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	8430.24	N/A	8430.24	7330.64	EUR	Yes²	8430.24	7330.64

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	9950	N/A	9950	8500	MYR	No	9775	8500
BURSAMY	FBMKLCI	FKLI	FKLI	3762.53	2800.02	5375.04	4000.02	MYR	No	4600.04	4000.02

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	603.853	N/A	603.853	525	USD	No	603.853	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	982.755	N/A	982.755	854.57	USD	No	982.755	854.57
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	682.94	N/A	682.94	593.861	USD	No	682.94	593.861
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2531.75	N/A	2531.75	2201.52	USD	No	2531.75	2201.52
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	715.318	N/A	715.318	621.953	USD	No	715.318	621.953
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1598.61	N/A	1598.61	1388.62	USD	No	1598.61	1388.62
CBOT	AC	ETHANOL -CME	EH	5635	N/A	5635	4900	USD	No	5635	4900
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	3300.50	N/A	3300.50	2868.05	USD	No	3300.50	2868.05
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	3559.40	N/A	3559.40	3093.97	USD	No	3559.40	3093.97
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3630.71	N/A	3630.71	3157.14	USD	Yes	3630.71	3157.14
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	563.987	N/A	563.987	490.175	USD	No	564.024	490.175
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1099.90	N/A	1099.90	956.112	USD	No	1099.92	956.112
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	864.57	751.80	1235.10	1074	USD	No	1224.81	1065.05
CBOT	MZC	MICRO CORN FUTURES	MZC	209.375	N/A	209.375	182.065	USD	No	209.375	182.065
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	279.668	N/A	279.668	243.189	USD	No	279.668	243.189
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	301.997	N/A	301.997	262.606	USD	No	301.997	262.606
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	304.017	N/A	304.017	264.363	USD	No	304.018	264.363
CBOT	MZW	MICRO WHEAT FUTURES	MZW	316.254	N/A	316.254	275.003	USD	No	316.254	275.003
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4203.02	N/A	4203.02	3654.56	USD	No	4833.48	4202.75
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4073.32	N/A	4073.32	3542.02	USD	No	4073.69	3542.02
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	7276.46	N/A	7276.46	6327.36	USD	Yes	7276.72	6327.36
CBOT	YC	MINI SIZED CORN FUTURES	XC	418.75	N/A	418.75	364.131	USD	No	418.75	364.131
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	599.921	N/A	599.921	521.671	USD	No	599.921	521.671
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	614.882	N/A	614.882	534.68	USD	No	614.882	534.68
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	62.7486	N/A	62.7486	54.5613	USD	No	62.7456	54.5613
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	150.117	N/A	150.117	130.534	USD	No	150.115	130.534
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	57.50	N/A	57.50	50	USD	No	57.50	50
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	143.75	N/A	143.75	125	USD	No	143.75	125
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	57.50	N/A	57.50	50	USD	No	57.50	50
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	8644.13	7516.63	12348.75	10738.05	USD	Yes	12248.075	10650.50
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2757.48	N/A	2757.48	2397.79	USD	No	2758.10	2397.79
CBOT	ZB	US TREASURY BOND	ZB	5652.61	N/A	5652.61	4915.09	USD	Yes	5652.36	4915.09
CBOT	ZC	CORN FUTURES	ZC	2093.75	N/A	2093.75	1820.65	USD	Yes	2093.75	1820.65
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1795.40	N/A	1795.40	1561.22	USD	Yes	1795.52	1561.22
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	2796.68	N/A	2796.68	2431.89	USD	Yes	2796.68	2431.89
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3019.97	N/A	3019.97	2626.06	USD	Yes	3019.97	2626.06
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2833.43	N/A	2833.43	2463.85	USD	Yes	2833.55	2463.85
CBOT	ZO	OAT FUTURES	ZO	5170.64	N/A	5170.64	4496.21	USD	Yes	5170.64	4496.21
CBOT	ZQ	30 DAY FED FUNDS	ZQ	414.008	N/A	414.008	360	USD	Yes²	414	360
CBOT	ZR	ROUGH RICE FUTURES	ZR	4154.57	N/A	4154.57	3612.63	USD	Yes	4154.57	3612.63
CBOT	ZS	SOYBEAN FUTURES	ZS	2999.61	N/A	2999.61	2608.35	USD	Yes	2999.61	2608.35
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1409.42	N/A	1409.42	1225.47	USD	Yes	1409.29	1225.47
CBOT	ZW	WHEAT FUTURES	ZW	3074.41	N/A	3074.41	2673.40	USD	Yes	3074.41	2673.40

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	3864.20	N/A	3864.20	3360.18	CAD	No	3864.21	3360.18
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1935.28	N/A	1935.28	1682.85	CAD	No	1935.28	1682.85
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	734.557	N/A	734.557	638.745	CAD	No	734.558	638.745
CDE	CRA	3 MONTH CORRA	CRA	500.388	N/A	500.388	435.12	CAD	No	500.388	435.12
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12929.98	11243.46	18471.40	16062.09	CAD	No	18471.40	16062.09
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	13002.22	N/A	13002.22	11306.28	CAD	No	13002.22	11306.28

CEDX

交易所 CEDX	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
CEDX	BCH20P	-	CH20F	12655.28	N/A	12655.28	11004.59	CHF	Yes	12655.28	11004.59
CEDX	BDE40G	-	DE40F	35488.40	N/A	35488.40	30859.48	EUR	Yes	35488.40	30859.48
CEDX	BES35P	-	ES35F	16895.52	N/A	16895.52	14691.75	EUR	Yes	16895.52	14691.75
CEDX	BEZ50P	-	EZ50F	7033.53	N/A	7033.53	6116.11	EUR	Yes	7033.53	6116.11
CEDX	BFR40P	-	FR40F	8936.57	N/A	8936.57	7770.93	EUR	Yes	8936.57	7770.93
CEDX	BIT40P	-	IT40F	12130.60	N/A	12130.60	10548.35	EUR	Yes	12130.60	10548.35
CEDX	BNL25P	-	NL25F	10031.22	N/A	10031.22	8722.80	EUR	Yes	10031.22	8722.80
CEDX	BNO25G	-	NO25F	12811.13	N/A	12811.13	11140.11	NOK	Yes	12811.13	11140.11
CEDX	BSE30P	-	SE30F	35034.43	N/A	35034.43	30464.73	SEK	Yes	35034.43	30464.73
CEDX	BUK100P	-	UK100F	6270.30	N/A	6270.30	5452.44	GBP	Yes	6270.30	5452.44

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	9669.92	N/A	9669.92	8406.75	USD	No	9669.92	8406.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	7972.10	N/A	7972.10	6930.75	USD	Yes	7972.11	6930.75
CFE	VIX	CBOE VOLATILITY INDEX	VX	10911.37	N/A	10911.37	9488.15	USD	Yes	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX13	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX14	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX16	10911.37	N/A	10911.37	9488.15	USD	No	24465.35	21274.22
CFE	VIX	CBOE VOLATILITY INDEX	VX17	10474.91	N/A	10474.91	9108.62	USD	No	23486.82	20423.32
CFE	VIX	CBOE VOLATILITY INDEX	VX18	9711.18	N/A	9711.18	8444.50	USD	No	22745.49	19778.69
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1091.14	N/A	1091.14	948.815	USD	No	2446.54	2127.42

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	2185.30	N/A	2185.30	1900.26	USD	Yes	2185.30	1900.26
CME	GBP	BRITISH POUND	6B	2300	N/A	2300	2000	USD	Yes	2300	2000
CME	CAD	CANADIAN DOLLAR	6C	1532.18	N/A	1532.18	1332.33	USD	Yes	1532.18	1332.33
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3671.33	N/A	3671.33	3192.46	USD	Yes	3671.33	3192.46
CME	JPY	JAPANESE YEN	6J	3795.03	N/A	3795.03	3300.03	USD	Yes	3795.03	3300.03
CME	BRE	BRAZILIAN REAL	6L	1781.48	N/A	1781.48	1295.625	USD	Yes²	1781.48	1295.625
CME	MXP	MEXICAN PESO	6M	1680.495	N/A	1680.495	1461.30	USD	Yes	1680.495	1461.30
CME	NZD	NEW ZEALAND DOLLAR	6N	2202.55	N/A	2202.55	1915.26	USD	Yes²	2202.55	1915.26
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28735.625	N/A	28735.625	24987.50	USD	Yes²	28735.625	24987.50
CME	CHF	SWISS FRANC	6S	4932.85	N/A	4932.85	4289.44	USD	Yes	4932.85	4289.44
CME	ZAR	SOUTH AFRICAN RAND	6Z	2193.82	N/A	2193.82	1907.50	USD	No	2193.82	1907.50
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12347.81	N/A	12347.81	10737.23	CAD	No	12347.81	10737.23
CME	AJY	AUSTRALIAN DOLLAR	AJY	2500491.19	N/A	2500491.19	2174340.16	JPY	No	2500491.19	2174340.16
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	953.463	N/A	953.463	829.098	USD	No	953.463	829.098
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	26261.21	N/A	26261.21	22835.83	USD	No	30200.39	26261.21
CME	BOS	BOSTON HOUSING INDEX	BOS	5111.75	N/A	5111.75	4445.00	USD	No	5111.75	4445.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	155064.22	N/A	155064.22	132912.19	USD	Yes	155064.22	132912.19
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	231782.50	N/A	231782.50	201550	EUR	No	278139	241860
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3808.42	N/A	3808.42	3311.67	USD	No	3808.42	3311.67
CME	CHI	CHICAGO HOUSING INDEX	CHI	3179.75	N/A	3179.75	2765.00	USD	No	3179.75	2765.00
CME	CLP	CHILEAN PESO	CHP	6323.77	N/A	6323.77	5498.93	USD	No	6333.77	5498.93
CME	CJY	CANADIAN DOLLAR	CJY	2715752.21	N/A	2715752.21	2361523.49	JPY	No	2715752.01	2361523.49
CME	CNH	UNITED STATES DOLLAR	CNH	25057.35	N/A	25057.35	21789	CNH	No	25057.35	21789
CME	CSC	CHEESE	CSC	5813.89	N/A	5813.89	5055.56	USD	No	5813.89	5055.56
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5177.88	N/A	5177.88	4502.50	USD	No	5177.88	4502.50
CME	CZK	CZECH KORUNA	CZK	17133.97	N/A	17133.97	14899.10	USD	Yes²	17133.97	14899.10
CME	DA	MILK CLASS III INDEX	DC	4987.50	N/A	4987.50	4336.90	USD	Yes	4987.51	4336.90
CME	DEN	DENVER HOUSING INDEX	DEN	4614.375	N/A	4614.375	4012.50	USD	No	4614.375	4012.50
CME	DY	CME DRY WHEY INDEX	DY	3635.98	N/A	3635.98	3161.72	USD	No	3635.98	3161.72
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1835.66	N/A	1835.66	1596.23	USD	No	1835.66	1596.23
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16937.74	N/A	16937.74	14705.04	AUD	No	16937.74	14705.04
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11991.23	N/A	11991.23	10418.49	CAD	No	11991.23	10418.49
CME	ECK	CZECH KORUNA	ECK	9187.58	N/A	9187.58	7989.20	EUR	No	9187.58	7989.20
CME	EHF	HUNGARIAN FORINT	EHF	7176.60	N/A	7176.60	6240.52	EUR	Yes²	7182.60	6240.52
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	16191.10	14078.70	23130.14	20112.43	USD	Yes²	26599.66	23129.30
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	198191	172340	283130	246200	JPY	No	258032.76	224370
CME	EPZ	POLISH ZLOTY	EPZ	7486.62	N/A	7486.62	6510.11	EUR	Yes²	7486.62	6510.11
CME	ES	E-MINI S&P 500	ES	12051.27	10955.70	17216.10	15651	USD	Yes	18725.54	17023.22
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24465.63	N/A	24465.63	21262.97	USD	No	28135.48	24452.41
CME	ESTR	EURO SHORT-TERM RATE	ESR	212.752	N/A	212.752	185	EUR	No	212.75	185
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	58245.78	N/A	58245.78	50648.51	EUR	No	66982.65	58245.78
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	60061.01	N/A	60061.01	52226.68	USD	Yes	72073.21	62672.01
CME	GSCI	S&P-GSCI INDEX	GD	14461.77	N/A	14461.77	12575.45	USD	No	14461.77	12575.45
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2572.98	N/A	2572.98	2237.37	USD	No	2572.98	2237.37
CME	GF	FEEDER CATTLE	GF	9424.26	N/A	9424.26	8195.01	USD	Yes	9424.26	8195.01
CME	NF	NON FAT DRY MILK INDEX	GNF	4654.71	N/A	4654.71	4047.57	USD	No	4654.71	4047.57
CME	HE	LEAN HOGS	HE	4467.92	N/A	4467.92	3885.14	USD	Yes	4467.92	3885.14
CME	HUF	HUNGARIAN FORINT	HUF	11060.77	N/A	11060.77	9618.06	USD	Yes²	11060.77	9618.06
CME	IBAA	BOVESPA INDEX - USD	IBV	37158.88	N/A	37158.88	32312.07	USD	No	32259.80	28052
CME	ILS	ISRAELI SHEKEL	ILS	35428.24	N/A	35428.24	30807.16	USD	Yes²	35428.24	30807.16
CME	J7	JAPANESE YEN	J7	1897.52	N/A	1897.52	1650.02	USD	No	1897.52	1650.02
CME	KRW	KOREAN WON	KRW	16701.61	N/A	16701.61	14522.25	USD	Yes²	10806.93	9396.75
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4378.63	N/A	4378.63	3807.50	USD	No	4378.63	3807.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	3369.34	N/A	3369.34	2929.83	USD	No	3369.34	2929.83
CME	LE	LIVE CATTLE	LE	4098.95	N/A	4098.95	3564.31	USD	Yes	4098.95	3564.31
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	650.682	565.81	929.545	808.30	USD	No	869.40	756
CME	M6A	AUSTRALIAN DOLLAR	M6A	218.53	N/A	218.53	190.026	USD	No	218.53	190.026
CME	M6B	BRITISH POUND	M6B	230	N/A	230	200	USD	No	230	200
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	367.133	N/A	367.133	319.246	USD	No	367.133	319.246
CME	MBT	MICRO BITCOIN	MBT	3101.28	N/A	3101.28	2658.24	USD	Yes	3101.28	2658.24
CME	MCD	CANADIAN DOLLAR	MCD	153.218	N/A	153.218	133.233	USD	No	153.218	133.233
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1205.12	1095.57	1721.60	1565.09	USD	Yes	1872.55	1702.32
CME	MET	MICRO ETHER	MET	120.121	N/A	120.121	104.453	USD	Yes	144.146	125.344
CME	MIA	MIAMI HOUSING INDEX	MIA	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	MIR	INDIAN RUPEE	MIR	1340.82	N/A	1340.82	1164.40	USD	No	1340.82	1164.40
CME	MNH	UNITED STATES DOLLAR	MNH	2500.76	N/A	2500.76	2160.75	CNH	No	2500.76	2160.75
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	99095.50	86170	141565	123100	JPY	No	129012.75	112185
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1419.10	N/A	1419.10	1234	USD	No	1516.76	1318.83
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2225.25	2022.89	3178.93	2889.85	USD	Yes	3496.71	3178.83
CME	MSF	SWISS FRANC	MSF	493.30	N/A	493.30	428.956	USD	No	493.314	428.969
CME	MSL	MICRO SOLANA	MSL	3996.25	N/A	3996.25	3475	USD	No	3996.25	3475
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	990794.27	861560.23	1415420.38	1230800.33	JPY	No	1290127.50	1121850
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	14188.51	N/A	14188.51	12337	USD	No	15167.67	13188.34
CME	NOK	NORWEGIAN KRONE	NOK	19490.96	N/A	19490.96	16936.06	USD	No	19490.96	16936.06
CME	NQ	E-MINI NASDAQ 100	NQ	22252.53	20228.93	31789.33	28898.47	USD	Yes	34967.15	31788.31
CME	NYM	NEW YORK HOUSING INDEX	NYM	4772.50	N/A	4772.50	4150	USD	No	4772.50	4150
CME	PJY	BRITISH POUND	PJY	3001248.90	N/A	3001248.90	2609515.55	JPY	No	3001248.52	2609515.55
CME	PLN	POLISH ZLOTY	PLN	16324.30	N/A	16324.30	14195.04	USD	Yes²	16324.30	14195.04
CME	PSF	BRITISH POUND	PSF	10777.53	N/A	10777.53	9371.76	CHF	No	10777.53	9371.76
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4279.52	N/A	4279.52	3720.42	CHF	No	4279.52	3720.42
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8013.775	N/A	8013.775	6968.50	USD	Yes²	8013.775	6968.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10459.25	N/A	10459.25	9094.62	EUR	Yes²	10458.81	9094.62
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6017.15	N/A	6017.15	5231.875	GBP	No	6017.15	5231.875
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	18292.76	N/A	18292.76	15893.76	USD	No	21036.68	18277.82
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	46786.08	N/A	46786.08	40666.08	USD	No	53803.99	46765.99
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10407.40	N/A	10407.40	9048.17	USD	No	11968.51	10405.40
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6506.82	5658.10	9295.45	8083	USD	Yes	8691.70	7558
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1249516.96	N/A	1249516.96	1086339.45	JPY	Yes²	1249517.09	1086339.45
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4479.25	N/A	4479.25	3895.00	USD	No	4479.25	3895.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6511.875	N/A	6511.875	5662.50	USD	No	6511.875	5662.50
CME	SEK	SWEDISH KRONA	SEK	22027.20	N/A	22027.20	19131.42	USD	No	22027.20	19131.42
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5117.50	N/A	5117.50	4450	USD	No	5117.50	4450
CME	SGX	SHORT GILT	SG	301731.76	N/A	301731.76	262375.44	USD	No	346991.51	301731.75
CME	SIR	INDIAN RUPEE	SIR	6699.73	N/A	6699.73	5822	USD	No	6699.73	5822
CME	SJY	SWISS FRANC	SJY	4558887.92	N/A	4558887.92	3964249.50	JPY	No	4558886.92	3964249.50
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	30684.33	N/A	30684.33	26682.02	USD	No	30684.33	26682.02
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	79925	N/A	79925	69500	USD	No	79925	69500
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1997.13	N/A	1997.13	1736.64	GBP	No	1997.14	1736.64
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	414.008	N/A	414.008	360	USD	No	414	360
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	243.476	N/A	243.476	211.718	USD	Yes	243.476	211.718
CME	SVX	SCHNEIDER ELECTRIC SE	SU	76053.18	N/A	76053.18	66133.20	USD	No	87461.17	76053.18
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1121.27	N/A	1121.27	974.869	USD	No	1121.26	974.869
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	10395.95	N/A	10395.95	9037.41	USD	No	11955.34	10393.02
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13508.10	N/A	13508.10	11743.15	USD	No	15534.31	13504.62
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	9899.38	N/A	9899.38	8607.49	USD	No	11384.29	9898.62
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	19415.89	N/A	19415.89	16868.87	USD	No	22328.27	19399.20
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	29577.61	N/A	29577.61	25709.45	USD	No	34014.26	29565.86
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	8206.23	N/A	8206.23	7133.82	USD	No	9437.16	8203.89
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4827.03	N/A	4827.03	4194.88	USD	No	5551.08	4824.12
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10875.79	N/A	10875.79	9455.90	USD	No	12507.15	10874.28
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	15421.59	N/A	15421.59	13406.20	USD	No	17734.83	15417.13
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	45099.58	N/A	45099.58	39190.18	USD	No	51864.52	45068.71
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12345.01	N/A	12345.01	10728.58	USD	No	14196.76	12337.86

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	185.438	N/A	185.438	161.251	USD	No	185.438	161.251
COMEX	ALI	ALUMINUM INDEX	ALI	6594.03	N/A	6594.03	5733.94	USD	No	6594.03	5733.94
COMEX	GC	GOLD	GC	18543.22	N/A	18543.22	16124.53	USD	Yes	18543.21	16124.53
COMEX	HG	COPPER INDEX	HG	11497.85	N/A	11497.85	9998.13	USD	Yes	11497.85	9998.13
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2669.48	N/A	2669.48	2321.18	USD	No	2669.48	2321.18
COMEX	MGC	E-MICRO GOLD	MGC	1836.38	N/A	1836.38	1596.85	USD	Yes	1836.38	1596.85
COMEX	MHG	MICRO COPPER	MHG	1149.79	N/A	1149.79	999.813	USD	No	1149.79	999.813
COMEX	QC	COMEX MINY COPPER	QC	5748.93	N/A	5748.93	4999.07	USD	No	5748.93	4999.07
COMEX	QI	COMEX MINY SILVER	QI	12607.95	N/A	12607.95	10963.44	USD	No	12607.95	10963.44
COMEX	QO	COMEX MINY GOLD	QO	9271.61	N/A	9271.61	8062.26	USD	No	9271.60	8062.26
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	37408.25	N/A	37408.25	32528.90	CNH	No	37408.24	32528.90
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	3799.82	N/A	3799.82	3304.19	USD	No	3799.82	3304.19
COMEX	SI	SILVER INDEX	SI	25215.91	N/A	25215.91	21926.875	USD	Yes	25215.91	21926.875
COMEX	SI	SILVER INDEX	SIL	5043.18	N/A	5043.18	4385.375	USD	No	5043.18	4385.375
COMEX	UX	URANIUM INDEX	UX	1832.21	N/A	1832.21	1593.23	USD	No	1832.21	1593.23

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	39410.50	N/A	39410.50	34270.00	EUR	No	39410.50	34270.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	13222.40	N/A	13222.40	11497.74	EUR	Yes	13222.40	11497.74

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	10747.32	N/A	10747.32	9345.50	CHF	No	12359.42	10747.32
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	7044756.01	6125874.79	10063937.155	8751249.70	KRW	Yes	10063937.155	8751249.70
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6886.08	N/A	6886.08	5981.61	EUR	No	7918.99	6878.86
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3187.10	N/A	3187.10	2771.39	EUR	Yes	3920.42	3409.06
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1062.75	N/A	1062.75	924.134	EUR	No	1247.15	1084.48
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	2553.83	N/A	2553.83	2220.72	USD	No	2936.90	2553.83
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1683040.84	N/A	1683040.84	1463500	KRW	No	3366081.69	2927000
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2645	N/A	2645	2300	EUR	No	2645	2300
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	33893.32	29472.45	48419.025	42103.50	EUR	Yes	46474.09	40412.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9036.70	N/A	9036.70	7858.00	EUR	Yes²	9457.80	8224.18
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6778.66	5894.49	9683.805	8420.70	EUR	No	9294.82	8082.45
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1355.73	1178.90	1936.76	1684.14	EUR	Yes	1858.96	1616.49
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	241.374	N/A	241.374	209.89	EUR	No	242.695	211.04
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3016.36	2622.90	4309.09	3747	EUR	Yes²	4309.09	3747
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4332.50	N/A	4332.50	3761.45	EUR	Yes²	4982.37	4325.66
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	881.079	766.156	1258.68	1094.51	EUR	Yes	1121.52	975.23
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6024.91	N/A	6024.91	5239.06	EUR	Yes²	6495.97	5648.67
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1631.07	N/A	1631.07	1416.98	EUR	Yes²	1642.77	1427.15
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3742.45	N/A	3742.45	3254.31	EUR	Yes²	3050.01	2652.19
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7029.89	N/A	7029.89	6112.95	EUR	Yes²	7584.96	6595.62
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2453.53	N/A	2453.53	2133.50	EUR	Yes²	2786.01	2422.62
EUREX	ESI	EURO STOXX INSURANCE	FESI	3004.32	N/A	3004.32	2611.65	EUR	Yes²	2600.47	2260.58
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1514.54	N/A	1514.54	1316.99	EUR	Yes²	1341.75	1166.74
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3458.83	N/A	3458.83	3007.68	EUR	Yes²	3445.70	2996.265
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1340.98	N/A	1340.98	1166.07	EUR	Yes²	1512.19	1314.95
EUREX	SXRE	EURO STOXX RETAIL	FESR	4013.69	N/A	4013.69	3490.16	EUR	Yes²	4680.37	4069.88
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1173.66	N/A	1173.66	1019.33	EUR	Yes²	1136.05	986.663
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1049.66	N/A	1049.66	911.50	EUR	Yes²	1083.69	941.053
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1499.22	N/A	1499.22	1303.29	EUR	Yes	1398.06	1215.35
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	961.207	N/A	961.207	835.832	EUR	Yes²	1105.39	961.207
EUREX	ESTX50	EURO STOXX50	FESX	3012.36	2619.44	4303.37	3742.06	EUR	Yes	4888.44	4250.82
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17334.36	N/A	17334.36	15073.36	EUR	Yes²	19934.52	17334.36
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5204.79	N/A	5204.79	4525.90	EUR	Yes²	5985.50	5204.79
EUREX	EU3	THREE MONTH EURIBOR	FEU3	420.127	N/A	420.127	365.327	EUR	Yes	420.127	365.327
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2667.77	2319.80	3811.10	3314.00	EUR	Yes	3811.10	3314.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9792.38	N/A	9792.38	8515.11	EUR	Yes²	11261.24	9792.38
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2681.99	N/A	2681.99	2332.16	EUR	Yes	3084.29	2681.99
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1562.27	N/A	1562.27	1358.50	EUR	Yes	1796.62	1562.27
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	594.865	N/A	594.865	517.274	EUR	Yes	684.095	594.865
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	7037.43	N/A	7037.43	6119.51	EUR	Yes	8093.05	7037.43
EUREX	DJESL	EURO STOXX LARGE	FLCE	2323.81	N/A	2323.81	2018.90	EUR	No	2302.14	2000.07
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2204.73	N/A	2204.73	1914.92	EUR	No	1926.47	1673.24
EUREX	DJESM	EURO STOXX MID	FMCE	2154.55	N/A	2154.55	1872.92	EUR	No	2060.02	1790.74
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1835.01	1595.58	2621.44	2279.40	USD	No	3250.64	2826.50
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2289.31	N/A	2289.31	1990.01	EUR	Yes²	2007.92	1745.41
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	3811.77	3314.56	5445.39	4735.08	USD	No	5157.40	4484.66
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7712.02	N/A	7712.02	6704.81	USD	No	8868.82	7710.54
EUREX	MXEU	MSCI EUROPE	FMEP	1564.49	N/A	1564.49	1359.84	EUR	No	1799.17	1563.82
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2804.44	N/A	2804.44	2438.44	EUR	No	2303.17	2002.59
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7550.47	6565.22	10786.38	9378.89	USD	No	9864.04	8576.90
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6103.85	N/A	6103.85	5307.31	USD	No	6444.66	5603.65
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1404000.56	1220870.05	2005715.09	1744100.08	KRW	No	2005715.17	1744100.08
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	9109.73	N/A	9109.73	7919.94	USD	No	10476.19	9107.93
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2620.55	2278.67	3743.64	3255.24	EUR	No	3288.23	2859.24
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6160.57	5356.90	8800.81	7652.72	USD	No	9110.28	7921.81
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6096.91	N/A	6096.91	5298.90	USD	No	7011.45	6093.73
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2749.99	N/A	2749.99	2391.30	EUR	No	3162.49	2749.99
EUREX	DJESS	EURO STOXX SMALL	FSCE	1333.95	N/A	1333.95	1159.70	EUR	No	1326.44	1153.17
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1475.32	N/A	1475.32	1282.78	EUR	No	1394.96	1212.90
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	996.297	866.285	1423.28	1237.55	EUR	No	1134.30	986.278
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3452.98	N/A	3452.98	3002.59	CHF	Yes²	3970.92	3452.98
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8942.40	N/A	8942.40	7776.00	CHF	No	8942.40	7776.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5910.00	5139.13	8442.86	7341.62	CHF	Yes	8066.08	7013.98
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3670.37	N/A	3670.37	3188.31	CHF	Yes²	4220.93	3666.55
EUREX	SMI	SWISS MARKET INDEX	FSMS	591.00	513.913	844.286	734.162	CHF	No	806.608	701.398
EUREX	MDAX	MIDCAP DAX	FSMX	1973.85	1716.20	2819.78	2451.72	EUR	No	2391.06	2078.96
EUREX	ST3	THREE MONTH ESTR	FST3	157.687	N/A	157.687	137.119	EUR	No	181.341	157.687
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2920.15	N/A	2920.15	2539.005	EUR	Yes²	3266.63	2840.26
EUREX	SX7P	STOXX 600 BANKS	FSTB	1180.16	1026.14	1685.94	1465.92	EUR	Yes	1433.21	1246.18
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4985.80	N/A	4985.80	4329.71	EUR	Yes²	4857.76	4218.53
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1187.45	1032.51	1696.36	1475.02	EUR	Yes	1629.94	1417.26
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4817.35	N/A	4817.35	4184.80	EUR	Yes²	3840.32	3336.06
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4508.89	N/A	4508.89	3918.67	EUR	Yes²	4575.88	3976.89
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3221.76	N/A	3221.76	2800.96	EUR	Yes²	3201.51	2783.35
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2806.54	N/A	2806.54	2439.79	EUR	Yes²	2412.13	2096.92
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	633.459	N/A	633.459	550.783	EUR	No	728.477	633.401
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1587.14	N/A	1587.14	1376.68	EUR	Yes²	1560.76	1353.80
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3629.07	N/A	3629.07	3153.52	EUR	Yes²	3455.31	3002.52
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1912.36	N/A	1912.36	1662.00	EUR	Yes²	2009.99	1746.85
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1605.31	N/A	1605.31	1393.45	EUR	Yes²	1846.11	1602.47
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3696.30	N/A	3696.30	3213.84	EUR	Yes	3607.11	3136.29
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	722.603	N/A	722.603	628.25	EUR	Yes²	802.777	697.955
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1020.54	887.338	1457.91	1267.63	EUR	Yes	1467.00	1275.53
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1126.03	N/A	1126.03	978.435	EUR	Yes²	1204.08	1046.26
EUREX	STX	STOXX50	FSTX	3460.01	N/A	3460.01	3007.70	EUR	Yes²	3010.27	2616.75
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6527.12	N/A	6527.12	5672.77	EUR	Yes²	7506.18	6523.68
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3456.03	N/A	3456.03	2998.24	EUR	Yes²	3660.74	3175.83
EUREX	ESTX50	EURO STOXX50	FSXE	301.236	261.944	430.337	374.206	EUR	No	488.844	425.082
EUREX	TDX	TECDAX	FTDX	8740.08	N/A	8740.08	7600.07	EUR	Yes²	10051.09	8740.08
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1083.875	N/A	1083.875	942.50	EUR	Yes	2455.25	2135
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2227.56	N/A	2227.56	1935.955	EUR	No	2122.47	1844.62
EUREX	DJ600	STOXX 600 INDEX	FXXP	1458.23	1268.03	2083.19	1811.47	EUR	Yes	2199.69	1912.77

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	8901.81	N/A	8901.81	7740.70	EUR	No	8901.81	7740.70
FTA	EOE	AMS EOE INDEX	FTI	11822.93	10280.81	16889.90	14686.87	EUR	Yes	12551.59	10914.43
FTA	EOE	AMS EOE INDEX	MFA	1182.29	1028.08	1688.99	1468.69	EUR	No	1255.16	1091.44

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	63951.36	N/A	63951.36	55609.87	HKD	No	63951.36	55609.87
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24961.785	N/A	24961.785	21705.90	CNH	Yes	24961.785	21705.90
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3212.64	N/A	3212.64	2793.60	HKD	No	3212.64	2793.60
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9281.31	N/A	9281.31	8070.70	HKD	No	9281.31	8070.70
HKFE	GDR	CNH GOLD FUTURES	GDR	98249.81	N/A	98249.81	85434.61	CNH	No	98249.80	85434.61
HKFE	GDU	USD GOLD FUTURES	GDU	15462.35	N/A	15462.35	13445.52	USD	No	15462.36	13445.52
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42127.26	36632.40	60181.80	52332	HKD	Yes	60181.80	52332
HKFE	HSI	HANG SENG STOCK INDEX	HSI	85330.95	74200.83	121901.36	106001.18	HKD	Yes	121901.36	106001.18
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	30850.73	26826.72	44072.47	38323.89	HKD	Yes	44072.47	38323.89
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	2982.24	2593.25	4260.34	3704.64	USD	No	4260.34	3704.64
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8425.45	7326.48	12036.36	10466.40	HKD	Yes	12036.36	10466.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	4999.98	N/A	4999.98	4341.60	CNH	No	4999.98	4341.60
HKFE	MHI	MINI HANG SENG INDEX	MHI	17066.19	14840.17	24380.27	21200.24	HKD	Yes	24380.27	21200.24
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2134.86	N/A	2134.86	1856.40	USD	No	2134.86	1856.40
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3144.92	N/A	3144.92	2734.48	USD	No	3144.92	2734.48
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	6964.43	N/A	6964.43	6055.56	USD	No	6964.43	6055.56
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	64543.75	N/A	64543.75	56125	HKD	No	110768	96320

Intercontinental Exchange (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	292.847	N/A	292.847	254.65	EUR	No	292.852	254.65
ICEEU	SG	GENERALI	G	3522.05	N/A	3522.05	3062.66	GBP	No	3522.06	3062.66
ICEEU	H	MEDIUM GILT	H	6171.97	N/A	6171.97	5366.93	GBP	No	6171.98	5366.93
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	485.51	N/A	485.51	422.183	EUR	Yes	485.517	422.183
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5882.67	N/A	5882.67	5114.25	USD	No	5882.67	5114.25
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3869.96	N/A	3869.96	3365.18	EUR	No	3869.96	3365.18
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7477.41	N/A	7477.41	6502.10	EUR	No	7477.41	6502.10
ICEEU	R	LONG GILT	R	4085.57	N/A	4085.57	3552.66	GBP	No	4085.56	3552.66
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	402.894	N/A	402.894	350.342	GBP	Yes	402.901	350.342
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	819.75	N/A	819.75	712.822	GBP	No	819.745	712.822
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1707.69	N/A	1707.69	1484.95	EUR	No	1707.69	1484.95
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	702.684	N/A	702.684	611	GBP	No	702.684	611
ICEEU	Y	FTSE 250 INDEX	Y2	3837.15	N/A	3837.15	3336.29	GBP	No	3837.15	3336.29
ICEEU	Z	FTSE 100 INDEX	Z	4328.45	3763.86	6183.49	5376.95	GBP	Yes	6183.49	5376.95

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	13892	N/A	13892	12080	GBP	No	13892	12080
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7762.50	N/A	7762.50	6750	USD	No	7762.50	6750
ICEEUSOFT	T	WHEAT	T	2671.43	N/A	2671.43	2320.22	GBP	No	2671.43	2320.22
ICEEUSOFT	W	WHITE SUGAR	W	2565.31	N/A	2565.31	2230.70	USD	No	2565.31	2230.70

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	6555.90	N/A	6555.90	5700.78	USD	No	6555.90	5700.78
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23339250.14	N/A	23339250.14	20295000.125	JPY	No	23339250.27	20295000.125
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9600.90	N/A	9600.90	8334.98	USD	No	9600.90	8334.98
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	14139.31	N/A	14139.31	12295.05	CAD	No	14139.31	12295.05
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6016.66	N/A	6016.66	5231.875	GBP	No	6016.66	5231.875
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19075.51	N/A	19075.51	16587.40	AUD	No	19075.51	16587.40
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7323.95	N/A	7323.95	6368.65	CHF	No	7323.95	6368.65
ICEUS	ZY	SWISS FRANC	KZY	4558887.92	N/A	4558887.92	3964249.50	JPY	No	4558886.92	3964249.50
ICEUS	MP	BRITISH POUND	MP	6264.54	N/A	6264.54	5447.42	USD	No	6264.54	5447.42
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11260.62	N/A	11260.62	9791.84	CHF	No	11260.62	9791.84
ICEUS	SY	JAPANESE YEN	SY	3126013.96	N/A	3126013.96	2718272.69	JPY	No	3126013.59	2718272.69

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	1357	N/A	1357	1180	EUR	No	1357	1180
IDEM	FTMIB	FTSE MIB INDEX	FIB	18932.22	16462.71	27046.03	23518.16	EUR	Yes	27046.03	23518.16
IDEM	FTMIB	FTSE MIB INDEX	MICR	757.285	658.509	1081.84	940.7265	EUR	No	1081.84	940.7265
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3786.42	3292.54	5409.18	4703.63	EUR	No	5409.18	4703.63
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1027.92	N/A	1027.92	893.844	EUR	No	1027.92	893.844

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	21300.03	N/A	21300.03	18521.76	USD	No	21300.02	18521.76
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
IPE	HOIL	ICE HEATING OIL	HOIL	24527.16	N/A	24527.16	19621.73	USD	No	24527.16	19621.73
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	26202.57	N/A	26202.57	22784.84	USD	No	26202.57	22784.84
IPE	NGF	ICE UK NATURAL GAS	NGF	7036.95	N/A	7036.95	6119.09	GBP	No	30699.30	6119.09
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	20822.48	N/A	20822.48	16657.98	USD	No	20822.48	16657.98
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15908.43	N/A	15908.43	12726.74	USD	Yes	15908.425	12726.74

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	7044758.11	6125874.79	10063940.16	8751249.70	KRW	Yes	10063937.155	8751249.70
KSE	K200M	MINI KOSPI200 INDEX	05	1404000.56	1220870.05	2005715.09	1744100.08	KRW	Yes	2005715.52	1744100.08
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1084748.26	826560.03	1549640.375	1180800.05	KRW	No	1549640.375	1180800.05
KSE	005930	HANG SENG BANK LTD	11	176810.15	N/A	176810.15	153747.96	KRW	No	177801.99	153747.96
KSE	017670	HENDERSON LAND DEVELOPMENT	12	160684.14	N/A	160684.14	139725.34	KRW	No	161585.52	139725.34
KSE	005490	POSCO HOLDINGS INC	13	884050.73	N/A	884050.73	768739.77	KRW	No	984009.91	768739.77
KSE	030200	KTCORPORATION	14	143406.28	N/A	143406.28	124701.11	KRW	No	147710.73	124701.11
KSE	015760	KOREA ELECTRIC POWER CORP	15	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	005380	SUN HUNG KAI PROPERTIES	16	639281.00	N/A	639281.00	555896.52	KRW	No	742867.14	555896.52
KSE	016360	NEW WORLD DEVELOPMENT	17	134335.40	N/A	134335.40	116813.39	KRW	No	146588.97	116813.39
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	139662.74	N/A	139662.74	121445.86	KRW	No	141446.20	121445.86
KSE	000270	SWIRE PACIFIC LTD - CL A	19	291995.92	N/A	291995.92	253909.49	KRW	No	328633.89	253909.49
KSE	012330	HYUNDAI MOBIS CO LTD	20	822138.41	N/A	822138.41	714902.97	KRW	No	891750.31	714902.97
KSE	006400	SAMSUNG SDI CO LTD	22	600405.79	N/A	600405.79	522091.99	KRW	No	673773.86	522091.99
KSE	009150	BANK OF EAST ASIA LTD	23	400846.47	N/A	400846.47	348562.15	KRW	No	421095.05	348562.15
KSE	066570	LG ELECTRONICS INC	24	242753.99	N/A	242753.99	211090.43	KRW	No	266115.76	211090.43
KSE	036460	KOREA GAS CORPORATION	28	104531.08	N/A	104531.08	90896.59	KRW	No	108117.46	90896.59
KSE	004020	HYUNDAI STEEL CO	32	84266.25	N/A	84266.25	73275	KRW	No	87700.07	73275
KSE	003550	LG CORP	34	193512.09	N/A	193512.09	168271.39	KRW	No	196597.62	168271.39
KSE	078930	GS HOLDINGS	35	109592.32	N/A	109592.32	92774.62	KRW	No	106690.81	92774.62
KSE	033780	KT & G CORPORATION	36	303635.40	N/A	303635.40	250654.24	KRW	No	288252.37	250654.24
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	597526.16	N/A	597526.16	519587.97	KRW	No	713878.04	519587.97
KSE	086790	HANA FINANCIAL GROUP	40	178537.94	N/A	178537.94	155250.38	KRW	No	185539.46	155250.38
KSE	096770	SK INNOVATION CO LTD	41	357078.73	N/A	357078.73	310503.24	KRW	No	399091.74	310503.24
KSE	001040	CJ CORP	42	355642.49	N/A	355642.49	309254.34	KRW	No	412659.83	309254.34
KSE	034220	LG DISPLAY CO LTD	45	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	105560	KB FINANCIAL GROUP INC	46	235554.90	N/A	235554.90	204830.35	KRW	No	251876.26	204830.35
KSE	051910	LG CHEM LTD	47	780383.53	N/A	780383.53	678594.375	KRW	No	804761.20	678594.375
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000660	SK HYNIX INC	50	658260	N/A	658260	535864.22	KRW	No	679700.74	535864.22
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	139480	E-MART INC	54	231938.29	N/A	231938.29	201074.28	KRW	No	231235.42	201074.28
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	116182.79	N/A	116182.79	100286.74	KRW	No	115329.75	100286.74
KSE	035420	NAVER CORP	56	587447.40	N/A	587447.40	510823.83	KRW	No	649742.75	510823.83
KSE	003490	KOREAN AIR LINES CO LTD	57	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	927681	N/A	927681	618454	KRW	No	927681	618454
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3092589	N/A	3092589	2332908.36	KRW	No	3092589	2332908.36
KSE	KWY	UNITED STATES DOLLAR	75	1683025	N/A	1683025	1463500	KRW	No	3366050	2927000
KSE	032640	LG UPLUS CORP	B0	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	010950	S-OILCORPORATION	B2	166509.75	N/A	166509.75	144733.42	KRW	No	166443.43	144733.42
KSE	010130	KOREA ZINC CO LTD	B3	4052370	N/A	4052370	2701580	KRW	No	4052370	2701580
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	001680	DAESANG CORPORATION	B6	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	047050	POSCO INTERNATIONAL CORP	B7	150461.41	N/A	150461.41	130836.01	KRW	No	156805.44	130836.01
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	023530	BARLEY FUTURES	BA	183668.48	N/A	183668.48	150993.52	KRW	No	173642.54	150993.52
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	226140.22	N/A	226140.22	168020.98	KRW	No	193224.12	168020.98
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	256392.26	N/A	256392.26	211090.43	KRW	No	242753.99	211090.43
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	029780	SAMSUNG CARD CO	BG	118353.37	N/A	118353.37	102915.98	KRW	No	123517.29	102915.98
KSE	036570	NCSOFTCORPORATION	BJ	465926.41	N/A	465926.41	405153.40	KRW	No	476540.09	405153.40
KSE	000080	HITE JINRO CO LTD	BK	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	219140.92	N/A	219140.92	190557.32	KRW	No	231370.22	190557.32
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	226052.60	N/A	226052.60	196567.48	KRW	No	242322.53	196567.48
KSE	000720	DANONE	BN	101147.24	N/A	101147.24	86264.12	KRW	No	99203.74	86264.12
KSE	011210	HYUNDAI WIA CORP	BP	139662.74	N/A	139662.74	121445.86	KRW	No	154446.20	121445.86
KSE	008770	HOTEL SHILLA CO LTD	BQ	120971.37	N/A	120971.37	101413.55	KRW	No	116625.59	101413.55
KSE	035250	KANGWON LAND, INC.	BS	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	138930	BNK FINANCIAL GROUP INC	BT	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	139130	DGB FINANCIAL GROUP INC	BV	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	001120	LX INTERNATIONAL CORP	BX	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011070	LG INNOTEK CO LTD	BY	497343.33	N/A	497343.33	432472.46	KRW	No	508233.23	432472.46
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	034730	SK INC	C1	384438.40	N/A	384438.40	334294.26	KRW	No	394615.44	334294.26
KSE	001740	SK NETWORKS CO LTD	C2	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	369068.39	N/A	369068.39	308747.93	KRW	No	355060.12	308747.93
KSE	018260	SAMSUNG SDS CO LTD	C5	349876.76	N/A	349876.76	304240.66	KRW	No	357839.43	304240.66
KSE	090430	AMOREPACIFIC CORP	C6	307258.03	N/A	307258.03	267180.90	KRW	No	349981.62	267180.90
KSE	030000	CHEIL WORLDWIDE INC	C7	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	028260	SAMSUNG C&T CORP	C8	357939.77	N/A	357939.77	311251.97	KRW	No	363947.68	311251.97
KSE	000880	HANWHA CORPORATION	C9	129465	N/A	129465	107047.65	KRW	No	153295.36	107047.65
KSE	088350	CARREFOUR SA	CA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	086280	COCOA NYBOT	CC	357939.77	N/A	357939.77	311251.97	KRW	No	416947.68	311251.97
KSE	010620	HD HYUNDAI MIPO	CD	311163	N/A	311163	261922.42	KRW	No	333900.45	261922.42
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	035720	KAKAO CORP	CF	123536.74	N/A	123536.74	107423.25	KRW	No	140729.73	107423.25
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	069080	WEBZEN INC	CK	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	022100	POSCO DX CO LTD	CN	84266.25	N/A	84266.25	73275	KRW	No	95383.43	73275
KSE	068270	CELLTRION INC	CP	533886.02	N/A	533886.02	464248.71	KRW	No	578880.92	464248.71
KSE	122870	YG ENTERTAINMENT INC	CQ	192272.28	N/A	192272.28	163764.11	KRW	No	188328.73	163764.11
KSE	051900	LG H&H	CR	965612.22	N/A	965612.22	805048.36	KRW	No	925805.61	805048.36
KSE	002790	AXA SA	CS	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000810	COTTON NO. 2	CT	1035232.07	N/A	1035232.07	900201.80	KRW	No	1046039.33	900201.80
KSE	008930	HANMI SCIENCE CO LTD	CV	84266.25	N/A	84266.25	73275	KRW	No	85306.29	73275
KSE	021240	COWAY CO LTD	CW	258841.77	N/A	258841.77	219353.77	KRW	No	252256.83	219353.77
KSE	128940	HANMI PHARM CO LTD	CX	699753.53	N/A	699753.53	608481.33	KRW	No	753678.85	608481.33
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	282205.13	N/A	282205.13	245395.76	KRW	No	350788.19	245395.76
KSE	097950	CJ CHEILJEDANG CORP.	D1	741508.37	N/A	741508.37	644789.88	KRW	No	750667.95	644789.88
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	126704.34	N/A	126704.34	110177.69	KRW	No	128915.11	110177.69
KSE	002380	KCC CORP	D3	786142.875	N/A	786142.875	683602.50	KRW	No	845552.80	683602.50
KSE	012750	S1 CORPORATION	D5	186117.99	N/A	186117.99	159256.85	KRW	No	183145.37	159256.85
KSE	000100	YUHAN CORPORATION	D6	350164.74	N/A	350164.74	304491.07	KRW	No	388129.03	304491.07
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	122240.89	N/A	122240.89	106296.43	KRW	No	128926.61	106296.43
KSE	069960	HYUNDAI DEPT STORE CO	D8	189058.48	N/A	189058.48	138225.10	KRW	No	158958.86	138225.10
KSE	004370	MILK CLASS III INDEX	DA	1224713.65	N/A	1224713.65	1014135.55	KRW	No	1166255.88	1014135.55
KSE	079550	LIG NEX1 CO LTD	DB	933750	N/A	933750	636025.74	KRW	No	933750	636025.74
KSE	204320	HL MANDO CO LTD	DC	121377.00	N/A	121377.00	105545.21	KRW	No	151057.88	105545.21
KSE	004170	SHINSEGAE INC	DD	422038.51	N/A	422038.51	353319.80	KRW	No	406317.78	353319.80
KSE	161890	KOLMAR KOREA CO LTD	DE	188690.69	N/A	188690.69	159757.65	KRW	No	183721.29	159757.65
KSE	111770	YOUNGONE CORP	DG	144270.17	N/A	144270.17	125452.32	KRW	No	148079.47	125452.32
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	283644.96	N/A	283644.96	246647.79	KRW	No	289236.09	246647.79
KSE	192820	COSMAX INC	DK	505665.51	N/A	505665.51	439709.14	KRW	No	566502.10	439709.14
KSE	039130	HANA TOUR SERVICE INC	DN	156076.72	N/A	156076.72	135718.89	KRW	No	157952.24	135718.89
KSE	086900	MEDY-TOX INC	DP	374641.70	N/A	374641.70	325775.39	KRW	No	377743.29	325775.39
KSE	078340	COM2US CORP	DR	131636.75	N/A	131636.75	110302.89	KRW	No	126848.32	110302.89
KSE	035760	CJ ENM CO LTD	DT	171655.16	N/A	171655.16	145735.04	KRW	No	167595.29	145735.04
KSE	056190	SFA ENGINEERING CORP	DV	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	241560	DOOSAN BOBCAT INC	DW	149170.08	N/A	149170.08	123449.09	KRW	No	141966.46	123449.09
KSE	017800	CME DRY WHEY INDEX	DY	176914.84	N/A	176914.84	135468.48	KRW	No	155788.75	135468.48
KSE	105630	HANSAE CO LTD	DZ	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	240810	WONIK IPS CO LTD	E0	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	091700	PARTRON CO LTD	E3	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	041510	SM ENTERTAINMENT CO LTD	E4	312729.36	N/A	312729.36	271938.57	KRW	No	320483.65	271938.57
KSE	251270	NETMARBLE CORP	E5	119217.27	N/A	119217.27	103667.19	KRW	No	119386.03	103667.19
KSE	003670	POSCO FUTURE M CO LTD	E8	398830.74	N/A	398830.74	346809.34	KRW	No	448067.99	346809.34
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	009420	HANALL BIOPHARMA CO LTD	EE	87696	N/A	87696	73618.73	KRW	No	91636.45	73618.73
KSE	035900	JYP ENTERTAINMENT CORP	EF	181705.55	N/A	181705.55	158004.82	KRW	No	185724.84	158004.82
KSE	028670	PAN OCEAN CO LTD	EH	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	552582	N/A	552582	368388	KRW	No	552582	368388
KSE	093370	FOOSUNG CO LTD	EL	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	375500	DL E&C CO LTD	ER	125623.43	N/A	125623.43	105044.41	KRW	No	120801.08	105044.41
KSE	207940	E-MINI S&P 500	ES	3086978.42	N/A	3086978.42	2684329.06	KRW	No	3234295.23	2684329.06
KSE	028050	SAMSUNG E&A CO LTD	ET	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	272210	HANWHA SYSTEMS CO LTD	EV	139941	N/A	139941	93294	KRW	No	139941	93294
KSE	293490	KAKAO GAMES CORP	EX	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	247540	ECOPRO BM CO LTD	EY	331092	N/A	331092	270936.95	KRW	No	331092	270936.95
KSE	253450	STUDIO DRAGON CORP	EZ	144747.22	N/A	144747.22	125702.72	KRW	No	144558.13	125702.72
KSE	278280	CHUNBO CO LTD	F0	105367.56	N/A	105367.56	88642.96	KRW	No	101939.40	88642.96
KSE	200130	KOLMAR BNH CO LTD	F1	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	036540	SFA SEMICON CO LTD	F2	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	060250	NHN KCP CORP	F3	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	882900	N/A	882900	588600	KRW	No	882900	588600
KSE	373220	LG ENERGY SOLUTION	F5	1036671.90	N/A	1036671.90	901453.83	KRW	No	1112487.23	901453.83
KSE	323410	KAKAOBANK CORP	F6	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	377300	KAKAO PAY CORP	F7	91354.50	N/A	91354.50	76122.77	KRW	No	91354.50	76122.77
KSE	259960	KRAFTON INC	F8	974759.59	N/A	974759.59	847617.03	KRW	No	990227.56	847617.03
KSE	302440	SK BIOSCIENCE CO LTD	F9	120513.10	N/A	120513.10	104794.00	KRW	No	120689.14	104794.00
KSE	011200	HMM CO LTD	FA	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84266.25	N/A	84266.25	73275	KRW	No	84266.25	73275
KSE	352820	HYBE CO LTD	FC	727964.69	N/A	727964.69	605977.30	KRW	No	696873.90	605977.30
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	891712.50	N/A	891712.50	721163.05	KRW	No	958989.79	721163.05
KSE	402340	SK SQUARE CO LTD	FE	324538.50	N/A	324538.50	249652.64	KRW	No	324538.50	249652.64
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	299770.95	N/A	299770.95	260670.39	KRW	No	321452.55	260670.39
KSE	383220	F&F CO LTD / NEW	FG	191695.14	N/A	191695.14	161510.48	KRW	No	185737.05	161510.48
KSE	267250	HD HYUNDAI	FH	217184.65	N/A	217184.65	185549.24	KRW	No	213381.62	185549.24
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	351023.94	N/A	351023.94	291219.67	KRW	No	334902.62	291219.67
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	374473.48	N/A	374473.48	299482.99	KRW	No	344405.44	299482.99
KSE	263750	PEARL ABYSS CORP	FL	90564.81	N/A	90564.81	78752.01	KRW	No	90572.84	78752.01
KSE	066970	L&F CO LTD	FM	204718.50	N/A	204718.50	176534.71	KRW	No	229153.74	176534.71
KSE	112040	WEMADE CO LTD	FN	107581.50	N/A	107581.50	76748.78	KRW	No	107581.50	76748.78
KSE	196170	ALTEOGEN INC	FP	1246080	N/A	1246080	881421.48	KRW	No	1246080	881421.48
KSE	058470	LEENO INDUSTRIAL INC	FQ	570169.55	N/A	570169.55	495799.61	KRW	No	584367.97	495799.61

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	4929.95	N/A	4929.95	4286.92	USD	No	4929.95	4286.92
LMEOTC	CA	CARREFOUR SA	CA	18411.34	N/A	18411.34	16009.67	USD	No	18411.35	16009.67
LMEOTC	PB	LEAD - LME	PB	5573.22	N/A	5573.22	4846.27	USD	No	5573.21	4846.27
LMEOTC	SNLME	TIN FUTURE	SN	38311.15	N/A	38311.15	33302.68	USD	No	38311.10	33302.68
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6860.61	N/A	6860.61	5965.75	USD	No	6860.61	5965.75

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	1076.38	N/A	1076.38	935.986	EUR	Yes	1593.49	1385.64
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2612.45	N/A	2612.45	2271.70	EUR	Yes	3216.10	2796.61
MATIF	EMA	CORN	EMA	1653.98	N/A	1653.98	1438.23	EUR	No	1950.81	1696.34

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	226.698	N/A	226.698	197.129	EUR	No	228.889	197.129
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	8050	7000	11500	10000	EUR	No	11500	10000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	805	700	1150	1000	EUR	Yes	1150	1000

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	11030.57	N/A	11030.57	9591.80	MXN	No	16425.49	14283.03
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30648.75	N/A	30648.75	26651.09	MXN	No	35246.06	30648.75
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	46030.99	N/A	46030.99	40015.44	MXN	Yes²	57693.00	50153.40
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	9208.51	N/A	9208.51	8003.09	MXN	No	11541.49	10030.68

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	4263.38	N/A	4263.38	3707.29	EUR	No	4263.38	3707.29
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3778.38	N/A	3778.38	3282.83	EUR	No	4345.13	3775.25
MONEP	CAC40	CAC 40	FCE	5515.40	4796.00	7879.14	6851.42	EUR	Yes	6452.42	5610.80
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	17232.36	N/A	17232.36	14984.66	EUR	No	17232.36	14984.66
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10939.19	N/A	10939.19	9512.33	EUR	No	10939.19	9512.33
MONEP	CAC40	CAC 40	MFC	551.54	479.60	787.914	685.142	EUR	No	645.242	561.08

National Stock Exchange of India (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	256554.3	N/A	256554.3	223090.8	INR	Yes	8504.17	7394.93
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10678.75	N/A	10678.75	9285.25	INR	No	10678.75	9285.25
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	269672	N/A	269672	234417.3	INR	Yes	4124.27	3586.33
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12798.41	N/A	12798.41	11128.00	INR	No	12798.41	11128.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6604.59	N/A	6604.59	5737.25	INR	No	7006.47	6086.35
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	216140.4	N/A	216140.4	187947.6	INR	Yes	1790.53	1556.98
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	252565.5	N/A	252565.5	219621.75	INR	Yes	3345.73	2909.33
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9886.84	N/A	9886.84	8597.25	INR	Yes	9886.84	8597.25

ICE Futures U.S. (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	165158.51	N/A	165158.51	143616.09	USD	No	189932.29	165158.51
NYBOT	CC	COCOA NYBOT	CC	13662	N/A	13662	11880	USD	Yes	13662	11880
NYBOT	CT	COTTON NO. 2	CT	3075.79	N/A	3075.79	2674.60	USD	Yes	3075.79	2674.60
NYBOT	DX	NYBOT US DOLLAR FX	DX	2436.71	N/A	2436.71	2118.87	USD	Yes	2436.70	2118.87
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	11789.96	N/A	11789.96	10250.83	USD	No	13558.45	11788.46
NYBOT	KC	COFFEE "C"	KC	21450.87	N/A	21450.87	18652.93	USD	Yes	21450.87	18652.93
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	9811.72	N/A	9811.72	8531.93	USD	Yes	9811.72	8531.93
NYBOT	RS	CANOLA	RS	1290.58	N/A	1290.58	1122.25	CAD	No	1290.58	1122.25
NYBOT	SB	SUGAR NO. 11	SB	2127.92	N/A	2127.92	1850.37	USD	Yes	2127.92	1850.37
NYBOT	SF	SUGAR #16 112000 LBS	SF	2869.78	N/A	2869.78	2493.99	USD	No	2869.78	2493.99

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	8589.67	N/A	8589.67	7469.28	USD	No	9878.12	8589.67
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	10034.20	N/A	10034.20	8725.39	USD	No	11539.33	10034.20
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8591.40	N/A	8591.40	7469.28	USD	No	9880.11	8589.67
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	2695.54	N/A	2695.54	2156.43	USD	No	2695.54	2156.43
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	858.967	N/A	858.967	746.928	USD	No	987.812	858.967
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2273.00	N/A	2273.00	1818.40	USD	No	2273.00	1818.40
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8589.67	N/A	8589.67	7469.28	USD	Yes	9878.12	8589.67
NYMEX	PA	PALLADIUM INDEX	PA	19627.53	N/A	19627.53	17067.00	USD	No	19627.52	17067.00
NYMEX	PL	PLATINUM INDEX	PL	5604.12	N/A	5604.12	4873.15	USD	No	5604.12	4873.15
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2147.48	N/A	2147.48	1867.32	USD	No	2469.61	2147.42
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.19	N/A	8125.19	6500	USD	No	8125.19	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	8829.66	N/A	8829.66	7677.96	USD	No	8829.66	7677.96

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	6058.84	N/A	6058.84	5267.41	USD	No	6967.66	6057.52
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8894.48	N/A	8894.48	7732.02	USD	No	10228.65	8891.82
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	10190.42	N/A	10190.42	8861.23	USD	No	11718.98	10190.42
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5464.54	4751.78	7806.49	6788.25	USD	No	8977.47	7806.49
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2368.82	2059.85	3384.03	2942.64	USD	No	3891.64	3384.03
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	64679.20	N/A	64679.20	56242.78	USD	No	74381.07	64679.20

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	24312.98	N/A	24312.98	21140.09	SEK	No	24312.98	21140.09
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17604.545	15308.30	25149.35	21869	SEK	Yes	25149.35	21869
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	975.925	N/A	975.925	848.63	SEK	No	6168.46	848.63

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	1996744.01	1736299.14	2852491.44	2480427.34	JPY	Yes	3280365.16	2852491.44
OSE.JPN	N225M	NIKKEI 225 MINI	225M	199674.40	173629.91	285249.14	248042.73	JPY	Yes	328036.52	285249.14
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	19967.44	17362.99	28524.91	24804.27	JPY	No	32803.65	28524.91
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	151652.97	N/A	151652.97	131864.60	JPY	No	174400.92	151644.29
OSE.JPN	TPXC30	TOPIX CORE30	C30	104822.26	N/A	104822.26	91149.79	JPY	No	120545.60	104822.26
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	473679.40	N/A	473679.40	411760.40	JPY	No	544731.31	473524.46
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1788237.60	N/A	1788237.60	1554989.22	JPY	Yes	2056473.25	1788237.60
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	178823.76	N/A	178823.76	155498.92	JPY	No	205647.32	178823.76
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	52940.00	N/A	52940.00	46030.60	JPY	No	60881.00	52935.19
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	124487.50	N/A	124487.50	108250	JPY	No	226688	197120
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	154399.96	N/A	154399.96	134213.15	JPY	No	177559.96	154345.12
OSE.JPN	TOPX	TOPIX INDEX	TPX	1246666.20	1084057.57	1780951.72	1548653.67	JPY	No	2048094.48	1780951.72
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	124666.62	108405.76	178095.17	154865.37	JPY	No	204809.45	178095.17

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	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15908.43	N/A	15908.43	12726.74	USD	No	15908.425	12726.74

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	13662	N/A	13662	11880	USD	No	13662	11880
QBALGOIUS	CT	COTTON NO. 2	CT	3075.79	N/A	3075.79	2674.60	USD	No	3075.79	2674.60
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2436.71	N/A	2436.71	2118.87	USD	No	2436.70	2118.87
QBALGOIUS	KC	COFFEE "C"	KC	21450.87	N/A	21450.87	18652.93	USD	No	21450.87	18652.93
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	9811.72	N/A	9811.72	8531.93	USD	No	9811.72	8531.93
QBALGOIUS	SB	SUGAR NO. 11	SB	2127.92	N/A	2127.92	1850.37	USD	No	2127.92	1850.37

Singapore Exchange (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	332260.92	N/A	332260.92	288922.50	JPY	No	332260.87	288922.50
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1533.97	N/A	1533.97	1333.89	USD	No	1533.97	1333.89
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1301.88	1132.07	1859.83	1617.24	USD	No	1859.83	1617.24
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3961.46	N/A	3961.46	3444.75	USD	No	3961.46	3444.75
SGX	XIN0I	FTSE CHINA H50	FCH	5017.09	N/A	5017.09	4361.93	USD	No	5017.09	4361.93
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173	N/A	1173	1020	USD	No	1173	1020
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2467.58	N/A	2467.58	2143.85	USD	No	2467.58	2143.85
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	491.603	N/A	491.603	427.367	USD	No	491.603	427.367
SGX	INR	UNITED STATES DOLLAR	INR	9867.29	N/A	9867.29	8580.25	USD	No	9867.29	8580.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9881.66	N/A	9881.66	8592.75	USD	No	9881.66	8592.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2675.59	N/A	2675.59	2326.60	USD	No	2675.59	2326.60
SGX	SGB	SGX MINI JGB INDEX	JB	317368.67	N/A	317368.67	275898.50	JPY	No	317368.27	275898.50
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	329383.79	N/A	329383.79	286420.69	JPY	No	329383.79	286420.69
SGX	KRW	KOREAN WON	KRW	9828.46	N/A	9828.46	8545	USD	No	9828.46	8545
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1965.35	N/A	1965.35	1709	USD	No	1965.35	1709
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6267.10	N/A	6267.10	5449.65	CNH	No	6267.10	5449.65
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1819990.09	N/A	1819990.09	1582599.98	JPY	No	1819989.97	1582599.98
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	1851.51	1610.01	2645.02	2300.02	USD	No	2645.02	2300.02
SGX	SGXNK	SGX: NIKKEI 225	NK	903693	785820	1290990	1122600	JPY	Yes	1290990	1122600
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	180738.60	157164	258198	224520	JPY	No	258198	224520
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	39544.72	N/A	39544.72	34386.71	USD	No	39544.72	34386.71
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1607.38	1397.73	2296.26	1996.75	SGD	Yes²	2296.26	1996.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5618.25	N/A	5618.25	4885.43	SGD	No	5618.25	4885.43
SGX	STI	SGX STRAITS TIMES INDEX	ST	4694.07	N/A	4694.07	4081.80	SGD	No	4694.07	4081.80
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2430.37	N/A	2430.37	2112.58	USD	No	2430.37	2112.58
SGX	TSR20	SICOM RUBBER	TF	828.00	N/A	828.00	720.00	USD	No	828.00	720.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	21850.78	N/A	21850.78	19000.68	JPY	No	21851.53	19000.68
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1720.39	N/A	1720.39	1495.91	USD	No	1720.39	1495.91
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7291.85	N/A	7291.85	6340.74	USD	No	7291.85	6340.74
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3622.50	3150	5175	4500	USD	No	5175	4500
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24966.615	N/A	24966.615	21710.10	CNH	Yes	24966.615	21710.10
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9713066.48	N/A	9713066.48	8446144.76	JPY	No	9713067.48	8446144.76
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1404.53	N/A	1404.53	1221.33	SGD	No	1404.51	1221.31
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1935072.19	N/A	1935072.19	1682671.26	JPY	No	1935071.73	1682671.07
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1270.59	N/A	1270.59	1104.86	SGD	No	1306.35	1104.86
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4382.07	N/A	4382.07	3790.77	SGD	No	4359.39	3790.77
SGX	G13	GENTING SINGAPORE LTD	YGEN	656.903	N/A	656.903	571.22	SGD	No	700.05	571.22
SGX	BN4	KEPPEL LTD	YKEP	3515.50	N/A	3515.50	3017.13	SGD	No	3469.70	3017.13
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6738.78	N/A	6738.78	5063.06	SGD	No	5822.52	5063.06
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2930.14	N/A	2930.14	2547.95	SGD	No	2986.48	2547.95
SGX	Y92	THAI BEVERAGE PCL	YTBE	890.284	N/A	890.284	774.16	SGD	No	921.323	774.16
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	7548.34	N/A	7548.34	5551.66	SGD	No	6384.41	5551.66
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2836.34	N/A	2836.34	2427.85	SGD	No	2792.03	2427.85
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	21192.26	N/A	21192.26	4850.38	SGD	No	5889.80	4850.37
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	384.444	N/A	384.444	334.036	USD	No	384.142	334.036

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	13713.98	11925.20	19591.40	17036	AUD	Yes	19591.40	17036
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.70	N/A	756.70	658	AUD	No	756.70	658
SNFE	IR	90 DAY BILLS	IR	1849.24	N/A	1849.24	1608.03	AUD	No	1849.24	1608.03
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.07	N/A	3228.07	2807.01	AUD	No	3228.09	2807.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.41	N/A	1237.41	1076	AUD	No	1237.40	1076

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	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁵	日内结束时间⁵

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

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。“日内开始时间”与“日内结束时间”栏中所列时间均为本地交易所时间。

风险保证金概况

什么是基于风险的保证金？

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

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

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

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)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

Intercontinental Exchange (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)

National Stock Exchange of India (NSE)

ICE Futures U.S. (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)

Singapore Exchange (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