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	9609.73	N/A	9609.73	8356.29	EUR	Yes²	9609.73	8356.29

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	8050.04	N/A	8050.04	7000.03	MYR	No	8050.04	7000.03
BURSAMY	FBMKLCI	FKLI	FKLI	3220	2800	4600	4000	MYR	No	4600	4000

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	603.75	N/A	603.75	525	USD	No	603.75	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	664.125	N/A	664.125	577.50	USD	No	664.125	577.50
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	568.986	N/A	568.986	494.77	USD	No	568.986	494.77
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	947.06	N/A	947.06	823.51	USD	No	947.06	823.51
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1634.63	N/A	1634.63	1421.41	USD	No	1634.62	1421.41
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2815.30	N/A	2815.30	2447.99	USD	No	2815.29	2447.99
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2396.68	N/A	2396.68	2083.98	USD	No	2396.68	2083.98
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2579.70	N/A	2579.70	2243.22	USD	Yes	2518.98	2190.42
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	444.896	N/A	444.896	386.855	USD	No	444.884	386.855
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	756.792	N/A	756.792	658.058	USD	No	756.767	658.058
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1109.61	964.875	1585.15	1378.39	USD	No	1486.95	1293
CBOT	MZC	MICRO CORN FUTURES	MZC	183.741	N/A	183.741	159.774	USD	No	157.577	137.023
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	379.78	N/A	379.78	330.243	USD	No	375.955	326.916
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	318.749	N/A	318.749	277.173	USD	No	255.209	221.921
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	394.486	N/A	394.486	343.032	USD	No	369.847	321.606
CBOT	MZW	MICRO WHEAT FUTURES	MZW	263.226	N/A	263.226	228.892	USD	No	256.132	222.723
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	223.79	194.60	319.70	278	USD	No	299	260
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	223.79	194.60	319.70	278	USD	No	299	260
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3797.08	N/A	3797.08	3301.76	USD	No	3797.08	3301.76
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.62	N/A	2932.62	2550	USD	No	2932.50	2550
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945.01	N/A	4945.01	4300.01	USD	No	4945.01	4300.01
CBOT	UB	ULTRA TREASURY BOND	UB	6846.08	N/A	6846.08	5952.89	USD	Yes	6845.82	5952.89
CBOT	YC	MINI SIZED CORN FUTURES	XC	367.481	N/A	367.481	319.549	USD	No	315.154	274.047
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	788.973	N/A	788.973	686.063	USD	No	739.694	643.212
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	526.452	N/A	526.452	457.785	USD	No	512.264	445.447
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345.001	N/A	345.001	300.001	USD	No	374.035	325.077
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.504	N/A	862.504	750.004	USD	No	894.864	777.711
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925	USD	No	1127.25	980.219
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1211.17	N/A	1211.17	1052.93	USD	No	691.067	600.928
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1831.28	N/A	1831.28	1592.42	USD	No	4257.59	3702.25
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11096.12	9648.80	15851.60	13784	USD	Yes	14867.20	12928
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.01	N/A	2070.01	1800.01	USD	No	2070.94	1800.01
CBOT	ZB	US TREASURY BOND	ZB	4872.98	N/A	4872.98	4237.16	USD	Yes	4872.73	4237.16
CBOT	ZC	CORN FUTURES	ZC	1837.41	N/A	1837.41	1597.74	USD	Yes	1575.77	1370.23
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.53	N/A	1437.53	1250.03	USD	Yes	1437.72	1250.03
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3797.80	N/A	3797.80	3302.43	USD	Yes	3556.40	3092.52
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3187.49	N/A	3187.49	2771.73	USD	Yes	2453.78	2133.72
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.25	N/A	2156.25	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	3428.46	N/A	3428.46	2979.76	USD	Yes	3689.65	3206.76
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1195.11	N/A	1195.11	1039.22	USD	Yes²	2382.06	2071.35
CBOT	ZR	ROUGH RICE FUTURES	ZR	3458.22	N/A	3458.22	3007.04	USD	Yes	2292.49	1993.40
CBOT	ZS	SOYBEAN FUTURES	ZS	3944.86	N/A	3944.86	3430.32	USD	Yes	3698.47	3216.06
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.00	N/A	1380.00	1200.00	USD	Yes	1380.63	1200.00
CBOT	ZW	WHEAT FUTURES	ZW	2632.26	N/A	2632.26	2288.92	USD	Yes	2561.32	2227.23

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	2453.68	N/A	2453.68	2133.63	CAD	No	2453.68	2133.63
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1408.49	N/A	1408.49	1224.78	CAD	No	1408.49	1224.78
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	616.722	N/A	616.722	536.28	CAD	No	616.725	536.28
CDE	CRA	3 MONTH CORRA	CRA	381.674	N/A	381.674	331.89	CAD	No	491.14	427.076
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15686.30	13640.26	22409.01	19486.09	CAD	No	22409.00	19486.09
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	16184.83	N/A	16184.83	14073.77	CAD	No	16184.83	14073.77

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	14032.94	N/A	14032.94	12202.56	CHF	Yes	14032.94	12202.56
CEDX	BDE40G	-	DE40F	24973.84	N/A	24973.84	21716.38	EUR	Yes	24973.84	21716.38
CEDX	BES35P	-	ES35F	51603.82	N/A	51603.82	44872.89	EUR	Yes	51603.82	44872.89
CEDX	BEZ50P	-	EZ50F	6046.86	N/A	6046.86	5258.14	EUR	Yes	6046.86	5258.14
CEDX	BFR40P	-	FR40F	8316.49	N/A	8316.49	7231.73	EUR	Yes	8316.49	7231.73
CEDX	BIT40P	-	IT40F	12528.26	N/A	12528.26	10894.135	EUR	Yes	12528.26	10894.135
CEDX	BNO25G	-	NO25F	12712.60	N/A	12712.60	11054.44	NOK	Yes	12712.60	11054.44
CEDX	BSE30P	-	SE30F	29547.99	N/A	29547.99	25693.91	SEK	Yes	29547.99	25693.91
CEDX	BUK100P	-	UK100F	7984.15	N/A	7984.15	6942.74	GBP	Yes	7984.15	6942.74

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	10155.36	N/A	10155.36	8830.75	USD	No	10155.37	8830.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8438.58	N/A	8438.58	7336.00	USD	No	8438.58	7336.00
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	399.07	N/A	399.07	347.017	USD	No	399.07	347.017
CFE	VA	S&P 500 VARIANCE	VA	103.50	N/A	103.50	90	USD	No	125.425	109.065
CFE	VIX	CBOE VOLATILITY INDEX	VX	13148.53	N/A	13148.53	11433.50	USD	Yes	21885.05	19030.48
CFE	VIX	CBOE VOLATILITY INDEX	VX47	13148.53	N/A	13148.53	11433.50	USD	No	21885.05	19030.48
CFE	VIX	CBOE VOLATILITY INDEX	VX48	13148.53	N/A	13148.53	11433.50	USD	No	21885.05	19030.48
CFE	VIX	CBOE VOLATILITY INDEX	VX49	13148.53	N/A	13148.53	11433.50	USD	No	21885.05	19030.48
CFE	VIX	CBOE VOLATILITY INDEX	VX51	12595.74	N/A	12595.74	10952.82	USD	No	21017.01	18275.66
CFE	VIX	CBOE VOLATILITY INDEX	VX52	11687.59	N/A	11687.59	10163.12	USD	No	19491.37	16949.02
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1314.85	N/A	1314.85	1143.35	USD	No	2188.51	1903.05

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	2312.41	N/A	2312.41	2010.79	USD	Yes	2312.41	2010.79
CME	GBP	BRITISH POUND	6B	2459.73	N/A	2459.73	2138.90	USD	Yes	2459.73	2138.90
CME	CAD	CANADIAN DOLLAR	6C	1427.36	N/A	1427.36	1241.18	USD	Yes	1427.36	1241.18
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3848.08	N/A	3848.08	3346.16	USD	Yes	3848.08	3346.16
CME	JPY	JAPANESE YEN	6J	3220.04	N/A	3220.04	2800.03	USD	Yes	3220.04	2800.03
CME	BRE	BRAZILIAN REAL	6L	1926.375	N/A	1926.375	1401	USD	Yes²	6858.31	4987.87
CME	6M	MEXICAN PESO	6M	1871.97	N/A	1871.97	1627.80	USD	Yes	1871.97	1627.80
CME	NZD	NEW ZEALAND DOLLAR	6N	1933.725	N/A	1933.725	1681.50	USD	Yes²	1933.725	1681.50
CME	CHF	SWISS FRANC	6S	5368.63	N/A	5368.63	4668.375	USD	Yes	5368.63	4668.375
CME	ZAR	SOUTH AFRICAN RAND	6Z	2333.49	N/A	2333.49	2029.125	USD	No	2333.49	2029.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13716.75	N/A	13716.75	11927.61	CAD	No	13716.75	11927.61
CME	AJY	AUSTRALIAN DOLLAR	AJY	2603867.02	N/A	2603867.02	2264231.67	JPY	No	2603866.42	2264231.67
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	853.129	N/A	853.129	741.851	USD	No	829.004	720.873
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	34299.05	N/A	34299.05	29825.26	USD	No	34299.05	29825.26
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	152316.88	N/A	152316.88	130557.33	USD	Yes	152316.88	130557.32
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	215768.75	N/A	215768.75	187625	EUR	No	258922.50	225150
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	5789.41	N/A	5789.41	5034.27	USD	No	3394.68	2951.89
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	4640.25	N/A	4640.25	4035	USD	No	4650.25	4035
CME	CJY	CANADIAN DOLLAR	CJY	2556425.19	N/A	2556425.19	2222977.90	JPY	No	2556424.59	2222977.90
CME	CNH	UNITED STATES DOLLAR	CNH	24519.15	N/A	24519.15	21321	CNH	No	24519.15	21321
CME	CSC	CHEESE	CSC	5295.02	N/A	5295.02	4604.36	USD	No	6731.78	5853.72
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	19538.05	N/A	19538.05	16989.61	USD	Yes²	19538.05	16989.61
CME	DA	MILK CLASS III INDEX	DC	4640.11	N/A	4640.11	4034.87	USD	Yes	5465.32	4752.46
CME	DEN	DENVER HOUSING INDEX	DEN	4545.38	N/A	4545.38	3952.50	USD	No	4545.38	3952.50
CME	DY	CME DRY WHEY INDEX	DY	8070.64	N/A	8070.64	7017.95	USD	No	9818.61	8537.93
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1924.04	N/A	1924.04	1673.08	USD	No	1924.04	1673.08
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	19044.26	N/A	19044.26	16554.30	AUD	No	19044.26	16554.30
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4315.375	N/A	4315.375	3752.50	EUR	No	5178.45	4503
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11761.41	N/A	11761.41	10223.13	CAD	No	11761.41	10223.13
CME	ECK	CZECH KORUNA	ECK	9497.62	N/A	9497.62	8258.80	EUR	No	9497.62	8258.80
CME	EEM	MICRO ETHER EURO	EEM	148.57	N/A	148.57	129.192	EUR	No	169.74	147.60
CME	EHF	HUNGARIAN FORINT	EHF	5803.11	N/A	5803.11	5046.19	EUR	Yes²	5803.11	5046.19
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	17853.29	15524.60	25504.70	22178	USD	Yes²	25363.90	22055.57
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	272766.98	237188.68	389667.11	338840.97	JPY	No	370645	322300
CME	EPZ	POLISH ZLOTY	EPZ	6779.825	N/A	6779.825	5895.50	EUR	Yes²	6779.825	5895.50
CME	ES	E-MINI S&P 500	ES	16496.49	14996.81	23566.41	21424.01	USD	Yes	21912	19920
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	22396.16	N/A	22396.16	19471.12	USD	No	22396.17	19471.12
CME	ESTR	EURO SHORT-TERM RATE	ESR	665.389	N/A	665.389	578.595	EUR	No	745.782	648.498
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	74285.25	N/A	74285.25	64595.87	EUR	No	84870	73800
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	65863.19	N/A	65863.19	57272.33	USD	Yes	82328.98	71590.42
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12123.30	N/A	12123.30	10542	USD	No	10545.50	9170
CME	GSCI	S&P-GSCI INDEX	GD	20084.75	N/A	20084.75	17465.00	USD	No	20084.76	17465.00
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3443.49	N/A	3443.49	2994.34	USD	No	2387.76	2076.31
CME	GF	FEEDER CATTLE	GF	13313.56	N/A	13313.56	11577.01	USD	Yes	13313.56	11577.01
CME	NF	NON FAT DRY MILK INDEX	GNF	4950.01	N/A	4950.01	4304.36	USD	No	13695.85	11909.43
CME	HE	LEAN HOGS	HE	3488.95	N/A	3488.95	3033.87	USD	Yes	3488.95	3033.87
CME	HUF	HUNGARIAN FORINT	HUF	11597.08	N/A	11597.08	10084.42	USD	Yes²	11603.08	10084.42
CME	IBAA	BOVESPA INDEX - USD	IBV	38574.54	N/A	38574.54	33543.08	USD	No	39877.40	34676
CME	ILS	ISRAELI SHEKEL	ILS	35673.20	N/A	35673.20	31020.17	USD	Yes²	35673.20	31020.17
CME	J7	JAPANESE YEN	J7	1610.02	N/A	1610.02	1400.02	USD	No	1610.02	1400.02
CME	KRW	KOREAN WON	KRW	16615.66	N/A	16615.66	14443.625	USD	Yes²	10751.31	9345.875
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	2647.70	N/A	2647.70	2302.23	USD	No	1323.72	1151.01
CME	LE	LIVE CATTLE	LE	6336.23	N/A	6336.23	5509.76	USD	Yes	6336.23	5509.76
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	747.04	649.60	1067.20	928	USD	No	976.35	849
CME	M6A	AUSTRALIAN DOLLAR	M6A	231.241	N/A	231.241	201.079	USD	No	231.241	201.079
CME	M6B	BRITISH POUND	M6B	245.973	N/A	245.973	213.89	USD	No	245.973	213.89
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	384.808	N/A	384.808	334.616	USD	No	384.808	334.616
CME	MBT	MICRO BITCOIN	MBT	3046.34	N/A	3046.34	2611.15	USD	Yes	3046.34	2611.15
CME	MCD	CANADIAN DOLLAR	MCD	142.736	N/A	142.736	124.118	USD	No	142.736	124.118
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1649.65	1499.68	2356.64	2142.40	USD	Yes	2191.20	1992
CME	MET	MICRO ETHER	MET	131.726	N/A	131.726	114.545	USD	Yes	164.658	143.181
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	1296.165	N/A	1296.165	1127.10	USD	No	1296.165	1127.10
CME	MJY	JAPANESE YEN	MJY	322.004	N/A	322.004	280.003	USD	No	322.004	280.003
CME	MNH	UNITED STATES DOLLAR	MNH	2451.92	N/A	2451.92	2132.10	CNH	No	2451.92	2132.10
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	136383.49	118594.34	194833.56	169420.48	JPY	No	185265	161100
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2045.14	N/A	2045.14	1778.38	USD	No	2045.14	1778.38
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2882.56	2620.51	4117.94	3743.58	USD	Yes	4117.94	3743.58
CME	MSF	SWISS FRANC	MSF	536.863	N/A	536.863	466.8375	USD	No	536.863	466.8375
CME	MSL	MICRO SOLANA	MSL	1613.45	N/A	1613.45	1403	USD	No	2123.47	1846.50
CME	MXP	MICRO XRP	MXP	2546.10	N/A	2546.10	2214	USD	No	2546.10	2214
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1363834.90	1185943.39	1948335.57	1694204.85	JPY	No	1853225	1611500
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	20451.35	N/A	20451.35	17783.78	USD	No	20451.35	17783.78
CME	NOK	NORWEGIAN KRONE	NOK	21154.93	N/A	21154.93	18395.59	USD	No	21154.93	18395.59
CME	NQ	E-MINI NASDAQ 100	NQ	28825.60	26205.09	41179.43	37435.85	USD	Yes	41179.43	37435.85
CME	NYM	NEW YORK HOUSING INDEX	NYM	4830	N/A	4830	4200	USD	No	4830	4200
CME	PJY	BRITISH POUND	PJY	2593669.21	N/A	2593669.21	2255364.53	JPY	No	2593669.34	2255364.53
CME	PLN	POLISH ZLOTY	PLN	15316.42	N/A	15316.42	13318.63	USD	Yes²	15316.42	13318.63
CME	PSF	BRITISH POUND	PSF	10418.63	N/A	10418.63	9059.67	CHF	No	10418.63	9059.67
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	239.201	N/A	239.201	208.00	USD	No	239.20	208.00
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	200.10	N/A	200.10	174	USD	No	200.10	174
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	209.30	N/A	209.30	182	USD	No	209.30	182
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	150.198	130.607	214.568	186.581	USD	No	214.57	186.581
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	147.838	128.555	211.197	183.65	USD	No	211.202	183.65
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	150.535	130.90	215.05	187	USD	No	196.65	171
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	150.535	130.90	215.05	187	USD	No	196.65	171
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	346.955	301.70	495.65	431	USD	No	461.15	401
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	346.955	301.70	495.65	431	USD	No	461.15	401
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	230	N/A	230	200	USD	No	230	200
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4239.70	N/A	4239.70	3686.66	CHF	No	4239.70	3686.66
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	8157.09	N/A	8157.09	7093.12	EUR	Yes²	8157.43	7093.12
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6345.14	N/A	6345.14	5517.50	GBP	No	6345.14	5517.50
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	16501.29	N/A	16501.29	14341.81	USD	No	16501.28	14341.81
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	60098.69	N/A	60098.69	52249.04	USD	No	60098.68	52249.04
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11997.75	N/A	11997.75	10431.56	USD	No	11997.75	10431.56
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7467.18	6493.20	10667.40	9276	USD	Yes	9763.50	8490
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1158346.67	N/A	1158346.67	1007253.54	JPY	Yes²	1158346.80	1007253.54
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4542.50	N/A	4542.50	3950	USD	No	4542.50	3950
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6316.38	N/A	6316.38	5492.50	USD	No	6316.37	5492.50
CME	SEK	SWEDISH KRONA	SEK	14614.76	N/A	14614.76	12708.48	USD	No	14614.76	12708.48
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	SGX	SHORT GILT	SG	368322.81	N/A	368322.81	320280.70	USD	No	368322.81	320280.70
CME	SIR	INDIAN RUPEE	SIR	6480.825	N/A	6480.825	5635.50	USD	No	6480.825	5635.50
CME	SJY	SWISS FRANC	SJY	4306129.51	N/A	4306129.51	3744460.44	JPY	No	4306131.26	3744460.44
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32890.63	N/A	32890.63	28600.55	USD	No	32890.63	28600.55
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	32264.40	N/A	32264.40	28056	USD	No	42469.46	36929.96
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	775.782	N/A	775.782	674.593	GBP	No	1949.18	1694.94
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1234.72	N/A	1234.72	1073.66	USD	No	2350.67	2044.06
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.755	N/A	833.755	725	USD	Yes	1475.34	1282.91
CME	SVX	SCHNEIDER ELECTRIC SE	SU	99318.56	N/A	99318.56	86363.96	USD	No	99318.56	86363.96
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	645.398	N/A	645.398	561.216	USD	No	3064.83	2665.07
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	13264.82	N/A	13264.82	11534.52	USD	No	13264.83	11534.52
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14137.29	N/A	14137.29	12293.10	USD	No	14137.29	12293.10
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	10678.20	N/A	10678.20	9285.01	USD	No	9073.16	7889.38
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	22474.22	N/A	22474.22	19541.13	USD	No	22474.21	19541.13
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	33391.63	N/A	33391.63	29034.18	USD	No	33391.64	29034.18
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5871.94	N/A	5871.94	5105.90	USD	No	5871.94	5105.90
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	3856.20	N/A	3856.20	3353	USD	No	3716.59	3231.60
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10820.99	N/A	10820.99	9409.29	USD	No	10820.99	9409.29
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	15777.09	N/A	15777.09	13718.87	USD	No	15777.09	13718.87
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	54537.10	N/A	54537.10	47420.29	USD	No	54537.09	47420.29
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10782.96	N/A	10782.96	9376	USD	No	10115.40	8796
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	50903.83	N/A	50903.83	44264	USD	No	50903.83	44264

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	238.05	N/A	238.05	207	USD	No	238.05	207
COINDERIV	BIT	-	BIT	347.941	N/A	347.941	302.5575	USD	No	347.941	302.5575
COINDERIV	ET	-	ET	163.041	N/A	163.041	141.775	USD	No	195.6495	170.13
COINDERIV	ETP	-	ETP	104.144	N/A	104.144	90.56	USD	No	104.144	90.56

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	289.131	N/A	289.131	251.418	USD	No	289.131	251.418
COMEX	ALI	ALUMINUM INDEX	ALI	8071.15	N/A	8071.15	7018.39	USD	No	8071.15	7018.39
COMEX	GC	GOLD	GC	28913.07	N/A	28913.07	25141.80	USD	Yes	28913.07	25141.80
COMEX	HG	COPPER INDEX	HG	18631.875	N/A	18631.875	12421.25	USD	Yes	18631.875	12421.25
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2558.27	N/A	2558.27	2224.58	USD	No	2734.48	2377.81
COMEX	MGC	E-MICRO GOLD	MGC	2891.31	N/A	2891.31	2514.18	USD	Yes	2891.31	2514.18
COMEX	MHG	MICRO COPPER	MHG	1863.19	N/A	1863.19	1242.125	USD	No	1863.19	1242.125
COMEX	QC	COMEX MINY COPPER	QC	9315.94	N/A	9315.94	6210.625	USD	No	9315.94	6210.625
COMEX	QI	COMEX MINY SILVER	QI	18076.92	N/A	18076.92	15719.06	USD	No	25150.50	15719.06
COMEX	QO	COMEX MINY GOLD	QO	14456.53	N/A	14456.53	12570.90	USD	No	14456.53	12570.90
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	23747.13	N/A	23747.13	20649.68	USD	No	23747.13	20649.68
COMEX	SI	SILVER INDEX	SI	36153.85	N/A	36153.85	31438.12	USD	Yes	50300.99	31438.12
COMEX	SI	SILVER INDEX	SIL	7230.77	N/A	7230.77	6287.62	USD	No	10060.20	6287.62
COMEX	UX	URANIUM INDEX	UX	2740.07	N/A	2740.07	2382.67	USD	No	2740.07	2382.67

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	46782.00	N/A	46782.00	40680.00	EUR	No	46782.00	40680.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	8004.21	N/A	8004.21	6960.18	EUR	Yes	8004.21	6960.18

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	10835.88	N/A	10835.88	9422.50	CHF	No	10835.88	9422.50
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	5170.05	N/A	5170.05	4495.69	EUR	No	5170.05	4495.69
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2986.47	N/A	2986.47	2596.93	EUR	Yes	4290.07	3730.50
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1113.75	N/A	1113.75	968.48	EUR	No	1412.48	1228.24
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3315.80	N/A	3315.80	2883.30	USD	No	3315.80	2883.30
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2628.90	N/A	2628.90	2286.00	EUR	No	2628.90	2286.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	33735.24	29334.99	48193.20	41907.13	EUR	Yes	46931.50	40810
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9388.60	N/A	9388.60	8164.00	EUR	Yes²	9388.60	8164.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6747.05	5867.00	9638.64	8381.43	EUR	No	9386.30	8162
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1349.41	1173.40	1927.73	1676.29	EUR	Yes	1877.26	1632.40
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	524.544	N/A	524.544	456.1255	EUR	No	504.983	439.116
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2185.14	N/A	2185.14	1899.86	EUR	No	2185.14	1899.86
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4786.30	N/A	4786.30	4162	EUR	Yes²	4786.30	4162
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1415.28	N/A	1415.28	1230.62	EUR	No	881.33	766.34
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6670.20	N/A	6670.20	5800.17	EUR	Yes²	6670.20	5800.17
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1076.74	936.295	1538.20	1337.56	EUR	Yes	1396.20	1214.09
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5300.49	N/A	5300.49	4609.12	EUR	Yes²	5122.78	4454.59
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2033.63	N/A	2033.63	1767.53	EUR	Yes²	1842.39	1601.31
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3136.33	N/A	3136.33	2727.24	EUR	Yes²	2810.29	2443.73
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7329.82	N/A	7329.82	6373.76	EUR	Yes²	7329.82	6373.76
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2936.89	N/A	2936.89	2553.82	EUR	Yes²	2929.57	2547.45
EUREX	ESI	EURO STOXX INSURANCE	FESI	3096.63	N/A	3096.63	2691.38	EUR	Yes²	2655.47	2307.955
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1406.11	N/A	1406.11	1222.71	EUR	Yes²	1308.17	1137.54
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3639.35	N/A	3639.35	3164.65	EUR	Yes²	3574.49	3108.25
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1261.25	N/A	1261.25	1096.74	EUR	Yes²	1256.375	1092.50
EUREX	SXRE	EURO STOXX RETAIL	FESR	3833.16	N/A	3833.16	3333.18	EUR	Yes²	3625.34	3152.47
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1253.60	N/A	1253.60	1090.09	EUR	Yes²	1168.87	1016.405
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1039.73	N/A	1039.73	904.116	EUR	Yes²	955.075	830.50
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1885.16	N/A	1885.16	1639.08	EUR	Yes	1551.62	1349.08
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1155.53	N/A	1155.53	1004.81	EUR	Yes²	1155.53	1004.81
EUREX	ESTX50	EURO STOXX50	FESX	3270.05	2843.52	4671.50	4062.18	EUR	Yes	4671.50	4062.18
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	18637.32	N/A	18637.32	16206.37	EUR	Yes²	18637.32	16206.37
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5038.07	N/A	5038.07	4380.93	EUR	Yes²	5966.43	5188.20
EUREX	EU3	THREE MONTH EURIBOR	FEU3	229.019	N/A	229.019	199.147	EUR	Yes	229.019	199.147
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	10320.91	N/A	10320.91	8973.61	EUR	Yes²	10320.91	8973.61
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	971.695	N/A	971.695	844.952	GBP	No	971.695	844.952
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2261.29	N/A	2261.29	1966.34	EUR	Yes	2918.58	2537.90
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1247.65	N/A	1247.65	1084.91	EUR	Yes	1585.30	1378.52
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	456.499	N/A	456.499	396.956	EUR	Yes	543.907	472.963
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	5695.12	N/A	5695.12	4952.28	EUR	Yes	5695.12	4952.28
EUREX	DJESL	EURO STOXX LARGE	FLCE	2486.05	N/A	2486.05	2161.48	EUR	No	2254.55	1960.20
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2289.39	N/A	2289.39	1990.77	EUR	No	1941.49	1688.25
EUREX	DJESM	EURO STOXX MID	FMCE	2226.34	N/A	2226.34	1935.48	EUR	No	1877.08	1631.85
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2589.34	N/A	2589.34	2251.58	USD	No	3266.94	2840.80
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2311.63	N/A	2311.63	2009.96	EUR	Yes²	1929.81	1677.97
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6565.36	N/A	6565.36	5708.98	USD	No	5509.27	4790.65
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	10821.26	N/A	10821.26	9409.80	USD	No	10821.26	9409.80
EUREX	MXEU	MSCI EUROPE	FMEP	1505.88	N/A	1505.88	1309.46	EUR	No	1505.88	1309.46
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2967.73	N/A	2967.73	2580.61	EUR	No	2468.60	2146.58
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10407.45	N/A	10407.45	9049.60	USD	No	9141.62	7948.92
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6534.18	N/A	6534.18	5681.68	USD	No	6534.18	5681.68
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12071.18	N/A	12071.18	10495.23	USD	No	12071.18	10495.23
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4028.29	N/A	4028.29	3502.84	EUR	No	3621.39	3149.02
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	10420.81	N/A	10420.81	9061.56	USD	No	10420.81	9061.56
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7228.53	N/A	7228.53	6285.58	USD	No	7228.53	6285.58
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2385.73	N/A	2385.73	2074.55	EUR	No	2629.13	2286.20
EUREX	DJESS	EURO STOXX SMALL	FSCE	1403.35	N/A	1403.35	1220.06	EUR	No	1285.84	1117.90
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1536.72	N/A	1536.72	1336.24	EUR	No	1316.50	1144.75
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1557.27	N/A	1557.27	1354.12	EUR	No	1211.61	1053.55
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4062.71	N/A	4062.71	3532.80	CHF	Yes²	4062.71	3532.80
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8875.70	N/A	8875.70	7718.00	CHF	No	8875.70	7718.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6137.19	5336.68	8767.41	7623.83	CHF	Yes	7915.61	6883.14
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4580.46	N/A	4580.46	3980.62	CHF	Yes²	4580.46	3980.62
EUREX	SMI	SWISS MARKET INDEX	FSMS	613.719	533.668	876.741	762.383	CHF	No	791.561	688.314
EUREX	MDAX	MIDCAP DAX	FSMX	2727.54	N/A	2727.54	2371.70	EUR	No	2216.37	1927.22
EUREX	ST3	THREE MONTH ESTR	FST3	70.8949	N/A	70.8949	61.6477	EUR	No	70.8949	61.6477
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2956.78	N/A	2956.78	2571.09	EUR	Yes²	2956.78	2571.09
EUREX	SX7P	STOXX 600 BANKS	FSTB	2005.34	N/A	2005.34	1743.775	EUR	Yes	1688.45	1468.215
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4383.60	N/A	4383.60	3811.10	EUR	Yes²	3888.32	3380.50
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1937.05	N/A	1937.05	1684.38	EUR	Yes	1775.67	1544.06
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4458.20	N/A	4458.20	3876.16	EUR	Yes²	3571.12	3104.89
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4753.62	N/A	4753.62	4133.21	EUR	Yes²	4422.23	3845.07
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4725.61	N/A	4725.61	4109.17	EUR	Yes²	3561.55	3096.96
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2959.92	N/A	2959.92	2573.75	EUR	Yes²	2426.46	2109.89
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	726.274	N/A	726.274	631.519	EUR	No	726.274	631.519
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1413.51	N/A	1413.51	1228.98	EUR	Yes²	1413.51	1228.98
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3746.40	N/A	3746.40	3257.66	EUR	Yes²	3611.49	3140.35
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1779.93	N/A	1779.93	1547.75	EUR	Yes²	2285.81	1987.64
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1714.77	N/A	1714.77	1491.01	EUR	Yes²	1714.77	1491.01
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3698.29	N/A	3698.29	3215.88	EUR	Yes	3922.87	3411.16
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	715.502	N/A	715.502	622.161	EUR	Yes²	715.502	622.161
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1771.97	N/A	1771.97	1540.83	EUR	Yes	1445.66	1257.09
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1186.41	N/A	1186.41	1031.51	EUR	Yes²	1186.41	1031.51
EUREX	STX	STOXX50	FSTX	3620.59	N/A	3620.59	3148.17	EUR	Yes²	3008.97	2616.35
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7950.66	N/A	7950.66	6913.34	EUR	Yes²	7950.66	6913.34
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3313.81	N/A	3313.81	2880.60	EUR	Yes²	3313.81	2880.60
EUREX	ESTX50	EURO STOXX50	FSXE	327.005	284.352	467.15	406.218	EUR	No	467.15	406.218
EUREX	TDX	TECDAX	FTDX	8194.48	N/A	8194.48	7125.64	EUR	Yes²	8194.48	7125.64
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	596.66	N/A	596.66	518.817	USD	No	596.66	518.817
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1132.75	N/A	1132.75	985.00	EUR	Yes	2396.60	2084.00
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2383.63	N/A	2383.63	2071.89	EUR	No	2093.09	1819.35
EUREX	DJ600	STOXX 600 INDEX	FXXP	1539.04	1338.29	2198.62	1911.85	EUR	Yes	2030.67	1765.80
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	216.582	N/A	216.582	188.3325	EUR	No	216.582	188.3325

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	9587.59	N/A	9587.59	8337.03	EUR	No	9587.59	8337.03
FTA	EOE	AMS EOE INDEX	FTI	14649.52	N/A	14649.52	12738.71	EUR	Yes	12984.57	11290.93
FTA	EOE	AMS EOE INDEX	MFA	1464.95	N/A	1464.95	1273.87	EUR	No	1298.46	1129.09

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	85668.40	N/A	85668.40	68534.72	HKD	No	85668.40	68534.72
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26647.875	N/A	26647.875	21318.30	CNH	Yes	26647.875	21318.30
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3750	N/A	3750	3000	HKD	No	3750	3000
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10875	N/A	10875	8700	HKD	No	10875	8700
HKFE	GDR	CNH GOLD FUTURES	GDR	220230.96	N/A	220230.96	176184.75	CNH	No	220230.94	176184.75
HKFE	GDU	USD GOLD FUTURES	GDU	31452.91	N/A	31452.91	25162.32	USD	No	31452.90	25162.32
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	48006	38404.80	68580	54864	HKD	Yes	68580	54864
HKFE	HSI	HANG SENG STOCK INDEX	HSI	94127.67	75302.13	134468.10	107574.48	HKD	Yes	134468.10	107574.48
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	31076.78	24861.42	44395.40	35516.32	HKD	Yes	44395.40	35516.32
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3789.20	3031.34	5413.14	4330.48	USD	No	5413.14	4330.48
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9601.20	7680.96	13716	10972.80	HKD	Yes	13716	10972.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	5329.59	N/A	5329.59	4263.60	CNH	No	5329.59	4263.60
HKFE	MHI	MINI HANG SENG INDEX	MHI	18825.53	15060.43	26893.62	21514.90	HKD	Yes	26893.62	21514.90
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1901.62	N/A	1901.62	1521.30	USD	No	1901.62	1521.30
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5200.30	N/A	5200.30	4160.24	USD	No	5200.30	4160.24
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	10015.21	N/A	10015.21	8012.17	USD	No	10015.21	8012.17
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	63295.58	N/A	63295.58	50636.46	HKD	No	132312.50	105850

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	221.226	N/A	221.226	192.37	EUR	No	691.069	600.926
ICEEU	SG	GENERALI	G	2477.78	N/A	2477.78	2154.59	GBP	No	2477.77	2154.59
ICEEU	H	MEDIUM GILT	H	4842.43	N/A	4842.43	4210.81	GBP	No	4842.43	4210.81
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	259.445	N/A	259.445	225.598	EUR	Yes	661.643	575.342
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5561.84	N/A	5561.84	4836.11	USD	No	5561.84	4836.11
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2148.07	N/A	2148.07	1867.89	EUR	No	2148.07	1867.89
ICEEU	P	10 YEAR EURO SWAPNOTE	P	4938.02	N/A	4938.02	4293.93	EUR	No	4938.02	4293.93
ICEEU	R	LONG GILT	R	3426.43	N/A	3426.43	2979.50	GBP	No	3426.43	2979.50
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.574	N/A	295.574	257.021	CHF	No	644.046	558.955
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	245.766	N/A	245.766	213.703	GBP	Yes	445.801	387.653
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	571.012	N/A	571.012	496.53	GBP	No	1406.76	1223.27
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	997.003	N/A	997.003	866.958	EUR	No	997.002	866.958
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	825.781	N/A	825.781	718.071	GBP	No	825.781	718.071
ICEEU	Y	FTSE 250 INDEX	Y2	5087.68	N/A	5087.68	4423.94	GBP	No	5087.68	4423.94
ICEEU	Z	FTSE 100 INDEX	Z	4778.13	4154.90	6825.91	5935.57	GBP	Yes	6825.91	5935.57

ICE Agricultural Products (ICEEUSOFT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEEUSOFT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEEUSOFT	C	COCOA	C	7187.50	N/A	7187.50	6250	GBP	No	7336.63	6379.68
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7233.16	N/A	7233.16	6289.70	USD	No	10174.42	8847.32
ICEEUSOFT	T	WHEAT	T	1860.86	N/A	1860.86	1617.91	GBP	No	2198.41	1911.40
ICEEUSOFT	W	WHITE SUGAR	W	1795.15	N/A	1795.15	1561	USD	No	1795.15	1561

ICE Futures US (ICEUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEUS	AUD	AUSTRALIAN DOLLAR	KAU	6937.23	N/A	6937.23	6032.38	USD	No	7323.75	6368.48
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26106437.64	N/A	26106437.64	22701250.125	JPY	No	26173009.18	22759138.31
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10402.65	N/A	10402.65	9045.78	USD	No	10442.30	9080.26
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13705.05	N/A	13705.05	11917.43	CAD	No	14542.62	12645.76
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6345.125	N/A	6345.125	5517.50	GBP	No	6618.84	5755.51
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20245.26	N/A	20245.26	17604.57	AUD	No	20344.88	17691.20
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6548.69	N/A	6548.69	5694.51	CHF	No	6789.89	5904.26
ICEUS	ZY	SWISS FRANC	KZY	4306129.51	N/A	4306129.51	3744460.44	JPY	No	4639728.84	4034545.30
ICEUS	MP	BRITISH POUND	MP	7379.19	N/A	7379.19	6416.69	USD	No	7108.37	6181.19
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	10571.90	N/A	10571.90	9192.96	CHF	No	12310.87	10705.10
ICEUS	GBP	BRITISH POUND	SY	2593669.21	N/A	2593669.21	2255364.53	JPY	No	3221655.65	2801439.58

Borsa Italiana (IDEM)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 IDEM	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
IDEM	MIBDIV	FTSE MIB DIVIDEND INDEX	FDIV	2262.05	N/A	2262.05	1967	EUR	No	2262.05	1967
IDEM	FTMIB	FTSE MIB INDEX	FIB	16268.14	14146.21	23240.21	20208.875	EUR	Yes	18172.51	15802.18
IDEM	FTMIB	FTSE MIB INDEX	MICR	650.726	565.8485	929.608	808.355	EUR	No	726.901	632.087
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3253.63	2829.24	4648.04	4041.775	EUR	No	3634.50	3160.44
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1320.14	N/A	1320.14	1147.95	EUR	No	1320.14	1147.95

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	13770.88	N/A	13770.88	11974.68	USD	No	13770.88	11974.68
IPE	COIL	ICE BRENT CRUDE	COIL	15296.125	N/A	15296.125	12236.90	USD	Yes	15296.125	12236.90
IPE	GOIL	ICE GASOIL	GOIL	15709.36	N/A	15709.36	12567.49	USD	No	15709.36	12567.49
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	20391.61	N/A	20391.61	17731.83	USD	No	20391.61	17731.83
IPE	NGF	ICE UK NATURAL GAS	NGF	4365.65	N/A	4365.65	3796.21	GBP	No	25268.10	3796.21
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	22050	N/A	22050	17640	USD	No	22050	17640
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	Yes	16250	13000

Korea Stock Exchange (KSE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 KSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
KSE	K200	KOSPI200 INDEX	01	11390750	9905000	16272500	14150000	KRW	Yes	16272500	14150000
KSE	K200M	MINI KOSPI200 INDEX	05	2278150	1981000	3254500	2830000	KRW	Yes	3254500	2830000
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1454874.925	1099000	2078392.75	1570000	KRW	No	2078392.75	1570000
KSE	000670	YOUNG POONG CORPORATION	0Q	166858.82	N/A	166858.82	145094.63	KRW	No	174237.33	145094.63
KSE	005930	HANG SENG BANK LTD	11	292518.47	N/A	292518.47	252098.79	KRW	No	289913.61	252098.79
KSE	017670	HENDERSON LAND DEVELOPMENT	12	158544.16	N/A	158544.16	131738.90	KRW	No	151499.73	131738.90
KSE	005490	POSCO HOLDINGS INC	13	936705.14	N/A	936705.14	799401.72	KRW	No	919311.98	799401.72
KSE	030200	KTCORPORATION	14	145901.20	N/A	145901.20	123543.44	KRW	No	142074.95	123543.44
KSE	015760	KOREA ELECTRIC POWER CORP	15	141066.31	N/A	141066.31	122666.36	KRW	No	141231.74	122666.36
KSE	005380	SUN HUNG KAI PROPERTIES	16	747843.88	N/A	747843.88	650299.02	KRW	No	754040.04	650299.02
KSE	016360	NEW WORLD DEVELOPMENT	17	229499.71	N/A	229499.71	199473.79	KRW	No	229394.86	199473.79
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	221037.50	N/A	221037.50	192206.52	KRW	No	222863.61	192206.52
KSE	000270	SWIRE PACIFIC LTD - CL A	19	328101.33	N/A	328101.33	284174.96	KRW	No	326801.21	284174.96
KSE	007340	DN AUTOMOTIVE CORP	1T	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	623505	N/A	623505	528755.90	KRW	No	633092.86	528755.90
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	134149.88	N/A	134149.88	116652.07	KRW	No	138258.16	116652.07
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	396121.98	N/A	396121.98	342062.46	KRW	No	393371.83	342062.46
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	301440.99	N/A	301440.99	262122.60	KRW	No	333931.35	262122.60
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2259366.37	N/A	2259366.37	1964666.41	KRW	No	2268032.20	1964666.41
KSE	012330	HYUNDAI MOBIS CO LTD	20	853026.07	N/A	853026.07	741761.80	KRW	No	865073.42	741761.80
KSE	006400	SAMSUNG SDI CO LTD	22	870317.125	N/A	870317.125	756797.50	KRW	No	887507.30	756797.50
KSE	009150	BANK OF EAST ASIA LTD	23	629683.13	N/A	629683.13	547550.55	KRW	No	634885.25	547550.55
KSE	066570	LG ELECTRONICS INC	24	256506.58	N/A	256506.58	218769.63	KRW	No	251585.07	218769.63
KSE	036460	KOREA GAS CORPORATION	28	130062.41	N/A	130062.41	99100.91	KRW	No	113966.04	99100.91
KSE	017960	HAN KUK CARBON CO LTD	2A	84772.25	N/A	84772.25	73715	KRW	No	84875.27	73715
KSE	095340	ISC CO LTD	2B	253602.36	N/A	253602.36	220523.79	KRW	No	260697.49	220523.79
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	357780	SOULBRAIN CO LTD/NEW	2D	749227.50	N/A	749227.50	622729.10	KRW	No	749227.50	622729.10
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	086520	ECOPRO CO LTD	2F	266751	N/A	266751	208244.63	KRW	No	266751	208244.63
KSE	140860	PARK SYSTEMS CORP	2G	714697.55	N/A	714697.55	621476.13	KRW	No	725602.03	621476.13
KSE	030520	HANCOM INC	2H	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	004020	HYUNDAI STEEL CO	32	89049.01	N/A	89049.01	77433.92	KRW	No	91284.69	77433.92
KSE	003550	LG CORP	34	234357.74	N/A	234357.74	201979.75	KRW	No	232276.71	201979.75
KSE	078930	GS HOLDINGS	35	178055.05	N/A	178055.05	154366.65	KRW	No	177521.65	154366.65
KSE	033780	KT & G CORPORATION	36	413269.58	N/A	413269.58	355344.02	KRW	No	408645.63	355344.02
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1249279.77	N/A	1249279.77	1086330.23	KRW	No	1259600.77	1086330.23
KSE	086790	HANA FINANCIAL GROUP	40	268653.56	N/A	268653.56	230296.99	KRW	No	264841.54	230296.99
KSE	096770	SK INNOVATION CO LTD	41	336887.67	N/A	336887.67	292945.80	KRW	No	339670.88	292945.80
KSE	001040	CJ CORP	42	545533.23	N/A	545533.23	474376.72	KRW	No	549040.17	474376.72
KSE	034220	LG DISPLAY CO LTD	45	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	105560	KB FINANCIAL GROUP INC	46	349279.59	N/A	349279.59	303721.39	KRW	No	353165.18	303721.39
KSE	051910	LG CHEM LTD	47	1135347.15	N/A	1135347.15	973562.42	KRW	No	1119596.79	973562.42
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	000660	SK HYNIX INC	50	1927125	N/A	1927125	1429959.53	KRW	No	1927125	1429959.53
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	139480	E-MART INC	54	231786.13	N/A	231786.13	201478.55	KRW	No	231700.34	201478.55
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	167723.38	N/A	167723.38	145846.42	KRW	No	172109.03	145846.42
KSE	035420	NAVER CORP	56	744515.37	N/A	744515.37	644029.69	KRW	No	740634.14	644029.69
KSE	003490	KOREAN AIR LINES CO LTD	57	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	920634	N/A	920634	676076.78	KRW	No	920634	613756
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2951004	N/A	2951004	2162401.15	KRW	No	2951004	1967336
KSE	KWY	UNITED STATES DOLLAR	75	1687050	N/A	1687050	1467000	KRW	No	3374100	2934000
KSE	032640	LG UPLUS CORP	B0	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	010950	S-OILCORPORATION	B2	257636.93	N/A	257636.93	224032.11	KRW	No	260765.41	224032.11
KSE	010130	KOREA ZINC CO LTD	B3	5535000	N/A	5535000	3690000	KRW	No	5535000	3690000
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	001680	DAESANG CORPORATION	B6	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	047050	POSCO INTERNATIONAL CORP	B7	153602.33	N/A	153602.33	133567.25	KRW	No	156871.32	133567.25
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	251748	N/A	251748	194712.48	KRW	No	251748	194712.48
KSE	023530	BARLEY FUTURES	BA	217494.08	N/A	217494.08	183686.29	KRW	No	211239.23	183686.29
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	230547.60	N/A	230547.60	200476.17	KRW	No	231452.27	200476.17
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	428560.37	N/A	428560.37	369627.93	KRW	No	425072.12	369627.93
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	029780	SAMSUNG CARD CO	BG	152737.78	N/A	152737.78	132815.46	KRW	No	152999.63	132815.46
KSE	036570	NCSOFTCORPORATION	BJ	538905.00	N/A	538905.00	468613.05	KRW	No	552357.19	468613.05
KSE	000080	HITE JINRO CO LTD	BK	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	460712.97	N/A	460712.97	396942.81	KRW	No	456484.23	396942.81
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	309221.95	N/A	309221.95	268888.65	KRW	No	311776.60	268888.65
KSE	000720	DANONE	BN	179055.05	N/A	179055.05	154366.65	KRW	No	177521.65	154366.65
KSE	011210	HYUNDAI WIA CORP	BP	159654.21	N/A	159654.21	138829.75	KRW	No	163973.20	138829.75
KSE	008770	HOTEL SHILLA CO LTD	BQ	140114.77	N/A	140114.77	121538.68	KRW	No	139769.48	121538.68
KSE	035250	KANGWON LAND, INC.	BS	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	138930	BNK FINANCIAL GROUP INC	BT	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	011070	LG INNOTEK CO LTD	BY	693083.71	N/A	693083.71	602681.48	KRW	No	703809.67	602681.48
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	034730	SK INC	C1	759366.11	N/A	759366.11	660318.36	KRW	No	765639.64	660318.36
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	342819.92	N/A	342819.92	296203.54	KRW	No	340634.07	296203.54
KSE	018260	SAMSUNG SDS CO LTD	C5	485302.70	N/A	485302.70	422002.34	KRW	No	488312.04	422002.34
KSE	090430	AMOREPACIFIC CORP	C6	388472.70	N/A	388472.70	337802.34	KRW	No	392682.08	337802.34
KSE	030000	CHEIL WORLDWIDE INC	C7	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	028260	SAMSUNG C&T CORP	C8	645533.27	N/A	645533.27	561333.28	KRW	No	650866.36	561333.28
KSE	000880	HANWHA CORPORATION	C9	249361.49	N/A	249361.49	212504.75	KRW	No	244380.46	212504.75
KSE	088350	CARREFOUR SA	CA	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	086280	COCOA NYBOT	CC	489145.76	N/A	489145.76	408720.78	KRW	No	470028.90	408720.78
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	035720	KAKAO CORP	CF	170317.03	N/A	170317.03	148101.77	KRW	No	171724.12	148101.77
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	069080	WEBZEN INC	CK	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	022100	POSCO DX CO LTD	CN	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	068270	CELLTRION INC	CP	538328.61	N/A	538328.61	468111.84	KRW	No	538776.04	468111.84
KSE	122870	YG ENTERTAINMENT INC	CQ	180115.31	N/A	180115.31	156622.01	KRW	No	181603.34	156622.01
KSE	051900	LG H&H	CR	854466.98	N/A	854466.98	743014.77	KRW	No	861526.20	743014.77
KSE	002790	AXA SA	CS	89956.23	N/A	89956.23	77559.22	KRW	No	89193.10	77559.22
KSE	000810	COTTON NO. 2	CT	1345821.55	N/A	1345821.55	1170279.61	KRW	No	1356940.17	1170279.61
KSE	008930	HANMI SCIENCE CO LTD	CV	112106.01	N/A	112106.01	96980.35	KRW	No	111527.40	96980.35
KSE	021240	COWAY CO LTD	CW	253078.20	N/A	253078.20	219270.80	KRW	No	252161.42	219270.80
KSE	128940	HANMI PHARM CO LTD	CX	1315562.18	N/A	1315562.18	1143967.11	KRW	No	1316430.81	1143967.11
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	349250.17	N/A	349250.17	300964.84	KRW	No	346109.57	300964.84
KSE	097950	CJ CHEILJEDANG CORP.	D1	629686.18	N/A	629686.18	547553.20	KRW	No	629899.04	547553.20
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	128962.56	N/A	128962.56	112141.36	KRW	No	135527.99	112141.36
KSE	002380	KCC CORP	D3	1201085.13	N/A	1201085.13	1039970.16	KRW	No	1195965.68	1039970.16
KSE	012750	S1 CORPORATION	D5	211527.43	N/A	211527.43	183936.89	KRW	No	218274.96	183936.89
KSE	000100	YUHAN CORPORATION	D6	342075.00	N/A	342075.00	297456.52	KRW	No	348901.05	297456.52
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	155904.33	N/A	155904.33	132314.27	KRW	No	152161.41	132314.27
KSE	069960	HYUNDAI DEPT STORE CO	D8	271512.21	N/A	271512.21	234557.11	KRW	No	269740.68	234557.11
KSE	004370	MILK CLASS III INDEX	DA	1642560	N/A	1642560	1182809.375	KRW	No	1642560	1182809.375
KSE	079550	LIG NEX1 CO LTD	DB	1225372.17	N/A	1225372.17	1043729.06	KRW	No	1200288.42	1043729.06
KSE	204320	HL MANDO CO LTD	DC	114121.06	N/A	114121.06	99235.70	KRW	No	116063.87	99235.70
KSE	004170	SHINSEGAE INC	DD	670028.95	N/A	670028.95	582633.87	KRW	No	685564.40	582633.87
KSE	161890	KOLMAR KOREA CO LTD	DE	190778.13	N/A	190778.13	165894.02	KRW	No	191354.25	165894.02
KSE	111770	YOUNGONE CORP	DG	245245.00	N/A	245245.00	213256.52	KRW	No	248271.10	213256.52
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	426273.95	N/A	426273.95	367623.16	KRW	No	422766.64	367623.16
KSE	192820	COSMAX INC	DK	488292.72	N/A	488292.72	420248.16	KRW	No	483285.39	420248.16
KSE	039130	HANA TOUR SERVICE INC	DN	139114.46	N/A	139114.46	120661.59	KRW	No	138760.83	120661.59
KSE	086900	MEDY-TOX INC	DP	358396.52	N/A	358396.52	310738.07	KRW	No	357348.78	310738.07
KSE	078340	COM2US CORP	DR	90201.74	N/A	90201.74	78436.30	KRW	No	90446.95	78436.30
KSE	035760	CJ ENM CO LTD	DT	190201.39	N/A	190201.39	164139.86	KRW	No	188760.84	164139.86
KSE	056190	SFA ENGINEERING CORP	DV	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	241560	DOOSAN BOBCAT INC	DW	161959.69	N/A	161959.69	140834.51	KRW	No	164297.72	140834.51
KSE	012630	NYBOT US DOLLAR FX	DX	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	017800	CME DRY WHEY INDEX	DY	229683.03	N/A	229683.03	199724.375	KRW	No	243580.57	199724.375
KSE	240810	WONIK IPS CO LTD	E0	215586	N/A	215586	152612.48	KRW	No	215586	152612.48
KSE	091700	PARTRON CO LTD	E3	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	041510	SM ENTERTAINMENT CO LTD	E4	309094.45	N/A	309094.45	264879.14	KRW	No	304611.01	264879.14
KSE	251270	NETMARBLE CORP	E5	155451.03	N/A	155451.03	130017.19	KRW	No	149519.77	130017.19
KSE	003670	POSCO FUTURE M CO LTD	E8	586607.30	N/A	586607.30	501190.43	KRW	No	576368.99	501190.43
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	009420	HANALL BIOPHARMA CO LTD	EE	130979.86	N/A	130979.86	113895.53	KRW	No	132061.95	113895.53
KSE	035900	JYP ENTERTAINMENT CORP	EF	195389.09	N/A	195389.09	169903.55	KRW	No	197003.30	169903.55
KSE	028670	PAN OCEAN CO LTD	EH	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	321904.72	N/A	321904.72	279917.15	KRW	No	325573.31	279917.15
KSE	093370	FOOSUNG CO LTD	EL	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	375500	DL E&C CO LTD	ER	115464.36	N/A	115464.36	100363.38	KRW	No	115417.89	100363.38
KSE	028050	SAMSUNG E&A CO LTD	ET	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	272210	HANWHA SYSTEMS CO LTD	EV	145533.17	N/A	145533.17	126550.59	KRW	No	147735.49	126550.59
KSE	293490	KAKAO GAMES CORP	EX	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	247540	ECOPRO BM CO LTD	EY	444312	N/A	444312	363864.26	KRW	No	444312	363864.26
KSE	253450	STUDIO DRAGON CORP	EZ	111383.31	N/A	111383.31	96855.05	KRW	No	116303.50	96855.05
KSE	200130	KOLMAR BNH CO LTD	F1	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	036540	SFA SEMICON CO LTD	F2	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	856800	N/A	856800	571200	KRW	No	856800	571200
KSE	373220	LG ENERGY SOLUTION	F5	1270893.66	N/A	1270893.66	1105124.92	KRW	No	1276393.14	1105124.92
KSE	323410	KAKAOBANK CORP	F6	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	377300	KAKAO PAY CORP	F7	165750	N/A	165750	125297.61	KRW	No	165750	125297.61
KSE	259960	KRAFTON INC	F8	729106.78	N/A	729106.78	634005.90	KRW	No	730130.29	634005.90
KSE	302440	SK BIOSCIENCE CO LTD	F9	151008.68	N/A	151008.68	131311.89	KRW	No	151256.24	131311.89
KSE	011200	HMM CO LTD	FA	84772.25	N/A	84772.25	73715	KRW	No	84772.25	73715
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	85878.98	N/A	85878.98	74677.37	KRW	No	88588.47	74677.37
KSE	352820	HYBE CO LTD	FC	875978.81	N/A	875978.81	741761.80	KRW	No	853026.07	741761.80
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1680115.68	N/A	1680115.68	1460970.16	KRW	No	1723995.92	1460970.16
KSE	402340	SK SQUARE CO LTD	FE	1237102.50	N/A	1237102.50	824735	KRW	No	1237102.50	824735
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	363977.02	N/A	363977.02	316501.76	KRW	No	369984.03	316501.76
KSE	383220	F&F CO LTD / NEW	FG	223919.35	N/A	223919.35	194712.48	KRW	No	232769.27	194712.48
KSE	267250	HD HYUNDAI	FH	615273.90	N/A	615273.90	535020.78	KRW	No	625356.99	535020.78
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	304034.64	N/A	304034.64	264377.95	KRW	No	304546.43	264377.95
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	317291.13	N/A	317291.13	275905.33	KRW	No	320912.45	275905.33
KSE	263750	PEARL ABYSS CORP	FL	112677.30	N/A	112677.30	96604.45	KRW	No	111095.12	96604.45
KSE	066970	L&F CO LTD	FM	561681	N/A	561681	374454	KRW	No	561681	374454
KSE	112040	WEMADE CO LTD	FN	88947.75	N/A	88947.75	73715	KRW	No	88947.75	73715
KSE	196170	ALTEOGEN INC	FP	1921650	N/A	1921650	1395815.31	KRW	No	1921650	1395815.31
KSE	058470	LEENO INDUSTRIAL INC	FQ	167435.19	N/A	167435.19	145595.82	KRW	No	169818.46	145595.82

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	4715.47	N/A	4715.47	4100.41	USD	No	4939.71	4295.40
LMEOTC	CA	CARREFOUR SA	CA	20267.60	N/A	20267.60	17624	USD	No	20267.60	17624
LMEOTC	PB	LEAD - LME	PB	4167.35	N/A	4167.35	3623.76	USD	No	4667.43	4058.60
LMEOTC	SNLME	TIN FUTURE	SN	36282.21	N/A	36282.21	31539.86	USD	No	37517.99	32614.12
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7511.80	N/A	7511.80	6532	USD	No	7511.80	6532

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	572.501	N/A	572.501	497.827	EUR	Yes	1094.57	951.798
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1763.96	N/A	1763.96	1533.88	EUR	Yes	2634.45	2290.83
MATIF	EMA	CORN	EMA	1005.51	N/A	1005.51	874.335	EUR	No	1193.77	1038.04

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	254.869	N/A	254.869	221.534	EUR	No	254.764	221.534
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	10867.69	9450.03	15525.28	13500.05	EUR	No	15525.28	13500.05
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1086.76	945.003	1552.51	1350.00	EUR	Yes	1552.51	1350.00

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	8968.81	N/A	8968.81	7798.96	MXN	No	14137.12	12293.14
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	26607.89	N/A	26607.89	23137.29	MXN	No	26607.89	23137.29
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	56337.87	N/A	56337.87	48988.23	MXN	Yes²	62495.40	54342.47
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11267.81	N/A	11267.81	9797.65	MXN	No	12499.35	10868.49

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	3801.11	N/A	3801.11	3305.31	EUR	No	3801.11	3305.31
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3561.36	N/A	3561.36	3095.83	EUR	No	3561.36	3095.83
MONEP	CAC40	CAC 40	FCE	4815.72	4187.58	6879.60	5982.26	EUR	Yes	5732.52	4984.80
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16968.46	N/A	16968.46	14755.19	EUR	No	16968.46	14755.19
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	12686.50	N/A	12686.50	11031.73	EUR	No	12686.50	11031.73
MONEP	CAC40	CAC 40	MFC	481.572	418.758	687.96	598.226	EUR	No	573.252	498.48

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	9846.01	N/A	9846.01	8561.75	INR	Yes	9800.09	8521.82
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11764.50	N/A	11764.50	10230.00	INR	No	11764.50	10230.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4632.15	N/A	4632.15	4018.95	INR	Yes	4600.25	4000.21
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13339.43	N/A	13339.43	11599.50	INR	No	13339.43	11599.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6485.71	N/A	6485.71	5639.75	INR	No	6485.71	5639.75
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2081.32	N/A	2081.32	1809.80	INR	Yes	2070.45	1800.39
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3740.46	N/A	3740.46	3252.57	INR	Yes	3720.18	3234.94
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10204.24	N/A	10204.24	8873.25	INR	Yes	10204.24	8873.25

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	2831.31	N/A	2831.31	2462.01	USD	No	11537.83	10032.89
NYBOT	AC	COFFEE "C" METRIC	AC	75348	N/A	75348	65520	USD	No	75348	65520
NYBOT	CC	COCOA NYBOT	CC	9148.04	N/A	9148.04	7954.82	USD	Yes	9246.81	8040.70
NYBOT	CT	COTTON NO. 2	CT	1813.99	N/A	1813.99	1577.36	USD	Yes	2065.71	1796.27
NYBOT	DX	NYBOT US DOLLAR FX	DX	2578.81	N/A	2578.81	2242.44	USD	Yes	2783.24	2420.21
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	17459.68	N/A	17459.68	15181.91	USD	No	17459.68	15181.91
NYBOT	KC	COFFEE "C"	KC	22234.28	N/A	22234.28	19334.15	USD	Yes	23670.09	20582.68
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	8130.86	N/A	8130.86	7070.31	USD	Yes	6767.175	5884.50
NYBOT	RS	CANOLA	RS	1188.57	N/A	1188.57	1033.54	CAD	No	1374.10	1194.87
NYBOT	SB	SUGAR NO. 11	SB	1573.09	N/A	1573.09	1367.90	USD	Yes	1440.11	1252.27
NYBOT	SF	SUGAR #16 112000 LBS	SF	2305.28	N/A	2305.28	2004.59	USD	No	1952.36	1697.70

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250	N/A	16250	13000	USD	No	16250.00	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16250.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	9915.95	N/A	9915.95	8622.56	USD	No	9915.95	8622.56
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9915.95	N/A	9915.95	8622.56	USD	No	9915.95	8622.56
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	9915.95	N/A	9915.95	8622.56	USD	No	9915.95	8622.56
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	993.688	N/A	993.688	864.076	USD	No	993.688	864.076
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	9287.90	N/A	9287.90	8076.43	USD	Yes	9287.90	8076.43
NYMEX	PA	PALLADIUM INDEX	PA	23643.04	N/A	23643.04	20559.17	USD	No	24200.40	21043.82
NYMEX	PL	PLATINUM INDEX	PL	9536.06	N/A	9536.06	8292.23	USD	No	9536.06	8292.23
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2478.99	N/A	2478.99	2155.64	USD	No	2478.99	2155.64
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.38	N/A	8125.38	6500	USD	No	8125.38	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4783.20	N/A	4783.20	4159.30	USD	No	4783.20	4159.30

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	7199.87	N/A	7199.87	6260.70	USD	No	7199.87	6260.70
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	7301.75	N/A	7301.75	6349.35	USD	No	7301.75	6349.35
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12672.77	N/A	12672.77	11019.80	USD	No	12672.78	11019.80
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6584.31	5725.49	9406.16	8179.27	USD	No	9406.16	8179.27
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3534.18	3073.20	5048.83	4390.28	USD	No	5048.82	4390.28
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	79821.12	N/A	79821.12	69409.66	USD	No	79821.11	69409.66

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	25428.17	N/A	25428.17	22107	SEK	No	25428.17	22107
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	18488.435	16076.90	26412.05	22967	SEK	Yes	26412.05	22967
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1102.32	N/A	1102.32	958.54	SEK	No	7071.59	958.54

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	3612998.54	3141737.86	5161426.48	4488196.94	JPY	Yes	5161426.48	4488196.94
OSE.JPN	N225M	NIKKEI 225 MINI	225M	361299.85	314173.79	516142.65	448819.69	JPY	Yes	516142.65	448819.69
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	36129.99	31417.38	51614.26	44881.97	JPY	No	51614.26	44881.97
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	205037.41	N/A	205037.41	178293.40	JPY	No	205037.41	178293.40
OSE.JPN	TPXC30	TOPIX CORE30	C30	176789.89	N/A	176789.89	153730.34	JPY	No	176789.89	153730.34
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	704594.43	N/A	704594.43	612690.81	JPY	No	704594.43	612690.81
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1859107.29	N/A	1859107.29	1616615.04	JPY	Yes	1859107.29	1616615.04
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	185910.73	N/A	185910.73	161661.50	JPY	No	185910.73	161661.50
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	60996	N/A	60996	53040	JPY	No	60996	53040
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	184862.50	N/A	184862.50	160750	JPY	No	182000.77	158261.54
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	183150.39	N/A	183150.39	159249.10	JPY	No	183150.39	159249.10
OSE.JPN	TOPX	TOPIX INDEX	TPX	1938863.44	1685968.21	2769804.92	2408526.02	JPY	No	2769804.92	2408526.02
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	193886.34	168596.82	276980.49	240852.60	JPY	No	276980.49	240852.60

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	15296.125	N/A	15296.125	12236.90	USD	No	15296.125	12236.90
QBALGOIEU	GOIL	ICE GASOIL	GOIL	15709.36	N/A	15709.36	12567.49	USD	No	15709.36	12567.49
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	No	16250	13000

ICE Futures – US (QBALGOIUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIUS	CC	COCOA NYBOT	CC	9148.04	N/A	9148.04	7954.82	USD	No	9246.81	8040.70
QBALGOIUS	CT	COTTON NO. 2	CT	1813.99	N/A	1813.99	1577.36	USD	No	2065.71	1796.27
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2578.81	N/A	2578.81	2242.44	USD	No	2783.24	2420.21
QBALGOIUS	KC	COFFEE "C"	KC	22234.28	N/A	22234.28	19334.15	USD	No	23670.09	20582.68
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	8130.86	N/A	8130.86	7070.31	USD	No	6767.175	5884.50
QBALGOIUS	SB	SUGAR NO. 11	SB	1573.09	N/A	1573.09	1367.90	USD	No	1440.11	1252.27

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	332841.69	N/A	332841.69	289427.51	JPY	No	332841.64	289427.51
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1756.71	N/A	1756.71	1527.57	USD	No	1756.71	1527.57
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1475.47	1283.02	2107.81	1832.88	USD	No	2107.81	1832.88
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4064.675	N/A	4064.675	3534.50	USD	No	4064.675	3534.50
SGX	XIN0I	FTSE CHINA H50	FCH	3716.72	N/A	3716.72	3231.93	USD	No	3716.72	3231.93
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1219	N/A	1219	1060	USD	No	1219	1060
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1597.37	N/A	1597.37	1389.02	USD	No	1597.37	1389.02
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1714.45	N/A	1714.45	1490.82	USD	No	1714.45	1490.82
SGX	INR	UNITED STATES DOLLAR	INR	10215.45	N/A	10215.45	8883.00	USD	No	10215.45	8883.00
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10205.10	N/A	10205.10	8874.00	USD	No	10205.10	8874.00
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2591.18	N/A	2591.18	2253.20	USD	No	2591.18	2253.20
SGX	SGB	SGX MINI JGB INDEX	JB	347850.37	N/A	347850.37	302473.24	JPY	No	347850.87	302473.24
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	346749.72	N/A	346749.72	301521.50	JPY	No	346749.72	301521.50
SGX	KRW	KOREAN WON	KRW	9798.86	N/A	9798.86	8520	USD	No	9805.11	8520
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1959.60	N/A	1959.60	1703.99	USD	No	1962.48	1706.50
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	394.801	343.306	564.002	490.436	USD	No	564.002	490.436
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6129.27	N/A	6129.27	5329.80	CNH	No	6129.27	5329.80
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1843220.06	N/A	1843220.06	1602800.05	JPY	No	1843220.30	1602800.05
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2109.11	1834.01	3013.02	2620.02	USD	No	3013.02	2620.02
SGX	SGXNK	SGX: NIKKEI 225	NK	1407493.91	1223907.75	2010705.58	1748439.64	JPY	Yes	2010705.58	1748439.64
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	281498.78	244781.55	402141.12	349687.93	JPY	No	402141.12	349687.93
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	69553.97	N/A	69553.97	60481.71	USD	No	69553.97	60481.71
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1799.58	1564.85	2570.83	2235.50	SGD	Yes²	2570.83	2235.50
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7064.13	N/A	7064.13	6142.73	SGD	No	7064.13	6142.73
SGX	STI	SGX STRAITS TIMES INDEX	ST	5824.21	N/A	5824.21	5064.53	SGD	No	5824.21	5064.53
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2581.71	N/A	2581.71	2244.90	USD	No	2581.71	2244.90
SGX	TSR20	SICOM RUBBER	TF	701.50	N/A	701.50	610.00	USD	No	701.50	610
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	29339.26	N/A	29339.26	25511.96	JPY	No	29338.76	25511.96
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1655.04	N/A	1655.04	1438.96	USD	No	1673.95	1455.40
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7744.96	N/A	7744.96	6734.70	USD	No	7744.96	6734.70
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	3944.50	3430	5635	4900	USD	No	5635	4900
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24517.08	N/A	24517.08	21319.20	CNH	Yes	24517.08	21319.20
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	8900837.93	N/A	8900837.93	7739859.07	JPY	No	8900838.43	7739859.07
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1765.96	N/A	1765.96	1535.61	SGD	No	1765.96	1535.61
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1780167.59	N/A	1780167.59	1547971.81	JPY	No	1780167.69	1547971.81
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1268.23	N/A	1268.23	1102.80	SGD	No	1275.26	1102.80
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5110.43	N/A	5110.43	4443.86	SGD	No	5146.14	4443.86
SGX	G13	GENTING SINGAPORE LTD	YGEN	651.366	N/A	651.366	566.405	SGD	No	657.412	566.405
SGX	BN4	KEPPEL LTD	YKEP	5202.32	N/A	5202.32	4523.75	SGD	No	5225.67	4523.75
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6301.45	N/A	6301.45	5479.52	SGD	No	6331.56	5479.52
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4149.78	N/A	4149.78	3608.50	SGD	No	4171.44	3608.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	802.355	N/A	802.355	697.70	SGD	No	803.636	697.69
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5849.37	N/A	5849.37	5086.41	SGD	No	5888.76	5086.41
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2838.41	N/A	2838.41	2468.18	SGD	No	2852.97	2468.19
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30028.06	N/A	30028.06	6781.88	SGD	No	7838.55	6781.88
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	340.016	N/A	340.016	295.284	USD	No	339.577	295.284

ASX24 (SNFE)⁴

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 SNFE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
SNFE	SPI	S&P/ASX 200 INDEX (AUSTRALIA)	AP	12750.395	11087.30	18214.85	15839	AUD	Yes	18214.85	15839
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	642.852	N/A	642.852	559	AUD	No	642.85	559
SNFE	IR	90 DAY BILLS	IR	1385.83	N/A	1385.83	1205.06	AUD	No	1385.82	1205.06
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.47	N/A	3062.47	2663	AUD	No	3062.45	2663
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.65	N/A	1254.65	1091.00	AUD	No	1254.65	1091.00

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