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	8588.27	N/A	8588.27	7468.06	EUR	Yes²	8588.27	7468.06

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	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	3220	2800	4600	4000	MYR	No	4600	4000

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	603.779	N/A	603.779	525	USD	No	603.779	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	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
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	906.355	N/A	906.355	788.006	USD	No	906.355	788.006
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1468.34	N/A	1468.34	1274.87	USD	No	1468.34	1274.87
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	3476.91	N/A	3476.91	3023.40	USD	No	3476.91	3023.40
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2698.79	N/A	2698.79	2345.52	USD	No	2698.79	2345.52
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2767.92	N/A	2767.92	2406.47	USD	No	2767.92	2406.47
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2014.01	N/A	2014.01	1751.31	USD	Yes	2462.47	2141.28
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	447.214	N/A	447.214	388.417	USD	No	447.201	388.417
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	745.065	N/A	745.065	647.472	USD	No	745.09	647.472
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1157.60	1006.61	1653.71	1438.01	USD	No	1574.35	1369
CBOT	MZC	MICRO CORN FUTURES	MZC	160.135	N/A	160.135	139.248	USD	No	158.297	137.65
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	332.409	N/A	332.409	289.052	USD	No	347.70	302.346
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	215.591	N/A	215.591	187.47	USD	No	236.005	205.222
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	358.361	N/A	358.361	311.618	USD	No	344.154	299.264
CBOT	MZW	MICRO WHEAT FUTURES	MZW	199.82	N/A	199.82	173.756	USD	No	246.659	214.486
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	232.645	202.30	332.35	289	USD	No	317.40	276
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	232.645	202.30	332.35	289	USD	No	317.40	276
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4086.96	N/A	4086.96	3553.14	USD	No	4086.96	3553.14
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.62	N/A	2932.62	2550	USD	No	2932.50	2550
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	5922.53	N/A	5922.53	5150.03	USD	Yes	5922.79	5150.03
CBOT	YC	MINI SIZED CORN FUTURES	XC	320.271	N/A	320.271	278.496	USD	No	316.594	275.299
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	716.721	N/A	716.721	623.236	USD	No	688.308	598.528
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	399.639	N/A	399.639	347.512	USD	No	493.317	428.971
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.201	N/A	345.201	300	USD	No	374.00	325.217
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.503	N/A	862.503	750	USD	No	892.666	776.232
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925.00	USD	No	1123.52	976.973
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1227.25	N/A	1227.25	1067.17	USD	No	691.163	600.577
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2453.42	N/A	2453.42	2133.41	USD	No	4237.34	3684.64
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11575.98	10066.07	16537.12	14380.10	USD	Yes	15740.05	13687
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.28	N/A	2070.28	1800.08	USD	No	2070.15	1800.08
CBOT	ZB	US TREASURY BOND	ZB	4255.01	N/A	4255.01	3700.01	USD	Yes	4255.01	3700.01
CBOT	ZC	CORN FUTURES	ZC	1601.35	N/A	1601.35	1392.48	USD	Yes	1582.97	1376.50
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.50	N/A	1437.50	1250.00	USD	Yes	1437.82	1250.00
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3324.09	N/A	3324.09	2890.52	USD	Yes	3289.09	2860.08
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2155.91	N/A	2155.91	1874.70	USD	Yes	2269.14	1973.17
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.50	N/A	2156.50	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	3292.63	N/A	3292.63	2862.57	USD	Yes	3373.41	2932.79
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1178.75	N/A	1178.75	1025	USD	Yes²	2615.81	2274.62
CBOT	ZR	ROUGH RICE FUTURES	ZR	3008.14	N/A	3008.14	2615.30	USD	Yes	1958.09	1702.38
CBOT	ZS	SOYBEAN FUTURES	ZS	3583.61	N/A	3583.61	3116.18	USD	Yes	3441.54	2992.64
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.00	N/A	1380.00	1200.00	USD	Yes	1380.69	1200.00
CBOT	ZW	WHEAT FUTURES	ZW	1998.20	N/A	1998.20	1737.56	USD	Yes	2466.59	2144.86

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	2419.83	N/A	2419.83	2104.20	CAD	No	2419.83	2104.20
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1456.87	N/A	1456.87	1266.84	CAD	No	1456.87	1266.84
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	635.558	N/A	635.558	552.659	CAD	No	635.558	552.659
CDE	CRA	3 MONTH CORRA	CRA	371.4615	N/A	371.4615	323.01	CAD	No	492.725	428.456
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16258.79	14137.93	23226.85	20197.04	CAD	No	23226.86	20197.04
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	14285.97	N/A	14285.97	12422.58	CAD	No	14285.97	12422.58

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	10337.65	N/A	10337.65	8988.00	USD	No	10337.65	8988.00
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8726.12	N/A	8726.12	7587.20	USD	No	8726.12	7587.20
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	355.253	N/A	355.253	308.882	USD	No	355.254	308.882
CFE	VA	S&P 500 VARIANCE	VA	97.75	N/A	97.75	85	USD	No	228.207	198.441
CFE	VIX	CBOE VOLATILITY INDEX	VX	10015.57	N/A	10015.57	8709.19	USD	Yes	26431.07	22983.54
CFE	VIX	CBOE VOLATILITY INDEX	VX01	9489.57	N/A	9489.57	8251.80	USD	No	26217.41	22797.75
CFE	VIX	CBOE VOLATILITY INDEX	VX02	9489.57	N/A	9489.57	8251.80	USD	No	26217.41	22797.75
CFE	VIX	CBOE VOLATILITY INDEX	VX04	8768.58	N/A	8768.58	7624.86	USD	No	26111.84	22705.95
CFE	VIX	CBOE VOLATILITY INDEX	VX51	9489.57	N/A	9489.57	8251.80	USD	No	26217.41	22797.75
CFE	VIX	CBOE VOLATILITY INDEX	VX52	9489.57	N/A	9489.57	8251.80	USD	No	26217.41	22797.75
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1001.56	N/A	1001.56	870.919	USD	No	2643.11	2298.35

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	2297.33	N/A	2297.33	1997.68	USD	Yes	2297.33	1997.68
CME	GBP	BRITISH POUND	6B	2479.13	N/A	2479.13	2155.76	USD	Yes	2479.13	2155.76
CME	CAD	CANADIAN DOLLAR	6C	1442.03	N/A	1442.03	1253.94	USD	Yes	1442.03	1253.94
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3837.59	N/A	3837.59	3337.04	USD	Yes	3837.59	3337.04
CME	JPY	JAPANESE YEN	6J	3225.96	N/A	3225.96	2800	USD	Yes	3220	2800
CME	BRE	BRAZILIAN REAL	6L	1894.92	N/A	1894.92	1378.125	USD	Yes²	9819.22	7141.25
CME	6M	MEXICAN PESO	6M	1901.295	N/A	1901.295	1653.30	USD	Yes	1901.295	1653.30
CME	NZD	NEW ZEALAND DOLLAR	6N	2003.93	N/A	2003.93	1742.55	USD	Yes²	2003.93	1742.55
CME	CHF	SWISS FRANC	6S	5467.39	N/A	5467.39	4754.25	USD	Yes	5467.39	4754.25
CME	ZAR	SOUTH AFRICAN RAND	6Z	2381.06	N/A	2381.06	2070.25	USD	No	2381.06	2070.25
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12893.75	N/A	12893.75	11211.96	CAD	No	12893.75	11211.96
CME	AJY	AUSTRALIAN DOLLAR	AJY	2681767.71	N/A	2681767.71	2331971.92	JPY	No	2681767.91	2331971.92
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	915.515	N/A	915.515	796.10	USD	No	893.405	776.874
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	35549.86	N/A	35549.86	30912.92	USD	No	35549.86	30912.92
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	151755.78	N/A	151755.78	130076.39	USD	Yes	151755.78	130076.38
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	210680	N/A	210680	183200	EUR	No	252816	219840
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	4519.60	N/A	4519.60	3930.09	USD	No	3225.33	2804.64
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	4885.32	N/A	4885.32	4248.10	USD	No	4895.32	4248.10
CME	CJY	CANADIAN DOLLAR	CJY	2660223.81	N/A	2660223.81	2313238.10	JPY	No	2660223.81	2313238.10
CME	CNH	UNITED STATES DOLLAR	CNH	24187.37	N/A	24187.37	21021	CNH	No	24187.37	21021
CME	CSC	CHEESE	CSC	6026.28	N/A	6026.28	5240.25	USD	No	6848.45	5955.18
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5154.88	N/A	5154.88	4482.50	USD	No	5154.88	4482.50
CME	CZK	CZECH KORUNA	CZK	19998.86	N/A	19998.86	17390.31	USD	Yes²	19998.86	17390.31
CME	DA	MILK CLASS III INDEX	DC	5450.55	N/A	5450.55	4739.61	USD	Yes	5621.53	4888.29
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	9278.43	N/A	9278.43	8068.20	USD	No	10190.94	8861.69
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1918.80	N/A	1918.80	1668.52	USD	No	1918.80	1668.52
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17701.64	N/A	17701.64	15377.23	AUD	No	17701.64	15377.23
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4213.60	N/A	4213.60	3664	EUR	No	5056.32	4396.80
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10309.55	N/A	10309.55	8953.80	CAD	No	10309.55	8953.80
CME	ECK	CZECH KORUNA	ECK	9433.68	N/A	9433.68	8203.20	EUR	No	9433.68	8203.20
CME	EEM	MICRO ETHER EURO	EEM	187.351	N/A	187.351	162.913	EUR	No	187.351	162.913
CME	EHF	HUNGARIAN FORINT	EHF	6333.55	N/A	6333.55	5507.44	EUR	Yes²	6333.55	5507.44
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18514.29	16098.60	26448.99	22998	USD	Yes²	26790.40	23296
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	281134.25	244455.58	401620.36	349222.26	JPY	No	383525	333500
CME	EPZ	POLISH ZLOTY	EPZ	6779.25	N/A	6779.25	5895	EUR	Yes²	6779.25	5895
CME	ES	E-MINI S&P 500	ES	17412.03	15829.12	24874.33	22613.03	USD	Yes	23201.20	21092
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	21624.88	N/A	21624.88	18781.70	USD	No	21624.87	18781.70
CME	ESTR	EURO SHORT-TERM RATE	ESR	682.329	N/A	682.329	593.294	EUR	No	745.31	648.051
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	93674.72	N/A	93674.72	81456.28	EUR	No	93674.72	81456.28
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	68586.69	N/A	68586.69	59640.60	USD	Yes	85733.36	74550.75
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12144.12	N/A	12144.12	10540	USD	No	10971	9540
CME	GSCI	S&P-GSCI INDEX	GD	19549.56	N/A	19549.56	16999.62	USD	No	19549.57	16999.62
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2038.59	N/A	2038.59	1772.69	USD	No	2384.39	2073.38
CME	GF	FEEDER CATTLE	GF	12838.56	N/A	12838.56	11163.96	USD	Yes	12838.56	11163.96
CME	NF	NON FAT DRY MILK INDEX	GNF	6400.61	N/A	6400.61	5565.75	USD	No	16208.32	14094.19
CME	HE	LEAN HOGS	HE	3288.76	N/A	3288.76	2859.79	USD	Yes	3288.76	2859.79
CME	HUF	HUNGARIAN FORINT	HUF	11585.92	N/A	11585.92	10069.50	USD	Yes²	11579.92	10069.50
CME	IBAA	BOVESPA INDEX - USD	IBV	42593.75	N/A	42593.75	37038.04	USD	No	41256.25	35875
CME	ILS	ISRAELI SHEKEL	ILS	35724.46	N/A	35724.46	31064.74	USD	Yes²	35724.46	31064.74
CME	J7	JAPANESE YEN	J7	1612.98	N/A	1612.98	1400	USD	No	1610	1400
CME	KRW	KOREAN WON	KRW	19443.34	N/A	19443.34	14526.50	USD	Yes²	12580.98	9399.50
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	2404.68	N/A	2404.68	2090.38	USD	No	1191.69	1035.94
CME	LE	LIVE CATTLE	LE	5990.17	N/A	5990.17	5208.84	USD	Yes	5990.17	5208.84
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	767.97	667.80	1097.10	954	USD	No	1038.45	903
CME	M6A	AUSTRALIAN DOLLAR	M6A	229.733	N/A	229.733	199.768	USD	No	229.733	199.768
CME	M6B	BRITISH POUND	M6B	247.913	N/A	247.913	215.576	USD	No	247.913	215.576
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	383.759	N/A	383.759	333.704	USD	No	383.759	333.704
CME	MBT	MICRO BITCOIN	MBT	3035.12	N/A	3035.12	2601.53	USD	Yes	3035.12	2601.53
CME	MCD	CANADIAN DOLLAR	MCD	145.575	N/A	145.575	126.587	USD	No	145.575	126.587
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1741.20	1582.91	2487.43	2261.30	USD	Yes	2319.90	2109
CME	MET	MICRO ETHER	MET	137.173	N/A	137.173	119.281	USD	Yes	171.467	149.102
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	1265.91	N/A	1265.91	1100.70	USD	No	1265.91	1100.70
CME	MJY	JAPANESE YEN	MJY	322.596	N/A	322.596	280	USD	No	322	280
CME	MNH	UNITED STATES DOLLAR	MNH	2425.27	N/A	2425.27	2108.85	CNH	No	2425.27	2108.85
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	140561.96	122227.79	200802.80	174611.13	JPY	No	191820	166800
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2074.85	N/A	2074.85	1804.08	USD	No	2074.85	1804.08
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2674.31	2431.19	3820.45	3473.13	USD	Yes	3820.55	3473.13
CME	MSF	SWISS FRANC	MSF	546.739	N/A	546.739	475.425	USD	No	546.739	475.425
CME	MSL	MICRO SOLANA	MSL	1514.55	N/A	1514.55	1317	USD	No	1992.35	1732.47
CME	MXP	MICRO XRP	MXP	2388.55	N/A	2388.55	2077	USD	No	2388.55	2077
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1405619.61	1222277.92	2008028.02	1746111.32	JPY	No	1917855	1667700
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	20748.66	N/A	20748.66	18040.75	USD	No	20748.66	18040.75
CME	NOK	NORWEGIAN KRONE	NOK	21274.56	N/A	21274.56	18481.73	USD	No	21274.56	18481.73
CME	NQ	E-MINI NASDAQ 100	NQ	26743.13	24311.94	38204.48	34731.34	USD	Yes	38205.49	34731.34
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	2821502.09	N/A	2821502.09	2453480.08	JPY	No	2821502.34	2453480.08
CME	PLN	POLISH ZLOTY	PLN	14907.28	N/A	14907.28	12962.85	USD	Yes²	14907.28	12962.85
CME	PSF	BRITISH POUND	PSF	11071.39	N/A	11071.39	9627.30	CHF	No	11071.39	9627.30
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	238.05	N/A	238.05	207.00	USD	No	238.05	207.00
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	207	N/A	207	180	USD	No	207	180
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	216.20	N/A	216.20	188	USD	No	216.20	188
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	138.274	120.238	197.534	171.769	USD	No	197.538	171.769
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	136.85	119	195.50	170	USD	No	194.102	168.784
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	366.275	318.50	523.25	455	USD	No	487.60	424
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	366.275	318.50	523.25	455	USD	No	487.60	424
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	227.485	N/A	227.485	197.813	USD	No	227.485	197.813
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4068.62	N/A	4068.62	3536.38	CHF	No	4068.62	3536.38
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8201.225	N/A	8201.225	7131.50	USD	Yes²	8201.225	7131.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	8389.02	N/A	8389.02	7294.56	EUR	Yes²	8388.74	7294.56
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6345.35	N/A	6345.35	5517.19	GBP	No	6345.35	5517.19
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	17035.77	N/A	17035.77	14813.71	USD	No	17035.77	14813.71
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	61463.26	N/A	61463.26	53365.10	USD	No	61463.26	53365.10
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	12960.40	N/A	12960.40	11262.83	USD	No	12960.40	11262.83
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7677.285	6675.90	10967.55	9537	USD	Yes	10386.80	9032
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1169067.02	N/A	1169067.02	1016386.10	JPY	Yes²	1169066.65	1016386.10
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4539.63	N/A	4539.63	3947.50	USD	No	4539.62	3947.50
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	13294.01	N/A	13294.01	11545.33	USD	No	13294.01	11545.33
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	340483.00	N/A	340483.00	296072.17	USD	No	340483.02	296072.17
CME	SIR	INDIAN RUPEE	SIR	6329.29	N/A	6329.29	5503.50	USD	No	6329.29	5503.50
CME	SJY	SWISS FRANC	SJY	4438169.44	N/A	4438169.44	3859276.25	JPY	No	4438167.69	3859276.25
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33242.91	N/A	33242.91	28906.88	USD	No	33242.91	28906.88
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	30272.77	N/A	30272.77	26324.00	USD	No	39847.12	34649.48
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	747.502	N/A	747.502	650	GBP	No	1949.28	1695.02
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1178.75	N/A	1178.75	1025	USD	No	2581.62	2244.89
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.75	N/A	833.75	725.00	USD	Yes	1476.11	1283.57
CME	SVX	SCHNEIDER ELECTRIC SE	SU	87031.47	N/A	87031.47	75679.53	USD	No	87031.46	75679.53
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1070.39	N/A	1070.39	930.558	USD	No	8631.64	7504.08
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	13846.53	N/A	13846.53	12033.01	USD	No	13846.53	12033.01
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14088.43	N/A	14088.43	12246.41	USD	No	14088.44	12246.41
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10824.26	N/A	10824.26	9411.01	USD	No	9875.83	8586.42
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	22385.37	N/A	22385.37	19447.81	USD	No	22385.38	19447.81
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	33593.43	N/A	33593.43	29191.10	USD	No	33593.44	29191.10
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5913.68	N/A	5913.68	5140.82	USD	No	5913.69	5140.82
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	3998.03	N/A	3998.03	3471.01	USD	No	3459.20	3008
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10781.05	N/A	10781.05	9372.28	USD	No	10781.05	9372.28
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17578.36	N/A	17578.36	15280.53	USD	No	17578.36	15280.53
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47130.54	N/A	47130.54	40941.57	USD	No	47130.54	40941.57
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11258.00	N/A	11258.00	9784.06	USD	No	10623.70	9238
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	47767.66	N/A	47767.66	41536	USD	No	47767.66	41536

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	236.932	N/A	236.932	206.028	USD	No	236.932	206.028
COINDERIV	BIT	-	BIT	346.271	N/A	346.271	301.105	USD	No	346.277	301.11
COINDERIV	ET	-	ET	168.935	N/A	168.935	146.90	USD	No	202.722	176.28
COINDERIV	ETP	-	ETP	107.879	N/A	107.879	93.808	USD	No	107.879	93.808

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	327.285	N/A	327.285	284.596	USD	No	327.285	284.596
COMEX	ALI	ALUMINUM INDEX	ALI	7999.73	N/A	7999.73	6956.29	USD	No	7999.73	6956.29
COMEX	GC	GOLD	GC	32728.17	N/A	32728.17	28459.28	USD	Yes	32728.19	28459.28
COMEX	HG	COPPER INDEX	HG	20295	N/A	20295	13530	USD	Yes	20295	13530
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2226.11	N/A	2226.11	1935.75	USD	No	2842.44	2471.68
COMEX	MGC	E-MICRO GOLD	MGC	3272.82	N/A	3272.82	2845.93	USD	Yes	3272.82	2845.93
COMEX	MHG	MICRO COPPER	MHG	2029.50	N/A	2029.50	1353	USD	No	2029.50	1353
COMEX	QC	COMEX MINY COPPER	QC	10039.69	N/A	10039.69	6693.12	USD	No	10039.69	6693.12
COMEX	QI	COMEX MINY SILVER	QI	22852.30	N/A	22852.30	19871.56	USD	No	31794.50	19871.56
COMEX	QO	COMEX MINY GOLD	QO	16364.09	N/A	16364.09	14229.64	USD	No	16364.10	14229.64
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	21403.66	N/A	21403.66	18611.87	USD	No	21403.66	18611.87
COMEX	SI	SILVER INDEX	SI	45704.59	N/A	45704.59	39743.13	USD	Yes	63589.01	39743.13
COMEX	SI	SILVER INDEX	SIL	9140.92	N/A	9140.92	7948.63	USD	No	12717.80	7948.63
COMEX	UX	URANIUM INDEX	UX	2419.42	N/A	2419.42	2103.84	USD	No	2419.42	2103.84

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	49220.00	N/A	49220.00	42800.00	EUR	No	49220.00	42800.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	7945.85	N/A	7945.85	6909.43	EUR	Yes	7945.85	6909.43

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	8732.24	N/A	8732.24	7593.25	CHF	No	8732.24	7593.25
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6972.98	N/A	6972.98	6063.46	EUR	No	6972.98	6063.46
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2957.55	N/A	2957.55	2571.78	EUR	Yes	4248.54	3694.38
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1104.73	N/A	1104.73	960.638	EUR	No	1401.03	1218.29
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3702.83	N/A	3702.83	3219.85	USD	No	3702.83	3219.85
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	35136.64	30553.60	50195.20	43648	EUR	Yes	48881.325	42505.50
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9867	N/A	9867	8580	EUR	Yes²	9867	8580
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7027.33	6110.72	10039.04	8729.60	EUR	No	9776.265	8501.10
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1405.47	1222.14	2007.81	1745.92	EUR	Yes	1955.25	1700.22
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	524.544	N/A	524.544	456.1255	EUR	No	504.983	439.1155
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2179.53	N/A	2179.53	1894.17	EUR	No	2179.53	1894.17
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3496.92	3040.80	4995.60	4344	EUR	Yes²	4995.60	4344
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1423.82	N/A	1423.82	1237.72	EUR	No	886.632	770.746
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6384.97	N/A	6384.97	5552.15	EUR	Yes²	6384.97	5552.15
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1162.87	1011.19	1661.24	1444.56	EUR	Yes	1507.89	1311.20
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5254.49	N/A	5254.49	4569.125	EUR	Yes²	4750.13	4130.55
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2051.01	N/A	2051.01	1783.46	EUR	Yes²	1858.14	1615.75
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3198.55	N/A	3198.55	2781.35	EUR	Yes²	2866.05	2492.22
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6964.75	N/A	6964.75	6056.30	EUR	Yes²	6269.34	5451.60
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2713.41	N/A	2713.41	2359.49	EUR	Yes²	2713.41	2359.49
EUREX	ESI	EURO STOXX INSURANCE	FESI	3231.02	N/A	3231.02	2809.55	EUR	Yes²	2770.71	2409.29
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1322.23	N/A	1322.23	1149.765	EUR	Yes²	1029.56	895.269
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3808.45	N/A	3808.45	3311.69	EUR	Yes²	3740.57	3252.67
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1275.06	N/A	1275.06	1108.75	EUR	Yes²	1275.06	1108.75
EUREX	SXRE	EURO STOXX RETAIL	FESR	4998.88	N/A	4998.88	4346.85	EUR	Yes²	5371.52	4670.89
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1333.90	N/A	1333.90	1159.91	EUR	Yes²	1243.74	1081.51
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	969.034	N/A	969.034	842.638	EUR	Yes²	955.9375	831.25
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1873.15	N/A	1873.15	1628.82	EUR	Yes	1541.75	1340.64
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1079.15	N/A	1079.15	938.39	EUR	Yes²	1079.15	938.39
EUREX	ESTX50	EURO STOXX50	FESX	3179.91	2765.14	4542.73	3950.20	EUR	Yes	4403.005	3828.70
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	18055.79	N/A	18055.79	15700.69	EUR	Yes²	18055.79	15700.69
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5077.66	N/A	5077.66	4415.35	EUR	Yes²	5763.51	5011.75
EUREX	EU3	THREE MONTH EURIBOR	FEU3	321.72	N/A	321.72	279.757	EUR	Yes	321.72	279.757
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9811.24	N/A	9811.24	8531.52	EUR	Yes²	9811.24	8531.52
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	926.287	N/A	926.287	805.467	GBP	No	926.287	805.467
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2239.49	N/A	2239.49	1947.38	EUR	Yes	2890.46	2513.44
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1219.83	N/A	1219.83	1060.72	EUR	Yes	1559.63	1356.20
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	451.697	N/A	451.697	392.78	EUR	Yes	542.434	471.682
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	4791.33	N/A	4791.33	4166.37	EUR	Yes	5019.51	4364.79
EUREX	DJESL	EURO STOXX LARGE	FLCE	2562.75	N/A	2562.75	2228.27	EUR	No	2238.51	1946.35
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2354.19	N/A	2354.19	2047.12	EUR	No	1845.00	1604.345
EUREX	DJESM	EURO STOXX MID	FMCE	2279.31	N/A	2279.31	1981.81	EUR	No	1793.32	1559.26
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2532.07	N/A	2532.07	2201.80	USD	No	3200.20	2782.78
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2374.06	N/A	2374.06	2064.40	EUR	Yes²	1896.12	1648.80
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6491.55	N/A	6491.55	5644.66	USD	No	5447.33	4736.67
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9778.92	N/A	9778.92	8503.41	USD	No	9778.92	8503.41
EUREX	MXEU	MSCI EUROPE	FMEP	1502.21	N/A	1502.21	1306.27	EUR	No	1255.39	1091.64
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3045.32	N/A	3045.32	2648.10	EUR	No	2533.13	2202.72
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	9910.13	N/A	9910.13	8616.86	USD	No	8704.80	7568.82
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6693.78	N/A	6693.78	5820.68	USD	No	6312.66	5489.27
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12569.56	N/A	12569.56	10921.15	USD	No	12569.56	10921.15
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4085.66	N/A	4085.66	3552.75	EUR	No	3672.97	3193.89
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	10357.45	N/A	10357.45	9006.48	USD	No	10357.45	9006.48
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6650.02	N/A	6650.02	5782.63	USD	No	6650.02	5782.63
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2346.16	N/A	2346.16	2040.14	EUR	No	2585.50	2248.26
EUREX	DJESS	EURO STOXX SMALL	FSCE	1444.86	N/A	1444.86	1256.29	EUR	No	1197.76	1041.44
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1585.29	N/A	1585.29	1378.51	EUR	No	1305.89	1135.56
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1606.47	N/A	1606.47	1396.93	EUR	No	1249.89	1086.86
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3613.52	N/A	3613.52	3142.19	CHF	Yes²	3613.52	3142.19
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8827.40	N/A	8827.40	7676.00	CHF	No	8827.40	7676.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6191.39	5383.82	8844.84	7691.16	CHF	Yes	7493.975	6516.50
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4160.54	N/A	4160.54	3616.92	CHF	Yes²	4160.54	3616.92
EUREX	SMI	SWISS MARKET INDEX	FSMS	619.139	538.382	884.484	769.116	CHF	No	749.3975	651.65
EUREX	MDAX	MIDCAP DAX	FSMX	2840.14	N/A	2840.14	2469.69	EUR	No	2307.87	2006.84
EUREX	ST3	THREE MONTH ESTR	FST3	63.1539	N/A	63.1539	54.9164	EUR	No	63.1539	54.9164
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2913.66	N/A	2913.66	2533.62	EUR	Yes²	2741.89	2384.25
EUREX	SX7P	STOXX 600 BANKS	FSTB	2160.75	N/A	2160.75	1878.91	EUR	Yes	1819.29	1581.99
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4351.69	N/A	4351.69	3784.08	EUR	Yes²	3716.31	3231.57
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1917.82	N/A	1917.82	1667.67	EUR	Yes	1758.05	1528.74
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4648.11	N/A	4648.11	4041.835	EUR	Yes²	3723.26	3237.62
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4911.07	N/A	4911.07	4270.50	EUR	Yes²	4435.29	3856.77
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4256.08	N/A	4256.08	3700.94	EUR	Yes²	3455.29	3004.60
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3052.54	N/A	3052.54	2654.39	EUR	Yes²	2502.38	2175.98
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	675.502	N/A	675.502	587.393	EUR	No	675.502	587.393
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1359.63	N/A	1359.63	1182.29	EUR	Yes²	1225.26	1065.44
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3938.77	N/A	3938.77	3423.03	EUR	Yes²	3796.94	3299.77
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1789.11	N/A	1789.11	1555.75	EUR	Yes²	2147.92	1867.76
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1611.97	N/A	1611.97	1401.72	EUR	Yes²	1651.93	1436.46
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3962.41	N/A	3962.41	3445.57	EUR	Yes	4203.04	3654.81
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	712.425	N/A	712.425	619.50	EUR	Yes²	712.425	619.50
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1762.70	N/A	1762.70	1532.79	EUR	Yes	1383.16	1202.75
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1227.86	N/A	1227.86	1067.71	EUR	Yes²	1212.93	1054.73
EUREX	STX	STOXX50	FSTX	3696.35	N/A	3696.35	3213.49	EUR	Yes²	2796.86	2431.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7911.38	N/A	7911.38	6879.46	EUR	Yes²	7911.38	6879.46
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3231.59	N/A	3231.59	2810.08	EUR	Yes²	3226.68	2805.81
EUREX	ESTX50	EURO STOXX50	FSXE	317.991	276.514	454.273	395.02	EUR	No	440.3005	382.87
EUREX	TDX	TECDAX	FTDX	7542.81	N/A	7542.81	6558.97	EUR	Yes²	7542.81	6558.97
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	597.897	N/A	597.897	519.523	USD	No	597.897	519.523
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	935.065	N/A	935.065	813.10	EUR	Yes	2410.63	2096.20
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2454.85	N/A	2454.85	2134.55	EUR	No	2014.71	1751.835
EUREX	DJ600	STOXX 600 INDEX	FXXP	1581.95	1375.61	2259.93	1965.16	EUR	Yes	1832.23	1593.24
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	234.818	N/A	234.818	204.19	EUR	No	234.818	204.19
EUREX	UNIB2	UNA: UNILEVER PLC: ADJ ADJ	UNIH	901.807	N/A	901.807	784.18	EUR	No	901.807	784.18

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	8644.61	N/A	8644.61	7517.05	EUR	No	8644.61	7517.05
FTA	EOE	AMS EOE INDEX	FTI	10085.22	8769.75	14407.45	12528.22	EUR	Yes	11463.32	9968.11
FTA	EOE	AMS EOE INDEX	MFA	1008.52	876.975	1440.75	1252.82	EUR	No	1146.33	996.811

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	86560.89	N/A	86560.89	69248.71	HKD	No	86560.89	69248.71
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26277.75	N/A	26277.75	21022.20	CNH	Yes	26277.75	21022.20
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	225891.39	N/A	225891.39	180713.10	CNH	No	225891.38	180713.10
HKFE	GDU	USD GOLD FUTURES	GDU	31587.74	N/A	31587.74	25270.19	USD	No	31587.74	25270.19
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	46882.50	37506	66975	53580	HKD	Yes	66975	53580
HKFE	HSI	HANG SENG STOCK INDEX	HSI	99370.01	79496.00	141957.15	113565.72	HKD	Yes	141957.15	113565.72
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	29553.41	23642.73	42219.16	33775.33	HKD	Yes	42219.16	33775.33
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	9376.50	7501.20	13395	10716	HKD	Yes	13395	10716
HKFE	MCS	UNITED STATES DOLLAR	MCS	5270.53	N/A	5270.53	4204.50	CNH	No	5270.53	4204.50
HKFE	MHI	MINI HANG SENG INDEX	MHI	19874.00	15899.20	28391.43	22713.14	HKD	Yes	28391.43	22713.14
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1640.72	N/A	1640.72	1312.57	USD	No	1640.72	1312.57
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5200.30	N/A	5200.30	4160.24	USD	No	5200.30	4160.24
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	9895.48	N/A	9895.48	7916.21	USD	No	9895.48	7916.21
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	50156.25	N/A	50156.25	40125	HKD	No	144257.81	115406.25

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	690.994	600.864
ICEEU	SG	GENERALI	G	2328.60	N/A	2328.60	2024.87	GBP	No	2328.60	2024.87
ICEEU	H	MEDIUM GILT	H	4582.32	N/A	4582.32	3983.66	GBP	No	4582.31	3983.66
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	385.825	N/A	385.825	335.50	EUR	Yes	1068.34	928.99
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	8814.32	N/A	8814.32	7664.62	USD	No	8814.31	7664.62
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3077.20	N/A	3077.20	2675.83	EUR	No	3077.20	2675.83
ICEEU	P	10 YEAR EURO SWAPNOTE	P	5493.25	N/A	5493.25	4776.73	EUR	No	5493.24	4776.73
ICEEU	R	LONG GILT	R	3152.00	N/A	3152.00	2740.87	GBP	No	3152.00	2740.87
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	430.698	N/A	430.698	374.52	CHF	No	936.519	814.362
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	423.49	N/A	423.49	368.25	GBP	Yes	824.997	717.388
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	564.394	N/A	564.394	490.771	GBP	No	1375.09	1195.73
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1235.51	N/A	1235.51	1074.35	EUR	No	1235.51	1074.35
ICEEU	UNVB	UNILEVER PLC	UNA	960.619	N/A	960.619	835.321	EUR	No	994.233	835.321
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	268.714	N/A	268.714	233.664	GBP	No	268.714	233.664
ICEEU	Y	FTSE 250 INDEX	Y2	4674.80	N/A	4674.80	4065.04	GBP	No	4674.80	4065.04
ICEEU	Z	FTSE 100 INDEX	Z	4880.20	4243.65	6971.71	6062.36	GBP	Yes	6971.71	6062.36

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	7729.25	N/A	7729.25	6721.08	GBP	No	7828.45	6807.35
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6049	N/A	6049	5260	USD	No	8755.45	7613.44
ICEEUSOFT	T	WHEAT	T	1574.76	N/A	1574.76	1369.35	GBP	No	2116.31	1840.26
ICEEUSOFT	W	WHITE SUGAR	W	1843.71	N/A	1843.71	1603.23	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	6891.99	N/A	6891.99	5993.04	USD	No	7497.22	6519.32
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26119374.57	N/A	26119374.57	22712499.625	JPY	No	26242278.83	22819372.89
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9965.90	N/A	9965.90	8660.16	USD	No	10634.25	9240.95
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11588.85	N/A	11588.85	10077.26	CAD	No	14457.11	12571.40
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6344.77	N/A	6344.77	5517.19	GBP	No	6558.90	5703.39
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19527.91	N/A	19527.91	16980.79	AUD	No	20225.83	17587.68
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6363.98	N/A	6363.98	5533.90	CHF	No	6821.26	5931.53
ICEUS	ZY	SWISS FRANC	KZY	4438169.44	N/A	4438169.44	3859276.25	JPY	No	4574180.97	3977548.67
ICEUS	MP	BRITISH POUND	MP	7437.39	N/A	7437.39	6467.29	USD	No	7156.82	6223.32
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11146.65	N/A	11146.65	9692.74	CHF	No	12302.89	10698.16
ICEUS	GBP	BRITISH POUND	SY	2821502.09	N/A	2821502.09	2453480.08	JPY	No	3204134.86	2786204.01

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	2266.65	N/A	2266.65	1971	EUR	No	2266.65	1971
IDEM	FTMIB	FTSE MIB INDEX	FIB	16289.90	14165.13	23271.28	20235.90	EUR	Yes	15501.04	13479.17
IDEM	FTMIB	FTSE MIB INDEX	MICR	651.596	566.605	930.851	809.436	EUR	No	620.042	539.167
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3257.98	2833.03	4654.26	4047.18	EUR	No	3100.21	2695.83
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1280.31	N/A	1280.31	1113.31	EUR	No	1280.31	1113.31

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	13541.73	N/A	13541.73	11775.41	USD	No	13541.73	11775.41
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	13248.67	N/A	13248.67	10598.94	USD	No	13248.67	10598.94
IPE	HOIL	ICE HEATING OIL	HOIL	21000.67	N/A	21000.67	16800.54	USD	No	21000.67	16800.54
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	14065.60	N/A	14065.60	12230.96	USD	No	14065.60	12230.96
IPE	NGF	ICE UK NATURAL GAS	NGF	4264.01	N/A	4264.01	3707.83	GBP	No	22605.20	3707.83
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20952.79	N/A	20952.79	16762.23	USD	No	20952.79	16762.23
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15870.89	N/A	15870.89	12696.71	USD	Yes	15870.89	12696.71

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	13270719	10063374.79	18958170	14376249.70	KRW	Yes	18958170	14376249.70
KSE	K200M	MINI KOSPI200 INDEX	05	2313328.52	2011590.02	3304755.03	2873700.03	KRW	Yes	3304755.03	2873700.03
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	2208895.65	1108169.98	3155565.21	1583099.98	KRW	No	2119245.75	1583099.98
KSE	000670	YOUNG POONG CORPORATION	0Q	193296.85	N/A	193296.85	168084.22	KRW	No	198633.77	168084.22
KSE	005930	HANG SENG BANK LTD	11	302125.10	N/A	302125.10	262717.48	KRW	No	303995.01	262717.48
KSE	017670	HENDERSON LAND DEVELOPMENT	12	155054.18	N/A	155054.18	134366.95	KRW	No	154522.00	134366.95
KSE	005490	POSCO HOLDINGS INC	13	923045.34	N/A	923045.34	797177.11	KRW	No	916753.68	797177.11
KSE	030200	KTCORPORATION	14	152769.79	N/A	152769.79	132361.47	KRW	No	152215.70	132361.47
KSE	015760	KOREA ELECTRIC POWER CORP	15	144143.65	N/A	144143.65	125342.30	KRW	No	156012.89	125342.30
KSE	005380	SUN HUNG KAI PROPERTIES	16	848085.90	N/A	848085.90	735759.375	KRW	No	846123.28	735759.375
KSE	016360	NEW WORLD DEVELOPMENT	17	219408.56	N/A	219408.56	188277.70	KRW	No	216519.35	188277.70
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	222557.79	N/A	222557.79	193528.52	KRW	No	222671.89	193528.52
KSE	000270	SWIRE PACIFIC LTD - CL A	19	357476.26	N/A	357476.26	310848.93	KRW	No	358871.96	310848.93
KSE	007340	DN AUTOMOTIVE CORP	1T	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	579150	N/A	579150	496355.55	KRW	No	596231.02	496355.55
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	125837.41	N/A	125837.41	109423.84	KRW	No	128032.75	109423.84
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	404189.95	N/A	404189.95	348705.27	KRW	No	401011.06	348705.27
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	325956.90	N/A	325956.90	281769.51	KRW	No	324034.94	281769.51
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2433960.92	N/A	2433960.92	2086329.53	KRW	No	2399278.96	2086329.53
KSE	012330	HYUNDAI MOBIS CO LTD	20	1050825.55	N/A	1050825.55	913745.39	KRW	No	1050807.20	913745.39
KSE	006400	SAMSUNG SDI CO LTD	22	1040805	N/A	1040805	757071.41	KRW	No	1040805	757071.41
KSE	009150	BANK OF EAST ASIA LTD	23	755261.49	N/A	755261.49	656048.59	KRW	No	754455.88	656048.59
KSE	066570	LG ELECTRONICS INC	24	275890.95	N/A	275890.95	239905.18	KRW	No	277511.66	239905.18
KSE	036460	KOREA GAS CORPORATION	28	121368.96	N/A	121368.96	105538.22	KRW	No	133021.85	105538.22
KSE	017960	HAN KUK CARBON CO LTD	2A	89139.02	N/A	89139.02	77512.19	KRW	No	91687.76	77512.19
KSE	095340	ISC CO LTD	2B	294604.42	N/A	294604.42	256177.75	KRW	No	304315.39	256177.75
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	357780	SOULBRAIN CO LTD/NEW	2D	738015.51	N/A	738015.51	641752.62	KRW	No	770025.96	641752.62
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	086520	ECOPRO CO LTD	2F	694260	N/A	694260	462840	KRW	No	694260	462840
KSE	140860	PARK SYSTEMS CORP	2G	609729.87	N/A	609729.87	530199.88	KRW	No	610529.47	530199.88
KSE	030520	HANCOM INC	2H	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	004020	HYUNDAI STEEL CO	32	93090.08	N/A	93090.08	79968.39	KRW	No	91963.65	79968.39
KSE	003550	LG CORP	34	247433.28	N/A	247433.28	209321.66	KRW	No	240719.91	209321.66
KSE	078930	GS HOLDINGS	35	166191.75	N/A	166191.75	142388.86	KRW	No	163747.19	142388.86
KSE	033780	KT & G CORPORATION	36	412334.85	N/A	412334.85	358478.98	KRW	No	412250.83	358478.98
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1259815.57	N/A	1259815.57	1095491.80	KRW	No	1266782.64	1095491.80
KSE	086790	HANA FINANCIAL GROUP	40	265133.85	N/A	265133.85	230128.48	KRW	No	264647.75	230128.48
KSE	096770	SK INNOVATION CO LTD	41	328384.63	N/A	328384.63	283022.93	KRW	No	325476.37	283022.93
KSE	001040	CJ CORP	42	516421.47	N/A	516421.47	443711.76	KRW	No	510268.52	443711.76
KSE	034220	LG DISPLAY CO LTD	45	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	105560	KB FINANCIAL GROUP INC	46	360070.84	N/A	360070.84	313105.08	KRW	No	360491.18	313105.08
KSE	051910	LG CHEM LTD	47	1123605	N/A	1123605	925026.25	KRW	No	1123605	925026.25
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	000660	SK HYNIX INC	50	2052570	N/A	2052570	1388792.81	KRW	No	2052570	1388792.81
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	139480	E-MART INC	54	257728.86	N/A	257728.86	224112.05	KRW	No	259177.04	224112.05
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	175472.65	N/A	175472.65	149658.71	KRW	No	172107.52	149658.71
KSE	035420	NAVER CORP	56	696744.96	N/A	696744.96	602896.48	KRW	No	693330.96	602896.48
KSE	003490	KOREAN AIR LINES CO LTD	57	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	100448.17	N/A	100448.17	87346.23	KRW	No	84490.50	73470
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	97121.37	N/A	97121.37	84453.37	KRW	No	84490.50	73470
KSE	KWY	UNITED STATES DOLLAR	75	362780.92	N/A	362780.92	315461.67	KRW	No	725561.84	630923.34
KSE	032640	LG UPLUS CORP	B0	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	010950	S-OILCORPORATION	B2	253605.88	N/A	253605.88	216278.63	KRW	No	248720.43	216278.63
KSE	010130	KOREA ZINC CO LTD	B3	8549040	N/A	8549040	5699360	KRW	No	8549040	5699360
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	001680	DAESANG CORPORATION	B6	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	047050	POSCO INTERNATIONAL CORP	B7	159338.57	N/A	159338.57	136372.43	KRW	No	156828.30	136372.43
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	307629	N/A	307629	205086	KRW	No	307629	205086
KSE	023530	BARLEY FUTURES	BA	219160.49	N/A	219160.49	189768.26	KRW	No	218233.50	189768.26
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	213620.90	N/A	213620.90	185757.30	KRW	No	216650.10	185757.30
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	427838.41	N/A	427838.41	372033.40	KRW	No	430971.98	372033.40
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	97917	N/A	97917	73470	KRW	No	97917	73470
KSE	029780	SAMSUNG CARD CO	BG	158480.76	N/A	158480.76	137375.17	KRW	No	157981.44	137375.17
KSE	036570	NCSOFTCORPORATION	BJ	568502.59	N/A	568502.59	494350.08	KRW	No	570902.82	494350.08
KSE	000080	HITE JINRO CO LTD	BK	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	472800	N/A	472800	401095.39	KRW	No	472800	401095.39
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	327099.09	N/A	327099.09	282772.25	KRW	No	325188.08	282772.25
KSE	000720	DANONE	BN	254388	N/A	254388	183250.45	KRW	No	254388	183250.45
KSE	011210	HYUNDAI WIA CORP	BP	201027.55	N/A	201027.55	174727.17	KRW	No	200936.24	174727.17
KSE	008770	HOTEL SHILLA CO LTD	BQ	132708.65	N/A	132708.65	113435.57	KRW	No	130450.90	113435.57
KSE	035250	KANGWON LAND, INC.	BS	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	138930	BNK FINANCIAL GROUP INC	BT	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	011070	LG INNOTEK CO LTD	BY	828826.02	N/A	828826.02	720718.28	KRW	No	841699.11	720718.28
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	034730	SK INC	C1	749571.53	N/A	749571.53	649273.16	KRW	No	746664.14	649273.16
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	354060.94	N/A	354060.94	303838.28	KRW	No	349414.02	303838.28
KSE	018260	SAMSUNG SDS CO LTD	C5	501908.20	N/A	501908.20	436441.91	KRW	No	532675.87	436441.91
KSE	090430	AMOREPACIFIC CORP	C6	353728.52	N/A	353728.52	307590.02	KRW	No	359088.63	307590.02
KSE	030000	CHEIL WORLDWIDE INC	C7	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	028260	SAMSUNG C&T CORP	C8	712424.92	N/A	712424.92	611429.84	KRW	No	703144.32	611429.84
KSE	000880	HANWHA CORPORATION	C9	245119.50	N/A	245119.50	201804.22	KRW	No	245119.50	201804.22
KSE	088350	CARREFOUR SA	CA	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	086280	COCOA NYBOT	CC	526124.33	N/A	526124.33	457499.41	KRW	No	531122.02	457499.41
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	87665.23	N/A	87665.23	74327.99	KRW	No	85477.19	74327.99
KSE	035720	KAKAO CORP	CF	172187.11	N/A	172187.11	149408.03	KRW	No	171819.23	149408.03
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	069080	WEBZEN INC	CK	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	022100	POSCO DX CO LTD	CN	94666.50	N/A	94666.50	73470	KRW	No	94666.50	73470
KSE	068270	CELLTRION INC	CP	541610.83	N/A	541610.83	468908.48	KRW	No	539244.75	468908.48
KSE	122870	YG ENTERTAINMENT INC	CQ	184275	N/A	184275	157305.57	KRW	No	184275	157305.57
KSE	051900	LG H&H	CR	777415.42	N/A	777415.42	669327.89	KRW	No	769727.07	669327.89
KSE	002790	AXA SA	CS	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	000810	COTTON NO. 2	CT	1411166.35	N/A	1411166.35	1227101.17	KRW	No	1429571.12	1227101.17
KSE	008930	HANMI SCIENCE CO LTD	CV	109580.24	N/A	109580.24	94884.13	KRW	No	109116.75	94884.13
KSE	021240	COWAY CO LTD	CW	280470.61	N/A	280470.61	217027.85	KRW	No	249582.03	217027.85
KSE	128940	HANMI PHARM CO LTD	CX	1861440	N/A	1861440	1240960	KRW	No	1861440	1240960
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	354654.00	N/A	354654.00	307840.70	KRW	No	354016.81	307840.70
KSE	097950	CJ CHEILJEDANG CORP.	D1	601079.04	N/A	601079.04	522677.42	KRW	No	601788.72	522677.42
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	133332.88	N/A	133332.88	115941.63	KRW	No	139599.42	115941.63
KSE	002380	KCC CORP	D3	1273571.02	N/A	1273571.02	1082957.50	KRW	No	1245401.125	1082957.50
KSE	012750	S1 CORPORATION	D5	208155.46	N/A	208155.46	181004.75	KRW	No	214174.45	181004.75
KSE	000100	YUHAN CORPORATION	D6	340802.24	N/A	340802.24	291297.46	KRW	No	334992.08	291297.46
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	146838.60	N/A	146838.60	127685.74	KRW	No	148581.57	127685.74
KSE	069960	HYUNDAI DEPT STORE CO	D8	267818.92	N/A	267818.92	232886.02	KRW	No	273362.94	232886.02
KSE	004370	MILK CLASS III INDEX	DA	1254955.19	N/A	1254955.19	1066682.42	KRW	No	1226684.79	1066682.42
KSE	079550	LIG NEX1 CO LTD	DB	1224855	N/A	1224855	964142.34	KRW	No	1224855	964142.34
KSE	204320	HL MANDO CO LTD	DC	152627.60	N/A	152627.60	131358.74	KRW	No	151062.55	131358.74
KSE	004170	SHINSEGAE INC	DD	780276.69	N/A	780276.69	663060.78	KRW	No	762519.90	663060.78
KSE	161890	KOLMAR KOREA CO LTD	DE	182197.58	N/A	182197.58	158432.68	KRW	No	184928.29	158432.68
KSE	111770	YOUNGONE CORP	DG	266377.46	N/A	266377.46	231632.58	KRW	No	267907.81	231632.58
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	512460	N/A	512460	388565.04	KRW	No	512460	388565.04
KSE	192820	COSMAX INC	DK	478853.94	N/A	478853.94	399349.49	KRW	No	459251.92	399349.49
KSE	039130	HANA TOUR SERVICE INC	DN	140107.63	N/A	140107.63	121832.72	KRW	No	150938.52	121832.72
KSE	086900	MEDY-TOX INC	DP	350269.09	N/A	350269.09	304581.82	KRW	No	353596.31	304581.82
KSE	078340	COM2US CORP	DR	86342.05	N/A	86342.05	75080.04	KRW	No	98162.22	75080.04
KSE	035760	CJ ENM CO LTD	DT	180898.09	N/A	180898.09	154421.72	KRW	No	177584.98	154421.72
KSE	056190	SFA ENGINEERING CORP	DV	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	241560	DOOSAN BOBCAT INC	DW	181319.32	N/A	181319.32	152168.66	KRW	No	174993.96	152168.66
KSE	012630	NYBOT US DOLLAR FX	DX	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	017800	CME DRY WHEY INDEX	DY	268132.68	N/A	268132.68	231883.26	KRW	No	266665.75	231883.26
KSE	240810	WONIK IPS CO LTD	E0	203850	N/A	203850	151288.36	KRW	No	203850	151288.36
KSE	091700	PARTRON CO LTD	E3	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	041510	SM ENTERTAINMENT CO LTD	E4	315101.63	N/A	315101.63	272245.04	KRW	No	313081.79	272245.04
KSE	251270	NETMARBLE CORP	E5	141837.35	N/A	141837.35	123336.83	KRW	No	142184.68	123336.83
KSE	003670	POSCO FUTURE M CO LTD	E8	946590	N/A	946590	631060	KRW	No	946590	631060
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	009420	HANALL BIOPHARMA CO LTD	EE	174099	N/A	174099	116066	KRW	No	174099	116066
KSE	035900	JYP ENTERTAINMENT CORP	EF	195939.74	N/A	195939.74	170382.38	KRW	No	197469.22	170382.38
KSE	028670	PAN OCEAN CO LTD	EH	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	339966	N/A	339966	281268.14	KRW	No	339966	281268.14
KSE	093370	FOOSUNG CO LTD	EL	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	375500	DL E&C CO LTD	ER	129280.86	N/A	129280.86	106568.125	KRW	No	122553.34	106568.125
KSE	028050	SAMSUNG E&A CO LTD	ET	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	272210	HANWHA SYSTEMS CO LTD	EV	158980.96	N/A	158980.96	131234.76	KRW	No	158100	131234.76
KSE	293490	KAKAO GAMES CORP	EX	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	247540	ECOPRO BM CO LTD	EY	684657	N/A	684657	456438	KRW	No	684657	456438
KSE	253450	STUDIO DRAGON CORP	EZ	113152.77	N/A	113152.77	98393.71	KRW	No	114227.61	98393.71
KSE	200130	KOLMAR BNH CO LTD	F1	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	036540	SFA SEMICON CO LTD	F2	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	769230	N/A	769230	579081.45	KRW	No	769230	579081.45
KSE	373220	LG ENERGY SOLUTION	F5	1327500	N/A	1327500	1109279.45	KRW	No	1327500	1109279.45
KSE	323410	KAKAOBANK CORP	F6	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	377300	KAKAO PAY CORP	F7	153738	N/A	153738	117320.40	KRW	No	153738	117320.40
KSE	259960	KRAFTON INC	F8	697655.27	N/A	697655.27	606656.76	KRW	No	699282.36	606656.76
KSE	302440	SK BIOSCIENCE CO LTD	F9	157410	N/A	157410	132862.84	KRW	No	157410	132862.84
KSE	011200	HMM CO LTD	FA	84490.50	N/A	84490.50	73470	KRW	No	84490.50	73470
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	87521.88	N/A	87521.88	75080.04	KRW	No	86342.05	75080.04
KSE	352820	HYBE CO LTD	FC	884502.02	N/A	884502.02	754560.70	KRW	No	867744.81	754560.70
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1677795	N/A	1677795	1381272.19	KRW	No	1677795	1381272.19
KSE	402340	SK SQUARE CO LTD	FE	1237275	N/A	1237275	824850	KRW	No	1237275	824850
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	388323.02	N/A	388323.02	337672.19	KRW	No	390011.71	337672.19
KSE	383220	F&F CO LTD / NEW	FG	208727.58	N/A	208727.58	181502.25	KRW	No	209736.56	181502.25
KSE	267250	HD HYUNDAI	FH	711232.50	N/A	711232.50	510143.20	KRW	No	711232.50	510143.20
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	311969.65	N/A	311969.65	262466.80	KRW	No	301836.82	262466.80
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	320389.29	N/A	320389.29	276003.77	KRW	No	317404.33	276003.77
KSE	263750	PEARL ABYSS CORP	FL	108684.31	N/A	108684.31	94508.10	KRW	No	110716.71	94508.10
KSE	066970	L&F CO LTD	FM	785421	N/A	785421	523614	KRW	No	785421	523614
KSE	112040	WEMADE CO LTD	FN	94714.50	N/A	94714.50	73470	KRW	No	94714.50	73470
KSE	196170	ALTEOGEN INC	FP	1504200	N/A	1504200	1092984.92	KRW	No	1504200	1092984.92
KSE	058470	LEENO INDUSTRIAL INC	FQ	202298.51	N/A	202298.51	146912.80	KRW	No	168949.72	146912.80

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	4585.91	N/A	4585.91	3987.75	USD	No	4976.20	4327.13
LMEOTC	CA	CARREFOUR SA	CA	23952.07	N/A	23952.07	20827.09	USD	No	20878.25	18155
LMEOTC	PB	LEAD - LME	PB	3682.85	N/A	3682.85	3202.38	USD	No	4445.53	3865.56
LMEOTC	SNLME	TIN FUTURE	SN	47685.59	N/A	47685.59	41405.46	USD	No	41073.42	35664.11
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7718.80	N/A	7718.80	6712	USD	No	7718.80	6712

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	768.253	N/A	768.253	668.046	EUR	Yes	1311.87	1140.76
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1687.09	N/A	1687.09	1467.04	EUR	Yes	2522.26	2193.27
MATIF	EMA	CORN	EMA	972.678	N/A	972.678	845.802	EUR	No	1159.65	1008.38

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	259.969	N/A	259.969	225.867	EUR	No	259.747	225.867
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	11270	9800	16100	14000	EUR	No	16100	14000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1127	980	1610	1400	EUR	Yes	1610	1400

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	8183.15	N/A	8183.15	7115.78	MXN	No	14550.14	12652.29
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	25774.15	N/A	25774.15	22412.30	MXN	No	25774.15	22412.30
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	61256.55	N/A	61256.55	53266.57	MXN	Yes²	62291.04	54166.12
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	12251.31	N/A	12251.31	10653.31	MXN	No	12458.21	10833.22

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	3218.40	N/A	3218.40	2798.61	EUR	No	3218.40	2798.61
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3211.55	N/A	3211.55	2792.65	EUR	No	3211.55	2792.65
MONEP	CAC40	CAC 40	FCE	4763.92	4142.54	6805.60	5917.91	EUR	Yes	5188.33	4511.595
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	14134.02	N/A	14134.02	12290.45	EUR	No	14134.02	12290.45
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10827.16	N/A	10827.16	9414.92	EUR	No	10827.16	9414.92
MONEP	CAC40	CAC 40	MFC	476.392	414.254	680.56	591.791	EUR	No	518.833	451.1595

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	9824.82	N/A	9824.82	8543.32	INR	Yes	9779.98	8504.33
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12276.15	N/A	12276.15	10674.80	INR	No	12276.65	10674.80
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4561.81	N/A	4561.81	3966.62	INR	Yes	4540.78	3948.50
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13950.35	N/A	13950.35	12130.20	INR	No	13949.85	12130.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7230.53	N/A	7230.53	6284.70	INR	No	7230.53	6284.70
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2038.32	N/A	2038.32	1772.45	INR	Yes	2027.86	1763.35
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3700.10	N/A	3700.10	3217.48	INR	Yes	3680.48	3200.42
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10448.61	N/A	10448.61	9085.75	INR	Yes	10448.61	9085.75

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	2978.31	N/A	2978.31	2589.83	USD	No	7502.71	6524.10
NYBOT	AC	COFFEE "C" METRIC	AC	73220.50	N/A	73220.50	63670	USD	No	73220.50	63670
NYBOT	CC	COCOA NYBOT	CC	12732.17	N/A	12732.17	11071.45	USD	Yes	10286.68	8944.94
NYBOT	CT	COTTON NO. 2	CT	1422.21	N/A	1422.21	1236.70	USD	Yes	2084.31	1812.44
NYBOT	DX	NYBOT US DOLLAR FX	DX	2524.86	N/A	2524.86	2195.53	USD	Yes	2752.05	2393.08
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	18305.05	N/A	18305.05	15917.43	USD	No	18305.05	15917.43
NYBOT	KC	COFFEE "C"	KC	20892.63	N/A	20892.63	18167.51	USD	Yes	22642.59	19689.21
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	7654.85	N/A	7654.85	6656.03	USD	Yes	3989.06	3468.56
NYBOT	RS	CANOLA	RS	1277.13	N/A	1277.13	1110.55	CAD	No	1274.59	1108.34
NYBOT	SB	SUGAR NO. 11	SB	1647.18	N/A	1647.18	1432.33	USD	Yes	1468.59	1277.04
NYBOT	SF	SUGAR #16 112000 LBS	SF	1695.38	N/A	1695.38	1473.83	USD	No	1935.04	1682.18

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	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16250.00	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	10053.95	N/A	10053.95	8742.56	USD	No	10053.95	8742.56
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	10053.95	N/A	10053.95	8742.56	USD	No	10053.95	8742.56
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	10054.59	N/A	10054.59	8742.56	USD	No	10054.59	8742.56
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	1005.39	N/A	1005.39	874.256	USD	No	1005.39	874.256
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	10053.95	N/A	10053.95	8742.56	USD	Yes	10053.95	8742.56
NYMEX	PA	PALLADIUM INDEX	PA	28729.00	N/A	28729.00	24981.40	USD	No	27800.42	24173.95
NYMEX	PL	PLATINUM INDEX	PL	12666.00	N/A	12666.00	11013.92	USD	No	12666.00	11013.92
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2513.49	N/A	2513.49	2185.64	USD	No	2513.49	2185.64
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	3951.84	N/A	3951.84	3436.39	USD	No	4903.69	4264.08

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	5772.87	N/A	5772.87	5019.88	USD	No	5772.87	5019.88
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	7453.80	N/A	7453.80	6481.56	USD	No	7453.80	6481.56
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12850.66	N/A	12850.66	11174.48	USD	No	12850.66	11174.48
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6085.47	5291.71	8693.53	7559.59	USD	No	8693.54	7559.59
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3421.55	2975.26	4887.93	4250.37	USD	No	4887.93	4250.37
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	71788.29	N/A	71788.29	62424.60	USD	No	71788.29	62424.60

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	26696.52	N/A	26696.52	23214	SEK	No	26696.51	23214
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19382.81	16854.62	27689.73	24078.02	SEK	Yes	27689.73	24078.02
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1052.79	N/A	1052.79	915.469	SEK	No	6643.92	915.469

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	2909929.08	2530373.11	4157041.54	3614818.73	JPY	Yes	4157041.54	3614818.73
OSE.JPN	N225M	NIKKEI 225 MINI	225M	290992.91	253037.31	415704.15	361481.87	JPY	Yes	415704.15	361481.87
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	29099.29	25303.73	41570.42	36148.19	JPY	No	41570.42	36148.19
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	196800.74	N/A	196800.74	171113.05	JPY	No	196800.74	171113.05
OSE.JPN	TPXC30	TOPIX CORE30	C30	158095.46	N/A	158095.46	137474.31	JPY	No	158095.46	137474.31
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	631553.61	N/A	631553.61	549177.05	JPY	No	631553.61	549177.05
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1816278.14	N/A	1816278.14	1579372.30	JPY	Yes	1816278.14	1579372.30
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	181627.81	N/A	181627.81	157937.23	JPY	No	181627.81	157937.23
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	58873.21	N/A	58873.21	51188	JPY	No	58873.21	51188
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	168762.50	N/A	168762.50	146750	JPY	No	185963.85	161707.69
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	166767.65	N/A	166767.65	144971.25	JPY	No	166767.65	144971.25
OSE.JPN	TOPX	TOPIX INDEX	TPX	1720463.80	1496055.48	2457805.44	2137222.12	JPY	No	2457805.44	2137222.12
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	172046.38	149605.55	245780.54	213722.21	JPY	No	245780.54	213722.21

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	13248.67	N/A	13248.67	10598.94	USD	No	13248.67	10598.94
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15870.89	N/A	15870.89	12696.71	USD	No	15870.89	12696.71

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	12732.17	N/A	12732.17	11071.45	USD	No	10286.68	8944.94
QBALGOIUS	CT	COTTON NO. 2	CT	1422.21	N/A	1422.21	1236.70	USD	No	2084.31	1812.44
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2524.86	N/A	2524.86	2195.53	USD	No	2752.05	2393.08
QBALGOIUS	KC	COFFEE "C"	KC	20892.63	N/A	20892.63	18167.51	USD	No	22642.59	19689.21
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	7654.85	N/A	7654.85	6656.03	USD	No	3989.06	3468.56
QBALGOIUS	SB	SUGAR NO. 11	SB	1647.18	N/A	1647.18	1432.33	USD	No	1468.59	1277.04

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	339419.39	N/A	339419.39	295147.25	JPY	No	324757.61	282397.92
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1759.12	N/A	1759.12	1529.67	USD	No	1801.28	1566.33
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1461.56	1270.92	2087.94	1815.60	USD	No	2087.94	1815.60
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4106.075	N/A	4106.075	3570.50	USD	No	4106.075	3570.50
SGX	XIN0I	FTSE CHINA H50	FCH	4001.13	N/A	4001.13	3479.22	USD	No	4001.13	3479.22
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173	N/A	1173	1020	USD	No	1173	1020
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1355.62	N/A	1355.62	1178.73	USD	No	1355.62	1178.73
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1576.44	N/A	1576.44	1370.80	USD	No	1576.44	1370.80
SGX	INR	UNITED STATES DOLLAR	INR	10473.63	N/A	10473.63	9107.50	USD	No	10436.97	9075.62
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10448.04	N/A	10448.04	9085.25	USD	No	10448.04	9085.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2532.30	N/A	2532.30	2202	USD	No	2532.30	2202
SGX	SGB	SGX MINI JGB INDEX	JB	329697.16	N/A	329697.16	286607.75	JPY	No	329696.96	286607.75
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	333585.66	N/A	333585.66	290074.48	JPY	No	343081.79	298331.99
SGX	KRW	KOREAN WON	KRW	9835.36	N/A	9835.36	8548.75	USD	No	9825.78	8534.99
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1966.21	N/A	1966.21	1709.75	USD	No	1965.91	1709.48
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	410.55	357	586.50	510	USD	No	586.50	510
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6042.85	N/A	6042.85	5254.65	CNH	No	6075.90	5283.39
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1843450	N/A	1843450	1603000	JPY	No	1843450	1603000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2101.05	1827	3001.50	2610	USD	No	3001.50	2610
SGX	SGXNK	SGX: NIKKEI 225	NK	1321886.50	1149466.52	1888409.29	1642095.03	JPY	Yes	1888409.29	1642095.03
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	264377.30	229893.30	377681.86	328419.01	JPY	No	377681.86	328419.01
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	64755.09	N/A	64755.09	56308.78	USD	No	64755.09	56308.78
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1774.82	1543.33	2535.46	2204.75	SGD	Yes²	2535.46	2204.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6643.74	N/A	6643.74	5777.16	SGD	No	7105.09	6178.34
SGX	STI	SGX STRAITS TIMES INDEX	ST	5986.72	N/A	5986.72	5205.84	SGD	No	5986.72	5205.84
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2572.28	N/A	2572.28	2236.50	USD	No	2568.27	2233.01
SGX	TSR20	SICOM RUBBER	TF	701.50	N/A	701.50	610.00	USD	No	701.50	610.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	33350	N/A	33350	29000	JPY	No	33353.17	29002.13
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1833.30	N/A	1833.30	1594.18	USD	No	1833.30	1594.18
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7716.20	N/A	7716.20	6709.50	USD	No	7704.16	6699.03
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4105.50	3570	5865	5100	USD	No	5865	5100
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24171.39	N/A	24171.39	21018.60	CNH	Yes	24303.61	21133.57
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9395315.76	N/A	9395315.76	8169839.79	JPY	No	9445851.32	8213780.71
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1660.95	N/A	1660.95	1444.29	SGD	No	1776.30	1544.61
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1879063.15	N/A	1879063.15	1633967.96	JPY	No	1889170.26	1642756.14
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1242.78	N/A	1242.78	1080.67	SGD	No	1262.26	1080.67
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5248.91	N/A	5248.91	4564.27	SGD	No	5328.37	4564.27
SGX	G13	GENTING SINGAPORE LTD	YGEN	621.385	N/A	621.385	540.335	SGD	No	628.632	540.335
SGX	BN4	KEPPEL LTD	YKEP	5230.01	N/A	5230.01	4547.83	SGD	No	5278.90	4547.83
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6659.20	N/A	6659.20	5790.61	SGD	No	6733.25	5790.61
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4030.39	N/A	4030.39	3504.68	SGD	No	4074.94	3504.68
SGX	Y92	THAI BEVERAGE PCL	YTBE	811.256	N/A	811.256	705.44	SGD	No	824.187	705.44
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5999.84	N/A	5999.84	5217.25	SGD	No	6086.51	5217.25
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2640.89	N/A	2640.89	2296.43	SGD	No	2670.43	2296.43
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30972.03	N/A	30972.03	7004.36	SGD	No	8136.84	7004.37
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	326.237	N/A	326.237	282.011	USD	No	324.313	282.011

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	12198.97	10607.80	17427.10	15154	AUD	Yes	17427.10	15154
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	626.752	N/A	626.752	545	AUD	No	626.75	545
SNFE	IR	90 DAY BILLS	IR	1927.58	N/A	1927.58	1676.15	AUD	No	2105.78	1831.11
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3018.79	N/A	3018.79	2625.01	AUD	No	3018.76	2625.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1236.32	N/A	1236.32	1075.05	AUD	No	1236.31	1075.05

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