期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

交易期货与期货期权的美国居民：

基于风险计算保证金

下方列出了完整的保证金要求。

期货保证金

期货保证金要求是基于以风险为基础的算法进行计算。所有保证金要求以所交易产品的币种表示并可频繁变动。基于风险的保证金算法定义了一组标准的市场结果情景，时间范围为一天。每项产品均会由相关清算所界定一个价格扫瞄区间。

请注意，对于商品（包括期货、个股期货和期货期权）而言，保证金是指必须由客户提供的作为期货合约抵押品的现金金额。对于证券而言，保证金是指客户借用的现金金额。

IRA账户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比例可能会达到或超过非IRA保证金账户隔夜期货保证金要求的两倍。

期货保证金要求由各家交易所自行设置。

保证金要求

Euronext Brussels (Belfox)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 BELFOX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BELFOX	BFX	BEL 20 INDEX	BXF	8837.05	N/A	8837.05	7684.40	EUR	Yes²	8837.05	7684.40

BURSAMY

交易所 BURSAMY	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050.03	N/A	8050.03	7000.02	MYR	No	8050.03	7000.02
BURSAMY	FBMKLCI	FKLI	FKLI	3220.06	2800.02	4600.09	4000.03	MYR	No	4600.09	4000.03

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	603.954	N/A	603.954	525	USD	No	603.954	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	664.125	N/A	664.125	577.50	USD	No	664.125	577.50
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	592.89	N/A	592.89	515.556	USD	No	592.89	515.556
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	623.875	N/A	623.875	542.50	USD	No	623.875	542.50
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	912.328	N/A	912.328	793.322	USD	No	912.328	793.322
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1624.81	N/A	1624.81	1412.88	USD	No	1624.81	1412.88
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2896.21	N/A	2896.21	2518.44	USD	No	2896.21	2518.44
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2521.78	N/A	2521.78	2192.85	USD	No	2521.78	2192.85
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2304.01	N/A	2304.01	2003.49	USD	Yes	2533.41	2202.96
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	474.613	N/A	474.613	412.001	USD	No	474.613	412.001
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	793.279	N/A	793.279	688.998	USD	No	793.254	688.998
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1148.09	998.336	1640.12	1426.19	USD	No	1567.45	1363
CBOT	MZC	MICRO CORN FUTURES	MZC	159.215	N/A	159.215	138.448	USD	No	160.187	139.293
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	381.772	N/A	381.772	331.975	USD	No	386.362	335.967
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	264.822	N/A	264.822	230.28	USD	No	252.798	219.825
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	376.849	N/A	376.849	327.695	USD	No	371.659	323.182
CBOT	MZW	MICRO WHEAT FUTURES	MZW	225.767	N/A	225.767	196.319	USD	No	253.408	220.355
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	231.035	200.90	330.05	287	USD	No	316.25	275
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	231.035	200.90	330.05	287	USD	No	316.25	275
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3885.78	N/A	3885.78	3378.92	USD	No	3885.78	3378.92
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.51	N/A	2932.51	2550.01	USD	No	2932.51	2550.01
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	6979.14	N/A	6979.14	6068.60	USD	Yes	6978.89	6068.60
CBOT	YC	MINI SIZED CORN FUTURES	XC	318.43	N/A	318.43	276.895	USD	No	320.374	278.586
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	753.698	N/A	753.698	655.39	USD	No	743.319	646.364
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	451.533	N/A	451.533	392.637	USD	No	506.817	440.71
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.001	N/A	345.001	300.001	USD	No	374.058	325.093
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.504	N/A	862.504	750.004	USD	No	894.466	777.363
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925.00	USD	No	1126.53	979.592
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1215.52	N/A	1215.52	1056.54	USD	No	690.902	600.784
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1725.61	N/A	1725.61	1500.53	USD	No	4254.24	3699.34
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11480.91	9983.40	16401.30	14262	USD	Yes	15675.65	13631
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.73	N/A	2070.73	1800.05	USD	No	2070.16	1800.05
CBOT	ZB	US TREASURY BOND	ZB	4324.91	N/A	4324.91	3760.79	USD	Yes	4325.16	3760.79
CBOT	ZC	CORN FUTURES	ZC	1592.15	N/A	1592.15	1384.48	USD	Yes	1601.87	1392.93
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.52	N/A	1437.52	1250.02	USD	Yes	1437.83	1250.02
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3817.72	N/A	3817.72	3319.75	USD	Yes	3654.82	3178.11
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2648.22	N/A	2648.22	2302.80	USD	Yes	2430.60	2113.57
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.37	N/A	2156.37	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	3359.11	N/A	3359.11	2919.83	USD	Yes	3776.27	3282.43
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1283.35	N/A	1283.35	1115.95	USD	Yes²	2614.88	2273.79
CBOT	ZR	ROUGH RICE FUTURES	ZR	3728.28	N/A	3728.28	3241.94	USD	Yes	2325.58	2022.22
CBOT	ZS	SOYBEAN FUTURES	ZS	3768.49	N/A	3768.49	3276.95	USD	Yes	3716.59	3231.82
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.09	N/A	1380.09	1200.03	USD	Yes	1380.03	1200.03
CBOT	ZW	WHEAT FUTURES	ZW	2257.67	N/A	2257.67	1963.19	USD	Yes	2534.08	2203.55

Montreal Exchange (CDE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CDE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CDE	CGB	10 YEAR GOVERNMENT OF CANADA BONDS	CGB	2451.23	N/A	2451.23	2131.50	CAD	No	2451.23	2131.50
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1384.88	N/A	1384.88	1204.25	CAD	No	1384.88	1204.25
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	610.513	N/A	610.513	530.879	CAD	No	610.511	530.879
CDE	CRA	3 MONTH CORRA	CRA	371.462	N/A	371.462	323.01	CAD	No	492.78	428.50
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16215.90	14100.79	23165.58	20143.98	CAD	No	23165.58	20143.98
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	15382.55	N/A	15382.55	13376.13	CAD	No	15382.55	13376.13

CBOE Futures Exchange (CFE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CFE	IBXXIBHY	IBOXX ISHARES $ HIGH YIELD CORPORATE BOND INDEX TR	IBHY	10340.38	N/A	10340.38	8989.75	USD	No	10340.38	8989.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8837.49	N/A	8837.49	7683.48	USD	No	8837.49	7683.48
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	375.732	N/A	375.732	326.669	USD	No	375.732	326.669
CFE	VA	S&P 500 VARIANCE	VA	97.75	N/A	97.75	85	USD	No	227.759	198.051
CFE	VIX	CBOE VOLATILITY INDEX	VX	10547.915	N/A	10547.915	9172.10	USD	Yes	24901.50	21653.48
CFE	VIX	CBOE VOLATILITY INDEX	VX01	9915.04	N/A	9915.04	8621.77	USD	No	24402.58	21219.63
CFE	VIX	CBOE VOLATILITY INDEX	VX48	10661.38	N/A	10661.38	9270.73	USD	No	27384.85	23812.91
CFE	VIX	CBOE VOLATILITY INDEX	VX49	10661.38	N/A	10661.38	9270.73	USD	No	26195.41	22778.62
CFE	VIX	CBOE VOLATILITY INDEX	VX51	10661.38	N/A	10661.38	9270.73	USD	No	25155.51	21874.35
CFE	VIX	CBOE VOLATILITY INDEX	VX52	10661.38	N/A	10661.38	9270.73	USD	No	25155.51	21874.35
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1054.79	N/A	1054.79	917.21	USD	No	2490.15	2165.35

Chicago Mercantile Exchange (CME)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CME	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CME	AUD	AUSTRALIAN DOLLAR	6A	2326.75	N/A	2326.75	2023.26	USD	Yes	2326.75	2023.26
CME	GBP	BRITISH POUND	6B	2498.89	N/A	2498.89	2172.95	USD	Yes	2498.89	2172.95
CME	CAD	CANADIAN DOLLAR	6C	1464.83	N/A	1464.83	1273.77	USD	Yes	1464.83	1273.77
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3879.12	N/A	3879.12	3373.15	USD	Yes	3879.12	3373.15
CME	JPY	JAPANESE YEN	6J	3226.01	N/A	3226.01	2800	USD	Yes	3220	2800
CME	BRE	BRAZILIAN REAL	6L	1912.97	N/A	1912.97	1391.25	USD	Yes²	9912.74	7209.26
CME	6M	MEXICAN PESO	6M	1882.32	N/A	1882.32	1636.80	USD	Yes	1882.32	1636.80
CME	NZD	NEW ZEALAND DOLLAR	6N	1976.85	N/A	1976.85	1719	USD	Yes²	1976.85	1719
CME	CHF	SWISS FRANC	6S	5369.925	N/A	5369.925	4669.50	USD	Yes	5369.925	4669.50
CME	ZAR	SOUTH AFRICAN RAND	6Z	2353.62	N/A	2353.62	2046.625	USD	No	2353.62	2046.625
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13019.76	N/A	13019.76	11321.53	CAD	No	13019.76	11321.53
CME	AJY	AUSTRALIAN DOLLAR	AJY	2594924.85	N/A	2594924.85	2256456.05	JPY	No	2594924.45	2256456.05
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	918.041	N/A	918.041	798.296	USD	No	880.683	765.812
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	37015.60	N/A	37015.60	32187.48	USD	No	37015.60	32187.48
CME	BOS	BOSTON HOUSING INDEX	BOS	5042.75	N/A	5042.75	4385.00	USD	No	5042.75	4385.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	153022.56	N/A	153022.56	131161.04	USD	Yes	153022.56	131161.03
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	213152.50	N/A	213152.50	185350	EUR	No	255783	222420
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	6600.71	N/A	6600.71	5739.75	USD	No	3173.65	2759.69
CME	CHI	CHICAGO HOUSING INDEX	CHI	3182.63	N/A	3182.63	2767.50	USD	No	3182.62	2767.50
CME	CLP	CHILEAN PESO	CHP	4819.98	N/A	4819.98	4186.94	USD	No	4814.98	4186.94
CME	CJY	CANADIAN DOLLAR	CJY	2794465.68	N/A	2794465.68	2429969.63	JPY	No	2794465.08	2429969.63
CME	CNH	UNITED STATES DOLLAR	CNH	24379.425	N/A	24379.425	21199.50	CNH	No	24379.425	21199.50
CME	CSC	CHEESE	CSC	4981.44	N/A	4981.44	4331.69	USD	No	6730.77	5852.84
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5157.75	N/A	5157.75	4485.00	USD	No	5157.75	4485.00
CME	CZK	CZECH KORUNA	CZK	20162.76	N/A	20162.76	17532.84	USD	Yes²	20162.76	17532.84
CME	DA	MILK CLASS III INDEX	DC	4470.43	N/A	4470.43	3887.31	USD	Yes	5450.35	4739.41
CME	DEN	DENVER HOUSING INDEX	DEN	4496.50	N/A	4496.50	3910.00	USD	No	4496.50	3910.00
CME	DY	CME DRY WHEY INDEX	DY	9448.22	N/A	9448.22	8215.85	USD	No	9712.44	8445.60
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1939.56	N/A	1939.56	1686.58	USD	No	1939.56	1686.58
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17434.90	N/A	17434.90	15156.66	AUD	No	17434.90	15156.66
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4263.05	N/A	4263.05	3707	EUR	No	5115.66	4448.40
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11332.25	N/A	11332.25	9850.61	CAD	No	11332.25	9850.61
CME	ECK	CZECH KORUNA	ECK	9516.02	N/A	9516.02	8274.80	EUR	No	9516.02	8274.80
CME	EEM	MICRO ETHER EURO	EEM	179.911	N/A	179.911	156.288	EUR	No	189.718	164.807
CME	EHF	HUNGARIAN FORINT	EHF	5392.46	N/A	5392.46	4689.09	EUR	Yes²	5392.46	4689.09
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18515.805	16100.70	26451.15	23001	USD	Yes²	26339.60	22904
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	284407.28	247310.68	406296.12	353300.975	JPY	No	388125	337500
CME	EPZ	POLISH ZLOTY	EPZ	6789.60	N/A	6789.60	5904	EUR	Yes²	6789.60	5904
CME	ES	E-MINI S&P 500	ES	17241.11	15673.74	24630.16	22391.06	USD	Yes	23061.50	20965
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	23020.51	N/A	23020.51	20015.36	USD	No	23020.52	20015.36
CME	ESTR	EURO SHORT-TERM RATE	ESR	656.708	N/A	656.708	571.048	EUR	No	745.611	648.349
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	89865.59	N/A	89865.59	78143.99	EUR	No	94764.02	82403.49
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	65958.22	N/A	65958.22	57354.97	USD	Yes	82447.77	71693.71
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12077.30	N/A	12077.30	10502	USD	No	10655.90	9266
CME	GSCI	S&P-GSCI INDEX	GD	21903.93	N/A	21903.93	19046.89	USD	No	21903.92	19046.89
CME	GDK	CLASS IV MILK - 200K LBS	GDK	4204.94	N/A	4204.94	3656.47	USD	No	2330.63	2026.64
CME	GF	FEEDER CATTLE	GF	14227.84	N/A	14227.84	12372.04	USD	Yes	14227.84	12372.04
CME	NF	NON FAT DRY MILK INDEX	GNF	6750.05	N/A	6750.05	5869.61	USD	No	15802.76	13741.53
CME	HE	LEAN HOGS	HE	3565.59	N/A	3565.59	3100.51	USD	Yes	3565.59	3100.51
CME	HUF	HUNGARIAN FORINT	HUF	11206.53	N/A	11206.53	9744.81	USD	Yes²	11206.53	9744.81
CME	IBAA	BOVESPA INDEX - USD	IBV	39159.80	N/A	39159.80	34052	USD	No	40519.10	35234
CME	ILS	ISRAELI SHEKEL	ILS	35729.83	N/A	35729.83	31069.41	USD	Yes²	35729.83	31069.41
CME	J7	JAPANESE YEN	J7	1613.00	N/A	1613.00	1400	USD	No	1610	1400
CME	KRW	KOREAN WON	KRW	16629.72	N/A	16629.72	14460.625	USD	Yes²	10760.41	9356.875
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4269.375	N/A	4269.375	3712.50	USD	No	4269.375	3712.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6302.00	N/A	6302.00	5480.00	USD	No	6302.00	5480.00
CME	LBR	LUMBER FUTURES	LBR	2554.94	N/A	2554.94	2221.63	USD	No	1321.23	1148.87
CME	LE	LIVE CATTLE	LE	6855.69	N/A	6855.69	5961.47	USD	Yes	6855.69	5961.47
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	767.165	667.10	1095.95	953	USD	No	1037.30	902
CME	M6A	AUSTRALIAN DOLLAR	M6A	232.675	N/A	232.675	202.326	USD	No	232.675	202.326
CME	M6B	BRITISH POUND	M6B	249.889	N/A	249.889	217.295	USD	No	249.889	217.295
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	387.912	N/A	387.912	337.315	USD	No	387.912	337.315
CME	MBT	MICRO BITCOIN	MBT	3060.42	N/A	3060.42	2623.22	USD	Yes	3060.42	2623.22
CME	MCD	CANADIAN DOLLAR	MCD	146.483	N/A	146.483	127.377	USD	No	146.483	127.377
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1724.11	1567.37	2463.02	2239.11	USD	Yes	2306.70	2097
CME	MET	MICRO ETHER	MET	131.916	N/A	131.916	114.71	USD	Yes	164.896	143.387
CME	MIA	MIAMI HOUSING INDEX	MIA	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	MIR	INDIAN RUPEE	MIR	1281.93	N/A	1281.93	1113.80	USD	No	1281.93	1113.80
CME	MJY	JAPANESE YEN	MJY	322.601	N/A	322.601	280	USD	No	322	280
CME	MNH	UNITED STATES DOLLAR	MNH	2437.94	N/A	2437.94	2119.95	CNH	No	2437.94	2119.95
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	142203.64	123655.34	203148.06	176650.49	JPY	No	194005	168700
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2072.49	N/A	2072.49	1802.17	USD	No	2072.49	1802.17
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2578.02	2343.60	3682.88	3348	USD	Yes	3546.40	3224
CME	MSF	SWISS FRANC	MSF	536.9925	N/A	536.9925	466.95	USD	No	536.9925	466.95
CME	MSL	MICRO SOLANA	MSL	1506.50	N/A	1506.50	1310	USD	No	1982.82	1724.19
CME	MXP	MICRO XRP	MXP	2614.21	N/A	2614.21	2273.17	USD	No	2614.21	2273.17
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1422036.42	1236553.41	2031480.61	1766504.875	JPY	No	1940625	1687500
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	20724.93	N/A	20724.93	18021.67	USD	No	20724.93	18021.67
CME	NOK	NORWEGIAN KRONE	NOK	21782.12	N/A	21782.12	18940.97	USD	No	21782.12	18940.97
CME	NQ	E-MINI NASDAQ 100	NQ	25780.17	23436	36828.82	33480	USD	Yes	35465.10	32241
CME	NYM	NEW YORK HOUSING INDEX	NYM	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	PJY	BRITISH POUND	PJY	3015256.92	N/A	3015256.92	2621962.43	JPY	No	3015256.80	2621962.43
CME	PLN	POLISH ZLOTY	PLN	15130.30	N/A	15130.30	13156.79	USD	Yes²	15130.30	13156.79
CME	PSF	BRITISH POUND	PSF	10477.03	N/A	10477.03	9110.46	CHF	No	10477.03	9110.46
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	236.90	N/A	236.90	206.00	USD	No	236.90	206.00
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	194.35	N/A	194.35	169	USD	No	194.35	169
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	203.55	N/A	203.55	177	USD	No	203.55	177
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	135.24	117.60	193.20	168	USD	No	186.30	162
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	135.24	117.60	193.20	168	USD	No	186.30	162
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	154.56	134.40	220.80	192	USD	No	209.30	182
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	154.56	134.40	220.80	192	USD	No	209.30	182
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	362.25	315	517.50	450	USD	No	485.30	422
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	362.25	315	517.50	450	USD	No	485.30	422
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	226.845	N/A	226.845	197.256	USD	No	226.845	197.256
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4253.64	N/A	4253.64	3698.82	CHF	No	4253.64	3698.82
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8138.55	N/A	8138.55	7077	USD	Yes²	8138.55	7077
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	7771.45	N/A	7771.45	6757.40	EUR	Yes²	7771.01	6757.40
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6319.97	N/A	6319.97	5495.625	GBP	No	6319.97	5495.625
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	17497.19	N/A	17497.19	15209.21	USD	No	17497.19	15209.21
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	51676.69	N/A	51676.69	44927.73	USD	No	51676.69	44927.73
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11381.18	N/A	11381.18	9895.53	USD	No	11381.19	9895.53
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7669.27	6668.93	10956.10	9527.04	USD	Yes	10374.15	9021
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1228812.55	N/A	1228812.55	1068532.66	JPY	Yes²	1228813.18	1068532.66
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4542.50	N/A	4542.50	3950	USD	No	4542.50	3950
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	SEK	SWEDISH KRONA	SEK	13452.85	N/A	13452.85	11698.13	USD	No	13452.85	11698.13
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5074.375	N/A	5074.375	4412.50	USD	No	5074.375	4412.50
CME	SGX	SHORT GILT	SG	322733.78	N/A	322733.78	280638.07	USD	No	322733.83	280638.07
CME	SIR	INDIAN RUPEE	SIR	6407.04	N/A	6407.04	5569	USD	No	6407.04	5569
CME	SJY	SWISS FRANC	SJY	4712556.28	N/A	4712556.28	4097874.15	JPY	No	4712555.28	4097874.15
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33550.81	N/A	33550.81	29174.62	USD	No	33550.81	29174.62
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	30128.79	N/A	30128.79	26198	USD	No	39657.77	34483.77
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	747.507	N/A	747.507	650	GBP	No	1949.38	1695.11
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1264.54	N/A	1264.54	1099.60	USD	No	2580.29	2243.72
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.75	N/A	833.75	725.00	USD	Yes	1475.43	1282.97
CME	SVX	SCHNEIDER ELECTRIC SE	SU	89263.37	N/A	89263.37	77620.31	USD	No	89263.35	77620.31
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1529.41	N/A	1529.41	1329.75	USD	No	8624.99	7499.02
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4781.13	N/A	4781.13	4157.50	USD	No	4781.13	4157.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	12745.88	N/A	12745.88	11083.38	USD	No	12745.88	11083.38
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13728.87	N/A	13728.87	11938.14	USD	No	13728.87	11938.14
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10949.52	N/A	10949.52	9521	USD	No	9400.10	8174
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21729.26	N/A	21729.26	18894.37	USD	No	21729.26	18894.37
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	32673.64	N/A	32673.64	28410.72	USD	No	32673.65	28410.72
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5887.26	N/A	5887.26	5119.31	USD	No	5887.26	5119.31
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	3986.06	N/A	3986.06	3466	USD	No	3762.23	3271.36
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11003.75	N/A	11003.75	9568.29	USD	No	11003.75	9568.29
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	18170.72	N/A	18170.72	15800.49	USD	No	18170.72	15800.49
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	46855.23	N/A	46855.23	40743.08	USD	No	46855.22	40743.08
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11207.14	N/A	11207.14	9745.00	USD	No	10632.90	9246
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	52287.13	N/A	52287.13	45463.40	USD	No	52287.13	45463.40

COINDERIV

交易所 COINDERIV	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
COINDERIV	BIP	-	BIP	235.759	N/A	235.759	205.008	USD	No	235.759	205.008
COINDERIV	BIT	-	BIT	345.7475	N/A	345.7475	300.65	USD	No	345.7475	300.65
COINDERIV	ET	-	ET	159.361	N/A	159.361	138.575	USD	No	191.2335	166.29
COINDERIV	ETP	-	ETP	101.513	N/A	101.513	88.272	USD	No	101.513	88.272

COMEX

交易所 COMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
COMEX	1OZ	1 OUNCE GOLD FUTURES	1OZ	317.037	N/A	317.037	275.685	USD	No	317.037	275.685
COMEX	ALI	ALUMINUM INDEX	ALI	8713.35	N/A	8713.35	7576.83	USD	No	8713.35	7576.83
COMEX	GC	GOLD	GC	31704.11	N/A	31704.11	27568.78	USD	Yes	31704.09	27568.78
COMEX	HG	COPPER INDEX	HG	19886.25	N/A	19886.25	13257.50	USD	Yes	19886.25	13257.50
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2045.58	N/A	2045.58	1778.67	USD	No	2749.62	2390.86
COMEX	MGC	E-MICRO GOLD	MGC	3170.41	N/A	3170.41	2756.88	USD	Yes	3170.41	2756.88
COMEX	MHG	MICRO COPPER	MHG	1988.625	N/A	1988.625	1325.75	USD	No	1988.625	1325.75
COMEX	QC	COMEX MINY COPPER	QC	9840.00	N/A	9840.00	6560.00	USD	No	9840.00	6560.00
COMEX	QI	COMEX MINY SILVER	QI	21254.16	N/A	21254.16	18481.87	USD	No	29570.99	18481.87
COMEX	QO	COMEX MINY GOLD	QO	15852.06	N/A	15852.06	13784.39	USD	No	15852.05	13784.39
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34500	N/A	34500	30000	CNH	No	34500	30000
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	24275.39	N/A	24275.39	21109.03	USD	No	24275.39	21109.03
COMEX	SI	SILVER INDEX	SI	42508.32	N/A	42508.32	36963.75	USD	Yes	59141.99	36963.75
COMEX	SI	SILVER INDEX	SIL	8501.66	N/A	8501.66	7392.75	USD	No	11828.40	7392.75
COMEX	UX	URANIUM INDEX	UX	1859.88	N/A	1859.88	1617.29	USD	No	1859.88	1617.29

ENDEX

交易所 ENDEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ENDEX	ECF	ICE ECX EUA FUTURES	ECF	47518.00	N/A	47518.00	41320.00	EUR	No	47518.00	41320.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	7512.02	N/A	7512.02	6532.19	EUR	Yes	7512.02	6532.19

EUREX

交易所 EUREX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	11187.70	N/A	11187.70	9728.44	CHF	No	11187.70	9728.44
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	5638.28	N/A	5638.28	4902.85	EUR	No	5638.28	4902.85
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3000.31	N/A	3000.31	2608.97	EUR	Yes	4309.97	3747.80
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1114.52	N/A	1114.52	969.151	EUR	No	1413.45	1229.09
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3673.06	N/A	3673.06	3193.96	USD	No	3673.06	3193.96
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2628.90	N/A	2628.90	2286.00	EUR	No	2628.90	2286.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34630.295	30113.30	49471.85	43019	EUR	Yes	48176.95	41893
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9643.90	N/A	9643.90	8386.00	EUR	Yes²	9643.90	8386.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6926.06	6022.66	9894.37	8603.80	EUR	No	9635.39	8378.60
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1385.21	1204.53	1978.87	1720.76	EUR	Yes	1927.08	1675.72
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	524.544	N/A	524.544	456.1255	EUR	No	504.983	439.116
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2189.89	N/A	2189.89	1904.06	EUR	No	2189.89	1904.06
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4909.35	N/A	4909.35	4269	EUR	Yes²	4909.35	4269
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1426.56	N/A	1426.56	1240.43	EUR	No	888.358	772.452
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	5781.87	N/A	5781.87	5027.71	EUR	Yes²	5781.87	5027.71
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1125.46	978.66	1607.80	1398.09	EUR	Yes	1459.38	1269.03
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5347.90	N/A	5347.90	4650.35	EUR	Yes²	4834.57	4203.98
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2072.11	N/A	2072.11	1801.44	EUR	Yes²	1877.26	1632.04
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3332.98	N/A	3332.98	2898.245	EUR	Yes²	2986.53	2596.98
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6871.00	N/A	6871.00	5974.78	EUR	Yes²	6787.34	5902.04
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2909.50	N/A	2909.50	2530.00	EUR	Yes²	2898.67	2520.58
EUREX	ESI	EURO STOXX INSURANCE	FESI	3183.78	N/A	3183.78	2767.31	EUR	Yes²	2730.21	2373.07
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1359.50	N/A	1359.50	1182.17	EUR	Yes²	1099.32	955.933
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3796.31	N/A	3796.31	3301.14	EUR	Yes²	3728.65	3242.30
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1277.65	N/A	1277.65	1111.00	EUR	Yes²	1277.65	1111.00
EUREX	SXRE	EURO STOXX RETAIL	FESR	3790.65	N/A	3790.65	3296.22	EUR	Yes²	3574.97	3108.67
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1306.93	N/A	1306.93	1136.46	EUR	Yes²	1218.60	1059.65
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1049.02	N/A	1049.02	912.19	EUR	Yes²	974.337	847.25
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1906.03	N/A	1906.03	1657.26	EUR	Yes	1568.80	1364.04
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1068.67	N/A	1068.67	929.281	EUR	Yes²	1068.67	929.281
EUREX	ESTX50	EURO STOXX50	FESX	3149.93	2739.07	4499.90	3912.96	EUR	Yes	4361.50	3792.61
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17498.76	N/A	17498.76	15216.31	EUR	Yes²	17498.76	15216.31
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5158.77	N/A	5158.77	4485.89	EUR	Yes²	5986.67	5205.80
EUREX	EU3	THREE MONTH EURIBOR	FEU3	212.733	N/A	212.733	184.986	EUR	Yes	212.733	184.986
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9547.38	N/A	9547.38	8301.67	EUR	Yes²	9547.38	8301.67
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	944.202	N/A	944.202	821.045	GBP	No	944.202	821.045
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2264.99	N/A	2264.99	1969.56	EUR	Yes	2923.35	2542.04
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1265.20	N/A	1265.20	1100.17	EUR	Yes	1585.57	1378.76
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	456.18	N/A	456.18	396.678	EUR	Yes	543.781	472.853
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5632.35	N/A	5632.35	4897.70	EUR	Yes	5632.35	4897.70
EUREX	DJESL	EURO STOXX LARGE	FLCE	2538.06	N/A	2538.06	2206.71	EUR	No	2216.95	1927.52
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2343.25	N/A	2343.25	2037.61	EUR	No	1836.43	1596.90
EUREX	DJESM	EURO STOXX MID	FMCE	2282.29	N/A	2282.29	1984.14	EUR	No	1795.68	1561.10
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2606.58	N/A	2606.58	2266.57	USD	No	3284.18	2855.79
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2376.12	N/A	2376.12	2066.10	EUR	Yes²	1897.78	1650.17
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6631.17	N/A	6631.17	5766.23	USD	No	5564.46	4838.66
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	10210.34	N/A	10210.34	8878.56	USD	No	10210.34	8878.56
EUREX	MXEU	MSCI EUROPE	FMEP	1497.16	N/A	1497.16	1301.88	EUR	No	1413.32	1228.97
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3038.75	N/A	3038.75	2642.37	EUR	No	2527.66	2197.95
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10403.50	N/A	10403.50	9046.24	USD	No	9138.13	7945.95
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6716.52	N/A	6716.52	5840.31	USD	No	6226.85	5414.52
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12881.28	N/A	12881.28	11200.37	USD	No	12881.28	11200.37
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4127.14	N/A	4127.14	3588.81	EUR	No	3710.27	3226.31
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	9944.98	N/A	9944.98	8647.80	USD	No	9944.98	8647.80
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6615.59	N/A	6615.59	5752.66	USD	No	6615.59	5752.66
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2396.49	N/A	2396.49	2083.90	EUR	No	2640.96	2296.49
EUREX	DJESS	EURO STOXX SMALL	FSCE	1445.02	N/A	1445.02	1256.29	EUR	No	1197.89	1041.44
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1589.62	N/A	1589.62	1382.25	EUR	No	1309.47	1138.64
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1601.95	N/A	1601.95	1392.97	EUR	No	1246.38	1083.79
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3613.48	N/A	3613.48	3142.16	CHF	Yes²	3613.48	3142.16
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8825.10	N/A	8825.10	7674.00	CHF	No	8825.10	7674.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6190.80	5383.30	8844.00	7690.43	CHF	Yes	7437.72	6467.58
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4223.00	N/A	4223.00	3670.24	CHF	Yes²	4223.00	3670.24
EUREX	SMI	SWISS MARKET INDEX	FSMS	619.08	538.33	884.40	769.043	CHF	No	743.772	646.758
EUREX	MDAX	MIDCAP DAX	FSMX	2837.85	N/A	2837.85	2467.63	EUR	No	2306.01	2005.17
EUREX	ST3	THREE MONTH ESTR	FST3	67.3881	N/A	67.3881	58.5983	EUR	No	67.3881	58.5983
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2821.31	N/A	2821.31	2453.30	EUR	Yes²	2620.97	2279.09
EUREX	SX7P	STOXX 600 BANKS	FSTB	2106.19	N/A	2106.19	1831.47	EUR	Yes	1773.35	1542.045
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4448.11	N/A	4448.11	3867.41	EUR	Yes²	3798.66	3302.75
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1951.45	N/A	1951.45	1696.91	EUR	Yes	1788.87	1555.54
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4623.57	N/A	4623.57	4020.49	EUR	Yes²	3703.59	3220.51
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4825.62	N/A	4825.62	4195.99	EUR	Yes²	4358.11	3789.48
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4588.15	N/A	4588.15	3989.67	EUR	Yes²	3478.52	3024.78
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3046.40	N/A	3046.40	2649.01	EUR	Yes²	2497.35	2171.58
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	713.193	N/A	713.193	620.155	EUR	No	713.193	620.155
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1365.93	N/A	1365.93	1187.71	EUR	Yes²	1225.61	1065.69
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3914.97	N/A	3914.97	3404.32	EUR	Yes²	3773.98	3281.72
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1808.96	N/A	1808.96	1573.00	EUR	Yes²	2255.99	1961.73
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1579.94	N/A	1579.94	1373.86	EUR	Yes²	1588.40	1381.21
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3847.85	N/A	3847.85	3345.95	EUR	Yes	4081.52	3549.14
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	719.045	N/A	719.045	625.25	EUR	Yes²	719.045	625.25
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1798.23	N/A	1798.23	1563.67	EUR	Yes	1394.16	1212.31
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1215.81	N/A	1215.81	1057.16	EUR	Yes²	1201.02	1044.30
EUREX	STX	STOXX50	FSTX	3685.72	N/A	3685.72	3204.84	EUR	Yes²	2762.41	2402
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7575.38	N/A	7575.38	6587.17	EUR	Yes²	7575.38	6587.17
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3354.09	N/A	3354.09	2915.78	EUR	Yes²	3354.09	2915.78
EUREX	ESTX50	EURO STOXX50	FSXE	314.993	273.907	449.99	391.296	EUR	No	436.15	379.261
EUREX	TDX	TECDAX	FTDX	7931.10	N/A	7931.10	6896.61	EUR	Yes²	7931.10	6896.61
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	541.72	N/A	541.72	471.061	USD	No	541.72	471.061
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	960.25	N/A	960.25	835.00	EUR	Yes	2607.62	2267.50
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2436.19	N/A	2436.19	2117.91	EUR	No	1999.40	1738.19
EUREX	DJ600	STOXX 600 INDEX	FXXP	1577.85	1372.04	2254.07	1960.06	EUR	Yes	1827.48	1589.11
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	209.148	N/A	209.148	181.868	EUR	No	209.148	181.868

Euronext NL (FTA)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 FTA	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
FTA	AMX	AMX INDEX	FMX	9206.10	N/A	9206.10	8005.30	EUR	No	9206.10	8005.30
FTA	EOE	AMS EOE INDEX	FTI	10327.56	8980.48	14753.65	12829.26	EUR	Yes	11644.77	10125.89
FTA	EOE	AMS EOE INDEX	MFA	1032.76	898.048	1475.37	1282.93	EUR	No	1164.48	1012.59

香港期货交易所(HKFE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 HKFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
HKFE	CES120	CES CHINA 120 INDEX	CHH	85554.33	N/A	85554.33	68443.46	HKD	No	85554.33	68443.46
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26477.625	N/A	26477.625	21182.10	CNH	Yes	26477.625	21182.10
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3750	N/A	3750	3000	HKD	No	3750	3000
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10875	N/A	10875	8700	HKD	No	10875	8700
HKFE	GDR	CNH GOLD FUTURES	GDR	238549.68	N/A	238549.68	190839.74	CNH	No	238549.68	190839.74
HKFE	GDU	USD GOLD FUTURES	GDU	34459.91	N/A	34459.91	27567.93	USD	No	34459.91	27567.93
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	48126.75	38501.40	68752.50	55002	HKD	Yes	68752.50	55002
HKFE	HSI	HANG SENG STOCK INDEX	HSI	99743.28	79794.63	142490.40	113992.32	HKD	Yes	142490.40	113992.32
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	29697.33	23757.87	42424.76	33939.81	HKD	Yes	42424.76	33939.81
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4468.80	3575.04	6384	5107.20	USD	No	6384	5107.20
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9625.35	7700.28	13750.50	11000.40	HKD	Yes	13750.50	11000.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	5295.675	N/A	5295.675	4236.54	CNH	No	5295.675	4236.54
HKFE	MHI	MINI HANG SENG INDEX	MHI	19948.66	15958.93	28498.08	22798.46	HKD	Yes	28498.08	22798.46
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1880.96	N/A	1880.96	1504.77	USD	No	1880.96	1504.77
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5200.32	N/A	5200.32	4160.25	USD	No	5200.32	4160.25
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	10814.05	N/A	10814.05	8650.62	USD	No	10814.05	8650.62
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	52656.25	N/A	52656.25	42125	HKD	No	144483.36	115586.69

洲际交易所(ICEEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	154.537	N/A	154.537	134.38	EUR	No	691.069	600.926
ICEEU	SG	GENERALI	G	2409.32	N/A	2409.32	2095.06	GBP	No	2409.32	2095.06
ICEEU	H	MEDIUM GILT	H	4776.54	N/A	4776.54	4153.33	GBP	No	4776.54	4153.33
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	250.747	N/A	250.747	218.04	EUR	Yes	661.61	575.313
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5561.80	N/A	5561.80	4836.10	USD	No	5561.80	4836.10
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2693.46	N/A	2693.46	2342.13	EUR	No	2693.45	2342.13
ICEEU	P	10 YEAR EURO SWAPNOTE	P	4966.30	N/A	4966.30	4318.52	EUR	No	4966.30	4318.52
ICEEU	R	LONG GILT	R	3138.63	N/A	3138.63	2729.24	GBP	No	3138.63	2729.24
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.574	N/A	295.574	257.021	CHF	No	644.046	558.955
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	260.012	N/A	260.012	226.091	GBP	Yes	445.801	387.653
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	600.806	N/A	600.806	522.44	GBP	No	1375.17	1195.80
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1038.11	N/A	1038.11	902.703	EUR	No	1038.11	902.703
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1035.39	N/A	1035.39	900.335	GBP	No	1035.39	900.335
ICEEU	Y	FTSE 250 INDEX	Y2	4806.96	N/A	4806.96	4179.89	GBP	No	4806.96	4179.89
ICEEU	Z	FTSE 100 INDEX	Z	4856.49	4223.04	6937.85	6032.91	GBP	Yes	6937.85	6032.91

ICE Agricultural Products (ICEEUSOFT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEEUSOFT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEEUSOFT	C	COCOA	C	7187.50	N/A	7187.50	6250	GBP	No	7567.75	6580.65
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6141	N/A	6141	5340	USD	No	9825.09	8543.56
ICEEUSOFT	T	WHEAT	T	1760.71	N/A	1760.71	1530.88	GBP	No	2139.02	1859.81
ICEEUSOFT	W	WHITE SUGAR	W	1795.15	N/A	1795.15	1561.00	USD	No	1795.15	1561

ICE Futures US (ICEUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEUS	AUD	AUSTRALIAN DOLLAR	KAU	6980.26	N/A	6980.26	6069.79	USD	No	7421.29	6453.29
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25929625.72	N/A	25929625.72	22547500.625	JPY	No	25995746.89	22604996.75
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10610.11	N/A	10610.11	9226.18	USD	No	10501.05	9131.35
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13180.52	N/A	13180.52	11461.32	CAD	No	14532.78	12637.20
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6319.97	N/A	6319.97	5495.625	GBP	No	6592.60	5732.69
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18517.05	N/A	18517.05	16101.78	AUD	No	20190.22	17556.71
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6798.40	N/A	6798.40	5911.65	CHF	No	6826.48	5936.07
ICEUS	ZY	SWISS FRANC	KZY	4712556.28	N/A	4712556.28	4097874.15	JPY	No	4583540.88	3985687.72
ICEUS	MP	BRITISH POUND	MP	7496.67	N/A	7496.67	6518.85	USD	No	7176.81	6240.71
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	10582.09	N/A	10582.09	9201.82	CHF	No	12425.64	10804.90
ICEUS	GBP	BRITISH POUND	SY	3015256.92	N/A	3015256.92	2621962.43	JPY	No	3212572.46	2793541.27

Borsa Italiana (IDEM)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 IDEM	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
IDEM	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	2264.35	N/A	2264.35	1969	EUR	No	2264.35	1969
IDEM	FTMIB	FTSE MIB INDEX	FIB	16294.66	14169.27	23278.09	20241.815	EUR	Yes	15722.06	13671.36
IDEM	FTMIB	FTSE MIB INDEX	MICR	651.786	566.771	931.123	809.673	EUR	No	628.882	546.854
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3258.93	2833.85	4655.62	4048.36	EUR	No	3144.41	2734.27
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1329.34	N/A	1329.34	1155.95	EUR	No	1329.34	1155.95

Intercontinental Exchange (IPE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 IPE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
IPE	ATW	ICE ROTTERDAM COAL	ATW	14620.62	N/A	14620.62	12713.58	USD	No	14620.62	12713.58
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	14844.97	N/A	14844.97	11875.97	USD	No	14844.97	11875.97
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	18734.00	N/A	18734.00	16290.43	USD	No	18734.00	16290.43
IPE	NGF	ICE UK NATURAL GAS	NGF	3667.21	N/A	3667.21	3188.87	GBP	No	22887.30	3188.87
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	21042.54	N/A	21042.54	16834.03	USD	No	21042.54	16834.03
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	Yes	16250	13000

Korea Stock Exchange (KSE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 KSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
KSE	K200	KOSPI200 INDEX	01	12796476	9684500.42	18280680	13835000.60	KRW	Yes	18280680	13835000.60
KSE	K200M	MINI KOSPI200 INDEX	05	2559295.20	1936900.08	3656136	2767000.12	KRW	Yes	3656136	2767000.12
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1514759.05	1137780.02	2163941.50	1625400.02	KRW	No	2163941.50	1625400.02
KSE	000670	YOUNG POONG CORPORATION	0Q	196860.55	N/A	196860.55	171183.09	KRW	No	202592.90	171183.09
KSE	005930	HANG SENG BANK LTD	11	290110.28	N/A	290110.28	252269.80	KRW	No	291189.52	252269.80
KSE	017670	HENDERSON LAND DEVELOPMENT	12	153977.18	N/A	153977.18	133893.20	KRW	No	154550.00	133893.20
KSE	005490	POSCO HOLDINGS INC	13	889326.18	N/A	889326.18	773327.11	KRW	No	892634.55	773327.11
KSE	030200	KTCORPORATION	14	146515.52	N/A	146515.52	126134.90	KRW	No	145055.14	126134.90
KSE	015760	KOREA ELECTRIC POWER CORP	15	144655.31	N/A	144655.31	125384.10	KRW	No	144191.72	125384.10
KSE	005380	SUN HUNG KAI PROPERTIES	16	739746.05	N/A	739746.05	636931.21	KRW	No	732470.89	636931.21
KSE	016360	NEW WORLD DEVELOPMENT	17	228382.55	N/A	228382.55	198462.27	KRW	No	228231.61	198462.27
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	229382.84	N/A	229382.84	199463.34	KRW	No	233236.16	199463.34
KSE	000270	SWIRE PACIFIC LTD - CL A	19	323208.17	N/A	323208.17	281050.59	KRW	No	329410.55	281050.59
KSE	007340	DN AUTOMOTIVE CORP	1T	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	542427.90	N/A	542427.90	454235.82	KRW	No	530887.50	454235.82
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	126491.53	N/A	126491.53	109992.64	KRW	No	128962.10	109992.64
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	390555.23	N/A	390555.23	339613.24	KRW	No	404008.12	339613.24
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	303925.05	N/A	303925.05	264282.66	KRW	No	311055.70	264282.66
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2313974.84	N/A	2313974.84	2012152.03	KRW	No	2362583.15	2012152.03
KSE	012330	HYUNDAI MOBIS CO LTD	20	873496.70	N/A	873496.70	759562.34	KRW	No	876746.23	759562.34
KSE	006400	SAMSUNG SDI CO LTD	22	1027065	N/A	1027065	748300.31	KRW	No	1027065	748300.31
KSE	009150	BANK OF EAST ASIA LTD	23	721842.88	N/A	721842.88	625669.18	KRW	No	719519.56	625669.18
KSE	066570	LG ELECTRONICS INC	24	245787.88	N/A	245787.88	213728.59	KRW	No	247702.25	213728.59
KSE	036460	KOREA GAS CORPORATION	28	118720.72	N/A	118720.72	103235.41	KRW	No	119162.38	103235.41
KSE	017960	HAN KUK CARBON CO LTD	2A	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	095340	ISC CO LTD	2B	319754.49	N/A	319754.49	278047.38	KRW	No	327944.03	278047.38
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	357780	SOULBRAIN CO LTD/NEW	2D	857308.23	N/A	857308.23	739540.94	KRW	No	850472.08	739540.94
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	086520	ECOPRO CO LTD	2F	585900	N/A	585900	390600	KRW	No	585900	390600
KSE	140860	PARK SYSTEMS CORP	2G	686699.66	N/A	686699.66	590631.72	KRW	No	679226.48	590631.72
KSE	030520	HANCOM INC	2H	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	004020	HYUNDAI STEEL CO	32	86486.25	N/A	86486.25	75205.43	KRW	No	88307.99	75205.43
KSE	003550	LG CORP	34	229382.55	N/A	229382.55	198462.27	KRW	No	228231.61	198462.27
KSE	078930	GS HOLDINGS	35	163433.01	N/A	163433.01	140900.69	KRW	No	162035.80	140900.69
KSE	033780	KT & G CORPORATION	36	415467.80	N/A	415467.80	359134.10	KRW	No	413004.22	359134.10
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1160550.67	N/A	1160550.67	1008578.67	KRW	No	1159865.47	1008578.67
KSE	086790	HANA FINANCIAL GROUP	40	271690.58	N/A	271690.58	236252.68	KRW	No	272701.31	236252.68
KSE	096770	SK INNOVATION CO LTD	41	332600.75	N/A	332600.75	286806.76	KRW	No	329827.77	286806.76
KSE	001040	CJ CORP	42	515503.27	N/A	515503.27	437718.16	KRW	No	503375.89	437718.16
KSE	034220	LG DISPLAY CO LTD	45	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	105560	KB FINANCIAL GROUP INC	46	363501.28	N/A	363501.28	316088.07	KRW	No	364853.53	316088.07
KSE	051910	LG CHEM LTD	47	1132740	N/A	1132740	930995.70	KRW	No	1132740	930995.70
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	000660	SK HYNIX INC	50	1993290	N/A	1993290	1346440	KRW	No	1993290	1346440
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	139480	E-MART INC	54	241102.97	N/A	241102.97	199963.87	KRW	No	229958.45	199963.87
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	172972.50	N/A	172972.50	150410.87	KRW	No	174615.98	150410.87
KSE	035420	NAVER CORP	56	706771.26	N/A	706771.26	608150.43	KRW	No	699372.99	608150.43
KSE	003490	KOREAN AIR LINES CO LTD	57	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	917067	N/A	917067	716902.88	KRW	No	917067	611378
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2927268	N/A	2927268	2307499.70	KRW	No	2927268	1951512
KSE	KWY	UNITED STATES DOLLAR	75	1688660.03	N/A	1688660.03	1468400.02	KRW	No	3377320.30	2936800.05
KSE	032640	LG UPLUS CORP	B0	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	010950	S-OILCORPORATION	B2	225368.23	N/A	225368.23	194958.52	KRW	No	224202.29	194958.52
KSE	010130	KOREA ZINC CO LTD	B3	7346160	N/A	7346160	4897440	KRW	No	7346160	4897440
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	001680	DAESANG CORPORATION	B6	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	047050	POSCO INTERNATIONAL CORP	B7	154830.89	N/A	154830.89	133392.67	KRW	No	153401.57	133392.67
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	298851	N/A	298851	199234	KRW	No	298851	199234
KSE	023530	BARLEY FUTURES	BA	211538.75	N/A	211538.75	183946.74	KRW	No	214325.70	183946.74
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	209457.90	N/A	209457.90	181944.59	KRW	No	209236.28	181944.59
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	442648.43	N/A	442648.43	384911.68	KRW	No	449295.14	384911.68
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	92202	N/A	92202	73585	KRW	No	92202	73585
KSE	029780	SAMSUNG CARD CO	BG	157430.88	N/A	157430.88	136896.42	KRW	No	164016.54	136896.42
KSE	036570	NCSOFTCORPORATION	BJ	587076.38	N/A	587076.38	508043.36	KRW	No	584249.86	508043.36
KSE	000080	HITE JINRO CO LTD	BK	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	470731.50	N/A	470731.50	398676.41	KRW	No	470731.50	398676.41
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	311808.74	N/A	311808.74	267786.41	KRW	No	307954.37	267786.41
KSE	000720	DANONE	BN	223068	N/A	223068	160421.57	KRW	No	223068	160421.57
KSE	011210	HYUNDAI WIA CORP	BP	174895.34	N/A	174895.34	149159.53	KRW	No	171533.46	149159.53
KSE	008770	HOTEL SHILLA CO LTD	BQ	133972.56	N/A	133972.56	115623.66	KRW	No	132967.21	115623.66
KSE	035250	KANGWON LAND, INC.	BS	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	138930	BNK FINANCIAL GROUP INC	BT	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	011070	LG INNOTEK CO LTD	BY	683543.56	N/A	683543.56	594385.70	KRW	No	691086.46	594385.70
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	034730	SK INC	C1	730444.97	N/A	730444.97	633177.19	KRW	No	728153.77	633177.19
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	335583.93	N/A	335583.93	291812.11	KRW	No	337832.34	291812.11
KSE	018260	SAMSUNG SDS CO LTD	C5	488409.85	N/A	488409.85	424704.22	KRW	No	495226.81	424704.22
KSE	090430	AMOREPACIFIC CORP	C6	360911.01	N/A	360911.01	313835.66	KRW	No	363253.63	313835.66
KSE	030000	CHEIL WORLDWIDE INC	C7	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	028260	SAMSUNG C&T CORP	C8	651884.73	N/A	651884.73	566856.29	KRW	No	664309.79	566856.29
KSE	000880	HANWHA CORPORATION	C9	237883.50	N/A	237883.50	197461.19	KRW	No	237883.50	197461.19
KSE	088350	CARREFOUR SA	CA	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	086280	COCOA NYBOT	CC	473381.53	N/A	473381.53	407936.29	KRW	No	469126.73	407936.29
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	87021.14	N/A	87021.14	75080.30	KRW	No	86342.35	75080.30
KSE	035720	KAKAO CORP	CF	171245.66	N/A	171245.66	148909.27	KRW	No	172882.71	148909.27
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	069080	WEBZEN INC	CK	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	022100	POSCO DX CO LTD	CN	84693	N/A	84693	73585	KRW	No	84693	73585
KSE	068270	CELLTRION INC	CP	534746.95	N/A	534746.95	464997.34	KRW	No	539736.26	464997.34
KSE	122870	YG ENTERTAINMENT INC	CQ	186322.50	N/A	186322.50	159420.51	KRW	No	186322.50	159420.51
KSE	051900	LG H&H	CR	794349.56	N/A	794349.56	690738.75	KRW	No	807304.63	690738.75
KSE	002790	AXA SA	CS	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	000810	COTTON NO. 2	CT	1444795.22	N/A	1444795.22	1256343.67	KRW	No	1500170.11	1256343.67
KSE	008930	HANMI SCIENCE CO LTD	CV	111381.62	N/A	111381.62	96853.58	KRW	No	112795.98	96853.58
KSE	021240	COWAY CO LTD	CW	248090.33	N/A	248090.33	215730.72	KRW	No	249013.26	215730.72
KSE	128940	HANMI PHARM CO LTD	CX	1873905	N/A	1873905	1249270	KRW	No	1873905	1249270
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	366091.54	N/A	366091.54	318340.47	KRW	No	371453.44	318340.47
KSE	097950	CJ CHEILJEDANG CORP.	D1	605835.45	N/A	605835.45	526813.44	KRW	No	608089.24	526813.44
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	132535.50	N/A	132535.50	115248.26	KRW	No	134028.55	115248.26
KSE	002380	KCC CORP	D3	1204475.77	N/A	1204475.77	1047370.23	KRW	No	1213956.52	1047370.23
KSE	012750	S1 CORPORATION	D5	213841.22	N/A	213841.22	185948.89	KRW	No	215636.73	185948.89
KSE	000100	YUHAN CORPORATION	D6	350837.73	N/A	350837.73	305076.29	KRW	No	352142.90	305076.29
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	152250.34	N/A	152250.34	132391.60	KRW	No	155816.72	132391.60
KSE	069960	HYUNDAI DEPT STORE CO	D8	279749.20	N/A	279749.20	243260.18	KRW	No	283789.90	243260.18
KSE	004370	MILK CLASS III INDEX	DA	1254842.09	N/A	1254842.09	1091167.03	KRW	No	1279510.27	1091167.03
KSE	079550	LIG NEX1 CO LTD	DB	1164720	N/A	1164720	920985	KRW	No	1164720	920985
KSE	204320	HL MANDO CO LTD	DC	149809.41	N/A	149809.41	128137.05	KRW	No	147357.61	128137.05
KSE	004170	SHINSEGAE INC	DD	673470.32	N/A	673470.32	585626.37	KRW	No	685975.71	585626.37
KSE	161890	KOLMAR KOREA CO LTD	DE	188226.32	N/A	188226.32	163675.06	KRW	No	188926.53	163675.06
KSE	111770	YOUNGONE CORP	DG	255573.35	N/A	255573.35	222237.70	KRW	No	263524.11	222237.70
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	462528	N/A	462528	352376.875	KRW	No	462528	352376.875
KSE	192820	COSMAX INC	DK	493528.49	N/A	493528.49	408937.38	KRW	No	470277.99	408937.38
KSE	039130	HANA TOUR SERVICE INC	DN	133689.40	N/A	133689.40	116249.34	KRW	No	133686.74	116249.34
KSE	086900	MEDY-TOX INC	DP	364141.85	N/A	364141.85	314336.19	KRW	No	361486.62	314336.19
KSE	078340	COM2US CORP	DR	90083.85	N/A	90083.85	78333.78	KRW	No	97918.97	78333.78
KSE	035760	CJ ENM CO LTD	DT	185085.24	N/A	185085.24	160671.85	KRW	No	184772.62	160671.85
KSE	056190	SFA ENGINEERING CORP	DV	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	241560	DOOSAN BOBCAT INC	DW	163187.03	N/A	163187.03	141901.77	KRW	No	163794.11	141901.77
KSE	012630	NYBOT US DOLLAR FX	DX	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	017800	CME DRY WHEY INDEX	DY	253468.47	N/A	253468.47	219484.75	KRW	No	252407.46	219484.75
KSE	240810	WONIK IPS CO LTD	E0	207562.50	N/A	207562.50	153914.62	KRW	No	207562.50	153914.62
KSE	091700	PARTRON CO LTD	E3	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	041510	SM ENTERTAINMENT CO LTD	E4	309105.60	N/A	309105.60	268787.48	KRW	No	311255.52	268787.48
KSE	251270	NETMARBLE CORP	E5	154840.60	N/A	154840.60	134644.00	KRW	No	155416.64	134644.00
KSE	003670	POSCO FUTURE M CO LTD	E8	871530	N/A	871530	581020	KRW	No	871530	581020
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	009420	HANALL BIOPHARMA CO LTD	EE	216936	N/A	216936	144624	KRW	No	216936	144624
KSE	035900	JYP ENTERTAINMENT CORP	EF	196572.73	N/A	196572.73	170932.81	KRW	No	199304.01	170932.81
KSE	028670	PAN OCEAN CO LTD	EH	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	330876	N/A	330876	273292.30	KRW	No	330876	273292.30
KSE	093370	FOOSUNG CO LTD	EL	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	375500	DL E&C CO LTD	ER	113971.90	N/A	113971.90	99106.00	KRW	No	114395.89	99106.00
KSE	028050	SAMSUNG E&A CO LTD	ET	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	272210	HANWHA SYSTEMS CO LTD	EV	136050	N/A	136050	113496.39	KRW	No	136050	113496.39
KSE	293490	KAKAO GAMES CORP	EX	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	247540	ECOPRO BM CO LTD	EY	605409	N/A	605409	403606	KRW	No	605409	403606
KSE	253450	STUDIO DRAGON CORP	EZ	115554.84	N/A	115554.84	100482.47	KRW	No	117984.72	100482.47
KSE	200130	KOLMAR BNH CO LTD	F1	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	036540	SFA SEMICON CO LTD	F2	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	749250	N/A	749250	563102.27	KRW	No	749250	563102.27
KSE	373220	LG ENERGY SOLUTION	F5	1239000	N/A	1239000	1033605.47	KRW	No	1239000	1033605.47
KSE	323410	KAKAOBANK CORP	F6	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	377300	KAKAO PAY CORP	F7	161457.75	N/A	161457.75	123006.56	KRW	No	161457.75	123006.56
KSE	259960	KRAFTON INC	F8	725275.71	N/A	725275.71	630674.53	KRW	No	727973.84	630674.53
KSE	302440	SK BIOSCIENCE CO LTD	F9	158598	N/A	158598	133642.94	KRW	No	158598	133642.94
KSE	011200	HMM CO LTD	FA	84622.75	N/A	84622.75	73585	KRW	No	84622.75	73585
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	85510.40	N/A	85510.40	73585	KRW	No	84622.75	73585
KSE	352820	HYBE CO LTD	FC	840398.80	N/A	840398.80	730781.56	KRW	No	843525.19	730781.56
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1568175	N/A	1568175	1288878.52	KRW	No	1568175	1288878.52
KSE	402340	SK SQUARE CO LTD	FE	1277460	N/A	1277460	851640	KRW	No	1277460	851640
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	396886.97	N/A	396886.97	345119.10	KRW	No	400363.44	345119.10
KSE	383220	F&F CO LTD / NEW	FG	205206.97	N/A	205206.97	178440.84	KRW	No	209970.37	178440.84
KSE	267250	HD HYUNDAI	FH	658108.50	N/A	658108.50	471254.02	KRW	No	658108.50	471254.02
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	305076.29	N/A	305076.29	265283.73	KRW	No	311211.21	265283.73
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	312847.10	N/A	312847.10	272040.96	KRW	No	316010.92	272040.96
KSE	263750	PEARL ABYSS CORP	FL	113103.48	N/A	113103.48	95226.85	KRW	No	109510.87	95226.85
KSE	066970	L&F CO LTD	FM	789736.50	N/A	789736.50	526491	KRW	No	789736.50	526491
KSE	112040	WEMADE CO LTD	FN	99782.25	N/A	99782.25	73585	KRW	No	99782.25	73585
KSE	196170	ALTEOGEN INC	FP	1869900	N/A	1869900	1356450.78	KRW	No	1869900	1356450.78
KSE	058470	LEENO INDUSTRIAL INC	FQ	193966.94	N/A	193966.94	166678.26	KRW	No	191680.00	166678.26

London Metals Exchange (LMEOTC)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 LMEOTC	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
LMEOTC	AH	HIGH-GRADE PRIMARY ALUMINIUM	AH	5346.45	N/A	5346.45	4649.09	USD	No	5077.55	4415.26
LMEOTC	CA	CARREFOUR SA	CA	20889.62	N/A	20889.62	18164.77	USD	No	19602.90	17046
LMEOTC	PB	LEAD - LME	PB	3803.625	N/A	3803.625	3307.50	USD	No	4631.75	4027.60
LMEOTC	SNLME	TIN FUTURE	SN	42093.25	N/A	42093.25	36580.89	USD	No	39498.21	34325.69
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7464.36	N/A	7464.36	6490.75	USD	No	7715.87	6709.45

Euronext France (MATIF)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MATIF	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MATIF	EBM	MILLING WHEAT FUTURES	EBM	551.045	N/A	551.045	479.169	EUR	Yes	1076.22	935.847
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1721.98	N/A	1721.98	1497.37	EUR	Yes	2571.63	2236.20
MATIF	EMA	CORN	EMA	984.943	N/A	984.943	856.46	EUR	No	1170.96	1018.215

Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MEFFRV	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	261.206	N/A	261.206	227.093	EUR	No	261.156	227.093
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	10867.54	9450.01	15525.05	13500.02	EUR	No	15525.06	13500.02
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1086.75	945.001	1552.50	1350.00	EUR	Yes	1552.50	1350.00

Mexican Derivatives Exchange (MEXDER)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MEXDER	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MEXDER	DEUA	MILK CLASS III INDEX	DA	8509.08	N/A	8509.08	7399.20	MXN	No	13976.16	12153.19
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	24968.44	N/A	24968.44	21711.69	MXN	No	24968.44	21711.69
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	58857.92	N/A	58857.92	51179.94	MXN	Yes²	63452.77	55175.40
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11771.74	N/A	11771.74	10235.99	MXN	No	12690.73	11035.08

Euronext France (MONEP)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MONEP	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MONEP	EPEU	FTSE EPRA/NAREIT EURO ZONE	EPE	3483.99	N/A	3483.99	3029.55	EUR	No	3483.99	3029.55
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3429.47	N/A	3429.47	2981.17	EUR	No	3429.47	2981.17
MONEP	CAC40	CAC 40	FCE	4831.99	4201.73	6902.84	6002.47	EUR	Yes	5253.98	4568.68
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15014.19	N/A	15014.19	13055.82	EUR	No	15014.19	13055.82
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11117.00	N/A	11117.00	9666.95	EUR	No	11117.00	9666.95
MONEP	CAC40	CAC 40	MFC	483.199	420.173	690.284	600.247	EUR	No	525.398	456.868

印度国家证券交易所（NSE）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NSE	BANKNIFTY	NIFTY BANK	BANKNIFTY	9880.65	N/A	9880.65	8591.87	INR	Yes	9834.63	8551.85
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12011.99	N/A	12011.99	10444.80	INR	No	12012.49	10444.80
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4608.86	N/A	4608.86	4004.75	INR	Yes	4584.02	3986.10
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13648.37	N/A	13648.37	11867.20	INR	No	13647.86	11867.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6685.05	N/A	6685.05	5803.25	INR	No	6685.05	5803.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2071.32	N/A	2071.32	1801.14	INR	Yes	2060.47	1791.72
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3730.77	N/A	3730.77	3244.15	INR	Yes	3710.59	3226.60
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10312.91	N/A	10312.91	8967.75	INR	Yes	10312.91	8967.75

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	3013.39	N/A	3013.39	2620.34	USD	No	10382.93	9028.63
NYBOT	AC	COFFEE "C" METRIC	AC	76705	N/A	76705	66700	USD	No	76705	66700
NYBOT	CC	COCOA NYBOT	CC	11139.79	N/A	11139.79	9686.77	USD	Yes	9726.48	8457.81
NYBOT	CT	COTTON NO. 2	CT	1723.67	N/A	1723.67	1498.79	USD	Yes	2096.53	1823.07
NYBOT	DX	NYBOT US DOLLAR FX	DX	2674.69	N/A	2674.69	2325.82	USD	Yes	2763.00	2402.61
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	15912.04	N/A	15912.04	13836.45	USD	No	15912.04	13836.45
NYBOT	KC	COFFEE "C"	KC	22232.18	N/A	22232.18	19332.33	USD	Yes	23861.76	20749.36
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	9183.16	N/A	9183.16	7985.35	USD	Yes	4685.21	4074.10
NYBOT	RS	CANOLA	RS	1339.14	N/A	1339.14	1164.47	CAD	No	1367.76	1189.36
NYBOT	SB	SUGAR NO. 11	SB	1609.55	N/A	1609.55	1399.61	USD	Yes	1449.93	1260.81
NYBOT	SF	SUGAR #16 112000 LBS	SF	3697.51	N/A	3697.51	3215.22	USD	No	1888.44	1642.12

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8879.94	N/A	8879.94	7721.69	USD	No	8879.94	7721.69
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	8879.94	N/A	8879.94	7721.69	USD	No	8879.94	7721.69
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8883.36	N/A	8883.36	7721.69	USD	No	8883.36	7721.69
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	887.994	N/A	887.994	772.169	USD	No	887.994	772.169
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8879.94	N/A	8879.94	7721.69	USD	Yes	8879.94	7721.69
NYMEX	PA	PALLADIUM INDEX	PA	25393.08	N/A	25393.08	22080.18	USD	No	25331.10	22026.28
NYMEX	PL	PLATINUM INDEX	PL	12324.12	N/A	12324.12	10716.62	USD	No	12324.12	10716.62
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2220.11	N/A	2220.11	1930.42	USD	No	2220.11	1930.42
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.07	N/A	8125.07	6500	USD	No	8125.07	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4601.99	N/A	4601.99	4001.73	USD	No	4956.60	4310.09

New York Stock Exchange/Liffe (NYSE LIFFE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYSELIFFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYSELIFFE	M1MSA	MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR)	ASN	6329.93	N/A	6329.93	5504.28	USD	No	6329.93	5504.28
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8023.96	N/A	8023.96	6977.36	USD	No	8023.96	6977.36
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12243.03	N/A	12243.03	10646.12	USD	No	12243.04	10646.12
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6108.75	5311.96	8726.79	7588.51	USD	No	8726.79	7588.51
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3143.74	2733.68	4491.05	3905.26	USD	No	4491.05	3905.26
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	68188.59	N/A	68188.59	59294.43	USD	No	68188.60	59294.43

Nasdaq OMX - Stockholm (OMS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 OMS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
OMS	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	26282.00	N/A	26282.00	22852.10	SEK	No	26282.00	22852.10
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19053.55	16568.30	27219.36	23669.00	SEK	Yes	27219.36	23669.00
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1117.78	N/A	1117.78	971.979	SEK	No	7039.64	971.979

Osaka Securities Exchange (OSE.JPN)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 OSE.JPN	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
OSE.JPN	N225	NIKKEI 225	225	3441935.59	2992987.47	4917050.84	4275696.39	JPY	Yes	4917050.84	4275696.39
OSE.JPN	N225M	NIKKEI 225 MINI	225M	344193.56	299298.75	491705.08	427569.64	JPY	Yes	491705.08	427569.64
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	34419.36	29929.87	49170.51	42756.96	JPY	No	49170.51	42756.96
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	201833.05	N/A	201833.05	175507	JPY	No	201833.05	175507
OSE.JPN	TPXC30	TOPIX CORE30	C30	165983.30	N/A	165983.30	144333.30	JPY	No	165983.30	144333.30
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	634249.98	N/A	634249.98	551521.72	JPY	No	634249.98	551521.72
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1971797.32	N/A	1971797.32	1714606.36	JPY	Yes	1971797.32	1714606.36
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	197179.73	N/A	197179.73	171460.64	JPY	No	197179.73	171460.64
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61118.82	N/A	61118.82	53146.80	JPY	No	61118.82	53146.80
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	170775	N/A	170775	148500	JPY	No	185468.46	161276.92
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	199005.95	N/A	199005.95	173042.21	JPY	No	199005.95	173042.21
OSE.JPN	TOPX	TOPIX INDEX	TPX	1860795.62	1618083.15	2658279.45	2311547.35	JPY	No	2658279.45	2311547.35
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	186079.56	161808.31	265827.95	231154.74	JPY	No	265827.95	231154.74

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	14844.97	N/A	14844.97	11875.97	USD	No	14844.97	11875.97
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	No	16250	13000

ICE Futures – US (QBALGOIUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIUS	CC	COCOA NYBOT	CC	11139.79	N/A	11139.79	9686.77	USD	No	9726.48	8457.81
QBALGOIUS	CT	COTTON NO. 2	CT	1723.67	N/A	1723.67	1498.79	USD	No	2096.53	1823.07
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2674.69	N/A	2674.69	2325.82	USD	No	2763.00	2402.61
QBALGOIUS	KC	COFFEE "C"	KC	22232.18	N/A	22232.18	19332.33	USD	No	23861.76	20749.36
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	9183.16	N/A	9183.16	7985.35	USD	No	4685.21	4074.10
QBALGOIUS	SB	SUGAR NO. 11	SB	1609.55	N/A	1609.55	1399.61	USD	No	1449.93	1260.81

新加坡交易所（SGX）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 SGX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
SGX	AJ	SGX AUSTRALIAN DOLLAR IN JAPANESE YEN FUTURES	AJ	334275.13	N/A	334275.13	290673.98	JPY	No	334275.08	290673.98
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1745.77	N/A	1745.77	1518.06	USD	No	1745.77	1518.06
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1466.39	1275.12	2094.84	1821.60	USD	No	2094.84	1821.60
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4095.725	N/A	4095.725	3561.50	USD	No	4095.725	3561.50
SGX	XIN0I	FTSE CHINA H50	FCH	2656.64	2309.98	3795.20	3299.97	USD	No	3795.20	3299.97
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1185.65	N/A	1185.65	1031	USD	No	1185.65	1031
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1517.18	N/A	1517.18	1318.92	USD	No	1517.18	1318.92
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1562.35	N/A	1562.35	1358.35	USD	No	1562.35	1358.35
SGX	INR	UNITED STATES DOLLAR	INR	10301.99	N/A	10301.99	8958.25	USD	No	10301.99	8958.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10311.48	N/A	10311.48	8966.50	USD	No	10311.48	8966.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2564.27	N/A	2564.27	2229.80	USD	No	2564.27	2229.80
SGX	SGB	SGX MINI JGB INDEX	JB	357933.50	N/A	357933.50	311246.52	JPY	No	357933.50	311246.52
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	324893.81	N/A	324893.81	282516.36	JPY	No	324893.81	282516.36
SGX	KRW	KOREAN WON	KRW	9799.44	N/A	9799.44	8521.25	USD	No	9805.69	8521.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1959.89	N/A	1959.89	1704.24	USD	No	1962.76	1706.75
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.501	350.001	575.002	500.001	USD	No	575.002	500.001
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6090.46	N/A	6090.46	5296.05	CNH	No	6090.46	5296.05
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1845060.03	N/A	1845060.03	1604400.02	JPY	No	1845060.15	1604400.02
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2133.27	1855.02	3047.53	2650.02	USD	No	3047.53	2650.02
SGX	SGXNK	SGX: NIKKEI 225	NK	1334042.17	1160036.67	1905774.52	1657195.24	JPY	Yes	1905774.52	1657195.24
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	266808.43	232007.33	381154.90	331439.05	JPY	No	381154.90	331439.05
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	67207.76	N/A	67207.76	58441.53	USD	No	67207.76	58441.53
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1793.54	1559.60	2562.20	2228.00	SGD	Yes²	2562.20	2228.00
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7092.24	N/A	7092.24	6167.17	SGD	No	7092.24	6167.17
SGX	STI	SGX STRAITS TIMES INDEX	ST	5386.31	N/A	5386.31	4683.75	SGD	No	5386.31	4683.75
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2559.14	N/A	2559.14	2225.21	USD	No	2560.14	2226.21
SGX	TSR20	SICOM RUBBER	TF	713.00	N/A	713.00	620	USD	No	713	620
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	28753.87	N/A	28753.87	25003.14	JPY	No	28753.62	25003.14
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1718.07	N/A	1718.07	1493.87	USD	No	1718.07	1493.87
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7680.42	N/A	7680.42	6678.63	USD	No	7681.92	6678.63
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.01	3500.01	5750.02	5000.01	USD	No	5750.02	5000.01
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24361.83	N/A	24361.83	21184.20	CNH	Yes	24361.83	21184.20
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9581428.65	N/A	9581428.65	8331677.09	JPY	No	9581431.15	8331677.09
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1773.13	N/A	1773.13	1541.84	SGD	No	1773.13	1541.84
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1916285.73	N/A	1916285.73	1666335.42	JPY	No	1916286.23	1666335.42
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1243.43	N/A	1243.43	1081.24	SGD	No	1276.74	1081.24
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5132.96	N/A	5132.96	4463.44	SGD	No	5282.73	4463.44
SGX	G13	GENTING SINGAPORE LTD	YGEN	647.623	N/A	647.623	563.15	SGD	No	666.947	563.15
SGX	BN4	KEPPEL LTD	YKEP	5310.49	N/A	5310.49	4617.82	SGD	No	5405.95	4617.82
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6458.94	N/A	6458.94	5616.47	SGD	No	6602.07	5616.47
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4058.42	N/A	4058.42	3529.07	SGD	No	4145.52	3529.07
SGX	Y92	THAI BEVERAGE PCL	YTBE	803.045	N/A	803.045	698.30	SGD	No	828.412	698.31
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5899.40	N/A	5899.40	5129.91	SGD	No	6058.79	5129.91
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2806.36	N/A	2806.36	2440.31	SGD	No	2865.10	2440.31
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	28969.48	N/A	28969.48	6567.56	SGD	No	7700.52	6567.57
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	360.983	N/A	360.983	312.751	USD	No	359.664	312.751

ASX24 (SNFE)⁴

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 SNFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	12750.45	11087.35	18214.93	15839.07	AUD	Yes	18214.93	15839.07
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	642.85	N/A	642.85	559.00	AUD	No	642.86	559.00
SNFE	IR	90 DAY BILLS	IR	2167.11	N/A	2167.11	1884.43	AUD	No	2167.10	1884.43
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.49	N/A	3062.49	2663.01	AUD	No	3062.47	2663.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.66	N/A	1254.66	1091	AUD	No	1254.65	1091

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

下表列出了期货和期货期权的日内保证金要求和日内交易时间。每天“日内结束时间”后，期货合约将恢复完整隔夜保证金要求，直至下一天“日内开始时间”为止。对于价差交易，保证金要求始终为100%。如账户持有同一底层产品的美国产品期货和期货期权，或欧洲产品期货和指数期权，则不适用日内保证金。

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁵	常规交易时段结束时间^5,6

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

最低维持保证金

期货：
50美元/合约

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

Delta介于100到0之间的最低保证金要求将基于上述费用推算。Eurex合约始终假设delta为100。

最低初始保证金要求

维持保证金的125%

注

4。“常规交易时段开始时间”与“常规交易时段结束时间”栏中所列时间均为本地交易所时间。
5. 日内保证金会在“常规交易时段结束时间”15分钟前终止。

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。

美国额外保证金要求

针对美国居民：

使用下方链接查看其它保证金要求：

您可点击此处更改您的所在地设置

进一步阅读

有关期货/期权风险管理和财务控制的重要信息，请参见以下专门文章和链接：

交割、行权和公司行动

要了解更多保证金交易的信息，可访问我们的教育中心：

前往

披露

墨西哥衍生品交易所现金账户和IRA账户（现金和保证金类型）不享有日内保证金比例。
仅限于多头持仓。
在香港期货交易所（HKFE）持有超过1,000张H股指数期货合约的保证金要求，将是正常H股指数期货合约保证金要求的两倍。

如您不是印度居民，您需持有非印度居民（“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

期货与期货期权保证金概览

美国期货与期货期权保证金要求

期货保证金

保证金要求

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COINDERIV

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

Mercado Espanol de Futuros Finacial Futures & Options Exchange (MEFFRV)

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

印度国家证券交易所（NSE）

美国洲际期货交易所（NYBOT）

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

新加坡交易所（SGX）

ASX24 (SNFE)4

期货 - 日內保证金要求

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

最低初始保证金要求

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？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴