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	8744.76	N/A	8744.76	7604.14	EUR	Yes²	8744.76	7604.14

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	3220.02	2800.02	4600.03	4000.03	MYR	No	4600.03	4000.03

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	625.783	N/A	625.783	525	USD	No	603.783	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	702.765	N/A	702.765	611.10	USD	No	702.765	611.10
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	623.875	N/A	623.875	542.50	USD	No	623.875	542.50
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	1028.82	N/A	1028.82	808.509	USD	No	929.823	808.509
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	2075.83	N/A	2075.83	1696.35	USD	No	1950.83	1696.35
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	3168.28	N/A	3168.28	2572.20	USD	No	2958.28	2572.20
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2533.41	N/A	2533.41	2202.86	USD	No	2548.41	2202.86
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3012.35	N/A	3012.35	2391.17	USD	Yes	2656.68	2310.16
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	507.57	N/A	507.57	441.365	USD	No	526.332	441.365
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	857.721	N/A	857.721	745.845	USD	No	876.471	745.845
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1105.66	961.445	1579.52	1373.49	USD	No	1492.70	1298
CBOT	MZC	MICRO CORN FUTURES	MZC	186.989	N/A	186.989	157.164	USD	No	167.291	145.47
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	406.795	N/A	406.795	326.603	USD	No	387.233	336.725
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	343.406	N/A	343.406	282.092	USD	No	264.795	230.257
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	467.662	N/A	467.662	365.358	USD	No	368.035	320.03
CBOT	MZW	MICRO WHEAT FUTURES	MZW	311.258	N/A	311.258	250.007	USD	No	273.294	237.647
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	222.985	193.90	318.55	277	USD	No	301.30	262
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	222.985	193.90	318.55	277	USD	No	301.30	262
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3757.06	N/A	3757.06	3266.94	USD	No	4027.06	3266.94
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3095.83	N/A	3095.83	2692.02	USD	No	3267.82	2692.02
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	6909.34	N/A	6909.34	6008.12	USD	Yes	7065.59	6008.12
CBOT	YC	MINI SIZED CORN FUTURES	XC	373.978	N/A	373.978	314.328	USD	No	334.582	290.941
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	940.323	N/A	940.323	730.716	USD	No	736.07	640.061
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	627.517	N/A	627.517	500.014	USD	No	546.589	475.295
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345	N/A	345	300	USD	No	395.133	325.161
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.504	N/A	862.504	750.004	USD	No	972.098	777.479
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925	USD	No	1216.80	979.833
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1304.29	N/A	1304.29	1134.16	USD	No	738.492	600.862
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2160.36	N/A	2160.36	1878.57	USD	No	4361.13	3700.98
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11056.62	9614.45	15795.17	13734.93	USD	Yes	14930.45	12983
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2097.30	N/A	2097.30	1823.74	USD	No	2277.37	1823.74
CBOT	ZB	US TREASURY BOND	ZB	5116.45	N/A	5116.45	4449.08	USD	Yes	5303.44	4449.08
CBOT	ZC	CORN FUTURES	ZC	1869.89	N/A	1869.89	1571.64	USD	Yes	1672.91	1454.70
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.50	N/A	1437.50	1250	USD	Yes	1562.31	1250
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3903.62	N/A	3903.62	3091.85	USD	Yes	3665.82	3187.67
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3301.69	N/A	3301.69	2714.51	USD	Yes	2548.07	2215.71
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2179.53	N/A	2179.53	1895.25	USD	Yes	2351.04	1895.25
CBOT	ZO	OAT FUTURES	ZO	4254.63	N/A	4254.63	3525.77	USD	Yes	3653.24	3176.73
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1420.70	N/A	1420.70	1235.39	USD	Yes²	2466.49	2072.32
CBOT	ZR	ROUGH RICE FUTURES	ZR	3452.99	N/A	3452.99	2915.45	USD	Yes	2355.43	2048.06
CBOT	ZS	SOYBEAN FUTURES	ZS	4701.62	N/A	4701.62	3653.58	USD	Yes	3680.35	3200.30
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.11	N/A	1380.11	1200.09	USD	Yes	1497.42	1200.09
CBOT	ZW	WHEAT FUTURES	ZW	3137.58	N/A	3137.58	2500.07	USD	Yes	2732.94	2376.47

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	2782.43	N/A	2782.43	2419.50	CAD	No	2782.43	2419.50
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1429.85	N/A	1429.85	1243.35	CAD	No	1429.86	1243.35
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	622.99	N/A	622.99	541.73	CAD	No	622.992	541.73
CDE	CRA	3 MONTH CORRA	CRA	394.441	N/A	394.441	342.99	CAD	No	491.125	427.065
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15522.90	13498.17	22175.565	19283.10	CAD	No	22175.565	19283.10
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	15810.22	N/A	15810.22	13748.01	CAD	No	15810.22	13748.01

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	14752.26	N/A	14752.26	12828.06	CHF	Yes	14752.26	12828.06
CEDX	BDE40G	-	DE40F	22787.21	N/A	22787.21	19814.96	EUR	Yes	22787.21	19814.96
CEDX	BES35P	-	ES35F	59568.62	N/A	59568.62	51798.80	EUR	Yes	59568.62	51798.80
CEDX	BEZ50P	-	EZ50F	5908.92	N/A	5908.92	5138.19	EUR	Yes	5908.92	5138.19
CEDX	BFR40P	-	FR40F	7913.59	N/A	7913.59	6881.38	EUR	Yes	7913.59	6881.38
CEDX	BIT40P	-	IT40F	13101.76	N/A	13101.76	11392.84	EUR	Yes	13101.76	11392.84
CEDX	BNO25G	-	NO25F	11078.01	N/A	11078.01	9633.05	NOK	Yes	11078.01	9633.05
CEDX	BSE30P	-	SE30F	32640.75	N/A	32640.75	28383.26	SEK	Yes	32640.75	28383.26
CEDX	BUK100P	-	UK100F	8401.19	N/A	8401.19	7305.38	GBP	Yes	8401.19	7305.38

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	10190.15	N/A	10190.15	8861.00	USD	No	10190.15	8861.00
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	9587.30	N/A	9587.30	8336.77	USD	No	9587.29	8336.77
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	456.969	N/A	456.969	397.364	USD	No	456.968	397.364
CFE	VA	S&P 500 VARIANCE	VA	154.10	N/A	154.10	134	USD	No	218.50	190
CFE	VIX	CBOE VOLATILITY INDEX	VX	11417.03	N/A	11417.03	9927.85	USD	Yes	23965.35	20839.44
CFE	VIX	CBOE VOLATILITY INDEX	VX45	11417.03	N/A	11417.03	9927.85	USD	No	25020.33	21756.81
CFE	VIX	CBOE VOLATILITY INDEX	VX47	11417.03	N/A	11417.03	9927.85	USD	No	23858.57	20746.58
CFE	VIX	CBOE VOLATILITY INDEX	VX48	11417.03	N/A	11417.03	9927.85	USD	No	23858.57	20746.58
CFE	VIX	CBOE VOLATILITY INDEX	VX49	11074.52	N/A	11074.52	9630.02	USD	No	23127.97	20111.28
CFE	VIX	CBOE VOLATILITY INDEX	VX51	9709.78	N/A	9709.78	8443.28	USD	No	22963.84	19968.56
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1141.70	N/A	1141.70	992.785	USD	No	2385.86	2074.66

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	2606.68	N/A	2606.68	2057.98	USD	Yes	2366.68	2057.98
CME	GBP	BRITISH POUND	6B	2552.59	N/A	2552.59	2219.64	USD	Yes	2571.34	2219.64
CME	CAD	CANADIAN DOLLAR	6C	1510.36	N/A	1510.36	1287.27	USD	Yes	1480.36	1287.27
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4037.55	N/A	4037.55	3510.91	USD	Yes	4200.05	3510.91
CME	JPY	JAPANESE YEN	6J	3220.28	N/A	3220.28	2800.25	USD	Yes	3432.78	2800.25
CME	BRE	BRAZILIAN REAL	6L	1983.80	N/A	1983.80	1399.125	USD	Yes²	6789.14	4981.19
CME	6M	MEXICAN PESO	6M	1933	N/A	1933	1620	USD	Yes	1863	1620
CME	NZD	NEW ZEALAND DOLLAR	6N	1979.075	N/A	1979.075	1690.50	USD	Yes²	1944.075	1690.50
CME	CHF	SWISS FRANC	6S	5374.24	N/A	5374.24	4673.25	USD	Yes	5499.24	4673.25
CME	ZAR	SOUTH AFRICAN RAND	6Z	2533.93	N/A	2533.93	2018.625	USD	No	2321.43	2018.625
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13685.54	N/A	13685.54	11900.47	CAD	No	13685.54	11900.47
CME	AJY	AUSTRALIAN DOLLAR	AJY	2900992.61	N/A	2900992.61	2409558.79	JPY	No	2770992.61	2409558.79
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1027.12	N/A	1027.12	869.93	USD	No	993.282	863.723
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	32407.27	N/A	32407.27	28180.23	USD	No	32407.27	28180.23
CME	BOS	BOSTON HOUSING INDEX	BOS	5065.75	N/A	5065.75	4405.00	USD	No	5065.75	4405.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	191237.55	N/A	191237.55	158753.61	USD	Yes	182566.65	158753.61
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	259454.375	N/A	259454.375	225612.50	EUR	No	311345.25	270735
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	7232.84	N/A	7232.84	6289.43	USD	No	3949.92	3086.89
CME	CHI	CHICAGO HOUSING INDEX	CHI	3225.75	N/A	3225.75	2805.00	USD	No	3225.75	2805.00
CME	CLP	CHILEAN PESO	CHP	4558.31	N/A	4558.31	3963.75	USD	No	4568.31	3963.75
CME	CJY	CANADIAN DOLLAR	CJY	2756549.14	N/A	2756549.14	2396998.73	JPY	No	2756548.54	2396998.73
CME	CNH	UNITED STATES DOLLAR	CNH	24533.74	N/A	24533.74	21333	CNH	No	24883.74	21333
CME	CSC	CHEESE	CSC	6009.28	N/A	6009.28	5190.68	USD	No	7013.87	6099.02
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5152.00	N/A	5152.00	4480.00	USD	No	5152.00	4480.00
CME	CZK	CZECH KORUNA	CZK	21347.39	N/A	21347.39	18562.95	USD	Yes²	21347.39	18562.95
CME	DA	MILK CLASS III INDEX	DC	5383.39	N/A	5383.39	4507.29	USD	Yes	5686.35	4944.65
CME	DEN	DENVER HOUSING INDEX	DEN	4548.25	N/A	4548.25	3955.00	USD	No	4548.25	3955.00
CME	DY	CME DRY WHEY INDEX	DY	9355.94	N/A	9355.94	7705.16	USD	No	9693.65	8429.26
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2018.77	N/A	2018.77	1755.46	USD	No	2100.02	1755.46
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	19406.96	N/A	19406.96	16869.15	AUD	No	20406.96	16869.15
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	5281.09	N/A	5281.09	4512.25	EUR	No	6226.905	5414.70
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11789.88	N/A	11789.88	10247.37	CAD	No	11952.38	10247.37
CME	ECK	CZECH KORUNA	ECK	9452.54	N/A	9452.54	8219.60	EUR	No	9452.54	8219.60
CME	EEM	MICRO ETHER EURO	EEM	231.925	N/A	231.925	201.637	EUR	No	231.925	201.637
CME	EHF	HUNGARIAN FORINT	EHF	5323.96	N/A	5323.96	4624.31	EUR	Yes²	5317.96	4624.31
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18056.93	15474.20	25795.61	22106	USD	Yes²	25197.65	21911
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	305997.69	242830	437139.56	346900	JPY	No	394335	342900
CME	EPZ	POLISH ZLOTY	EPZ	6766.60	N/A	6766.60	5884	EUR	Yes²	6766.60	5884
CME	ES	E-MINI S&P 500	ES	18036.81	14994.70	25766.88	21421	USD	Yes	22074.80	20068
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	22655.29	N/A	22655.29	17678.39	USD	No	20335.30	17678.39
CME	ESTR	EURO SHORT-TERM RATE	ESR	655.658	N/A	655.658	570.134	EUR	No	758.451	648.647
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	115941.02	N/A	115941.02	100818.28	EUR	No	115941.02	100818.28
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	84550.22	N/A	84550.22	71500.20	USD	Yes	102781.53	89375.24
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12087.74	N/A	12087.74	10511.07	USD	No	10642.10	9254
CME	GSCI	S&P-GSCI INDEX	GD	19616.29	N/A	19616.29	17057.65	USD	No	19616.30	17057.65
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3363.26	N/A	3363.26	2924.57	USD	No	2379.11	2068.79
CME	GF	FEEDER CATTLE	GF	18492.18	N/A	18492.18	13004.07	USD	Yes	14954.68	13004.07
CME	NF	NON FAT DRY MILK INDEX	GNF	6370.78	N/A	6370.78	5243.29	USD	No	13544.37	11777.71
CME	HE	LEAN HOGS	HE	3701.52	N/A	3701.52	2731.76	USD	Yes	3141.52	2731.76
CME	HUF	HUNGARIAN FORINT	HUF	11546.82	N/A	11546.82	10040.71	USD	Yes²	11552.82	10040.71
CME	IBAA	BOVESPA INDEX - USD	IBV	38437.60	N/A	38437.60	33424.00	USD	No	39822.20	34628
CME	ILS	ISRAELI SHEKEL	ILS	36090.39	N/A	36090.39	31382.95	USD	Yes²	36090.39	31382.95
CME	J7	JAPANESE YEN	J7	1610.14	N/A	1610.14	1400.12	USD	No	1716.39	1400.12
CME	KRW	KOREAN WON	KRW	17039.74	N/A	17039.74	14594.50	USD	Yes²	10863.95	9443.50
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4332.63	N/A	4332.63	3767.50	USD	No	4332.62	3767.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6333.63	N/A	6333.63	5507.50	USD	No	6333.63	5507.50
CME	LBR	LUMBER FUTURES	LBR	2556.91	N/A	2556.91	2187.26	USD	No	1422.25	1236.58
CME	LE	LIVE CATTLE	LE	8014.86	N/A	8014.86	5612.92	USD	Yes	6454.86	5612.92
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	799.18	648.20	1141.69	926	USD	No	985.55	857
CME	M6A	AUSTRALIAN DOLLAR	M6A	260.668	N/A	260.668	205.798	USD	No	236.668	205.798
CME	M6B	BRITISH POUND	M6B	255.259	N/A	255.259	221.964	USD	No	257.134	221.964
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	403.755	N/A	403.755	351.091	USD	No	420.005	351.091
CME	MBT	MICRO BITCOIN	MBT	3824.75	N/A	3824.75	3175.07	USD	Yes	3651.33	3175.07
CME	MCD	CANADIAN DOLLAR	MCD	151.036	N/A	151.036	128.727	USD	No	148.036	128.727
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1803.68	1499.40	2576.69	2142	USD	Yes	2207.70	2007
CME	MET	MICRO ETHER	MET	169.35	N/A	169.35	143.00	USD	Yes	205.563	178.75
CME	MIA	MIAMI HOUSING INDEX	MIA	6253.125	N/A	6253.125	5437.50	USD	No	6253.125	5437.50
CME	MIR	INDIAN RUPEE	MIR	1295.67	N/A	1295.67	1126.60	USD	No	1300.67	1126.60
CME	MJY	JAPANESE YEN	MJY	322.028	N/A	322.028	280.025	USD	No	339.528	280.025
CME	MNH	UNITED STATES DOLLAR	MNH	2457.78	N/A	2457.78	2137.20	CNH	No	2492.78	2137.20
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	152648.85	121450	218069.78	173500	JPY	No	197110	171400
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2173.07	N/A	2173.07	1743.97	USD	No	2005.57	1743.97
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	3181.42	2493.14	4544.89	3561.62	USD	Yes	3917.79	3561.62
CME	MSF	SWISS FRANC	MSF	537.424	N/A	537.424	467.325	USD	No	549.924	467.325
CME	MSL	MICRO SOLANA	MSL	2035.89	N/A	2035.89	1747	USD	No	2609.05	2268.74
CME	MXP	MICRO XRP	MXP	3389.50	N/A	3389.50	2786	USD	No	3203.90	2786
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1529988.45	1214290	2185697.79	1734700	JPY	No	1971675	1714500
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	21930.71	N/A	21930.71	17439.74	USD	No	20055.71	17439.74
CME	NOK	NORWEGIAN KRONE	NOK	22568.61	N/A	22568.61	19276.21	USD	No	22168.61	19276.21
CME	NQ	E-MINI NASDAQ 100	NQ	31814.21	24931.37	45448.88	35616.24	USD	Yes	39177.86	35616.24
CME	NYM	NEW YORK HOUSING INDEX	NYM	4830	N/A	4830	4200	USD	No	4830	4200
CME	PJY	BRITISH POUND	PJY	2947959.75	N/A	2947959.75	2538443.91	JPY	No	2919210.50	2538443.91
CME	PLN	POLISH ZLOTY	PLN	16106.99	N/A	16106.99	13919.12	USD	Yes²	16006.99	13919.12
CME	PSF	BRITISH POUND	PSF	10977.27	N/A	10977.27	9545.45	CHF	No	10977.27	9545.45
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	298.42	N/A	298.42	252	USD	No	289.80	252
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	247.25	N/A	247.25	215	USD	No	247.25	215
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	259.90	N/A	259.90	226	USD	No	259.90	226
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	165.023	124.13	235.747	177.328	USD	No	203.928	177.328
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	140.764	122.403	201.091	174.862	USD	No	201.091	174.862
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	150.535	130.90	215.05	187	USD	No	198.95	173
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	158.122	130.90	225.889	187	USD	No	198.95	173
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	346.955	301.70	495.65	431	USD	No	464.60	404
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	376.823	301.70	538.319	431	USD	No	464.60	404
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	278.30	N/A	278.30	242	USD	No	278.30	242
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4007.81	N/A	4007.81	3484.875	CHF	No	4032.81	3484.875
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8117.275	N/A	8117.275	7058.50	USD	Yes²	8117.275	7058.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9207.31	N/A	9207.31	8006.36	EUR	Yes²	9210.31	8006.36
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6326.86	N/A	6326.86	5501.56	GBP	No	6408.11	5501.56
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16259.52	N/A	16259.52	13025.53	USD	No	14989.53	13025.53
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	61286.41	N/A	61286.41	50606.46	USD	No	58216.42	50606.46
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11206.80	N/A	11206.80	9717.42	USD	No	11176.80	9717.42
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7991.80	6484.10	11416.86	9263	USD	Yes	9853.20	8568
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1335021.62	N/A	1335021.62	1134776.36	JPY	Yes²	1305022.25	1134776.36
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4561.75	N/A	4561.75	3945.00	USD	No	4536.75	3945.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6319.25	N/A	6319.25	5495.00	USD	No	6319.25	5495.00
CME	SEK	SWEDISH KRONA	SEK	14222.17	N/A	14222.17	12279.66	USD	No	14122.17	12279.66
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	SGX	SHORT GILT	SG	361581.66	N/A	361581.66	314418.82	USD	No	361581.64	314418.82
CME	SIR	INDIAN RUPEE	SIR	6478.14	N/A	6478.14	5633	USD	No	6493.14	5633
CME	SJY	SWISS FRANC	SJY	4562520.12	N/A	4562520.12	3892410.32	JPY	No	4476271.87	3892410.32
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33955.21	N/A	33955.21	28613.23	USD	No	32905.21	28613.23
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	40618.50	N/A	40618.50	34881	USD	No	52181.96	45374.82
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	789.121	N/A	789.121	686.192	GBP	No	1948.67	1694.49
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1393.55	N/A	1393.55	1211.78	USD	No	2435.23	2045.12
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	869.913	N/A	869.913	756.446	USD	Yes	1525.95	1283.44
CME	SVX	SCHNEIDER ELECTRIC SE	SU	87404.13	N/A	87404.13	76003.57	USD	No	87404.10	76003.57
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	714.857	N/A	714.857	621.615	USD	No	3066.35	2666.38
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4812.75	N/A	4812.75	4185.00	USD	No	4812.75	4185.00
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	12932.05	N/A	12932.05	11071.04	USD	No	12732.05	11071.04
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14210.35	N/A	14210.35	12208.60	USD	No	14040.35	12208.60
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10695.36	N/A	10695.36	9254	USD	No	9545	8300
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21395.57	N/A	21395.57	18602.67	USD	No	21715.57	18602.67
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	34132.57	N/A	34132.57	26182.38	USD	No	30112.58	26182.38
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5791.66	N/A	5791.66	5036.06	USD	No	6551.66	5036.06
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4125.97	N/A	4125.97	3587.40	USD	No	4513.47	3587.40
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10677.94	N/A	10677.94	9284.79	USD	No	11387.94	9284.79
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	13025.39	N/A	13025.39	11230.31	USD	No	12915.39	11230.31
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	58491.54	N/A	58491.54	49376.53	USD	No	56791.55	49376.53
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11443.37	N/A	11443.37	9376	USD	No	10170.60	8844
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	68117.02	N/A	68117.02	55847	USD	No	64224.05	55847

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	BIT	-	BIT	419.043	N/A	419.043	364.385	USD	No	419.049	364.39
COINDERIV	ET	-	ET	200.0425	N/A	200.0425	173.95	USD	No	240.051	208.74

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	383.068	N/A	383.068	256.798	USD	No	295.318	256.798
COMEX	ALI	ALUMINUM INDEX	ALI	8402.28	N/A	8402.28	6675.90	USD	No	7677.28	6675.90
COMEX	GC	GOLD	GC	38302.17	N/A	38302.17	25680.15	USD	Yes	29532.18	25680.15
COMEX	HG	COPPER INDEX	HG	20401.25	N/A	20401.25	12392.50	USD	Yes	16776.25	12392.50
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2230.44	N/A	2230.44	1852.51	USD	No	2603.09	2263.49
COMEX	MGC	E-MICRO GOLD	MGC	3830.22	N/A	3830.22	2568.02	USD	Yes	2953.22	2568.02
COMEX	MHG	MICRO COPPER	MHG	2041.375	N/A	2041.375	1239.25	USD	No	1676.375	1239.25
COMEX	QC	COMEX MINY COPPER	QC	10200.625	N/A	10200.625	6196.25	USD	No	8388.125	6196.25
COMEX	QI	COMEX MINY SILVER	QI	21681.39	N/A	21681.39	15044.69	USD	No	19691.51	15044.69
COMEX	QO	COMEX MINY GOLD	QO	19151.09	N/A	19151.09	12840.08	USD	No	14766.09	12840.08
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34500.06	N/A	34500.06	30000.04	CNH	No	34500.04	30000.04
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	23950.54	N/A	23950.54	19009.39	USD	No	21860.79	19009.39
COMEX	SI	SILVER INDEX	SI	43362.77	N/A	43362.77	30089.38	USD	Yes	39383.01	30089.38
COMEX	SI	SILVER INDEX	SIL	8672.55	N/A	8672.55	6017.88	USD	No	7876.60	6017.88
COMEX	UX	URANIUM INDEX	UX	4066.84	N/A	4066.84	3536.39	USD	No	4066.84	3536.39

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	46395.25	N/A	46395.25	39735.00	EUR	No	45695.25	39735.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	8970.00	N/A	8970.00	7575.50	EUR	Yes	9276.42	8066.45

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	10838.92	N/A	10838.92	9425.15	CHF	No	10838.92	9425.15
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6076.26	N/A	6076.26	5283.70	EUR	No	6076.26	5283.70
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2995.42	N/A	2995.42	2604.71	EUR	Yes	4302.86	3741.62
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1114.16	N/A	1114.16	968.837	EUR	No	1412.92	1228.63
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3431.48	N/A	3431.48	2983.90	USD	No	3431.48	2983.90
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2631.20	N/A	2631.20	2288.00	EUR	No	2631.20	2288.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34541.745	30036.30	49345.35	42909	EUR	Yes	48053.61	41785.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9427.70	N/A	9427.70	8198.00	EUR	Yes²	9427.70	8198.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6908.35	6007.26	9869.07	8581.80	EUR	No	9610.72	8357.15
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1381.67	1201.45	1973.81	1716.36	EUR	Yes	1922.14	1671.43
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	525.287	N/A	525.287	456.7715	EUR	No	505.698	439.7375
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2189.89	N/A	2189.89	1903.94	EUR	No	2189.89	1903.94
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4771.35	N/A	4771.35	4149	EUR	Yes²	4771.35	4149
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1420.37	N/A	1420.37	1235.05	EUR	No	884.501	769.098
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6014.41	N/A	6014.41	5229.92	EUR	Yes²	6014.41	5229.92
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1083.20	941.916	1547.43	1345.59	EUR	Yes	1404.59	1221.38
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5376.89	N/A	5376.89	4675.56	EUR	Yes²	4860.79	4226.77
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1974.99	N/A	1974.99	1716.045	EUR	Yes²	1789.26	1554.67
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3154.52	N/A	3154.52	2743.06	EUR	Yes²	2826.58	2457.89
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7299.96	N/A	7299.96	6347.79	EUR	Yes²	7299.96	6347.79
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2806.99	N/A	2806.99	2440.86	EUR	Yes²	2800.40	2435.13
EUREX	ESI	EURO STOXX INSURANCE	FESI	3085.52	N/A	3085.52	2681.22	EUR	Yes²	2645.95	2299.25
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1415.59	N/A	1415.59	1230.95	EUR	Yes²	1183.44	1029.08
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3565.32	N/A	3565.32	3100.28	EUR	Yes²	3501.77	3045.02
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1288	N/A	1288	1120	EUR	Yes²	1288	1120
EUREX	SXRE	EURO STOXX RETAIL	FESR	3634.44	N/A	3634.44	3160.38	EUR	Yes²	3497.66	3041.44
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1231.53	N/A	1231.53	1070.90	EUR	Yes²	1148.29	998.51
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1072.23	N/A	1072.23	932.372	EUR	Yes²	974.913	847.75
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1910.02	N/A	1910.02	1660.56	EUR	Yes	1572.09	1366.76
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1115.58	N/A	1115.58	970.069	EUR	Yes²	1115.58	970.069
EUREX	ESTX50	EURO STOXX50	FESX	3232.75	2811.09	4618.21	4015.84	EUR	Yes	4618.21	4015.84
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	20436.42	N/A	20436.42	17770.80	EUR	Yes²	20436.42	17770.80
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5117.31	N/A	5117.31	4449.84	EUR	Yes²	5718.20	4972.35
EUREX	EU3	THREE MONTH EURIBOR	FEU3	249.469	N/A	249.469	216.929	EUR	Yes	249.469	216.929
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	10322.58	N/A	10322.58	8973.61	EUR	Yes²	10322.58	8973.61
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	726.135	N/A	726.135	631.422	GBP	No	726.135	631.422
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2270.23	N/A	2270.23	1974.12	EUR	Yes	2930.15	2547.96
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1347.81	N/A	1347.81	1172.01	EUR	Yes	1587.72	1380.63
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	457.756	N/A	457.756	398.049	EUR	Yes	544.062	473.097
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6201.24	N/A	6201.24	5392.38	EUR	Yes	6201.24	5392.38
EUREX	DJESL	EURO STOXX LARGE	FLCE	2513.32	N/A	2513.32	2185.15	EUR	No	2195.35	1908.70
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2310.09	N/A	2310.09	2008.77	EUR	No	1821.63	1584.03
EUREX	DJESM	EURO STOXX MID	FMCE	2247.51	N/A	2247.51	1953.93	EUR	No	1771.08	1539.74
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2693.68	N/A	2693.68	2342.30	USD	No	3432.75	2984.96
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2352.65	N/A	2352.65	2045.56	EUR	Yes²	1889.42	1642.80
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6746.98	N/A	6746.98	5866.91	USD	No	5661.68	4923.17
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	11787.17	N/A	11787.17	10249.62	USD	No	11787.17	10249.62
EUREX	MXEU	MSCI EUROPE	FMEP	1477.36	N/A	1477.36	1284.66	EUR	No	1234.62	1073.58
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2996.07	N/A	2996.07	2605.24	EUR	No	2492.17	2167.07
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10191.36	N/A	10191.36	8861.67	USD	No	8951.81	7783.84
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6751.12	N/A	6751.12	5870.17	USD	No	6239.83	5425.60
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	11951.76	N/A	11951.76	10391.07	USD	No	11951.76	10391.07
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4091.67	N/A	4091.67	3557.95	EUR	No	3678.37	3198.56
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	10164.01	N/A	10164.01	8838.20	USD	No	10164.01	8838.20
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7951.05	N/A	7951.05	6912.08	USD	No	7951.05	6912.08
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2387.30	N/A	2387.30	2075.91	EUR	No	2630.85	2287.70
EUREX	DJESS	EURO STOXX SMALL	FSCE	1406.30	N/A	1406.30	1222.505	EUR	No	1233.81	1072.56
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1544.91	N/A	1544.91	1343.345	EUR	No	1317.52	1145.63
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1571.67	N/A	1571.67	1366.63	EUR	No	1222.82	1063.29
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3808.73	N/A	3808.73	3311.94	CHF	Yes²	3808.73	3311.94
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8859.60	N/A	8859.60	7704.00	CHF	No	8859.60	7704.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5924.73	5151.94	8463.91	7359.92	CHF	Yes	7498.53	6520.46
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4307.96	N/A	4307.96	3742.62	CHF	Yes²	4307.96	3742.62
EUREX	SMI	SWISS MARKET INDEX	FSMS	592.473	515.194	846.391	735.992	CHF	No	749.853	652.046
EUREX	MDAX	MIDCAP DAX	FSMX	2750.31	N/A	2750.31	2391.48	EUR	No	2234.86	1943.28
EUREX	ST3	THREE MONTH ESTR	FST3	76.5828	N/A	76.5828	66.5937	EUR	No	76.5828	66.5937
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2810.96	N/A	2810.96	2444.28	EUR	Yes²	2700.73	2348.43
EUREX	SX7P	STOXX 600 BANKS	FSTB	2036.95	N/A	2036.95	1771.24	EUR	Yes	1715.06	1491.34
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4444.54	N/A	4444.54	3863.47	EUR	Yes²	3795.68	3299.44
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1912.08	N/A	1912.08	1662.66	EUR	Yes	1752.79	1524.15
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4653.66	N/A	4653.66	4045.17	EUR	Yes²	3727.71	3240.285
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4923.00	N/A	4923.00	4280.21	EUR	Yes²	4454.63	3872.99
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4437.30	N/A	4437.30	3858.43	EUR	Yes²	3457.85	3006.76
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2990.92	N/A	2990.92	2600.63	EUR	Yes²	2451.88	2131.93
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	746.41	N/A	746.41	649.024	EUR	No	746.41	649.024
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1391.33	N/A	1391.33	1209.67	EUR	Yes²	1388.39	1207.11
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3733.94	N/A	3733.94	3246.65	EUR	Yes²	3599.49	3129.74
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1806.76	N/A	1806.76	1571.00	EUR	Yes²	2205.55	1917.76
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1703.14	N/A	1703.14	1480.76	EUR	Yes²	1703.14	1480.76
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3707.84	N/A	3707.84	3224.175	EUR	Yes	3933.01	3419.975
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	719.636	N/A	719.636	625.75	EUR	Yes²	719.636	625.75
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1781.98	N/A	1781.98	1549.52	EUR	Yes	1381.55	1201.33
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1216.15	N/A	1216.15	1057.34	EUR	Yes²	1216.15	1057.34
EUREX	STX	STOXX50	FSTX	3635.24	N/A	3635.24	3160.83	EUR	Yes²	2911.90	2531.89
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8836.60	N/A	8836.60	7683.40	EUR	Yes²	8836.60	7683.40
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3359.65	N/A	3359.65	2920.18	EUR	Yes²	3359.65	2920.18
EUREX	ESTX50	EURO STOXX50	FSXE	323.275	281.109	461.821	401.584	EUR	No	461.821	401.584
EUREX	TDX	TECDAX	FTDX	8759.10	N/A	8759.10	7616.61	EUR	Yes²	8759.10	7616.61
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	707.183	N/A	707.183	614.893	USD	No	707.183	614.893
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1045.44	N/A	1045.44	909.075	EUR	Yes	2238.46	1946.49
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2408.55	N/A	2408.55	2093.48	EUR	No	2022.21	1757.67
EUREX	DJ600	STOXX 600 INDEX	FXXP	1553.80	1351.13	2219.71	1930.18	EUR	Yes	1986.74	1727.60
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	216.62	N/A	216.62	188.366	EUR	No	216.62	188.365

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	10452.07	N/A	10452.07	9088.76	EUR	No	10452.07	9088.76
FTA	EOE	AMS EOE INDEX	FTI	12269.95	10669.52	17528.50	15242.17	EUR	Yes	13026.16	11327.10
FTA	EOE	AMS EOE INDEX	MFA	1226.99	1066.95	1752.85	1524.22	EUR	No	1302.62	1132.71

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	95365.45	N/A	95365.45	76292.36	HKD	No	95365.45	76292.36
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26652	N/A	26652	21321.60	CNH	Yes	26652	21321.60
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3781.38	N/A	3781.38	3025.10	HKD	No	3781.38	3025.10
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10937.63	N/A	10937.63	8750.10	HKD	No	10937.63	8750.10
HKFE	GDR	CNH GOLD FUTURES	GDR	224068.86	N/A	224068.86	179255.08	CNH	No	224068.85	179255.08
HKFE	GDU	USD GOLD FUTURES	GDU	31423.30	N/A	31423.30	25138.64	USD	No	31423.31	25138.64
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	49638.75	39711	70912.50	56730	HKD	Yes	70912.50	56730
HKFE	HSI	HANG SENG STOCK INDEX	HSI	102127.74	81702.19	145896.77	116717.42	HKD	Yes	145896.77	116717.42
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	32521.63	26017.30	46459.47	37167.57	HKD	Yes	46459.47	37167.57
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4053.92	3243.13	5791.31	4633.04	USD	No	5791.30	4633.04
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9927.75	7942.20	14182.50	11346	HKD	Yes	14182.50	11346
HKFE	MCS	UNITED STATES DOLLAR	MCS	5331.87	N/A	5331.87	4264.32	CNH	No	5331.87	4264.32
HKFE	MHI	MINI HANG SENG INDEX	MHI	20425.55	16340.44	29179.35	23343.48	HKD	Yes	29179.35	23343.48
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2258.51	N/A	2258.51	1806.81	USD	No	2258.51	1806.81
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5321.92	N/A	5321.92	4257.54	USD	No	5321.92	4257.54
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	8924.53	N/A	8924.53	7139.44	USD	No	8924.53	7139.44
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	64914.81	N/A	64914.81	51931.84	HKD	No	129500	103600

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	274.834	N/A	274.834	238.98	EUR	No	691.135	600.987
ICEEU	SG	GENERALI	G	2305.05	N/A	2305.05	2004.39	GBP	No	2305.05	2004.39
ICEEU	H	MEDIUM GILT	H	4499.51	N/A	4499.51	3912.61	GBP	No	4499.51	3912.61
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	332.072	N/A	332.072	288.75	EUR	Yes	661.745	575.43
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5562.02	N/A	5562.02	4836.10	USD	No	5562.02	4836.10
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2348.49	N/A	2348.49	2042.17	EUR	No	2348.49	2042.17
ICEEU	P	10 YEAR EURO SWAPNOTE	P	5494.87	N/A	5494.87	4778.14	EUR	No	5494.87	4778.14
ICEEU	R	LONG GILT	R	2905.73	N/A	2905.73	2526.72	GBP	No	2905.73	2526.72
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	341.633	N/A	341.633	295.98	CHF	No	642.824	558.977
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	289.232	N/A	289.232	251.50	GBP	Yes	445.801	387.653
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	589.378	N/A	589.378	512.50	GBP	No	1406.76	1223.27
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	978.748	N/A	978.748	851.086	EUR	No	978.75	851.086
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	763.245	N/A	763.245	663.691	GBP	No	763.245	663.691
ICEEU	Y	FTSE 250 INDEX	Y2	5251.50	N/A	5251.50	4566.28	GBP	No	5251.50	4566.28
ICEEU	Z	FTSE 100 INDEX	Z	4841.27	4209.80	6916.10	6014	GBP	Yes	6916.10	6014

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	7900.38	N/A	7900.38	6869.90	GBP	No	8164.96	7099.97
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7011.61	N/A	7011.61	6097.06	USD	No	10211.77	8879.80
ICEEUSOFT	T	WHEAT	T	1829.13	N/A	1829.13	1590.26	GBP	No	2231.60	1940.18
ICEEUSOFT	W	WHITE SUGAR	W	1695.10	N/A	1695.10	1474	USD	No	1695.10	1474

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	7100.05	N/A	7100.05	6173.95	USD	No	7368.55	6407.43
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25478250.72	N/A	25478250.72	22155000.625	JPY	No	25543220.88	22211495.88
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10933.36	N/A	10933.36	9506.65	USD	No	10469.20	9103.05
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13711.40	N/A	13711.40	11922.96	CAD	No	14516.68	12623.20
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6326.80	N/A	6326.80	5501.56	GBP	No	6599.72	5738.89
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20502.33	N/A	20502.33	17828.11	AUD	No	20272.10	17627.91
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	5806.70	N/A	5806.70	5049.30	CHF	No	6799.41	5912.53
ICEUS	ZY	SWISS FRANC	KZY	4476271.87	N/A	4476271.87	3892410.32	JPY	No	4521193.08	3931470.72
ICEUS	MP	BRITISH POUND	MP	7657.77	N/A	7657.77	6658.93	USD	No	7146.94	6214.73
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11147.66	N/A	11147.66	9693.62	CHF	No	12364.74	10751.95
ICEUS	GBP	BRITISH POUND	SY	2919210.50	N/A	2919210.50	2538443.91	JPY	No	3153220.44	2741930.17

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	2267.80	N/A	2267.80	1972	EUR	No	2267.80	1972
IDEM	FTMIB	FTSE MIB INDEX	FIB	20995.59	18257.03	29993.70	26081.475	EUR	Yes	29993.70	26081.475
IDEM	FTMIB	FTSE MIB INDEX	MICR	839.823	730.281	1199.75	1043.26	EUR	No	1199.75	1043.26
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	4199.12	3651.41	5998.74	5216.295	EUR	No	5998.74	5216.295
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1286.83	N/A	1286.83	1118.98	EUR	No	1286.83	1118.98

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	17218.97	N/A	17218.97	14668.68	USD	No	23944.47	20821.28
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16500.00	13000
IPE	GOIL	ICE GASOIL	GOIL	7554.30	N/A	7554.30	6043.44	USD	No	7879.30	6043.44
IPE	HOIL	ICE HEATING OIL	HOIL	25788	N/A	25788	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	22378.13	N/A	22378.13	18894.02	USD	No	25849.96	22478.22
IPE	NGF	ICE UK NATURAL GAS	NGF	4221.81	N/A	4221.81	3417.75	GBP	No	24865.10	3417.75
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	21196.72	N/A	21196.72	16517.21	USD	No	20646.52	16517.21
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	Yes	16570	13000

Korea Stock Exchange (KSE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 KSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
KSE	K200	KOSPI200 INDEX	01	11610112.98	10095750.42	16585875.69	14422500.60	KRW	Yes	16585881.69	14422500.60
KSE	K200M	MINI KOSPI200 INDEX	05	2322022.60	2019150.08	3317175.14	2884500.12	KRW	Yes	3317176.34	2884500.12
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1417776.325	1073169.98	2025394.75	1533099.98	KRW	No	2025394.75	1533099.98
KSE	000670	YOUNG POONG CORPORATION	0Q	150398.26	N/A	150398.26	130781.09	KRW	No	152522.64	130781.09
KSE	005930	HANG SENG BANK LTD	11	290054.53	N/A	290054.53	251559.80	KRW	No	289293.78	251559.80
KSE	017670	HENDERSON LAND DEVELOPMENT	12	159434.51	N/A	159434.51	133531.75	KRW	No	153561.51	133531.75
KSE	005490	POSCO HOLDINGS INC	13	872770.04	N/A	872770.04	758930.47	KRW	No	878491.85	758930.47
KSE	030200	KTCORPORATION	14	143136.99	N/A	143136.99	120653.69	KRW	No	138751.75	120653.69
KSE	015760	KOREA ELECTRIC POWER CORP	15	134390.38	N/A	134390.38	115652.50	KRW	No	133000.375	115652.50
KSE	005380	SUN HUNG KAI PROPERTIES	16	782229.11	N/A	782229.11	676410.86	KRW	No	777872.49	676410.86
KSE	016360	NEW WORLD DEVELOPMENT	17	225453.61	N/A	225453.61	196046.62	KRW	No	225640.07	196046.62
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	228416.48	N/A	228416.48	197046.86	KRW	No	226603.88	197046.86
KSE	000270	SWIRE PACIFIC LTD - CL A	19	333694.84	N/A	333694.84	284317.60	KRW	No	326965.24	284317.60
KSE	007340	DN AUTOMOTIVE CORP	1T	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	673740	N/A	673740	570135.55	KRW	No	673740	570135.55
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	139326.88	N/A	139326.88	121153.81	KRW	No	146942.11	121153.81
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	406493.52	N/A	406493.52	341581.21	KRW	No	392818.39	341581.21
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	312011.69	N/A	312011.69	271314.51	KRW	No	314269.74	271314.51
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2306298.41	N/A	2306298.41	2005476.875	KRW	No	2508205.76	2005476.875
KSE	012330	HYUNDAI MOBIS CO LTD	20	864142.97	N/A	864142.97	751428.67	KRW	No	889857.63	751428.67
KSE	006400	SAMSUNG SDI CO LTD	22	979231.50	N/A	979231.50	765181.95	KRW	No	879959.25	765181.95
KSE	009150	BANK OF EAST ASIA LTD	23	659310.47	N/A	659310.47	556382.30	KRW	No	639839.65	556382.30
KSE	066570	LG ELECTRONICS INC	24	261448.17	N/A	261448.17	224053.28	KRW	No	257661.27	224053.28
KSE	036460	KOREA GAS CORPORATION	28	122759.15	N/A	122759.15	106400.30	KRW	No	122360.35	106400.30
KSE	017960	HAN KUK CARBON CO LTD	2A	101796.45	N/A	101796.45	79018.79	KRW	No	90871.61	79018.79
KSE	095340	ISC CO LTD	2B	229191.99	N/A	229191.99	199297.38	KRW	No	264381.54	199297.38
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	357780	SOULBRAIN CO LTD/NEW	2D	809527.50	N/A	809527.50	671409.61	KRW	No	809527.50	671409.61
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	086520	ECOPRO CO LTD	2F	282159	N/A	282159	219802.27	KRW	No	282159	219802.27
KSE	140860	PARK SYSTEMS CORP	2G	648466.67	N/A	648466.67	563884.06	KRW	No	669002.97	563884.06
KSE	030520	HANCOM INC	2H	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	004020	HYUNDAI STEEL CO	32	91734.31	N/A	91734.31	79768.96	KRW	No	93310.18	79768.96
KSE	003550	LG CORP	34	249092.96	N/A	249092.96	213300.72	KRW	No	245295.83	213300.72
KSE	078930	GS HOLDINGS	35	163626.40	N/A	163626.40	142283.83	KRW	No	164761.74	142283.83
KSE	033780	KT & G CORPORATION	36	399720.05	N/A	399720.05	347582.66	KRW	No	405050.63	347582.66
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1224718.19	N/A	1224718.19	1061502.42	KRW	No	1220727.79	1061502.42
KSE	086790	HANA FINANCIAL GROUP	40	304900.66	N/A	304900.66	227754.16	KRW	No	261917.28	227754.16
KSE	096770	SK INNOVATION CO LTD	41	363233.31	N/A	363233.31	301321.64	KRW	No	346519.89	301321.64
KSE	001040	CJ CORP	42	576256.04	N/A	576256.04	415348.75	KRW	No	477651.06	415348.75
KSE	034220	LG DISPLAY CO LTD	45	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	105560	KB FINANCIAL GROUP INC	46	369282.65	N/A	369282.65	320251.70	KRW	No	368289.45	320251.70
KSE	051910	LG CHEM LTD	47	1141646.42	N/A	1141646.42	992736.02	KRW	No	1152590.65	992736.02
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	000660	SK HYNIX INC	50	2045250	N/A	2045250	1450344.84	KRW	No	2045250	1450344.84
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	139480	E-MART INC	54	214813.58	N/A	214813.58	186794.41	KRW	No	216991.24	186794.41
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	168227.50	N/A	168227.50	146284.79	KRW	No	168366.63	146284.79
KSE	035420	NAVER CORP	56	747677.76	N/A	747677.76	650154.57	KRW	No	748296.10	650154.57
KSE	003490	KOREAN AIR LINES CO LTD	57	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	921330	N/A	921330	648737.80	KRW	No	921330	614220
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2969838	N/A	2969838	2217438.94	KRW	No	2969838	1979892
KSE	KWY	UNITED STATES DOLLAR	75	1668535.03	N/A	1668535.03	1450900.02	KRW	No	3337070.30	2901800.05
KSE	032640	LG UPLUS CORP	B0	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	010950	S-OILCORPORATION	B2	227179.02	N/A	227179.02	197546.97	KRW	No	229366.90	197546.97
KSE	010130	KOREA ZINC CO LTD	B3	5047920	N/A	5047920	3365280	KRW	No	5047920	3365280
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	001680	DAESANG CORPORATION	B6	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	047050	POSCO INTERNATIONAL CORP	B7	151260.97	N/A	151260.97	131531.28	KRW	No	151386.07	131531.28
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	257904	N/A	257904	199047.32	KRW	No	257904	199047.32
KSE	023530	BARLEY FUTURES	BA	227074.81	N/A	227074.81	166289.53	KRW	No	191232.96	166289.53
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	211937.90	N/A	211937.90	184293.83	KRW	No	216113.17	184293.83
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	456946.17	N/A	456946.17	397344.49	KRW	No	466324.05	397344.49
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	029780	SAMSUNG CARD CO	BG	149535.56	N/A	149535.56	130030.92	KRW	No	153659.23	130030.92
KSE	036570	NCSOFTCORPORATION	BJ	652780.21	N/A	652780.21	567634.96	KRW	No	653320.08	567634.96
KSE	000080	HITE JINRO CO LTD	BK	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	496059.21	N/A	496059.21	429102.03	KRW	No	493467.34	429102.03
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	291019.20	N/A	291019.20	253060.18	KRW	No	293259.88	253060.18
KSE	000720	DANONE	BN	190857.61	N/A	190857.61	154786.81	KRW	No	178004.83	154786.81
KSE	011210	HYUNDAI WIA CORP	BP	167445.83	N/A	167445.83	135282.17	KRW	No	155574.49	135282.17
KSE	008770	HOTEL SHILLA CO LTD	BQ	136701.46	N/A	136701.46	108525.80	KRW	No	124804.67	108525.80
KSE	035250	KANGWON LAND, INC.	BS	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	138930	BNK FINANCIAL GROUP INC	BT	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	011070	LG INNOTEK CO LTD	BY	714607.39	N/A	714607.39	621397.73	KRW	No	715198.39	621397.73
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	034730	SK INC	C1	777872.49	N/A	777872.49	676410.86	KRW	No	778515.77	676410.86
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	329265.80	N/A	329265.80	286318.09	KRW	No	330538.10	286318.09
KSE	018260	SAMSUNG SDS CO LTD	C5	502381.95	N/A	502381.95	436853.87	KRW	No	511797.44	436853.87
KSE	090430	AMOREPACIFIC CORP	C6	363774.00	N/A	363774.00	316325.21	KRW	No	376074.86	316325.21
KSE	030000	CHEIL WORLDWIDE INC	C7	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	028260	SAMSUNG C&T CORP	C8	645591.00	N/A	645591.00	561383.48	KRW	No	646124.91	561383.48
KSE	000880	HANWHA CORPORATION	C9	318690.25	N/A	318690.25	217301.66	KRW	No	249896.91	217301.66
KSE	088350	CARREFOUR SA	CA	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	086280	COCOA NYBOT	CC	476213.25	N/A	476213.25	414098.48	KRW	No	476607.09	414098.48
KSE	010620	HD HYUNDAI MIPO	CD	612520.64	N/A	612520.64	532626.64	KRW	No	613027.23	532626.64
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	86113.19	N/A	86113.19	72800	KRW	No	83720	72800
KSE	035720	KAKAO CORP	CF	180006.93	N/A	180006.93	155787.04	KRW	No	179155.10	155787.04
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	069080	WEBZEN INC	CK	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	096530	LIGHT SWEET CRUDE OIL	CL	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	022100	POSCO DX CO LTD	CN	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	068270	CELLTRION INC	CP	499805.83	N/A	499805.83	434103.20	KRW	No	499218.68	434103.20
KSE	122870	YG ENTERTAINMENT INC	CQ	193798.80	N/A	193798.80	167789.90	KRW	No	192958.39	167789.90
KSE	051900	LG H&H	CR	829634.80	N/A	829634.80	721421.56	KRW	No	860320.92	721421.56
KSE	002790	AXA SA	CS	83720	N/A	83720	72800	KRW	No	83797.93	72800
KSE	000810	COTTON NO. 2	CT	1632173.02	N/A	1632173.02	1220290.16	KRW	No	1403333.68	1220290.16
KSE	008930	HANMI SCIENCE CO LTD	CV	117558.91	N/A	117558.91	97523.18	KRW	No	112151.66	97523.18
KSE	021240	COWAY CO LTD	CW	276298.85	N/A	276298.85	223053.03	KRW	No	256510.98	223053.03
KSE	128940	HANMI PHARM CO LTD	CX	1309310.95	N/A	1309310.95	1109013.67	KRW	No	1275365.72	1109013.67
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	414412.07	N/A	414412.07	351083.48	KRW	No	403746.00	351083.48
KSE	097950	CJ CHEILJEDANG CORP.	D1	661407.27	N/A	661407.27	575136.76	KRW	No	666954.30	575136.76
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	131706.32	N/A	131706.32	114527.24	KRW	No	135815.24	114527.24
KSE	002380	KCC CORP	D3	1230792.62	N/A	1230792.62	1070254.45	KRW	No	1236810.57	1070254.45
KSE	012750	S1 CORPORATION	D5	217114.12	N/A	217114.12	188794.88	KRW	No	220293.68	188794.88
KSE	000100	YUHAN CORPORATION	D6	329993.47	N/A	329993.47	286318.09	KRW	No	329265.80	286318.09
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	144646.89	N/A	144646.89	125779.90	KRW	No	150766.52	125779.90
KSE	069960	HYUNDAI DEPT STORE CO	D8	264620.12	N/A	264620.12	228554.34	KRW	No	262837.49	228554.34
KSE	004370	MILK CLASS III INDEX	DA	1512060	N/A	1512060	1086508.36	KRW	No	1512060	1086508.36
KSE	079550	LIG NEX1 CO LTD	DB	1202035.79	N/A	1202035.79	1045248.52	KRW	No	1233029.91	1045248.52
KSE	204320	HL MANDO CO LTD	DC	106831.65	N/A	106831.65	92897.09	KRW	No	109420.00	92897.09
KSE	004170	SHINSEGAE INC	DD	583763.81	N/A	583763.81	507620.70	KRW	No	604246.60	507620.70
KSE	161890	KOLMAR KOREA CO LTD	DE	189795.12	N/A	189795.12	165039.24	KRW	No	193952.09	165039.24
KSE	111770	YOUNGONE CORP	DG	178547.64	N/A	178547.64	151035.91	KRW	No	173691.29	151035.91
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	454036.48	N/A	454036.48	315074.92	KRW	No	362736	315074.92
KSE	192820	COSMAX INC	DK	544942.05	N/A	544942.05	473862.66	KRW	No	649392.75	473862.66
KSE	039130	HANA TOUR SERVICE INC	DN	134294.43	N/A	134294.43	116777.76	KRW	No	137405.50	116777.76
KSE	086900	MEDY-TOX INC	DP	355722.09	N/A	355722.09	309323.55	KRW	No	356016.27	309323.55
KSE	078340	COM2US CORP	DR	98692.38	N/A	98692.38	85020.21	KRW	No	97773.25	85020.21
KSE	035760	CJ ENM CO LTD	DT	190657.83	N/A	190657.83	165789.41	KRW	No	194815.51	165789.41
KSE	056190	SFA ENGINEERING CORP	DV	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	241560	DOOSAN BOBCAT INC	DW	166789.65	N/A	166789.65	145034.48	KRW	No	171927.60	145034.48
KSE	012630	NYBOT US DOLLAR FX	DX	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	017800	CME DRY WHEY INDEX	DY	232579.35	N/A	232579.35	178042.32	KRW	No	204748.67	178042.32
KSE	240810	WONIK IPS CO LTD	E0	247446	N/A	247446	174791.56	KRW	No	247446	174791.56
KSE	091700	PARTRON CO LTD	E3	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	041510	SM ENTERTAINMENT CO LTD	E4	295332.71	N/A	295332.71	256811.05	KRW	No	295576.98	256811.05
KSE	251270	NETMARBLE CORP	E5	156149.63	N/A	156149.63	135782.29	KRW	No	159278.77	135782.29
KSE	003670	POSCO FUTURE M CO LTD	E8	603893.57	N/A	603893.57	525124.84	KRW	No	609393.04	525124.84
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	009420	HANALL BIOPHARMA CO LTD	EE	125236.03	N/A	125236.03	108900.90	KRW	No	125839.61	108900.90
KSE	035900	JYP ENTERTAINMENT CORP	EF	209601.97	N/A	209601.97	181543.16	KRW	No	208774.64	181543.16
KSE	028670	PAN OCEAN CO LTD	EH	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	343069.08	N/A	343069.08	298320.94	KRW	No	347352.80	298320.94
KSE	093370	FOOSUNG CO LTD	EL	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	375500	DL E&C CO LTD	ER	117184.11	N/A	117184.11	101899.23	KRW	No	118281.03	101899.23
KSE	028050	SAMSUNG E&A CO LTD	ET	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	272210	HANWHA SYSTEMS CO LTD	EV	152698.81	N/A	152698.81	132781.57	KRW	No	154825.10	132781.57
KSE	293490	KAKAO GAMES CORP	EX	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	247540	ECOPRO BM CO LTD	EY	470628	N/A	470628	384591.45	KRW	No	470628	384591.45
KSE	253450	STUDIO DRAGON CORP	EZ	116033.84	N/A	116033.84	100898.99	KRW	No	116629.80	100898.99
KSE	200130	KOLMAR BNH CO LTD	F1	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	036540	SFA SEMICON CO LTD	F2	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	818550	N/A	818550	545700	KRW	No	818550	545700
KSE	373220	LG ENERGY SOLUTION	F5	1367523.74	N/A	1367523.74	1164026.80	KRW	No	1338630.82	1164026.80
KSE	323410	KAKAOBANK CORP	F6	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	377300	KAKAO PAY CORP	F7	170722.50	N/A	170722.50	128780.625	KRW	No	170722.50	128780.625
KSE	259960	KRAFTON INC	F8	764931.84	N/A	764931.84	665158.125	KRW	No	775564.48	665158.125
KSE	302440	SK BIOSCIENCE CO LTD	F9	156149.63	N/A	156149.63	135782.29	KRW	No	162278.77	135782.29
KSE	011200	HMM CO LTD	FA	83720	N/A	83720	72800	KRW	No	83720	72800
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	85264.02	N/A	85264.02	74142.63	KRW	No	85834.54	74142.63
KSE	352820	HYBE CO LTD	FC	878521.39	N/A	878521.39	763931.64	KRW	No	879247.96	763931.64
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1547117.82	N/A	1547117.82	1345319.84	KRW	No	1558397.42	1345319.84
KSE	402340	SK SQUARE CO LTD	FE	1222350	N/A	1222350	814900	KRW	No	1222350	814900
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	343644.21	N/A	343644.21	298821.05	KRW	No	345928.43	298821.05
KSE	383220	F&F CO LTD / NEW	FG	183181.05	N/A	183181.05	159287.87	KRW	No	190332.55	159287.87
KSE	267250	HD HYUNDAI	FH	635526.12	N/A	635526.12	552631.41	KRW	No	641051.70	552631.41
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	301099.78	N/A	301099.78	258561.48	KRW	No	297345.71	258561.48
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	340624.71	N/A	340624.71	295570.27	KRW	No	339905.81	295570.27
KSE	263750	PEARL ABYSS CORP	FL	106093.98	N/A	106093.98	91896.86	KRW	No	105681.38	91896.86
KSE	066970	L&F CO LTD	FM	544980	N/A	544980	363320	KRW	No	544980	363320
KSE	112040	WEMADE CO LTD	FN	96811.50	N/A	96811.50	72800	KRW	No	96811.50	72800
KSE	196170	ALTEOGEN INC	FP	1800900	N/A	1800900	1305310.39	KRW	No	1800900	1305310.39
KSE	058470	LEENO INDUSTRIAL INC	FQ	165491.09	N/A	165491.09	142283.83	KRW	No	163626.40	142283.83

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	4523.24	N/A	4523.24	3933.25	USD	No	5035.38	4378.59
LMEOTC	CA	CARREFOUR SA	CA	20525.775	N/A	20525.775	17848.50	USD	No	20525.775	17848.50
LMEOTC	PB	LEAD - LME	PB	3935.82	N/A	3935.82	3422.45	USD	No	4794.41	4169.05
LMEOTC	SNLME	TIN FUTURE	SN	35579.87	N/A	35579.87	30924.81	USD	No	36168.91	31436.79
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7302.50	N/A	7302.50	6350	USD	No	7521.18	6540.12

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	841.072	N/A	841.072	731.367	EUR	Yes	1408.49	1224.77
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1839.87	N/A	1839.87	1599.89	EUR	Yes	2748.41	2389.92
MATIF	EMA	CORN	EMA	1021.85	N/A	1021.85	888.529	EUR	No	1214.47	1056.015

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	263.829	N/A	263.829	216.829	EUR	No	249.353	216.829
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	10867.50	9450	15525	13500	EUR	No	15525	13500
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1086.75	945	1552.50	1350	EUR	Yes	1552.50	1350

Mexican Derivatives Exchange (MEXDER)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MEXDER	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MEXDER	DEUA	MILK CLASS III INDEX	DA	9460.70	N/A	9460.70	8226.70	MXN	No	15229.80	13243.30
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	28795.94	N/A	28795.94	25039.95	MXN	No	28795.94	25039.95
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59660.62	N/A	59660.62	51876.23	MXN	Yes²	62581.59	54416.07
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11932.64	N/A	11932.64	10375.25	MXN	No	12516.85	10883.21

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	3775.92	N/A	3775.92	3283.41	EUR	No	3775.92	3283.41
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3408.69	N/A	3408.69	2963.55	EUR	No	3408.69	2963.55
MONEP	CAC40	CAC 40	FCE	5483.70	4768.43	7833.86	6812.05	EUR	Yes	6415.34	5578.56
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16270.27	N/A	16270.27	14148.06	EUR	No	16270.27	14148.06
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11924.76	N/A	11924.76	10369.36	EUR	No	11924.76	10369.36
MONEP	CAC40	CAC 40	MFC	548.37	476.843	783.386	681.205	EUR	No	641.534	557.856

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	9577.38	N/A	9577.38	8328.16	INR	Yes	9532.74	8289.34
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11815.57	N/A	11815.57	10274.30	INR	No	11816.07	10274.30
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4513.85	N/A	4513.85	3924.71	INR	Yes	4492.37	3906.41
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13441.44	N/A	13441.44	11687.70	INR	No	13440.94	11687.70
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	7046.47	N/A	7046.47	6126.67	INR	No	7046.47	6126.67
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2021.06	N/A	2021.06	1757.41	INR	Yes	2010.60	1748.35
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3637.44	N/A	3637.44	3162.995	INR	Yes	3617.73	3145.855
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10210.85	N/A	10210.85	8879.00	INR	Yes	10210.85	8879.00

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	3014.19	N/A	3014.19	2621.04	USD	No	11540.92	10035.57
NYBOT	AC	COFFEE "C" METRIC	AC	65380.95	N/A	65380.95	56853	USD	No	72645.50	63170
NYBOT	CC	COCOA NYBOT	CC	10502.31	N/A	10502.31	9132.44	USD	Yes	11141.88	9688.60
NYBOT	CT	COTTON NO. 2	CT	2193.41	N/A	2193.41	1907.30	USD	Yes	2258.94	1964.29
NYBOT	DX	NYBOT US DOLLAR FX	DX	2723.27	N/A	2723.27	2368.06	USD	Yes	2766.03	2405.25
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	17148.11	N/A	17148.11	14910.68	USD	No	17148.11	14910.68
NYBOT	KC	COFFEE "C"	KC	23409.44	N/A	23409.44	20356.04	USD	Yes	24248.25	21085.43
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	8582.09	N/A	8582.09	7462.54	USD	Yes	5421.77	4714.49
NYBOT	RS	CANOLA	RS	1166.71	N/A	1166.71	1014.53	CAD	No	1352.55	1176.13
NYBOT	SB	SUGAR NO. 11	SB	1500.65	N/A	1500.65	1304.92	USD	Yes	1385.10	1204.43
NYBOT	SF	SUGAR #16 112000 LBS	SF	3985.76	N/A	3985.76	3465.88	USD	No	1961.08	1705.28

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	16470.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16520	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	9704.35	N/A	9704.35	8438.57	USD	No	9994.35	8438.57
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9704.35	N/A	9704.35	8438.57	USD	No	9704.35	8438.57
NYMEX	HO	HEATING OIL	HO	25729.20	N/A	25729.20	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	9705.10	N/A	9705.10	8438.57	USD	No	9995.10	8438.57
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1653	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	970.435	N/A	970.435	843.857	USD	No	999.435	843.857
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	9704.35	N/A	9704.35	8438.57	USD	Yes	9994.35	8438.57
NYMEX	PA	PALLADIUM INDEX	PA	26282.38	N/A	26282.38	20610.76	USD	No	24493.65	21298.82
NYMEX	PL	PLATINUM INDEX	PL	11423.42	N/A	11423.42	8368.19	USD	No	9623.42	8368.19
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2426.11	N/A	2426.11	2109.64	USD	No	2498.61	2109.64
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	8250	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22150.80	N/A	22150.80	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	6326.91	N/A	6326.91	5501.66	USD	No	6336.30	5509.83

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	7902.45	N/A	7902.45	6871.51	USD	No	7902.45	6871.51
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	5941.85	N/A	5941.85	5166.83	USD	No	5941.85	5166.83
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12933.93	N/A	12933.93	11246.89	USD	No	12933.93	11246.89
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6073.07	5280.93	8675.81	7544.18	USD	No	8675.81	7544.18
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3516.99	3058.25	5024.27	4368.93	USD	No	5024.27	4368.93
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	74915.02	N/A	74915.02	65143.50	USD	No	74915.03	65143.50

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	25705.64	N/A	25705.64	22351.02	SEK	No	25705.64	22351.02
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	18700.955	16261.70	26715.65	23231	SEK	Yes	26715.65	23231
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1003.81	N/A	1003.81	872.878	SEK	No	6420.00	872.878

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	3686243.925	3205429.50	5266062.75	4579185	JPY	Yes	4846823.84	4214629.42
OSE.JPN	N225M	NIKKEI 225 MINI	225M	368624.39	320542.95	526606.275	457918.50	JPY	Yes	484682.38	421462.94
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	36862.44	32054.295	52660.63	45791.85	JPY	No	48468.24	42146.29
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	197192.43	N/A	197192.43	171471.30	JPY	No	197192.43	171471.30
OSE.JPN	TPXC30	TOPIX CORE30	C30	161043.83	N/A	161043.83	140038.12	JPY	No	161043.83	140038.12
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	648852.93	N/A	648852.93	564219.13	JPY	No	648852.93	564219.13
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1824901.72	N/A	1824901.72	1586871.06	JPY	Yes	1806736.77	1571075.46
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	182490.17	N/A	182490.17	158687.11	JPY	No	180673.68	157107.55
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	63464.35	N/A	63464.35	55186.20	JPY	No	63464.35	55186.20
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	174800	N/A	174800	152000	JPY	No	184477.69	160415.38
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	168655.98	N/A	168655.98	146638.40	JPY	No	168655.98	146638.40
OSE.JPN	TOPX	TOPIX INDEX	TPX	1732849.49	1506825.64	2475499.27	2152608.06	JPY	No	2475499.27	2152608.06
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	173284.95	150682.56	247549.93	215260.81	JPY	No	247549.93	215260.81

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	16500.00	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7554.30	N/A	7554.30	6043.44	USD	No	7879.30	6043.44
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	No	16570	13000

ICE Futures – US (QBALGOIUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIUS	CC	COCOA NYBOT	CC	10502.31	N/A	10502.31	9132.44	USD	No	11141.88	9688.60
QBALGOIUS	CT	COTTON NO. 2	CT	2193.41	N/A	2193.41	1907.30	USD	No	2258.94	1964.29
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2723.27	N/A	2723.27	2368.06	USD	No	2766.03	2405.25
QBALGOIUS	KC	COFFEE "C"	KC	23409.44	N/A	23409.44	20356.04	USD	No	24248.25	21085.43
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	8582.09	N/A	8582.09	7462.54	USD	No	5421.77	4714.49
QBALGOIUS	SB	SUGAR NO. 11	SB	1500.65	N/A	1500.65	1304.92	USD	No	1385.10	1204.43

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	359275.18	N/A	359275.18	312413.20	JPY	No	343213.52	298446.50
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1777.39	N/A	1777.39	1545.55	USD	No	1791.11	1557.49
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1493.63	1298.81	2133.76	1855.44	USD	No	2133.76	1855.44
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4060.94	N/A	4060.94	3531.25	USD	No	4060.94	3531.25
SGX	XIN0I	FTSE CHINA H50	FCH	4197.90	N/A	4197.90	3650.33	USD	No	4197.90	3650.33
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1196	N/A	1196	1040	USD	No	1196	1040
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1826.98	N/A	1826.98	1588.54	USD	No	1826.98	1588.54
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1786.44	N/A	1786.44	1553.40	USD	No	1786.44	1553.40
SGX	INR	UNITED STATES DOLLAR	INR	10204.53	N/A	10204.53	8873.50	USD	No	10204.53	8873.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10209.70	N/A	10209.70	8878.00	USD	No	10209.70	8878.00
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2590.26	N/A	2590.26	2252.40	USD	No	2590.26	2252.40
SGX	SGB	SGX MINI JGB INDEX	JB	346391.54	N/A	346391.54	301196.15	JPY	No	346392.04	301196.15
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	375006.83	N/A	375006.83	326092.89	JPY	No	359951.72	313001.50
SGX	KRW	KOREAN WON	KRW	9871.31	N/A	9871.31	8583.75	USD	No	9871.31	8583.75
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1974.26	N/A	1974.26	1716.75	USD	No	1974.26	1716.75
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.503	350.003	575.004	500.004	USD	No	575.004	500.004
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6129.45	N/A	6129.45	5329.95	CNH	No	6129.47	5329.97
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1856560.03	N/A	1856560.03	1614400.02	JPY	No	1856560.15	1614400.02
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093.01	1820.01	2990.02	2600.02	USD	No	2990.02	2600.02
SGX	SGXNK	SGX: NIKKEI 225	NK	1298567.80	1129189.40	1855096.86	1613127.71	JPY	Yes	1855096.86	1613127.71
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	259713.56	225837.88	371019.37	322625.54	JPY	No	371019.37	322625.54
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	67244.94	N/A	67244.94	58473.86	USD	No	67244.94	58473.86
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1851.51	1610.01	2645.01	2300.01	SGD	Yes²	2645.01	2300.01
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7270.59	N/A	7270.59	6322.25	SGD	No	7041.03	6122.64
SGX	STI	SGX STRAITS TIMES INDEX	ST	5695.10	N/A	5695.10	4952.27	SGD	No	5695.10	4952.27
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2598.94	N/A	2598.94	2259.95	USD	No	2598.94	2259.95
SGX	TSR20	SICOM RUBBER	TF	701.505	N/A	701.505	610.004	USD	No	701.505	610.004
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	31053.25	N/A	31053.25	27000	JPY	No	31052.75	27000
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1798.06	N/A	1798.06	1563.53	USD	No	1798.06	1563.53
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7796.83	N/A	7796.83	6779.85	USD	No	7796.83	6779.85
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.03	3500.03	5750.04	5000.04	USD	No	5750.04	5000.04
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24516.735	N/A	24516.735	21318.90	CNH	Yes	24516.735	21318.90
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9462591.47	N/A	9462591.47	8228340.41	JPY	No	9181992.98	7984339.11
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1817.59	N/A	1817.59	1580.51	SGD	No	1760.20	1530.61
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1892518.29	N/A	1892518.29	1645668.08	JPY	No	1836398.60	1596867.82
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1260.05	N/A	1260.05	1095.70	SGD	No	1279.75	1095.71
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5408.54	N/A	5408.54	4418.24	SGD	No	5080.98	4418.24
SGX	G13	GENTING SINGAPORE LTD	YGEN	664.55	N/A	664.55	577.87	SGD	No	672.021	577.87
SGX	BN4	KEPPEL LTD	YKEP	5235.28	N/A	5235.28	4552.42	SGD	No	5284.75	4552.42
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6279.58	N/A	6279.58	5460.50	SGD	No	6362.94	5460.50
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3970.05	N/A	3970.05	3452.21	SGD	No	4019.81	3452.21
SGX	Y92	THAI BEVERAGE PCL	YTBE	819.904	N/A	819.904	712.96	SGD	No	832.952	712.96
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5813.53	N/A	5813.53	5055.24	SGD	No	5905.15	5055.24
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2848.08	N/A	2848.08	2476.59	SGD	No	2883.67	2476.59
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	29898.00	N/A	29898.00	6764.34	SGD	No	7870.69	6764.34
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	372.365	N/A	372.365	310	USD	No	356.50	310

ASX24 (SNFE)⁴

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 SNFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	12750.42	11087.32	18214.88	15839.03	AUD	Yes	18214.88	15839.03
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	642.852	N/A	642.852	559	AUD	No	642.85	559
SNFE	IR	90 DAY BILLS	IR	1422.60	N/A	1422.60	1237.05	AUD	No	1422.61	1237.05
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.54	N/A	3062.54	2663.06	AUD	No	3062.51	2663.06
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.66	N/A	1254.66	1091	AUD	No	1254.65	1091

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

下表列出了期货和期货期权的日内保证金要求和日内交易时间。每天“日内结束时间”后，期货合约将恢复完整隔夜保证金要求，直至下一天“日内开始时间”为止。对于价差交易，保证金要求始终为100%。如账户持有同一底层产品的美国产品期货和期货期权，或欧洲产品期货和指数期权，则不适用日内保证金。

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁵	常规交易时段结束时间^5,6

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

交易所	产品代码	描述	常规交易时段开始时间⁴	常规交易时段结束时间^4,5

最低维持保证金

期货：
50美元/合约

空头期权：
100个delta单位为50美元/合约
0个delta单位为25美元/合约

Delta介于100到0之间的最低保证金要求将基于上述费用推算。Eurex合约始终假设delta为100。

最低初始保证金要求

维持保证金的125%

注

4。“常规交易时段开始时间”与“常规交易时段结束时间”栏中所列时间均为本地交易所时间。
5. 日内保证金会在“常规交易时段结束时间”15分钟前终止。

风险保证金概况

什么是基于风险的保证金？

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

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

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

美国额外保证金要求

针对美国居民：

使用下方链接查看其它保证金要求：

您可点击此处更改您的所在地设置

进一步阅读

有关期货/期权风险管理和财务控制的重要信息，请参见以下专门文章和链接：

交割、行权和公司行动

要了解更多保证金交易的信息，可访问我们的教育中心：

前往

披露

墨西哥衍生品交易所现金账户和IRA账户（现金和保证金类型）不享有日内保证金比例。
仅限于多头持仓。
在香港期货交易所（HKFE）持有超过1,000张H股指数期货合约的保证金要求，将是正常H股指数期货合约保证金要求的两倍。

如您不是印度居民，您需持有非印度居民（“NRI”）身份方可交易印度衍生品。
盈透证券澳大利亚现可向除自我管理型超级基金（SMSF）以外的所有客户提供保证金贷款。点击此处了解更多信息。对于被归为零售客户的盈透澳大利亚客户，保证金贷款的金额上限为5万澳元（可能会发生调整，具体由盈透证券澳大利亚决定）。达到上限后客户便不能再开立任何会进一步提高保证金要求的仓位。但是，客户能够借贷的数额取决于多种因素，包括：客户提供的作为担保物的资金或资产的价值；客户选择投资的金融产品（根据我们基于风险的模型，我们对不同的产品提供不同的贷款额度）；以及客户投资组合的维持保证金要求。一旦达到贷款金额上限，客户便不能再开立任何会进一步提高保证金要求的仓位。允许平仓或降低保证金要求的交易。有关IBKR澳大利亚保证金账户的更多信息，请参见本链接。

期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

期货保证金

保证金要求

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COINDERIV

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

印度国家证券交易所（NSE）

美国洲际期货交易所（NYBOT）

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

新加坡交易所（SGX）

ASX24 (SNFE)4

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金要求

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴