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	9768.84	N/A	9768.84	8494.64	EUR	Yes²	9768.84	8494.64

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	8625	N/A	8625	7500	MYR	No	8625	7500
BURSAMY	FBMKLCI	FKLI	FKLI	4427.50	3850	6325	5500	MYR	No	6325	5500

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	647.747	N/A	647.747	563.243	USD	No	647.747	563.243
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1286.06	N/A	1286.06	1118.31	USD	No	1286.06	1118.31
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3484.78	N/A	3484.78	3030.24	USD	No	3484.78	3030.24
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	810.775	N/A	810.775	705.011	USD	No	810.775	705.011
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	4437.11	N/A	4437.11	3856.19	USD	No	4437.11	3856.19
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	7886.91	N/A	7886.91	6855.19	USD	No	7886.91	6855.19
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5871.21	N/A	5871.21	5104.96	USD	No	5871.21	5104.96
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2964.78	N/A	2964.78	2578.07	USD	Yes	2964.78	2578.07
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	780.328	N/A	780.328	678.546	USD	No	780.34	678.546
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1323.03	N/A	1323.03	1150.46	USD	No	1323.08	1150.46
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1103.25	959.348	1576.07	1370.50	USD	No	1491.55	1297
CBOT	MZC	MICRO CORN FUTURES	MZC	202.283	N/A	202.283	175.899	USD	No	202.283	175.898
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	372.526	N/A	372.526	323.936	USD	No	372.526	323.936
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	306.889	N/A	306.889	266.859	USD	No	306.89	266.859
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	333.757	N/A	333.757	290.224	USD	No	333.757	290.224
CBOT	MZW	MICRO WHEAT FUTURES	MZW	291.312	N/A	291.312	253.315	USD	No	291.312	253.315
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3959.57	N/A	3959.57	3443.03	USD	No	3959.57	3443.03
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3967.15	N/A	3967.15	3449.69	USD	No	3967.27	3449.69
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	7403.13	N/A	7403.13	6437.50	USD	Yes	7403.63	6437.50
CBOT	YC	MINI SIZED CORN FUTURES	XC	424.486	N/A	424.486	369.118	USD	No	424.486	369.118
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	667.514	N/A	667.514	580.447	USD	No	667.514	580.447
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	582.624	N/A	582.624	506.629	USD	No	582.624	506.629
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	57.50	N/A	57.50	50	USD	No	57.50	50
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	189.43	N/A	189.43	164.72	USD	No	189.428	164.72
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	298.894	N/A	298.894	259.905	USD	No	298.891	259.905
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	503.90	N/A	503.90	438.174	USD	No	503.901	438.174
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11032.525	9593.50	15760.75	13705	USD	Yes	14918.95	12973
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2737.23	N/A	2737.23	2380.20	USD	No	2737.74	2380.20
CBOT	ZB	US TREASURY BOND	ZB	5600.54	N/A	5600.54	4869.81	USD	Yes	5600.28	4869.81
CBOT	ZC	CORN FUTURES	ZC	2122.43	N/A	2122.43	1845.59	USD	Yes	2122.43	1845.59
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1774.22	N/A	1774.22	1542.53	USD	Yes	1773.91	1542.53
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3499.63	N/A	3499.63	3043.16	USD	Yes	3499.63	3043.16
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2888.01	N/A	2888.01	2511.31	USD	Yes	2888.01	2511.31
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2728.05	N/A	2728.05	2372.22	USD	Yes	2728.17	2372.22
CBOT	ZO	OAT FUTURES	ZO	4771.53	N/A	4771.53	4148.83	USD	Yes	4771.53	4148.83
CBOT	ZQ	30 DAY FED FUNDS	ZQ	330.984	N/A	330.984	287.805	USD	Yes²	330.976	287.805
CBOT	ZR	ROUGH RICE FUTURES	ZR	3891.59	N/A	3891.59	3383.74	USD	Yes	3891.59	3383.74
CBOT	ZS	SOYBEAN FUTURES	ZS	3337.57	N/A	3337.57	2902.24	USD	Yes	3337.57	2902.24
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1516.44	N/A	1516.44	1318.05	USD	Yes	1515.75	1318.05
CBOT	ZW	WHEAT FUTURES	ZW	2913.12	N/A	2913.12	2533.15	USD	Yes	2913.12	2533.15

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	4062.22	N/A	4062.22	3532.36	CAD	No	4062.22	3532.36
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2081.05	N/A	2081.05	1809.61	CAD	No	2081.05	1809.61
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	744.603	N/A	744.603	647.481	CAD	No	744.603	647.481
CDE	CRA	3 MONTH CORRA	CRA	527.202	N/A	527.202	458.43	CAD	No	527.1945	458.43
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15857.96	13789.53	22654.24	19699.335	CAD	No	22654.24	19699.335
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12345.56	N/A	12345.56	10735.27	CAD	No	12345.56	10735.27

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	25102.24	N/A	25102.24	21828.03	CHF	Yes	25102.24	21828.03
CEDX	BDE40G	-	DE40F	46255.88	N/A	46255.88	40222.51	EUR	Yes	46255.88	40222.51
CEDX	BES35P	-	ES35F	26496.12	N/A	26496.12	23040.10	EUR	Yes	26496.12	23040.10
CEDX	BEZ50P	-	EZ50F	10864.90	N/A	10864.90	9447.74	EUR	Yes	10864.90	9447.74
CEDX	BFR40P	-	FR40F	14522.23	N/A	14522.23	12628.03	EUR	Yes	14522.23	12628.03
CEDX	BIT40P	-	IT40F	21396.32	N/A	21396.32	18605.50	EUR	Yes	21396.32	18605.50
CEDX	BNL25P	-	NL25F	15733.62	N/A	15733.62	13681.41	EUR	Yes	15733.62	13681.41
CEDX	BNO25G	-	NO25F	19313.70	N/A	19313.70	16794.52	NOK	Yes	19313.70	16794.52
CEDX	BSE30P	-	SE30F	47037.02	N/A	47037.02	40901.76	SEK	Yes	47037.02	40901.76
CEDX	BUK100P	-	UK100F	13539.56	N/A	13539.56	11773.53	GBP	Yes	13539.56	11773.53

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	9665.75	N/A	9665.75	8405.00	USD	No	9665.76	8405.00
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	10598.92	N/A	10598.92	9216.45	USD	No	10598.92	9216.45
CFE	VA	S&P 500 VARIANCE	VA	335.944	N/A	335.944	292.125	USD	No	278.30	242
CFE	VIX	CBOE VOLATILITY INDEX	VX	12818.07	N/A	12818.07	11146.15	USD	Yes	22255.16	19352.31
CFE	VIX	CBOE VOLATILITY INDEX	VX19	12818.07	N/A	12818.07	11146.15	USD	No	22255.16	19352.31
CFE	VIX	CBOE VOLATILITY INDEX	VX21	12818.07	N/A	12818.07	11146.15	USD	No	22255.16	19352.31
CFE	VIX	CBOE VOLATILITY INDEX	VX22	12818.07	N/A	12818.07	11146.15	USD	No	22255.16	19352.31
CFE	VIX	CBOE VOLATILITY INDEX	VX23	12305.40	N/A	12305.40	10700.35	USD	No	21364.94	18578.21
CFE	VIX	CBOE VOLATILITY INDEX	VX25	12305	N/A	12305	10700	USD	No	18282.71	15898.01
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1281.81	N/A	1281.81	1114.61	USD	No	2225.52	1935.23

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	2640.56	N/A	2640.56	2296.14	USD	Yes	2640.56	2296.14
CME	GBP	BRITISH POUND	6B	2639.22	N/A	2639.22	2294.97	USD	Yes	2639.22	2294.97
CME	CAD	CANADIAN DOLLAR	6C	1826.35	N/A	1826.35	1588.13	USD	Yes	1826.35	1588.13
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4716.48	N/A	4716.48	4101.28	USD	Yes	4716.48	4101.28
CME	JPY	JAPANESE YEN	6J	4370.02	N/A	4370.02	3800.02	USD	Yes	4370.02	3800.02
CME	BRE	BRAZILIAN REAL	6L	1806.75	N/A	1806.75	1314	USD	Yes²	1806.75	1314
CME	MXP	MEXICAN PESO	6M	1840	N/A	1840	1600	USD	Yes	1840	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2646.84	N/A	2646.84	2301.60	USD	Yes²	2646.84	2301.60
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	6210	N/A	6210	5400	USD	Yes	6210	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2203.70	N/A	2203.70	1916.25	USD	No	2203.70	1916.25
CME	ACDX	AUSTRALIAN DOLLAR	ACD	14980.67	N/A	14980.67	13026.67	CAD	No	14980.67	13026.67
CME	AJY	AUSTRALIAN DOLLAR	AJY	2652256.79	N/A	2652256.79	2306027.17	JPY	No	2652257.39	2306027.17
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1054.95	N/A	1054.95	917.349	USD	No	1054.96	917.359
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	27536.39	N/A	27536.39	23944.69	USD	No	27536.39	23944.69
CME	BOS	BOSTON HOUSING INDEX	BOS	5108.88	N/A	5108.88	4442.50	USD	No	5108.87	4442.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	179716.76	N/A	179716.76	154042.93	USD	Yes	179716.75	154042.93
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	260949.375	N/A	260949.375	226912.50	EUR	No	313139.25	272295
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3851.48	N/A	3851.48	3349.11	USD	No	3851.48	3349.11
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	7806.23	N/A	7806.23	6779.33	USD	No	7796.23	6779.33
CME	CJY	CANADIAN DOLLAR	CJY	2990561.69	N/A	2990561.69	2600487.90	JPY	No	2990561.09	2600487.90
CME	CNH	UNITED STATES DOLLAR	CNH	24924.63	N/A	24924.63	21672	CNH	No	24924.63	21672
CME	CSC	CHEESE	CSC	8340.64	N/A	8340.64	7252.73	USD	No	8340.64	7252.73
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5218.125	N/A	5218.125	4537.50	USD	No	5218.125	4537.50
CME	CZK	CZECH KORUNA	CZK	19690.79	N/A	19690.79	17122.43	USD	Yes²	19690.79	17122.43
CME	DA	MILK CLASS III INDEX	DC	4653.32	N/A	4653.32	4046.34	USD	Yes	4653.31	4046.34
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	5051.38	N/A	5051.38	4392.50	USD	No	5051.38	4392.50
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2358.24	N/A	2358.24	2050.64	USD	No	2358.24	2050.64
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18089.40	N/A	18089.40	15723.16	AUD	No	18089.40	15723.16
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11154.51	N/A	11154.51	9695.20	CAD	No	11154.51	9695.20
CME	ECK	CZECH KORUNA	ECK	9212.88	N/A	9212.88	8011.20	EUR	No	9212.88	8011.20
CME	EHF	HUNGARIAN FORINT	EHF	6084.90	N/A	6084.90	5286.00	EUR	Yes²	6078.90	5286.00
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17843.73	15516.29	25491.05	22166.13	USD	Yes²	25625.45	22283
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	242949	211260	347070	301800	JPY	No	321540	279600
CME	EPZ	POLISH ZLOTY	EPZ	6992.94	N/A	6992.94	6080.81	EUR	Yes²	6992.94	6080.81
CME	ES	E-MINI S&P 500	ES	16809.90	15281.73	24014.14	21831.04	USD	Yes	22137.50	20125
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	43460.80	N/A	43460.80	37786.73	USD	No	43460.81	37786.73
CME	ESTR	EURO SHORT-TERM RATE	ESR	172.505	N/A	172.505	150	EUR	No	172.50	150
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	56871.08	N/A	56871.08	49453.11	EUR	No	65394.75	56865
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	62904.15	N/A	62904.15	54699.26	USD	Yes	75484.98	65639.11
CME	GSCI	S&P-GSCI INDEX	GD	28001.13	N/A	28001.13	24348.81	USD	No	28001.13	24348.81
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1783.39	N/A	1783.39	1550.77	USD	No	1783.39	1550.77
CME	GF	FEEDER CATTLE	GF	8495.58	N/A	8495.58	7387.46	USD	Yes	8495.58	7387.46
CME	NF	NON FAT DRY MILK INDEX	GNF	3532.12	N/A	3532.12	3071.41	USD	No	3532.12	3071.41
CME	HE	LEAN HOGS	HE	4402.86	N/A	4402.86	3828.58	USD	Yes	4402.86	3828.58
CME	HUF	HUNGARIAN FORINT	HUF	11800.95	N/A	11800.95	10251.26	USD	Yes²	11788.95	10251.26
CME	IBAA	BOVESPA INDEX - USD	IBV	42050.96	N/A	42050.96	36566.05	USD	No	30856.80	26832
CME	ILS	ISRAELI SHEKEL	ILS	39049.30	N/A	39049.30	33955.91	USD	Yes²	39049.30	33955.91
CME	J7	JAPANESE YEN	J7	2185.01	N/A	2185.01	1900.01	USD	No	2185.01	1900.01
CME	KRW	KOREAN WON	KRW	17442.11	N/A	17442.11	15164	USD	Yes²	11286.07	9812
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4370	N/A	4370	3800	USD	No	4370	3800
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6655.625	N/A	6655.625	5787.50	USD	No	6655.625	5787.50
CME	LBR	LUMBER FUTURES	LBR	2748.06	N/A	2748.06	2389.32	USD	No	2748.06	2389.32
CME	LE	LIVE CATTLE	LE	4330.58	N/A	4330.58	3765.72	USD	Yes	4330.58	3765.72
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	748.65	651	1069.50	930	USD	No	964.85	839
CME	M6A	AUSTRALIAN DOLLAR	M6A	264.056	N/A	264.056	229.614	USD	No	264.056	229.614
CME	M6B	BRITISH POUND	M6B	263.922	N/A	263.922	229.497	USD	No	263.922	229.497
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	471.648	N/A	471.648	410.128	USD	No	471.648	410.128
CME	MBT	MICRO BITCOIN	MBT	3594.34	N/A	3594.34	3080.86	USD	Yes	3594.34	3080.86
CME	MCD	CANADIAN DOLLAR	MCD	182.635	N/A	182.635	158.813	USD	No	182.635	158.813
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1680.99	1528.17	2401.41	2183.10	USD	Yes	2214.30	2013
CME	MET	MICRO ETHER	MET	125.808	N/A	125.808	109.399	USD	Yes	150.97	131.278
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	1336.01	N/A	1336.01	1161.70	USD	No	1336.01	1161.70
CME	MJY	JAPANESE YEN	MJY	437.002	N/A	437.002	380.002	USD	No	437.002	380.002
CME	MNH	UNITED STATES DOLLAR	MNH	2481.63	N/A	2481.63	2155.95	CNH	No	2481.63	2155.95
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	121474.50	105630	173535	150900	JPY	No	160770	139800
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1750.53	N/A	1750.53	1522.19	USD	No	1601.95	1393
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2413.18	2193.80	3447.40	3134	USD	Yes	3262.60	2966
CME	MSF	SWISS FRANC	MSF	621.017	N/A	621.017	540.008	USD	No	621.017	540.008
CME	MSL	MICRO SOLANA	MSL	4627.31	N/A	4627.31	4023.75	USD	No	4627.31	4023.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1214587.61	1056163.14	1735125.16	1508804.49	JPY	No	1607470	1397800
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17505.34	N/A	17505.34	15222	USD	No	16025.25	13935
CME	NOK	NORWEGIAN KRONE	NOK	23198.93	N/A	23198.93	20171.68	USD	No	23198.93	20171.68
CME	NQ	E-MINI NASDAQ 100	NQ	24129.49	21935.90	34470.70	31337	USD	Yes	32622.70	29657
CME	NYM	NEW YORK HOUSING INDEX	NYM	4821.38	N/A	4821.38	4192.50	USD	No	4821.37	4192.50
CME	PJY	BRITISH POUND	PJY	3076954.36	N/A	3076954.36	2675162.30	JPY	No	3076954.11	2675162.30
CME	PLN	POLISH ZLOTY	PLN	16093.06	N/A	16093.06	13993.96	USD	Yes²	16093.06	13993.96
CME	PSF	BRITISH POUND	PSF	13320.58	N/A	13320.58	11583.11	CHF	No	13320.58	11583.11
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4441.57	N/A	4441.57	3862.18	CHF	No	4441.57	3862.18
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	7989.05	N/A	7989.05	6947	USD	Yes²	7989.05	6947
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	12068.45	N/A	12068.45	10493.89	EUR	Yes²	12067.97	10493.89
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6101.50	N/A	6101.50	5305.625	GBP	No	6101.50	5305.625
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	33023.52	N/A	33023.52	28698.17	USD	No	33023.53	28698.17
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	40353.24	N/A	40353.24	35088.71	USD	No	40353.24	35088.71
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10202.66	N/A	10202.66	8870.86	USD	No	10202.66	8870.86
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7484.085	6507.90	10691.55	9297	USD	Yes	9650.80	8392
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1213071.66	N/A	1213071.66	1054824.25	JPY	Yes²	1213072.53	1054824.25
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	3121.39	2714.25	4459.13	3877.50	USD	No	4459.13	3877.50
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	25231.45	N/A	25231.45	21938.29	USD	No	25231.45	21938.29
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	SGX	SHORT GILT	SG	283705.25	N/A	283705.25	246700.22	USD	No	283705.25	246700.22
CME	SIR	INDIAN RUPEE	SIR	6679.91	N/A	6679.91	5808.50	USD	No	6679.91	5808.50
CME	SJY	SWISS FRANC	SJY	4628063.33	N/A	4628063.33	4024402.89	JPY	No	4628065.08	4024402.89
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	30866.90	N/A	30866.90	26840.78	USD	No	30866.90	26840.78
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	92546.25	N/A	92546.25	80475	USD	No	92546.25	80475
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1675.74	N/A	1675.74	1457.16	GBP	No	1675.73	1457.16
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	317.125	N/A	317.125	275.754	USD	No	317.117	275.754
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	563.50	N/A	563.50	490	USD	Yes	563.50	490
CME	SVX	SCHNEIDER ELECTRIC SE	SU	86940.48	N/A	86940.48	75600.42	USD	No	86940.48	75600.42
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1447.78	N/A	1447.78	1258.86	USD	No	1447.79	1258.86
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4792.63	N/A	4792.63	4167.50	USD	No	4792.62	4167.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	12455.65	N/A	12455.65	10830.44	USD	No	12455.65	10830.44
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13918.06	N/A	13918.06	12102.41	USD	No	13918.06	12102.41
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	16728.88	N/A	16728.88	14546.23	USD	No	16728.89	14546.23
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	18158.44	N/A	18158.44	15789.53	USD	No	18158.44	15789.53
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	47378.87	N/A	47378.87	41196.14	USD	No	47378.88	41196.14
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7201.38	N/A	7201.38	6261.70	USD	No	7201.38	6261.70
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	6550.07	N/A	6550.07	5694.45	USD	No	6550.07	5694.45
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11188.46	N/A	11188.46	9728.53	USD	No	11188.46	9728.53
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	19214.69	N/A	19214.69	16707.68	USD	No	19214.69	16707.68
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	41546.70	N/A	41546.70	36124.42	USD	No	41546.70	36124.42
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	21240.63	N/A	21240.63	18467.28	USD	No	21240.62	18467.28

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	286.838	N/A	286.838	249.424	USD	No	286.838	249.424
COMEX	ALI	ALUMINUM INDEX	ALI	6947.07	N/A	6947.07	6040.93	USD	No	6947.07	6040.93
COMEX	GC	GOLD	GC	28683.76	N/A	28683.76	24942.40	USD	Yes	28683.76	24942.40
COMEX	HG	COPPER INDEX	HG	11963.26	N/A	11963.26	10402.83	USD	Yes	11963.26	10402.83
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2774.75	N/A	2774.75	2412.82	USD	No	2774.75	2412.82
COMEX	MGC	E-MICRO GOLD	MGC	2868.38	N/A	2868.38	2494.24	USD	Yes	2868.38	2494.24
COMEX	MHG	MICRO COPPER	MHG	1196.33	N/A	1196.33	1040.28	USD	No	1196.33	1040.28
COMEX	QC	COMEX MINY COPPER	QC	5981.63	N/A	5981.63	5201.42	USD	No	5981.63	5201.42
COMEX	QI	COMEX MINY SILVER	QI	11721.73	N/A	11721.73	10192.81	USD	No	11721.74	10192.81
COMEX	QO	COMEX MINY GOLD	QO	14341.88	N/A	14341.88	12471.20	USD	No	14341.88	12471.20
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	36782.64	N/A	36782.64	31984.91	CNH	No	36782.65	31984.91
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6086.68	N/A	6086.68	5292.77	USD	No	6086.68	5292.77
COMEX	SI	SILVER INDEX	SI	23443.47	N/A	23443.47	20385.63	USD	Yes	23443.47	20385.63
COMEX	SI	SILVER INDEX	SIL	4688.69	N/A	4688.69	4077.13	USD	No	4688.69	4077.13
COMEX	UX	URANIUM INDEX	UX	1774.45	N/A	1774.45	1543.00	USD	No	1774.45	1543.00

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	40664.00	N/A	40664.00	35360.00	EUR	No	40664.00	35360.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	11504.04	N/A	11504.04	10003.51	EUR	Yes	11504.04	10003.51

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	14652.88	N/A	14652.88	12741.63	CHF	No	14652.88	12741.63
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	6871681.49	5975375.21	9816687.845	8536250.30	KRW	Yes	9816687.845	8536250.30
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7179.21	N/A	7179.21	6241.81	EUR	No	7179.21	6241.81
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3261.18	N/A	3261.18	2835.81	EUR	Yes	4032.50	3506.52
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1071.82	N/A	1071.82	932.017	EUR	No	1257.85	1093.78
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	4257.46	N/A	4257.46	3702.14	USD	No	4257.46	3702.14
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1607010.03	N/A	1607010.03	1397400.02	KRW	No	3214020.06	2794800.05
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2631.20	N/A	2631.20	2288.00	EUR	No	2631.20	2288.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	37592.39	32689.03	53703.41	46698.62	EUR	Yes	46802.99	40698.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9137.90	N/A	9137.90	7946.00	EUR	Yes²	9137.90	7946.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7518.48	6537.81	10740.68	9339.72	EUR	No	9360.60	8139.65
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1503.70	1307.56	2148.14	1867.94	EUR	Yes	1872.12	1627.93
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	171.684	149.29	245.263	213.272	EUR	No	232.968	202.581
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	5528.94	N/A	5528.94	4807.77	EUR	No	5528.94	4807.77
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3085.565	2683.10	4407.95	3833	EUR	Yes²	4407.95	3833
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	3114.30	N/A	3114.30	2708.08	EUR	No	3114.30	2708.08
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4469.83	N/A	4469.83	3886.00	EUR	Yes²	4469.83	3886.00
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	900.283	782.854	1286.12	1118.36	EUR	Yes	1095.51	952.62
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5934.575	N/A	5934.575	5160.50	EUR	Yes²	5453.79	4742.425
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1724.20	N/A	1724.20	1498.95	EUR	Yes²	1547.49	1345.32
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3902.32	N/A	3902.32	3393.32	EUR	Yes²	3180.35	2765.52
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7972.78	N/A	7972.78	6932.85	EUR	Yes²	6809.58	5921.37
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	3182.03	N/A	3182.03	2766.98	EUR	Yes²	2969.53	2582.20
EUREX	ESI	EURO STOXX INSURANCE	FESI	3139.63	N/A	3139.63	2729.43	EUR	Yes²	2717.58	2362.52
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1980.09	N/A	1980.09	1721.82	EUR	Yes²	1310.20	1139.305
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	4346.79	N/A	4346.79	3779.82	EUR	Yes²	3621.22	3148.89
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1411.91	N/A	1411.91	1227.75	EUR	Yes²	1465.05	1273.95
EUREX	SXRE	EURO STOXX RETAIL	FESR	4421.41	N/A	4421.41	3844.70	EUR	Yes²	4224.87	3673.80
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1073.77	N/A	1073.77	933.615	EUR	Yes²	1002.94	872.03
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1282.97	N/A	1282.97	1115.33	EUR	Yes²	1106.49	961.915
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1620.78	N/A	1620.78	1409.30	EUR	Yes	1510.33	1313.26
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1208.44	N/A	1208.44	1050.82	EUR	Yes²	965.307	839.398
EUREX	ESTX50	EURO STOXX50	FESX	3213.74	2794.55	4591.05	3992.22	EUR	Yes	4010.79	3487.64
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	16383.32	N/A	16383.32	14246.36	EUR	Yes²	16383.32	14246.36
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5361.86	N/A	5361.86	4662.49	EUR	Yes²	5790.31	5035.05
EUREX	EU3	THREE MONTH EURIBOR	FEU3	298.878	N/A	298.878	259.894	EUR	Yes	298.878	259.894
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2091.39	1818.60	2987.70	2598.00	EUR	Yes	2987.70	2598.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8186.47	N/A	8186.47	7116.40	EUR	Yes²	8186.47	7116.40
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1966.22	N/A	1966.22	1709.76	GBP	No	1966.22	1709.76
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2943.27	N/A	2943.27	2559.36	EUR	Yes	2943.27	2559.36
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1960.63	N/A	1960.63	1704.90	EUR	Yes	1960.63	1704.90
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	654.914	N/A	654.914	569.49	EUR	Yes	654.914	569.49
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	7223.07	N/A	7223.07	6280.93	EUR	Yes	7223.07	6280.93
EUREX	DJESL	EURO STOXX LARGE	FLCE	2630.14	N/A	2630.14	2286.36	EUR	No	1987.24	1727.49
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2676.37	N/A	2676.37	2325.81	EUR	No	1728.40	1502.01
EUREX	DJESM	EURO STOXX MID	FMCE	2413.94	N/A	2413.94	2098.545	EUR	No	1756.35	1526.875
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2918.54	N/A	2918.54	2537.82	USD	No	3692.52	3210.83
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2293.56	N/A	2293.56	1994.25	EUR	Yes²	1961.88	1705.85
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5832.09	N/A	5832.09	5071.32	USD	No	5682.77	4941.48
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8937.65	N/A	8937.65	7771.32	USD	No	8937.65	7771.32
EUREX	MXEU	MSCI EUROPE	FMEP	2899.42	N/A	2899.42	2521.11	EUR	No	2899.42	2521.11
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3152.55	N/A	3152.55	2741.32	EUR	No	2709.27	2355.86
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10612.74	N/A	10612.74	9228.14	USD	No	9927.83	8632.59
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	8524.17	N/A	8524.17	7412.00	USD	No	8524.17	7412.00
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1374376.53	1195110.02	1963395.04	1707300.03	KRW	No	1963395.04	1707300.03
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	19733.39	N/A	19733.39	17157.52	USD	No	19733.39	17157.52
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3896.58	3388.33	5566.54	4840.47	EUR	No	3971.85	3453.79
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6280.26	5461.10	8971.80	7801.57	USD	No	8538.74	7424.99
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6727.69	N/A	6727.69	5849.61	USD	No	6727.69	5849.61
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2956.90	N/A	2956.90	2571.22	EUR	No	2956.90	2571.22
EUREX	DJESS	EURO STOXX SMALL	FSCE	1424.38	N/A	1424.38	1238.50	EUR	No	1174.73	1021.43
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1471.81	N/A	1471.81	1279.81	EUR	No	1202.99	1046.05
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1752.06	N/A	1752.06	1523.51	EUR	No	1293.16	1124.47
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3920.16	N/A	3920.16	3408.84	CHF	Yes²	3920.16	3408.84
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8818.20	N/A	8818.20	7668.00	CHF	No	8818.20	7668.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	9010.09	7834.86	12871.56	11192.66	CHF	Yes	8988.91	7816.44
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3882.44	N/A	3882.44	3375.48	CHF	Yes²	3882.44	3375.48
EUREX	SMI	SWISS MARKET INDEX	FSMS	901.009	783.486	1287.16	1119.27	CHF	No	898.891	781.644
EUREX	MDAX	MIDCAP DAX	FSMX	2943.03	N/A	2943.03	2559.08	EUR	No	2709.49	2356.01
EUREX	ST3	THREE MONTH ESTR	FST3	268.919	N/A	268.919	233.843	EUR	No	268.919	233.843
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2823.86	N/A	2823.86	2455.51	EUR	Yes²	2567.07	2232.22
EUREX	SX7P	STOXX 600 BANKS	FSTB	1737.60	N/A	1737.60	1510.95	EUR	Yes	1390.20	1208.86
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4975.13	N/A	4975.13	4324.98	EUR	Yes²	4242.41	3688.01
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1318.24	1146.30	1883.20	1637.565	EUR	Yes	1640.14	1426.205
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4663.35	N/A	4663.35	4054.70	EUR	Yes²	3688.25	3206.87
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	5104.76	N/A	5104.76	4438.66	EUR	Yes²	4420.69	3843.85
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	5017.12	N/A	5017.12	4362.63	EUR	Yes²	3903.11	3393.94
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2907.32	N/A	2907.32	2528.035	EUR	Yes²	2498.73	2172.745
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	715.319	N/A	715.319	622.003	EUR	No	715.319	622.003
EUREX	SXMP	STOXX 600 MEDIA	FSTM	2224.48	N/A	2224.48	1933.47	EUR	Yes²	1617.33	1405.75
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3681.18	N/A	3681.18	3200.80	EUR	Yes²	3512.24	3053.91
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1971.52	N/A	1971.52	1714.25	EUR	Yes²	2329.73	2025.72
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1910.16	N/A	1910.16	1660.60	EUR	Yes²	1910.16	1660.60
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3266.94	N/A	3266.94	2840.78	EUR	Yes	3188.09	2772.22
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	813.651	N/A	813.651	707.505	EUR	Yes²	757.564	658.735
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1655.31	N/A	1655.31	1439.38	EUR	Yes	1588.49	1381.28
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1315.23	N/A	1315.23	1143.59	EUR	Yes²	1109.89	965.05
EUREX	STX	STOXX50	FSTX	4197.73	N/A	4197.73	3650.01	EUR	Yes²	2941.01	2557.27
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6474.05	N/A	6474.05	5628.90	EUR	Yes²	6474.05	5628.90
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3426.45	N/A	3426.45	2979.01	EUR	Yes²	3742.34	3253.65
EUREX	ESTX50	EURO STOXX50	FSXE	321.374	279.455	459.105	399.222	EUR	No	401.079	348.764
EUREX	TDX	TECDAX	FTDX	8626.68	N/A	8626.68	7501.46	EUR	Yes²	8626.68	7501.46
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1283.76	N/A	1283.76	1116.31	USD	No	1283.76	1116.31
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1181.62	N/A	1181.62	1027.50	EUR	Yes	2337.95	2033.00
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2429.22	N/A	2429.22	2111.62	EUR	No	1821.82	1583.63
EUREX	DJ600	STOXX 600 INDEX	FXXP	1656.75	1440.66	2366.79	2058.08	EUR	Yes	1757.41	1528.18

Euronext NL (FTA)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 FTA	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
FTA	AMX	AMX INDEX	FMX	8550.77	N/A	8550.77	7435.45	EUR	No	8550.77	7435.45
FTA	EOE	AMS EOE INDEX	FTI	11607.29	10093.30	16581.85	14419.00	EUR	Yes	12322.67	10715.36
FTA	EOE	AMS EOE INDEX	MFA	1160.73	1009.33	1658.18	1441.90	EUR	No	1232.27	1071.54

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	64025.71	N/A	64025.71	55674.53	HKD	No	64025.71	55674.53
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24892.095	N/A	24892.095	21645.30	CNH	Yes	24892.095	21645.30
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3133.75	N/A	3133.75	2725	HKD	No	3133.75	2725
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9241.63	N/A	9241.63	8036.20	HKD	No	9241.63	8036.20
HKFE	GDR	CNH GOLD FUTURES	GDR	169392.60	N/A	169392.60	147297.91	CNH	No	169392.62	147297.91
HKFE	GDU	USD GOLD FUTURES	GDU	25715.91	N/A	25715.91	22361.66	USD	No	25715.91	22361.66
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42269.43	36756.02	60384.89	52508.60	HKD	Yes	60384.89	52508.60
HKFE	HSI	HANG SENG STOCK INDEX	HSI	108264.30	94142.87	154663.29	134489.81	HKD	Yes	154663.29	134489.81
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	37412.85	32532.92	53446.93	46475.59	HKD	Yes	53446.93	46475.59
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	2896.58	2518.77	4137.98	3598.24	USD	No	4137.98	3598.24
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8453.89	7351.20	12076.98	10501.72	HKD	Yes	12076.98	10501.72
HKFE	MCS	UNITED STATES DOLLAR	MCS	4979.04	N/A	4979.04	4329	CNH	No	4979.04	4329
HKFE	MHI	MINI HANG SENG INDEX	MHI	21652.86	18828.57	30932.66	26897.96	HKD	Yes	30932.66	26897.96
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2986.48	N/A	2986.48	2596.94	USD	No	2986.48	2596.94
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5076.20	N/A	5076.20	4413.74	USD	No	5076.20	4413.74
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	16111.66	N/A	16111.66	14009.80	USD	No	16111.67	14009.80
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	80146.79	N/A	80146.79	69692.86	HKD	No	103787.50	90250

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	228.878	N/A	228.878	199.02	EUR	No	228.873	199.02
ICEEU	SG	GENERALI	G	3478.47	N/A	3478.47	3024.76	GBP	No	3478.48	3024.76
ICEEU	H	MEDIUM GILT	H	5862.39	N/A	5862.39	5097.73	GBP	No	5862.39	5097.73
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	363.692	N/A	363.692	316.25	EUR	Yes	363.6875	316.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	8140.64	N/A	8140.64	7078.14	USD	No	8140.64	7078.14
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4326.14	N/A	4326.14	3761.86	EUR	No	4326.15	3761.86
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7505.84	N/A	7505.84	6526.81	EUR	No	7505.84	6526.81
ICEEU	R	LONG GILT	R	4180.73	N/A	4180.73	3635.41	GBP	No	4180.72	3635.41
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.265	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	606.571	N/A	606.571	527.449	GBP	Yes	606.566	527.449
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	854.516	N/A	854.516	743.057	GBP	No	854.518	743.057
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1849.05	N/A	1849.05	1607.87	EUR	No	1849.05	1607.87
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	646.387	N/A	646.387	562.075	GBP	No	646.387	562.075
ICEEU	Y	FTSE 250 INDEX	Y2	4005.94	N/A	4005.94	3483.22	GBP	No	4005.94	3483.22
ICEEU	Z	FTSE 100 INDEX	Z	4846.93	4214.72	6924.19	6021.03	GBP	Yes	6924.19	6021.03

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	14283	N/A	14283	12420	GBP	No	14283	12420
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7682	N/A	7682	6680	USD	No	7682	6680
ICEEUSOFT	T	WHEAT	T	2327.45	N/A	2327.45	2023.17	GBP	No	2327.45	2023.17
ICEEUSOFT	W	WHITE SUGAR	W	2191.33	N/A	2191.33	1905.50	USD	No	2191.325	1905.50

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	7921.69	N/A	7921.69	6888.42	USD	No	7921.69	6888.42
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23497376.01	N/A	23497376.01	20432500.875	JPY	No	23497376.88	20432500.875
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	11571.68	N/A	11571.68	10062.33	USD	No	11571.68	10062.33
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13258.05	N/A	13258.05	11528.74	CAD	No	13258.05	11528.74
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6101.47	N/A	6101.47	5305.625	GBP	No	6101.47	5305.625
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20790.94	N/A	20790.94	18079.08	AUD	No	20790.94	18079.08
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	8369.66	N/A	8369.66	7277.97	CHF	No	8369.66	7277.97
ICEUS	ZY	SWISS FRANC	KZY	4628063.33	N/A	4628063.33	4024402.89	JPY	No	4628065.08	4024402.89
ICEUS	MP	BRITISH POUND	MP	7917.65	N/A	7917.65	6884.91	USD	No	7917.65	6884.91
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	13981.26	N/A	13981.26	12157.62	CHF	No	13981.26	12157.62
ICEUS	GBP	BRITISH POUND	SY	3297827.90	N/A	3297827.90	2867676.21	JPY	No	3297827.65	2867676.21

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	18941.00	16470.43	27058.57	23529.19	EUR	Yes	27058.57	23529.19
IDEM	FTMIB	FTSE MIB INDEX	MICR	757.64	658.817	1082.34	941.1675	EUR	No	1082.34	941.1675
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3788.20	3294.09	5411.71	4705.84	EUR	No	5411.71	4705.84
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1135.01	N/A	1135.01	986.966	EUR	No	1135.01	986.967

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	20996.42	N/A	20996.42	18257.76	USD	No	20996.42	18257.76
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	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	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	22766.71	N/A	22766.71	19797.14	USD	No	22766.71	19797.14
IPE	NGF	ICE UK NATURAL GAS	NGF	7695.915	N/A	7695.915	6692.10	GBP	No	25440	6692.10
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	15567.01	N/A	15567.01	12453.61	USD	Yes	15567.01	12453.61

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	7170870	5975375.21	10244100	8536250.30	KRW	Yes	10244100	8536250.30
KSE	K200M	MINI KOSPI200 INDEX	05	1434174	1195110.02	2048820	1707300.03	KRW	Yes	2048820	1707300.03
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1243546.50	831600	1776495	1188000	KRW	No	1776495	1188000
KSE	005930	HANG SENG BANK LTD	11	156975	N/A	156975	136500	KRW	No	156975	136500
KSE	017670	HENDERSON LAND DEVELOPMENT	12	153662.50	N/A	153662.50	132750	KRW	No	152662.50	132750
KSE	005490	POSCO HOLDINGS INC	13	756812.50	N/A	756812.50	653750	KRW	No	751812.50	653750
KSE	030200	KTCORPORATION	14	154500	N/A	154500	130000	KRW	No	149500	130000
KSE	015760	KOREA ELECTRIC POWER CORP	15	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	005380	SUN HUNG KAI PROPERTIES	16	539350	N/A	539350	469000	KRW	No	543350	469000
KSE	016360	NEW WORLD DEVELOPMENT	17	156800	N/A	156800	132000	KRW	No	151800	132000
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	148912.50	N/A	148912.50	127750	KRW	No	146912.50	127750
KSE	000270	SWIRE PACIFIC LTD - CL A	19	256287.50	N/A	256287.50	220250	KRW	No	253287.50	220250
KSE	012330	HYUNDAI MOBIS CO LTD	20	741750	N/A	741750	645000	KRW	No	746750	645000
KSE	006400	SAMSUNG SDI CO LTD	22	508944.37	N/A	508944.37	439894.70	KRW	No	505878.90	439894.70
KSE	009150	BANK OF EAST ASIA LTD	23	343112.50	N/A	343112.50	295750	KRW	No	340112.50	295750
KSE	066570	LG ELECTRONICS INC	24	205700	N/A	205700	178000	KRW	No	204700	178000
KSE	036460	KOREA GAS CORPORATION	28	110968.75	N/A	110968.75	95625	KRW	No	109968.75	95625
KSE	004020	HYUNDAI STEEL CO	32	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	003550	LG CORP	34	196612.50	N/A	196612.50	165750	KRW	No	190612.50	165750
KSE	078930	GS HOLDINGS	35	109825	N/A	109825	95500	KRW	No	115825	95500
KSE	033780	KT & G CORPORATION	36	334050	N/A	334050	287000	KRW	No	330050	287000
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	865200	N/A	865200	700000	KRW	No	865200	700000
KSE	086790	HANA FINANCIAL GROUP	40	194192.75	N/A	194192.75	160985	KRW	No	185132.75	160985
KSE	096770	SK INNOVATION CO LTD	41	269375	N/A	269375	232500	KRW	No	267375	232500
KSE	001040	CJ CORP	42	399423	N/A	399423	315500	KRW	No	399423	315500
KSE	034220	LG DISPLAY CO LTD	45	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	105560	KB FINANCIAL GROUP INC	46	276598	N/A	276598	231720	KRW	No	266478	231720
KSE	051910	LG CHEM LTD	47	620880	N/A	620880	520000	KRW	No	620880	520000
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	000660	SK HYNIX INC	50	548550	N/A	548550	477000	KRW	No	554550	477000
KSE	006360	GS ENGINEERING & CONSTRUCT	51	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	139480	E-MART INC	54	264612.50	N/A	264612.50	225750	KRW	No	259612.50	225750
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	119450	N/A	119450	103000	KRW	No	118450	103000
KSE	035420	NAVER CORP	56	579412.50	N/A	579412.50	497750	KRW	No	572412.50	497750
KSE	003490	KOREAN AIR LINES CO LTD	57	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	937251	N/A	937251	724031.69	KRW	No	937251	724031.69
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3159405	N/A	3159405	2475989.04	KRW	No	3159405	2475989.04
KSE	KWY	UNITED STATES DOLLAR	75	1607010.03	N/A	1607010.03	1397400.02	KRW	No	3214020.30	2794800.05
KSE	032640	LG UPLUS CORP	B0	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	010950	S-OILCORPORATION	B2	150362.50	N/A	150362.50	130750	KRW	No	151362.50	130750
KSE	010130	KOREA ZINC CO LTD	B3	3238200	N/A	3238200	2158800	KRW	No	3238200	2158800
KSE	024110	INDUSTRIALBANKOFKOREA	B4	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	001680	DAESANG CORPORATION	B6	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	047050	POSCO INTERNATIONAL CORP	B7	170694	N/A	170694	122625	KRW	No	170694	122625
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	86404.50	N/A	86404.50	70240	KRW	No	86404.50	70240
KSE	023530	BARLEY FUTURES	BA	194762.50	N/A	194762.50	166750	KRW	No	191762.50	166750
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	221760	N/A	221760	165000	KRW	No	221760	165000
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	243225	N/A	243225	211500	KRW	No	243225	211500
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	029780	SAMSUNG CARD CO	BG	122175	N/A	122175	104500	KRW	No	120175	104500
KSE	036570	NCSOFTCORPORATION	BJ	425787.50	N/A	425787.50	370250	KRW	No	431787.50	370250
KSE	000080	HITE JINRO CO LTD	BK	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	241762.50	N/A	241762.50	206750	KRW	No	237762.50	206750
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	277200	N/A	277200	220000	KRW	No	277200	220000
KSE	000720	DANONE	BN	124125	N/A	124125	107500	KRW	No	123625	107500
KSE	011210	HYUNDAI WIA CORP	BP	122331.25	N/A	122331.25	106375	KRW	No	127831.25	106375
KSE	008770	HOTEL SHILLA CO LTD	BQ	127575	N/A	127575	110500	KRW	No	127075	110500
KSE	035250	KANGWON LAND, INC.	BS	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	138930	BNK FINANCIAL GROUP INC	BT	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	001120	LX INTERNATIONAL CORP	BX	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	011070	LG INNOTEK CO LTD	BY	429312	N/A	429312	344000	KRW	No	429312	344000
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	034730	SK INC	C1	380937.50	N/A	380937.50	331250	KRW	No	382937.50	331250
KSE	001740	SK NETWORKS CO LTD	C2	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	356350	N/A	356350	309000	KRW	No	355350	309000
KSE	018260	SAMSUNG SDS CO LTD	C5	373000	N/A	373000	320000	KRW	No	368000	320000
KSE	090430	AMOREPACIFIC CORP	C6	354487.50	N/A	354487.50	308250	KRW	No	355487.50	308250
KSE	030000	CHEIL WORLDWIDE INC	C7	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	028260	SAMSUNG C&T CORP	C8	355050	N/A	355050	307000	KRW	No	353050	307000
KSE	000880	HANWHA CORPORATION	C9	193050	N/A	193050	128700	KRW	No	193050	128700
KSE	088350	CARREFOUR SA	CA	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	086280	COCOA NYBOT	CC	303025	N/A	303025	263500	KRW	No	305025	263500
KSE	010620	HD HYUNDAI MIPO	CD	498229.50	N/A	498229.50	430250	KRW	No	499787.50	430250
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	035720	KAKAO CORP	CF	110256.25	N/A	110256.25	95875	KRW	No	111256.25	95875
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	069080	WEBZEN INC	CK	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	096530	LIGHT SWEET CRUDE OIL	CL	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	022100	POSCO DX CO LTD	CN	92054.25	N/A	92054.25	70240	KRW	No	92054.25	70240
KSE	068270	CELLTRION INC	CP	460862.50	N/A	460862.50	400750	KRW	No	461862.50	400750
KSE	122870	YG ENTERTAINMENT INC	CQ	194062.50	N/A	194062.50	168750	KRW	No	195062.50	168750
KSE	051900	LG H&H	CR	947312.50	N/A	947312.50	823750	KRW	No	947312.50	823750
KSE	002790	AXA SA	CS	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	000810	COTTON NO. 2	CT	1083875	N/A	1083875	942500	KRW	No	1083875	942500
KSE	008930	HANMI SCIENCE CO LTD	CV	82080	N/A	82080	71250	KRW	No	82080	71250
KSE	021240	COWAY CO LTD	CW	244662.50	N/A	244662.50	212750	KRW	No	244662.50	212750
KSE	128940	HANMI PHARM CO LTD	CX	765312.50	N/A	765312.50	643750	KRW	No	740312.50	643750
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	272487.50	N/A	272487.50	228250	KRW	No	262487.50	228250
KSE	097950	CJ CHEILJEDANG CORP.	D1	707250	N/A	707250	615000	KRW	No	707250	615000
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	129025	N/A	129025	103500	KRW	No	119025	103500
KSE	002380	KCC CORP	D3	733750	N/A	733750	625000	KRW	No	718750	625000
KSE	012750	S1 CORPORATION	D5	185000	N/A	185000	160000	KRW	No	184000	160000
KSE	000100	YUHAN CORPORATION	D6	320387.50	N/A	320387.50	274250	KRW	No	315387.50	274250
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	123687.50	N/A	123687.50	106250	KRW	No	122187.50	106250
KSE	069960	HYUNDAI DEPT STORE CO	D8	169912.50	N/A	169912.50	147750	KRW	No	170912.50	147750
KSE	004370	MILK CLASS III INDEX	DA	1174437.50	N/A	1174437.50	1021250	KRW	No	1194437.50	1021250
KSE	079550	LIG NEX1 CO LTD	DB	1080165	N/A	1080165	841250	KRW	No	1080165	841250
KSE	204320	HL MANDO CO LTD	DC	105656.25	N/A	105656.25	91875	KRW	No	105656.25	91875
KSE	004170	SHINSEGAE INC	DD	455112.50	N/A	455112.50	395750	KRW	No	461112.50	395750
KSE	161890	KOLMAR KOREA CO LTD	DE	217062.50	N/A	217062.50	188750	KRW	No	219062.50	188750
KSE	111770	YOUNGONE CORP	DG	135106.25	N/A	135106.25	114875	KRW	No	132106.25	114875
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	259740	N/A	259740	222000	KRW	No	259740	222000
KSE	192820	COSMAX INC	DK	509400	N/A	509400	436000	KRW	No	501400	436000
KSE	039130	HANA TOUR SERVICE INC	DN	155237.50	N/A	155237.50	133250	KRW	No	153237.50	133250
KSE	086900	MEDY-TOX INC	DP	522100	N/A	522100	454000	KRW	No	602100	454000
KSE	078340	COM2US CORP	DR	120406.25	N/A	120406.25	96875	KRW	No	111406.25	96875
KSE	035760	CJ ENM CO LTD	DT	210425	N/A	210425	139500	KRW	No	160425	139500
KSE	056190	SFA ENGINEERING CORP	DV	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	241560	DOOSAN BOBCAT INC	DW	141356.25	N/A	141356.25	119875	KRW	No	137856.25	119875
KSE	017800	CME DRY WHEY INDEX	DY	217625	N/A	217625	187500	KRW	No	215625	187500
KSE	105630	HANSAE CO LTD	DZ	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	240810	WONIK IPS CO LTD	E0	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	091700	PARTRON CO LTD	E3	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	041510	SM ENTERTAINMENT CO LTD	E4	390187.50	N/A	390187.50	306250	KRW	No	352187.50	306250
KSE	251270	NETMARBLE CORP	E5	134956.25	N/A	134956.25	113875	KRW	No	130956.25	113875
KSE	003670	POSCO FUTURE M CO LTD	E8	390186	N/A	390186	306750	KRW	No	390186	306750
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	316140	WOORI FINANCIAL GROUP INC	EB	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	009420	HANALL BIOPHARMA CO LTD	EE	81149.25	N/A	81149.25	70240	KRW	No	81149.25	70240
KSE	035900	JYP ENTERTAINMENT CORP	EF	200962.50	N/A	200962.50	174750	KRW	No	204962.50	174750
KSE	028670	PAN OCEAN CO LTD	EH	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	320458.50	N/A	320458.50	250750	KRW	No	320458.50	250750
KSE	093370	FOOSUNG CO LTD	EL	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	375500	DL E&C CO LTD	ER	130231.25	N/A	130231.25	112375	KRW	No	129231.25	112375
KSE	207940	E-MINI S&P 500	ES	2992875	N/A	2992875	2602500	KRW	No	2992875	2602500
KSE	028050	SAMSUNG E&A CO LTD	ET	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	272210	HANWHA SYSTEMS CO LTD	EV	213650.25	N/A	213650.25	142433.50	KRW	No	213650.25	142433.50
KSE	293490	KAKAO GAMES CORP	EX	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	247540	ECOPRO BM CO LTD	EY	312363	N/A	312363	259500	KRW	No	321425	259500
KSE	253450	STUDIO DRAGON CORP	EZ	153050	N/A	153050	127000	KRW	No	146050	127000
KSE	278280	CHUNBO CO LTD	F0	102925	N/A	102925	89500	KRW	No	108425	89500
KSE	200130	KOLMAR BNH CO LTD	F1	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	036540	SFA SEMICON CO LTD	F2	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	060250	NHN KCP CORP	F3	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	500577	N/A	500577	352250	KRW	No	500577	352250
KSE	373220	LG ENERGY SOLUTION	F5	937187.50	N/A	937187.50	806250	KRW	No	927187.50	806250
KSE	323410	KAKAOBANK CORP	F6	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	377300	KAKAO PAY CORP	F7	91665	N/A	91665	78750	KRW	No	91665	78750
KSE	259960	KRAFTON INC	F8	1108312.50	N/A	1108312.50	963750	KRW	No	1118312.50	963750
KSE	302440	SK BIOSCIENCE CO LTD	F9	112050	N/A	112050	97000	KRW	No	111550	97000
KSE	011200	HMM CO LTD	FA	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	80776	N/A	80776	70240	KRW	No	80776	70240
KSE	352820	HYBE CO LTD	FC	765437.50	N/A	765437.50	661250	KRW	No	760437.50	661250
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1321290	N/A	1321290	1038750	KRW	No	1321290	1038750
KSE	402340	SK SQUARE CO LTD	FE	267208.50	N/A	267208.50	230750	KRW	No	267208.50	230750
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	284625	N/A	284625	247500	KRW	No	285625	247500
KSE	383220	F&F CO LTD / NEW	FG	205812.50	N/A	205812.50	173750	KRW	No	199812.50	173750
KSE	267250	HD HYUNDAI	FH	234425	N/A	234425	199500	KRW	No	229425	199500
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	357762.50	N/A	357762.50	306750	KRW	No	352762.50	306750
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	351325	N/A	351325	305500	KRW	No	351325	305500
KSE	263750	PEARL ABYSS CORP	FL	106725	N/A	106725	91500	KRW	No	105225	91500
KSE	066970	L&F CO LTD	FM	214452	N/A	214452	161000	KRW	No	214452	161000
KSE	112040	WEMADE CO LTD	FN	88978.50	N/A	88978.50	70240	KRW	No	88978.50	70240
KSE	196170	ALTEOGEN INC	FP	1262010	N/A	1262010	881250	KRW	No	1262010	881250
KSE	058470	LEENO INDUSTRIAL INC	FQ	113593.75	N/A	113593.75	93125	KRW	No	107093.75	93125

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	5288.96	N/A	5288.96	4599.09	USD	No	5288.96	4599.09
LMEOTC	CA	CARREFOUR SA	CA	21227.85	N/A	21227.85	18459	USD	No	21227.85	18459
LMEOTC	PB	LEAD - LME	PB	4418.64	N/A	4418.64	3842.25	USD	No	4418.64	3842.25
LMEOTC	SNLME	TIN FUTURE	SN	42982.49	N/A	42982.49	37372.17	USD	No	42982.36	37372.17
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6248.78	N/A	6248.78	5433.72	USD	No	6248.78	5433.72

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	791.256	N/A	791.256	688.049	EUR	Yes	1262.83	1098.11
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2115.61	N/A	2115.61	1839.66	EUR	Yes	3163.26	2750.66
MATIF	EMA	CORN	EMA	1246.93	N/A	1246.93	1084.28	EUR	No	1471.90	1279.91

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	229.888	N/A	229.888	199.902	EUR	No	231.569	199.902
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660	8400	13800	12000	EUR	No	13800	12000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966	840	1380	1200	EUR	Yes	1380	1200

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	10029.84	N/A	10029.84	8721.60	MXN	No	15598.66	13564.05
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	34142.93	N/A	34142.93	29689.50	MXN	No	34142.93	29689.50
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	52852.02	N/A	52852.02	45955.70	MXN	Yes²	57114.27	49661.81
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	10570.89	N/A	10570.89	9191.14	MXN	No	11423.38	9932.36

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	4737.59	N/A	4737.59	4119.64	EUR	No	4737.59	4119.64
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3746.67	N/A	3746.67	3256.62	EUR	No	3746.67	3256.62
MONEP	CAC40	CAC 40	FCE	5283.87	4594.67	7548.38	6563.81	EUR	Yes	6181.56	5375.27
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16048.52	N/A	16048.52	13955.23	EUR	No	16048.52	13955.23
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10080.07	N/A	10080.07	8765.28	EUR	No	10080.07	8765.28
MONEP	CAC40	CAC 40	MFC	528.387	459.467	754.838	656.381	EUR	No	618.156	537.527

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	269565.3	N/A	269565.3	234404.7	INR	Yes	8939.42	7773.41
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11131.23	N/A	11131.23	9679.25	INR	No	11131.23	9679.25
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	279202.95	N/A	279202.95	242748.35	INR	Yes	4272.76	3715.45
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13104.19	N/A	13104.19	11394.80	INR	No	13104.69	11394.80
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6876.95	N/A	6876.95	5979.95	INR	No	6876.95	5979.95
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	237939.6	N/A	237939.6	206899.2	INR	Yes	1972.63	1715.33
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	258962.25	N/A	258962.25	225184.5	INR	Yes	3432.25	2984.57
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9846.59	N/A	9846.59	8562.25	INR	Yes	9846.59	8562.25

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	115394.31	N/A	115394.31	100342.88	USD	No	115394.31	100342.88
NYBOT	CC	COCOA NYBOT	CC	21800.54	N/A	21800.54	18956.99	USD	Yes	21800.54	18956.99
NYBOT	CT	COTTON NO. 2	CT	3455.64	N/A	3455.64	3004.91	USD	Yes	3455.64	3004.91
NYBOT	DX	NYBOT US DOLLAR FX	DX	3347.92	N/A	3347.92	2911.23	USD	Yes	3347.92	2911.23
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	12494.94	N/A	12494.94	10864.86	USD	No	12494.94	10864.86
NYBOT	KC	COFFEE "C"	KC	23145.79	N/A	23145.79	20126.77	USD	Yes	23145.79	20126.77
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	11149.77	N/A	11149.77	9695.37	USD	Yes	11149.77	9695.37
NYBOT	RS	CANOLA	RS	1214.34	N/A	1214.34	1055.95	CAD	No	1214.34	1055.95
NYBOT	SB	SUGAR NO. 11	SB	1897.20	N/A	1897.20	1649.74	USD	Yes	1897.20	1649.74
NYBOT	SF	SUGAR #16 112000 LBS	SF	2494.84	N/A	2494.84	2167.03	USD	No	2494.84	2167.03

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250	N/A	16250	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	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	7960.40	N/A	7960.40	6922.09	USD	No	7960.40	6922.09
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	8361.61	N/A	8361.61	7270.96	USD	No	8361.61	7270.96
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7964.96	N/A	7964.96	6922.09	USD	No	7964.96	6922.09
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2460.96	N/A	2460.96	1968.77	USD	No	2460.96	1968.77
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	836.733	N/A	836.733	727.594	USD	No	836.733	727.594
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7960.40	N/A	7960.40	6922.09	USD	Yes	7960.40	6922.09
NYMEX	PA	PALLADIUM INDEX	PA	18762.07	N/A	18762.07	16314.84	USD	No	18762.07	16314.84
NYMEX	PL	PLATINUM INDEX	PL	5621.57	N/A	5621.57	4888.33	USD	No	5621.57	4888.33
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1990.82	N/A	1990.82	1730.52	USD	No	1990.82	1730.52
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8125	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	9764.55	N/A	9764.55	8490.91	USD	No	9764.55	8490.91

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	9153.03	N/A	9153.03	7958.45	USD	No	9153.03	7958.45
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	13417.64	N/A	13417.64	11664.25	USD	No	13417.64	11664.25
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	20248.08	N/A	20248.08	17607.03	USD	No	20248.08	17607.03
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5479.04	4764.39	7827.21	6806.27	USD	No	7827.21	6806.27
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2938.72	2555.41	4198.17	3650.58	USD	No	4198.17	3650.58
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	61571.66	N/A	61571.66	53540.57	USD	No	61571.65	53540.57

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	25849.05	N/A	25849.05	22476.98	SEK	No	25849.04	22476.98
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	18729.935	16286.90	26757.05	23267	SEK	Yes	26757.05	23267
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1005.30	N/A	1005.30	874.173	SEK	No	5330.47	874.173

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	2681823.69	2332020.60	3831176.70	3331458	JPY	Yes	3284475.90	2856066
OSE.JPN	N225M	NIKKEI 225 MINI	225M	268182.37	233202.06	383117.67	333145.80	JPY	Yes	328447.59	285606.60
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	26818.24	23320.21	38311.77	33314.58	JPY	No	32844.76	28560.66
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	199444.99	N/A	199444.99	173428.90	JPY	No	199444.99	173428.90
OSE.JPN	TPXC30	TOPIX CORE30	C30	122704.02	N/A	122704.02	106699.15	JPY	No	111668.80	97103.30
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	488466.81	N/A	488466.81	424744.21	JPY	No	488466.81	424744.21
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2361009.72	N/A	2361009.72	2053051.93	JPY	Yes	2280153.22	1982741.93
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	236100.97	N/A	236100.97	205305.19	JPY	No	228015.32	198274.19
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	71082.01	N/A	71082.01	61810.10	JPY	No	71082.01	61810.10
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	152662.50	N/A	152662.50	132750	JPY	No	186009.06	161747.01
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	170655.27	N/A	170655.27	148377.56	JPY	No	170655.27	148377.56
OSE.JPN	TOPX	TOPIX INDEX	TPX	1560419.65	1356886.65	2229170.925	1938409.50	JPY	No	1799497.57	1564780.50
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	156041.96	135688.665	222917.09	193840.95	JPY	No	179949.76	156478.05

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15567.01	N/A	15567.01	12453.61	USD	No	15567.01	12453.61

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	21800.54	N/A	21800.54	18956.99	USD	No	21800.54	18956.99
QBALGOIUS	CT	COTTON NO. 2	CT	3455.64	N/A	3455.64	3004.91	USD	No	3455.64	3004.91
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	3347.92	N/A	3347.92	2911.23	USD	No	3347.92	2911.23
QBALGOIUS	KC	COFFEE "C"	KC	23145.79	N/A	23145.79	20126.77	USD	No	23145.79	20126.77
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	11149.77	N/A	11149.77	9695.37	USD	No	11149.77	9695.37
QBALGOIUS	SB	SUGAR NO. 11	SB	1897.20	N/A	1897.20	1649.74	USD	No	1897.20	1649.74

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	331690.96	N/A	331690.96	288426.92	JPY	No	331691.03	288426.92
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1849.38	N/A	1849.38	1608.16	USD	No	1849.38	1608.16
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1289.42	1121.23	1842.02	1601.76	USD	No	1842.02	1601.76
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	3979.29	N/A	3979.29	3460.25	USD	No	3979.29	3460.25
SGX	XIN0I	FTSE CHINA H50	FCH	3658.44	N/A	3658.44	3181.12	USD	No	3658.44	3181.12
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1150	N/A	1150	1000	USD	No	1150	1000
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2261.71	N/A	2261.71	1966.67	USD	No	2261.71	1966.67
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1322.41	N/A	1322.41	1149.84	USD	No	1322.41	1149.84
SGX	INR	UNITED STATES DOLLAR	INR	9836.53	N/A	9836.53	8553.50	USD	No	9836.53	8553.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9842.56	N/A	9842.56	8558.75	USD	No	9842.56	8558.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2686.17	N/A	2686.17	2335.80	USD	No	2686.17	2335.80
SGX	SGB	SGX MINI JGB INDEX	JB	361340.03	N/A	361340.03	314199.38	JPY	No	361339.63	314199.38
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	413406.66	N/A	413406.66	359484.05	JPY	No	413406.66	359484.05
SGX	KRW	KOREAN WON	KRW	10281.50	N/A	10281.50	8935	USD	No	10275.25	8935
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2057.93	N/A	2057.93	1789.50	USD	No	2055.05	1787
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6223.11	N/A	6223.11	5411.40	CNH	No	6223.11	5411.40
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1825280.18	N/A	1825280.18	1587199.95	JPY	No	1825279.94	1587199.95
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2012.50	1750	2875	2500	USD	No	2875	2500
SGX	SGXNK	SGX: NIKKEI 225	NK	1127000	980000	1610000	1400000	JPY	Yes	1610000	1400000
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	225400	196000	322000	280000	JPY	No	322000	280000
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	40333.95	N/A	40333.95	35073.00	USD	No	40333.95	35073.00
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	2012.50	1750	2875	2500	SGD	Yes²	2875	2500
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6905.00	N/A	6905.00	6004.35	SGD	No	6905.00	6004.35
SGX	STI	SGX STRAITS TIMES INDEX	ST	4683.22	N/A	4683.22	4072.37	SGD	No	4683.22	4072.37
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2660.04	N/A	2660.04	2313.08	USD	No	2660.04	2313.08
SGX	TSR20	SICOM RUBBER	TF	747.504	N/A	747.504	650.003	USD	No	747.504	650.003
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	35650.50	N/A	35650.50	31000	JPY	No	35650	31000
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2149.86	N/A	2149.86	1869.40	USD	No	2149.86	1869.40
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7980.13	N/A	7980.13	6939.24	USD	No	7980.13	6939.24
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	5578.83	4851.16	7969.76	6930.22	USD	No	7969.76	6930.22
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24892.44	N/A	24892.44	21645.60	CNH	Yes	24892.44	21645.60
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10573795.40	N/A	10573795.40	9194604.70	JPY	No	10573795.90	9194604.70
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1726.25	N/A	1726.25	1501.09	SGD	No	1726.25	1501.09
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2114759.08	N/A	2114759.08	1838920.94	JPY	No	2114759.18	1838920.94
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1321.27	N/A	1321.27	1148.93	SGD	No	1345.82	1148.94
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4197.56	N/A	4197.56	3532.10	SGD	No	4061.92	3532.10
SGX	G13	GENTING SINGAPORE LTD	YGEN	634.731	N/A	634.731	551.94	SGD	No	669.316	551.935
SGX	BN4	KEPPEL LTD	YKEP	3513.03	N/A	3513.03	3054.81	SGD	No	3688.43	3054.81
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5620.16	N/A	5620.16	4887.09	SGD	No	5950.79	4887.09
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3350.68	N/A	3350.68	2913.63	SGD	No	3504.90	2913.63
SGX	Y92	THAI BEVERAGE PCL	YTBE	880.854	N/A	880.854	765.96	SGD	No	897.214	765.95
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5956.95	N/A	5956.95	5179.96	SGD	No	6010.02	5179.96
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2677.09	N/A	2677.09	2327.90	SGD	No	3026.44	2327.90
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	18796.98	N/A	18796.98	4365.44	SGD	No	5577.48	4365.44
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	424.865	N/A	424.865	368.898	USD	No	424.233	368.898

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	13714.00	11925.21	19591.42	17036.02	AUD	Yes	19591.42	17036.02
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.718	N/A	756.718	658.00	AUD	No	756.726	658.00
SNFE	IR	90 DAY BILLS	IR	1639.24	N/A	1639.24	1425.43	AUD	No	1639.24	1425.43
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.12	N/A	3228.12	2807.04	AUD	No	3228.09	2807.04
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.41	N/A	1237.41	1076.01	AUD	No	1237.41	1076.01

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	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)

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