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	8574.11	N/A	8574.11	7455.75	EUR	Yes²	8574.11	7455.75

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	3220.02	2800	4600.03	4000	MYR	No	4600.03	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	603.861	N/A	603.861	525	USD	No	603.861	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	548.983	N/A	548.983	477.377	USD	No	548.983	477.377
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	901.744	N/A	901.744	783.954	USD	No	901.744	783.954
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1560.26	N/A	1560.26	1356.75	USD	No	1560.26	1356.75
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2735.87	N/A	2735.87	2379.02	USD	No	2735.87	2379.02
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2509.33	N/A	2509.33	2182.03	USD	No	2509.33	2182.03
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2457.14	N/A	2457.14	2136.65	USD	Yes	2568.28	2233.28
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	471.001	N/A	471.001	408.965	USD	No	471.001	408.965
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	770.455	N/A	770.455	669.302	USD	No	770.43	669.302
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1146.72	997.146	1638.17	1424.49	USD	No	1569.75	1365
CBOT	MZC	MICRO CORN FUTURES	MZC	173.629	N/A	173.629	150.982	USD	No	160.997	139.997
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	378.292	N/A	378.292	328.95	USD	No	382.151	332.303
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	272.981	N/A	272.981	237.375	USD	No	250.066	217.449
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	383.398	N/A	383.398	333.389	USD	No	368.859	320.747
CBOT	MZW	MICRO WHEAT FUTURES	MZW	226.28	N/A	226.28	196.765	USD	No	255.895	222.517
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	3824.36	N/A	3824.36	3325.51	USD	No	3824.36	3325.51
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.52	N/A	2932.52	2550.02	USD	No	2932.52	2550.02
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	6993.08	N/A	6993.08	6080.72	USD	Yes	6992.83	6080.72
CBOT	YC	MINI SIZED CORN FUTURES	XC	347.258	N/A	347.258	301.963	USD	No	321.993	279.994
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	766.796	N/A	766.796	666.779	USD	No	737.717	641.493
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	452.559	N/A	452.559	393.53	USD	No	511.79	445.035
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.30	N/A	345.30	300	USD	No	373.921	325.149
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	863.00	N/A	863.00	750	USD	No	893.87	777.278
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925.00	USD	No	1126.37	979.447
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1164.49	N/A	1164.49	1012.33	USD	No	690.929	600.808
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1845.61	N/A	1845.61	1604.88	USD	No	4252.99	3698.25
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11467.225	9971.50	16381.75	14245	USD	Yes	15697.50	13650
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.18	N/A	2070.18	1800.08	USD	No	2071.05	1800.08
CBOT	ZB	US TREASURY BOND	ZB	4359.92	N/A	4359.92	3791.01	USD	Yes	4359.67	3791.01
CBOT	ZC	CORN FUTURES	ZC	1736.29	N/A	1736.29	1509.82	USD	Yes	1609.97	1399.97
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.53	N/A	1437.53	1250.03	USD	Yes	1437.72	1250.03
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3782.92	N/A	3782.92	3289.50	USD	Yes	3615.03	3143.51
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2729.81	N/A	2729.81	2373.75	USD	Yes	2404.34	2090.73
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.25	N/A	2156.25	1875.00	USD	Yes	2156.51	1875.00
CBOT	ZO	OAT FUTURES	ZO	3311.62	N/A	3311.62	2878.76	USD	Yes	3781.99	3287.65
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1327.88	N/A	1327.88	1154.68	USD	Yes²	2615.68	2274.50
CBOT	ZR	ROUGH RICE FUTURES	ZR	3810.89	N/A	3810.89	3313.81	USD	Yes	2306.12	2005.33
CBOT	ZS	SOYBEAN FUTURES	ZS	3833.98	N/A	3833.98	3333.89	USD	Yes	3688.59	3207.47
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	2262.80	N/A	2262.80	1967.65	USD	Yes	2558.95	2225.17

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	2446.40	N/A	2446.40	2127.30	CAD	No	2446.40	2127.30
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1386.07	N/A	1386.07	1205.28	CAD	No	1386.07	1205.28
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	610.4545	N/A	610.4545	530.83	CAD	No	610.4545	530.83
CDE	CRA	3 MONTH CORRA	CRA	371.464	N/A	371.464	323.01	CAD	No	492.80	428.522
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16383.49	14246.51	23404.99	20352.16	CAD	No	23404.98	20352.16
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	14538.69	N/A	14538.69	12642.34	CAD	No	14538.69	12642.34

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	10364.13	N/A	10364.13	9010.50	USD	No	10364.14	9010.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8763.40	N/A	8763.40	7619.14	USD	No	8763.41	7619.14
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	372.559	N/A	372.559	323.918	USD	No	372.56	323.918
CFE	VA	S&P 500 VARIANCE	VA	97.75	N/A	97.75	85	USD	No	259.338	225.512
CFE	VIX	CBOE VOLATILITY INDEX	VX	10086.765	N/A	10086.765	8771.10	USD	Yes	27446.98	23866.94
CFE	VIX	CBOE VOLATILITY INDEX	VX01	9784.16	N/A	9784.16	8507.97	USD	No	26556.87	23092.93
CFE	VIX	CBOE VOLATILITY INDEX	VX02	9223.59	N/A	9223.59	8020.52	USD	No	26567.64	23102.30
CFE	VIX	CBOE VOLATILITY INDEX	VX49	10191.82	N/A	10191.82	8862.45	USD	No	29037.95	25250.39
CFE	VIX	CBOE VOLATILITY INDEX	VX51	10191.82	N/A	10191.82	8862.45	USD	No	27054.13	23525.33
CFE	VIX	CBOE VOLATILITY INDEX	VX52	10191.82	N/A	10191.82	8862.45	USD	No	26722.43	23236.89
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1008.68	N/A	1008.68	877.11	USD	No	2744.70	2386.69

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	2354.76	N/A	2354.76	2047.62	USD	Yes	2354.76	2047.62
CME	GBP	BRITISH POUND	6B	2597.73	N/A	2597.73	2258.89	USD	Yes	2597.73	2258.89
CME	CAD	CANADIAN DOLLAR	6C	1428.84	N/A	1428.84	1242.47	USD	Yes	1428.84	1242.47
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3950.47	N/A	3950.47	3435.19	USD	Yes	3950.47	3435.19
CME	JPY	JAPANESE YEN	6J	3226.03	N/A	3226.03	2800	USD	Yes	3220	2800
CME	BRE	BRAZILIAN REAL	6L	1930.50	N/A	1930.50	1404	USD	Yes²	10003.58	7275.33
CME	6M	MEXICAN PESO	6M	1890.60	N/A	1890.60	1644	USD	Yes	1890.60	1644
CME	NZD	NEW ZEALAND DOLLAR	6N	1990.82	N/A	1990.82	1731.15	USD	Yes²	1990.82	1731.15
CME	CHF	SWISS FRANC	6S	5374.67	N/A	5374.67	4673.625	USD	Yes	5374.67	4673.625
CME	ZAR	SOUTH AFRICAN RAND	6Z	2368.71	N/A	2368.71	2059.75	USD	No	2368.71	2059.75
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13179.81	N/A	13179.81	11460.70	CAD	No	13179.81	11460.70
CME	AJY	AUSTRALIAN DOLLAR	AJY	2436813.84	N/A	2436813.84	2118968.56	JPY	No	2436814.24	2118968.56
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1031.83	N/A	1031.83	897.242	USD	No	954.535	830.031
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	35398.46	N/A	35398.46	30781.27	USD	No	35398.46	30781.27
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	165956.56	N/A	165956.56	142248.14	USD	Yes	165956.55	142248.14
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	229870.625	N/A	229870.625	199887.50	EUR	No	275844.75	239865
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	6379.49	N/A	6379.49	5547.39	USD	No	3251.18	2827.11
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	4830.25	N/A	4830.25	4200.21	USD	No	4845.25	4200.21
CME	CJY	CANADIAN DOLLAR	CJY	2656663.65	N/A	2656663.65	2310142.30	JPY	No	2656664.05	2310142.30
CME	CNH	UNITED STATES DOLLAR	CNH	24377.70	N/A	24377.70	21198	CNH	No	24377.70	21198
CME	CSC	CHEESE	CSC	4705.03	N/A	4705.03	4091.33	USD	No	6676.45	5805.61
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	20344.52	N/A	20344.52	17690.89	USD	Yes²	20344.52	17690.89
CME	DA	MILK CLASS III INDEX	DC	4633.90	N/A	4633.90	4029.47	USD	Yes	5496.70	4779.73
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	11023.99	N/A	11023.99	9586.07	USD	No	10410.10	9052.26
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1975.24	N/A	1975.24	1717.60	USD	No	1975.24	1717.60
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17280.44	N/A	17280.44	15023.04	AUD	No	17280.44	15023.04
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4597.41	N/A	4597.41	3997.75	EUR	No	5516.895	4797.30
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10759.23	N/A	10759.23	9352.99	CAD	No	10759.23	9352.99
CME	ECK	CZECH KORUNA	ECK	9496.24	N/A	9496.24	8257.60	EUR	No	9496.24	8257.60
CME	EEM	MICRO ETHER EURO	EEM	208.895	N/A	208.895	181.568	EUR	No	208.895	181.568
CME	EHF	HUNGARIAN FORINT	EHF	5875.03	N/A	5875.03	5098.29	EUR	Yes²	5863.03	5098.29
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18503.04	16089.60	26432.91	22985.14	USD	Yes²	26359.15	22921
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	285855.50	248570	408365	355100	JPY	No	391575	340500
CME	EPZ	POLISH ZLOTY	EPZ	6785.575	N/A	6785.575	5900.50	EUR	Yes²	6785.575	5900.50
CME	ES	E-MINI S&P 500	ES	17234.91	15668.10	24621.30	22383	USD	Yes	23073.60	20976
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	21537.13	N/A	21537.13	18725.74	USD	No	21537.12	18725.74
CME	ESTR	EURO SHORT-TERM RATE	ESR	634.862	N/A	634.862	552.045	EUR	No	745.619	648.349
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	104401.59	N/A	104401.59	90784.00	EUR	No	104401.59	90784.00
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	74778.80	N/A	74778.80	65025.04	USD	Yes	93473.49	81281.30
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12070.41	N/A	12070.41	10496.01	USD	No	10663.95	9273
CME	GSCI	S&P-GSCI INDEX	GD	20882.86	N/A	20882.86	18159.01	USD	No	20882.86	18159.01
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3292.76	N/A	3292.76	2863.27	USD	No	2375.72	2065.84
CME	GF	FEEDER CATTLE	GF	13241.04	N/A	13241.04	11513.95	USD	Yes	13241.04	11513.95
CME	NF	NON FAT DRY MILK INDEX	GNF	6960.41	N/A	6960.41	6052.53	USD	No	16141.31	14035.92
CME	HE	LEAN HOGS	HE	3501.87	N/A	3501.87	3045.11	USD	Yes	3501.87	3045.11
CME	HUF	HUNGARIAN FORINT	HUF	11251.33	N/A	11251.33	9783.77	USD	Yes²	11257.33	9783.77
CME	IBAA	BOVESPA INDEX - USD	IBV	40439.75	N/A	40439.75	35165	USD	No	41969.25	36495
CME	ILS	ISRAELI SHEKEL	ILS	36359.22	N/A	36359.22	31616.72	USD	Yes²	36359.22	31616.72
CME	J7	JAPANESE YEN	J7	1613.01	N/A	1613.01	1400	USD	No	1610	1400
CME	KRW	KOREAN WON	KRW	16585.73	N/A	16585.73	14422.375	USD	Yes²	10731.94	9332.125
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	2588.66	N/A	2588.66	2250.99	USD	No	1319.98	1147.80
CME	LE	LIVE CATTLE	LE	6563.83	N/A	6563.83	5707.68	USD	Yes	6563.83	5707.68
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	765.555	665.70	1093.65	951	USD	No	1039.60	904
CME	M6A	AUSTRALIAN DOLLAR	M6A	235.476	N/A	235.476	204.762	USD	No	235.476	204.762
CME	M6B	BRITISH POUND	M6B	259.773	N/A	259.773	225.889	USD	No	259.773	225.889
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	395.047	N/A	395.047	343.519	USD	No	395.047	343.519
CME	MBT	MICRO BITCOIN	MBT	3319.12	N/A	3319.12	2844.96	USD	Yes	3319.12	2844.96
CME	MCD	CANADIAN DOLLAR	MCD	142.884	N/A	142.884	124.247	USD	No	142.884	124.247
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1723.48	1566.80	2462.11	2238.29	USD	Yes	2307.80	2098
CME	MET	MICRO ETHER	MET	149.558	N/A	149.558	130.05	USD	Yes	186.947	162.563
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	1279.31	N/A	1279.31	1111.70	USD	No	1279.31	1111.70
CME	MJY	JAPANESE YEN	MJY	322.603	N/A	322.603	280	USD	No	322	280
CME	MNH	UNITED STATES DOLLAR	MNH	2437.77	N/A	2437.77	2119.80	CNH	No	2437.77	2119.80
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	142968	124320	204240	177600	JPY	No	195730	170200
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2110.98	N/A	2110.98	1835.63	USD	No	2110.98	1835.63
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2576.42	2342.20	3680.60	3346	USD	Yes	3549.70	3227
CME	MSF	SWISS FRANC	MSF	537.467	N/A	537.467	467.3625	USD	No	537.467	467.3625
CME	MSL	MICRO SOLANA	MSL	1700.85	N/A	1700.85	1479	USD	No	2237.92	1946.02
CME	MXP	MICRO XRP	MXP	2678.35	N/A	2678.35	2329	USD	No	2678.35	2329
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1429277.50	1242850	2041825	1775500	JPY	No	1957645	1702300
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	21109.77	N/A	21109.77	18356.32	USD	No	21109.77	18356.32
CME	NOK	NORWEGIAN KRONE	NOK	22120.46	N/A	22120.46	19235.18	USD	No	22120.46	19235.18
CME	NQ	E-MINI NASDAQ 100	NQ	25762.86	23420.78	36804.08	33458.25	USD	Yes	35493.70	32267
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	2885354.64	N/A	2885354.64	2509004.03	JPY	No	2885354.76	2509004.03
CME	PLN	POLISH ZLOTY	PLN	14901.54	N/A	14901.54	12957.86	USD	Yes²	14901.54	12957.86
CME	PSF	BRITISH POUND	PSF	11031.75	N/A	11031.75	9592.83	CHF	No	11031.75	9592.83
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	256.45	N/A	256.45	223.00	USD	No	256.451	223.00
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	221.95	N/A	221.95	193	USD	No	221.95	193
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	232.30	N/A	232.30	202	USD	No	232.30	202
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	246.373	N/A	246.373	214.237	USD	No	246.373	214.237
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4220.01	N/A	4220.01	3669.57	CHF	No	4220.01	3669.57
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8127.05	N/A	8127.05	7067	USD	Yes²	8127.05	7067
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	8115.49	N/A	8115.49	7056.95	EUR	Yes²	8115.86	7056.95
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6281.16	N/A	6281.16	5461.875	GBP	No	6281.16	5461.875
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16374.20	N/A	16374.20	14233.35	USD	No	16374.20	14233.35
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	49220.81	N/A	49220.81	42792.94	USD	No	49220.82	42792.94
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11017.90	N/A	11017.90	9579.68	USD	No	11017.90	9579.68
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7653.94	6655.60	10934.20	9508	USD	Yes	10399.45	9043
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1220288.13	N/A	1220288.13	1061119.90	JPY	Yes²	1220287.88	1061119.90
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	13603.12	N/A	13603.12	11828.80	USD	No	13603.12	11828.80
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	302845.70	N/A	302845.70	263344.06	USD	No	302845.67	263344.06
CME	SIR	INDIAN RUPEE	SIR	6394.44	N/A	6394.44	5558.50	USD	No	6394.44	5558.50
CME	SJY	SWISS FRANC	SJY	4786914.07	N/A	4786914.07	4162533.76	JPY	No	4786913.82	4162533.76
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33489.43	N/A	33489.43	29121.24	USD	No	33489.43	29121.24
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	34004.00	N/A	34004.00	29568	USD	No	44759.54	38920.42
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	747.50	N/A	747.50	650.00	GBP	No	1949.48	1695.20
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1264.47	N/A	1264.47	1099.53	USD	No	2580.95	2244.30
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.757	N/A	833.757	725	USD	Yes	1475.80	1283.31
CME	SVX	SCHNEIDER ELECTRIC SE	SU	86557.74	N/A	86557.74	75267.58	USD	No	86557.72	75267.58
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1121.46	N/A	1121.46	975.064	USD	No	8627.62	7501.36
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	13035.17	N/A	13035.17	11334.93	USD	No	13035.17	11334.93
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13867.85	N/A	13867.85	12059.00	USD	No	13867.85	12059.00
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10933.43	N/A	10933.43	9507	USD	No	9505.67	8265.50
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21172.54	N/A	21172.54	18410.31	USD	No	21172.54	18410.31
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	31255.23	N/A	31255.23	27177.39	USD	No	31255.22	27177.39
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5771.21	N/A	5771.21	5018.42	USD	No	5771.21	5018.42
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	3987.23	N/A	3987.23	3467.02	USD	No	3533.95	3073
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10355.85	N/A	10355.85	9004.93	USD	No	10355.85	9004.93
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17475.96	N/A	17475.96	15196.39	USD	No	17475.95	15196.39
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	46686.36	N/A	46686.36	40596.34	USD	No	46686.35	40596.34
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11199.10	N/A	11199.10	9738.02	USD	No	10640.95	9253
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	53563.25	N/A	53563.25	46574	USD	No	53563.25	46574

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	255.438	N/A	255.438	222.12	USD	No	255.438	222.12
COINDERIV	BIT	-	BIT	374.124	N/A	374.124	325.325	USD	No	374.13	325.33
COINDERIV	ET	-	ET	181.441	N/A	181.441	157.775	USD	No	217.7295	189.33
COINDERIV	ETP	-	ETP	115.644	N/A	115.644	100.56	USD	No	115.644	100.56

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	315.796	N/A	315.796	274.606	USD	No	315.796	274.606
COMEX	ALI	ALUMINUM INDEX	ALI	8572.31	N/A	8572.31	7454.18	USD	No	8572.31	7454.18
COMEX	GC	GOLD	GC	31579.65	N/A	31579.65	27460.56	USD	Yes	31579.65	27460.56
COMEX	HG	COPPER INDEX	HG	20150.625	N/A	20150.625	13433.75	USD	Yes	20150.625	13433.75
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2013.79	N/A	2013.79	1751.08	USD	No	2770.55	2409.11
COMEX	MGC	E-MICRO GOLD	MGC	3157.96	N/A	3157.96	2746.06	USD	Yes	3157.96	2746.06
COMEX	MHG	MICRO COPPER	MHG	2015.06	N/A	2015.06	1343.375	USD	No	2015.06	1343.375
COMEX	QC	COMEX MINY COPPER	QC	9967.50	N/A	9967.50	6645.00	USD	No	9967.50	6645.00
COMEX	QI	COMEX MINY SILVER	QI	20660.83	N/A	20660.83	17965.94	USD	No	28745.50	17965.94
COMEX	QO	COMEX MINY GOLD	QO	15789.82	N/A	15789.82	13730.28	USD	No	15789.82	13730.28
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	23387.15	N/A	23387.15	20336.65	USD	No	23387.15	20336.65
COMEX	SI	SILVER INDEX	SI	41321.66	N/A	41321.66	35931.88	USD	Yes	57491.01	35931.88
COMEX	SI	SILVER INDEX	SIL	8264.33	N/A	8264.33	7186.38	USD	No	11498.20	7186.38
COMEX	UX	URANIUM INDEX	UX	1841.68	N/A	1841.68	1601.46	USD	No	1841.68	1601.46

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	47397.25	N/A	47397.25	41215	EUR	No	47397.25	41215
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	6945.78	N/A	6945.78	6039.81	EUR	Yes	6945.78	6039.81

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	8903.50	N/A	8903.50	7742.17	CHF	No	8903.50	7742.17
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6507.87	N/A	6507.87	5659.02	EUR	No	6507.87	5659.02
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2989.24	N/A	2989.24	2599.34	EUR	Yes	4293.98	3733.90
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1113.75	N/A	1113.75	968.479	EUR	No	1412.48	1228.24
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3510.49	N/A	3510.49	3052.60	USD	No	3510.49	3052.60
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	34398.25	29911.525	49140.36	42730.75	EUR	Yes	47854.09	41612.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9706	N/A	9706	8440	EUR	Yes²	9706	8440
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6879.65	5982.305	9828.07	8546.15	EUR	No	9570.82	8322.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1375.93	1196.46	1965.61	1709.23	EUR	Yes	1914.16	1664.49
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	2189.19	N/A	2189.19	1903.47	EUR	No	2189.19	1903.47
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4924.30	N/A	4924.30	4282	EUR	Yes²	4924.30	4282
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1425.86	N/A	1425.86	1239.88	EUR	No	887.915	772.10
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6340.04	N/A	6340.04	5513.08	EUR	Yes²	6340.04	5513.08
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1132.16	984.484	1617.37	1406.41	EUR	Yes	1468.07	1276.58
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5284.32	N/A	5284.32	4595.06	EUR	Yes²	4777.09	4153.99
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2077.35	N/A	2077.35	1805.93	EUR	Yes²	1882.00	1636.105
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3254.52	N/A	3254.52	2830.02	EUR	Yes²	2916.22	2535.845
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6851.36	N/A	6851.36	5957.70	EUR	Yes²	6376.58	5544.86
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2872.49	N/A	2872.49	2497.81	EUR	Yes²	2858.23	2485.42
EUREX	ESI	EURO STOXX INSURANCE	FESI	3124.73	N/A	3124.73	2715.97	EUR	Yes²	2679.57	2329.045
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1317.51	N/A	1317.51	1145.66	EUR	Yes²	1119.51	973.487
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3751.79	N/A	3751.79	3262.43	EUR	Yes²	3684.93	3204.285
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1262.39	N/A	1262.39	1097.73	EUR	Yes²	1254.65	1091.00
EUREX	SXRE	EURO STOXX RETAIL	FESR	4389.36	N/A	4389.36	3816.83	EUR	Yes²	4323.00	3759.13
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1302.03	N/A	1302.03	1132.20	EUR	Yes²	1214.02	1055.67
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1018.82	N/A	1018.82	885.932	EUR	Yes²	971.75	845
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1900.32	N/A	1900.32	1652.29	EUR	Yes	1564.10	1359.96
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1049.22	N/A	1049.22	912.361	EUR	Yes²	1049.22	912.361
EUREX	ESTX50	EURO STOXX50	FESX	3163.79	2751.13	4519.71	3930.18	EUR	Yes	4380.72	3809.32
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17304.60	N/A	17304.60	15047.48	EUR	Yes²	17304.60	15047.48
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5086.48	N/A	5086.48	4423.03	EUR	Yes²	5848.50	5085.65
EUREX	EU3	THREE MONTH EURIBOR	FEU3	204.83	N/A	204.83	178.113	EUR	Yes	204.83	178.113
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9275.49	N/A	9275.49	8065.24	EUR	Yes²	9275.49	8065.24
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	895.114	N/A	895.114	778.36	GBP	No	895.114	778.36
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2255.09	N/A	2255.09	1960.95	EUR	Yes	2910.64	2530.99
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1226.77	N/A	1226.77	1066.76	EUR	Yes	1581.94	1375.60
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	455.383	N/A	455.383	395.985	EUR	Yes	543.552	472.654
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5213.07	N/A	5213.07	4533.10	EUR	Yes	5213.07	4533.10
EUREX	DJESL	EURO STOXX LARGE	FLCE	2547.80	N/A	2547.80	2215.19	EUR	No	2225.46	1934.94
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2346.39	N/A	2346.39	2040.34	EUR	No	1838.88	1599.03
EUREX	DJESM	EURO STOXX MID	FMCE	2266.09	N/A	2266.09	1970.06	EUR	No	1782.92	1550.01
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2562.86	N/A	2562.86	2228.56	USD	No	3228.31	2807.22
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2361.17	N/A	2361.17	2053.09	EUR	Yes²	1885.84	1639.78
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6539.03	N/A	6539.03	5686.11	USD	No	5487.17	4771.45
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9409.82	N/A	9409.82	8182.45	USD	No	9409.82	8182.45
EUREX	MXEU	MSCI EUROPE	FMEP	1497.16	N/A	1497.16	1301.88	EUR	No	1333.54	1159.60
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3037.18	N/A	3037.18	2641.01	EUR	No	2526.37	2196.83
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10027.28	N/A	10027.28	8719.23	USD	No	8807.64	7658.69
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6618.41	N/A	6618.41	5755.12	USD	No	6219.16	5407.95
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12119.93	N/A	12119.93	10539.07	USD	No	12119.93	10539.07
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4107.21	N/A	4107.21	3571.49	EUR	No	3692.36	3210.75
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	9738.70	N/A	9738.70	8468.44	USD	No	9738.70	8468.44
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6167.34	N/A	6167.34	5362.90	USD	No	6167.34	5362.90
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2381.10	N/A	2381.10	2070.52	EUR	No	2623.98	2281.72
EUREX	DJESS	EURO STOXX SMALL	FSCE	1430.60	N/A	1430.60	1243.76	EUR	No	1185.93	1031.045
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1575.86	N/A	1575.86	1370.28	EUR	No	1298.13	1128.78
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1598.16	N/A	1598.16	1389.68	EUR	No	1243.44	1081.23
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3601.49	N/A	3601.49	3131.73	CHF	Yes²	3601.49	3131.73
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8917.10	N/A	8917.10	7754.00	CHF	No	8917.10	7754.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6179.77	5373.71	8828.24	7676.73	CHF	Yes	7426.125	6457.50
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4081.33	N/A	4081.33	3547.14	CHF	Yes²	4081.33	3547.14
EUREX	SMI	SWISS MARKET INDEX	FSMS	617.977	537.371	882.824	767.673	CHF	No	742.6125	645.75
EUREX	MDAX	MIDCAP DAX	FSMX	2777.24	N/A	2777.24	2414.93	EUR	No	2256.76	1962.35
EUREX	ST3	THREE MONTH ESTR	FST3	66.2585	N/A	66.2585	57.6161	EUR	No	66.2585	57.6161
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2856.29	N/A	2856.29	2483.72	EUR	Yes²	2721.15	2366.21
EUREX	SX7P	STOXX 600 BANKS	FSTB	2115.12	N/A	2115.12	1839.23	EUR	Yes	1780.87	1548.58
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4388.70	N/A	4388.70	3815.89	EUR	Yes²	3747.92	3258.75
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1964.89	N/A	1964.89	1708.60	EUR	Yes	1801.20	1566.26
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4540.57	N/A	4540.57	3948.32	EUR	Yes²	3637.11	3162.70
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4816.27	N/A	4816.27	4187.88	EUR	Yes²	4349.69	3782.17
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4506.19	N/A	4506.19	3918.40	EUR	Yes²	3413.54	2968.28
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2994.47	N/A	2994.47	2603.85	EUR	Yes²	2454.78	2134.57
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	708.635	N/A	708.635	616.191	EUR	No	708.635	616.191
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1340.71	N/A	1340.71	1165.78	EUR	Yes²	1229.70	1069.26
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3868.57	N/A	3868.57	3363.97	EUR	Yes²	3729.27	3242.84
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1785.09	N/A	1785.09	1552.25	EUR	Yes²	2199.59	1912.68
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1782.83	N/A	1782.83	1550.29	EUR	Yes²	1782.83	1550.29
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3936.96	N/A	3936.96	3423.44	EUR	Yes	4176.05	3631.34
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	719.617	N/A	719.617	625.75	EUR	Yes²	719.617	625.75
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1795.64	N/A	1795.64	1561.42	EUR	Yes	1392.15	1210.56
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1205.02	N/A	1205.02	1047.77	EUR	Yes²	1190.37	1035.03
EUREX	STX	STOXX50	FSTX	3689.53	N/A	3689.53	3208.16	EUR	Yes²	2779.09	2416.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7404.44	N/A	7404.44	6438.54	EUR	Yes²	7404.44	6438.54
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3299.33	N/A	3299.33	2868.32	EUR	Yes²	3304.19	2872.54
EUREX	ESTX50	EURO STOXX50	FSXE	316.379	275.113	451.971	393.018	EUR	No	438.072	380.932
EUREX	TDX	TECDAX	FTDX	7681.59	N/A	7681.59	6679.64	EUR	Yes²	7681.59	6679.64
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	564.379	N/A	564.379	490.765	USD	No	564.379	490.765
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	928.625	N/A	928.625	807.50	EUR	Yes	2647.16	2301.875
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2439.39	N/A	2439.39	2120.74	EUR	No	2002.03	1740.51
EUREX	DJ600	STOXX 600 INDEX	FXXP	1576.48	1370.85	2252.11	1958.36	EUR	Yes	1825.89	1587.73
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	252.143	N/A	252.143	219.255	EUR	No	252.143	219.255

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	8721.26	N/A	8721.26	7583.70	EUR	No	8721.26	7583.70
FTA	EOE	AMS EOE INDEX	FTI	10263.74	8924.99	14662.49	12749.99	EUR	Yes	11661.69	10140.60
FTA	EOE	AMS EOE INDEX	MFA	1026.37	892.499	1466.25	1275.00	EUR	No	1166.17	1014.06

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	86648.33	N/A	86648.33	69318.66	HKD	No	86648.33	69318.66
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26479.875	N/A	26479.875	21183.90	CNH	Yes	26479.875	21183.90
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	216002.55	N/A	216002.55	172802.03	CNH	No	216002.54	172802.03
HKFE	GDU	USD GOLD FUTURES	GDU	30589.42	N/A	30589.42	24471.53	USD	No	30589.42	24471.53
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	47801.25	38241	68287.50	54630	HKD	Yes	68287.50	54630
HKFE	HSI	HANG SENG STOCK INDEX	HSI	99372.56	79498.05	141960.80	113568.64	HKD	Yes	141960.80	113568.64
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	30424.58	24339.67	43463.69	34770.95	HKD	Yes	43463.69	34770.95
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4468.83	3575.06	6384.04	5107.23	USD	No	6384.04	5107.23
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9560.25	7648.20	13657.50	10926	HKD	Yes	13657.50	10926
HKFE	MCS	UNITED STATES DOLLAR	MCS	5296.125	N/A	5296.125	4236.90	CNH	No	5296.125	4236.90
HKFE	MHI	MINI HANG SENG INDEX	MHI	19874.51	15899.61	28392.16	22713.73	HKD	Yes	28392.16	22713.73
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1802.75	N/A	1802.75	1442.20	USD	No	1802.75	1442.20
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	10250.26	N/A	10250.26	8199.79	USD	No	10250.26	8199.79
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	51875	N/A	51875	41500	HKD	No	143738.48	114990.78

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	154.544	N/A	154.544	134.38	EUR	No	691.029	600.895
ICEEU	SG	GENERALI	G	2319.46	N/A	2319.46	2016.92	GBP	No	2319.46	2016.92
ICEEU	H	MEDIUM GILT	H	4504.51	N/A	4504.51	3916.78	GBP	No	4504.50	3916.78
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	263.732	N/A	263.732	229.332	EUR	Yes	661.682	575.371
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	2455.05	N/A	2455.05	2134.83	EUR	No	2455.05	2134.83
ICEEU	P	10 YEAR EURO SWAPNOTE	P	4832.41	N/A	4832.41	4202.09	EUR	No	4832.41	4202.09
ICEEU	R	LONG GILT	R	3037.02	N/A	3037.02	2640.89	GBP	No	3037.03	2640.89
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.573	N/A	295.573	257.02	CHF	No	642.782	558.938
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	267.785	N/A	267.785	232.85	GBP	Yes	445.801	387.653
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	589.313	N/A	589.313	512.446	GBP	No	1375.17	1195.80
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1023.02	N/A	1023.02	889.579	EUR	No	1023.02	889.579
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1003.39	N/A	1003.39	872.51	GBP	No	1003.39	872.51
ICEEU	Y	FTSE 250 INDEX	Y2	4507.79	N/A	4507.79	3919.76	GBP	No	4507.79	3919.76
ICEEU	Z	FTSE 100 INDEX	Z	4861.48	4227.38	6944.98	6039.11	GBP	Yes	6944.98	6039.11

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	7319.99	6365.21
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6049	N/A	6049	5260	USD	No	9445.09	8213.12
ICEEUSOFT	T	WHEAT	T	1772.05	N/A	1772.05	1540.78	GBP	No	2138.35	1859.27
ICEEUSOFT	W	WHITE SUGAR	W	1807.81	N/A	1807.81	1572.01	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	7064.28	N/A	7064.28	6142.86	USD	No	7501.25	6522.82
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25955499.71	N/A	25955499.71	22569999.75	JPY	No	26021686.24	22627553.25
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10670.80	N/A	10670.80	9278.96	USD	No	10537.66	9163.18
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	12530.61	N/A	12530.61	10896.18	CAD	No	14539.04	12642.65
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6281.16	N/A	6281.16	5461.875	GBP	No	6552.11	5697.49
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18353.81	N/A	18353.81	15959.84	AUD	No	20044.65	17430.13
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6677.94	N/A	6677.94	5806.91	CHF	No	6844.04	5951.34
ICEUS	ZY	SWISS FRANC	KZY	4786914.07	N/A	4786914.07	4162533.76	JPY	No	4576191.73	3979297.16
ICEUS	MP	BRITISH POUND	MP	7793.18	N/A	7793.18	6776.68	USD	No	7246.34	6301.17
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11042.58	N/A	11042.58	9602.25	CHF	No	12535.72	10900.63
ICEUS	GBP	BRITISH POUND	SY	2885354.64	N/A	2885354.64	2509004.03	JPY	No	3235593.39	2813559.37

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	2265.50	N/A	2265.50	1970	EUR	No	2265.50	1970
IDEM	FTMIB	FTSE MIB INDEX	FIB	16300.73	14174.55	23286.76	20249.355	EUR	Yes	15082.09	13114.86
IDEM	FTMIB	FTSE MIB INDEX	MICR	652.029	566.982	931.47	809.974	EUR	No	603.284	524.595
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3260.15	2834.91	4657.35	4049.87	EUR	No	3016.42	2622.97
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1303.36	N/A	1303.36	1133.35	EUR	No	1303.36	1133.35

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	15981.13	N/A	15981.13	13896.63	USD	No	15981.13	13896.63
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	14113.15	N/A	14113.15	11290.52	USD	No	14113.15	11290.52
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	17398.23	N/A	17398.23	15128.90	USD	No	17398.23	15128.90
IPE	NGF	ICE UK NATURAL GAS	NGF	3725.13	N/A	3725.13	3239.25	GBP	No	21709.30	3239.25
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20994.91	N/A	20994.91	16795.93	USD	No	20994.91	16795.93
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15963.84	N/A	15963.84	12771.07	USD	Yes	15963.84	12771.07

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	13161225	9980249.79	18801750	14257499.70	KRW	Yes	18801750	14257499.70
KSE	K200M	MINI KOSPI200 INDEX	05	2632245	1996049.96	3760350	2851499.94	KRW	Yes	3760350	2851499.94
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1500461.20	1123219.98	2143516	1604599.98	KRW	No	2143516	1604599.98
KSE	000670	YOUNG POONG CORPORATION	0Q	193127.41	N/A	193127.41	164867.58	KRW	No	189597.71	164867.58
KSE	005930	HANG SENG BANK LTD	11	303628.09	N/A	303628.09	262937.52	KRW	No	302378.15	262937.52
KSE	017670	HENDERSON LAND DEVELOPMENT	12	155936.20	N/A	155936.20	135596.70	KRW	No	156323.01	135596.70
KSE	005490	POSCO HOLDINGS INC	13	881816.41	N/A	881816.41	766796.875	KRW	No	889003.71	766796.875
KSE	030200	KTCORPORATION	14	152771.45	N/A	152771.45	132844.74	KRW	No	155150.40	132844.74
KSE	015760	KOREA ELECTRIC POWER CORP	15	150217.70	N/A	150217.70	126590.27	KRW	No	145578.81	126590.27
KSE	005380	SUN HUNG KAI PROPERTIES	16	815644.15	N/A	815644.15	709255.78	KRW	No	822667.38	709255.78
KSE	016360	NEW WORLD DEVELOPMENT	17	233904.32	N/A	233904.32	203395.06	KRW	No	234484.52	203395.06
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	229862.32	N/A	229862.32	196890.41	KRW	No	226423.97	196890.41
KSE	000270	SWIRE PACIFIC LTD - CL A	19	346109.32	N/A	346109.32	300964.63	KRW	No	350967.87	300964.63
KSE	007340	DN AUTOMOTIVE CORP	1T	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	555266.00	N/A	555266.00	471836.48	KRW	No	551655	471836.48
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	134094.55	N/A	134094.55	116458.06	KRW	No	133926.77	116458.06
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	399334.80	N/A	399334.80	347247.66	KRW	No	415325.33	347247.66
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	322116.69	N/A	322116.69	274695.90	KRW	No	315900.28	274695.90
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2318903.66	N/A	2318903.66	2016437.97	KRW	No	2324655.81	2016437.97
KSE	012330	HYUNDAI MOBIS CO LTD	20	999775.50	N/A	999775.50	869370	KRW	No	1007255.45	869370
KSE	006400	SAMSUNG SDI CO LTD	22	1039087.50	N/A	1039087.50	756789.69	KRW	No	1039087.50	756789.69
KSE	009150	BANK OF EAST ASIA LTD	23	762418.73	N/A	762418.73	662972.81	KRW	No	769309.91	662972.81
KSE	066570	LG ELECTRONICS INC	24	272744.51	N/A	272744.51	237169.14	KRW	No	273421.06	237169.14
KSE	036460	KOREA GAS CORPORATION	28	120175.46	N/A	120175.46	104324.39	KRW	No	119973.05	104324.39
KSE	017960	HAN KUK CARBON CO LTD	2A	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	095340	ISC CO LTD	2B	317338.82	N/A	317338.82	275946.80	KRW	No	329125.97	275946.80
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	357780	SOULBRAIN CO LTD/NEW	2D	809921.79	N/A	809921.79	684237.97	KRW	No	786873.66	684237.97
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	086520	ECOPRO CO LTD	2F	576450	N/A	576450	384300	KRW	No	576450	384300
KSE	140860	PARK SYSTEMS CORP	2G	646426.05	N/A	646426.05	559148.75	KRW	No	643021.06	559148.75
KSE	030520	HANCOM INC	2H	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	004020	HYUNDAI STEEL CO	32	87462.37	N/A	87462.37	76054.24	KRW	No	87679.33	76054.24
KSE	003550	LG CORP	34	235898.09	N/A	235898.09	203895.41	KRW	No	234479.72	203895.41
KSE	078930	GS HOLDINGS	35	171464.03	N/A	171464.03	146854.73	KRW	No	168882.94	146854.73
KSE	033780	KT & G CORPORATION	36	412281.51	N/A	412281.51	358505.66	KRW	No	414304.19	358505.66
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1207494.43	N/A	1207494.43	1048247.58	KRW	No	1205484.71	1048247.58
KSE	086790	HANA FINANCIAL GROUP	40	273206.98	N/A	273206.98	236418.59	KRW	No	271881.38	236418.59
KSE	096770	SK INNOVATION CO LTD	41	328152.44	N/A	328152.44	281700.90	KRW	No	323956.03	281700.90
KSE	001040	CJ CORP	42	545970.07	N/A	545970.07	469835.08	KRW	No	540310.34	469835.08
KSE	034220	LG DISPLAY CO LTD	45	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	105560	KB FINANCIAL GROUP INC	46	375645.06	N/A	375645.06	322229.80	KRW	No	370564.28	322229.80
KSE	051910	LG CHEM LTD	47	1144920	N/A	1144920	940670.86	KRW	No	1144920	940670.86
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	000660	SK HYNIX INC	50	2008110	N/A	2008110	1355967.03	KRW	No	2008110	1355967.03
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	139480	E-MART INC	54	243202.96	N/A	243202.96	207648.09	KRW	No	238795.30	207648.09
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	178377.21	N/A	178377.21	155110.62	KRW	No	179819.67	155110.62
KSE	035420	NAVER CORP	56	710631.81	N/A	710631.81	617940.70	KRW	No	712394.54	617940.70
KSE	003490	KOREAN AIR LINES CO LTD	57	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	916371	N/A	916371	659945.12	KRW	No	916371	610914
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2924688	N/A	2924688	2176702.29	KRW	No	2924688	1949792
KSE	KWY	UNITED STATES DOLLAR	75	1694525	N/A	1694525	1473500	KRW	No	3389050	2947000
KSE	032640	LG UPLUS CORP	B0	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	010950	S-OILCORPORATION	B2	234192.02	N/A	234192.02	203645.23	KRW	No	235772.94	203645.23
KSE	010130	KOREA ZINC CO LTD	B3	6970260	N/A	6970260	4646840	KRW	No	6970260	4646840
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	001680	DAESANG CORPORATION	B6	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	047050	POSCO INTERNATIONAL CORP	B7	156511.62	N/A	156511.62	136097.06	KRW	No	156899.84	136097.06
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	316008	N/A	316008	210672	KRW	No	316008	210672
KSE	023530	BARLEY FUTURES	BA	215956.64	N/A	215956.64	187383.63	KRW	No	215491.18	187383.63
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	211175.60	N/A	211175.60	183630.96	KRW	No	211699.43	183630.96
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	451697.13	N/A	451697.13	392780.12	KRW	No	452817.57	392780.12
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	93916.50	N/A	93916.50	73730	KRW	No	93916.50	73730
KSE	029780	SAMSUNG CARD CO	BG	156262.41	N/A	156262.41	135346.52	KRW	No	155648.50	135346.52
KSE	036570	NCSOFTCORPORATION	BJ	618566.13	N/A	618566.13	537883.59	KRW	No	625100.50	537883.59
KSE	000080	HITE JINRO CO LTD	BK	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	479596.50	N/A	479596.50	406039.57	KRW	No	479596.50	406039.57
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	305776.05	N/A	305776.05	263938.22	KRW	No	303528.96	263938.22
KSE	000720	DANONE	BN	237684	N/A	237684	170871.86	KRW	No	237684	170871.86
KSE	011210	HYUNDAI WIA CORP	BP	193337.89	N/A	193337.89	168119.90	KRW	No	200817.46	168119.90
KSE	008770	HOTEL SHILLA CO LTD	BQ	136312.03	N/A	136312.03	117083.50	KRW	No	134646.02	117083.50
KSE	035250	KANGWON LAND, INC.	BS	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	138930	BNK FINANCIAL GROUP INC	BT	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	011070	LG INNOTEK CO LTD	BY	814205.66	N/A	814205.66	708004.92	KRW	No	826225.28	708004.92
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	034730	SK INC	C1	765295.80	N/A	765295.80	665474.61	KRW	No	772194.13	665474.61
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	344383.09	N/A	344383.09	299463.55	KRW	No	357237.36	299463.55
KSE	018260	SAMSUNG SDS CO LTD	C5	510676.68	N/A	510676.68	444066.68	KRW	No	513943.44	444066.68
KSE	090430	AMOREPACIFIC CORP	C6	356754.42	N/A	356754.42	310221.23	KRW	No	359639.35	310221.23
KSE	030000	CHEIL WORLDWIDE INC	C7	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	028260	SAMSUNG C&T CORP	C8	695214.62	N/A	695214.62	601679.10	KRW	No	691930.97	601679.10
KSE	000880	HANWHA CORPORATION	C9	245421	N/A	245421	203645.23	KRW	No	245421	203645.23
KSE	088350	CARREFOUR SA	CA	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	086280	COCOA NYBOT	CC	508540.03	N/A	508540.03	441564.88	KRW	No	507799.62	441564.88
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	88245.42	N/A	88245.42	76054.24	KRW	No	87462.37	76054.24
KSE	035720	KAKAO CORP	CF	173768.89	N/A	173768.89	150607.40	KRW	No	173198.51	150607.40
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	069080	WEBZEN INC	CK	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	022100	POSCO DX CO LTD	CN	86491.50	N/A	86491.50	73730	KRW	No	86491.50	73730
KSE	068270	CELLTRION INC	CP	525349.65	N/A	525349.65	456825.78	KRW	No	529652.79	456825.78
KSE	122870	YG ENTERTAINMENT INC	CQ	181642.50	N/A	181642.50	155360.79	KRW	No	181642.50	155360.79
KSE	051900	LG H&H	CR	781119.53	N/A	781119.53	679234.375	KRW	No	783057.12	679234.375
KSE	002790	AXA SA	CS	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	000810	COTTON NO. 2	CT	1429894.73	N/A	1429894.73	1243386.72	KRW	No	1433441.61	1243386.72
KSE	008930	HANMI SCIENCE CO LTD	CV	106738.62	N/A	106738.62	92816.19	KRW	No	107003.39	92816.19
KSE	021240	COWAY CO LTD	CW	251830.59	N/A	251830.59	218655.94	KRW	No	251454.33	218655.94
KSE	128940	HANMI PHARM CO LTD	CX	1786650	N/A	1786650	1191100	KRW	No	1786650	1191100
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	363887.36	N/A	363887.36	313723.73	KRW	No	360782.29	313723.73
KSE	097950	CJ CHEILJEDANG CORP.	D1	615552.11	N/A	615552.11	527876.45	KRW	No	607057.91	527876.45
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	135020.57	N/A	135020.57	115957.70	KRW	No	133351.35	115957.70
KSE	002380	KCC CORP	D3	1246933.42	N/A	1246933.42	1078268.98	KRW	No	1240009.33	1078268.98
KSE	012750	S1 CORPORATION	D5	220382.16	N/A	220382.16	191636.66	KRW	No	221928.83	191636.66
KSE	000100	YUHAN CORPORATION	D6	340642.94	N/A	340642.94	296211.25	KRW	No	343487.89	296211.25
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	156262.41	N/A	156262.41	135346.52	KRW	No	155648.50	135346.52
KSE	069960	HYUNDAI DEPT STORE CO	D8	272485.03	N/A	272485.03	234917.54	KRW	No	270155.17	234917.54
KSE	004370	MILK CLASS III INDEX	DA	1240009.33	N/A	1240009.33	1078268.98	KRW	No	1248085.17	1078268.98
KSE	079550	LIG NEX1 CO LTD	DB	1164720	N/A	1164720	920656.56	KRW	No	1164720	920656.56
KSE	204320	HL MANDO CO LTD	DC	158262.41	N/A	158262.41	135346.52	KRW	No	155648.50	135346.52
KSE	004170	SHINSEGAE INC	DD	696246.52	N/A	696246.52	605431.76	KRW	No	697973.59	605431.76
KSE	161890	KOLMAR KOREA CO LTD	DE	187871.48	N/A	187871.48	163366.50	KRW	No	190337.50	163366.50
KSE	111770	YOUNGONE CORP	DG	258359.25	N/A	258359.25	224660.21	KRW	No	259000.12	224660.21
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	477310.50	N/A	477310.50	363509.22	KRW	No	477310.50	363509.22
KSE	192820	COSMAX INC	DK	469247.12	N/A	469247.12	408040.98	KRW	No	474411.11	408040.98
KSE	039130	HANA TOUR SERVICE INC	DN	141982.50	N/A	141982.50	123463.05	KRW	No	142834.69	123463.05
KSE	086900	MEDY-TOX INC	DP	364234.76	N/A	364234.76	316725.88	KRW	No	374138.25	316725.88
KSE	078340	COM2US CORP	DR	89675.91	N/A	89675.91	76429.51	KRW	No	87893.93	76429.51
KSE	035760	CJ ENM CO LTD	DT	180934.74	N/A	180934.74	155110.62	KRW	No	178377.21	155110.62
KSE	056190	SFA ENGINEERING CORP	DV	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	241560	DOOSAN BOBCAT INC	DW	172038.01	N/A	172038.01	147355.09	KRW	No	169458.35	147355.09
KSE	012630	NYBOT US DOLLAR FX	DX	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	017800	CME DRY WHEY INDEX	DY	268893.17	N/A	268893.17	230914.67	KRW	No	265551.87	230914.67
KSE	240810	WONIK IPS CO LTD	E0	205875	N/A	205875	152608.84	KRW	No	205875	152608.84
KSE	091700	PARTRON CO LTD	E3	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	041510	SM ENTERTAINMENT CO LTD	E4	299897.19	N/A	299897.19	259685.20	KRW	No	298637.97	259685.20
KSE	251270	NETMARBLE CORP	E5	148078.68	N/A	148078.68	127340.81	KRW	No	146441.93	127340.81
KSE	003670	POSCO FUTURE M CO LTD	E8	852765	N/A	852765	568510	KRW	No	852765	568510
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	009420	HANALL BIOPHARMA CO LTD	EE	220080	N/A	220080	146720	KRW	No	220080	146720
KSE	035900	JYP ENTERTAINMENT CORP	EF	194776.40	N/A	194776.40	169370.78	KRW	No	198259.55	169370.78
KSE	028670	PAN OCEAN CO LTD	EH	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	334815	N/A	334815	276447.15	KRW	No	334815	276447.15
KSE	093370	FOOSUNG CO LTD	EL	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	375500	DL E&C CO LTD	ER	117866.12	N/A	117866.12	99696.09	KRW	No	114650.51	99696.09
KSE	028050	SAMSUNG E&A CO LTD	ET	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	272210	HANWHA SYSTEMS CO LTD	EV	138450	N/A	138450	115457.33	KRW	No	138450	115457.33
KSE	293490	KAKAO GAMES CORP	EX	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	247540	ECOPRO BM CO LTD	EY	601599	N/A	601599	401066	KRW	No	601599	401066
KSE	253450	STUDIO DRAGON CORP	EZ	112713.68	N/A	112713.68	97819.76	KRW	No	112492.72	97819.76
KSE	200130	KOLMAR BNH CO LTD	F1	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	036540	SFA SEMICON CO LTD	F2	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	744255	N/A	744255	559148.75	KRW	No	744255	559148.75
KSE	373220	LG ENERGY SOLUTION	F5	1230000	N/A	1230000	1025731.48	KRW	No	1230000	1025731.48
KSE	323410	KAKAOBANK CORP	F6	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	377300	KAKAO PAY CORP	F7	158994	N/A	158994	121086.36	KRW	No	158994	121086.36
KSE	259960	KRAFTON INC	F8	708824.35	N/A	708824.35	609184.45	KRW	No	700562.12	609184.45
KSE	302440	SK BIOSCIENCE CO LTD	F9	161568	N/A	161568	136097.06	KRW	No	161568	136097.06
KSE	011200	HMM CO LTD	FA	84789.50	N/A	84789.50	73730	KRW	No	84789.50	73730
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84789.50	N/A	84789.50	73730	KRW	No	85074.09	73730
KSE	352820	HYBE CO LTD	FC	850168.77	N/A	850168.77	739277.19	KRW	No	852277.65	739277.19
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1604715	N/A	1604715	1318440.31	KRW	No	1604715	1318440.31
KSE	402340	SK SQUARE CO LTD	FE	1321875	N/A	1321875	881250	KRW	No	1321875	881250
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	396169.42	N/A	396169.42	340993.16	KRW	No	392142.14	340993.16
KSE	383220	F&F CO LTD / NEW	FG	214052.64	N/A	214052.64	186132.73	KRW	No	217583.62	186132.73
KSE	267250	HD HYUNDAI	FH	725212.50	N/A	725212.50	519120.20	KRW	No	725212.50	519120.20
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	300651.91	N/A	300651.91	261436.45	KRW	No	304397.68	261436.45
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	317255.73	N/A	317255.73	273945.37	KRW	No	315037.18	273945.37
KSE	263750	PEARL ABYSS CORP	FL	111341.90	N/A	111341.90	96819.04	KRW	No	112118.09	96819.04
KSE	066970	L&F CO LTD	FM	760761	N/A	760761	507174	KRW	No	760761	507174
KSE	112040	WEMADE CO LTD	FN	100830.75	N/A	100830.75	73730	KRW	No	100830.75	73730
KSE	196170	ALTEOGEN INC	FP	1790550	N/A	1790550	1298425.94	KRW	No	1790550	1298425.94
KSE	058470	LEENO INDUSTRIAL INC	FQ	190831.48	N/A	190831.48	162866.15	KRW	No	187296.08	162866.15

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	4997.83	N/A	4997.83	4345.94	USD	No	5086.56	4423.09
LMEOTC	CA	CARREFOUR SA	CA	21040.74	N/A	21040.74	18295.42	USD	No	19431.26	16896.75
LMEOTC	PB	LEAD - LME	PB	3783.79	N/A	3783.79	3290.25	USD	No	4627.16	4023.47
LMEOTC	SNLME	TIN FUTURE	SN	47039.27	N/A	47039.27	40831.95	USD	No	40544.91	35194.59
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7466.95	N/A	7466.95	6493	USD	No	7638.25	6641.95

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	558.222	N/A	558.222	485.41	EUR	Yes	1089.21	947.142
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1697.69	N/A	1697.69	1476.25	EUR	Yes	2532.53	2202.20
MATIF	EMA	CORN	EMA	980.639	N/A	980.639	852.72	EUR	No	1165.58	1013.54

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	260.258	N/A	260.258	226.177	EUR	No	260.103	226.177
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	11270.08	9800.06	16100.11	14000.08	EUR	No	16100.10	14000.08
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1127.01	980.006	1610.01	1400.01	EUR	Yes	1610.01	1400.01

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	8654.77	N/A	8654.77	7525.89	MXN	No	14467.04	12580.04
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	26335.26	N/A	26335.26	22900.22	MXN	No	26335.26	22900.22
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	58676.75	N/A	58676.75	51022.62	MXN	Yes²	63864.86	55533.96
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11735.47	N/A	11735.47	10204.52	MXN	No	12773.10	11106.79

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	3447.50	N/A	3447.50	2997.83	EUR	No	3447.50	2997.83
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3163.12	N/A	3163.12	2750.05	EUR	No	3163.12	2750.05
MONEP	CAC40	CAC 40	FCE	4816.57	4188.32	6880.81	5983.31	EUR	Yes	5244.75	4560.65
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	14720.94	N/A	14720.94	12800.82	EUR	No	14720.94	12800.82
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10770.19	N/A	10770.19	9365.38	EUR	No	10770.19	9365.38
MONEP	CAC40	CAC 40	MFC	481.657	418.832	688.081	598.331	EUR	No	524.475	456.065

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	9816.14	N/A	9816.14	8535.78	INR	Yes	9770.34	8495.95
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12098.73	N/A	12098.73	10520.30	INR	No	12099.23	10520.30
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4573.51	N/A	4573.51	3975.46	INR	Yes	4550.47	3956.93
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13825.78	N/A	13825.78	12022.00	INR	No	13825.78	12022.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7167.31	N/A	7167.31	6229.05	INR	No	7167.31	6229.05
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2036.92	N/A	2036.92	1771.24	INR	Yes	2026.20	1761.91
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3708.99	N/A	3708.99	3225.21	INR	Yes	3688.88	3207.725
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10354.03	N/A	10354.03	9003.50	INR	Yes	10354.03	9003.50

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	3040.99	N/A	3040.99	2644.33	USD	No	10386.26	9031.53
NYBOT	AC	COFFEE "C" METRIC	AC	76360	N/A	76360	66400	USD	No	76360	66400
NYBOT	CC	COCOA NYBOT	CC	10131.58	N/A	10131.58	8810.07	USD	Yes	9603.94	8351.25
NYBOT	CT	COTTON NO. 2	CT	1561.19	N/A	1561.19	1357.55	USD	Yes	2078.73	1807.55
NYBOT	DX	NYBOT US DOLLAR FX	DX	2681.55	N/A	2681.55	2331.78	USD	Yes	2751.63	2392.72
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	15608.18	N/A	15608.18	13572.24	USD	No	15608.18	13572.24
NYBOT	KC	COFFEE "C"	KC	23147.03	N/A	23147.03	20127.85	USD	Yes	23912.03	20793.07
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	8330.98	N/A	8330.98	7244.33	USD	Yes	4743.56	4124.83
NYBOT	RS	CANOLA	RS	1321.31	N/A	1321.31	1148.96	CAD	No	1320.85	1148.56
NYBOT	SB	SUGAR NO. 11	SB	1628.62	N/A	1628.62	1416.19	USD	Yes	1461.72	1271.06
NYBOT	SF	SUGAR #16 112000 LBS	SF	3070.28	N/A	3070.28	2667.86	USD	No	1935.92	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	16250.00	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	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	9727.81	N/A	9727.81	8458.97	USD	No	9727.81	8458.97
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9727.81	N/A	9727.81	8458.97	USD	No	9727.81	8458.97
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	9730.16	N/A	9730.16	8458.97	USD	No	9730.16	8458.97
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625.00	N/A	1625.00	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	972.781	N/A	972.781	845.897	USD	No	972.781	845.897
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	9727.81	N/A	9727.81	8458.97	USD	Yes	9727.81	8458.97
NYMEX	PA	PALLADIUM INDEX	PA	25969.68	N/A	25969.68	22581.78	USD	No	25418.20	22102.24
NYMEX	PL	PLATINUM INDEX	PL	10841.83	N/A	10841.83	9427.68	USD	No	10841.83	9427.68
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2432.04	N/A	2432.04	2114.74	USD	No	2432.04	2114.74
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.01	N/A	8125.01	6500	USD	No	8125.00	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4194.50	N/A	4194.50	3647.39	USD	No	4914.42	4273.41

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	5826.71	N/A	5826.71	5066.71	USD	No	5826.72	5066.71
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	7714.03	N/A	7714.03	6707.86	USD	No	7714.03	6707.86
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	13728.86	N/A	13728.86	11938.14	USD	No	13728.87	11938.14
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5974.30	5195.04	8534.72	7421.49	USD	No	8534.72	7421.49
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3029.23	2634.11	4327.47	3763.02	USD	No	4327.47	3763.02
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	65219.82	N/A	65219.82	56712.89	USD	No	65219.82	56712.89

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	26564.66	N/A	26564.66	23098.12	SEK	No	26564.65	23098.12
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19252.38	16741.20	27503.40	23916	SEK	Yes	27503.40	23916
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1190.04	N/A	1190.04	1034.82	SEK	No	7468.80	1034.81

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	3553865.68	3090317.98	5076950.97	4414739.97	JPY	Yes	5076950.97	4414739.97
OSE.JPN	N225M	NIKKEI 225 MINI	225M	355386.57	309031.80	507695.10	441474.00	JPY	Yes	507695.10	441474.00
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	35538.66	30903.18	50769.51	44147.40	JPY	No	50769.51	44147.40
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	203963.195	N/A	203963.195	177359.30	JPY	No	203963.195	177359.30
OSE.JPN	TPXC30	TOPIX CORE30	C30	165974.04	N/A	165974.04	144325.25	JPY	No	165974.04	144325.25
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	608767.88	N/A	608767.88	529363.37	JPY	No	608767.88	529363.37
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1941899.11	N/A	1941899.11	1688607.92	JPY	Yes	1941899.11	1688607.92
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	194189.91	N/A	194189.91	168860.79	JPY	No	194189.91	168860.79
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61425.18	N/A	61425.18	53413.20	JPY	No	61425.18	53413.20
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	147228.75	N/A	147228.75	128025	JPY	No	168513.92	146533.85
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	184437.32	N/A	184437.32	160376.69	JPY	No	184437.32	160376.69
OSE.JPN	TOPX	TOPIX INDEX	TPX	1912327.03	1662893.07	2731895.75	2375561.53	JPY	No	2731895.75	2375561.53
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	191232.70	166289.31	273189.58	237556.15	JPY	No	273189.58	237556.15

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	14113.15	N/A	14113.15	11290.52	USD	No	14113.15	11290.52
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15963.84	N/A	15963.84	12771.07	USD	No	15963.84	12771.07

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	10131.58	N/A	10131.58	8810.07	USD	No	9603.94	8351.25
QBALGOIUS	CT	COTTON NO. 2	CT	1561.19	N/A	1561.19	1357.55	USD	No	2078.73	1807.55
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2681.55	N/A	2681.55	2331.78	USD	No	2751.63	2392.72
QBALGOIUS	KC	COFFEE "C"	KC	23147.03	N/A	23147.03	20127.85	USD	No	23912.03	20793.07
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	8330.98	N/A	8330.98	7244.33	USD	No	4743.56	4124.83
QBALGOIUS	SB	SUGAR NO. 11	SB	1628.62	N/A	1628.62	1416.19	USD	No	1461.72	1271.06

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	302026.66	N/A	302026.66	262631.88	JPY	No	321707.32	279745.43
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1741.96	N/A	1741.96	1514.75	USD	No	1791.25	1557.61
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1457.60	1267.48	2082.28	1810.68	USD	No	2082.28	1810.68
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4095.15	N/A	4095.15	3561	USD	No	4095.15	3561
SGX	XIN0I	FTSE CHINA H50	FCH	2801.46	2435.94	4002.08	3479.92	USD	No	4002.08	3479.92
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1196	N/A	1196	1040	USD	No	1196	1040
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1409.21	N/A	1409.21	1225.13	USD	No	1409.21	1225.13
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1476.46	N/A	1476.46	1283.75	USD	No	1476.46	1283.75
SGX	INR	UNITED STATES DOLLAR	INR	10342.24	N/A	10342.24	8993.25	USD	No	10342.24	8993.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10354.89	N/A	10354.89	9004.25	USD	No	10354.89	9004.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2554.61	N/A	2554.61	2221.40	USD	No	2554.61	2221.40
SGX	SGB	SGX MINI JGB INDEX	JB	340162.34	N/A	340162.34	295793.34	JPY	No	347331.67	302027.02
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	332461.41	N/A	332461.41	289096.88	JPY	No	340520.20	296104.52
SGX	KRW	KOREAN WON	KRW	9770.69	N/A	9770.69	8496.25	USD	No	9770.69	8496.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1954.14	N/A	1954.14	1699.25	USD	No	1954.14	1699.25
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.503	350.003	575.005	500.004	USD	No	575.005	500.004
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6091.49	N/A	6091.49	5296.95	CNH	No	6091.49	5296.95
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1848050	N/A	1848050	1607000	JPY	No	1848050	1607000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2117.15	1841.00	3024.50	2630.00	USD	No	3024.50	2630.00
SGX	SGXNK	SGX: NIKKEI 225	NK	1374333.47	1195072.59	1963333.54	1707246.55	JPY	Yes	1963333.54	1707246.55
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	274866.69	239014.52	392666.71	341449.31	JPY	No	392666.71	341449.31
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	65977.08	N/A	65977.08	57371.38	USD	No	65977.08	57371.38
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1781.67	1549.27	2545.24	2213.25	SGD	Yes²	2545.24	2213.25
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7098.57	N/A	7098.57	6172.67	SGD	No	7131.20	6201.04
SGX	STI	SGX STRAITS TIMES INDEX	ST	5632.56	N/A	5632.56	4897.88	SGD	No	5632.56	4897.88
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2569.96	N/A	2569.96	2234.75	USD	No	2569.96	2234.75
SGX	TSR20	SICOM RUBBER	TF	701.504	N/A	701.504	610.004	USD	No	701.504	610.004
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	32788.53	N/A	32788.53	28511.76	JPY	No	32789.03	28511.76
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1838.20	N/A	1838.20	1598.38	USD	No	1838.20	1598.38
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7709.89	N/A	7709.89	6704.25	USD	No	7709.89	6704.25
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.03	3500.03	5750.05	5000.04	USD	No	5750.05	5000.04
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24365.97	N/A	24365.97	21187.80	CNH	Yes	24365.97	21187.80
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9292030.44	N/A	9292030.44	8080026.47	JPY	No	9429310.68	8199398.42
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1774.59	N/A	1774.59	1543.12	SGD	No	1782.75	1550.21
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1858406.09	N/A	1858406.09	1616005.29	JPY	No	1885862.14	1639879.68
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1243.32	N/A	1243.32	1081.15	SGD	No	1275.96	1081.15
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5148.63	N/A	5148.63	4477.07	SGD	No	5284.77	4477.07
SGX	G13	GENTING SINGAPORE LTD	YGEN	634.61	N/A	634.61	551.835	SGD	No	648.51	551.835
SGX	BN4	KEPPEL LTD	YKEP	5258.20	N/A	5258.20	4572.34	SGD	No	5335.51	4572.35
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6544.69	N/A	6544.69	5691.03	SGD	No	6674.90	5691.03
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4014.88	N/A	4014.88	3491.20	SGD	No	4094.55	3491.20
SGX	Y92	THAI BEVERAGE PCL	YTBE	802.976	N/A	802.976	698.24	SGD	No	817.907	698.24
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5950.66	N/A	5950.66	5174.48	SGD	No	6097.22	5174.48
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2667.95	N/A	2667.95	2319.96	SGD	No	2724.34	2319.95
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30575.66	N/A	30575.66	6927.34	SGD	No	8103.15	6927.34
SGX	HINDUNILV	HINDUSTAN UNILEVER LTD	ZHUV	4247.30	N/A	4247.30	3693.30	USD	No	4247.29	3693.30
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	359.253	N/A	359.253	310.675	USD	No	357.276	310.675

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	12750.395	11087.30	18214.85	15839	AUD	Yes	18214.85	15839
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	642.852	N/A	642.852	559	AUD	No	642.85	559
SNFE	IR	90 DAY BILLS	IR	2227.79	N/A	2227.79	1937.21	AUD	No	2227.79	1937.21
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.50	N/A	3062.50	2663.04	AUD	No	3062.53	2663.04
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.65	N/A	1254.65	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