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	8318.91	N/A	8318.91	7233.83	EUR	Yes²	8318.91	7233.83

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	8775	N/A	8775	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	4025.01	3500	5750.02	5000	MYR	No	5800.02	5000

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	746.05	N/A	746.05	623.451	USD	No	717.05	623.451
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1325.87	N/A	1325.87	1005.10	USD	No	1155.87	1005.10
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	632.063	N/A	632.063	549.62	USD	No	632.063	549.62
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2974.83	N/A	2974.83	2586.81	USD	No	2974.83	2586.81
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	829.194	N/A	829.194	721.006	USD	No	848.194	721.006
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3469.19	N/A	3469.19	2797.41	USD	No	3219.19	2797.41
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	5402.84	N/A	5402.84	4668.49	USD	No	5372.84	4668.49
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5083.57	N/A	5083.57	4418.87	USD	No	5218.57	4418.87
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2993.23	N/A	2993.23	2602.81	USD	Yes	3105.73	2602.81
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	617.506	N/A	617.506	536.825	USD	No	648.744	536.825
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1094.19	N/A	1094.19	951.366	USD	No	1128.54	951.366
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1207.52	948.50	1725.03	1355	USD	No	1498.45	1303
CBOT	MZC	MICRO CORN FUTURES	MZC	183.924	N/A	183.924	138.195	USD	No	158.924	138.195
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	401.332	N/A	401.332	348.984	USD	No	430.732	348.984
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	249.407	N/A	249.407	201.223	USD	No	231.407	201.223
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	364.935	N/A	364.935	289.074	USD	No	332.435	289.074
CBOT	MZW	MICRO WHEAT FUTURES	MZW	311.082	N/A	311.082	270.506	USD	No	316.082	270.506
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	755.032	N/A	755.032	656.547	USD	No	755.029	656.547
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4216.26	N/A	4216.26	3605.30	USD	No	4146.26	3605.30
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4080.71	N/A	4080.71	3548.44	USD	No	4424.33	3548.44
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	7666.29	N/A	7666.29	6666.34	USD	Yes	8072.29	6666.34
CBOT	YC	MINI SIZED CORN FUTURES	XC	365.348	N/A	365.348	276.39	USD	No	317.848	276.39
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	732.37	N/A	732.37	578.148	USD	No	664.87	578.148
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	622.164	N/A	622.164	541.012	USD	No	637.164	541.012
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	373.75	N/A	373.75	325	USD	No	487.446	325
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	1100.35	N/A	1100.35	956.826	USD	No	1290.35	956.826
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1121.25	N/A	1121.25	975	USD	No	1336.25	975
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	690	N/A	690	600	USD	No	851.20	600
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	5820.12	N/A	5820.12	5060.97	USD	No	6060.12	5060.97
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12075.23	9486.40	17250.32	13552	USD	Yes	14979.90	13026
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2686.25	N/A	2686.25	2335.87	USD	No	3099.75	2335.87
CBOT	ZB	US TREASURY BOND	ZB	5698.80	N/A	5698.80	4955.48	USD	Yes	5918.06	4955.48
CBOT	ZC	CORN FUTURES	ZC	1826.74	N/A	1826.74	1381.95	USD	Yes	1589.24	1381.95
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1722.01	N/A	1722.01	1497.40	USD	Yes	1979.57	1497.40
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3894.98	N/A	3894.98	3386.94	USD	Yes	4092.98	3386.94
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2364.12	N/A	2364.12	1916.63	USD	Yes	2204.12	1916.63
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2782.21	N/A	2782.21	2419.31	USD	Yes	3110.33	2419.31
CBOT	ZO	OAT FUTURES	ZO	4780.58	N/A	4780.58	4146.64	USD	Yes	4893.08	4146.64
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1482.71	N/A	1482.71	1289.31	USD	Yes²	1982.74	1289.31
CBOT	ZR	ROUGH RICE FUTURES	ZR	4400.72	N/A	4400.72	3826.37	USD	Yes	4400.72	3826.37
CBOT	ZS	SOYBEAN FUTURES	ZS	3661.85	N/A	3661.85	2890.74	USD	Yes	3324.35	2890.74
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1441.65	N/A	1441.65	1253.60	USD	Yes	1769.77	1253.60
CBOT	ZW	WHEAT FUTURES	ZW	3110.82	N/A	3110.82	2705.06	USD	Yes	3185.82	2705.06

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	3613.52	N/A	3613.52	3142.19	CAD	No	3613.52	3142.19
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2003.60	N/A	2003.60	1742.26	CAD	No	2003.60	1742.26
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	717.026	N/A	717.026	623.501	CAD	No	717.03	623.501
CDE	CRA	3 MONTH CORRA	CRA	490.176	N/A	490.176	426.24	CAD	No	490.186	426.24
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15426.87	13414.67	22038.39	19163.82	CAD	No	22038.40	19163.82
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12666.98	N/A	12666.98	11014.76	CAD	No	12666.98	11014.76

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	16074.11	N/A	16074.11	13977.49	CHF	Yes	16074.11	13977.49
CEDX	BDE40G	-	DE40F	27337.31	N/A	27337.31	23771.57	EUR	Yes	27337.31	23771.57
CEDX	BES35P	-	ES35F	63595.66	N/A	63595.66	55300.57	EUR	Yes	63595.66	55300.57
CEDX	BEZ50P	-	EZ50F	6196.45	N/A	6196.45	5388.22	EUR	Yes	6196.45	5388.22
CEDX	BFR40P	-	FR40F	8464.56	N/A	8464.56	7360.49	EUR	Yes	8464.56	7360.49
CEDX	BIT40P	-	IT40F	13303.78	N/A	13303.78	11568.50	EUR	Yes	13303.78	11568.50
CEDX	BNL25P	-	NL25F	10797.83	N/A	10797.83	9389.42	EUR	Yes	10797.83	9389.42
CEDX	BNO25G	-	NO25F	12872.35	N/A	12872.35	11193.35	NOK	Yes	12872.35	11193.35
CEDX	BSE30P	-	SE30F	32937.87	N/A	32937.87	28641.62	SEK	Yes	32937.87	28641.62
CEDX	BUK100P	-	UK100F	8574.63	N/A	8574.63	7456.20	GBP	Yes	8574.63	7456.20

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	10024.34	N/A	10024.34	8716.00	USD	No	10024.34	8716.00
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8196.02	N/A	8196.02	7126.00	USD	No	8196.02	7126.00
CFE	VA	S&P 500 VARIANCE	VA	333.7875	N/A	333.7875	290.25	USD	No	258.75	225
CFE	VIX	CBOE VOLATILITY INDEX	VX	10671.48	N/A	10671.48	9279.55	USD	Yes	24753.22	21524.54
CFE	VIX	CBOE VOLATILITY INDEX	VX27	11503.86	N/A	11503.86	10003.35	USD	No	29424.06	25586.14
CFE	VIX	CBOE VOLATILITY INDEX	VX29	11503.86	N/A	11503.86	10003.35	USD	No	27863.89	24229.47
CFE	VIX	CBOE VOLATILITY INDEX	VX30	11503.86	N/A	11503.86	10003.35	USD	No	27863.89	24229.47
CFE	VIX	CBOE VOLATILITY INDEX	VX31	10928.66	N/A	10928.66	9503.18	USD	No	26470.73	23018.02
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1067.15	N/A	1067.15	927.955	USD	No	2475.32	2152.45

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	2530.02	N/A	2530.02	2200.02	USD	Yes	2605.02	2200.02
CME	GBP	BRITISH POUND	6B	2743.57	N/A	2743.57	2255.28	USD	Yes	2593.57	2255.28
CME	CAD	CANADIAN DOLLAR	6C	1848.57	N/A	1848.57	1442.23	USD	Yes	1658.57	1442.23
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4099.00	N/A	4099.00	3564.35	USD	Yes	4555.25	3564.35
CME	JPY	JAPANESE YEN	6J	4370	N/A	4370	3800	USD	Yes	5138.45	3800
CME	BRE	BRAZILIAN REAL	6L	2028.65	N/A	2028.65	1457.20	USD	Yes²	1978.65	1457.20
CME	6M	MEXICAN PESO	6M	1985.00	N/A	1985.00	1600.00	USD	Yes	1840.00	1600.00
CME	NZD	NEW ZEALAND DOLLAR	6N	2695.61	N/A	2695.61	2344.01	USD	Yes²	2890.61	2344.01
CME	CHF	SWISS FRANC	6S	6210	N/A	6210	5400	USD	Yes	6935.00	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2392.71	N/A	2392.71	1982.75	USD	No	2280.21	1982.75
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13855.00	N/A	13855.00	12047.83	CAD	No	13855.00	12047.83
CME	AJY	AUSTRALIAN DOLLAR	AJY	2639620.02	N/A	2639620.02	2170104.02	JPY	No	2495619.62	2170104.02
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	849.365	N/A	849.365	738.578	USD	No	858.065	738.578
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	27055.92	N/A	27055.92	23526.89	USD	No	27055.92	23526.89
CME	BOS	BOSTON HOUSING INDEX	BOS	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	196564.24	N/A	196564.24	170562.21	USD	Yes	201414.23	170562.21
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	268985	N/A	268985	233900	EUR	No	322782	280680
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8384.07	N/A	8384.07	7247.02	USD	No	8334.07	7247.02
CME	CHI	CHICAGO HOUSING INDEX	CHI	3162.50	N/A	3162.50	2750	USD	No	3162.50	2750
CME	CLP	CHILEAN PESO	CHP	5769.75	N/A	5769.75	5008.48	USD	No	5759.75	5008.48
CME	CJY	CANADIAN DOLLAR	CJY	2790921.58	N/A	2790921.58	2426888.33	JPY	No	2790921.98	2426888.33
CME	CNH	UNITED STATES DOLLAR	CNH	25334.37	N/A	25334.37	21369	CNH	No	24584.37	21369
CME	CSC	CHEESE	CSC	7297.28	N/A	7297.28	6154.15	USD	No	7077.28	6154.15
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	22253.34	N/A	22253.34	19350.73	USD	Yes²	22253.34	19350.73
CME	DA	MILK CLASS III INDEX	DC	6022.95	N/A	6022.95	5028.62	USD	Yes	5782.95	5028.62
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	9037.25	N/A	9037.25	7858.48	USD	No	9070.25	7858.48
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2049.50	N/A	2049.50	1782.17	USD	No	2277.62	1782.17
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	17777.66	N/A	17777.66	15443.93	AUD	No	17927.66	15443.93
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12903.26	N/A	12903.26	11214.24	CAD	No	13890.76	11214.24
CME	ECK	CZECH KORUNA	ECK	9300.28	N/A	9300.28	8087.20	EUR	No	9300.28	8087.20
CME	EHF	HUNGARIAN FORINT	EHF	5435.92	N/A	5435.92	4721.67	EUR	Yes²	5429.92	4721.67
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18981.94	15274.70	27117.06	21821	USD	Yes²	25539.20	22208
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	264105.39	209650	377293.42	299500	JPY	No	321885	279900
CME	EPZ	POLISH ZLOTY	EPZ	6706.225	N/A	6706.225	5831.50	EUR	Yes²	6706.225	5831.50
CME	ES	E-MINI S&P 500	ES	18463.70	15089.90	26376.72	21557	USD	Yes	22210.10	20191
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	27223.61	N/A	27223.61	21752.84	USD	No	25023.63	21752.84
CME	ESTR	EURO SHORT-TERM RATE	ESR	791.298	N/A	791.298	650	EUR	No	747.538	650
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	86347.73	N/A	86347.73	75084.99	EUR	No	86717.04	75406.13
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	77897.42	N/A	77897.42	67736.89	USD	Yes	95176.91	81284.27
CME	GSCI	S&P-GSCI INDEX	GD	32311.32	N/A	32311.32	28096.80	USD	No	32311.32	28096.80
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3881.20	N/A	3881.20	3374.95	USD	No	3881.20	3374.95
CME	GF	FEEDER CATTLE	GF	12042.32	N/A	12042.32	10123.76	USD	Yes	11642.32	10123.76
CME	NF	NON FAT DRY MILK INDEX	GNF	8584.96	N/A	8584.96	7273.88	USD	No	8364.96	7273.88
CME	HE	LEAN HOGS	HE	5138.04	N/A	5138.04	4467.86	USD	Yes	5378.04	4467.86
CME	HUF	HUNGARIAN FORINT	HUF	11154.76	N/A	11154.76	9689.35	USD	Yes²	11142.76	9689.35
CME	IBAA	BOVESPA INDEX - USD	IBV	34205.60	N/A	34205.60	29744	USD	No	33768.60	29364
CME	ILS	ISRAELI SHEKEL	ILS	39034.85	N/A	39034.85	31960.74	USD	Yes²	36754.85	31960.74
CME	J7	JAPANESE YEN	J7	2185	N/A	2185	1900	USD	No	2569.22	1900
CME	KRW	KOREAN WON	KRW	18183.22	N/A	18183.22	15737.75	USD	Yes²	12128.11	10183.25
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4427.50	N/A	4427.50	3850	USD	No	4427.50	3850
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	LBR	LUMBER FUTURES	LBR	2689.70	N/A	2689.70	2302.61	USD	No	2648.45	2302.61
CME	LE	LIVE CATTLE	LE	5685.47	N/A	5685.47	4256.93	USD	Yes	4895.47	4256.93
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	811.208	649.60	1158.87	928	USD	No	977.50	850
CME	M6A	AUSTRALIAN DOLLAR	M6A	253.002	N/A	253.002	220.002	USD	No	260.502	220.002
CME	M6B	BRITISH POUND	M6B	274.357	N/A	274.357	225.528	USD	No	259.357	225.528
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	409.90	N/A	409.90	356.435	USD	No	455.525	356.435
CME	MBT	MICRO BITCOIN	MBT	3931.28	N/A	3931.28	3411.24	USD	Yes	4028.28	3411.24
CME	MCD	CANADIAN DOLLAR	MCD	184.857	N/A	184.857	144.223	USD	No	165.857	144.223
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1846.37	1509.20	2637.67	2156	USD	Yes	2220.90	2019
CME	MET	MICRO ETHER	MET	155.795	N/A	155.795	135.474	USD	Yes	190.354	162.569
CME	MIA	MIAMI HOUSING INDEX	MIA	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	MIR	INDIAN RUPEE	MIR	1367.04	N/A	1367.04	1166.90	USD	No	1342.04	1166.90
CME	MJY	JAPANESE YEN	MJY	437	N/A	437	380	USD	No	519.47	380
CME	MNH	UNITED STATES DOLLAR	MNH	2529.51	N/A	2529.51	2147.40	CNH	No	2469.51	2147.40
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	132577.58	104790	189396.54	149700	JPY	No	160885	139900
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1956.06	N/A	1956.06	1546.55	USD	No	1778.56	1546.55
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2750.65	2194.50	3929.50	3135	USD	Yes	3327.19	3024.72
CME	MSF	SWISS FRANC	MSF	621	N/A	621	540	USD	No	693.50	540
CME	MSL	MICRO SOLANA	MSL	2584.03	N/A	2584.03	2246.68	USD	No	2645.28	2246.68
CME	MXP	MICRO XRP	MXP	6562.63	N/A	6562.63	5705	USD	No	6592.92	5705
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1320525.75	1048110	1886465.36	1497300	JPY	No	1609195	1399300
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	19560.61	N/A	19560.61	15465.53	USD	No	17785.61	15465.53
CME	NOK	NORWEGIAN KRONE	NOK	20591.65	N/A	20591.65	17903.28	USD	No	20791.65	17903.28
CME	NQ	E-MINI NASDAQ 100	NQ	27506.53	21946.40	39295.04	31352	USD	Yes	33271.89	30247.18
CME	NYM	NEW YORK HOUSING INDEX	NYM	4786.875	N/A	4786.875	4162.50	USD	No	4786.875	4162.50
CME	PJY	BRITISH POUND	PJY	3265809.82	N/A	3265809.82	2652877.67	JPY	No	3050809.32	2652877.67
CME	PLN	POLISH ZLOTY	PLN	15538.96	N/A	15538.96	13512.14	USD	Yes²	15538.96	13512.14
CME	PSF	BRITISH POUND	PSF	13997.09	N/A	13997.09	11432.25	CHF	No	13147.09	11432.25
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	910.801	N/A	910.801	792.001	USD	No	914.261	792.001
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	576.15	N/A	576.15	501.00	USD	No	582.566	501.00
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	662.655	N/A	662.655	558.996	USD	No	642.845	558.996
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	534.433	N/A	534.433	464.724	USD	No	534.433	464.724
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	1292.32	N/A	1292.32	1082.38	USD	No	1244.74	1082.38
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4292.12	N/A	4292.12	3601.67	CHF	No	4142.12	3601.67
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8076.45	N/A	8076.45	7023	USD	Yes²	8076.45	7023
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10733.63	N/A	10733.63	9333.59	EUR	Yes²	10735.63	9333.59
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6246.81	N/A	6246.81	5431.875	GBP	No	6771.81	5431.875
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	19432.24	N/A	19432.24	16881.73	USD	No	19432.24	16881.73
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	45550.86	N/A	45550.86	37554.80	USD	No	43195.87	37554.80
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10349.10	N/A	10349.10	8545.82	USD	No	9829.10	8545.82
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	8112.08	6495.30	11588.68	9279	USD	Yes	9772.70	8498
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1319293.56	N/A	1319293.56	1042813.88	JPY	Yes²	1199292.81	1042813.88
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4506.12	N/A	4506.12	3907.50	USD	No	4493.63	3907.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	SEK	SWEDISH KRONA	SEK	22533.55	N/A	22533.55	19590.59	USD	No	23583.55	19590.59
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5275.625	N/A	5275.625	4587.50	USD	No	5275.625	4587.50
CME	SGX	SHORT GILT	SG	302306.54	N/A	302306.54	262875.21	USD	No	302306.50	262875.21
CME	SIR	INDIAN RUPEE	SIR	6834.93	N/A	6834.93	5834.50	USD	No	6709.93	5834.50
CME	SJY	SWISS FRANC	SJY	4395025.07	N/A	4395025.07	3734804.41	JPY	No	4295025.07	3734804.41
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32371.58	N/A	32371.58	28149.19	USD	No	32371.57	28149.19
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	51695.08	N/A	51695.08	44933.60	USD	No	52820.19	44933.69
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	2037.57	N/A	2037.57	1771.80	GBP	No	2050.07	1771.80
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1343.88	N/A	1343.88	1168.59	USD	No	1843.93	1168.59
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	944.046	N/A	944.046	820.91	USD	Yes	1256.55	820.91
CME	SVX	SCHNEIDER ELECTRIC SE	SU	81690.99	N/A	81690.99	71035.64	USD	No	81691.00	71035.64
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	880.549	N/A	880.549	765.669	USD	No	880.554	765.669
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4916.25	N/A	4916.25	4275	USD	No	4916.25	4275
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	14970.70	N/A	14970.70	13016.70	USD	No	14970.69	13016.70
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	12397.94	N/A	12397.94	10771.59	USD	No	12387.94	10771.59
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	12142.73	N/A	12142.73	9251	USD	No	10358.94	9007.32
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	18661.15	N/A	18661.15	15139.76	USD	No	17411.15	15139.76
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	32822.44	N/A	32822.44	25181.48	USD	No	28962.45	25181.48
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6884.30	N/A	6884.30	5985.89	USD	No	6964.30	5985.89
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4695.22	N/A	4695.22	4015.73	USD	No	4620.22	4015.73
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	12486.36	N/A	12486.36	10256.57	USD	No	11796.35	10256.57
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	13968.14	N/A	13968.14	12101.47	USD	No	13918.14	12101.47
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47584.75	N/A	47584.75	40245.87	USD	No	46294.75	40245.87
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12296.85	N/A	12296.85	10267.16	USD	No	11809.36	10267.16
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	131217.04	N/A	131217.04	114100	USD	No	131767.34	114100

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	236.595	N/A	236.595	205.734	USD	No	259.095	205.734
COMEX	ALI	ALUMINUM INDEX	ALI	6249.30	N/A	6249.30	5434.18	USD	No	6436.80	5434.18
COMEX	GC	GOLD	GC	23659.11	N/A	23659.11	20573.14	USD	Yes	25899.10	20573.14
COMEX	HG	COPPER INDEX	HG	11570.23	N/A	11570.23	10061.07	USD	Yes	13070.23	10061.07
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2780.30	N/A	2780.30	2417.51	USD	No	2800.30	2417.51
COMEX	MGC	E-MICRO GOLD	MGC	2365.91	N/A	2365.91	2057.31	USD	Yes	2589.91	2057.31
COMEX	MHG	MICRO COPPER	MHG	1157.02	N/A	1157.02	1006.11	USD	No	1303.27	1006.11
COMEX	QC	COMEX MINY COPPER	QC	5756.18	N/A	5756.18	5005.37	USD	No	6499.92	5005.37
COMEX	QI	COMEX MINY SILVER	QI	13893.76	N/A	13893.76	11477.19	USD	No	13198.77	11477.19
COMEX	QO	COMEX MINY GOLD	QO	11829.55	N/A	11829.55	10286.57	USD	No	12949.55	10286.57
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	36597.17	N/A	36597.17	31823.62	CNH	No	36597.19	31823.62
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	7740.95	N/A	7740.95	6731.26	USD	No	7740.95	6731.26
COMEX	SI	SILVER INDEX	SI	27787.53	N/A	27787.53	22954.38	USD	Yes	26397.53	22954.38
COMEX	SI	SILVER INDEX	SIL	5557.51	N/A	5557.51	4590.88	USD	No	5279.51	4590.88
COMEX	UX	URANIUM INDEX	UX	2869.72	N/A	2869.72	2495.41	USD	No	2869.72	2495.41

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	41359.75	N/A	41359.75	35965	EUR	No	41359.75	35965
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	12678.16	N/A	12678.16	11024.49	EUR	Yes	12678.16	11024.49

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	9937.07	N/A	9937.07	8640.93	CHF	No	9937.07	8640.93
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6865.85	N/A	6865.85	5964.59	EUR	No	6865.85	5964.59
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2996.67	N/A	2996.67	2605.80	EUR	Yes	4304.66	3743.18
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1112.57	N/A	1112.57	967.45	EUR	No	1410.97	1226.93
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	4197.79	N/A	4197.79	3650.25	USD	No	4197.79	3650.25
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2633.50	N/A	2633.50	2290	EUR	No	2633.50	2290
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34566.63	30057.94	49380.90	42939.92	EUR	Yes	48088.11	41815.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9220.70	N/A	9220.70	8018.00	EUR	Yes²	9220.70	8018.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6913.33	6011.59	9876.18	8587.98	EUR	No	9617.62	8363.15
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1382.67	1202.32	1975.24	1717.60	EUR	Yes	1923.52	1672.63
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	297.939	N/A	297.939	259.077	EUR	No	286.825	249.413
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2271.92	N/A	2271.92	1975.01	EUR	No	2271.92	1975.01
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3210.34	2791.60	4586.20	3988	EUR	Yes²	4586.20	3988
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1402.10	N/A	1402.10	1218.69	EUR	No	1374.72	1194.89
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4406.62	N/A	4406.62	3826.67	EUR	Yes²	4406.62	3826.67
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	918.795	798.952	1312.56	1141.36	EUR	Yes	1191.40	1036.00
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5760.65	N/A	5760.65	5009.26	EUR	Yes²	5440.03	4730.46
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1814.02	N/A	1814.02	1576.77	EUR	Yes²	1643.44	1428.50
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3569.42	N/A	3569.42	3103.84	EUR	Yes²	3198.39	2781.21
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6913.76	N/A	6913.76	6011.97	EUR	Yes²	6818.29	5928.95
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2674.32	N/A	2674.32	2325.49	EUR	Yes²	2501.73	2175.41
EUREX	ESI	EURO STOXX INSURANCE	FESI	3060.12	N/A	3060.12	2659.33	EUR	Yes²	2624.18	2280.48
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1686.06	N/A	1686.06	1466.14	EUR	Yes²	1292.99	1124.34
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3786.35	N/A	3786.35	3292.47	EUR	Yes²	3590.79	3122.42
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1343.34	N/A	1343.34	1168.12	EUR	Yes²	1340.04	1165.25
EUREX	SXRE	EURO STOXX RETAIL	FESR	4035.23	N/A	4035.23	3508.89	EUR	Yes²	3684.81	3204.18
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1084.09	N/A	1084.09	941.96	EUR	Yes²	1010.80	878.28
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1282.95	N/A	1282.95	1115.61	EUR	Yes²	1074.13	934.03
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1754.14	N/A	1754.14	1525.07	EUR	Yes	1443.78	1255.24
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1201.86	N/A	1201.86	1045.10	EUR	Yes²	1094.15	951.436
EUREX	ESTX50	EURO STOXX50	FESX	2944.52	2560.45	4206.46	3657.79	EUR	Yes	4077.08	3545.29
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17493.39	N/A	17493.39	15211.64	EUR	Yes²	17493.39	15211.64
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5393.52	N/A	5393.52	4690.02	EUR	Yes²	5393.52	4690.02
EUREX	EU3	THREE MONTH EURIBOR	FEU3	371.358	N/A	371.358	322.92	EUR	Yes	371.358	322.92
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	8888.77	N/A	8888.77	7720.39	EUR	Yes²	8888.77	7720.39
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1109.93	N/A	1109.93	963.218	GBP	No	1109.93	963.218
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2458.88	N/A	2458.88	2138.16	EUR	Yes	2959.87	2573.80
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1383.11	N/A	1383.11	1202.70	EUR	Yes	1583.29	1376.77
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	606.328	N/A	606.328	527.242	EUR	Yes	606.328	527.242
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6416.29	N/A	6416.29	5579.38	EUR	Yes	6416.29	5579.38
EUREX	DJESL	EURO STOXX LARGE	FLCE	2371.71	N/A	2371.71	2060.80	EUR	No	2071.65	1800.08
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2185.08	N/A	2185.08	1899.47	EUR	No	1712.47	1488.63
EUREX	DJESM	EURO STOXX MID	FMCE	2203.23	N/A	2203.23	1915.36	EUR	No	1733.47	1506.98
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1690.45	1469.91	2414.92	2099.87	USD	No	3110.42	2704.625
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2307.40	N/A	2307.40	2006.21	EUR	Yes²	1842.89	1602.34
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4058.45	3529.01	5797.79	5041.44	USD	No	5180.20	4504.42
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8789.74	N/A	8789.74	7640.74	USD	No	8789.74	7640.74
EUREX	MXEU	MSCI EUROPE	FMEP	1705.11	N/A	1705.11	1482.70	EUR	No	1705.11	1482.70
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	1988.89	1729.41	2841.27	2470.58	EUR	No	2363.41	2055.06
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	7328.27	6372.15	10468.96	9103.07	USD	No	9195.61	7995.85
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6017.30	N/A	6017.30	5232.08	USD	No	6017.30	5232.08
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12397.09	N/A	12397.09	10778.41	USD	No	12397.09	10778.41
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3521.98	3062.59	5031.40	4375.13	EUR	No	3343.37	2907.28
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6109.42	5312.51	8727.74	7589.30	USD	No	7497.94	6519.92
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6095.51	N/A	6095.51	5297.69	USD	No	6095.51	5297.69
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2729.01	N/A	2729.01	2373.05	EUR	No	2729.01	2373.05
EUREX	DJESS	EURO STOXX SMALL	FSCE	1373.82	N/A	1373.82	1194.32	EUR	No	1138.86	990.065
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1536.33	N/A	1536.33	1335.88	EUR	No	1265.57	1100.44
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1053.51	916.069	1505.01	1308.67	EUR	No	1170.96	1018.20
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3607.17	N/A	3607.17	3136.67	CHF	Yes²	3607.17	3136.67
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8864.20	N/A	8864.20	7708.00	CHF	No	8864.20	7708.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	7258.26	6311.53	10368.94	9016.47	CHF	Yes	7379.27	6416.76
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3654.33	N/A	3654.33	3176.21	CHF	Yes²	3654.33	3176.21
EUREX	SMI	SWISS MARKET INDEX	FSMS	725.826	631.153	1036.89	901.647	CHF	No	737.927	641.676
EUREX	MDAX	MIDCAP DAX	FSMX	2879.28	N/A	2879.28	2503.58	EUR	No	2381.73	2070.95
EUREX	ST3	THREE MONTH ESTR	FST3	130.619	N/A	130.619	113.582	EUR	No	130.619	113.582
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2829.63	N/A	2829.63	2460.45	EUR	Yes²	2628.72	2285.75
EUREX	SX7P	STOXX 600 BANKS	FSTB	1210.32	1052.43	1729.03	1503.465	EUR	Yes	1455.80	1265.88
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4865.38	N/A	4865.38	4226.86	EUR	Yes²	4282.46	3720.44
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1248.67	1085.79	1783.82	1551.135	EUR	Yes	1573.18	1367.97
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4648.31	N/A	4648.31	4039.67	EUR	Yes²	3723.48	3235.94
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4661.14	N/A	4661.14	4052.69	EUR	Yes²	4209.57	3660.07
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4549.70	N/A	4549.70	3955.95	EUR	Yes²	3273.12	2845.96
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2918.23	N/A	2918.23	2537.23	EUR	Yes²	2392.28	2079.94
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	726.917	N/A	726.917	632.045	EUR	No	726.917	632.045
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1874.92	N/A	1874.92	1629.64	EUR	Yes²	1518.54	1319.88
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3773.39	N/A	3773.39	3280.58	EUR	Yes²	3637.51	3162.45
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1856.15	N/A	1856.15	1613.75	EUR	Yes²	1954.49	1699.25
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1612.65	N/A	1612.65	1401.24	EUR	Yes²	1626.34	1413.13
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3024.97	N/A	3024.97	2630.32	EUR	Yes	3208.66	2790.04
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	753.581	N/A	753.581	655.19	EUR	Yes²	737.835	641.50
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1666.62	N/A	1666.62	1449.16	EUR	Yes	1465.04	1273.88
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1397.27	N/A	1397.27	1214.72	EUR	Yes²	1170.18	1017.30
EUREX	STX	STOXX50	FSTX	3422.28	N/A	3422.28	2975.55	EUR	Yes²	2575.15	2239
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7523.27	N/A	7523.27	6540.97	EUR	Yes²	7523.27	6540.97
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3324.71	N/A	3324.71	2889.04	EUR	Yes²	3324.71	2889.04
EUREX	ESTX50	EURO STOXX50	FSXE	294.452	256.045	420.646	365.779	EUR	No	407.708	354.529
EUREX	TDX	TECDAX	FTDX	8238.17	N/A	8238.17	7163.62	EUR	Yes²	8238.17	7163.62
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1047.11	N/A	1047.11	909.968	USD	No	1047.11	909.968
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1040.75	N/A	1040.75	905	EUR	Yes	2507	2180
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2285.44	N/A	2285.44	1986.25	EUR	No	1875.68	1630.14
EUREX	DJ600	STOXX 600 INDEX	FXXP	1479.99	1286.95	2114.27	1838.50	EUR	Yes	1792.69	1558.86

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	9315.24	N/A	9315.24	8100.21	EUR	No	9315.24	8100.21
FTA	EOE	AMS EOE INDEX	FTI	11770.50	10235.22	16815.00	14621.74	EUR	Yes	12495.94	10866.03
FTA	EOE	AMS EOE INDEX	MFA	1177.05	1023.52	1681.50	1462.17	EUR	No	1249.59	1086.60

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	68840.76	N/A	68840.76	59861.53	HKD	No	68840.76	59861.53
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24559.515	N/A	24559.515	21356.10	CNH	Yes	24559.515	21356.10
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3210.46	N/A	3210.46	2791.70	HKD	No	3210.46	2791.70
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9292.69	N/A	9292.69	8080.60	HKD	No	9292.69	8080.60
HKFE	GDR	CNH GOLD FUTURES	GDR	150030.29	N/A	150030.29	130461.12	CNH	No	150030.30	130461.12
HKFE	GDU	USD GOLD FUTURES	GDU	21485.32	N/A	21485.32	18682.89	USD	No	21485.32	18682.89
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41716.71	36275.40	59595.30	51822	HKD	Yes	59595.30	51822
HKFE	HSI	HANG SENG STOCK INDEX	HSI	95245.02	82821.76	136064.32	118316.80	HKD	Yes	136064.32	118316.80
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	33686.99	29293.04	48124.28	41847.20	HKD	Yes	48124.28	41847.20
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4094.70	N/A	4094.70	3560.59	USD	No	4094.70	3560.59
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8343.34	7255.08	11919.06	10364.40	HKD	Yes	11919.06	10364.40
HKFE	MCS	UNITED STATES DOLLAR	MCS	4915.18	N/A	4915.18	4271.28	CNH	No	4915.18	4271.28
HKFE	MHI	MINI HANG SENG INDEX	MHI	19049.00	16564.35	27212.86	23663.36	HKD	Yes	27212.86	23663.36
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2707.77	N/A	2707.77	2354.58	USD	No	2707.77	2354.58
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	6442.31	N/A	6442.31	5600.23	USD	No	6442.31	5600.23
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	8482.20	N/A	8482.20	7375.51	USD	No	8482.20	7375.51
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	53187.50	N/A	53187.50	46250	HKD	No	123970	107800

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	158.564	N/A	158.564	137.88	EUR	No	158.562	137.88
ICEEU	SG	GENERALI	G	3155.16	N/A	3155.16	2743.62	GBP	No	3155.17	2743.62
ICEEU	H	MEDIUM GILT	H	6220.69	N/A	6220.69	5409.29	GBP	No	6220.69	5409.29
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	449.938	N/A	449.938	391.25	EUR	Yes	449.945	391.25
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5262.82	N/A	5262.82	4575.63	USD	No	5262.83	4575.63
ICEEU	O	5 YEAR EURO SWAPNOTE	O	3769.25	N/A	3769.25	3277.61	EUR	No	3769.26	3277.61
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7229.39	N/A	7229.39	6286.42	EUR	No	7229.38	6286.42
ICEEU	R	LONG GILT	R	4143.52	N/A	4143.52	3603.06	GBP	No	4143.52	3603.06
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.26	N/A	474.26	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	289.23	N/A	289.23	251.50	GBP	Yes	289.225	251.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	830.514	N/A	830.514	722.186	GBP	No	830.524	722.186
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1474.34	N/A	1474.34	1282.03	EUR	No	1474.34	1282.03
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	723.285	N/A	723.285	628.922	GBP	No	723.285	628.922
ICEEU	Y	FTSE 250 INDEX	Y2	5070.08	N/A	5070.08	4408.13	GBP	No	5070.08	4408.13
ICEEU	Z	FTSE 100 INDEX	Z	4846.905	4214.70	6924.15	6021	GBP	Yes	6924.15	6021

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	11063	N/A	11063	9620	GBP	No	11063	9620
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7601.50	N/A	7601.50	6610	USD	No	7601.50	6610
ICEEUSOFT	T	WHEAT	T	2526.95	N/A	2526.95	2197.35	GBP	No	2526.95	2197.35
ICEEUSOFT	W	WHITE SUGAR	W	2012.50	N/A	2012.50	1750	USD	No	2012.50	1750

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	7236.50	N/A	7236.50	6292.61	USD	No	7236.50	6292.61
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	24279374.14	N/A	24279374.14	21112499.25	JPY	No	24279374.14	21112499.25
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10200.64	N/A	10200.64	8868.51	USD	No	10200.64	8868.51
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	14300.00	N/A	14300.00	12434.78	CAD	No	14300.00	12434.78
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	7085.36	N/A	7085.36	6161.18	GBP	No	7085.36	6161.18
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	19563.37	N/A	19563.37	17011.62	AUD	No	19563.37	17011.62
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7184.25	N/A	7184.25	6247.17	CHF	No	7184.25	6247.17
ICEUS	ZY	SWISS FRANC	KZY	4295025.07	N/A	4295025.07	3734804.41	JPY	No	4295025.07	3734804.41
ICEUS	MP	BRITISH POUND	MP	7780.70	N/A	7780.70	6765.83	USD	No	7780.70	6765.83
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	13875.72	N/A	13875.72	12065.84	CHF	No	13875.72	12065.84
ICEUS	GBP	BRITISH POUND	SY	3113810.33	N/A	3113810.33	2707660.72	JPY	No	3113809.83	2707660.72

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	2284.03	N/A	2284.03	1986	EUR	No	2284.03	1986
IDEM	FTMIB	FTSE MIB INDEX	FIB	19644.10	17081.83	28063.00	24402.61	EUR	Yes	28063.00	24402.61
IDEM	FTMIB	FTSE MIB INDEX	MICR	785.764	683.273	1122.52	976.1045	EUR	No	1122.52	976.1045
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3928.82	3416.37	5612.60	4880.52	EUR	No	5612.60	4880.52
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1118.19	N/A	1118.19	972.341	EUR	No	1118.19	972.342

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	19118.38	N/A	19118.38	16624.68	USD	No	19118.38	16624.68
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
IPE	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	25713.65	N/A	25713.65	22359.70	USD	No	25713.65	22359.70
IPE	NGF	ICE UK NATURAL GAS	NGF	5069.79	N/A	5069.79	4408.51	GBP	No	24834.10	4408.51
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	14547.975	N/A	14547.975	11638.38	USD	Yes	14547.98	11638.38

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	8483695.61	7377124.79	12119565.155	10538749.70	KRW	Yes	12119562.155	10538749.70
KSE	K200M	MINI KOSPI200 INDEX	05	1693720.36	1472799.93	2419600.52	2103999.90	KRW	Yes	2419599.89	2103999.90
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1254206.10	910769.98	1791723	1301099.98	KRW	No	1791723	1301099.98
KSE	005930	HANG SENG BANK LTD	11	183555.90	N/A	183555.90	159613.83	KRW	No	184011.22	159613.83
KSE	017670	HENDERSON LAND DEVELOPMENT	12	167307.11	N/A	167307.11	144102.76	KRW	No	165718.18	144102.76
KSE	005490	POSCO HOLDINGS INC	13	897640.14	N/A	897640.14	780556.64	KRW	No	909866.75	780556.64
KSE	030200	KTCORPORATION	14	165150.20	N/A	165150.20	141350.80	KRW	No	162553.42	141350.80
KSE	015760	KOREA ELECTRIC POWER CORP	15	103286.16	N/A	103286.16	89814.05	KRW	No	104042.37	89814.05
KSE	005380	SUN HUNG KAI PROPERTIES	16	617127.60	N/A	617127.60	536632.70	KRW	No	618658.42	536632.70
KSE	016360	NEW WORLD DEVELOPMENT	17	208586.26	N/A	208586.26	181379.36	KRW	No	209103.65	181379.36
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	183268.20	N/A	183268.20	159363.65	KRW	No	184722.80	159363.65
KSE	000270	SWIRE PACIFIC LTD - CL A	19	288278.51	N/A	288278.51	250428.59	KRW	No	287992.88	250428.59
KSE	012330	HYUNDAI MOBIS CO LTD	20	861677.03	N/A	861677.03	749284.375	KRW	No	863814.44	749284.375
KSE	006400	SAMSUNG SDI CO LTD	22	533795.27	N/A	533795.27	463580.59	KRW	No	533117.67	463580.59
KSE	009150	BANK OF EAST ASIA LTD	23	409404.45	N/A	409404.45	356003.87	KRW	No	412419.99	356003.87
KSE	066570	LG ELECTRONICS INC	24	227566.39	N/A	227566.39	194888.98	KRW	No	224122.33	194888.98
KSE	036460	KOREA GAS CORPORATION	28	127702.29	N/A	127702.29	109578.14	KRW	No	126014.87	109578.14
KSE	004020	HYUNDAI STEEL CO	32	105525.49	N/A	105525.49	88938.43	KRW	No	102279.19	88938.43
KSE	003550	LG CORP	34	242637.92	N/A	242637.92	208898.98	KRW	No	240233.83	208898.98
KSE	078930	GS HOLDINGS	35	142557.92	N/A	142557.92	123963.41	KRW	No	143411.53	123963.41
KSE	033780	KT & G CORPORATION	36	373497.09	N/A	373497.09	321229.08	KRW	No	369413.44	321229.08
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1055947.50	N/A	1055947.50	826839.69	KRW	No	1055947.50	826839.69
KSE	086790	HANA FINANCIAL GROUP	40	251742.03	N/A	251742.03	218906.11	KRW	No	255366.49	218906.11
KSE	096770	SK INNOVATION CO LTD	41	345380.89	N/A	345380.89	298462.85	KRW	No	343232.28	298462.85
KSE	001040	CJ CORP	42	450827.92	N/A	450827.92	386025.31	KRW	No	443929.11	386025.31
KSE	034220	LG DISPLAY CO LTD	45	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	105560	KB FINANCIAL GROUP INC	46	336327.36	N/A	336327.36	292458.57	KRW	No	344161.62	292458.57
KSE	051910	LG CHEM LTD	47	739402.29	N/A	739402.29	642958.52	KRW	No	761236.41	642958.52
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	000660	SK HYNIX INC	50	809271.36	N/A	809271.36	696746.875	KRW	No	801258.91	696746.875
KSE	006360	GS ENGINEERING & CONSTRUCT	51	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	139480	E-MART INC	54	269911.05	N/A	269911.05	234417.17	KRW	No	269579.74	234417.17
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	126193.34	N/A	126193.34	107826.89	KRW	No	124000.93	107826.89
KSE	035420	NAVER CORP	56	727894.12	N/A	727894.12	632951.41	KRW	No	729699.64	632951.41
KSE	003490	KOREAN AIR LINES CO LTD	57	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	932640	N/A	932640	695331.32	KRW	No	932640	695331.32
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3077151	N/A	3077151	2141240.25	KRW	No	3077151	2141240.25
KSE	KWY	UNITED STATES DOLLAR	75	1562735.03	N/A	1562735.03	1358900.02	KRW	No	3125470.30	2717800.05
KSE	032640	LG UPLUS CORP	B0	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	010950	S-OILCORPORATION	B2	180966.56	N/A	180966.56	157362.23	KRW	No	181415.45	157362.23
KSE	010130	KOREA ZINC CO LTD	B3	2684670	N/A	2684670	2053964.84	KRW	No	2684670	2053964.84
KSE	024110	INDUSTRIALBANKOFKOREA	B4	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	001680	DAESANG CORPORATION	B6	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	047050	POSCO INTERNATIONAL CORP	B7	149365.67	N/A	149365.67	127591.00	KRW	No	146729.65	127591.00
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	217269	N/A	217269	154860.44	KRW	No	217269	154860.44
KSE	023530	BARLEY FUTURES	BA	223557.46	N/A	223557.46	193137.73	KRW	No	222108.39	193137.73
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	196214.93	N/A	196214.93	170621.68	KRW	No	197701.65	170621.68
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	372053.22	N/A	372053.22	318226.95	KRW	No	365961.00	318226.95
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	029780	SAMSUNG CARD CO	BG	148800.63	N/A	148800.63	128841.88	KRW	No	148168.17	128841.88
KSE	036570	NCSOFTCORPORATION	BJ	599767.56	N/A	599767.56	514116.64	KRW	No	591234.14	514116.64
KSE	000080	HITE JINRO CO LTD	BK	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	396745.42	N/A	396745.42	344996.02	KRW	No	409729.57	344996.02
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	261135.46	N/A	261135.46	222408.61	KRW	No	255769.91	222408.61
KSE	000720	DANONE	BN	212038.71	N/A	212038.71	184381.48	KRW	No	215564.68	184381.48
KSE	011210	HYUNDAI WIA CORP	BP	139249.31	N/A	139249.31	121086.36	KRW	No	141594.72	121086.36
KSE	008770	HOTEL SHILLA CO LTD	BQ	147880.47	N/A	147880.47	128591.71	KRW	No	152247.28	128591.71
KSE	035250	KANGWON LAND, INC.	BS	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	138930	BNK FINANCIAL GROUP INC	BT	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	001120	LX INTERNATIONAL CORP	BX	90467.37	N/A	90467.37	77555.31	KRW	No	89188.60	77555.31
KSE	011070	LG INNOTEK CO LTD	BY	449395.47	N/A	449395.47	390778.67	KRW	No	455510.21	390778.67
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	034730	SK INC	C1	607637.48	N/A	607637.48	516618.44	KRW	No	594111.20	516618.44
KSE	001740	SK NETWORKS CO LTD	C2	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	345241.85	N/A	345241.85	299213.38	KRW	No	344095.39	299213.38
KSE	018260	SAMSUNG SDS CO LTD	C5	476152.06	N/A	476152.06	414045.27	KRW	No	476333.18	414045.27
KSE	090430	AMOREPACIFIC CORP	C6	395594.61	N/A	395594.61	343995.31	KRW	No	398575.89	343995.31
KSE	030000	CHEIL WORLDWIDE INC	C7	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	028260	SAMSUNG C&T CORP	C8	471935.18	N/A	471935.18	407040.27	KRW	No	468096.31	407040.27
KSE	000880	HANWHA CORPORATION	C9	281313	N/A	281313	226661.64	KRW	No	281313	226661.64
KSE	088350	CARREFOUR SA	CA	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	086280	COCOA NYBOT	CC	397608.55	N/A	397608.55	345746.56	KRW	No	400594.84	345746.56
KSE	010620	HD HYUNDAI MIPO	CD	676746	N/A	676746	458827.23	KRW	No	676746	458827.23
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	78399.66	N/A	78399.66	68173.62	KRW	No	79594.13	68173.62
KSE	035720	KAKAO CORP	CF	171184.58	N/A	171184.58	148856.15	KRW	No	173609.20	148856.15
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	069080	WEBZEN INC	CK	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	096530	LIGHT SWEET CRUDE OIL	CL	98010	N/A	98010	82558.88	KRW	No	98010	82558.88
KSE	022100	POSCO DX CO LTD	CN	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	068270	CELLTRION INC	CP	518561.64	N/A	518561.64	447519.38	KRW	No	514647.29	447519.38
KSE	122870	YG ENTERTAINMENT INC	CQ	248864.99	N/A	248864.99	216404.34	KRW	No	255482.30	216404.34
KSE	051900	LG H&H	CR	948462.25	N/A	948462.25	818083.44	KRW	No	940795.95	818083.44
KSE	002790	AXA SA	CS	92928.77	N/A	92928.77	80807.63	KRW	No	94159.28	80807.63
KSE	000810	COTTON NO. 2	CT	1268779.82	N/A	1268779.82	1103286.80	KRW	No	1281927.10	1103286.80
KSE	008930	HANMI SCIENCE CO LTD	CV	124576.34	N/A	124576.34	108327.26	KRW	No	124885.36	108327.26
KSE	021240	COWAY CO LTD	CW	288408.59	N/A	288408.59	247926.82	KRW	No	285115.84	247926.82
KSE	128940	HANMI PHARM CO LTD	CX	844414.72	N/A	844414.72	734273.67	KRW	No	846509.28	734273.67
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	356147.52	N/A	356147.52	308720.16	KRW	No	355028.18	308720.16
KSE	097950	CJ CHEILJEDANG CORP.	D1	775365.49	N/A	775365.49	674230.86	KRW	No	777288.80	674230.86
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	131576.67	N/A	131576.67	112955.56	KRW	No	129898.89	112955.56
KSE	002380	KCC CORP	D3	923328.18	N/A	923328.18	791814.69	KRW	No	910586.89	791814.69
KSE	012750	S1 CORPORATION	D5	202256.74	N/A	202256.74	175875.43	KRW	No	203758.44	175875.43
KSE	000100	YUHAN CORPORATION	D6	323690.67	N/A	323690.67	275196.25	KRW	No	316475.69	275196.25
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	162841.13	N/A	162841.13	141600.99	KRW	No	165245.06	141600.99
KSE	069960	HYUNDAI DEPT STORE CO	D8	229279.40	N/A	229279.40	194638.81	KRW	No	223834.63	194638.81
KSE	004370	MILK CLASS III INDEX	DA	1180880.69	N/A	1180880.69	1011971.72	KRW	No	1163767.48	1011971.72
KSE	079550	LIG NEX1 CO LTD	DB	1849860	N/A	1849860	1290920.625	KRW	No	1849860	1290920.625
KSE	204320	HL MANDO CO LTD	DC	100409.11	N/A	100409.11	87312.27	KRW	No	102158.17	87312.27
KSE	004170	SHINSEGAE INC	DD	550955.43	N/A	550955.43	479091.68	KRW	No	555322.08	479091.68
KSE	161890	KOLMAR KOREA CO LTD	DE	287417.48	N/A	287417.48	249928.24	KRW	No	289130.42	249928.24
KSE	111770	YOUNGONE CORP	DG	176938.69	N/A	176938.69	153859.73	KRW	No	177377.59	153859.73
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	267853.53	N/A	267853.53	232916.11	KRW	No	269517.93	232916.11
KSE	192820	COSMAX INC	DK	779092.53	N/A	779092.53	661721.875	KRW	No	760980.16	661721.875
KSE	039130	HANA TOUR SERVICE INC	DN	159419.32	N/A	159419.32	138098.49	KRW	No	158813.26	138098.49
KSE	086900	MEDY-TOX INC	DP	499456.19	N/A	499456.19	434309.73	KRW	No	509695.10	434309.73
KSE	078340	COM2US CORP	DR	121662.05	N/A	121662.05	101697.53	KRW	No	116952.16	101697.53
KSE	035760	CJ ENM CO LTD	DT	208010.83	N/A	208010.83	180878.98	KRW	No	211526.81	180878.98
KSE	056190	SFA ENGINEERING CORP	DV	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	241560	DOOSAN BOBCAT INC	DW	164576.22	N/A	164576.22	140850.45	KRW	No	161978.02	140850.45
KSE	017800	CME DRY WHEY INDEX	DY	242823.17	N/A	242823.17	211150.59	KRW	No	248425.50	211150.59
KSE	105630	HANSAE CO LTD	DZ	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	240810	WONIK IPS CO LTD	E0	83290.65	N/A	83290.65	72426.65	KRW	No	83997.25	72426.65
KSE	091700	PARTRON CO LTD	E3	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	041510	SM ENTERTAINMENT CO LTD	E4	394447.50	N/A	394447.50	339492.11	KRW	No	390415.93	339492.11
KSE	251270	NETMARBLE CORP	E5	178664.91	N/A	178664.91	155360.79	KRW	No	182108.09	155360.79
KSE	003670	POSCO FUTURE M CO LTD	E8	386946.07	N/A	386946.07	336474.84	KRW	No	415774.95	336474.84
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	316140	WOORI FINANCIAL GROUP INC	EB	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	009420	HANALL BIOPHARMA CO LTD	EE	79689	N/A	79689	67810	KRW	No	79689	67810
KSE	035900	JYP ENTERTAINMENT CORP	EF	206284.62	N/A	206284.62	179377.93	KRW	No	206796.31	179377.93
KSE	028670	PAN OCEAN CO LTD	EH	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	316959.77	N/A	316959.77	271943.95	KRW	No	312735.54	271943.95
KSE	093370	FOOSUNG CO LTD	EL	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	375500	DL E&C CO LTD	ER	151226.65	N/A	151226.65	128341.52	KRW	No	147592.75	128341.52
KSE	207940	E-MINI S&P 500	ES	3003642.05	N/A	3003642.05	2611862.66	KRW	No	3011092.75	2611862.66
KSE	028050	SAMSUNG E&A CO LTD	ET	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	272210	HANWHA SYSTEMS CO LTD	EV	225637.50	N/A	225637.50	150425	KRW	No	225637.50	150425
KSE	293490	KAKAO GAMES CORP	EX	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	247540	ECOPRO BM CO LTD	EY	324972	N/A	324972	265689.47	KRW	No	324972	265689.47
KSE	253450	STUDIO DRAGON CORP	EZ	143491.29	N/A	143491.29	124213.58	KRW	No	142845.62	124213.58
KSE	278280	CHUNBO CO LTD	F0	122101.48	N/A	122101.48	103824.04	KRW	No	119397.65	103824.04
KSE	200130	KOLMAR BNH CO LTD	F1	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	036540	SFA SEMICON CO LTD	F2	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	060250	NHN KCP CORP	F3	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	487620	N/A	487620	387276.17	KRW	No	487620	387276.17
KSE	373220	LG ENERGY SOLUTION	F5	916341.02	N/A	916341.02	796818.28	KRW	No	923613.98	796818.28
KSE	323410	KAKAOBANK CORP	F6	85736.14	N/A	85736.14	74553.17	KRW	No	86948.81	74553.17
KSE	377300	KAKAO PAY CORP	F7	222915	N/A	222915	192637.38	KRW	No	222915	192637.38
KSE	259960	KRAFTON INC	F8	1051562.43	N/A	1051562.43	914402.11	KRW	No	1054170.83	914402.11
KSE	302440	SK BIOSCIENCE CO LTD	F9	143133.32	N/A	143133.32	124463.76	KRW	No	143488.37	124463.76
KSE	011200	HMM CO LTD	FA	77981.50	N/A	77981.50	67810	KRW	No	77981.50	67810
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84366.57	N/A	84366.57	71801.21	KRW	No	82571.39	71801.21
KSE	352820	HYBE CO LTD	FC	835783.52	N/A	835783.52	726768.28	KRW	No	842856.72	726768.28
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1187910	N/A	1187910	985702.97	KRW	No	1187910	985702.97
KSE	402340	SK SQUARE CO LTD	FE	503051.42	N/A	503051.42	429806.52	KRW	No	494277.50	429806.52
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	271911.05	N/A	271911.05	234417.17	KRW	No	269579.74	234417.17
KSE	383220	F&F CO LTD / NEW	FG	236781.36	N/A	236781.36	205896.84	KRW	No	239368.71	205896.84
KSE	267250	HD HYUNDAI	FH	367192.23	N/A	367192.23	317476.41	KRW	No	365097.87	317476.41
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	340930.64	N/A	340930.64	296461.43	KRW	No	341776.33	296461.43
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	343484.15	N/A	343484.15	290707.32	KRW	No	334313.42	290707.32
KSE	263750	PEARL ABYSS CORP	FL	120548.47	N/A	120548.47	104824.76	KRW	No	124347.49	104824.76
KSE	066970	L&F CO LTD	FM	171288	N/A	171288	137347.95	KRW	No	171288	137347.95
KSE	112040	WEMADE CO LTD	FN	117030	N/A	117030	83059.24	KRW	No	117030	83059.24
KSE	196170	ALTEOGEN INC	FP	1402950	N/A	1402950	995710.08	KRW	No	1402950	995710.08
KSE	058470	LEENO INDUSTRIAL INC	FQ	148168.17	N/A	148168.17	128841.88	KRW	No	150535.70	128841.88

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	4986.98	N/A	4986.98	4336.48	USD	No	4986.99	4336.48
LMEOTC	CA	CARREFOUR SA	CA	19315.40	N/A	19315.40	16796	USD	No	19315.40	16796
LMEOTC	PB	LEAD - LME	PB	4432.29	N/A	4432.29	3854.07	USD	No	4432.29	3854.07
LMEOTC	SNLME	TIN FUTURE	SN	36962.90	N/A	36962.90	32094.35	USD	No	36962.90	32094.35
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6740.95	N/A	6740.95	5861.58	USD	No	6740.95	5861.58

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	809.449	N/A	809.449	703.869	EUR	Yes	1408.79	1225.03
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2177.68	N/A	2177.68	1893.64	EUR	Yes	2816.60	2449.22
MATIF	EMA	CORN	EMA	858.762	N/A	858.762	746.623	EUR	No	1080.98	939.824

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	265.891	N/A	265.891	231.21	EUR	No	333.291	231.21
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.03	8400.03	13800.05	12000.04	EUR	No	13800.04	12000.04
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.003	840.003	1380.00	1200.00	EUR	Yes	1380.00	1200.00

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	9360.49	N/A	9360.49	8139.55	MXN	No	14720.43	12800.38
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	30285.25	N/A	30285.25	26335.00	MXN	No	30285.25	26335.00
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	58774.67	N/A	58774.67	51099.875	MXN	Yes²	54358.07	47260
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11756.66	N/A	11756.66	10219.975	MXN	No	10873.21	9452

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	4742.92	N/A	4742.92	4124.28	EUR	No	4742.92	4124.28
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4231.80	N/A	4231.80	3677.81	EUR	No	4231.80	3677.81
MONEP	CAC40	CAC 40	FCE	5337.61	4641.40	7625.16	6630.58	EUR	Yes	6244.44	5429.95
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15922.92	N/A	15922.92	13846.02	EUR	No	15922.92	13846.02
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10636.48	N/A	10636.48	9249.12	EUR	No	10636.48	9249.12
MONEP	CAC40	CAC 40	MFC	533.761	464.14	762.516	663.058	EUR	No	624.444	542.995

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	329175.35	N/A	329175.35	286239.45	INR	Yes	9360.99	8139.99
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11606.05	N/A	11606.05	10092.00	INR	No	11606.05	10092.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	287880.45	N/A	287880.45	250251.3	INR	Yes	4406.81	3832.01
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13433.29	N/A	13433.29	11680.80	INR	No	13433.79	11680.80
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6883.76	N/A	6883.76	5984	INR	No	6883.76	5984
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	304249.4	N/A	304249.4	264563.6	INR	Yes	2162.78	1880.67
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	271413.75	N/A	271413.75	236012.25	INR	Yes	3599.18	3129.72
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9823.59	N/A	9823.59	8542.25	INR	Yes	9823.59	8542.25

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	24579.55	N/A	24579.55	21373.51	USD	No	24579.54	21373.51
NYBOT	CC	COCOA NYBOT	CC	17204.10	N/A	17204.10	14960.08	USD	Yes	17204.10	14960.08
NYBOT	CT	COTTON NO. 2	CT	2464.23	N/A	2464.23	2142.81	USD	Yes	2464.23	2142.81
NYBOT	DX	NYBOT US DOLLAR FX	DX	2799.56	N/A	2799.56	2434.40	USD	Yes	2799.56	2434.40
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	13680.64	N/A	13680.64	11895.41	USD	No	13680.64	11895.41
NYBOT	KC	COFFEE "C"	KC	16157.34	N/A	16157.34	14049.86	USD	Yes	16157.34	14049.86
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	8572.29	N/A	8572.29	7453.93	USD	Yes	8572.29	7453.93
NYBOT	RS	CANOLA	RS	1436.28	N/A	1436.28	1248.94	CAD	No	1436.28	1248.94
NYBOT	SB	SUGAR NO. 11	SB	1663.50	N/A	1663.50	1446.52	USD	Yes	1663.50	1446.52
NYBOT	SF	SUGAR #16 112000 LBS	SF	2222.47	N/A	2222.47	1932.58	USD	No	2222.47	1932.58

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16840.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16980.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8121.48	N/A	8121.48	7062.16	USD	No	8751.48	7062.16
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	8121.48	N/A	8121.48	7062.16	USD	No	8121.48	7062.16
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	26565	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7675.64	N/A	7675.64	6664.42	USD	No	8335.64	6664.42
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1698.00	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	812.148	N/A	812.148	706.216	USD	No	875.148	706.216
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8121.48	N/A	8121.48	7062.16	USD	Yes	8751.48	7062.16
NYMEX	PA	PALLADIUM INDEX	PA	20827.53	N/A	20827.53	18110.72	USD	No	22737.52	18110.72
NYMEX	PL	PLATINUM INDEX	PL	7407.56	N/A	7407.56	6441.36	USD	No	9982.56	6441.36
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1919.23	N/A	1919.23	1666.10	USD	No	2084.23	1666.10
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.01	N/A	8125.01	6500	USD	No	8475.01	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22440.60	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	7775.74	N/A	7775.74	6761.51	USD	No	7775.74	6761.51

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	7266.47	N/A	7266.47	6317.09	USD	No	7266.47	6317.09
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	8892.70	N/A	8892.70	7729.89	USD	No	8892.70	7729.89
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12882.58	N/A	12882.58	11202.25	USD	No	12882.58	11202.25
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5716.65	4971.00	8166.65	7101.43	USD	No	8166.64	7101.43
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2839.67	2469.28	4056.68	3527.54	USD	No	4056.68	3527.54
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	61359.93	N/A	61359.93	53356.46	USD	No	61359.93	53356.46

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	23577.35	N/A	23577.35	20501	SEK	No	23577.35	20501
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17259.21	15008.01	24656.02	21440.01	SEK	Yes	24656.02	21440.01
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	985.903	N/A	985.903	857.307	SEK	No	6175.30	857.307

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	2873176.215	2498414.10	4104537.45	3569163	JPY	Yes	3518828.65	3059851
OSE.JPN	N225M	NIKKEI 225 MINI	225M	287317.62	249841.41	410453.745	356916.30	JPY	Yes	351882.865	305985.10
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28731.76	24984.14	41045.37	35691.63	JPY	No	35188.29	30598.51
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	153242.83	N/A	153242.83	133250	JPY	No	153242.83	133250
OSE.JPN	TPXC30	TOPIX CORE30	C30	125477.62	N/A	125477.62	109110.97	JPY	No	125477.62	109110.97
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	485270.72	N/A	485270.72	421926.93	JPY	No	485270.72	421926.93
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2063845.21	N/A	2063845.21	1794648.01	JPY	Yes	1983851.21	1725088.01
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	206384.52	N/A	206384.52	179464.80	JPY	No	198385.12	172508.80
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	61729.10	N/A	61729.10	53676	JPY	No	61012.63	53053
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	127046.24	N/A	127046.24	110474.99	JPY	No	188111.25	163575.00
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	151305.08	N/A	151305.08	131533.18	JPY	No	151305.08	131533.18
OSE.JPN	TOPX	TOPIX INDEX	TPX	1408228.73	1224546.73	2011755.34	1749352.47	JPY	No	2011755.34	1749352.47
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	140822.87	122454.67	201175.53	174935.25	JPY	No	201175.53	174935.25

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	16250.00	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8425.95	N/A	8425.95	6740.76	USD	No	8425.95	6740.76
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14547.975	N/A	14547.975	11638.38	USD	No	14547.98	11638.38

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	17204.10	N/A	17204.10	14960.08	USD	No	17204.10	14960.08
QBALGOIUS	CT	COTTON NO. 2	CT	2464.23	N/A	2464.23	2142.81	USD	No	2464.23	2142.81
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2799.56	N/A	2799.56	2434.40	USD	No	2799.56	2434.40
QBALGOIUS	KC	COFFEE "C"	KC	16157.34	N/A	16157.34	14049.86	USD	No	16157.34	14049.86
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	8572.29	N/A	8572.29	7453.93	USD	No	8572.29	7453.93
QBALGOIUS	SB	SUGAR NO. 11	SB	1663.50	N/A	1663.50	1446.52	USD	No	1663.50	1446.52

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	303308.33	N/A	303308.33	263746.35	JPY	No	303308.31	263746.35
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1746.78	N/A	1746.78	1518.94	USD	No	1746.78	1518.94
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1310.09	1139.21	1871.56	1627.44	USD	No	1871.56	1627.44
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4031.90	N/A	4031.90	3506	USD	No	4031.90	3506
SGX	XIN0I	FTSE CHINA H50	FCH	3966.55	N/A	3966.55	3448.93	USD	No	3966.55	3448.93
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1058	N/A	1058	920	USD	No	1058	920
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1520.97	N/A	1520.97	1321.03	USD	No	1520.97	1321.03
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	887.328	N/A	887.328	771.433	USD	No	887.328	771.433
SGX	INR	UNITED STATES DOLLAR	INR	9816.98	N/A	9816.98	8536.50	USD	No	9816.97	8536.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9823.59	N/A	9823.59	8542.25	USD	No	9823.59	8542.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2692.61	N/A	2692.61	2341.40	USD	No	2692.61	2341.40
SGX	SGB	SGX MINI JGB INDEX	JB	340975.84	N/A	340975.84	296466.42	JPY	No	340976.54	296466.42
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	334185.43	N/A	334185.43	290596.03	JPY	No	334185.43	290596.03
SGX	KRW	KOREAN WON	KRW	10568.59	N/A	10568.59	9190	USD	No	10574.84	9190
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2111.20	N/A	2111.20	1835.50	USD	No	2113.70	1838
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6140.40	N/A	6140.40	5339.475	CNH	No	6140.40	5339.475
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1842990.09	N/A	1842990.09	1602599.98	JPY	No	1842989.97	1602599.98
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2012.50	1750	2875	2500	USD	No	2875	2500
SGX	SGXNK	SGX: NIKKEI 225	NK	1046504.93	910004.29	1495007.04	1300006.125	JPY	Yes	1495007.04	1300006.125
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	209300.99	182000.86	299001.41	260001.225	JPY	No	299001.41	260001.225
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	50284.15	N/A	50284.15	43725.35	USD	No	50284.15	43725.35
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.51	1610.01	2645.02	2300.01	SGD	Yes²	2645.02	2300.01
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5664.82	N/A	5664.82	4925.93	SGD	No	5664.82	4925.93
SGX	STI	SGX STRAITS TIMES INDEX	ST	4904.99	N/A	4904.99	4265.21	SGD	No	4904.99	4265.21
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2793.35	N/A	2793.35	2429	USD	No	2793.35	2429
SGX	TSR20	SICOM RUBBER	TF	632.50	N/A	632.50	550	USD	No	632.50	550
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	36800.17	N/A	36800.17	32000.00	JPY	No	36800.67	32000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1799.09	N/A	1799.09	1564.28	USD	No	1799.09	1564.28
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8380.05	N/A	8380.05	7287	USD	No	8380.05	7287
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4186.02	3640.01	5980.02	5200.02	USD	No	5980.02	5200.02
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24561.585	N/A	24561.585	21357.90	CNH	Yes	24561.585	21357.90
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9451749.39	N/A	9451749.39	8218910.77	JPY	No	9451747.39	8218910.77
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1416.21	N/A	1416.21	1231.48	SGD	No	1416.21	1231.48
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1890410.02	N/A	1890410.02	1643834.80	JPY	No	1890410.02	1643834.80
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1252.21	N/A	1252.21	1088.88	SGD	No	1281.38	1088.88
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4270.03	N/A	4270.03	3713.07	SGD	No	4304.05	3713.07
SGX	G13	GENTING SINGAPORE LTD	YGEN	626.10	N/A	626.10	544.435	SGD	No	640.689	544.44
SGX	BN4	KEPPEL LTD	YKEP	3994.97	N/A	3994.97	3473.89	SGD	No	4069.23	3473.89
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5678.97	N/A	5678.97	4938.24	SGD	No	5810.57	4938.24
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3632.29	N/A	3632.29	2831.91	SGD	No	3256.70	2831.92
SGX	Y92	THAI BEVERAGE PCL	YTBE	803.137	N/A	803.137	698.38	SGD	No	819.02	698.38
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6224.76	N/A	6224.76	5412.84	SGD	No	6370.35	5412.84
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2530.32	N/A	2530.32	2200.28	SGD	No	2593.85	2200.28
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	19808.87	N/A	19808.87	4485.66	SGD	No	5236.85	4485.67
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	141.324	N/A	141.324	122.678	USD	No	141.08	122.678
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	575	N/A	575	500	USD	No	575	500

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	13511.925	11749.50	19302.75	16785	AUD	Yes	19302.75	16785
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	641.782	N/A	641.782	558.062	AUD	No	641.772	558.062
SNFE	IR	90 DAY BILLS	IR	1601.19	N/A	1601.19	1392.34	AUD	No	1601.19	1392.34
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3036.01	N/A	3036.01	2640.01	AUD	No	3036.04	2640.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1244.32	N/A	1244.32	1082.01	AUD	No	1244.31	1082.01

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)

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