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	8171.10	N/A	8171.10	7105.31	EUR	Yes²	8171.10	7105.31

BURSAMY

交易所 BURSAMY	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	3220	2800	4600	4000	MYR	No	4600	4000

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	603.75	N/A	603.75	525	USD	No	648.75	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	664.125	N/A	664.125	577.50	USD	No	664.125	577.50
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	1659.52	N/A	1659.52	1443.06	USD	No	1659.52	1443.06
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	834.538	N/A	834.538	710.833	USD	No	817.538	710.833
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1321.92	N/A	1321.92	1105.23	USD	No	1271.93	1105.23
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	3363.42	N/A	3363.42	2843.09	USD	No	3273.42	2843.09
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2670.43	N/A	2670.43	2177.38	USD	No	2505.43	2177.38
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	3074.36	N/A	3074.36	2398.94	USD	No	2759.36	2398.94
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2501.87	N/A	2501.87	1914.67	USD	Yes	2539.42	2208.19
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	458.52	N/A	458.52	368.505	USD	No	424.133	368.505
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	762.262	N/A	762.262	605.513	USD	No	696.637	605.513
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1232.88	996.10	1761.25	1423	USD	No	1572.05	1367
CBOT	MZC	MICRO CORN FUTURES	MZC	169.322	N/A	169.322	132.019	USD	No	161.087	140.075
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	384.091	N/A	384.091	295.905	USD	No	339.212	294.967
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	300.277	N/A	300.277	227.197	USD	No	234.158	203.616
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	416.334	N/A	416.334	306.595	USD	No	338.584	294.421
CBOT	MZW	MICRO WHEAT FUTURES	MZW	234.484	N/A	234.484	183.247	USD	No	244.882	212.941
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	241.775	200.90	345.393	287	USD	No	316.25	275
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	246.605	200.90	352.293	287	USD	No	316.25	275
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3555.01	N/A	3555.01	2856.33	USD	No	3285.01	2856.33
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3267.64	N/A	3267.64	2550	USD	No	2932.50	2550
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	6546.04	N/A	6546.04	5150	USD	Yes	5922.50	5150
CBOT	YC	MINI SIZED CORN FUTURES	XC	338.644	N/A	338.644	264.039	USD	No	322.173	280.151
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	832.668	N/A	832.668	613.19	USD	No	677.168	588.841
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	468.967	N/A	468.967	366.493	USD	No	489.765	425.882
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	358.456	N/A	358.456	300	USD	No	373.899	325.13
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	914.055	N/A	914.055	750	USD	No	891.894	775.56
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1133.01	N/A	1133.01	925	USD	No	1122.74	976.292
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1135.62	N/A	1135.62	958.968	USD	No	690.203	600.177
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2242.53	N/A	2242.53	1871.77	USD	No	4235.22	3682.80
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12328.78	9962.40	17612.55	14232	USD	Yes	15714.75	13665
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2185.41	N/A	2185.41	1800	USD	No	2070	1800
CBOT	ZB	US TREASURY BOND	ZB	4736.89	N/A	4736.89	3700	USD	Yes	4255	3700
CBOT	ZC	CORN FUTURES	ZC	1693.22	N/A	1693.22	1320.19	USD	Yes	1610.87	1400.75
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1561.10	N/A	1561.10	1250	USD	Yes	1437.50	1250
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3840.91	N/A	3840.91	2959.05	USD	Yes	3208.85	2790.31
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3002.77	N/A	3002.77	2271.97	USD	Yes	2251.38	1957.72
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2370.69	N/A	2370.69	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	4258.87	N/A	4258.87	3246.33	USD	Yes	3523.30	3063.26
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1178.76	N/A	1178.76	1025	USD	Yes²	2615.13	2274.03
CBOT	ZR	ROUGH RICE FUTURES	ZR	3136.44	N/A	3136.44	2544.46	USD	Yes	1984.32	1725.32
CBOT	ZS	SOYBEAN FUTURES	ZS	4163.34	N/A	4163.34	3065.95	USD	Yes	3385.84	2944.21
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1457.58	N/A	1457.58	1200	USD	Yes	1380	1200
CBOT	ZW	WHEAT FUTURES	ZW	2344.84	N/A	2344.84	1832.47	USD	Yes	2448.82	2129.41

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	2683.56	N/A	2683.56	2133.53	CAD	No	2453.56	2133.53
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1543.12	N/A	1543.12	1247.40	CAD	No	1434.51	1247.40
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	647.882	N/A	647.882	546.09	CAD	No	628.0035	546.09
CDE	CRA	3 MONTH CORRA	CRA	370.194	N/A	370.194	321.908	CAD	No	498.937	428.423
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16385.58	14248.33	23407.98	20354.76	CAD	No	23927.99	20354.76
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	13878.16	N/A	13878.16	12067.96	CAD	No	14008.16	12067.96

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	10603.45	N/A	10603.45	9010.75	USD	No	10363.45	9010.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8962.51	N/A	8962.51	7345.25	USD	No	8447.51	7345.25
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	377.743	N/A	377.743	298.953	USD	No	344.243	298.953
CFE	VA	S&P 500 VARIANCE	VA	92	N/A	92	80	USD	No	296.385	257.726
CFE	VIX	CBOE VOLATILITY INDEX	VX	9738.43	N/A	9738.43	8468.20	USD	Yes	30391.36	26354.92
CFE	VIX	CBOE VOLATILITY INDEX	VX01	9738.43	N/A	9738.43	8468.20	USD	No	31137.37	27003.63
CFE	VIX	CBOE VOLATILITY INDEX	VX02	9738.43	N/A	9738.43	8468.20	USD	No	30715.69	26636.95
CFE	VIX	CBOE VOLATILITY INDEX	VX04	9154.12	N/A	9154.12	7960.10	USD	No	30298.50	26274.17
CFE	VIX	CBOE VOLATILITY INDEX	VX52	9738.43	N/A	9738.43	8468.20	USD	No	32589.50	28266.35
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	973.843	N/A	973.843	846.82	USD	No	3039.14	2635.49

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	2429.39	N/A	2429.39	2034.26	USD	Yes	2339.39	2034.26
CME	GBP	BRITISH POUND	6B	2545.35	N/A	2545.35	2202.47	USD	Yes	2532.85	2202.47
CME	CAD	CANADIAN DOLLAR	6C	1585.86	N/A	1585.86	1287.70	USD	Yes	1480.86	1287.70
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3690.78	N/A	3690.78	3209.38	USD	Yes	3865.78	3209.38
CME	JPY	JAPANESE YEN	6J	3327.99	N/A	3327.99	2800	USD	Yes	3220	2800
CME	BRE	BRAZILIAN REAL	6L	1909.86	N/A	1909.86	1352.625	USD	Yes²	9587.53	7009.12
CME	6M	MEXICAN PESO	6M	1910.61	N/A	1910.61	1661.40	USD	Yes	1940.61	1661.40
CME	NZD	NEW ZEALAND DOLLAR	6N	2020.665	N/A	2020.665	1757.10	USD	Yes²	2080.665	1757.10
CME	CHF	SWISS FRANC	6S	5521.94	N/A	5521.94	4801.69	USD	Yes	5709.44	4801.69
CME	ZAR	SOUTH AFRICAN RAND	6Z	2437.60	N/A	2437.60	2086.875	USD	No	2400.10	2086.875
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12292.34	N/A	12292.34	10688.99	CAD	No	12312.34	10688.99
CME	AJY	AUSTRALIAN DOLLAR	AJY	2603402.94	N/A	2603402.94	2263828.64	JPY	No	2607402.34	2263828.64
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	852.227	N/A	852.227	741.067	USD	No	898.025	780.891
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	36201.59	N/A	36201.59	30620.95	USD	No	35214.09	30620.95
CME	BOS	BOSTON HOUSING INDEX	BOS	5042.75	N/A	5042.75	4385.00	USD	No	5042.75	4385.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	155248.19	N/A	155248.19	134735.89	USD	Yes	159147.04	134735.90
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	215251.25	N/A	215251.25	187175	EUR	No	260877.50	226850
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	4301.47	N/A	4301.47	3740.41	USD	No	3186.11	2692.27
CME	CHI	CHICAGO HOUSING INDEX	CHI	3182.63	N/A	3182.63	2767.50	USD	No	3182.62	2767.50
CME	CLP	CHILEAN PESO	CHP	4927.375	N/A	4927.375	4132.50	USD	No	4752.375	4132.50
CME	CJY	CANADIAN DOLLAR	CJY	2597743.70	N/A	2597743.70	2258907.57	JPY	No	2597744.10	2258907.57
CME	CNH	UNITED STATES DOLLAR	CNH	24106.46	N/A	24106.46	20956.50	CNH	No	25056.46	20956.50
CME	CSC	CHEESE	CSC	5054.86	N/A	5054.86	4395.53	USD	No	6824.76	5778.06
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	CZK	CZECH KORUNA	CZK	19802.87	N/A	19802.87	17157.28	USD	Yes²	19730.87	17157.28
CME	DA	MILK CLASS III INDEX	DC	4469.98	N/A	4469.98	3886.94	USD	Yes	5733.12	4776.63
CME	DEN	DENVER HOUSING INDEX	DEN	4496.50	N/A	4496.50	3910.00	USD	No	4496.50	3910.00
CME	DY	CME DRY WHEY INDEX	DY	7647.35	N/A	7647.35	6458.56	USD	No	10373.58	9020.50
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1845.39	N/A	1845.39	1604.69	USD	No	1932.89	1604.69
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16160.75	N/A	16160.75	14039.19	AUD	No	16710.75	14039.19
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4262.19	N/A	4262.19	3706.25	EUR	No	5165.225	4491.50
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10265.02	N/A	10265.02	8915.48	CAD	No	10802.52	8915.48
CME	ECK	CZECH KORUNA	ECK	9699.34	N/A	9699.34	8211.60	EUR	No	9443.34	8211.60
CME	EEM	MICRO ETHER EURO	EEM	151.333	N/A	151.333	131.594	EUR	No	176.433	153.42
CME	EHF	HUNGARIAN FORINT	EHF	7013.45	N/A	7013.45	5754.31	EUR	Yes²	6617.45	5754.31
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18786.44	16077.60	26837.78	22968	USD	Yes²	26383.30	22942
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	280361.57	243788.70	400516.53	348269.565	JPY	No	381340	331600
CME	EPZ	POLISH ZLOTY	EPZ	6990.40	N/A	6990.40	5896	EUR	Yes²	6780.40	5896
CME	ES	E-MINI S&P 500	ES	17934.42	15668.10	25620.60	22383	USD	Yes	23074.70	20977
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	21223.34	N/A	21223.34	17582.44	USD	No	20233.32	17582.44
CME	ESTR	EURO SHORT-TERM RATE	ESR	660.118	N/A	660.118	563.11	EUR	No	745.319	648.068
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	76234.68	N/A	76234.68	66291.03	EUR	No	88918.00	77320.00
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	70501.09	N/A	70501.09	61305.08	USD	Yes	89726.37	76631.35
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12637.83	N/A	12637.83	10488	USD	No	10675.45	9283
CME	GSCI	S&P-GSCI INDEX	GD	20735.15	N/A	20735.15	18030.56	USD	No	21047.65	18030.56
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1736.09	N/A	1736.09	1509.65	USD	No	2386.12	2074.89
CME	GF	FEEDER CATTLE	GF	12027.65	N/A	12027.65	10458.82	USD	Yes	12127.65	10458.82
CME	NF	NON FAT DRY MILK INDEX	GNF	5517.79	N/A	5517.79	4664.17	USD	No	16490.45	14339.52
CME	HE	LEAN HOGS	HE	3433.38	N/A	3433.38	2985.55	USD	Yes	3803.38	2985.55
CME	HUF	HUNGARIAN FORINT	HUF	11529.57	N/A	11529.57	9717.89	USD	Yes²	11175.57	9717.89
CME	IBAA	BOVESPA INDEX - USD	IBV	42895.50	N/A	42895.50	37300.43	USD	No	41443.70	36038
CME	ILS	ISRAELI SHEKEL	ILS	36077.75	N/A	36077.75	31371.96	USD	Yes²	36277.75	31371.96
CME	J7	JAPANESE YEN	J7	1663.99	N/A	1663.99	1400	USD	No	1610	1400
CME	KRW	KOREAN WON	KRW	20755.79	N/A	20755.79	14390.50	USD	Yes²	12014.77	9311.50
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4269.375	N/A	4269.375	3712.50	USD	No	4269.375	3712.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6299.13	N/A	6299.13	5477.50	USD	No	6299.13	5477.50
CME	LBR	LUMBER FUTURES	LBR	2291.50	N/A	2291.50	1956.37	USD	No	1173.36	1020.12
CME	LE	LIVE CATTLE	LE	5663.86	N/A	5663.86	4925.09	USD	Yes	6243.86	4925.09
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	788.365	665.70	1126.24	951	USD	No	1039.60	904
CME	M6A	AUSTRALIAN DOLLAR	M6A	242.939	N/A	242.939	203.426	USD	No	233.939	203.426
CME	M6B	BRITISH POUND	M6B	254.535	N/A	254.535	220.247	USD	No	253.285	220.247
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	369.078	N/A	369.078	320.938	USD	No	386.578	320.938
CME	MBT	MICRO BITCOIN	MBT	3104.86	N/A	3104.86	2694.72	USD	Yes	3182.84	2694.72
CME	MCD	CANADIAN DOLLAR	MCD	158.586	N/A	158.586	128.77	USD	No	148.086	128.77
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1793.44	1566.60	2562.06	2238	USD	Yes	2307.80	2098
CME	MET	MICRO ETHER	MET	141.002	N/A	141.002	122.61	USD	Yes	179.452	153.263
CME	MIA	MIAMI HOUSING INDEX	MIA	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	MIR	INDIAN RUPEE	MIR	1283.975	N/A	1283.975	1116.50	USD	No	1310.975	1116.50
CME	MJY	JAPANESE YEN	MJY	332.799	N/A	332.799	280	USD	No	322	280
CME	MNH	UNITED STATES DOLLAR	MNH	2417.95	N/A	2417.95	2102.55	CNH	No	2512.95	2102.55
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	140178.50	121894.35	200255.00	174134.78	JPY	No	190670	165800
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2270.59	N/A	2270.59	1974.34	USD	No	2335.59	1974.34
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2668.09	2345	3811.56	3350	USD	Yes	3545.30	3223
CME	MSF	SWISS FRANC	MSF	552.194	N/A	552.194	480.169	USD	No	570.944	480.169
CME	MSL	MICRO SOLANA	MSL	1476.60	N/A	1476.60	1284	USD	No	2060.62	1791.81
CME	MXP	MICRO XRP	MXP	2354.05	N/A	2354.05	2047	USD	No	2486.20	2161.75
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1401785.00	1218943.48	2002550.00	1741347.825	JPY	No	1906930	1658200
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	22705.98	N/A	22705.98	19743.43	USD	No	23355.98	19743.43
CME	NOK	NORWEGIAN KRONE	NOK	22814.86	N/A	22814.86	19386.56	USD	No	22314.86	19386.56
CME	NQ	E-MINI NASDAQ 100	NQ	26680.93	23447.90	38115.62	33497	USD	Yes	35449.70	32227
CME	NYM	NEW YORK HOUSING INDEX	NYM	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	PJY	BRITISH POUND	PJY	2838442.48	N/A	2838442.48	2468210.85	JPY	No	2873443.11	2468210.85
CME	PLN	POLISH ZLOTY	PLN	13809.68	N/A	13809.68	11938.85	USD	Yes²	13729.68	11938.85
CME	PSF	BRITISH POUND	PSF	10470.72	N/A	10470.72	8952.80	CHF	No	10295.72	8952.80
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	242.053	N/A	242.053	210.481	USD	No	244.055	210.481
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	207	N/A	207	180	USD	No	207	180
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	217.35	N/A	217.35	189	USD	No	217.35	189
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	138.086	117.60	197.265	168	USD	No	186.30	162
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	135.544	117.60	193.634	168	USD	No	186.30	162
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	154.56	134.40	220.80	192	USD	No	209.30	182
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	156.598	134.40	223.712	192	USD	No	209.30	182
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	365.68	315	522.40	450	USD	No	485.30	422
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	372.197	315	531.71	450	USD	No	485.30	422
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	231.221	N/A	231.221	201.062	USD	No	235.621	201.062
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4039.00	N/A	4039.00	3511.21	CHF	No	4039.00	3511.21
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8305.025	N/A	8305.025	7143.50	USD	Yes²	8215.025	7143.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	8411.21	N/A	8411.21	7123.49	EUR	Yes²	8192.01	7123.49
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6304.24	N/A	6304.24	5481.56	GBP	No	6454.24	5481.56
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	15417.84	N/A	15417.84	12982	USD	No	14432.95	12538.70
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	49735.18	N/A	49735.18	42692.01	USD	No	49130.18	42692.01
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10963.26	N/A	10963.26	9153.37	USD	No	10528.27	9153.37
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7883.65	6660.50	11262.36	9515	USD	Yes	10391.40	9036
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1307729.35	N/A	1307729.35	1136985.02	JPY	Yes²	1368978.73	1136985.02
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4674.75	N/A	4674.75	4065.00	USD	No	4687.25	4065.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	SEK	SWEDISH KRONA	SEK	12720.45	N/A	12720.45	11052.34	USD	No	12770.45	11052.34
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5074.375	N/A	5074.375	4412.50	USD	No	5074.375	4412.50
CME	SGX	SHORT GILT	SG	317352.84	N/A	317352.84	273502.43	USD	No	314527.79	273502.43
CME	SIR	INDIAN RUPEE	SIR	6419.875	N/A	6419.875	5582.50	USD	No	6554.875	5582.50
CME	SJY	SWISS FRANC	SJY	4406653.13	N/A	4406653.13	3831872.29	JPY	No	4537904.13	3831872.29
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33245.01	N/A	33245.01	28526.09	USD	No	32805.01	28526.09
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	29514.67	N/A	29514.67	25662	USD	No	41216.35	35836.21
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	644.16	N/A	644.16	549.274	GBP	No	631.665	549.274
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1199.52	N/A	1199.52	1025	USD	No	2581.08	2244.42
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	871.123	N/A	871.123	725	USD	Yes	2212.91	1924.27
CME	SVX	SCHNEIDER ELECTRIC SE	SU	85405.29	N/A	85405.29	72200.23	USD	No	83030.27	72200.23
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	950.624	N/A	950.624	804.737	USD	No	8632.23	7504.85
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4781.13	N/A	4781.13	4157.50	USD	No	4781.13	4157.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	12857.11	N/A	12857.11	11013.05	USD	No	12667.11	11013.05
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13155.75	N/A	13155.75	11437.62	USD	No	13465.75	11437.62
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11647.73	N/A	11647.73	9472	USD	No	9898.96	8607.25
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21581.26	N/A	21581.26	18385.91	USD	No	21151.27	18385.91
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	31380.98	N/A	31380.98	26733.82	USD	No	30750.98	26733.82
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6005.05	N/A	6005.05	4699.45	USD	No	5405.05	4699.45
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4299.30	N/A	4299.30	3467	USD	No	3532.80	3072
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	9979.85	N/A	9979.85	8268.65	USD	No	9509.85	8268.65
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	15954.36	N/A	15954.36	13244.88	USD	No	15234.36	13244.88
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47717.05	N/A	47717.05	40858.09	USD	No	47017.04	40858.09
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11989.52	N/A	11989.52	9727	USD	No	10655.90	9266
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	47080.78	N/A	47080.78	40931	USD	No	49730.95	43235.00

COINDERIV

交易所 COINDERIV	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
COINDERIV	BIP	-	BIP	241.859	N/A	241.859	210.312	USD	No	241.861	210.314
COINDERIV	BIT	-	BIT	355.347	N/A	355.347	308.9975	USD	No	355.347	308.9975
COINDERIV	ET	-	ET	172.155	N/A	172.155	149.70	USD	No	206.586	179.64
COINDERIV	ETP	-	ETP	109.186	N/A	109.186	94.944	USD	No	109.186	94.944

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	341.199	N/A	341.199	296.695	USD	No	344.199	296.695
COMEX	ALI	ALUMINUM INDEX	ALI	8775.38	N/A	8775.38	7424.25	USD	No	8537.88	7424.25
COMEX	GC	GOLD	GC	34119.54	N/A	34119.54	29669.16	USD	Yes	34409.56	29669.16
COMEX	HG	COPPER INDEX	HG	21395	N/A	21395	13880	USD	Yes	20245	13880
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2677.93	N/A	2677.93	2119.94	USD	No	2869.42	2495.15
COMEX	MGC	E-MICRO GOLD	MGC	3411.95	N/A	3411.95	2966.92	USD	Yes	3440.96	2966.92
COMEX	MHG	MICRO COPPER	MHG	2139.50	N/A	2139.50	1388	USD	No	2024.50	1388
COMEX	QC	COMEX MINY COPPER	QC	10585.00	N/A	10585.00	6865.00	USD	No	10010.00	6865.00
COMEX	QI	COMEX MINY SILVER	QI	27811.25	N/A	27811.25	22992.39	USD	No	34198.50	22992.39
COMEX	QO	COMEX MINY GOLD	QO	17059.77	N/A	17059.77	14834.58	USD	No	17204.78	14834.58
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34500	N/A	34500	30000	CNH	No	34500	30000
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	22381.42	N/A	22381.42	19065.12	USD	No	21924.89	19065.12
COMEX	SI	SILVER INDEX	SI	55622.49	N/A	55622.49	45984.78	USD	Yes	68397.01	45984.78
COMEX	SI	SILVER INDEX	SIL	11124.50	N/A	11124.50	9196.96	USD	No	13679.40	9196.96
COMEX	UX	URANIUM INDEX	UX	2425.50	N/A	2425.50	2109.13	USD	No	2425.50	2109.13

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	49645.50	N/A	49645.50	43170.00	EUR	No	49645.50	43170.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	6388.38	N/A	6388.38	5555.10	EUR	Yes	6388.38	5555.10

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	7920.45	N/A	7920.45	6887.35	CHF	No	7920.45	6887.35
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7148.18	N/A	7148.18	6215.81	EUR	No	7148.18	6215.81
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2967.68	N/A	2967.68	2580.59	EUR	Yes	4263.10	3707.04
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1105.14	N/A	1105.14	960.995	EUR	No	1401.49	1218.69
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3699.12	N/A	3699.12	3216.63	USD	No	3699.12	3216.63
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2852	N/A	2852	2480	EUR	No	2852	2480
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35541.555	30905.70	50773.65	44151	EUR	Yes	49444.54	42995.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9913	N/A	9913	8620	EUR	Yes²	9913	8620
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7108.31	6181.14	10154.73	8830.20	EUR	No	9888.91	8599.05
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1421.66	1236.23	2030.95	1766.04	EUR	Yes	1977.78	1719.81
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	329.034	N/A	329.034	286.116	EUR	No	329.034	286.116
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2185.92	N/A	2185.92	1900.00	EUR	No	2185.92	1900.00
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3535.62	3074.40	5050.89	4392	EUR	Yes²	5050.89	4392
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1436.37	N/A	1436.37	1248.64	EUR	No	894.461	777.56
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6547.39	N/A	6547.39	5693.38	EUR	Yes²	6547.39	5693.38
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1215.51	1056.97	1736.45	1509.96	EUR	Yes	1576.16	1370.57
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5269.40	N/A	5269.40	4582.08	EUR	Yes²	4763.60	4142.26
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2061.83	N/A	2061.83	1789.585	EUR	Yes²	1867.94	1621.295
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3324.84	N/A	3324.84	2891.17	EUR	Yes²	2979.21	2590.62
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7012.30	N/A	7012.30	6097.65	EUR	Yes²	6312.12	5488.80
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2637.82	N/A	2637.82	2293.76	EUR	Yes²	2620.32	2278.54
EUREX	ESI	EURO STOXX INSURANCE	FESI	3343.74	N/A	3343.74	2904.73	EUR	Yes²	2867.38	2490.92
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1296.32	N/A	1296.32	1127.24	EUR	Yes²	1086.18	944.504
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3831.86	N/A	3831.86	3332.05	EUR	Yes²	3763.56	3272.66
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1264.42	N/A	1264.42	1099.49	EUR	Yes²	1262.70	1098.00
EUREX	SXRE	EURO STOXX RETAIL	FESR	4910.70	N/A	4910.70	4270.18	EUR	Yes²	5269.97	4582.58
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1331.45	N/A	1331.45	1157.78	EUR	Yes²	1241.45	1079.52
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	983.538	N/A	983.538	855.25	EUR	Yes²	983.538	855.25
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1906.58	N/A	1906.58	1657.25	EUR	Yes	1569.26	1364.04
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1051.78	N/A	1051.78	914.595	EUR	Yes²	1051.78	914.595
EUREX	ESTX50	EURO STOXX50	FESX	3202.12	2784.45	4574.45	3977.79	EUR	Yes	4433.76	3855.44
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	18421.00	N/A	18421.00	16018.26	EUR	Yes²	18421.00	16018.26
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5069.72	N/A	5069.72	4408.45	EUR	Yes²	5597.15	4867.08
EUREX	EU3	THREE MONTH EURIBOR	FEU3	290.498	N/A	290.498	252.607	EUR	Yes	290.498	252.607
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2646.84	2301.60	3781.20	3288.00	EUR	Yes	3781.20	3288.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9372.38	N/A	9372.38	8138.29	EUR	Yes²	9372.38	8138.29
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	861.623	N/A	861.623	749.237	GBP	No	861.623	749.237
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2240.02	N/A	2240.02	1947.84	EUR	Yes	2891.13	2514.03
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1214.31	N/A	1214.31	1055.92	EUR	Yes	1559.76	1356.31
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	450.475	N/A	450.475	391.717	EUR	Yes	542.561	471.792
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5134.85	N/A	5134.85	4465.09	EUR	Yes	5134.85	4465.09
EUREX	DJESL	EURO STOXX LARGE	FLCE	2586.07	N/A	2586.07	2248.75	EUR	No	2258.89	1964.25
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2396.34	N/A	2396.34	2083.78	EUR	No	1878.04	1633.08
EUREX	DJESM	EURO STOXX MID	FMCE	2339.24	N/A	2339.24	2033.49	EUR	No	1840.49	1599.92
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1779.66	1547.47	2542.37	2210.67	USD	No	3204.69	2786.575
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2437.26	N/A	2437.26	2118.47	EUR	Yes²	1946.61	1692.00
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4629.47	4025.54	6613.53	5750.77	USD	No	5549.67	4825.70
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9647.32	N/A	9647.32	8385.99	USD	No	9647.32	8385.99
EUREX	MXEU	MSCI EUROPE	FMEP	1531.90	N/A	1531.90	1330.25	EUR	No	1303.23	1131.68
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3114.99	N/A	3114.99	2708.52	EUR	No	2591.09	2252.98
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10229.56	N/A	10229.56	8894.70	USD	No	8985.34	7812.83
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6774.91	N/A	6774.91	5890.74	USD	No	6292.03	5470.89
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12398.24	N/A	12398.24	10776.60	USD	No	12398.24	10776.60
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2902.55	2523.87	4146.50	3605.53	EUR	No	3727.68	3241.35
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6844.20	5951.35	9777.42	8501.93	USD	No	8675.33	7543.61
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6111.34	N/A	6111.34	5309.35	USD	No	6111.34	5309.35
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2350.65	N/A	2350.65	2044.04	EUR	No	2590.44	2252.56
EUREX	DJESS	EURO STOXX SMALL	FSCE	1468.19	N/A	1468.19	1276.14	EUR	No	1217.10	1057.89
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1621.56	N/A	1621.56	1409.93	EUR	No	1335.78	1161.44
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1146.88	997.217	1638.40	1424.60	EUR	No	1274.72	1108.38
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3534.32	N/A	3534.32	3073.32	CHF	Yes²	3534.32	3073.32
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8464	N/A	8464	7360	CHF	No	8464	7360
EUREX	SMI	SWISS MARKET INDEX	FSMI	6347.66	5519.70	9068.08	7885.29	CHF	Yes	7626.225	6631.50
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4116.26	N/A	4116.26	3574.74	CHF	Yes²	4116.26	3574.74
EUREX	SMI	SWISS MARKET INDEX	FSMS	634.766	551.97	906.808	788.529	CHF	No	762.6225	663.15
EUREX	MDAX	MIDCAP DAX	FSMX	2888.29	N/A	2888.29	2511.26	EUR	No	2346.99	2040.62
EUREX	ST3	THREE MONTH ESTR	FST3	60.333	N/A	60.333	52.4634	EUR	No	60.333	52.4634
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2862.05	N/A	2862.05	2488.46	EUR	Yes²	2730.82	2374.36
EUREX	SX7P	STOXX 600 BANKS	FSTB	1580.96	1374.68	2258.52	1963.83	EUR	Yes	1901.61	1653.49
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4402.45	N/A	4402.45	3823.45	EUR	Yes²	3759.66	3265.20
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1918.44	N/A	1918.44	1668.09	EUR	Yes	1758.61	1529.12
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4922.62	N/A	4922.62	4273.54	EUR	Yes²	3943.14	3423.21
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4981.82	N/A	4981.82	4330.02	EUR	Yes²	4499.18	3910.53
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4179.57	N/A	4179.57	3633.98	EUR	Yes²	3597.15	3127.58
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3177.96	N/A	3177.96	2762.43	EUR	Yes²	2605.20	2264.56
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	640.811	N/A	640.811	557.126	EUR	No	640.811	557.126
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1364.92	N/A	1364.92	1185.89	EUR	Yes²	1248.88	1085.07
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3979.03	N/A	3979.03	3458.49	EUR	Yes²	3835.73	3333.935
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1781.04	N/A	1781.04	1548.25	EUR	Yes²	2130.09	1851.68
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1651.10	N/A	1651.10	1433.01	EUR	Yes²	1694.14	1470.37
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	4152.96	N/A	4152.96	3611.07	EUR	Yes	4405.16	3830.36
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	731.668	N/A	731.668	636.00	EUR	Yes²	731.668	636.00
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1793.63	N/A	1793.63	1559.50	EUR	Yes	1393.68	1211.75
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1266.36	N/A	1266.36	1100.54	EUR	Yes²	1250.96	1087.15
EUREX	STX	STOXX50	FSTX	3753.93	N/A	3753.93	3263.48	EUR	Yes²	2815.90	2448
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7722.40	N/A	7722.40	6711.48	EUR	Yes²	7722.40	6711.48
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3244.09	N/A	3244.09	2819.88	EUR	Yes²	3162.06	2748.58
EUREX	ESTX50	EURO STOXX50	FSXE	320.212	278.445	457.445	397.779	EUR	No	443.376	385.544
EUREX	TDX	TECDAX	FTDX	7090.30	N/A	7090.30	6165.48	EUR	Yes²	7090.30	6165.48
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	567.49	N/A	567.49	493.143	USD	No	567.49	493.143
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	954.50	N/A	954.50	830	EUR	Yes	2643.90	2299.04
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2486.43	N/A	2486.43	2159.31	EUR	No	2040.64	1772.17
EUREX	DJ600	STOXX 600 INDEX	FXXP	1612.56	1402.23	2303.66	2003.19	EUR	Yes	1867.69	1624.08
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	215.38	N/A	215.38	187.287	EUR	No	215.38	187.287
EUREX	UNIB2	UNA: UNILEVER PLC: ADJ ADJ	UNIH	897.014	N/A	897.014	780.012	EUR	No	897.013	780.012

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	8653.42	N/A	8653.42	7524.72	EUR	No	8653.42	7524.72
FTA	EOE	AMS EOE INDEX	FTI	10037.31	8728.10	14339.01	12468.71	EUR	Yes	11020.00	9582.61
FTA	EOE	AMS EOE INDEX	MFA	1003.73	872.81	1433.90	1246.87	EUR	No	1102.00	958.261

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	84412.94	N/A	84412.94	67530.35	HKD	No	84412.94	67530.35
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26302	N/A	26302	20913.60	CNH	Yes	26142	20913.60
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3268.18	N/A	3268.18	2612.80	HKD	No	3268.18	2612.80
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10498.38	N/A	10498.38	8398.70	HKD	No	10498.37	8398.70
HKFE	GDR	CNH GOLD FUTURES	GDR	236992.08	N/A	236992.08	189593.62	CNH	No	236992.03	189593.62
HKFE	GDU	USD GOLD FUTURES	GDU	33938.18	N/A	33938.18	27150.54	USD	No	33938.19	27150.54
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	46872	37497.60	66960	53568	HKD	Yes	66960	53568
HKFE	HSI	HANG SENG STOCK INDEX	HSI	99991.42	79993.14	142844.88	114275.91	HKD	Yes	142844.88	114275.91
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	28605.21	22884.16	40864.58	32691.66	HKD	Yes	40864.58	32691.66
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4474.54	3579.60	6392.19	5113.72	USD	No	6477.19	5113.72
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9374.40	7499.52	13392	10713.60	HKD	Yes	13392	10713.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	5267.725	N/A	5267.725	4196.58	CNH	No	5245.725	4196.58
HKFE	MHI	MINI HANG SENG INDEX	MHI	19998.28	15998.63	28568.98	22855.18	HKD	Yes	28568.98	22855.18
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1461.28	N/A	1461.28	1169.03	USD	No	1461.28	1169.03
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5478.71	N/A	5478.71	4160.24	USD	No	5200.30	4160.24
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	9930.18	N/A	9930.18	7943.08	USD	No	10350.18	7943.08
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	47187.50	N/A	47187.50	37750	HKD	No	148221.15	118576.92

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	109.542	N/A	109.542	95.25	EUR	No	690.976	600.849
ICEEU	SG	GENERALI	G	2438.65	N/A	2438.65	2120.57	GBP	No	2438.65	2120.57
ICEEU	H	MEDIUM GILT	H	3882.16	N/A	3882.16	3375.48	GBP	No	3882.17	3375.48
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	326.895	N/A	326.895	284.25	EUR	Yes	1068.45	929.085
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	7724.31	N/A	7724.31	6714.90	USD	No	7724.31	6714.90
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2512.70	N/A	2512.70	2184.96	EUR	No	2512.70	2184.96
ICEEU	P	10 YEAR EURO SWAPNOTE	P	5260.59	N/A	5260.59	4574.43	EUR	No	5260.59	4574.43
ICEEU	R	LONG GILT	R	3221.74	N/A	3221.74	2801.51	GBP	No	3221.74	2801.51
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.551	N/A	295.551	257.001	CHF	No	937.792	814.386
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	223.677	N/A	223.677	194.50	GBP	Yes	824.997	717.388
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	596.985	N/A	596.985	519.115	GBP	No	1375.24	1195.86
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1009.81	N/A	1009.81	878.093	EUR	No	1009.81	878.093
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	538.626	N/A	538.626	468.37	GBP	No	538.626	468.37
ICEEU	Y	FTSE 250 INDEX	Y2	4145.87	N/A	4145.87	3604.56	GBP	No	4145.87	3604.56
ICEEU	Z	FTSE 100 INDEX	Z	4933.85	4290.31	7048.36	6129.01	GBP	Yes	7048.36	6129.01

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	7486.50	N/A	7486.50	6510	GBP	No	7795.17	6778.41
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6049	N/A	6049	5260	USD	No	8610.38	7487.29
ICEEUSOFT	T	WHEAT	T	1707.46	N/A	1707.46	1484.74	GBP	No	2137.53	1858.73
ICEEUSOFT	W	WHITE SUGAR	W	1946.78	N/A	1946.78	1692.85	USD	No	1795.15	1561

ICE Futures US (ICEUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEUS	AUD	AUSTRALIAN DOLLAR	KAU	7108.18	N/A	7108.18	6102.77	USD	No	7559.84	6573.78
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26379561.78	N/A	26379561.78	22938749.375	JPY	No	26564939.72	23046687.26
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9374.57	N/A	9374.57	8148.93	USD	No	10835.56	9266.79
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11486.52	N/A	11486.52	9988.28	CAD	No	14957.99	12539.56
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6303.80	N/A	6303.80	5481.56	GBP	No	6666.54	5666.56
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	17768.89	N/A	17768.89	15451.21	AUD	No	20664.25	17490.65
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6535.32	N/A	6535.32	5682.89	CHF	No	6772.90	5889.48
ICEUS	ZY	SWISS FRANC	KZY	4406653.13	N/A	4406653.13	3831872.29	JPY	No	4784059.02	4045920.02
ICEUS	MP	BRITISH POUND	MP	7611.04	N/A	7611.04	6607.42	USD	No	7223.73	6281.51
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	10957.81	N/A	10957.81	9376.36	CHF	No	12294.72	10691.06
ICEUS	GBP	BRITISH POUND	SY	2838442.48	N/A	2838442.48	2468210.85	JPY	No	3292218.41	2832363.29

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	2453.83	N/A	2453.83	2131	EUR	No	2453.83	2131
IDEM	FTMIB	FTSE MIB INDEX	FIB	16472.26	14323.50	23531.80	20462.145	EUR	Yes	15716.66	13666.47
IDEM	FTMIB	FTSE MIB INDEX	MICR	658.881	572.94	941.259	818.486	EUR	No	628.658	546.659
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3294.41	2864.70	4706.30	4092.43	EUR	No	3143.29	2733.29
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1293.87	N/A	1293.87	1125.10	EUR	No	1293.87	1125.10

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	12963.89	N/A	12963.89	11272.95	USD	No	12963.89	11272.95
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	12004.88	N/A	12004.88	9603.90	USD	No	12004.88	9603.90
IPE	HOIL	ICE HEATING OIL	HOIL	23195.59	N/A	23195.59	18556.47	USD	No	23195.59	18556.47
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	17334.03	N/A	17334.03	15073.07	USD	No	17334.03	15073.07
IPE	NGF	ICE UK NATURAL GAS	NGF	3271.48	N/A	3271.48	2844.76	GBP	No	17374.22	2844.76
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	16002.84	N/A	16002.84	12802.27	USD	Yes	16002.84	12802.27

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	13495251	10233999.79	19278930	14619999.70	KRW	Yes	19278930	14619999.70
KSE	K200M	MINI KOSPI200 INDEX	05	2699050.20	2044700.04	3855786	2921000.06	KRW	Yes	3855786	2921000.06
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1429925.175	1071139.97	2042750.25	1530199.95	KRW	No	2042750.25	1530199.95
KSE	000670	YOUNG POONG CORPORATION	0Q	145556.12	N/A	145556.12	126570.54	KRW	No	150838.25	126570.54
KSE	005930	HANG SENG BANK LTD	11	321187.99	N/A	321187.99	278179.65	KRW	No	319906.60	278179.65
KSE	017670	HENDERSON LAND DEVELOPMENT	12	153936.44	N/A	153936.44	133706.51	KRW	No	153762.49	133706.51
KSE	005490	POSCO HOLDINGS INC	13	904289.18	N/A	904289.18	786214.30	KRW	No	904146.44	786214.30
KSE	030200	KTCORPORATION	14	153762.49	N/A	153762.49	133706.51	KRW	No	154588.54	133706.51
KSE	015760	KOREA ELECTRIC POWER CORP	15	138645.39	N/A	138645.39	120561.21	KRW	No	157890.22	120561.21
KSE	005380	SUN HUNG KAI PROPERTIES	16	832160.30	N/A	832160.30	723617.66	KRW	No	836630.85	723617.66
KSE	016360	NEW WORLD DEVELOPMENT	17	219417.48	N/A	219417.48	190797.81	KRW	No	229608.73	190797.81
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	224021.01	N/A	224021.01	194800.88	KRW	No	225224.50	194800.88
KSE	000270	SWIRE PACIFIC LTD - CL A	19	348413.12	N/A	348413.12	302967.93	KRW	No	351284.88	302967.93
KSE	007340	DN AUTOMOTIVE CORP	1T	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	575640	N/A	575640	492761.09	KRW	No	575640	492761.09
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	128153.46	N/A	128153.46	108542.65	KRW	No	124824.04	108542.65
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	420975.20	N/A	420975.20	366065.39	KRW	No	427236.78	366065.39
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	286106.64	N/A	286106.64	248383.63	KRW	No	285641.18	248383.63
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2240931.69	N/A	2240931.69	1948636.25	KRW	No	2245476.69	1948636.25
KSE	012330	HYUNDAI MOBIS CO LTD	20	1050998.30	N/A	1050998.30	913911.56	KRW	No	1051644.47	913911.56
KSE	006400	SAMSUNG SDI CO LTD	22	961800	N/A	961800	698579.84	KRW	No	961800	698579.84
KSE	009150	BANK OF EAST ASIA LTD	23	724758.75	N/A	724758.75	630225	KRW	No	725658.74	630225
KSE	066570	LG ELECTRONICS INC	24	268917.98	N/A	268917.98	231607.71	KRW	No	266348.87	231607.71
KSE	036460	KOREA GAS CORPORATION	28	117625.43	N/A	117625.43	102282.98	KRW	No	129757.33	102282.98
KSE	017960	HAN KUK CARBON CO LTD	2A	91192.23	N/A	91192.23	79297.59	KRW	No	94882.60	79297.59
KSE	095340	ISC CO LTD	2B	312927.82	N/A	312927.82	262130.59	KRW	No	301450.17	262130.59
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	357780	SOULBRAIN CO LTD/NEW	2D	742897.44	N/A	742897.44	645997.77	KRW	No	751888.47	645997.77
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	086520	ECOPRO CO LTD	2F	612990	N/A	612990	408660	KRW	No	612990	408660
KSE	140860	PARK SYSTEMS CORP	2G	613322.81	N/A	613322.81	533324.18	KRW	No	616619.51	533324.18
KSE	030520	HANCOM INC	2H	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	004020	HYUNDAI STEEL CO	32	91144.91	N/A	91144.91	79247.40	KRW	No	91134.51	79247.40
KSE	003550	LG CORP	34	238418.25	N/A	238418.25	207320.21	KRW	No	238699.09	207320.21
KSE	078930	GS HOLDINGS	35	159086.82	N/A	159086.82	136460.76	KRW	No	156929.88	136460.76
KSE	033780	KT & G CORPORATION	36	418276.84	N/A	418276.84	363060.74	KRW	No	417519.85	363060.74
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1206414.97	N/A	1206414.97	1041608.75	KRW	No	1197850.06	1041608.75
KSE	086790	HANA FINANCIAL GROUP	40	273259.56	N/A	273259.56	237617.01	KRW	No	273727.57	237617.01
KSE	096770	SK INNOVATION CO LTD	41	303781.69	N/A	303781.69	264157.99	KRW	No	304413.68	264157.99
KSE	001040	CJ CORP	42	489506.04	N/A	489506.04	425657.42	KRW	No	491135.78	425657.42
KSE	034220	LG DISPLAY CO LTD	45	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	105560	KB FINANCIAL GROUP INC	46	365147.66	N/A	365147.66	315737.66	KRW	No	363098.30	315737.66
KSE	051910	LG CHEM LTD	47	1053570	N/A	1053570	866338.05	KRW	No	1053570	866338.05
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	000660	SK HYNIX INC	50	2178540	N/A	2178540	1472273.91	KRW	No	2178540	1472273.91
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	139480	E-MART INC	54	256010.95	N/A	256010.95	213329.49	KRW	No	245328.92	213329.49
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	175261.11	N/A	175261.11	147978.55	KRW	No	170175.34	147978.55
KSE	035420	NAVER CORP	56	682330.84	N/A	682330.84	592164.61	KRW	No	680989.30	592164.61
KSE	003490	KOREAN AIR LINES CO LTD	57	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	307477.32	N/A	307477.32	267371.59	KRW	No	307477.32	267371.59
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	296545.79	N/A	296545.79	257865.91	KRW	No	296545.79	257865.91
KSE	KWY	UNITED STATES DOLLAR	75	1094191.83	N/A	1094191.83	951471.16	KRW	No	2188383.67	1902942.32
KSE	032640	LG UPLUS CORP	B0	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	010950	S-OILCORPORATION	B2	241174.68	N/A	241174.68	208008.89	KRW	No	239210.22	208008.89
KSE	010130	KOREA ZINC CO LTD	B3	7066920	N/A	7066920	4711280	KRW	No	7066920	4711280
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	001680	DAESANG CORPORATION	B6	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	047050	POSCO INTERNATIONAL CORP	B7	147922.08	N/A	147922.08	128448.39	KRW	No	147715.65	128448.39
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	302841	N/A	302841	201894	KRW	No	302841	201894
KSE	023530	BARLEY FUTURES	BA	217398.27	N/A	217398.27	189041.97	KRW	No	227566.19	189041.97
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	213655.00	N/A	213655.00	185786.95	KRW	No	215802.79	185786.95
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	462933.90	N/A	462933.90	398619.69	KRW	No	458412.64	398619.69
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	93345	N/A	93345	72305	KRW	No	93345	72305
KSE	029780	SAMSUNG CARD CO	BG	162400.83	N/A	162400.83	141218.12	KRW	No	166273.29	141218.12
KSE	036570	NCSOFTCORPORATION	BJ	603571.47	N/A	603571.47	523308.24	KRW	No	601804.48	523308.24
KSE	000080	HITE JINRO CO LTD	BK	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	476346	N/A	476346	403623.40	KRW	No	476346	403623.40
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	328920.74	N/A	328920.74	284940.10	KRW	No	327681.11	284940.10
KSE	000720	DANONE	BN	243600	N/A	243600	175270.70	KRW	No	243600	175270.70
KSE	011210	HYUNDAI WIA CORP	BP	206744.33	N/A	206744.33	179777.68	KRW	No	208855.00	179777.68
KSE	008770	HOTEL SHILLA CO LTD	BQ	131164.91	N/A	131164.91	112924.59	KRW	No	129863.28	112924.59
KSE	035250	KANGWON LAND, INC.	BS	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	138930	BNK FINANCIAL GROUP INC	BT	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	011070	LG INNOTEK CO LTD	BY	795434.10	N/A	795434.10	682303.83	KRW	No	784649.40	682303.83
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	034730	SK INC	C1	712402.63	N/A	712402.63	618455.20	KRW	No	711223.47	618455.20
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	362836.53	N/A	362836.53	308478.42	KRW	No	354750.18	308478.42
KSE	018260	SAMSUNG SDS CO LTD	C5	488066.33	N/A	488066.33	424405.51	KRW	No	521688.33	424405.51
KSE	090430	AMOREPACIFIC CORP	C6	346973.40	N/A	346973.40	301716.00	KRW	No	349837.43	301716.00
KSE	030000	CHEIL WORLDWIDE INC	C7	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	028260	SAMSUNG C&T CORP	C8	695901.86	N/A	695901.86	594420.43	KRW	No	683583.49	594420.43
KSE	000880	HANWHA CORPORATION	C9	251451	N/A	251451	206820.16	KRW	No	251451	206820.16
KSE	088350	CARREFOUR SA	CA	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	086280	COCOA NYBOT	CC	518943.31	N/A	518943.31	450195.35	KRW	No	517724.65	450195.35
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	93072.12	N/A	93072.12	78746.63	KRW	No	90558.62	78746.63
KSE	035720	KAKAO CORP	CF	172190.95	N/A	172190.95	149731.26	KRW	No	173116.00	149731.26
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	069080	WEBZEN INC	CK	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	096530	LIGHT SWEET CRUDE OIL	CL	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	022100	POSCO DX CO LTD	CN	96301.50	N/A	96301.50	74937.30	KRW	No	96301.50	74937.30
KSE	068270	CELLTRION INC	CP	521900.59	N/A	521900.59	453826.60	KRW	No	522207.06	453826.60
KSE	122870	YG ENTERTAINMENT INC	CQ	193342.50	N/A	193342.50	164879.88	KRW	No	193342.50	164879.88
KSE	051900	LG H&H	CR	760174.08	N/A	760174.08	661020.94	KRW	No	764257.93	661020.94
KSE	002790	AXA SA	CS	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	000810	COTTON NO. 2	CT	1449125.22	N/A	1449125.22	1249429.77	KRW	No	1436844.23	1249429.77
KSE	008930	HANMI SCIENCE CO LTD	CV	112394.40	N/A	112394.40	92142.31	KRW	No	105963.66	92142.31
KSE	021240	COWAY CO LTD	CW	280368.71	N/A	280368.71	216010.98	KRW	No	248412.62	216010.98
KSE	128940	HANMI PHARM CO LTD	CX	1830277.50	N/A	1830277.50	1220185	KRW	No	1830277.50	1220185
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	378457.99	N/A	378457.99	324751.58	KRW	No	373464.32	324751.58
KSE	097950	CJ CHEILJEDANG CORP.	D1	624299.41	N/A	624299.41	528315.98	KRW	No	607563.37	528315.98
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	139221.28	N/A	139221.28	121061.98	KRW	No	148969.21	121061.98
KSE	002380	KCC CORP	D3	1202169.30	N/A	1202169.30	1045364.61	KRW	No	1213627.61	1045364.61
KSE	012750	S1 CORPORATION	D5	221087.47	N/A	221087.47	191548.26	KRW	No	220280.50	191548.26
KSE	000100	YUHAN CORPORATION	D6	335497.03	N/A	335497.03	287194.02	KRW	No	330273.13	287194.02
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	144352.11	N/A	144352.11	125523.57	KRW	No	146446.41	125523.57
KSE	069960	HYUNDAI DEPT STORE CO	D8	266194.83	N/A	266194.83	228352.70	KRW	No	262605.60	228352.70
KSE	004370	MILK CLASS III INDEX	DA	1308705.77	N/A	1308705.77	1100454.14	KRW	No	1265522.26	1100454.14
KSE	079550	LIG NEX1 CO LTD	DB	1310310	N/A	1310310	1030593.91	KRW	No	1310310	1030593.91
KSE	204320	HL MANDO CO LTD	DC	156353.99	N/A	156353.99	135959.99	KRW	No	157193.96	135959.99
KSE	004170	SHINSEGAE INC	DD	757450.50	N/A	757450.50	635982.30	KRW	No	731379.65	635982.30
KSE	161890	KOLMAR KOREA CO LTD	DE	184566.65	N/A	184566.65	155239.77	KRW	No	178525.73	155239.77
KSE	111770	YOUNGONE CORP	DG	243889.19	N/A	243889.19	212077.56	KRW	No	245199.42	212077.56
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	485851.50	N/A	485851.50	367818.98	KRW	No	485851.50	367818.98
KSE	192820	COSMAX INC	DK	497264.18	N/A	497264.18	412889.77	KRW	No	474823.23	412889.77
KSE	039130	HANA TOUR SERVICE INC	DN	142676.61	N/A	142676.61	124066.62	KRW	No	154943.11	124066.62
KSE	086900	MEDY-TOX INC	DP	343230.12	N/A	343230.12	298460.98	KRW	No	348074.03	298460.98
KSE	078340	COM2US CORP	DR	85375.61	N/A	85375.61	74239.66	KRW	No	94834.27	74239.66
KSE	035760	CJ ENM CO LTD	DT	187153.80	N/A	187153.80	160998.66	KRW	No	185148.46	160998.66
KSE	056190	SFA ENGINEERING CORP	DV	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	241560	DOOSAN BOBCAT INC	DW	178244.72	N/A	178244.72	142721.15	KRW	No	164129.33	142721.15
KSE	012630	NYBOT US DOLLAR FX	DX	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	017800	CME DRY WHEY INDEX	DY	263903.63	N/A	263903.63	226349.61	KRW	No	260302.05	226349.61
KSE	240810	WONIK IPS CO LTD	E0	212962.50	N/A	212962.50	157868.88	KRW	No	212962.50	157868.88
KSE	091700	PARTRON CO LTD	E3	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	041510	SM ENTERTAINMENT CO LTD	E4	370009.40	N/A	370009.40	321747.30	KRW	No	377998.60	321747.30
KSE	251270	NETMARBLE CORP	E5	142532.64	N/A	142532.64	123941.43	KRW	No	143798.36	123941.43
KSE	003670	POSCO FUTURE M CO LTD	E8	825660	N/A	825660	550440	KRW	No	825660	550440
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	009420	HANALL BIOPHARMA CO LTD	EE	167025	N/A	167025	111350	KRW	No	167025	111350
KSE	035900	JYP ENTERTAINMENT CORP	EF	211588.51	N/A	211588.51	179442.64	KRW	No	206359.03	179442.64
KSE	028670	PAN OCEAN CO LTD	EH	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	321180	N/A	321180	265409.92	KRW	No	321180	265409.92
KSE	093370	FOOSUNG CO LTD	EL	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	375500	DL E&C CO LTD	ER	125066.37	N/A	125066.37	103310.05	KRW	No	118806.56	103310.05
KSE	028050	SAMSUNG E&A CO LTD	ET	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	272210	HANWHA SYSTEMS CO LTD	EV	168900	N/A	168900	140091.69	KRW	No	168900	140091.69
KSE	293490	KAKAO GAMES CORP	EX	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	247540	ECOPRO BM CO LTD	EY	600837	N/A	600837	400558	KRW	No	600837	400558
KSE	253450	STUDIO DRAGON CORP	EZ	122376.51	N/A	122376.51	106414.36	KRW	No	124033.94	106414.36
KSE	200130	KOLMAR BNH CO LTD	F1	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	036540	SFA SEMICON CO LTD	F2	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	724275	N/A	724275	544591.13	KRW	No	724275	544591.13
KSE	373220	LG ENERGY SOLUTION	F5	1171500	N/A	1171500	977760.16	KRW	No	1171500	977760.16
KSE	323410	KAKAOBANK CORP	F6	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	377300	KAKAO PAY CORP	F7	162279	N/A	162279	123691.04	KRW	No	162279	123691.04
KSE	259960	KRAFTON INC	F8	725266.58	N/A	725266.58	620959.06	KRW	No	714102.92	620959.06
KSE	302440	SK BIOSCIENCE CO LTD	F9	149094	N/A	149094	125694.14	KRW	No	149094	125694.14
KSE	011200	HMM CO LTD	FA	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	83150.75	N/A	83150.75	72305	KRW	No	83150.75	72305
KSE	352820	HYBE CO LTD	FC	930061.51	N/A	930061.51	808749.14	KRW	No	950058.03	808749.14
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1580355	N/A	1580355	1299507.11	KRW	No	1580355	1299507.11
KSE	402340	SK SQUARE CO LTD	FE	1357830	N/A	1357830	905220	KRW	No	1357830	905220
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	365689.83	N/A	365689.83	317991.15	KRW	No	370654.39	317991.15
KSE	383220	F&F CO LTD / NEW	FG	212352.49	N/A	212352.49	183034.22	KRW	No	210489.35	183034.22
KSE	267250	HD HYUNDAI	FH	673836	N/A	673836	482745.625	KRW	No	673836	482745.625
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	312450.46	N/A	312450.46	269666.50	KRW	No	310116.48	269666.50
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	314723.60	N/A	314723.60	273672.70	KRW	No	315414.36	273672.70
KSE	263750	PEARL ABYSS CORP	FL	107547.36	N/A	107547.36	93519.44	KRW	No	111625.13	93519.44
KSE	066970	L&F CO LTD	FM	648558	N/A	648558	432372	KRW	No	648558	432372
KSE	112040	WEMADE CO LTD	FN	88074	N/A	88074	72305	KRW	No	88074	72305
KSE	196170	ALTEOGEN INC	FP	1483500	N/A	1483500	1076662.89	KRW	No	1483500	1076662.89
KSE	058470	LEENO INDUSTRIAL INC	FQ	199816.71	N/A	199816.71	144976.59	KRW	No	166723.08	144976.59

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	4589.94	N/A	4589.94	3991.25	USD	No	5143.18	4472.33
LMEOTC	CA	CARREFOUR SA	CA	21581.19	N/A	21581.19	18766.25	USD	No	21581.19	18766.25
LMEOTC	PB	LEAD - LME	PB	3620.49	N/A	3620.49	3148.25	USD	No	4567.21	3971.39
LMEOTC	SNLME	TIN FUTURE	SN	44415.66	N/A	44415.66	38570.39	USD	No	43048.04	37382.76
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	8067.825	N/A	8067.825	7015.50	USD	No	8067.825	7015.50

Euronext France (MATIF)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MATIF	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MATIF	EBM	MILLING WHEAT FUTURES	EBM	769.313	N/A	769.313	668.968	EUR	Yes	1316.88	1145.12
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1608.53	N/A	1608.53	1398.72	EUR	Yes	2404.91	2091.23
MATIF	EMA	CORN	EMA	1014.66	N/A	1014.66	882.31	EUR	No	1210.53	1052.63

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	252.06	N/A	252.06	218.781	EUR	No	251.598	218.78
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	11270.11	9800.01	16100.16	14000.02	EUR	No	16100.15	14000.02
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1127.00	980.001	1610.00	1400.00	EUR	Yes	1610.00	1400.00

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	8329.34	N/A	8329.34	7242.90	MXN	No	14249.19	12390.60
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	23668.51	N/A	23668.51	20581.31	MXN	No	23668.51	20581.31
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	66533.43	N/A	66533.43	57839.27	MXN	Yes²	61309.09	53297.62
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	13310.09	N/A	13310.09	11567.85	MXN	No	12264.95	10659.52

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	2723.85	N/A	2723.85	2368.56	EUR	No	2723.85	2368.56
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	2801.89	N/A	2801.89	2436.42	EUR	No	2801.89	2436.42
MONEP	CAC40	CAC 40	FCE	4700.85	4087.69	6715.49	5839.56	EUR	Yes	5120.56	4452.66
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	14612.37	N/A	14612.37	12706.41	EUR	No	14612.37	12706.41
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10775.69	N/A	10775.69	9370.16	EUR	No	10775.69	9370.16
MONEP	CAC40	CAC 40	MFC	470.085	408.769	671.549	583.956	EUR	No	512.056	445.266

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	9812.68	N/A	9812.68	8532.77	INR	Yes	9767.42	8493.41
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12239.43	N/A	12239.43	10642.00	INR	No	12239.42	10642.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4574.56	N/A	4574.56	3973.71	INR	Yes	4548.70	3955.39
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	14013.32	N/A	14013.32	12184.00	INR	No	14013.31	12184.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7378.90	N/A	7378.90	6416.44	INR	No	7378.90	6416.44
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2022.56	N/A	2022.56	1758.75	INR	Yes	2011.99	1749.56
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3729.85	N/A	3729.85	3243.35	INR	Yes	3709.87	3225.98
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10373.58	N/A	10373.58	9020.50	INR	Yes	10373.58	9020.50

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	2845.14	N/A	2845.14	2474.04	USD	No	3230.02	2808.71
NYBOT	AC	COFFEE "C" METRIC	AC	65256.75	N/A	65256.75	56745	USD	No	72507.50	63050
NYBOT	CC	COCOA NYBOT	CC	8499.21	N/A	8499.21	7321.05	USD	Yes	10430.23	9069.77
NYBOT	CT	COTTON NO. 2	CT	1829.77	N/A	1829.77	1491.10	USD	Yes	2075.72	1804.97
NYBOT	DX	NYBOT US DOLLAR FX	DX	2644.87	N/A	2644.87	2240.76	USD	Yes	2742.38	2384.68
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	15981.37	N/A	15981.37	13803.83	USD	No	15879.38	13803.83
NYBOT	KC	COFFEE "C"	KC	20503.21	N/A	20503.21	17828.88	USD	Yes	22478.63	18959.68
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	11258.74	N/A	11258.74	9789.87	USD	Yes	5960.65	4706.92
NYBOT	RS	CANOLA	RS	1360.81	N/A	1360.81	1035.49	CAD	No	1249.11	1086.18
NYBOT	SB	SUGAR NO. 11	SB	1762.68	N/A	1762.68	1445.11	USD	Yes	1493.15	1298.39
NYBOT	SF	SUGAR #16 112000 LBS	SF	1536.26	N/A	1536.26	1335.86	USD	No	1917.47	1667.34

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	17967.46	N/A	17967.46	14373.97	USD	No	18107.46	14373.97
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16320.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16280.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	13295.12	N/A	13295.12	11560.98	USD	No	14955.12	11560.98
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	13295.12	N/A	13295.12	11560.98	USD	No	14125.12	11560.98
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	26418	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	13295.12	N/A	13295.12	11560.98	USD	No	14955.12	11560.98
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1628.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2641.80	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	1323.99	N/A	1323.99	1151.30	USD	No	1489.99	1151.30
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2221.80	N/A	2221.80	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	10560.15	N/A	10560.15	9182.74	USD	Yes	11920.15	9182.74
NYMEX	PA	PALLADIUM INDEX	PA	33057.99	N/A	33057.99	28745.95	USD	No	48400.31	29130.58
NYMEX	PL	PLATINUM INDEX	PL	18455.78	N/A	18455.78	16048.50	USD	No	20435.78	16048.50
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	3323.78	N/A	3323.78	2890.24	USD	No	3738.78	2890.24
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.21	N/A	8125.21	6500	USD	No	8140.21	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22218	N/A	22218	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4750.46	N/A	4750.46	4030.84	USD	No	4909.06	4268.74

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	6108.14	N/A	6108.14	5123.16	USD	No	5893.14	5123.16
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	6202.84	N/A	6202.84	5392.81	USD	No	6422.84	5392.81
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12795.94	N/A	12795.94	11126.90	USD	No	13196.94	11126.90
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6123.85	5267.26	8748.35	7524.65	USD	No	8653.35	7524.65
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3283.45	2812.57	4690.65	4017.95	USD	No	4620.65	4017.95
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	66715.86	N/A	66715.86	57148.57	USD	No	65720.86	57148.57

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	26836.24	N/A	26836.24	23333	SEK	No	26836.23	23333
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19494.72	16951.93	27849.60	24217.04	SEK	Yes	27849.60	24217.04

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	2847988.74	2476511.95	4068555.35	3537874.22	JPY	Yes	4068555.35	3537874.22
OSE.JPN	N225M	NIKKEI 225 MINI	225M	284798.87	247651.20	406855.53	353787.42	JPY	Yes	406855.53	353787.42
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	28479.89	24765.12	40685.55	35378.74	JPY	No	40685.55	35378.74
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	186037.68	N/A	186037.68	161762.65	JPY	No	186037.68	161762.65
OSE.JPN	TPXC30	TOPIX CORE30	C30	153432.91	N/A	153432.91	133419.92	JPY	No	153432.91	133419.92
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	591591.08	N/A	591591.08	514133.24	JPY	No	591591.08	514133.24
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1907004.87	N/A	1907004.87	1658265.11	JPY	Yes	1907004.87	1658265.11
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	190700.49	N/A	190700.49	165826.51	JPY	No	190700.49	165826.51
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	56585.74	N/A	56585.74	49202.40	JPY	No	56585.74	49202.40
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	148925	N/A	148925	129500	JPY	No	296207.58	257571.81
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	165962.01	N/A	165962.01	144266.90	JPY	No	165962.01	144266.90
OSE.JPN	TOPX	TOPIX INDEX	TPX	1691737.23	1471075.85	2416767.46	2101536.93	JPY	No	2416767.46	2101536.93
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	169173.72	147107.58	241676.75	210153.69	JPY	No	241676.75	210153.69

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	12004.88	N/A	12004.88	9603.90	USD	No	12004.88	9603.90
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16002.84	N/A	16002.84	12802.27	USD	No	16002.84	12802.27

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	8499.21	N/A	8499.21	7321.05	USD	No	10430.23	9069.77
QBALGOIUS	CT	COTTON NO. 2	CT	1829.77	N/A	1829.77	1491.10	USD	No	2075.72	1804.97
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2644.87	N/A	2644.87	2240.76	USD	No	2742.38	2384.68
QBALGOIUS	KC	COFFEE "C"	KC	20503.21	N/A	20503.21	17828.88	USD	No	22478.63	18959.68
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	11258.74	N/A	11258.74	9789.87	USD	No	5960.65	4706.92
QBALGOIUS	SB	SUGAR NO. 11	SB	1762.68	N/A	1762.68	1445.11	USD	No	1493.15	1298.39

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	328743.92	N/A	328743.92	282385.95	JPY	No	324743.85	282385.95
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1750.93	N/A	1750.93	1507.33	USD	No	1733.43	1507.33
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1484.09	1289.90	2120.13	1842.72	USD	No	2119.13	1842.72
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4203.21	N/A	4203.21	3589.75	USD	No	4128.21	3589.75
SGX	XIN0I	FTSE CHINA H50	FCH	3865.64	N/A	3865.64	3352.15	USD	No	3855.64	3352.15
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1219	N/A	1219	1060	USD	No	1219	1060
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1219.94	N/A	1219.94	1033.82	USD	No	1189.94	1033.82
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1860.99	N/A	1860.99	1617.73	USD	No	2240.99	1617.73
SGX	INR	UNITED STATES DOLLAR	INR	10364.375	N/A	10364.375	9012.50	USD	No	10401.875	9012.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10324.41	N/A	10324.41	8977.75	USD	No	10366.91	8977.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2563.32	N/A	2563.32	2216.80	USD	No	2562.88	2228.59
SGX	SGB	SGX MINI JGB INDEX	JB	368142.04	N/A	368142.04	320053.65	JPY	No	377141.94	320053.65
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	421272.87	N/A	421272.87	356759.01	JPY	No	410272.87	356759.01
SGX	KRW	KOREAN WON	KRW	10100.23	N/A	10100.23	8630	USD	No	9925.23	8630
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2019.90	N/A	2019.90	1726	USD	No	1984.90	1726
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	419.634	364.899	599.477	521.285	USD	No	622.477	521.285
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6032.50	N/A	6032.50	5245.65	CNH	No	6087.50	5245.65
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1852280.18	N/A	1852280.18	1607199.95	JPY	No	1848279.94	1607199.95
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2191.26	1905.44	3130.37	2722.06	USD	No	3364.37	2722.06
SGX	SGXNK	SGX: NIKKEI 225	NK	1269209.13	1064000	1813155.90	1520000	JPY	Yes	1748000	1520000
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	253841.83	212800	362631.18	304000	JPY	No	349600	304000
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	60849.27	N/A	60849.27	52281.97	USD	No	60124.27	52281.97
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1874.00	1553.48	2677.14	2219.25	SGD	Yes²	2552.14	2219.25
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6684.40	N/A	6684.40	5808.18	SGD	No	6679.40	5808.18
SGX	STI	SGX STRAITS TIMES INDEX	ST	5749.20	N/A	5749.20	4999.30	SGD	No	5749.20	4999.30
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2560.85	N/A	2560.85	2226.75	USD	No	2581.75	2226.75
SGX	TSR20	SICOM RUBBER	TF	724.50	N/A	724.50	630.00	USD	No	728.59	633.556
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	32775.83	N/A	32775.83	28500.72	JPY	No	33401.08	28500.72
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1835.15	N/A	1835.15	1595.62	USD	No	1744.52	1495.08
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7685.81	N/A	7685.81	6683.25	USD	No	7753.31	6683.25
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4196.34	3648.99	5994.77	5212.85	USD	No	6224.77	5212.85
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24069.605	N/A	24069.605	20912.70	CNH	Yes	24049.605	20912.70
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10020085.45	N/A	10020085.45	8628333.87	JPY	No	9922583.95	8628333.87
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1669.92	N/A	1669.92	1452.09	SGD	No	1669.92	1452.09
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2004017.09	N/A	2004017.09	1725666.77	JPY	No	1984516.79	1725666.77
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1268.02	N/A	1268.02	1102.62	SGD	No	1273.88	1102.63
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5342.09	N/A	5342.09	4645.29	SGD	No	5370.44	4645.29
SGX	G13	GENTING SINGAPORE LTD	YGEN	625.387	N/A	625.387	543.815	SGD	No	630.807	543.81
SGX	BN4	KEPPEL LTD	YKEP	5356.75	N/A	5356.75	4658.04	SGD	No	5375.37	4658.04
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6824.90	N/A	6824.90	5934.69	SGD	No	6849.51	5934.69
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3924.83	N/A	3924.83	3412.90	SGD	No	3942.49	3412.89
SGX	Y92	THAI BEVERAGE PCL	YTBE	784.967	N/A	784.967	682.58	SGD	No	785.499	682.58
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6043.38	N/A	6043.38	5255.11	SGD	No	6072.46	5255.11
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2665.44	N/A	2665.44	2317.77	SGD	No	2677.24	2317.77
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30836.70	N/A	30836.70	6960.81	SGD	No	8028.99	6960.81
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	320.648	N/A	320.648	275.592	USD	No	316.931	275.592

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	12198.97	10607.80	17427.10	15154	AUD	Yes	17427.10	15154
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	626.752	N/A	626.752	545	AUD	No	626.75	545
SNFE	IR	90 DAY BILLS	IR	1781.96	N/A	1781.96	1549.53	AUD	No	1781.97	1549.53
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3018.76	N/A	3018.76	2625.01	AUD	No	3018.77	2625.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1236.26	N/A	1236.26	1075.01	AUD	No	1236.26	1075.01

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)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COINDERIV

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

印度国家证券交易所（NSE）

美国洲际期货交易所（NYBOT）

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

新加坡交易所（SGX）

ASX24 (SNFE)4

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金要求

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴