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	9239.55	N/A	9239.55	8034.39	EUR	Yes²	9239.55	8034.39

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	8050.05	N/A	8050.05	7000.05	MYR	No	8050.05	7000.05
BURSAMY	FBMKLCI	FKLI	FKLI	3220	2800	4600	4000	MYR	No	4600	4000

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	603.75	N/A	603.75	525	USD	No	603.75	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	656.941	N/A	656.941	571.253	USD	No	656.941	571.253
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	918.95	N/A	918.95	799.069	USD	No	918.95	799.069
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1609.02	N/A	1609.02	1399.15	USD	No	1609.02	1399.15
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2926.40	N/A	2926.40	2544.62	USD	No	2926.40	2544.62
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2476.64	N/A	2476.64	2153.52	USD	No	2476.64	2153.52
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2468.85	N/A	2468.85	2146.83	USD	Yes	2512.97	2185.19
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	448.956	N/A	448.956	390.386	USD	No	448.944	390.386
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	756.369	N/A	756.369	657.712	USD	No	756.419	657.712
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1150.345	1000.30	1643.35	1429	USD	No	1564	1360
CBOT	MZC	MICRO CORN FUTURES	MZC	169.981	N/A	169.981	147.81	USD	No	157.217	136.71
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	368.493	N/A	368.493	320.429	USD	No	372.781	324.156
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	295.687	N/A	295.687	257.119	USD	No	255.771	222.41
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	404.932	N/A	404.932	352.115	USD	No	370.094	321.821
CBOT	MZW	MICRO WHEAT FUTURES	MZW	246.523	N/A	246.523	214.368	USD	No	253.29	220.252
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	231.84	201.60	331.20	288	USD	No	315.10	274
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	231.84	201.60	331.20	288	USD	No	315.10	274
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3701.93	N/A	3701.93	3219.02	USD	No	3701.93	3219.02
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.62	N/A	2932.62	2550	USD	No	2932.50	2550
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	7174.72	N/A	7174.72	6238.89	USD	Yes	7175.23	6238.89
CBOT	YC	MINI SIZED CORN FUTURES	XC	339.962	N/A	339.962	295.619	USD	No	314.434	273.421
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	809.864	N/A	809.864	704.229	USD	No	740.189	643.642
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	493.046	N/A	493.046	428.735	USD	No	506.58	440.504
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.495	N/A	345.495	300	USD	No	373.999	325.217
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.504	N/A	862.504	750.004	USD	No	896.157	778.832
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925	USD	No	1129.53	982.196
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1298.19	N/A	1298.19	1128.86	USD	No	691.873	601.455
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1963.49	N/A	1963.49	1707.38	USD	No	4268.89	3712.08
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11501.04	10000.91	16430.06	14287.01	USD	Yes	15643.45	13603
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.91	N/A	2070.91	1800.09	USD	No	2070.10	1800.09
CBOT	ZB	US TREASURY BOND	ZB	4960.37	N/A	4960.37	4313.37	USD	Yes	4960.62	4313.37
CBOT	ZC	CORN FUTURES	ZC	1699.81	N/A	1699.81	1478.10	USD	Yes	1572.17	1367.10
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.56	N/A	1437.56	1250	USD	Yes	1437.50	1250
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3684.93	N/A	3684.93	3204.29	USD	Yes	3526.39	3066.42
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2956.87	N/A	2956.87	2571.19	USD	Yes	2459.19	2138.43
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.25	N/A	2156.25	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	3339.73	N/A	3339.73	2902.86	USD	Yes	3713.38	3227.64
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1241.26	N/A	1241.26	1079.35	USD	Yes²	2383.17	2072.32
CBOT	ZR	ROUGH RICE FUTURES	ZR	3811.90	N/A	3811.90	3314.61	USD	Yes	2380.47	2069.92
CBOT	ZS	SOYBEAN FUTURES	ZS	4049.32	N/A	4049.32	3521.15	USD	Yes	3700.94	3218.21
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.86	N/A	1380.86	1200	USD	Yes	1380	1200
CBOT	ZW	WHEAT FUTURES	ZW	2465.23	N/A	2465.23	2143.68	USD	Yes	2532.90	2202.52

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	2463.30	N/A	2463.30	2142.00	CAD	No	2463.30	2142.00
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1405.99	N/A	1405.99	1222.60	CAD	No	1405.99	1222.60
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	615.47	N/A	615.47	535.19	CAD	No	615.4685	535.19
CDE	CRA	3 MONTH CORRA	CRA	379.123	N/A	379.123	329.67	CAD	No	492.80	428.522
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15972.15	13888.82	22817.35	19841.17	CAD	No	22817.35	19841.17
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	15514.80	N/A	15514.80	13491.13	CAD	No	15514.80	13491.13

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	14142.75	N/A	14142.75	12298.04	CHF	Yes	14142.75	12298.04
CEDX	BDE40G	-	DE40F	24532.70	N/A	24532.70	21332.79	EUR	Yes	24532.70	21332.79
CEDX	BES35P	-	ES35F	51592.51	N/A	51592.51	44863.06	EUR	Yes	51592.51	44863.06
CEDX	BEZ50P	-	EZ50F	6012.09	N/A	6012.09	5227.90	EUR	Yes	6012.09	5227.90
CEDX	BFR40P	-	FR40F	7910.61	N/A	7910.61	6878.80	EUR	Yes	7910.61	6878.80
CEDX	BIT40P	-	IT40F	12465.92	N/A	12465.92	10839.93	EUR	Yes	12465.92	10839.93
CEDX	BNO25G	-	NO25F	12711.07	N/A	12711.07	11053.10	NOK	Yes	12711.07	11053.10
CEDX	BSE30P	-	SE30F	29860.63	N/A	29860.63	25965.77	SEK	Yes	29860.63	25965.77
CEDX	BUK100P	-	UK100F	7981.91	N/A	7981.91	6940.79	GBP	Yes	7981.91	6940.79

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	10207.11	N/A	10207.11	8875.75	USD	No	10207.11	8875.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8496.91	N/A	8496.91	7386.50	USD	No	8496.90	7386.50
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	396.839	N/A	396.839	345.077	USD	No	396.839	345.077
CFE	VA	S&P 500 VARIANCE	VA	97.75	N/A	97.75	85	USD	No	181.072	157.454
CFE	VIX	CBOE VOLATILITY INDEX	VX	11439.51	N/A	11439.51	9947.40	USD	Yes	23831.59	20723.12
CFE	VIX	CBOE VOLATILITY INDEX	VX47	11439.51	N/A	11439.51	9947.40	USD	No	23831.59	20723.12
CFE	VIX	CBOE VOLATILITY INDEX	VX48	11439.51	N/A	11439.51	9947.40	USD	No	23831.59	20723.12
CFE	VIX	CBOE VOLATILITY INDEX	VX49	11439.51	N/A	11439.51	9947.40	USD	No	23831.59	20723.12
CFE	VIX	CBOE VOLATILITY INDEX	VX51	11439.51	N/A	11439.51	9947.40	USD	No	23831.59	20723.12
CFE	VIX	CBOE VOLATILITY INDEX	VX52	10632.43	N/A	10632.43	9245.59	USD	No	22183.29	19289.82
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1143.95	N/A	1143.95	994.74	USD	No	2383.16	2072.31

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	2293.66	N/A	2293.66	1994.49	USD	Yes	2293.66	1994.49
CME	GBP	BRITISH POUND	6B	2466.92	N/A	2466.92	2145.15	USD	Yes	2466.92	2145.15
CME	CAD	CANADIAN DOLLAR	6C	1391.72	N/A	1391.72	1210.19	USD	Yes	1391.72	1210.19
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3678.47	N/A	3678.47	3198.67	USD	Yes	3678.47	3198.67
CME	JPY	JAPANESE YEN	6J	3220.01	N/A	3220.01	2800.01	USD	Yes	3220.01	2800.01
CME	BRE	BRAZILIAN REAL	6L	1909.36	N/A	1909.36	1388.625	USD	Yes²	6797.74	4943.81
CME	6M	MEXICAN PESO	6M	1859.55	N/A	1859.55	1617	USD	Yes	1859.55	1617
CME	NZD	NEW ZEALAND DOLLAR	6N	1937.35	N/A	1937.35	1684.65	USD	Yes²	1937.35	1684.65
CME	CHF	SWISS FRANC	6S	5352.03	N/A	5352.03	4653.94	USD	Yes	5352.03	4653.94
CME	ZAR	SOUTH AFRICAN RAND	6Z	2323.43	N/A	2323.43	2020.375	USD	No	2323.43	2020.375
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13544.75	N/A	13544.75	11778.04	CAD	No	13544.75	11778.04
CME	AJY	AUSTRALIAN DOLLAR	AJY	2636322.45	N/A	2636322.45	2292454.30	JPY	No	2636322.85	2292454.30
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	930.347	N/A	930.347	808.997	USD	No	930.347	808.997
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	34508.56	N/A	34508.56	30007.44	USD	No	34508.56	30007.44
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	156557.94	N/A	156557.94	134192.53	USD	Yes	156557.95	134192.52
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	222654.375	N/A	222654.375	193612.50	EUR	No	267185.25	232335
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	5458.16	N/A	5458.16	4746.22	USD	No	3382.99	2941.73
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	4625.93	N/A	4625.93	4005.16	USD	No	4605.93	4005.16
CME	CJY	CANADIAN DOLLAR	CJY	2736133.92	N/A	2736133.92	2379246.88	JPY	No	2736134.52	2379246.88
CME	CNH	UNITED STATES DOLLAR	CNH	24481.20	N/A	24481.20	21288	CNH	No	24481.20	21288
CME	CSC	CHEESE	CSC	5340.70	N/A	5340.70	4644.09	USD	No	6748.88	5868.59
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5149.13	N/A	5149.13	4477.50	USD	No	5149.13	4477.50
CME	CZK	CZECH KORUNA	CZK	20029.41	N/A	20029.41	17416.87	USD	Yes²	20029.41	17416.87
CME	DA	MILK CLASS III INDEX	DC	4296.73	N/A	4296.73	3736.29	USD	Yes	5421.79	4714.60
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	7143.83	N/A	7143.83	6212.03	USD	No	9354.46	8134.31
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1839.24	N/A	1839.24	1599.34	USD	No	1839.24	1599.34
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17845.63	N/A	17845.63	15512.50	AUD	No	17845.63	15512.50
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4453.09	N/A	4453.09	3872.25	EUR	No	5343.705	4646.70
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10826.29	N/A	10826.29	9410.24	CAD	No	10826.29	9410.24
CME	ECK	CZECH KORUNA	ECK	9508.66	N/A	9508.66	8268.40	EUR	No	9508.66	8268.40
CME	EEM	MICRO ETHER EURO	EEM	181.601	N/A	181.601	157.914	EUR	No	181.601	157.914
CME	EHF	HUNGARIAN FORINT	EHF	5807.56	N/A	5807.56	5039.62	EUR	Yes²	5795.56	5039.62
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18552.835	16132.90	26504.05	23047	USD	Yes²	26279.80	22852
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	285453	248220	407790	354600	JPY	No	390080	339200
CME	EPZ	POLISH ZLOTY	EPZ	6778.10	N/A	6778.10	5894	EUR	Yes²	6778.10	5894
CME	ES	E-MINI S&P 500	ES	17264.23	15694.76	24663.19	22421.08	USD	Yes	23024.10	20931
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	24109.64	N/A	24109.64	20961.29	USD	No	24109.65	20961.29
CME	ESTR	EURO SHORT-TERM RATE	ESR	672.841	N/A	672.841	585.067	EUR	No	745.796	648.514
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	90800.57	N/A	90800.57	78957.02	EUR	No	90800.57	78957.02
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	68809.34	N/A	68809.34	59834.21	USD	Yes	86011.68	74792.76
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12098.05	N/A	12098.05	10520.04	USD	No	10632.90	9246
CME	GSCI	S&P-GSCI INDEX	GD	19518.65	N/A	19518.65	16972.74	USD	No	19518.66	16972.74
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3302.10	N/A	3302.10	2871.39	USD	No	2344.50	2038.70
CME	GF	FEEDER CATTLE	GF	13169.03	N/A	13169.03	11451.33	USD	Yes	13169.03	11451.33
CME	NF	NON FAT DRY MILK INDEX	GNF	4925.33	N/A	4925.33	4282.90	USD	No	13669.12	11886.19
CME	HE	LEAN HOGS	HE	3646.72	N/A	3646.72	3171.06	USD	Yes	3646.72	3171.06
CME	HUF	HUNGARIAN FORINT	HUF	10910.48	N/A	10910.48	9487.37	USD	Yes²	10922.48	9487.37
CME	IBAA	BOVESPA INDEX - USD	IBV	38497.40	N/A	38497.40	33476	USD	No	39781.95	34593
CME	ILS	ISRAELI SHEKEL	ILS	36404.95	N/A	36404.95	31656.48	USD	Yes²	36404.95	31656.48
CME	J7	JAPANESE YEN	J7	1610.01	N/A	1610.01	1400.01	USD	No	1610.01	1400.01
CME	KRW	KOREAN WON	KRW	16596.02	N/A	16596.02	14426.625	USD	Yes²	10738.60	9334.875
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4269.375	N/A	4269.375	3712.50	USD	No	4269.375	3712.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6302.00	N/A	6302.00	5480.00	USD	No	6302.00	5480.00
CME	LBR	LUMBER FUTURES	LBR	2413.85	N/A	2413.85	2098.91	USD	No	1326.17	1153.15
CME	LE	LIVE CATTLE	LE	5869.83	N/A	5869.83	5104.20	USD	Yes	5869.83	5104.20
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	768.213	668.011	1097.45	954.301	USD	No	1035	900
CME	M6A	AUSTRALIAN DOLLAR	M6A	229.366	N/A	229.366	199.449	USD	No	229.366	199.449
CME	M6B	BRITISH POUND	M6B	246.692	N/A	246.692	214.515	USD	No	246.692	214.515
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	367.847	N/A	367.847	319.867	USD	No	367.847	319.867
CME	MBT	MICRO BITCOIN	MBT	3131.16	N/A	3131.16	2683.85	USD	Yes	3131.16	2683.85
CME	MCD	CANADIAN DOLLAR	MCD	139.172	N/A	139.172	121.019	USD	No	139.172	121.019
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1726.42	1569.48	2466.32	2242.11	USD	Yes	2302.30	2093
CME	MET	MICRO ETHER	MET	137.619	N/A	137.619	119.668	USD	Yes	172.023	149.586
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	1290.07	N/A	1290.07	1121.80	USD	No	1290.07	1121.80
CME	MJY	JAPANESE YEN	MJY	322.001	N/A	322.001	280.001	USD	No	322.001	280.001
CME	MNH	UNITED STATES DOLLAR	MNH	2448.12	N/A	2448.12	2128.80	CNH	No	2448.12	2128.80
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	142726.50	124110	203895	177300	JPY	No	195040	169600
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2070.32	N/A	2070.32	1800.28	USD	No	2070.32	1800.28
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2669.90	2427.12	3814.15	3467.31	USD	Yes	3814.05	3467.31
CME	MSF	SWISS FRANC	MSF	535.203	N/A	535.203	465.394	USD	No	535.203	465.394
CME	MSL	MICRO SOLANA	MSL	1677.85	N/A	1677.85	1459	USD	No	2208.51	1920.44
CME	MXP	MICRO XRP	MXP	3078.91	N/A	3078.91	2677.31	USD	No	3078.91	2677.31
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1427265	1241100	2038950	1773000	JPY	No	1950400	1696000
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	20703.20	N/A	20703.20	18002.78	USD	No	20703.20	18002.78
CME	NOK	NORWEGIAN KRONE	NOK	21164.17	N/A	21164.17	18403.63	USD	No	21164.17	18403.63
CME	NQ	E-MINI NASDAQ 100	NQ	26699.03	24271.20	38141.48	34673.15	USD	Yes	38140.46	34673.15
CME	NYM	NEW YORK HOUSING INDEX	NYM	4864.50	N/A	4864.50	4230.00	USD	No	4864.50	4230.00
CME	PJY	BRITISH POUND	PJY	2652760.77	N/A	2652760.77	2306748.50	JPY	No	2652760.77	2306748.50
CME	PLN	POLISH ZLOTY	PLN	14786.03	N/A	14786.03	12857.41	USD	Yes²	14786.03	12857.41
CME	PSF	BRITISH POUND	PSF	10641.90	N/A	10641.90	9253.83	CHF	No	10641.90	9253.83
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	246.10	N/A	246.10	214	USD	No	246.10	214
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	210.45	N/A	210.45	183	USD	No	210.45	183
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	219.65	N/A	219.65	191	USD	No	219.65	191
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	139.147	120.994	198.781	172.849	USD	No	198.776	172.849
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	137.014	119.143	195.735	170.204	USD	No	195.735	170.204
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	363.055	315.70	518.65	451	USD	No	484.15	421
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	363.055	315.70	518.65	451	USD	No	484.15	421
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	236.90	N/A	236.90	206	USD	No	236.90	206
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4112.79	N/A	4112.79	3576.31	CHF	No	4112.79	3576.31
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8126.475	N/A	8126.475	7066.50	USD	Yes²	8126.475	7066.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	8281.98	N/A	8281.98	7201.67	EUR	Yes²	8281.92	7201.67
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6328.25	N/A	6328.25	5502.81	GBP	No	6328.25	5502.81
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	17932.18	N/A	17932.18	15586.34	USD	No	17932.18	15586.34
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	57411.67	N/A	57411.67	49913.45	USD	No	57411.67	49913.45
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11369.80	N/A	11369.80	9885.68	USD	No	11369.79	9885.68
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7682.13	6680.11	10974.46	9543.01	USD	Yes	10353.45	9003
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1277045.25	N/A	1277045.25	1110470.45	JPY	Yes²	1277045.25	1110470.45
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	6247.38	N/A	6247.38	5432.50	USD	No	6247.38	5432.50
CME	SEK	SWEDISH KRONA	SEK	13883.14	N/A	13883.14	12072.30	USD	No	13883.14	12072.30
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	4988.125	N/A	4988.125	4337.50	USD	No	4988.125	4337.50
CME	SGX	SHORT GILT	SG	358943.45	N/A	358943.45	312124.74	USD	No	358943.45	312124.74
CME	SIR	INDIAN RUPEE	SIR	6450.35	N/A	6450.35	5609	USD	No	6450.35	5609
CME	SJY	SWISS FRANC	SJY	4716661.22	N/A	4716661.22	4101444.54	JPY	No	4716661.47	4101444.54
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	35590.43	N/A	35590.43	30948.20	USD	No	35590.43	30948.20
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	33557	N/A	33557	29180	USD	No	44170.14	38408.82
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	747.507	N/A	747.507	650	GBP	No	1949.07	1694.85
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1199.80	N/A	1199.80	1043.30	USD	No	2351.78	2045.02
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.752	N/A	833.752	725	USD	Yes	1475.96	1283.44
CME	SVX	SCHNEIDER ELECTRIC SE	SU	93292.53	N/A	93292.53	81123.94	USD	No	93292.53	81123.94
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	699.116	N/A	699.116	607.923	USD	No	3066.98	2666.94
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	13196.05	N/A	13196.05	11474.72	USD	No	13196.05	11474.72
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14057.05	N/A	14057.05	12223.37	USD	No	14057.05	12223.37
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10969.20	N/A	10969.20	9538.04	USD	No	9377.10	8154
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21525.95	N/A	21525.95	18716.72	USD	No	21525.96	18716.72
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	34779.60	N/A	34779.60	30241.36	USD	No	34779.60	30241.36
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6325.10	N/A	6325.10	5499.98	USD	No	6325.10	5499.98
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	3987.30	N/A	3987.30	3467.01	USD	No	3782.47	3288.91
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10456.77	N/A	10456.77	9092.63	USD	No	10456.77	9092.63
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17141.18	N/A	17141.18	14905.08	USD	No	17141.18	14905.08
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	52193.80	N/A	52193.80	45382.93	USD	No	52193.79	45382.93
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11221.12	N/A	11221.12	9757	USD	No	10615.65	9231
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	61578.24	N/A	61578.24	53546.30	USD	No	61578.19	53546.25

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	246.178	N/A	246.178	214.068	USD	No	246.178	214.068
COINDERIV	BIT	-	BIT	361.2035	N/A	361.2035	314.09	USD	No	361.2035	314.09
COINDERIV	ET	-	ET	172.155	N/A	172.155	149.70	USD	No	206.586	179.64
COINDERIV	ETP	-	ETP	109.48	N/A	109.48	95.20	USD	No	109.48	95.20

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	284.655	N/A	284.655	247.526	USD	No	284.655	247.526
COMEX	ALI	ALUMINUM INDEX	ALI	8056.84	N/A	8056.84	7005.95	USD	No	8056.84	7005.95
COMEX	GC	GOLD	GC	28465.11	N/A	28465.11	24752.27	USD	Yes	28465.11	24752.27
COMEX	HG	COPPER INDEX	HG	18628.125	N/A	18628.125	12418.75	USD	Yes	18628.125	12418.75
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2464.51	N/A	2464.51	2143.06	USD	No	2734.48	2377.81
COMEX	MGC	E-MICRO GOLD	MGC	2846.51	N/A	2846.51	2475.23	USD	Yes	2846.51	2475.23
COMEX	MHG	MICRO COPPER	MHG	1862.81	N/A	1862.81	1241.875	USD	No	1862.81	1241.875
COMEX	QC	COMEX MINY COPPER	QC	9314.06	N/A	9314.06	6209.375	USD	No	9314.06	6209.375
COMEX	QI	COMEX MINY SILVER	QI	18085.91	N/A	18085.91	15726.875	USD	No	25163	15726.875
COMEX	QO	COMEX MINY GOLD	QO	14232.56	N/A	14232.56	12376.13	USD	No	14232.55	12376.13
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34500.06	N/A	34500.06	30000.04	CNH	No	34500.04	30000.04
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	26326.47	N/A	26326.47	22892.58	USD	No	26326.47	22892.58
COMEX	SI	SILVER INDEX	SI	36171.81	N/A	36171.81	31453.75	USD	Yes	50326	31453.75
COMEX	SI	SILVER INDEX	SIL	7234.36	N/A	7234.36	6290.75	USD	No	10065.20	6290.75
COMEX	UX	URANIUM INDEX	UX	2838.48	N/A	2838.48	2468.24	USD	No	2838.48	2468.24

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	46350.75	N/A	46350.75	40305.00	EUR	No	46350.75	40305.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	7874.96	N/A	7874.96	6847.79	EUR	Yes	7874.96	6847.79

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	11366.01	N/A	11366.01	9883.49	CHF	No	11366.01	9883.49
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	4464.70	N/A	4464.70	3882.35	EUR	No	4464.70	3882.35
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2986.98	N/A	2986.98	2597.37	EUR	Yes	4290.79	3731.12
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1114.01	N/A	1114.01	968.704	EUR	No	1412.80	1228.52
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3233.30	N/A	3233.30	2811.57	USD	No	3233.30	2811.57
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	33571.32	29192.45	47959.025	41703.50	EUR	Yes	46703.51	40611.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9522	N/A	9522	8280	EUR	Yes²	9522	8280
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6714.26	5838.49	9591.805	8340.70	EUR	No	9340.70	8122.35
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1342.85	1167.70	1918.36	1668.14	EUR	Yes	1868.14	1624.47
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	2185.67	N/A	2185.67	1900.35	EUR	No	2185.67	1900.35
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4798.95	N/A	4798.95	4173	EUR	Yes²	4798.95	4173
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1414.64	N/A	1414.64	1230.07	EUR	No	913.821	794.592
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6186.50	N/A	6186.50	5379.56	EUR	Yes²	6186.50	5379.56
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1080.20	939.306	1543.14	1341.87	EUR	Yes	1400.69	1218.00
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5329.92	N/A	5329.92	4634.71	EUR	Yes²	4910.36	4269.88
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1991.62	N/A	1991.62	1731.16	EUR	Yes²	1804.34	1568.37
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3181.78	N/A	3181.78	2766.76	EUR	Yes²	2851.01	2479.14
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7328.90	N/A	7328.90	6372.96	EUR	Yes²	7328.90	6372.96
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2931.05	N/A	2931.05	2548.74	EUR	Yes²	2922.66	2541.44
EUREX	ESI	EURO STOXX INSURANCE	FESI	3115.06	N/A	3115.06	2707.41	EUR	Yes²	2671.28	2321.71
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1392.31	N/A	1392.31	1210.705	EUR	Yes²	1288.42	1120.36
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3604.67	N/A	3604.67	3134.49	EUR	Yes²	3540.42	3078.63
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1287.45	N/A	1287.45	1119.525	EUR	Yes²	1272.19	1106.25
EUREX	SXRE	EURO STOXX RETAIL	FESR	3713.72	N/A	3713.72	3229.325	EUR	Yes²	3508.05	3050.48
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1229.70	N/A	1229.70	1069.31	EUR	Yes²	1146.57	997.02
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1049.11	N/A	1049.11	912.272	EUR	Yes²	963.125	837.50
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1893.50	N/A	1893.50	1646.34	EUR	Yes	1558.49	1355.06
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1145.11	N/A	1145.11	995.745	EUR	Yes²	1145.11	995.745
EUREX	ESTX50	EURO STOXX50	FESX	3234.15	2812.30	4620.21	4017.58	EUR	Yes	4620.21	4017.58
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	19352.46	N/A	19352.46	16828.23	EUR	Yes²	19352.46	16828.23
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5014.25	N/A	5014.25	4360.21	EUR	Yes²	5994.26	5212.40
EUREX	EU3	THREE MONTH EURIBOR	FEU3	226.022	N/A	226.022	196.541	EUR	Yes	226.022	196.541
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	10114.88	N/A	10114.88	8794.87	EUR	Yes²	10114.88	8794.87
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	966.657	N/A	966.657	840.572	GBP	No	966.657	840.572
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2264.66	N/A	2264.66	1969.27	EUR	Yes	2922.90	2541.65
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1264.24	N/A	1264.24	1099.34	EUR	Yes	1586.78	1379.81
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	458.025	N/A	458.025	398.283	EUR	Yes	544.035	473.074
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5761.51	N/A	5761.51	5010.01	EUR	Yes	5761.51	5010.01
EUREX	DJESL	EURO STOXX LARGE	FLCE	2471.41	N/A	2471.41	2148.77	EUR	No	2180.11	1895.49
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2287.84	N/A	2287.84	1989.42	EUR	No	1845.54	1604.81
EUREX	DJESM	EURO STOXX MID	FMCE	2222.07	N/A	2222.07	1931.78	EUR	No	1786.98	1553.53
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2544.57	N/A	2544.57	2212.65	USD	No	3208.05	2789.59
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2313.19	N/A	2313.19	2011.33	EUR	Yes²	1871.35	1627.15
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6463.73	N/A	6463.73	5620.61	USD	No	5423.98	4716.49
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	11218.13	N/A	11218.13	9754.89	USD	No	11218.13	9754.89
EUREX	MXEU	MSCI EUROPE	FMEP	1461.83	N/A	1461.83	1271.16	EUR	No	1443.77	1255.45
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2960.73	N/A	2960.73	2574.53	EUR	No	2462.77	2141.52
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10315.16	N/A	10315.16	8969.37	USD	No	9060.50	7878.41
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6557.82	N/A	6557.82	5702.24	USD	No	6463.81	5620.49
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	13126.07	N/A	13126.07	11412.70	USD	No	13126.07	11412.70
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4001.39	N/A	4001.39	3479.45	EUR	No	3597.23	3128.01
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	11009.10	N/A	11009.10	9573.13	USD	No	11009.10	9573.13
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7327.67	N/A	7327.67	6371.81	USD	No	7327.67	6371.81
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2385.15	N/A	2385.15	2074.04	EUR	No	2628.49	2285.64
EUREX	DJESS	EURO STOXX SMALL	FSCE	1390.53	N/A	1390.53	1208.92	EUR	No	1252.57	1088.98
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1531.12	N/A	1531.12	1331.38	EUR	No	1264.32	1099.38
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1558.78	N/A	1558.78	1355.43	EUR	No	1212.79	1054.58
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3744.70	N/A	3744.70	3256.26	CHF	Yes²	3744.70	3256.26
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8889.50	N/A	8889.50	7730	CHF	No	8889.50	7730
EUREX	SMI	SWISS MARKET INDEX	FSMI	6112.28	5315.03	8731.83	7592.90	CHF	Yes	7482.75	6506.74
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4363.05	N/A	4363.05	3791.70	CHF	Yes²	4363.05	3791.70
EUREX	SMI	SWISS MARKET INDEX	FSMS	611.228	531.503	873.183	759.29	CHF	No	748.275	650.674
EUREX	MDAX	MIDCAP DAX	FSMX	2675.47	N/A	2675.47	2326.42	EUR	No	2174.05	1890.42
EUREX	ST3	THREE MONTH ESTR	FST3	69.9293	N/A	69.9293	60.808	EUR	No	69.9293	60.808
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2761.49	N/A	2761.49	2401.28	EUR	Yes²	2761.49	2401.28
EUREX	SX7P	STOXX 600 BANKS	FSTB	2007.58	N/A	2007.58	1745.72	EUR	Yes	1690.33	1469.85
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4407.38	N/A	4407.38	3831.84	EUR	Yes²	3763.88	3272.37
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1909.19	N/A	1909.19	1660.16	EUR	Yes	1750.14	1521.85
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4452.06	N/A	4452.06	3870.91	EUR	Yes²	3566.22	3100.70
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4706.07	N/A	4706.07	4091.92	EUR	Yes²	4483.86	3898.71
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4702.53	N/A	4702.53	4089.10	EUR	Yes²	3542.81	3080.66
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2979.68	N/A	2979.68	2590.95	EUR	Yes²	2442.66	2123.99
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	699.248	N/A	699.248	608.02	EUR	No	699.248	608.02
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1444.12	N/A	1444.12	1255.61	EUR	Yes²	1444.12	1255.61
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3727.16	N/A	3727.16	3240.97	EUR	Yes²	3592.93	3124.24
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1805.22	N/A	1805.22	1569.75	EUR	Yes²	2330.84	2026.81
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1618.00	N/A	1618.00	1406.86	EUR	Yes²	1618.00	1406.86
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3637.81	N/A	3637.81	3163.29	EUR	Yes	3858.72	3355.39
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	710.428	N/A	710.428	617.75	EUR	Yes²	710.428	617.75
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1778.62	N/A	1778.62	1546.62	EUR	Yes	1381.72	1201.49
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1172.74	N/A	1172.74	1019.63	EUR	Yes²	1158.48	1007.23
EUREX	STX	STOXX50	FSTX	3615.98	N/A	3615.98	3144.18	EUR	Yes²	2996.51	2605.54
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8180.38	N/A	8180.38	7113.11	EUR	Yes²	8180.38	7113.11
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3277.03	N/A	3277.03	2848.56	EUR	Yes²	3277.03	2848.56
EUREX	ESTX50	EURO STOXX50	FSXE	323.415	281.23	462.021	401.758	EUR	No	462.021	401.758
EUREX	TDX	TECDAX	FTDX	8114.94	N/A	8114.94	7056.47	EUR	Yes²	8114.94	7056.47
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	596.068	N/A	596.068	518.315	USD	No	596.068	518.315
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1098.25	N/A	1098.25	955	EUR	Yes	2438	2120
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2370.08	N/A	2370.08	2060.21	EUR	No	2048.75	1780.89
EUREX	DJ600	STOXX 600 INDEX	FXXP	1537.13	1336.63	2195.90	1909.48	EUR	Yes	1939.76	1686.75
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	198.328	N/A	198.328	172.459	EUR	No	198.328	172.459

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	9279.39	N/A	9279.39	8069.03	EUR	No	9279.39	8069.03
FTA	EOE	AMS EOE INDEX	FTI	14461.41	N/A	14461.41	12575.14	EUR	Yes	13130.96	11418.23
FTA	EOE	AMS EOE INDEX	MFA	1446.14	N/A	1446.14	1257.51	EUR	No	1313.10	1141.82

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	92533.09	N/A	92533.09	74026.47	HKD	No	92533.09	74026.47
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26619	N/A	26619	21295.20	CNH	Yes	26619	21295.20
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3750	N/A	3750	3000	HKD	No	3750	3000
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10875	N/A	10875	8700	HKD	No	10875	8700
HKFE	GDR	CNH GOLD FUTURES	GDR	219558.05	N/A	219558.05	175646.44	CNH	No	219558.05	175646.44
HKFE	GDU	USD GOLD FUTURES	GDU	30474.58	N/A	30474.58	24379.66	USD	No	30474.58	24379.66
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	47675.25	38140.20	68107.50	54486	HKD	Yes	68107.50	54486
HKFE	HSI	HANG SENG STOCK INDEX	HSI	96533.99	77227.19	137905.70	110324.56	HKD	Yes	137905.70	110324.56
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	31242.32	24993.86	44631.89	35705.51	HKD	Yes	44631.89	35705.51
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	6024.93	N/A	6024.93	4819.92	USD	No	6024.93	4819.92
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9535.05	7628.04	13621.50	10897.20	HKD	Yes	13621.50	10897.20
HKFE	MCS	UNITED STATES DOLLAR	MCS	5324.16	N/A	5324.16	4259.28	CNH	No	5324.16	4259.28
HKFE	MHI	MINI HANG SENG INDEX	MHI	19306.80	15445.44	27581.14	22064.91	HKD	Yes	27581.14	22064.91
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1843.36	N/A	1843.36	1474.69	USD	No	1843.36	1474.69
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5229.60	N/A	5229.60	4183.68	USD	No	5229.60	4183.68
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	11271.99	N/A	11271.99	9016.40	USD	No	11271.99	9016.40
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	62922.84	N/A	62922.84	50338.27	HKD	No	130625	104500

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	179.204	N/A	179.204	155.828	EUR	No	691.10	600.956
ICEEU	SG	GENERALI	G	2495.58	N/A	2495.58	2170.07	GBP	No	2495.58	2170.07
ICEEU	H	MEDIUM GILT	H	4645.02	N/A	4645.02	4039.15	GBP	No	4645.02	4039.15
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	249.891	N/A	249.891	217.297	EUR	Yes	661.682	575.371
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5561.83	N/A	5561.83	4836.11	USD	No	5561.84	4836.11
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2395.19	N/A	2395.19	2082.78	EUR	No	2395.20	2082.78
ICEEU	P	10 YEAR EURO SWAPNOTE	P	4270.19	N/A	4270.19	3713.21	EUR	No	4270.19	3713.21
ICEEU	R	LONG GILT	R	3109.63	N/A	3109.63	2704.02	GBP	No	3109.62	2704.02
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.578	N/A	295.578	257.02	CHF	No	642.811	558.966
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	251.095	N/A	251.095	218.337	GBP	Yes	445.801	387.653
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	571.012	N/A	571.012	496.53	GBP	No	1406.76	1223.27
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1067.66	N/A	1067.66	928.399	EUR	No	1067.66	928.399
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	865.222	N/A	865.222	752.367	GBP	No	865.222	752.367
ICEEU	Y	FTSE 250 INDEX	Y2	4793.86	N/A	4793.86	4168.46	GBP	No	4793.86	4168.46
ICEEU	Z	FTSE 100 INDEX	Z	4781.63	4157.94	6830.90	5939.91	GBP	Yes	6830.90	5939.91

ICE Agricultural Products (ICEEUSOFT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEEUSOFT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEEUSOFT	C	COCOA	C	7187.50	N/A	7187.50	6250	GBP	No	7187.50	6250
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6619.76	N/A	6619.76	5756.32	USD	No	9783.35	8507.26
ICEEUSOFT	T	WHEAT	T	1869.38	N/A	1869.38	1625.33	GBP	No	2175.29	1891.31
ICEEUSOFT	W	WHITE SUGAR	W	1795.15	N/A	1795.15	1561	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	6880.99	N/A	6880.99	5983.47	USD	No	7329.99	6373.90
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25946875	N/A	25946875	22562500	JPY	No	26013039.53	22620034.375
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9952.23	N/A	9952.23	8654.11	USD	No	10431.90	9071.22
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	12599.32	N/A	12599.32	10955.93	CAD	No	14547.09	12649.65
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6328.23	N/A	6328.23	5502.81	GBP	No	6601.22	5740.19
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18951.80	N/A	18951.80	16479.82	AUD	No	20307.35	17658.56
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6445.03	N/A	6445.03	5604.37	CHF	No	6803.80	5916.34
ICEUS	ZY	SWISS FRANC	KZY	4716661.22	N/A	4716661.22	4101444.54	JPY	No	4601440.15	4001252.09
ICEUS	MP	BRITISH POUND	MP	7400.77	N/A	7400.77	6435.46	USD	No	7120.32	6191.58
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	10952.08	N/A	10952.08	9523.55	CHF	No	12369.42	10756.02
ICEUS	GBP	BRITISH POUND	SY	2652760.77	N/A	2652760.77	2306748.50	JPY	No	3210380.03	2791634.80

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	2262.05	N/A	2262.05	1967	EUR	No	2262.05	1967
IDEM	FTMIB	FTSE MIB INDEX	FIB	15976.51	13892.62	22823.59	19846.60	EUR	Yes	17476.49	15196.95
IDEM	FTMIB	FTSE MIB INDEX	MICR	639.06	555.705	912.943	793.864	EUR	No	699.06	607.878
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3195.30	2778.52	4564.72	3969.32	EUR	No	3495.30	3039.39
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1311.08	N/A	1311.08	1140.07	EUR	No	1311.07	1140.06

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	14351.53	N/A	14351.53	12479.59	USD	No	14351.53	12479.59
IPE	COIL	ICE BRENT CRUDE	COIL	15252.25	N/A	15252.25	12201.80	USD	Yes	15252.25	12201.80
IPE	GOIL	ICE GASOIL	GOIL	16231.64	N/A	16231.64	12985.32	USD	No	16231.64	12985.32
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	19992.28	N/A	19992.28	17384.59	USD	No	19992.28	17384.59
IPE	NGF	ICE UK NATURAL GAS	NGF	4117.06	N/A	4117.06	3580.05	GBP	No	24424.90	3580.05
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	22050	N/A	22050	17640	USD	No	22050	17640
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	Yes	16250	13000

Korea Stock Exchange (KSE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 KSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
KSE	K200	KOSPI200 INDEX	01	12070733.21	10496289.75	17243904.58	14994699.64	KRW	Yes	17243904.58	14994699.64
KSE	K200M	MINI KOSPI200 INDEX	05	2414146.64	2099257.95	3448780.92	2998939.93	KRW	Yes	3448780.92	2998939.93
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1375937.675	1040900	1965625.25	1487000	KRW	No	1965625.25	1487000
KSE	000670	YOUNG POONG CORPORATION	0Q	165339.24	N/A	165339.24	143773.25	KRW	No	165432.27	143773.25
KSE	005930	HANG SENG BANK LTD	11	294263.79	N/A	294263.79	237451.31	KRW	No	273069.00	237451.31
KSE	017670	HENDERSON LAND DEVELOPMENT	12	158800.49	N/A	158800.49	133754.22	KRW	No	153817.35	133754.22
KSE	005490	POSCO HOLDINGS INC	13	887186.19	N/A	887186.19	771466.25	KRW	No	973051.22	771466.25
KSE	030200	KTCORPORATION	14	144785.47	N/A	144785.47	124987.55	KRW	No	143735.68	124987.55
KSE	015760	KOREA ELECTRIC POWER CORP	15	138694.85	N/A	138694.85	120604.22	KRW	No	140111.74	120604.22
KSE	005380	SUN HUNG KAI PROPERTIES	16	740283.71	N/A	740283.71	643724.96	KRW	No	765183.49	643724.96
KSE	016360	NEW WORLD DEVELOPMENT	17	234616.44	N/A	234616.44	193117.03	KRW	No	222084.59	193117.03
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	221796.55	N/A	221796.55	192866.56	KRW	No	225262.81	192866.56
KSE	000270	SWIRE PACIFIC LTD - CL A	19	328374.10	N/A	328374.10	285542.70	KRW	No	357544.93	285542.70
KSE	007340	DN AUTOMOTIVE CORP	1T	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	613162.50	N/A	613162.50	519737.81	KRW	No	613162.50	519737.81
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	135264.46	N/A	135264.46	112714.23	KRW	No	129621.36	112714.23
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	396868.67	N/A	396868.67	340396.95	KRW	No	391456.50	340396.95
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	300010.68	N/A	300010.68	256487.48	KRW	No	294960.60	256487.48
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2533332.97	N/A	2533332.97	1946198.91	KRW	No	2238128.74	1946198.91
KSE	012330	HYUNDAI MOBIS CO LTD	20	852620.51	N/A	852620.51	741409.14	KRW	No	883256.99	741409.14
KSE	006400	SAMSUNG SDI CO LTD	22	831016.95	N/A	831016.95	722623.44	KRW	No	901510.64	722623.44
KSE	009150	BANK OF EAST ASIA LTD	23	717361.55	N/A	717361.55	544785.43	KRW	No	626503.24	544785.43
KSE	066570	LG ELECTRONICS INC	24	248873.00	N/A	248873.00	216411.31	KRW	No	269518.26	216411.31
KSE	036460	KOREA GAS CORPORATION	28	126555.57	N/A	126555.57	97173.49	KRW	No	111749.51	97173.49
KSE	017960	HAN KUK CARBON CO LTD	2A	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	095340	ISC CO LTD	2B	270869.39	N/A	270869.39	235538.60	KRW	No	272548.91	235538.60
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	357780	SOULBRAIN CO LTD/NEW	2D	691942.50	N/A	691942.50	574842.54	KRW	No	691942.50	574842.54
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	086520	ECOPRO CO LTD	2F	241713	N/A	241713	188608.48	KRW	No	241713	188608.48
KSE	140860	PARK SYSTEMS CORP	2G	678351.76	N/A	678351.76	589871.09	KRW	No	682836.21	589871.09
KSE	030520	HANCOM INC	2H	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	004020	HYUNDAI STEEL CO	32	86270.21	N/A	86270.21	75017.58	KRW	No	94840.53	75017.58
KSE	003550	LG CORP	34	228421.65	N/A	228421.65	198627.52	KRW	No	239931.69	198627.52
KSE	078930	GS HOLDINGS	35	171969.09	N/A	171969.09	148782.77	KRW	No	171100.19	148782.77
KSE	033780	KT & G CORPORATION	36	419397.09	N/A	419397.09	364693.125	KRW	No	420169.65	364693.125
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1311801.60	N/A	1311801.60	1051999.45	KRW	No	1209799.37	1051999.45
KSE	086790	HANA FINANCIAL GROUP	40	262123.18	N/A	262123.18	227933.20	KRW	No	269856.03	227933.20
KSE	096770	SK INNOVATION CO LTD	41	321477.42	N/A	321477.42	278779.84	KRW	No	320596.82	278779.84
KSE	001040	CJ CORP	42	534616.09	N/A	534616.09	464883.55	KRW	No	564150.33	464883.55
KSE	034220	LG DISPLAY CO LTD	45	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	105560	KB FINANCIAL GROUP INC	46	351802.59	N/A	351802.59	301823.65	KRW	No	347097.20	301823.65
KSE	051910	LG CHEM LTD	47	1057134.18	N/A	1057134.18	919247.11	KRW	No	1149122.70	919247.11
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	000660	SK HYNIX INC	50	1755000	N/A	1755000	1304041.17	KRW	No	1755000	1304041.17
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	139480	E-MART INC	54	223524.83	N/A	223524.83	194369.41	KRW	No	225002.51	194369.41
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	166491.43	N/A	166491.43	144775.16	KRW	No	167592.08	144775.16
KSE	035420	NAVER CORP	56	756124.55	N/A	756124.55	657499.61	KRW	No	761123.20	657499.61
KSE	003490	KOREAN AIR LINES CO LTD	57	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	921069	N/A	921069	615549.04	KRW	No	921069	614046
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2958228	N/A	2958228	2213808.74	KRW	No	2958228	1972152
KSE	KWY	UNITED STATES DOLLAR	75	1694870.06	N/A	1694870.06	1473800.05	KRW	No	3389740.60	2947600.10
KSE	032640	LG UPLUS CORP	B0	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	010950	S-OILCORPORATION	B2	258378.59	N/A	258378.59	224677.03	KRW	No	333086.66	224677.03
KSE	010130	KOREA ZINC CO LTD	B3	5303760	N/A	5303760	3535840	KRW	No	5303760	3535840
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	001680	DAESANG CORPORATION	B6	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	047050	POSCO INTERNATIONAL CORP	B7	152089.06	N/A	152089.06	132251.36	KRW	No	167094.49	132251.36
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	234900	N/A	234900	183097.99	KRW	No	234900	183097.99
KSE	023530	BARLEY FUTURES	BA	214019.27	N/A	214019.27	186103.71	KRW	No	243434.11	186103.71
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	224677.03	N/A	224677.03	195371.33	KRW	No	253162.32	195371.33
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	417092.74	N/A	417092.74	362689.34	KRW	No	419850.04	362689.34
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	029780	SAMSUNG CARD CO	BG	154393.44	N/A	154393.44	134255.17	KRW	No	154414.11	134255.17
KSE	036570	NCSOFTCORPORATION	BJ	654392.03	N/A	654392.03	479160.70	KRW	No	551034.81	479160.70
KSE	000080	HITE JINRO CO LTD	BK	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	468085.30	N/A	468085.30	383478.83	KRW	No	441000.65	383478.83
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	304302.83	N/A	304302.83	260244.63	KRW	No	299281.32	260244.63
KSE	000720	DANONE	BN	174682.95	N/A	174682.95	148532.30	KRW	No	170812.15	148532.30
KSE	011210	HYUNDAI WIA CORP	BP	184951.06	N/A	184951.06	138262.78	KRW	No	159002.20	138262.78
KSE	008770	HOTEL SHILLA CO LTD	BQ	139558.99	N/A	139558.99	121355.64	KRW	No	144481.59	121355.64
KSE	035250	KANGWON LAND, INC.	BS	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	138930	BNK FINANCIAL GROUP INC	BT	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	011070	LG INNOTEK CO LTD	BY	668852.30	N/A	668852.30	581104.45	KRW	No	668270.12	581104.45
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	034730	SK INC	C1	723927.39	N/A	723927.39	624937.77	KRW	No	718678.44	624937.77
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	332694.82	N/A	332694.82	289299.84	KRW	No	350894.19	289299.84
KSE	018260	SAMSUNG SDS CO LTD	C5	483286.94	N/A	483286.94	417794.06	KRW	No	480463.17	417794.06
KSE	090430	AMOREPACIFIC CORP	C6	387135.78	N/A	387135.78	336639.80	KRW	No	423695.06	336639.80
KSE	030000	CHEIL WORLDWIDE INC	C7	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	028260	SAMSUNG C&T CORP	C8	627943.48	N/A	627943.48	546037.81	KRW	No	642094.67	546037.81
KSE	000880	HANWHA CORPORATION	C9	229861.89	N/A	229861.89	199879.90	KRW	No	242381.46	199879.90
KSE	088350	CARREFOUR SA	CA	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	086280	COCOA NYBOT	CC	456267.17	N/A	456267.17	396754.06	KRW	No	461283.47	396754.06
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	035720	KAKAO CORP	CF	169083.86	N/A	169083.86	147029.44	KRW	No	169201.64	147029.44
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	069080	WEBZEN INC	CK	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	022100	POSCO DX CO LTD	CN	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	068270	CELLTRION INC	CP	524534.45	N/A	524534.45	456116.91	KRW	No	525002.03	456116.91
KSE	122870	YG ENTERTAINMENT INC	CQ	174268.72	N/A	174268.72	151538.02	KRW	No	178420.78	151538.02
KSE	051900	LG H&H	CR	849740.03	N/A	849740.03	738904.375	KRW	No	915357.48	738904.375
KSE	002790	AXA SA	CS	87710.46	N/A	87710.46	76269.96	KRW	No	97290.29	76269.96
KSE	000810	COTTON NO. 2	CT	1353823.125	N/A	1353823.125	1177237.50	KRW	No	1367772.98	1177237.50
KSE	008930	HANMI SCIENCE CO LTD	CV	109025.96	N/A	109025.96	94805.19	KRW	No	111746.71	94805.19
KSE	021240	COWAY CO LTD	CW	254057.87	N/A	254057.87	220919.88	KRW	No	282737.40	220919.88
KSE	128940	HANMI PHARM CO LTD	CX	1284691.68	N/A	1284691.68	1117123.20	KRW	No	1293184.50	1117123.20
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	351368.89	N/A	351368.89	298817.93	KRW	No	343640.62	298817.93
KSE	097950	CJ CHEILJEDANG CORP.	D1	623623.80	N/A	623623.80	542281.56	KRW	No	652750.00	542281.56
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	130197.45	N/A	130197.45	113215.18	KRW	No	135058.16	113215.18
KSE	002380	KCC CORP	D3	1196003.66	N/A	1196003.66	1003156.64	KRW	No	1153630.14	1003156.64
KSE	012750	S1 CORPORATION	D5	214595.37	N/A	214595.37	186604.67	KRW	No	217014.00	186604.67
KSE	000100	YUHAN CORPORATION	D6	336151.40	N/A	336151.40	292305.57	KRW	No	348373.63	292305.57
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	148077.63	N/A	148077.63	128744.70	KRW	No	148056.40	128744.70
KSE	069960	HYUNDAI DEPT STORE CO	D8	275373.38	N/A	275373.38	239455.12	KRW	No	315193.82	239455.12
KSE	004370	MILK CLASS III INDEX	DA	1579920	N/A	1579920	1163461.25	KRW	No	1579920	1163461.25
KSE	079550	LIG NEX1 CO LTD	DB	1134906.97	N/A	1134906.97	986875.625	KRW	No	1147409.63	986875.625
KSE	204320	HL MANDO CO LTD	DC	120463.30	N/A	120463.30	103697.09	KRW	No	119251.65	103697.09
KSE	004170	SHINSEGAE INC	DD	656748.20	N/A	656748.20	571085.39	KRW	No	781089.85	571085.39
KSE	161890	KOLMAR KOREA CO LTD	DE	192127.67	N/A	192127.67	167067.54	KRW	No	199397.78	167067.54
KSE	111770	YOUNGONE CORP	DG	255210.04	N/A	255210.04	221921.78	KRW	No	258897.20	221921.78
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	406434.98	N/A	406434.98	353421.72	KRW	No	456121.83	353421.72
KSE	192820	COSMAX INC	DK	481853.21	N/A	481853.21	414788.36	KRW	No	477006.61	414788.36
KSE	039130	HANA TOUR SERVICE INC	DN	136534.50	N/A	136534.50	118725.65	KRW	No	136937.10	118725.65
KSE	086900	MEDY-TOX INC	DP	355450.58	N/A	355450.58	309087.46	KRW	No	356800.40	309087.46
KSE	078340	COM2US CORP	DR	87710.46	N/A	87710.46	76269.96	KRW	No	87790.29	76269.96
KSE	035760	CJ ENM CO LTD	DT	186559.39	N/A	186559.39	159803.72	KRW	No	183774.28	159803.72
KSE	056190	SFA ENGINEERING CORP	DV	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	241560	DOOSAN BOBCAT INC	DW	165051.20	N/A	165051.20	143522.78	KRW	No	172142.32	143522.78
KSE	012630	NYBOT US DOLLAR FX	DX	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	017800	CME DRY WHEY INDEX	DY	231339.31	N/A	231339.31	198126.56	KRW	No	227845.55	198126.56
KSE	240810	WONIK IPS CO LTD	E0	209922	N/A	209922	148532.30	KRW	No	209922	148532.30
KSE	091700	PARTRON CO LTD	E3	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	041510	SM ENTERTAINMENT CO LTD	E4	289715.52	N/A	289715.52	250977.01	KRW	No	288623.56	250977.01
KSE	251270	NETMARBLE CORP	E5	153625.63	N/A	153625.63	128201.53	KRW	No	147431.76	128201.53
KSE	003670	POSCO FUTURE M CO LTD	E8	538072.65	N/A	538072.65	467889.26	KRW	No	541629.74	467889.26
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	009420	HANALL BIOPHARMA CO LTD	EE	128037.10	N/A	128037.10	111336.61	KRW	No	132383.52	111336.61
KSE	035900	JYP ENTERTAINMENT CORP	EF	189565.39	N/A	189565.39	163310.39	KRW	No	187806.95	163310.39
KSE	028670	PAN OCEAN CO LTD	EH	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	317875.31	N/A	317875.31	262499.88	KRW	No	301874.87	262499.88
KSE	093370	FOOSUNG CO LTD	EL	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	375500	DL E&C CO LTD	ER	113737.44	N/A	113737.44	96934.24	KRW	No	111474.37	96934.24
KSE	028050	SAMSUNG E&A CO LTD	ET	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	272210	HANWHA SYSTEMS CO LTD	EV	136534.50	N/A	136534.50	118725.65	KRW	No	143937.10	118725.65
KSE	293490	KAKAO GAMES CORP	EX	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	247540	ECOPRO BM CO LTD	EY	423810	N/A	423810	346909.34	KRW	No	423810	346909.34
KSE	253450	STUDIO DRAGON CORP	EZ	110178.15	N/A	110178.15	95807.09	KRW	No	110906.52	95807.09
KSE	200130	KOLMAR BNH CO LTD	F1	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	036540	SFA SEMICON CO LTD	F2	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	793687.50	N/A	793687.50	529125	KRW	No	793687.50	529125
KSE	373220	LG ENERGY SOLUTION	F5	1213910.12	N/A	1213910.12	1031961.33	KRW	No	1186755.53	1031961.33
KSE	323410	KAKAOBANK CORP	F6	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	377300	KAKAO PAY CORP	F7	165750	N/A	165750	125238.03	KRW	No	165750	125238.03
KSE	259960	KRAFTON INC	F8	734521.04	N/A	734521.04	638713.95	KRW	No	739376.80	638713.95
KSE	302440	SK BIOSCIENCE CO LTD	F9	147480.30	N/A	147480.30	128243.74	KRW	No	152455.27	128243.74
KSE	011200	HMM CO LTD	FA	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84806.75	N/A	84806.75	73745	KRW	No	84806.75	73745
KSE	352820	HYBE CO LTD	FC	844815.37	N/A	844815.37	726380.55	KRW	No	835337.63	726380.55
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1590021.98	N/A	1590021.98	1382627.81	KRW	No	1800533.35	1382627.81
KSE	402340	SK SQUARE CO LTD	FE	1163340	N/A	1163340	775560	KRW	No	1163340	775560
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	369564.90	N/A	369564.90	321360.78	KRW	No	381008.01	321360.78
KSE	383220	F&F CO LTD / NEW	FG	210598.42	N/A	210598.42	182597.05	KRW	No	209986.61	182597.05
KSE	267250	HD HYUNDAI	FH	598717.20	N/A	598717.20	502204.49	KRW	No	577535.17	502204.49
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	302724.54	N/A	302724.54	256237.01	KRW	No	294672.56	256237.01
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	312176.27	N/A	312176.27	269762.71	KRW	No	310227.12	269762.71
KSE	263750	PEARL ABYSS CORP	FL	107009.63	N/A	107009.63	93051.86	KRW	No	109217.05	93051.86
KSE	066970	L&F CO LTD	FM	490042.50	N/A	490042.50	326695	KRW	No	490042.50	326695
KSE	112040	WEMADE CO LTD	FN	87549.75	N/A	87549.75	73745	KRW	No	87549.75	73745
KSE	196170	ALTEOGEN INC	FP	1818150	N/A	1818150	1320008.75	KRW	No	1818150	1320008.75
KSE	058470	LEENO INDUSTRIAL INC	FQ	162458.77	N/A	162458.77	141268.50	KRW	No	167532.75	141268.50

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	4682.68	N/A	4682.68	4071.89	USD	No	4934.56	4290.92
LMEOTC	CA	CARREFOUR SA	CA	20276.51	N/A	20276.51	17631.75	USD	No	20276.51	17631.75
LMEOTC	PB	LEAD - LME	PB	4042.03	N/A	4042.03	3514.79	USD	No	4597.41	3997.73
LMEOTC	SNLME	TIN FUTURE	SN	36457.99	N/A	36457.99	31692.61	USD	No	37851.39	32903.84
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7515.825	N/A	7515.825	6535.50	USD	No	7515.825	6535.50

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	564.415	N/A	564.415	490.796	EUR	Yes	1085.30	943.739
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1742.17	N/A	1742.17	1514.93	EUR	Yes	2604.72	2264.97
MATIF	EMA	CORN	EMA	991.151	N/A	991.151	861.851	EUR	No	1175.85	1022.46

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

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MEFFRV	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MEFFRV	FCC1	FCC: FOMENTO DE CONSTRUC Y CONTRA: ADJ	FCI	259.463	N/A	259.463	222.514	EUR	No	255.891	222.514
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	10867.59	9450	15525.12	13500	EUR	No	15525.12	13500
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1086.75	945	1552.50	1350	EUR	Yes	1552.50	1350

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	9341.12	N/A	9341.12	8122.72	MXN	No	14460.24	12574.12
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	27678.73	N/A	27678.73	24068.46	MXN	No	27678.73	24068.46
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	56157.48	N/A	56157.48	48831.44	MXN	Yes²	64251.61	55869.645
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11231.71	N/A	11231.71	9766.29	MXN	No	12850.57	11173.93

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	3610.10	N/A	3610.10	3139.22	EUR	No	3610.10	3139.22
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3390.46	N/A	3390.46	2947.16	EUR	No	3390.46	2947.16
MONEP	CAC40	CAC 40	FCE	4778.61	4155.31	6826.58	5936.16	EUR	Yes	5488.08	4772.24
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	17002.69	N/A	17002.69	14784.95	EUR	No	17002.69	14784.95
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	12518.62	N/A	12518.62	10885.76	EUR	No	12518.62	10885.76
MONEP	CAC40	CAC 40	MFC	477.861	415.531	682.658	593.616	EUR	No	548.808	477.224

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	9755.91	N/A	9755.91	8483.40	INR	Yes	9710.42	8443.84
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11863.54	N/A	11863.54	10314.70	INR	No	11863.04	10314.70
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4564.86	N/A	4564.86	3964.36	INR	Yes	4537.76	3945.87
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13461.53	N/A	13461.53	11703.70	INR	No	13461.04	11703.70
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7044.67	N/A	7044.67	6125.80	INR	No	7044.67	6125.80
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2040.33	N/A	2040.33	1774.20	INR	Yes	2029.71	1764.97
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3705.13	N/A	3705.13	3221.85	INR	Yes	3685.04	3204.38
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10271.52	N/A	10271.52	8931.75	INR	Yes	10271.51	8931.75

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	2763.36	N/A	2763.36	2402.90	USD	No	11543.99	10038.25
NYBOT	AC	COFFEE "C" METRIC	AC	76187.50	N/A	76187.50	66250	USD	No	76187.50	66250
NYBOT	CC	COCOA NYBOT	CC	8915.02	N/A	8915.02	7752.19	USD	Yes	9085.75	7900.65
NYBOT	CT	COTTON NO. 2	CT	1694.46	N/A	1694.46	1473.44	USD	Yes	2073.69	1803.21
NYBOT	DX	NYBOT US DOLLAR FX	DX	2596.66	N/A	2596.66	2257.97	USD	Yes	2782.74	2419.78
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	17340.08	N/A	17340.08	15077.91	USD	No	17340.08	15077.91
NYBOT	KC	COFFEE "C"	KC	22841.16	N/A	22841.16	19861.88	USD	Yes	23663.80	20577.22
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	7533.65	N/A	7533.65	6551.00	USD	Yes	4316.20	3753.22
NYBOT	RS	CANOLA	RS	1178.28	N/A	1178.28	1024.60	CAD	No	1361.42	1183.85
NYBOT	SB	SUGAR NO. 11	SB	1576.28	N/A	1576.28	1370.68	USD	Yes	1455.82	1265.93
NYBOT	SF	SUGAR #16 112000 LBS	SF	2204.77	N/A	2204.77	1917.19	USD	No	1952.36	1697.70

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8518.82	N/A	8518.82	7407.67	USD	No	8518.82	7407.67
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	8518.82	N/A	8518.82	7407.67	USD	No	8518.82	7407.67
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7699.35	N/A	7699.35	6690.70	USD	No	7699.35	6690.70
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	769.43	N/A	769.43	669.07	USD	No	769.43	669.07
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7694.30	N/A	7694.30	6690.70	USD	Yes	7694.30	6690.70
NYMEX	PA	PALLADIUM INDEX	PA	24578.77	N/A	24578.77	21372.84	USD	No	24539.04	21338.29
NYMEX	PL	PLATINUM INDEX	PL	9663.93	N/A	9663.93	8403.41	USD	No	9663.93	8403.41
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1923.85	N/A	1923.85	1672.67	USD	No	1923.85	1672.67
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.26	N/A	8125.26	6500	USD	No	8125.26	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4748.24	N/A	4748.24	4128.90	USD	No	4908.29	4268.08

New York Stock Exchange/Liffe (NYSE LIFFE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYSELIFFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYSELIFFE	M1MSA	MSCI EMERGING MARKETS ASIA NET TOTAL RETURN (NTR)	ASN	7065.53	N/A	7065.53	6143.90	USD	No	7065.53	6143.90
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	7574.85	N/A	7574.85	6586.83	USD	No	7574.85	6586.83
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12494.73	N/A	12494.73	10864.98	USD	No	12494.73	10864.98
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6118.38	5320.33	8740.55	7600.47	USD	No	8740.54	7600.47
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3349.88	2912.94	4785.54	4161.34	USD	No	4785.54	4161.34
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	73256.86	N/A	73256.86	63701.61	USD	No	73256.85	63701.61

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	25726.79	N/A	25726.79	22367.01	SEK	No	25726.78	22367.01
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	18647.86	16215.53	26639.80	23165.04	SEK	Yes	26639.80	23165.04
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1062.84	N/A	1062.84	924.21	SEK	No	6776.25	924.211

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	3633008.43	3159137.77	5190012.04	4513053.95	JPY	Yes	5190012.04	4513053.95
OSE.JPN	N225M	NIKKEI 225 MINI	225M	363300.84	315913.78	519001.20	451305.40	JPY	Yes	519001.20	451305.40
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	36330.08	31591.38	51900.12	45130.54	JPY	No	51900.12	45130.54
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	203188.095	N/A	203188.095	176685.30	JPY	No	203188.095	176685.30
OSE.JPN	TPXC30	TOPIX CORE30	C30	173805.85	N/A	173805.85	151135.52	JPY	No	173805.85	151135.52
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	665719.57	N/A	665719.57	578886.58	JPY	No	665719.57	578886.58
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1966763.89	N/A	1966763.89	1710229.47	JPY	Yes	1966763.89	1710229.47
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	196676.39	N/A	196676.39	171022.95	JPY	No	196676.39	171022.95
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	60537.495	N/A	60537.495	52641.30	JPY	No	60537.495	52641.30
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	207575	N/A	207575	180500	JPY	No	176445.05	153430.48
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	176678.73	N/A	176678.73	153623.15	JPY	No	176678.73	153623.15
OSE.JPN	TOPX	TOPIX INDEX	TPX	1823113.19	1585315.82	2604447.42	2264736.89	JPY	No	2604447.42	2264736.89
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	182311.32	158531.58	260444.74	226473.69	JPY	No	260444.74	226473.69

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	15252.25	N/A	15252.25	12201.80	USD	No	15252.25	12201.80
QBALGOIEU	GOIL	ICE GASOIL	GOIL	16231.64	N/A	16231.64	12985.32	USD	No	16231.64	12985.32
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	No	16250	13000

ICE Futures – US (QBALGOIUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIUS	CC	COCOA NYBOT	CC	8915.02	N/A	8915.02	7752.19	USD	No	9085.75	7900.65
QBALGOIUS	CT	COTTON NO. 2	CT	1694.46	N/A	1694.46	1473.44	USD	No	2073.69	1803.21
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2596.66	N/A	2596.66	2257.97	USD	No	2782.74	2419.78
QBALGOIUS	KC	COFFEE "C"	KC	22841.16	N/A	22841.16	19861.88	USD	No	23663.80	20577.22
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	7533.65	N/A	7533.65	6551.00	USD	No	4316.20	3753.22
QBALGOIUS	SB	SUGAR NO. 11	SB	1576.28	N/A	1576.28	1370.68	USD	No	1455.82	1265.93

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	338863.70	N/A	338863.70	294664.09	JPY	No	338863.78	294664.09
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1741.43	N/A	1741.43	1514.29	USD	No	1741.43	1514.29
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1433.45	1246.48	2047.78	1780.68	USD	No	2047.78	1780.68
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4068.70	N/A	4068.70	3538	USD	No	4068.70	3538
SGX	XIN0I	FTSE CHINA H50	FCH	4031.70	N/A	4031.70	3505.30	USD	No	4031.70	3505.30
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1196	N/A	1196	1040	USD	No	1196	1040
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1659.70	N/A	1659.70	1442.02	USD	No	1659.70	1442.02
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1685.68	N/A	1685.68	1465.29	USD	No	1685.68	1465.29
SGX	INR	UNITED STATES DOLLAR	INR	10264.90	N/A	10264.90	8926.00	USD	No	10264.90	8926.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10253.40	N/A	10253.40	8916.00	USD	No	10253.40	8916.00
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2574.16	N/A	2574.16	2238.40	USD	No	2578.05	2241.78
SGX	SGB	SGX MINI JGB INDEX	JB	367969.76	N/A	367969.76	319970.61	JPY	No	367970.16	319970.61
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	341109.30	N/A	341109.30	296616.78	JPY	No	341109.30	296616.78
SGX	KRW	KOREAN WON	KRW	9740.17	N/A	9740.17	8463.75	USD	No	9733.92	8463.75
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1948.55	N/A	1948.55	1692.75	USD	No	1946.03	1690.27
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.50	350	575	500	USD	No	575	500
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6122.37	N/A	6122.37	5323.80	CNH	No	6122.37	5323.80
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1848280.18	N/A	1848280.18	1607199.95	JPY	No	1848279.94	1607199.95
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2133.25	1855	3047.50	2650	USD	No	3047.50	2650
SGX	SGXNK	SGX: NIKKEI 225	NK	1375283.15	1195898.39	1964690.22	1708426.28	JPY	Yes	1964690.22	1708426.28
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	275056.63	239179.68	392938.04	341685.26	JPY	No	392938.04	341685.26
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	71173.22	N/A	71173.22	61889.76	USD	No	71173.22	61889.76
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1764.36	1534.23	2520.51	2191.75	SGD	Yes²	2520.51	2191.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6890.29	N/A	6890.29	5991.56	SGD	No	6890.29	5991.56
SGX	STI	SGX STRAITS TIMES INDEX	ST	6144.99	N/A	6144.99	5343.47	SGD	No	6144.99	5343.47
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2564.37	N/A	2564.37	2229.85	USD	No	2564.37	2229.85
SGX	TSR20	SICOM RUBBER	TF	701.50	N/A	701.50	610	USD	No	701.50	610
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	28750.50	N/A	28750.50	25000	JPY	No	28750	25000
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1696.46	N/A	1696.46	1475.00	USD	No	1670.66	1452.57
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7693.02	N/A	7693.02	6689.55	USD	No	7693.02	6689.55
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025	3500	5750	5000	USD	No	5750	5000
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24489.48	N/A	24489.48	21295.20	CNH	Yes	24489.48	21295.20
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9696318.29	N/A	9696318.29	8431581.12	JPY	No	9696319.79	8431581.12
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1722.63	N/A	1722.63	1497.94	SGD	No	1722.63	1497.94
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1939263.66	N/A	1939263.66	1686316.22	JPY	No	1939263.96	1686316.22
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1242.10	N/A	1242.10	1080.08	SGD	No	1247.69	1080.09
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5064.84	N/A	5064.84	4404.21	SGD	No	5078.24	4404.21
SGX	G13	GENTING SINGAPORE LTD	YGEN	629.677	N/A	629.677	547.545	SGD	No	629.972	547.54
SGX	BN4	KEPPEL LTD	YKEP	5242.70	N/A	5242.70	4558.87	SGD	No	5245.18	4558.87
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6238.11	N/A	6238.11	5424.44	SGD	No	6251.06	5424.44
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4131.71	N/A	4131.71	3592.79	SGD	No	4138.66	3592.80
SGX	Y92	THAI BEVERAGE PCL	YTBE	810.807	N/A	810.807	705.05	SGD	No	811.199	705.06
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5846.50	N/A	5846.50	5083.91	SGD	No	5859.26	5083.92
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2811.98	N/A	2811.98	2445.20	SGD	No	2818.31	2445.20
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	29516.80	N/A	29516.80	6660.54	SGD	No	7672.34	6660.55
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	338.9625	N/A	338.9625	294.75	USD	No	338.9625	294.75

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	1337.02	N/A	1337.02	1162.62	AUD	No	1337.01	1162.62
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.48	N/A	3062.48	2663.01	AUD	No	3062.46	2663.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.66	N/A	1254.66	1091.01	AUD	No	1254.66	1091.01

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)

CEDX

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