD	Yes	20200.87	16160.69
HKFE	MID.HK	MSCI Indonesia Index (USD) - HKFE	MIA	2009.85	N/A	2009.85	1607.88	USD	No	2009.85	1607.88
HKFE	MND	MSCI India Index (USD) - HKFE	MND	3351.60	N/A	3351.60	2681.28	USD	No	3351.60	2681.28
HKFE	MTW	MSCI Taiwan (USD) Index - HKFE	MTW	7443.63	N/A	7443.63	5954.90	USD	No	7443.63	5954.90
HKFE	VHSI	Hang Seng Volatility Index	VHS	68281.25	N/A	68281.25	54625	HKD	No	122500	98000

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	4000.66	N/A	4000.66	3200.53	GBP	No	4000.66	3200.53
ICEEU	H	Medium Gilt	H	6640.02	N/A	6640.02	5312.01	GBP	No	6640.02	5312.01
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	6961.12	N/A	6961.12	5568.90	USD	No	6961.12	5568.90
ICEEU	O	5 Year Euro Swapnote	O	5578.72	N/A	5578.72	4462.97	EUR	No	5578.72	4462.97
ICEEU	P	10 Year Euro Swapnote	P	10057.11	N/A	10057.11	8045.69	EUR	No	10057.11	8045.69
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	919.0625	N/A	919.0625	735.25	GBP	Yes	919.0625	735.25
ICEEU	SONIO.N	One Month SONIA	SOA	904.056	N/A	904.056	723.245	GBP	No	904.056	723.245
ICEEU	TWS	2 Year Euro Swapnote	TWS	2117.55	N/A	2117.55	1694.04	EUR	No	2117.55	1694.04
ICEEU	F1DV	FTSE 100 Dividend Index	XZ	894.408	N/A	894.408	606	GBP	No	894.408	606
ICEEU	Y	FTSE 250 Index	Y2	5384.60	N/A	5384.60	4307.68	GBP	No	5384.60	4307.68
ICEEU	Z	FTSE 100 Index	Z	4369.84	3495.87	6242.63	4994.10	GBP	Yes	6242.63	4994.10

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	17975.03	N/A	17975.03	14380.03	GBP	No	17975.03	14380.03
ICEEUSOFT	D	Robusta Coffee	RC	4770.53	N/A	4770.53	3816.43	USD	No	4770.53	3816.43
ICEEUSOFT	T	Wheat	T	4231.95	N/A	4231.95	3385.56	GBP	No	4231.95	3385.56
ICEEUSOFT	W	White Sugar	W	2811.875	N/A	2811.875	2249.50	USD	No	2811.875	2249.50

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	8749.29	N/A	8749.29	6999.43	USD	No	8749.29	6999.43
ICEUS	EJ	NYBOT Euro in Japanese Yen	KEJ	25784375.625	N/A	25784375.625	20627500.50	JPY	No	25784375.625	20627500.50
ICEUS	EO	European Monetary Union Euro	KEO	9651.40	N/A	9651.40	7721.12	USD	No	9651.40	7721.12
ICEUS	ECD	European Monetary Union Euro	KEP	13296.35	N/A	13296.35	10637.08	CAD	No	13296.35	10637.08
ICEUS	GB	European Monetary Union Euro	KGB	7041.28	N/A	7041.28	5633.02	GBP	No	7041.28	5633.02
ICEUS	EAD	European Monetary Union Euro	KRA	19691.43	N/A	19691.43	15753.15	AUD	No	19691.43	15753.15
ICEUS	RZ	NYBOT Euro in Swiss Franc	KRZ	8860.23	N/A	8860.23	7088.19	CHF	No	8860.23	7088.19
ICEUS	ZY	Swiss franc	KZY	3752535.93	N/A	3752535.93	3002028.74	JPY	No	3752535.93	3002028.74
ICEUS	MP	British pound	MP	8082.00	N/A	8082.00	6465.60	USD	No	8082.00	6465.60
ICEUS	SS	British Pound in Swiss Franc	SS	14182.09	N/A	14182.09	11345.67	CHF	No	14182.09	11345.67
ICEUS	SY	British Pound in Japanese Yen	SY	3111014.67	N/A	3111014.67	2488811.74	JPY	No	3111014.67	2488811.74

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	5704.51	N/A	5704.51	4563.61	EUR	No	5704.51	4563.61
IDEM	FTMIB	FTSE MIB Index	FIB	18272.79	14618.23	26103.98	20883.19	EUR	Yes	26103.98	20883.19
IDEM	FTMIB	FTSE MIB Index	MICR	730.912	584.729	1044.16	835.3275	EUR	No	1044.16	835.3275
IDEM	FTMIB	FTSE MIB Index	MIN	3654.56	2923.65	5220.80	4176.64	EUR	No	5220.80	4176.64
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1009.47	N/A	1009.47	807.578	EUR	No	1009.47	807.578

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	41668.74	N/A	41668.74	33334.99	USD	No	41668.74	33334.99
IPE	COIL	ICE Brent Crude	COIL	17018.235	N/A	17018.235	12606.10	USD	Yes	17018.235	12606.10
IPE	GOIL	ICE Gasoil	GOIL	11566.15	N/A	11566.15	8567.52	USD	No	11566.15	8567.52
IPE	HOIL	ICE Heating Oil	HOIL	35154	N/A	35154	26040	USD	No	35154	26040
IPE	NCF	Newcastle Coal Futures	NCF	55820.47	N/A	55820.47	44656.38	USD	No	55820.47	44656.38
IPE	NGF	ICE UK Natural Gas	NGF	6910.50	N/A	6910.50	5528.40	GBP	No	21582	5528.40
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	7974530.99	6379624.79	11392187.125	9113749.70	KRW	Yes	11392187.125	9113749.70
KSE	K200M	Mini KOSPI200 Index	05	1589875.04	1271900.03	2271250.06	1817000.05	KRW	Yes	2271250.06	1817000.05
KSE	KOSDQ150	KOSDAQ 150 Index	06	1321634.125	1007230.02	1888048.75	1438900.02	KRW	No	1888048.75	1438900.02
KSE	005930	SAMSUNG ELECTRONICS CO LTD	111	246131.23	N/A	246131.23	196904.98	KRW	No	246131.23	196904.98
KSE	017670	SK TELECOM	112	160016.61	N/A	160016.61	128013.29	KRW	No	160016.61	128013.29
KSE	005490	POSCO HOLDINGS INC	113	1244747.66	N/A	1244747.66	995798.125	KRW	No	1244747.66	995798.125
KSE	030200	KTCORPORATION	114	108817.56	N/A	108817.56	87054.04	KRW	No	108817.56	87054.04
KSE	015760	KOREA ELECTRIC POWER CORP	115	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	005380	HYUNDAI MOTOR CO	116	793820.17	N/A	793820.17	635056.13	KRW	No	793820.17	635056.13
KSE	016360	SAMSUNG SECURITIES CO LTD	117	115237.01	N/A	115237.01	92189.61	KRW	No	115237.01	92189.61
KSE	055550	SHINHAN FINANCIAL GROUP LTD	118	135591.37	N/A	135591.37	108473.10	KRW	No	135591.37	108473.10
KSE	000270	KIA CORP	119	365125.98	N/A	365125.98	292100.78	KRW	No	365125.98	292100.78
KSE	012330	HYUNDAI MOBIS CO LTD	120	765637.21	N/A	765637.21	612509.77	KRW	No	765637.21	612509.77
KSE	006400	SAMSUNG SDI CO LTD	122	1323033.61	N/A	1323033.61	1058426.875	KRW	No	1323033.61	1058426.875
KSE	009150	SAMSUNG ELECTRO-MECHANICS CO	123	463766.36	N/A	463766.36	371013.09	KRW	No	463766.36	371013.09
KSE	066570	LG ELECTRONICS INC	124	289031.96	N/A	289031.96	231225.57	KRW	No	289031.96	231225.57
KSE	036460	KOREA GAS CORPORATION	128	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	004020	HYUNDAI STEEL CO	132	99266.66	N/A	99266.66	79413.33	KRW	No	99266.66	79413.33
KSE	003550	LG CORP	134	248323.24	N/A	248323.24	198658.59	KRW	No	248323.24	198658.59
KSE	078930	GS HOLDINGS	135	136217.66	N/A	136217.66	108974.13	KRW	No	136217.66	108974.13
KSE	033780	KT & G CORPORATION	136	280263.94	N/A	280263.94	224211.13	KRW	No	280263.94	224211.13
KSE	009540	HD KOREA SHIPBUILDING & OFFS	139	407087.28	N/A	407087.28	325669.80	KRW	No	407087.28	325669.80
KSE	086790	HANA FINANCIAL GROUP	140	176613.24	N/A	176613.24	141290.60	KRW	No	176613.24	141290.60
KSE	096770	SK INNOVATION CO LTD	141	344458.46	N/A	344458.46	275566.76	KRW	No	344458.46	275566.76
KSE	001040	CJ CORP	142	386419.76	N/A	386419.76	309135.80	KRW	No	386419.76	309135.80
KSE	034220	LG DISPLAY CO LTD	145	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	105560	KB FINANCIAL GROUP INC	146	215756.25	N/A	215756.25	172605	KRW	No	215756.25	172605
KSE	051910	LG CHEM LTD	147	1196210.27	N/A	1196210.27	956968.20	KRW	No	1196210.27	956968.20
KSE	006800	MIRAE ASSET SECURITIES CO LT	148	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	042670	HD HYUNDAI INFRACORE CO LTD	149	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	000660	SK HYNIX INC	150	564598.73	N/A	564598.73	451678.98	KRW	No	564598.73	451678.98
KSE	006360	GS ENGINEERING & CONSTRUCT	151	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	139480	E-MART INC	154	198220.19	N/A	198220.19	158576.15	KRW	No	198220.19	158576.15
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	155	180057.82	N/A	180057.82	144046.26	KRW	No	180057.82	144046.26
KSE	035420	NAVER CORP	156	577437.65	N/A	577437.65	461950.12	KRW	No	577437.65	461950.12
KSE	003490	KOREAN AIR LINES CO LTD	157	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	3KTB	3-Year Korea Treasury Bond	165	1304317.79	N/A	1304317.79	1043454.23	KRW	No	1304317.79	1043454.23
KSE	FLKTB	10-Year Korea Treasury Bond	167	3742902.20	N/A	3742902.20	2994321.76	KRW	No	3742902.20	2994321.76
KSE	KWY	United States dollar	175	1710000	N/A	1710000	1368000	KRW	No	3420000	2736000
KSE	032640	LG UPLUS CORP	1B0	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	010950	S-OILCORPORATION	1B2	238615.77	N/A	238615.77	190892.62	KRW	No	238615.77	190892.62
KSE	010130	KOREA ZINC CO LTD	1B3	1432634.10	N/A	1432634.10	1146107.27	KRW	No	1432634.10	1146107.27
KSE	024110	INDUSTRIALBANKOFKOREA	1B4	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	001680	DAESANG CORPORATION	1B6	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	047050	POSCO INTERNATIONAL CORP	1B7	143263.41	N/A	143263.41	114610.72	KRW	No	143263.41	114610.72
KSE	034020	DOOSAN ENERBILITY CO LTD	1B9	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	023530	LOTTE SHOPPING CO	1BA	207927.66	N/A	207927.66	166342.13	KRW	No	207927.66	166342.13
KSE	011170	LOTTE CHEMICAL CORP	1BB	313144.04	N/A	313144.04	250515.23	KRW	No	313144.04	250515.23
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	1BD	271572	N/A	271572	212687.44	KRW	No	271572	212687.44
KSE	010140	SAMSUNGHEAVYINDUSTRIES	1BF	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	029780	SAMSUNG CARD CO	1BG	114923.87	N/A	114923.87	91939.09	KRW	No	114923.87	91939.09
KSE	012450	HANWHA AEROSPACE CO LTD	1BH	847665	N/A	847665	606246.875	KRW	No	847665	606246.875
KSE	036570	NCSOFTCORPORATION	1BJ	543931.23	N/A	543931.23	435144.96	KRW	No	543931.23	435144.96
KSE	000080	HITE JINRO CO LTD	1BK	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	071050	KOREA INVESTMENT HOLDINGS CO	1BL	206675.07	N/A	206675.07	165340.06	KRW	No	206675.07	165340.06
KSE	047810	KOREA AEROSPACE INDUSTRIES	1BM	165026.92	N/A	165026.92	132021.53	KRW	No	165026.92	132021.53
KSE	000720	HYUNDAI ENGINEERING & CONST	1BN	108347.84	N/A	108347.84	86678.27	KRW	No	108347.84	86678.27
KSE	011210	HYUNDAI WIA CORP	1BP	178492.11	N/A	178492.11	142793.69	KRW	No	178492.11	142793.69
KSE	008770	HOTEL SHILLA CO LTD	1BQ	180997.27	N/A	180997.27	144797.81	KRW	No	180997.27	144797.81
KSE	035250	KANGWON LAND, INC.	1BS	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	138930	BNK FINANCIAL GROUP INC	1BT	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	139130	DGB FINANCIAL GROUP INC	1BV	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	114090	GRAND KOREA LEISURE CO LTD	1BW	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	001120	LX INTERNATIONAL CORP	1BX	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	011070	LG INNOTEK CO LTD	1BY	657602.51	N/A	657602.51	526081.99	KRW	No	657602.51	526081.99
KSE	005940	NH INVESTMENT & SECURITIES C	1BZ	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	034730	SK INC	1C1	510111.67	N/A	510111.67	408089.34	KRW	No	510111.67	408089.34
KSE	001740	SK NETWORKS CO LTD	1C2	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	1C3	392369.51	N/A	392369.51	313895.61	KRW	No	392369.51	313895.61
KSE	018260	SAMSUNG SDS CO LTD	1C5	477857.83	N/A	477857.83	382286.25	KRW	No	477857.83	382286.25
KSE	090430	AMOREPACIFIC CORP	1C6	455624.61	N/A	455624.61	364499.69	KRW	No	455624.61	364499.69
KSE	030000	CHEIL WORLDWIDE INC	1C7	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	028260	SAMSUNG C&T CORP	1C8	472534.38	N/A	472534.38	378027.50	KRW	No	472534.38	378027.50
KSE	000880	HANWHA CORPORATION	1C9	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	088350	HANWHA LIFE INSURANCE CO LTD	1CA	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	086280	HYUNDAI GLOVIS CO LTD	1CC	558649.00	N/A	558649.00	446919.18	KRW	No	558649.00	446919.18
KSE	010620	HD HYUNDAI MIPO	1CD	231413.45	N/A	231413.45	185130.76	KRW	No	231413.45	185130.76
KSE	001450	HYUNDAI MARINE & FIRE INS CO	1CE	95508.94	N/A	95508.94	76407.15	KRW	No	95508.94	76407.15
KSE	035720	KAKAO CORP	1CF	150935.44	N/A	150935.44	120748.35	KRW	No	150935.44	120748.35
KSE	034230	PARADISE CO LTD	1CG	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	1CJ	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	069080	WEBZEN INC	1CK	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	096530	SEEGENE INC	1CL	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	022100	POSCO DX CO LTD	1CN	135747.95	N/A	135747.95	108598.36	KRW	No	135747.95	108598.36
KSE	068270	CELLTRION INC	1CP	562093.58	N/A	562093.58	449674.84	KRW	No	562093.58	449674.84
KSE	122870	YG ENTERTAINMENT INC	1CQ	135591.37	N/A	135591.37	108473.10	KRW	No	135591.37	108473.10
KSE	051900	LG H&H	1CR	1227524.71	N/A	1227524.71	982019.77	KRW	No	1227524.71	982019.77
KSE	002790	AMOREPACIFIC GROUP	1CS	95822.08	N/A	95822.08	76657.67	KRW	No	95822.08	76657.67
KSE	000810	SAMSUNG FIRE & MARINE INS	1CT	934735.02	N/A	934735.02	747787.97	KRW	No	934735.02	747787.97
KSE	008930	HANMI SCIENCE CO LTD	1CV	124031.25	N/A	124031.25	84173.125	KRW	No	124031.25	84173.125
KSE	021240	COWAY CO LTD	1CW	175360.67	N/A	175360.67	140288.54	KRW	No	175360.67	140288.54
KSE	128940	HANMI PHARM CO LTD	1CX	994232.34	N/A	994232.34	795385.86	KRW	No	994232.34	795385.86
KSE	018880	HANON SYSTEMS	1CY	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	005830	DB INSURANCE CO LTD	1D0	293102.83	N/A	293102.83	234482.27	KRW	No	293102.83	234482.27
KSE	097950	CJ CHEILJEDANG CORP.	1D1	1059992.60	N/A	1059992.60	847994.06	KRW	No	1059992.60	847994.06
KSE	009240	HANSSEM CO LTD	1D2	163461.19	N/A	163461.19	130768.96	KRW	No	163461.19	130768.96
KSE	002380	KCC CORP	1D3	775031.54	N/A	775031.54	620025.23	KRW	No	775031.54	620025.23
KSE	007070	GS RETAIL CO LTD	1D4	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	012750	S1 CORPORATION	1D5	195401.89	N/A	195401.89	156321.51	KRW	No	195401.89	156321.51
KSE	000100	YUHAN CORPORATION	1D6	228282.02	N/A	228282.02	182625.61	KRW	No	228282.02	182625.61
KSE	051600	KEPCO PLANT SERVICE & ENGINE	1D7	107408.41	N/A	107408.41	85926.73	KRW	No	107408.41	85926.73
KSE	069960	HYUNDAI DEPT STORE CO	1D8	158137.75	N/A	158137.75	126510.20	KRW	No	158137.75	126510.20
KSE	004370	NONGSHIM CO LTD	1DA	1199341.70	N/A	1199341.70	959473.36	KRW	No	1199341.70	959473.36
KSE	079550	LIG NEX1 CO LTD	1DB	595468.50	N/A	595468.50	420364.57	KRW	No	595468.50	420364.57
KSE	204320	HL MANDO CO LTD	1DC	102398.11	N/A	102398.11	81918.49	KRW	No	102398.11	81918.49
KSE	004170	SHINSEGAE INC	1DD	511677.39	N/A	511677.39	409341.91	KRW	No	511677.39	409341.91
KSE	161890	KOLMAR KOREA CO LTD	1DE	152344.58	N/A	152344.58	121875.66	KRW	No	152344.58	121875.66
KSE	111770	YOUNGONE CORP	1DG	117272.45	N/A	117272.45	93817.96	KRW	No	117272.45	93817.96
KSE	006650	KOREA PETRO CHEMICAL IND	1DJ	404268.97	N/A	404268.97	323415.18	KRW	No	404268.97	323415.18
KSE	192820	COSMAX INC	1DK	407400.43	N/A	407400.43	325920.33	KRW	No	407400.43	325920.33
KSE	039130	HANA TOUR SERVICE INC	1DN	180684.12	N/A	180684.12	144547.29	KRW	No	180684.12	144547.29
KSE	086900	MEDY-TOX INC	1DP	407087.28	N/A	407087.28	325669.80	KRW	No	407087.28	325669.80
KSE	078340	COM2US CORP	1DR	121969.60	N/A	121969.60	97575.68	KRW	No	121969.60	97575.68
KSE	035760	CJ ENM CO LTD	1DT	238615.77	N/A	238615.77	190892.62	KRW	No	238615.77	190892.62
KSE	056190	SFA ENGINEERING CORP	1DV	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	241560	DOOSAN BOBCAT INC	1DW	172229.23	N/A	172229.23	137783.38	KRW	No	172229.23	137783.38
KSE	017800	HYUNDAI ELEVATOR CO	1DY	122909.05	N/A	122909.05	98327.24	KRW	No	122909.05	98327.24
KSE	105630	HANSAE CO LTD	1DZ	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	240810	WONIK IPS CO LTD	1E0	113358.14	N/A	113358.14	90686.51	KRW	No	113358.14	90686.51
KSE	091700	PARTRON CO LTD	1E3	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	041510	SM ENTERTAINMENT CO LTD	1E4	264606.73	N/A	264606.73	211685.37	KRW	No	264606.73	211685.37
KSE	251270	NETMARBLE CORP	1E5	178178.97	N/A	178178.97	142543.17	KRW	No	178178.97	142543.17
KSE	003670	POSCO FUTURE M CO LTD	1E8	917512.11	N/A	917512.11	734009.69	KRW	No	917512.11	734009.69
KSE	178920	PI ADVANCED MATERIALS CO LTD	1EA	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	316140	WOORI FINANCIAL GROUP INC	1EB	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	020150	LOTTE ENERGY MATERIALS CORP	1ED	149369.71	N/A	149369.71	119495.77	KRW	No	149369.71	119495.77
KSE	009420	HANALL BIOPHARMA CO LTD	1EE	111322.71	N/A	111322.71	89058.16	KRW	No	111322.71	89058.16
KSE	035900	JYP ENTERTAINMENT CORP	1EF	214503.69	N/A	214503.69	171602.95	KRW	No	214503.69	171602.95
KSE	003410	SSANGYONG C&E CO LTD	1EG	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	028670	PAN OCEAN CO LTD	1EH	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	011790	SKC CO LTD	1EJ	351660.77	N/A	351660.77	281328.61	KRW	No	351660.77	281328.61
KSE	000990	DB HITEK CO LTD	1EK	128232.50	N/A	128232.50	102586.00	KRW	No	128232.50	102586.00
KSE	093370	FOOSUNG CO LTD	1EL	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	375500	DL E&C CO LTD	1ER	108974.13	N/A	108974.13	87179.31	KRW	No	108974.13	87179.31
KSE	207940	SAMSUNG BIOLOGICS CO LTD	1ES	2476969.53	N/A	2476969.53	1981575.625	KRW	No	2476969.53	1981575.625
KSE	028050	SAMSUNG E&A CO LTD	1ET	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	272210	HANWHA SYSTEMS CO LTD	1EV	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	293490	KAKAO GAMES CORP	1EX	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	247540	ECOPRO BM CO LTD	1EY	810150	N/A	810150	612509.77	KRW	No	810150	612509.77
KSE	253450	STUDIO DRAGON CORP	1EZ	126197.06	N/A	126197.06	100957.65	KRW	No	126197.06	100957.65
KSE	278280	CHUNBO CO LTD	1F0	229534.59	N/A	229534.59	183627.68	KRW	No	229534.59	183627.68
KSE	200130	KOLMAR BNH CO LTD	1F1	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	036540	SFA SEMICON CO LTD	1F2	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	060250	NHN KCP CORP	1F3	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	000250	SAM CHUN DANG PHARM CO LTD	1F4	340387.59	N/A	340387.59	272310.06	KRW	No	340387.59	272310.06
KSE	373220	LG ENERGY SOLUTION	1F5	1204038.91	N/A	1204038.91	963231.09	KRW	No	1204038.91	963231.09
KSE	323410	KAKAOBANK CORP	1F6	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	377300	KAKAO PAY CORP	1F7	106468.98	N/A	106468.98	85175.19	KRW	No	106468.98	85175.19
KSE	259960	KRAFTON INC	1F8	757808.59	N/A	757808.59	606246.875	KRW	No	757808.59	606246.875
KSE	302440	SK BIOSCIENCE CO LTD	1F9	182249.84	N/A	182249.84	145799.87	KRW	No	182249.84	145799.87
KSE	011200	HMM CO LTD	1FA	86118.75	N/A	86118.75	68895	KRW	No	86118.75	68895
KSE	361610	SK IE TECHNOLOGY CO LTD	1FB	203230.49	N/A	203230.49	162584.39	KRW	No	203230.49	162584.39
KSE	352820	HYBE CO LTD	1FC	660733.96	N/A	660733.96	528587.15	KRW	No	660733.96	528587.15
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	1FD	409905.57	N/A	409905.57	327924.45	KRW	No	409905.57	327924.45
KSE	402340	SK SQUARE CO LTD	1FE	267111.875	N/A	267111.875	213689.49	KRW	No	267111.875	213689.49
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	1FF	263354.15	N/A	263354.15	210683.32	KRW	No	263354.15	210683.32
KSE	383220	F&F CO LTD / NEW	1FG	205735.64	N/A	205735.64	164588.52	KRW	No	205735.64	164588.52
KSE	267250	HD HYUNDAI	1FH	204796.22	N/A	204796.22	163836.97	KRW	No	204796.22	163836.97
KSE	271560	ORION CORP/REPUBLIC OF KOREA	1FJ	292476.54	N/A	292476.54	233981.23	KRW	No	292476.54	233981.23
KSE	138040	MERITZ FINANCIAL GROUP INC	1FK	242999.78	N/A	242999.78	194399.82	KRW	No	242999.78	194399.82
KSE	263750	PEARL ABYSS CORP	1FL	93316.93	N/A	93316.93	74653.54	KRW	No	93316.93	74653.54
KSE	066970	L&F CO LTD	1FM	506400	N/A	506400	400824.375	KRW	No	506400	400824.375
KSE	112040	WEMADE CO LTD	1FN	195019.50	N/A	195019.50	130013	KRW	No	195019.50	130013
KSE	196170	ALTEOGEN INC	1FP	1433532	N/A	1433532	955688	KRW	No	1433532	955688
KSE	058470	LEENO INDUSTRIAL INC	1FQ	800083.09	N/A	800083.09	640066.45	KRW	No	800083.09	640066.45

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	6858.77	N/A	6858.77	5487.02	USD	No	6858.77	5487.02
LMEOTC	CA	Grade A Copper - LME	CA	21654.44	N/A	21654.44	17323.55	USD	No	21654.44	17323.55
LMEOTC	PB	Lead - LME	PB	6217.09	N/A	6217.09	4973.67	USD	No	6217.09	4973.67
LMEOTC	SNLME	Tin future	SN	45518.84	N/A	45518.84	36415.07	USD	No	45518.84	36415.07
LMEOTC	ZSLME	Special High Grade Zinc	ZS	7965	N/A	7965	6372	USD	No	7965	6372

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	1760.625	N/A	1760.625	1408.50	EUR	Yes	1760.625	1408.50
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	EUR	No	1906.25	1525

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	11875.05	9500.04	EUR	No	11875.05	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	9960.23	N/A	9960.23	7968.19	MXN	No	15663.70	12530.96
MEXDER	EURO	European Monetary Union Euro	EU	21636.27	N/A	21636.27	17309.01	MXN	No	21636.27	17309.01
MEXDER	IPC	Mexico Bolsa (IPC) Index	IPC	59182.31	N/A	59182.31	47345.85	MXN	Yes²	63537.10	50829.68
MEXDER	IPC	Mexico Bolsa (IPC) Index	MIP	11836.46	N/A	11836.46	9469.17	MXN	No	12707.42	10165.94

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	5084.62	N/A	5084.62	4067.69	EUR	No	5084.62	4067.69
MONEP	EPRA	FTSE EPRA/NAREIT Europe	EPR	4732.70	N/A	4732.70	3786.16	EUR	No	4732.70	3786.16
MONEP	CAC40	CAC 40	FCE	4812.52	3850.02	6875.03	5500.02	EUR	Yes	6875.03	5500.02
MONEP	FEF	FTSEurofirst 80 NEW	FEF	15801.01	N/A	15801.01	12640.81	EUR	No	15801.01	12640.81
MONEP	FEO	FTSEurofirst 100 NEW	FEO	11105.97	N/A	11105.97	8884.78	EUR	No	11105.97	8884.78
MONEP	CAC40	CAC 40	MFC	481.252	385.002	687.503	550.002	EUR	No	687.503	550.002

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	130337.4	N/A	130337.4	104269.95	INR	Yes	8640.65	6912.52
NSE	EURINR	Euro in Indian Rupee	EURINR	11150.94	N/A	11150.94	8920.75	INR	No	11150.94	8920.75
NSE	NSEFIN	NSE Nifty Financial Services Index Futures	FINNIFTY	153859.6	N/A	153859.6	123087.6	INR	Yes	3825.03	3060.02
NSE	GBPINR	British Pounds in Indian Rupee	GBPINR	13031.25	N/A	13031.25	10425	INR	No	13031.25	10425
NSE	JPYINR	Japanese Yen in Indian Rupee	JPYINR	6790.31	N/A	6790.31	5432.25	INR	No	6790.31	5432.25
NSE	MIDCAPSEL	Nifty Midcap Select	MIDCPNIFTY	126034.5	N/A	126034.5	100827.75	INR	Yes	1669.55	1335.64
NSE	NIFTY50	Nifty 50	NIFTY	173872.5	N/A	173872.5	139098	INR	Yes	3454.88	2763.90
NSE	USDINR	US Dollars in Indian Rupee	USDINR	10423.44	N/A	10423.44	8338.75	INR	Yes	10423.44	8338.75

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	4406.08	N/A	4406.08	3524.87	USD	No	4406.08	3524.87
NYBOT	CC	Cocoa NYBOT	CC	21426.35	N/A	21426.35	17141.08	USD	Yes	21426.35	17141.08
NYBOT	CT	Cotton No. 2	CT	4618.78	N/A	4618.78	3695.02	USD	Yes	4618.78	3695.02
NYBOT	DX	NYBOT US Dollar FX	DX	2514.34	N/A	2514.34	2011.47	USD	Yes	2514.34	2011.47
NYBOT	NYFANG	NYSE FANG+ Index	FNG	7325.02	N/A	7325.02	5860.02	USD	No	7325.02	5860.02
NYBOT	KC	Coffee "C"	KC	13073.72	N/A	13073.72	10458.98	USD	Yes	13073.72	10458.98
NYBOT	OJ	FC Orange Juice "A"	OJ	14420.19	N/A	14420.19	11536.16	USD	Yes	14420.19	11536.16
NYBOT	RS	Canola	RS	1316.46	N/A	1316.46	1053.16	CAD	No	1316.46	1053.16
NYBOT	SB	Sugar No. 11	SB	2316.61	N/A	2316.61	1853.29	USD	Yes	2316.61	1853.29
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	17018.25	N/A	17018.25	12606.10	USD	No	17018.25	12606.10
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	6625	N/A	6625	5300	USD	No	6625	5300
NYMEX	HO	Heating Oil	HO	35154	N/A	35154	26040	USD	Yes	35154	26040
NYMEX	HP	Natural Gas Penultimate Financial Futures Index	HP	6625	N/A	6625	5300	USD	No	6625	5300
NYMEX	MCL	Micro WTI Crude Oil	MCL	1755	N/A	1755	1300	USD	Yes	1755	1300
NYMEX	MHO	Micro NY Harbor ULSD	MHO	3642.46	N/A	3642.46	2698.12	USD	No	3642.46	2698.12
NYMEX	MHNG	Micro Henry Hub Natural Gas	MNG	662.50	N/A	662.50	530	USD	No	662.50	530
NYMEX	MRB	Micro RBOB Gasoline	MRB	3402	N/A	3402	2520	USD	No	3402	2520
NYMEX	NG	Henry Hub Natural Gas	NG	6625	N/A	6625	5300	USD	Yes	6625	5300
NYMEX	PA	Palladium Index	PA	100830.00	N/A	100830.00	20232.73	USD	No	100830.00	20232.73
NYMEX	PL	Platinum Index	PL	5285.74	N/A	5285.74	4228.59	USD	No	5285.74	4228.59
NYMEX	QG	NYMEX MINY Natural Gas Index	QG	1656.25	N/A	1656.25	1325	USD	No	1656.25	1325
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	13701.93	N/A	13701.93	10961.54	USD	No	13701.93	10961.54

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	4837.46	N/A	4837.46	3869.97	USD	No	4837.46	3869.97
NYSELIFFE	M1EU	MSCI Europe NTR	EU9	8998.22	N/A	8998.22	7198.57	USD	No	8998.22	7198.57
NYSELIFFE	M1JP	The MSCI Japan NTR	JPP	11689.83	N/A	11689.83	9351.86	USD	No	11689.83	9351.86
NYSELIFFE	MXEA	MSCI EAFE Index	MFS	6134.00	4907.20	8762.86	7010.29	USD	No	8762.86	7010.29
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2949.22	2359.38	4213.18	3370.54	USD	No	4213.18	3370.54
NYSELIFFE	MXUS	MSCI USA Index	MUN	61384.30	N/A	61384.30	49107.44	USD	No	61384.30	49107.44

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	25992.50	N/A	25992.50	20794	SEK	No	25992.50	20794
OMS	OMXS30	OMX Index (Sweden)	OMXS30	18914.89	15131.91	27021.27	21617.02	SEK	Yes	27021.27	21617.02
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	992.739	N/A	992.739	794.191	SEK	No	5722.01	794.192

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	2954094.78	2363275.82	4220135.40	3376108.32	JPY	Yes	4220135.40	3376108.32
OSE.JPN	N225M	Nikkei 225 Mini	225M	295409.48	236327.58	422013.54	337610.83	JPY	Yes	422013.54	337610.83
OSE.JPN	N225MC	Nikkei 225 Micro	225MC	29540.95	23632.76	42201.35	33761.08	JPY	No	42201.35	33761.08
OSE.JPN	JPNK400	JPX-Nikkei Index 400	400	169806.25	N/A	169806.25	135845	JPY	No	169806.25	135845
OSE.JPN	TPXC30	Topix Core30	C30	123711.55	N/A	123711.55	98969.24	JPY	No	123711.55	98969.24
OSE.JPN	DJIA	OSE Dow Jones Industrial Average	DJIA	459788.62	N/A	459788.62	367830.90	JPY	No	459788.62	367830.90
OSE.JPN	JGB	Standardized 6% 10-Year Japanese Government Bond	JBL	2359217.96	N/A	2359217.96	1887374.37	JPY	Yes	2359217.96	1887374.37
OSE.JPN	MJ	Mini 10 Year JGB	JBLM	235921.80	N/A	235921.80	188737.44	JPY	No	235921.80	188737.44
OSE.JPN	TSEMOTHR	TSE Growth Market 250 Index	MOTH	78291.14	N/A	78291.14	62632.91	JPY	No	78291.14	62632.91
OSE.JPN	NKVI	Nikkei 225 Volatility Index	NVI	134062.50	N/A	134062.50	107250	JPY	No	249355.49	199484.39
OSE.JPN	TSEREIT	TSE REIT Index	REIT	222617.50	N/A	222617.50	178094.00	JPY	No	222617.50	178094.00
OSE.JPN	TOPX	TOPIX Index	TPX	1551189.01	1240951.21	2215984.30	1772787.44	JPY	No	2215984.30	1772787.44
OSE.JPN	MNTPX	Japan Mini Topix	TPXM	155118.90	124095.12	221598.43	177278.74	JPY	No	221598.43	177278.74

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	17018.235	N/A	17018.235	12606.10	USD	No	17018.235	12606.10
QBALGOIEU	GOIL	-	GOIL	11566.15	N/A	11566.15	8567.52	USD	No	11566.15	8567.52
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	21426.35	N/A	21426.35	17141.08	USD	No	21426.35	17141.08
QBALGOIUS	CT	-	CT	4618.78	N/A	4618.78	3695.02	USD	No	4618.78	3695.02
QBALGOIUS	DX	-	DX	2514.34	N/A	2514.34	2011.47	USD	No	2514.34	2011.47
QBALGOIUS	KC	-	KC	13073.72	N/A	13073.72	10458.98	USD	No	13073.72	10458.98
QBALGOIUS	OJ	-	OJ	14420.19	N/A	14420.19	11536.16	USD	No	14420.19	11536.16
QBALGOIUS	SB	-	SB	2316.61	N/A	2316.61	1853.29	USD	No	2316.61	1853.29

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	310833.41	N/A	310833.41	248666.73	JPY	No	310833.41	248666.73
SGX	AU	SGX Australian Dollar in US Dollar Futures	AU	2145.00	N/A	2145.00	1716.00	USD	No	2145.00	1716.00
SGX	XINA50	FTSE/Xinhua China A50	CN	1287.615	1030.09	1839.45	1471.56	USD	No	1839.45	1471.56
SGX	CY	SGX onshore Chinese Renminbi (CNY) in US Dollar Futures	CY	4300.625	N/A	4300.625	3440.50	USD	No	4300.625	3440.50
SGX	XIN0I	FTSE China H50	FCH	4305.67	N/A	4305.67	3444.54	USD	No	4305.67	3444.54
SGX	SCI	SGX TSI Iron Ore Futures	FEF	2000.19	N/A	2000.19	1600.15	USD	No	2000.19	1600.15
SGX	WIIDN	FTSE Indonesia Index	FID	1291.71	N/A	1291.71	1033.37	USD	No	1291.71	1033.37
SGX	FIVNM30	FTSE Vietnam 30 Price Return Index	FVN	1284.74	N/A	1284.74	1027.79	USD	No	1284.74	1027.79
SGX	INR	United States dollar	INR	10418.75	N/A	10418.75	8335.00	USD	No	10418.75	8335.00
SGX	INX	SGX USD/INR (USD) Month-end	INX	10413.75	N/A	10413.75	8331.00	USD	No	10413.75	8331.00
SGX	IU	SGX Indian Rupee in US Dollar Futures	IU	2997.75	N/A	2997.75	2398.20	USD	No	2997.75	2398.20
SGX	SGB	SGX Mini JGB Index	JB	250008.11	N/A	250008.11	200006.49	JPY	No	250008.11	200006.49
SGX	KJ	SGX Korean Won in Japanese Yen Futures	KJ	351343.75	N/A	351343.75	281075	JPY	No	351343.75	281075
SGX	KRW	Korean Won	KRW	5070.08	N/A	5070.08	4056.06	USD	No	5070.08	4056.06
SGX	KU	SGX Korean Won in US Dollar Futures (Mini)	KU	1014.02	N/A	1014.02	811.212	USD	No	1014.02	811.212
SGX	MUC	SGX USD/CNH Futures (Mini)	MUC	6797.25	N/A	6797.25	5437.80	CNH	No	6797.25	5437.80
SGX	NKYDIV	Nikkei Stock Average Dividend Point Index	ND	2041250	N/A	2041250	1363000	JPY	No	2041250	1363000
SGX	SGXNK	SGX: Nikkei 225	NK	1096321.91	877057.53	1566174.15	1252939.32	JPY	Yes	1566174.15	1252939.32
SGX	SGXNKM	SGX: NIKKEI 225 Mini	NS	219264.38	175411.51	313234.83	250587.86	JPY	No	313234.83	250587.86
SGX	N225U	SGX: USD Nikkei 225 Index	NU	53370.54	N/A	53370.54	42696.43	USD	No	53370.54	42696.43
SGX	SSG	MSCI Singapore Free Index	SGP	1464.61	1171.69	2092.31	1673.85	SGD	Yes²	2092.31	1673.85
SGX	SND	SGX US Dollar in Singapore Dollar Futures (Full-Sized)	SND	5935.50	N/A	5935.50	4748.40	SGD	No	5935.50	4748.40
SGX	STI	SGX Straits Times Index	ST	4941.18	N/A	4941.18	3952.95	SGD	No	4941.18	3952.95
SGX	TD	SGX Taiwan Dollar in US Dollar Futures (Mini)	TD	2687.95	N/A	2687.95	2149.56	USD	No	2687.95	2149.56
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	1330.20	N/A	1330.20	1064.16	USD	No	1330.20	1064.16
SGX	TWD	SGX Taiwan Dollar in US Dollar Futures (Full-Sized)	TWD	8060.85	N/A	8060.85	6448.68	USD	No	8060.85	6448.68
SGX	TWN	FTSE Taiwan RIC Capped Price Return TWD Index	TWN	2798.29	2238.63	3997.56	3198.04	USD	No	3997.56	3198.04
SGX	UC	SGX US Dollar in offshore Chinese Renminbi (CNH)	UC	27189	N/A	27189	21751.20	CNH	Yes	27189	21751.20
SGX	UJ	SGX US Dollar in Japanese Yen Futures (Titan)	UJ	6765751.64	N/A	6765751.64	5412601.31	JPY	No	6765751.64	5412601.31
SGX	US	SGX US Dollar in Singapore Dollar (Mini) Futures	US	1483.88	N/A	1483.88	1187.10	SGD	No	1483.88	1187.10
SGX	UY	SGX US Dollar in Japanese Yen Futures (Standard)	UY	1353150.33	N/A	1353150.33	1082520.26	JPY	No	1353150.33	1082520.26
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1406.84	N/A	1406.84	1125.47	SGD	No	1406.84	1125.47
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	3545.89	N/A	3545.89	2836.71	SGD	No	3545.89	2836.71
SGX	G13	GENTING SINGAPORE LTD	YGEN	881.62	N/A	881.62	705.295	SGD	No	881.619	705.295
SGX	BN4	KEPPEL LTD	YKEP	3894.13	N/A	3894.13	3115.30	SGD	No	3894.13	3115.30
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5306.59	N/A	5306.59	4245.27	SGD	No	5306.59	4245.27
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2250.94	N/A	2250.94	1800.75	SGD	No	2250.94	1800.75
SGX	Y92	THAI BEVERAGE PCL	YTBE	900.388	N/A	900.388	720.31	SGD	No	900.375	720.30
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5681.75	N/A	5681.75	4545.40	SGD	No	5681.75	4545.40
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3159.80	N/A	3159.80	2527.84	SGD	No	3159.80	2527.84
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	15213.26	N/A	15213.26	3431.44	SGD	No	4289.29	3431.43
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	735.519	N/A	735.519	588.415	USD	No	735.519	588.415
SMFE	2YSME	Small 2YR US Treasury Yield	S2Y	800.149	N/A	800.149	640.119	USD	No	800.149	640.119
SMFE	30YSME	Small 30YR US Treasury Yield	S30Y	572.87	N/A	572.87	458.296	USD	No	572.87	458.296

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	13354.28	10683.42	19077.54	15262.03	AUD	Yes	19077.54	15262.03
SNFE	IB	30 Day Interbank Cash Rate	IB	785.072	N/A	785.072	628.058	AUD	No	785.072	628.058
SNFE	IR	90 Day Bills	IR	2572.56	N/A	2572.56	2058.04	AUD	No	2572.56	2058.04
SNFE	XT	10 Year Treasury Bond 6%	XT	3597.51	N/A	3597.51	2878.01	AUD	No	3597.51	2878.01
SNFE	YT	3 Year Treasury Bond 6%	YT	1316.26	N/A	1316.26	1053.01	AUD	No	1316.26	1053.01

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)

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