期货与期货期权保证金要求

期货与期货期权保证金概览

欧洲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	9043.36	N/A	9043.36	7863.79	EUR	Yes²	9043.36	7863.79

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	3220.03	2800.02	4600.04	4000.03	MYR	No	4600.04	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	603.772	N/A	603.772	525	USD	No	623.772	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	667.627	N/A	667.627	580.545	USD	No	667.627	580.545
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	945.073	N/A	945.073	816.552	USD	No	939.073	816.552
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1918.31	N/A	1918.31	1668.07	USD	No	2118.31	1668.07
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2993.18	N/A	2993.18	2602.56	USD	No	3218.19	2602.56
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2612.89	N/A	2612.89	2271.95	USD	No	2747.89	2271.95
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2808.74	N/A	2808.74	2442.38	USD	Yes	2679.71	2330.18
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	514.631	N/A	514.631	433.918	USD	No	499.006	433.918
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	881.254	N/A	881.254	720.156	USD	No	828.18	720.156
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1209.92	962.50	1728.45	1375	USD	No	1501.90	1306
CBOT	MZC	MICRO CORN FUTURES	MZC	182.984	N/A	182.984	152.594	USD	No	169.151	147.088
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	408.886	N/A	408.886	355.553	USD	No	443.832	346.292
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	364.941	N/A	364.941	286.906	USD	No	264.794	230.256
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	428.262	N/A	428.262	364.793	USD	No	371.412	322.967
CBOT	MZW	MICRO WHEAT FUTURES	MZW	266.133	N/A	266.133	231.42	USD	No	287.567	241.362
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	222.985	193.90	318.55	277	USD	No	302.45	263
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	241.795	193.90	345.421	277	USD	No	302.45	263
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3864.61	N/A	3864.61	3360.46	USD	No	4054.61	3360.46
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3057.50	N/A	3057.50	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	7176.51	N/A	7176.51	5778.92	USD	Yes	6645.76	5778.92
CBOT	YC	MINI SIZED CORN FUTURES	XC	365.967	N/A	365.967	305.189	USD	No	338.302	294.175
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	856.524	N/A	856.524	729.586	USD	No	742.824	645.934
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	532.267	N/A	532.267	462.841	USD	No	570.133	482.725
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345	N/A	345	300	USD	No	391.456	325.178
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.50	N/A	862.50	750	USD	No	942.364	777.711
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925	USD	No	1196.57	980.498
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1216.41	N/A	1216.41	1057.75	USD	No	724.826	600.982
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2067.30	N/A	2067.30	1797.65	USD	No	4355.31	3704.62
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12099.16	9625.70	17284.51	13751	USD	Yes	15014.40	13056
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.00	N/A	2070.00	1800.00	USD	No	2101.31	1800.00
CBOT	ZB	US TREASURY BOND	ZB	5389.05	N/A	5389.05	4441.56	USD	Yes	5107.80	4441.56
CBOT	ZC	CORN FUTURES	ZC	1829.84	N/A	1829.84	1525.94	USD	Yes	1691.51	1470.88
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.55	N/A	1437.55	1250.04	USD	Yes	1453.24	1250.04
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3871.44	N/A	3871.44	3366.47	USD	Yes	4214.60	3278.78
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3502.98	N/A	3502.98	2759.11	USD	Yes	2546.46	2214.32
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2187.75	N/A	2187.75	1875	USD	Yes	2156.25	1875
CBOT	ZO	OAT FUTURES	ZO	4225.23	N/A	4225.23	3674.11	USD	Yes	3869.15	3321.00
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1376.13	N/A	1376.13	1196.63	USD	Yes²	2383.17	2072.32
CBOT	ZR	ROUGH RICE FUTURES	ZR	3262.61	N/A	3262.61	2836.89	USD	Yes	2633.97	2107.68
CBOT	ZS	SOYBEAN FUTURES	ZS	4282.62	N/A	4282.62	3647.93	USD	Yes	3714.12	3229.67
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.00	N/A	1380.00	1200.00	USD	Yes	1403.74	1200.00
CBOT	ZW	WHEAT FUTURES	ZW	2661.33	N/A	2661.33	2314.20	USD	Yes	2850.67	2413.62

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	2597.33	N/A	2597.33	2258.55	CAD	No	2597.33	2258.55
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1425.87	N/A	1425.87	1239.89	CAD	No	1425.87	1239.89
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	15752.87	13698.15	22504.10	19568.79	CAD	No	22504.11	19568.79
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	14729.24	N/A	14729.24	12808.04	CAD	No	14729.25	12808.04

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	15251.73	N/A	15251.73	13262.38	CHF	Yes	15251.73	13262.38
CEDX	BDE40G	-	DE40F	23589.52	N/A	23589.52	20512.62	EUR	Yes	23589.52	20512.62
CEDX	BES35P	-	ES35F	61488.32	N/A	61488.32	53468.10	EUR	Yes	61488.32	53468.10
CEDX	BEZ50P	-	EZ50F	6078.69	N/A	6078.69	5285.81	EUR	Yes	6078.69	5285.81
CEDX	BFR40P	-	FR40F	8280.69	N/A	8280.69	7200.60	EUR	Yes	8280.69	7200.60
CEDX	BIT40P	-	IT40F	13570.80	N/A	13570.80	11800.70	EUR	Yes	13570.80	11800.70
CEDX	BNO25G	-	NO25F	11200.77	N/A	11200.77	9739.80	NOK	Yes	11200.77	9739.80
CEDX	BSE30P	-	SE30F	33366.85	N/A	33366.85	29014.65	SEK	Yes	33366.85	29014.65
CEDX	BUK100P	-	UK100F	8606.09	N/A	8606.09	7483.56	GBP	Yes	8606.09	7483.56

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	10237.01	N/A	10237.01	8901.75	USD	No	10237.02	8901.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	9227.34	N/A	9227.34	8023.77	USD	No	9227.34	8023.77
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	444.52	N/A	444.52	386.539	USD	No	444.521	386.539
CFE	VA	S&P 500 VARIANCE	VA	143.75	N/A	143.75	125	USD	No	218.50	190
CFE	VIX	CBOE VOLATILITY INDEX	VX	10512.53	N/A	10512.53	9141.33	USD	Yes	25700.71	22348.44
CFE	VIX	CBOE VOLATILITY INDEX	VX45	10537.91	N/A	10537.91	9163.40	USD	No	27151.41	23609.92
CFE	VIX	CBOE VOLATILITY INDEX	VX47	10537.91	N/A	10537.91	9163.40	USD	No	24913.51	21663.92
CFE	VIX	CBOE VOLATILITY INDEX	VX48	10537.91	N/A	10537.91	9163.40	USD	No	24913.51	21663.92
CFE	VIX	CBOE VOLATILITY INDEX	VX49	10537.91	N/A	10537.91	9163.40	USD	No	24913.51	21663.92
CFE	VIX	CBOE VOLATILITY INDEX	VX51	9627.26	N/A	9627.26	8371.53	USD	No	25403.13	22089.68
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1063.73	N/A	1063.73	924.985	USD	No	2518.27	2189.80

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	2455.17	N/A	2455.17	2052.32	USD	Yes	2360.17	2052.32
CME	GBP	BRITISH POUND	6B	2519.36	N/A	2519.36	2190.75	USD	Yes	2744.36	2190.75
CME	CAD	CANADIAN DOLLAR	6C	1468.41	N/A	1468.41	1255.14	USD	Yes	1443.41	1255.14
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4053.24	N/A	4053.24	3448.47	USD	Yes	3965.74	3448.47
CME	JPY	JAPANESE YEN	6J	3220.04	N/A	3220.04	2800.03	USD	Yes	3507.54	2800.03
CME	BRE	BRAZILIAN REAL	6L	1862.52	N/A	1862.52	1416.375	USD	Yes²	7018.58	5042.60
CME	6M	MEXICAN PESO	6M	1892.49	N/A	1892.49	1632.60	USD	Yes	1877.49	1632.60
CME	NZD	NEW ZEALAND DOLLAR	6N	1989.60	N/A	1989.60	1699.65	USD	Yes²	1954.60	1699.65
CME	CHF	SWISS FRANC	6S	6145.38	N/A	6145.38	4811.20	USD	Yes	5532.88	4811.20
CME	ZAR	SOUTH AFRICAN RAND	6Z	2441.55	N/A	2441.55	2036.125	USD	No	2341.55	2036.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	13622.34	N/A	13622.34	11845.51	CAD	No	13622.34	11845.51
CME	AJY	AUSTRALIAN DOLLAR	AJY	2830981.82	N/A	2830981.82	2364331.32	JPY	No	2718981.02	2364331.32
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	988.397	N/A	988.397	859.476	USD	No	1001.49	855.033
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	33960.97	N/A	33960.97	29531.28	USD	No	33960.97	29531.28
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	180374.88	N/A	180374.88	156847.72	USD	Yes	189139.01	156847.72
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	256191.25	N/A	256191.25	222775	EUR	No	307429.50	267330
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	6616.41	N/A	6616.41	5753.40	USD	No	3716.61	3101.40
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	4610.06	N/A	4610.06	4008.75	USD	No	4610.06	4008.75
CME	CJY	CANADIAN DOLLAR	CJY	2607443.99	N/A	2607443.99	2267342.60	JPY	No	2607444.39	2267342.60
CME	CNH	UNITED STATES DOLLAR	CNH	24519.78	N/A	24519.78	21321	CNH	No	25519.78	21321
CME	CSC	CHEESE	CSC	5722.58	N/A	5722.58	4976.16	USD	No	7068.39	6024.69
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	21630.70	N/A	21630.70	18809.30	USD	Yes²	21630.70	18809.30
CME	DA	MILK CLASS III INDEX	DC	5331.18	N/A	5331.18	4635.81	USD	Yes	5786.26	4927.18
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	10158.90	N/A	10158.90	8738.17	USD	No	10032.84	8724.21
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2026.62	N/A	2026.62	1724.24	USD	No	1982.87	1724.24
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	19208.92	N/A	19208.92	16697.13	AUD	No	19383.92	16697.13
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	5123.825	N/A	5123.825	4455.50	EUR	No	6270.59	5346.60
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	11829.46	N/A	11829.46	10162.33	CAD	No	11691.96	10162.33
CME	ECK	CZECH KORUNA	ECK	9471.40	N/A	9471.40	8236	EUR	No	9471.40	8236
CME	EEM	MICRO ETHER EURO	EEM	218.694	N/A	218.694	190.148	EUR	No	222.444	190.148
CME	EHF	HUNGARIAN FORINT	EHF	5745.57	N/A	5745.57	4996.15	EUR	Yes²	5757.57	4996.15
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18565.27	15484.70	26521.82	22121	USD	Yes²	25242.50	21950
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	280197.55	243041.35	400282.22	347201.93	JPY	No	395600	344000
CME	EPZ	POLISH ZLOTY	EPZ	6785	N/A	6785	5900	EUR	Yes²	6785	5900
CME	ES	E-MINI S&P 500	ES	16407.03	14915.48	23438.62	21307.83	USD	Yes	22034.10	20031
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	22182.55	N/A	22182.55	19284.34	USD	No	22322.54	19284.34
CME	ESTR	EURO SHORT-TERM RATE	ESR	646.293	N/A	646.293	561.99	EUR	No	764.644	648.597
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	109335.01	N/A	109335.01	95073.92	EUR	No	109335.01	95073.92
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	81138.32	N/A	81138.32	70555.06	USD	Yes	103197.90	88193.83
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12675.03	N/A	12675.03	10520	USD	No	10680.05	9287
CME	GSCI	S&P-GSCI INDEX	GD	21247.94	N/A	21247.94	18280.82	USD	No	21022.94	18280.82
CME	GDK	CLASS IV MILK - 200K LBS	GDK	3426.46	N/A	3426.46	2979.53	USD	No	2392.95	2080.83
CME	GF	FEEDER CATTLE	GF	14002.64	N/A	14002.64	12176.21	USD	Yes	14990.14	12176.21
CME	NF	NON FAT DRY MILK INDEX	GNF	6279.73	N/A	6279.73	5460.64	USD	No	13660.21	11878.44
CME	HE	LEAN HOGS	HE	3377.72	N/A	3377.72	2937.15	USD	Yes	3547.72	2937.15
CME	HUF	HUNGARIAN FORINT	HUF	11564.37	N/A	11564.37	10050.75	USD	Yes²	11558.37	10050.75
CME	IBAA	BOVESPA INDEX - USD	IBV	39224.28	N/A	39224.28	34108.07	USD	No	40657.10	35354
CME	ILS	ISRAELI SHEKEL	ILS	38802.97	N/A	38802.97	32654.75	USD	Yes²	37552.97	32654.75
CME	J7	JAPANESE YEN	J7	1610.02	N/A	1610.02	1400.02	USD	No	1753.77	1400.02
CME	KRW	KOREAN WON	KRW	16757.79	N/A	16757.79	14566.875	USD	Yes²	11330.78	9425.625
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	2467.68	N/A	2467.68	2133.61	USD	No	1409.93	1225.89
CME	LE	LIVE CATTLE	LE	6696.53	N/A	6696.53	5823.07	USD	Yes	7296.53	5823.07
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	742.608	645.746	1060.87	922.494	USD	No	982.10	854
CME	M6A	AUSTRALIAN DOLLAR	M6A	245.517	N/A	245.517	205.232	USD	No	236.017	205.232
CME	M6B	BRITISH POUND	M6B	251.936	N/A	251.936	219.075	USD	No	274.436	219.075
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	405.324	N/A	405.324	344.847	USD	No	396.574	344.847
CME	MBT	MICRO BITCOIN	MBT	3607.50	N/A	3607.50	3136.95	USD	Yes	3782.78	3136.95
CME	MCD	CANADIAN DOLLAR	MCD	146.841	N/A	146.841	125.514	USD	No	144.341	125.514
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1640.70	1491.55	2343.86	2130.78	USD	Yes	2203.30	2003
CME	MET	MICRO ETHER	MET	162.277	N/A	162.277	141.11	USD	Yes	206.496	176.388
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	1299.21	N/A	1299.21	1129.70	USD	No	1299.21	1129.70
CME	MJY	JAPANESE YEN	MJY	322.004	N/A	322.004	280.003	USD	No	354.504	280.003
CME	MNH	UNITED STATES DOLLAR	MNH	2456.40	N/A	2456.40	2136.00	CNH	No	2556.40	2136.00
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	140273.78	121520.67	200391.11	173600.96	JPY	No	197800	172000
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2226.43	N/A	2226.43	1907.76	USD	No	2193.93	1907.76
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2628.32	2389.38	3754.75	3413.41	USD	Yes	4037.85	3413.41
CME	MSF	SWISS FRANC	MSF	614.538	N/A	614.538	481.12	USD	No	553.288	481.12
CME	MSL	MICRO SOLANA	MSL	1893.99	N/A	1893.99	1646.95	USD	No	2560.51	2167.84
CME	MXP	MICRO XRP	MXP	3095.48	N/A	3095.48	2691.70	USD	No	3276.73	2691.70
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1400987.76	1215340	2001411.09	1736200	JPY	No	1977885	1719900
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	21939.28	N/A	21939.28	19077.63	USD	No	21939.28	19077.63
CME	NOK	NORWEGIAN KRONE	NOK	23333.37	N/A	23333.37	20289.19	USD	No	23733.37	20289.19
CME	NQ	E-MINI NASDAQ 100	NQ	26283.23	23893.85	37547.47	34134.07	USD	Yes	40378.49	34134.07
CME	NYM	NEW YORK HOUSING INDEX	NYM	4830	N/A	4830	4200	USD	No	4830	4200
CME	PJY	BRITISH POUND	PJY	2884801.95	N/A	2884801.95	2503089.20	JPY	No	2878552.58	2503089.20
CME	PLN	POLISH ZLOTY	PLN	15439.03	N/A	15439.03	13425.24	USD	Yes²	15659.03	13425.24
CME	PSF	BRITISH POUND	PSF	12029.05	N/A	12029.05	10460.04	CHF	No	12954.05	10460.04
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	284.049	N/A	284.049	247.00	USD	No	296.279	247.00
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	244.95	N/A	244.95	213	USD	No	244.95	213
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	250.70	N/A	250.70	218	USD	No	250.70	218
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	136.815	118.969	195.45	169.956	USD	No	207.60	169.956
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	134.951	117.349	192.787	167.641	USD	No	192.787	167.641
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	149.73	130.20	213.90	186	USD	No	197.80	172
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	149.73	130.20	213.90	186	USD	No	197.80	172
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	344.54	299.60	492.20	428	USD	No	463.45	403
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	344.54	299.60	492.20	428	USD	No	463.45	403
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	274.992	N/A	274.992	239.123	USD	No	274.992	239.123
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4142.62	N/A	4142.62	3602.14	CHF	No	4542.62	3602.14
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8120.15	N/A	8120.15	7061	USD	Yes²	8120.15	7061
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9030.55	N/A	9030.55	7850.92	EUR	Yes²	9028.55	7850.92
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6710.84	N/A	6710.84	5509.375	GBP	No	6335.84	5509.375
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	15859.29	N/A	15859.29	13781.62	USD	No	16019.29	13781.62
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	55108.00	N/A	55108.00	47904.99	USD	No	56793.01	47904.99
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11195.32	N/A	11195.32	9324.90	USD	No	10725.32	9324.90
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7426.08	6457.46	10608.69	9224.94	USD	Yes	9818.70	8538
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1327568.03	N/A	1327568.03	1072867.87	JPY	Yes²	1233817.91	1072867.87
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4539.62	N/A	4539.62	3947.50	USD	No	4552.12	3947.50
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	14210.07	N/A	14210.07	12269.34	USD	No	14110.07	12269.34
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5088.75	N/A	5088.75	4425	USD	No	5088.75	4425
CME	SGX	SHORT GILT	SG	346753.50	N/A	346753.50	301524.74	USD	No	346753.46	301524.74
CME	SIR	INDIAN RUPEE	SIR	6495.91	N/A	6495.91	5648.50	USD	No	6575.91	5648.50
CME	SJY	SWISS FRANC	SJY	4652262.88	N/A	4652262.88	3843271.85	JPY	No	4419762.63	3843271.85
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32661.66	N/A	32661.66	28401.44	USD	No	32661.66	28401.44
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	37880.45	N/A	37880.45	32939	USD	No	51411.07	43356.77
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	827.671	N/A	827.671	719.714	GBP	No	1949.48	1695.20
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1302.72	N/A	1302.72	1132.80	USD	No	2393.56	2045.12
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.75	N/A	833.75	725	USD	Yes	1513.52	1283.51
CME	SVX	SCHNEIDER ELECTRIC SE	SU	83973.81	N/A	83973.81	73020.69	USD	No	83973.79	73020.69
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	722.647	N/A	722.647	628.389	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	13623.28	N/A	13623.28	11011.29	USD	No	12663.28	11011.29
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14413.87	N/A	14413.87	12533.41	USD	No	15443.87	12533.41
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	12079.81	N/A	12079.81	9300	USD	No	9605.95	8353
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	21541.92	N/A	21541.92	18069.05	USD	No	20781.92	18069.05
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	32316.74	N/A	32316.74	28038.16	USD	No	32246.75	28038.16
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	6128.58	N/A	6128.58	5120.28	USD	No	5888.59	5120.28
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4097.83	N/A	4097.83	3562.94	USD	No	4285.33	3562.94
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10721.23	N/A	10721.23	9322.44	USD	No	10921.22	9322.44
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17296.64	N/A	17296.64	13361.62	USD	No	15366.65	13361.62
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	52784.55	N/A	52784.55	45893.17	USD	No	54494.56	45893.17
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	10737.34	N/A	10737.34	9335.97	USD	No	10664.28	8810
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	61911.58	N/A	61911.58	53833.93	USD	No	65661.58	53833.93

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	414.797	N/A	414.797	360.693	USD	No	414.799	360.695
COINDERIV	ET	-	ET	198.03	N/A	198.03	172.20	USD	No	237.636	206.64

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	428.059	N/A	428.059	303.964	USD	No	349.559	303.964
COMEX	ALI	ALUMINUM INDEX	ALI	8333.44	N/A	8333.44	6659.52	USD	No	7658.44	6659.52
COMEX	GC	GOLD	GC	42846.30	N/A	42846.30	30396.76	USD	Yes	34956.28	30396.76
COMEX	HG	COPPER INDEX	HG	20447.50	N/A	20447.50	12665	USD	Yes	17547.50	12665
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2444.71	N/A	2444.71	1986.66	USD	No	2629.37	2286.35
COMEX	MGC	E-MICRO GOLD	MGC	4284.63	N/A	4284.63	3039.68	USD	Yes	3495.63	3039.68
COMEX	MHG	MICRO COPPER	MHG	2046	N/A	2046	1266.50	USD	No	1753.50	1266.50
COMEX	QC	COMEX MINY COPPER	QC	10223.75	N/A	10223.75	6332.50	USD	No	8773.75	6332.50
COMEX	QI	COMEX MINY SILVER	QI	23988.63	N/A	23988.63	15857.50	USD	No	19619.50	15857.50
COMEX	QO	COMEX MINY GOLD	QO	21423.15	N/A	21423.15	15198.38	USD	No	17478.14	15198.38
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	23613.44	N/A	23613.44	20533.43	USD	No	24291.81	20533.43
COMEX	SI	SILVER INDEX	SI	47977.25	N/A	47977.25	31715.00	USD	Yes	39238.99	31715.00
COMEX	SI	SILVER INDEX	SIL	9595.45	N/A	9595.45	6343.00	USD	No	7847.80	6343.00
COMEX	UX	URANIUM INDEX	UX	3999.48	N/A	3999.48	3477.81	USD	No	3999.48	3477.81

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	46373.75	N/A	46373.75	40325.00	EUR	No	46373.75	40325.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	7815.40	N/A	7815.40	6796.00	EUR	Yes	7815.40	6796.00

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	11488.83	N/A	11488.83	9990.29	CHF	No	11488.83	9990.29
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6006.49	N/A	6006.49	5223.04	EUR	No	6006.49	5223.04
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2997.62	N/A	2997.62	2606.63	EUR	Yes	4306.06	3744.40
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1114.37	N/A	1114.37	969.018	EUR	No	1413.26	1228.92
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3795.26	N/A	3795.26	3300.23	USD	No	3795.26	3300.23
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2626.60	N/A	2626.60	2284.00	EUR	No	2626.60	2284.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	34902.99	30350.425	49861.41	43357.75	EUR	Yes	48556.45	42223
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9586.40	N/A	9586.40	8336.00	EUR	Yes²	9586.40	8336.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	6980.60	6070.085	9972.28	8671.55	EUR	No	9711.29	8444.60
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1396.12	1214.02	1994.46	1734.31	EUR	Yes	1942.26	1688.92
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	524.544	N/A	524.544	456.1255	EUR	No	504.983	439.1155
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2190.48	N/A	2190.48	1904.37	EUR	No	2190.48	1904.37
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4861.05	N/A	4861.05	4227	EUR	Yes²	4861.05	4227
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1421.85	N/A	1421.85	1236.34	EUR	No	885.425	769.898
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6195.70	N/A	6195.70	5387.57	EUR	Yes²	6195.70	5387.57
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1110.45	965.61	1586.36	1379.44	EUR	Yes	1439.92	1252.10
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5427.50	N/A	5427.50	4719.57	EUR	Yes²	4906.54	4266.56
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1998.43	N/A	1998.43	1736.47	EUR	Yes²	1810.50	1573.18
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3168.40	N/A	3168.40	2755.13	EUR	Yes²	2839.01	2468.705
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7180.72	N/A	7180.72	6244.10	EUR	Yes²	6955.16	6047.96
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2968.60	N/A	2968.60	2581.39	EUR	Yes²	2968.60	2581.39
EUREX	ESI	EURO STOXX INSURANCE	FESI	3104.64	N/A	3104.64	2697.80	EUR	Yes²	2662.35	2313.46
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1406.92	N/A	1406.92	1223.41	EUR	Yes²	1119.87	973.802
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3608.89	N/A	3608.89	3138.17	EUR	Yes²	3544.55	3082.22
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1311.58	N/A	1311.58	1140.50	EUR	Yes²	1311.58	1140.50
EUREX	SXRE	EURO STOXX RETAIL	FESR	3639.76	N/A	3639.76	3165.01	EUR	Yes²	3500.07	3043.54
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1251.14	N/A	1251.14	1087.95	EUR	Yes²	1166.58	1014.41
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1060.63	N/A	1060.63	922.29	EUR	Yes²	984.40	856.00
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1899.32	N/A	1899.32	1651.30	EUR	Yes	1563.28	1359.15
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1079.69	N/A	1079.69	938.865	EUR	Yes²	1079.69	938.865
EUREX	ESTX50	EURO STOXX50	FESX	3151.58	2740.51	4502.26	3915.01	EUR	Yes	4363.80	3794.61
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	19405.36	N/A	19405.36	16874.22	EUR	Yes²	19405.36	16874.22
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5537.83	N/A	5537.83	4815.51	EUR	Yes²	5775.18	5021.90
EUREX	EU3	THREE MONTH EURIBOR	FEU3	233.394	N/A	233.394	202.951	EUR	Yes	233.394	202.951
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2656.50	2310	3795	3300	EUR	Yes	3795	3300
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9840.60	N/A	9840.60	8554.31	EUR	Yes²	9840.60	8554.31
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	790.248	N/A	790.248	687.172	GBP	No	790.248	687.172
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2269.34	N/A	2269.34	1973.34	EUR	Yes	2929.02	2546.97
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1255.72	N/A	1255.72	1091.93	EUR	Yes	1587.45	1380.39
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	457.403	N/A	457.403	397.742	EUR	Yes	544.062	473.097
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	6131.74	N/A	6131.74	5331.95	EUR	Yes	6131.74	5331.95
EUREX	DJESL	EURO STOXX LARGE	FLCE	2538.09	N/A	2538.09	2206.705	EUR	No	2216.99	1927.525
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2333.10	N/A	2333.10	2028.79	EUR	No	1828.48	1589.98
EUREX	DJESM	EURO STOXX MID	FMCE	2268.38	N/A	2268.38	1972.07	EUR	No	1784.73	1551.595
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2700.94	N/A	2700.94	2348.60	USD	No	3419.95	2973.82
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2371.93	N/A	2371.93	2062.33	EUR	Yes²	1894.43	1647.16
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	6771.97	N/A	6771.97	5888.64	USD	No	5682.64	4941.40
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	11005.54	N/A	11005.54	9570.01	USD	No	11005.54	9570.01
EUREX	MXEU	MSCI EUROPE	FMEP	1491.33	N/A	1491.33	1296.81	EUR	No	1410.22	1226.27
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3025.57	N/A	3025.57	2630.89	EUR	No	2516.71	2188.41
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10228.19	N/A	10228.19	8893.69	USD	No	8984.15	7811.96
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6745.29	N/A	6745.29	5865.10	USD	No	6199.46	5390.50
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12477.05	N/A	12477.05	10847.76	USD	No	12477.05	10847.76
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4114.54	N/A	4114.54	3577.83	EUR	No	3698.95	3216.45
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	9682.08	N/A	9682.08	8419.14	USD	No	9682.08	8419.14
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7518.05	N/A	7518.05	6535.67	USD	No	7518.05	6535.67
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2389.70	N/A	2389.70	2078.00	EUR	No	2633.43	2289.94
EUREX	DJESS	EURO STOXX SMALL	FSCE	1419.92	N/A	1419.92	1234.35	EUR	No	1177.09	1023.25
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1562.54	N/A	1562.54	1358.68	EUR	No	1287.16	1119.23
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1586.82	N/A	1586.82	1379.81	EUR	No	1234.60	1073.54
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3655.54	N/A	3655.54	3178.73	CHF	Yes²	3655.54	3178.73
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8825.10	N/A	8825.10	7674.00	CHF	No	8825.10	7674.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	6008.69	5224.95	8583.84	7464.21	CHF	Yes	7781.90	6766.87
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4279.75	N/A	4279.75	3718.18	CHF	Yes²	4279.75	3718.18
EUREX	SMI	SWISS MARKET INDEX	FSMS	600.869	522.495	858.384	746.421	CHF	No	778.19	676.687
EUREX	MDAX	MIDCAP DAX	FSMX	2770.65	N/A	2770.65	2409.17	EUR	No	2251.40	1957.66
EUREX	ST3	THREE MONTH ESTR	FST3	74.8479	N/A	74.8479	65.0851	EUR	No	74.8479	65.0851
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2856.31	N/A	2856.31	2483.72	EUR	Yes²	2723.66	2368.37
EUREX	SX7P	STOXX 600 BANKS	FSTB	2077.16	N/A	2077.16	1806.21	EUR	Yes	1748.91	1520.78
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4492.26	N/A	4492.26	3904.94	EUR	Yes²	3836.44	3334.86
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1940.89	N/A	1940.89	1687.72	EUR	Yes	1779.20	1547.12
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4671.64	N/A	4671.64	4060.84	EUR	Yes²	3742.11	3252.84
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4978.40	N/A	4978.40	4328.39	EUR	Yes²	4496.11	3909.07
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4440.52	N/A	4440.52	3861.24	EUR	Yes²	3758.01	3267.76
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3014.39	N/A	3014.39	2621.05	EUR	Yes²	2471.12	2148.67
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	706.91	N/A	706.91	614.679	EUR	No	706.91	614.679
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1391.37	N/A	1391.37	1209.68	EUR	Yes²	1352.56	1175.94
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3767.67	N/A	3767.67	3275.98	EUR	Yes²	3632.00	3158.01
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1855.34	N/A	1855.34	1613.25	EUR	Yes²	2208.64	1920.45
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1692.29	N/A	1692.29	1471.33	EUR	Yes²	1692.29	1471.33
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3765.13	N/A	3765.13	3273.99	EUR	Yes	3993.78	3472.82
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	729.411	N/A	729.411	634.25	EUR	Yes²	729.411	634.25
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1779.75	N/A	1779.75	1547.59	EUR	Yes	1383.18	1202.75
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1188.97	N/A	1188.97	1033.71	EUR	Yes²	1174.51	1021.14
EUREX	STX	STOXX50	FSTX	3672.78	N/A	3672.78	3193.49	EUR	Yes²	2791.83	2427.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	8366.33	N/A	8366.33	7274.53	EUR	Yes²	8366.33	7274.53
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3454.49	N/A	3454.49	3002.82	EUR	Yes²	3454.49	3002.82
EUREX	ESTX50	EURO STOXX50	FSXE	315.158	274.051	450.226	391.501	EUR	No	436.38	379.461
EUREX	TDX	TECDAX	FTDX	8237.08	N/A	8237.08	7162.67	EUR	Yes²	8237.08	7162.67
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	693.476	N/A	693.476	602.975	USD	No	693.476	602.975
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	983.25	N/A	983.25	855	EUR	Yes	2388.48	2076.94
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2432.16	N/A	2432.16	2114.005	EUR	No	1996.10	1734.99
EUREX	DJ600	STOXX 600 INDEX	FXXP	1569.92	1365.15	2242.74	1950.21	EUR	Yes	1818.29	1581.12
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	218.308	N/A	218.308	189.833	EUR	No	218.308	189.833

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	9748.03	N/A	9748.03	8476.54	EUR	No	9748.03	8476.54
FTA	EOE	AMS EOE INDEX	FTI	12525.48	10891.72	17893.54	15559.60	EUR	Yes	13297.45	11563.00
FTA	EOE	AMS EOE INDEX	MFA	1252.55	1089.17	1789.35	1555.96	EUR	No	1329.74	1156.30

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	88518.50	N/A	88518.50	70814.80	HKD	No	88518.50	70814.80
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26643.375	N/A	26643.375	21314.70	CNH	Yes	26643.375	21314.70
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3750.13	N/A	3750.13	3000.10	HKD	No	3750.13	3000.10
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10875.13	N/A	10875.13	8700.10	HKD	No	10875.13	8700.10
HKFE	GDR	CNH GOLD FUTURES	GDR	713441.13	N/A	713441.13	570752.90	CNH	No	713441.15	570752.90
HKFE	GDU	USD GOLD FUTURES	GDU	101214.99	N/A	101214.99	80971.99	USD	No	101214.99	80971.99
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	50184.75	40147.80	71692.50	57354	HKD	Yes	71692.50	57354
HKFE	HSI	HANG SENG STOCK INDEX	HSI	102358.60	81886.88	146226.57	116981.26	HKD	Yes	146226.57	116981.26
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	31219.89	24975.91	44599.84	35679.87	HKD	Yes	44599.84	35679.87
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3857.77	3086.22	5511.10	4408.88	USD	No	5511.11	4408.88
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	10036.95	8029.56	14338.50	11470.80	HKD	Yes	14338.50	11470.80
HKFE	MCS	UNITED STATES DOLLAR	MCS	5330.10	N/A	5330.10	4263.12	CNH	No	5330.10	4263.12
HKFE	MHI	MINI HANG SENG INDEX	MHI	20471.72	16377.38	29245.31	23396.25	HKD	Yes	29245.31	23396.25
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2144.14	N/A	2144.14	1715.31	USD	No	2144.14	1715.31
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5257.25	N/A	5257.25	4205.80	USD	No	5257.24	4205.80
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	8924.46	N/A	8924.46	7139.44	USD	No	8924.46	7139.44
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	58281.25	N/A	58281.25	46625	HKD	No	134187.50	107350

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	691.082	600.941
ICEEU	SG	GENERALI	G	2626.70	N/A	2626.70	2284.09	GBP	No	2626.71	2284.09
ICEEU	H	MEDIUM GILT	H	4687.90	N/A	4687.90	4076.43	GBP	No	4687.89	4076.43
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	332.063	N/A	332.063	288.75	EUR	Yes	661.682	575.371
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5562.03	N/A	5562.03	4836.10	USD	No	5562.03	4836.10
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2107.10	N/A	2107.10	1832.26	EUR	No	2107.10	1832.26
ICEEU	P	10 YEAR EURO SWAPNOTE	P	4678.88	N/A	4678.88	4068.59	EUR	No	4678.87	4068.59
ICEEU	R	LONG GILT	R	3057.51	N/A	3057.51	2658.71	GBP	No	3057.51	2658.71
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	340.379	N/A	340.379	295.981	CHF	No	644.046	558.955
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	540.628	N/A	540.628	470.109	GBP	No	1406.76	1223.27
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1068.34	N/A	1068.34	928.988	EUR	No	1068.34	928.988
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	723.135	N/A	723.135	628.813	GBP	No	723.135	628.813
ICEEU	Y	FTSE 250 INDEX	Y2	4842.10	N/A	4842.10	4210.31	GBP	No	4842.10	4210.31
ICEEU	Z	FTSE 100 INDEX	Z	4959.81	4312.875	7085.44	6161.25	GBP	Yes	7085.44	6161.25

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	7235.66	N/A	7235.66	6291.87	GBP	No	7769.29	6755.90
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6428.33	N/A	6428.33	5589.85	USD	No	10145.86	8822.49
ICEEUSOFT	T	WHEAT	T	1890.24	N/A	1890.24	1643.39	GBP	No	2206.62	1918.46
ICEEUSOFT	W	WHITE SUGAR	W	1695.10	N/A	1695.10	1474.00	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	7080.51	N/A	7080.51	6156.96	USD	No	7408.24	6441.95
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25627749.86	N/A	25627749.86	22284999.875	JPY	No	25693100.62	22341826.62
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10729.69	N/A	10729.69	9329.96	USD	No	10490.89	9122.31
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13623.55	N/A	13623.55	11846.56	CAD	No	14518.47	12624.76
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6335.78	N/A	6335.78	5509.375	GBP	No	6609.09	5747.04
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20357.04	N/A	20357.04	17701.77	AUD	No	20206.14	17570.55
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6289.37	N/A	6289.37	5469.02	CHF	No	6770.87	5887.71
ICEUS	ZY	SWISS FRANC	KZY	4419762.88	N/A	4419762.88	3843271.85	JPY	No	4567301.55	3971566.57
ICEUS	MP	BRITISH POUND	MP	7558.09	N/A	7558.09	6572.25	USD	No	7151.82	6218.98
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12106.72	N/A	12106.72	10527.59	CHF	No	12294.47	10690.85
ICEUS	GBP	BRITISH POUND	SY	2878552.58	N/A	2878552.58	2503089.20	JPY	No	3167158.05	2754049.94

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	2265.50	N/A	2265.50	1970	EUR	No	2265.50	1970
IDEM	FTMIB	FTSE MIB INDEX	FIB	21746.03	18909.59	31065.755	27013.70	EUR	Yes	31065.755	27013.70
IDEM	FTMIB	FTSE MIB INDEX	MICR	869.841	756.384	1242.63	1080.55	EUR	No	1242.63	1080.55
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	4349.21	3781.92	6213.15	5402.74	EUR	No	6213.15	5402.74
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1297.99	N/A	1297.99	1128.69	EUR	No	1297.99	1128.69

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	16051.19	N/A	16051.19	13957.56	USD	No	16051.19	13957.56
IPE	COIL	ICE BRENT CRUDE	COIL	14625	N/A	14625	11700	USD	Yes	14625	11700
IPE	GOIL	ICE GASOIL	GOIL	8687.445	N/A	8687.445	6949.96	USD	No	8687.445	6949.96
IPE	HOIL	ICE HEATING OIL	HOIL	22680	N/A	22680	18144	USD	No	22680	18144
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	22023.59	N/A	22023.59	19150.95	USD	No	22023.59	19150.95
IPE	NGF	ICE UK NATURAL GAS	NGF	3930.41	N/A	3930.41	3417.75	GBP	No	25128.60	3417.75
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	18629.89	N/A	18629.89	14903.91	USD	No	18629.89	14903.91
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14270.64	N/A	14270.64	11416.51	USD	Yes	14270.64	11416.51

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	11827462.74	10284750.21	16896375.345	14692500.30	KRW	Yes	16896378.345	14692500.30
KSE	K200M	MINI KOSPI200 INDEX	05	2365492.55	2056950.04	3379275.07	2938500.06	KRW	Yes	3379275.67	2938500.06
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1461324.46	1110200	2087606.375	1586000	KRW	No	2087606.375	1586000
KSE	000670	YOUNG POONG CORPORATION	0Q	156687.50	N/A	156687.50	136250	KRW	No	162687.50	136250
KSE	005930	HANG SENG BANK LTD	11	299412.50	N/A	299412.50	257750	KRW	No	296412.50	257750
KSE	017670	HENDERSON LAND DEVELOPMENT	12	155537.50	N/A	155537.50	135250	KRW	No	156537.50	135250
KSE	005490	POSCO HOLDINGS INC	13	915687.50	N/A	915687.50	796250	KRW	No	920687.50	796250
KSE	030200	KTCORPORATION	14	144668.75	N/A	144668.75	123625	KRW	No	142168.75	123625
KSE	015760	KOREA ELECTRIC POWER CORP	15	136993.75	N/A	136993.75	119125	KRW	No	136993.75	119125
KSE	005380	SUN HUNG KAI PROPERTIES	16	792062.50	N/A	792062.50	688750	KRW	No	797062.50	688750
KSE	016360	NEW WORLD DEVELOPMENT	17	240487.50	N/A	240487.50	208250	KRW	No	239487.50	208250
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	234025	N/A	234025	203500	KRW	No	240025	203500
KSE	000270	SWIRE PACIFIC LTD - CL A	19	340975	N/A	340975	296500	KRW	No	341975	296500
KSE	007340	DN AUTOMOTIVE CORP	1T	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	642712.50	N/A	642712.50	543750	KRW	No	642712.50	543750
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	137568.75	N/A	137568.75	119625	KRW	No	138068.75	119625
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	398187.50	N/A	398187.50	346250	KRW	No	398187.50	346250
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	352412.50	N/A	352412.50	277750	KRW	No	319412.50	277750
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2366125	N/A	2366125	2057500	KRW	No	2366125	2057500
KSE	012330	HYUNDAI MOBIS CO LTD	20	862500	N/A	862500	750000	KRW	No	882500	750000
KSE	006400	SAMSUNG SDI CO LTD	22	934312.50	N/A	934312.50	803750	KRW	No	924312.50	803750
KSE	009150	BANK OF EAST ASIA LTD	23	651187.50	N/A	651187.50	566250	KRW	No	666187.50	566250
KSE	066570	LG ELECTRONICS INC	24	271087.50	N/A	271087.50	232250	KRW	No	267087.50	232250
KSE	036460	KOREA GAS CORPORATION	28	124693.75	N/A	124693.75	107125	KRW	No	123193.75	107125
KSE	017960	HAN KUK CARBON CO LTD	2A	90993.75	N/A	90993.75	79125	KRW	No	91993.75	79125
KSE	095340	ISC CO LTD	2B	226550	N/A	226550	197000	KRW	No	230550	197000
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	357780	SOULBRAIN CO LTD/NEW	2D	829125	N/A	829125	687500	KRW	No	829125	687500
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	086520	ECOPRO CO LTD	2F	300456	N/A	300456	238531.18	KRW	No	300456	238531.18
KSE	140860	PARK SYSTEMS CORP	2G	660500	N/A	660500	570000	KRW	No	655500	570000
KSE	030520	HANCOM INC	2H	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	004020	HYUNDAI STEEL CO	32	93862.50	N/A	93862.50	80750	KRW	No	92862.50	80750
KSE	003550	LG CORP	34	250525	N/A	250525	213500	KRW	No	245525	213500
KSE	078930	GS HOLDINGS	35	175225	N/A	175225	151500	KRW	No	174225	151500
KSE	033780	KT & G CORPORATION	36	406375	N/A	406375	352500	KRW	No	405375	352500
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1224750	N/A	1224750	1065000	KRW	No	1234750	1065000
KSE	086790	HANA FINANCIAL GROUP	40	277150	N/A	277150	241000	KRW	No	278150	241000
KSE	096770	SK INNOVATION CO LTD	41	363687.50	N/A	363687.50	316250	KRW	No	373687.50	316250
KSE	001040	CJ CORP	42	491187.50	N/A	491187.50	426250	KRW	No	490187.50	426250
KSE	034220	LG DISPLAY CO LTD	45	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	105560	KB FINANCIAL GROUP INC	46	384588.75	N/A	384588.75	334425	KRW	No	391288.75	334425
KSE	051910	LG CHEM LTD	47	1146312.50	N/A	1146312.50	983750	KRW	No	1131312.50	983750
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	000660	SK HYNIX INC	50	2082375	N/A	2082375	1542500	KRW	No	2082375	1542500
KSE	006360	GS ENGINEERING & CONSTRUCT	51	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	139480	E-MART INC	54	231850	N/A	231850	199000	KRW	No	228850	199000
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	169625	N/A	169625	147500	KRW	No	170625	147500
KSE	035420	NAVER CORP	56	762562.50	N/A	762562.50	658750	KRW	No	757562.50	658750
KSE	003490	KOREAN AIR LINES CO LTD	57	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	921591	N/A	921591	702900.79	KRW	No	921591	614394
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2965452	N/A	2965452	2279615.89	KRW	No	2965452	1976968
KSE	KWY	UNITED STATES DOLLAR	75	1683485.03	N/A	1683485.03	1463900.02	KRW	No	3366970.30	2927800.05
KSE	032640	LG UPLUS CORP	B0	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	010950	S-OILCORPORATION	B2	251562.50	N/A	251562.50	218750	KRW	No	257562.50	218750
KSE	010130	KOREA ZINC CO LTD	B3	5480880	N/A	5480880	3653920	KRW	No	5480880	3653920
KSE	024110	INDUSTRIALBANKOFKOREA	B4	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	001680	DAESANG CORPORATION	B6	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	047050	POSCO INTERNATIONAL CORP	B7	158112.50	N/A	158112.50	135750	KRW	No	156112.50	135750
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	254016	N/A	254016	196000	KRW	No	254016	196000
KSE	023530	BARLEY FUTURES	BA	206425	N/A	206425	179500	KRW	No	210425	179500
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	243800	N/A	243800	212000	KRW	No	250800	212000
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	480125	N/A	480125	417500	KRW	No	484125	417500
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	029780	SAMSUNG CARD CO	BG	151800	N/A	151800	132000	KRW	No	157800	132000
KSE	036570	NCSOFTCORPORATION	BJ	695750	N/A	695750	605000	KRW	No	705750	605000
KSE	000080	HITE JINRO CO LTD	BK	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	507437.50	N/A	507437.50	441250	KRW	No	517437.50	441250
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	299425	N/A	299425	259500	KRW	No	298425	259500
KSE	000720	DANONE	BN	180250	N/A	180250	155000	KRW	No	178250	155000
KSE	011210	HYUNDAI WIA CORP	BP	166587.50	N/A	166587.50	142250	KRW	No	163587.50	142250
KSE	008770	HOTEL SHILLA CO LTD	BQ	133243.75	N/A	133243.75	114125	KRW	No	131243.75	114125
KSE	035250	KANGWON LAND, INC.	BS	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	138930	BNK FINANCIAL GROUP INC	BT	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	011070	LG INNOTEK CO LTD	BY	734500	N/A	734500	630000	KRW	No	724500	630000
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	034730	SK INC	C1	803562.50	N/A	803562.50	698750	KRW	No	803562.50	698750
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	351012.50	N/A	351012.50	301750	KRW	No	347012.50	301750
KSE	018260	SAMSUNG SDS CO LTD	C5	503987.50	N/A	503987.50	438250	KRW	No	509987.50	438250
KSE	090430	AMOREPACIFIC CORP	C6	364112.50	N/A	364112.50	315750	KRW	No	363112.50	315750
KSE	030000	CHEIL WORLDWIDE INC	C7	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	028260	SAMSUNG C&T CORP	C8	666937.50	N/A	666937.50	571250	KRW	No	656937.50	571250
KSE	000880	HANWHA CORPORATION	C9	268212.50	N/A	268212.50	229750	KRW	No	264212.50	229750
KSE	088350	CARREFOUR SA	CA	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	086280	COCOA NYBOT	CC	490312.50	N/A	490312.50	423750	KRW	No	487312.50	423750
KSE	010620	HD HYUNDAI MIPO	CD	608062.50	N/A	608062.50	528750	KRW	No	608062.50	528750
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	86031.25	N/A	86031.25	74375	KRW	No	85531.25	74375
KSE	035720	KAKAO CORP	CF	185425	N/A	185425	159500	KRW	No	183425	159500
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	069080	WEBZEN INC	CK	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	096530	LIGHT SWEET CRUDE OIL	CL	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	022100	POSCO DX CO LTD	CN	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	068270	CELLTRION INC	CP	527837.50	N/A	527837.50	457250	KRW	No	525837.50	457250
KSE	122870	YG ENTERTAINMENT INC	CQ	182987.50	N/A	182987.50	158250	KRW	No	181987.50	158250
KSE	051900	LG H&H	CR	868187.50	N/A	868187.50	746250	KRW	No	858187.50	746250
KSE	002790	AXA SA	CS	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	000810	COTTON NO. 2	CT	1530750	N/A	1530750	1305000	KRW	No	1500750	1305000
KSE	008930	HANMI SCIENCE CO LTD	CV	118731.25	N/A	118731.25	102375	KRW	No	117731.25	102375
KSE	021240	COWAY CO LTD	CW	263612.50	N/A	263612.50	225750	KRW	No	259612.50	225750
KSE	128940	HANMI PHARM CO LTD	CX	1383562.50	N/A	1383562.50	1198750	KRW	No	1378562.50	1198750
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	411412.50	N/A	411412.50	357750	KRW	No	417412.50	357750
KSE	097950	CJ CHEILJEDANG CORP.	D1	668437.50	N/A	668437.50	581250	KRW	No	673437.50	581250
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	134262.50	N/A	134262.50	116750	KRW	No	139762.50	116750
KSE	002380	KCC CORP	D3	1236250	N/A	1236250	1075000	KRW	No	1251250	1075000
KSE	012750	S1 CORPORATION	D5	213037.50	N/A	213037.50	185250	KRW	No	215037.50	185250
KSE	000100	YUHAN CORPORATION	D6	344425	N/A	344425	299500	KRW	No	346425	299500
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	153362.50	N/A	153362.50	130750	KRW	No	150362.50	130750
KSE	069960	HYUNDAI DEPT STORE CO	D8	266225	N/A	266225	231500	KRW	No	273225	231500
KSE	004370	MILK CLASS III INDEX	DA	1501620	N/A	1501620	1078750	KRW	No	1501620	1078750
KSE	079550	LIG NEX1 CO LTD	DB	1160062.50	N/A	1160062.50	1008750	KRW	No	1170062.50	1008750
KSE	204320	HL MANDO CO LTD	DC	107525	N/A	107525	93500	KRW	No	109525	93500
KSE	004170	SHINSEGAE INC	DD	618812.50	N/A	618812.50	533750	KRW	No	613812.50	533750
KSE	161890	KOLMAR KOREA CO LTD	DE	187300	N/A	187300	162000	KRW	No	186300	162000
KSE	111770	YOUNGONE CORP	DG	180837.50	N/A	180837.50	157250	KRW	No	180837.50	157250
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	456262.50	N/A	456262.50	396750	KRW	No	456262.50	396750
KSE	192820	COSMAX INC	DK	465250	N/A	465250	395000	KRW	No	454250	395000
KSE	039130	HANA TOUR SERVICE INC	DN	135693.75	N/A	135693.75	117125	KRW	No	134693.75	117125
KSE	086900	MEDY-TOX INC	DP	360950	N/A	360950	313000	KRW	No	359950	313000
KSE	078340	COM2US CORP	DR	95306.25	N/A	95306.25	82875	KRW	No	96306.25	82875
KSE	035760	CJ ENM CO LTD	DT	190900	N/A	190900	166000	KRW	No	206900	166000
KSE	056190	SFA ENGINEERING CORP	DV	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	241560	DOOSAN BOBCAT INC	DW	167612.50	N/A	167612.50	145750	KRW	No	173612.50	145750
KSE	012630	NYBOT US DOLLAR FX	DX	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	017800	CME DRY WHEY INDEX	DY	226225	N/A	226225	191500	KRW	No	220225	191500
KSE	240810	WONIK IPS CO LTD	E0	248154	N/A	248154	175250	KRW	No	248154	175250
KSE	091700	PARTRON CO LTD	E3	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	041510	SM ENTERTAINMENT CO LTD	E4	284625	N/A	284625	247500	KRW	No	308625	247500
KSE	251270	NETMARBLE CORP	E5	162000	N/A	162000	140000	KRW	No	161000	140000
KSE	003670	POSCO FUTURE M CO LTD	E8	623125	N/A	623125	537500	KRW	No	618125	537500
KSE	316140	WOORI FINANCIAL GROUP INC	EB	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	009420	HANALL BIOPHARMA CO LTD	EE	120012.50	N/A	120012.50	101750	KRW	No	117012.50	101750
KSE	035900	JYP ENTERTAINMENT CORP	EF	207712.50	N/A	207712.50	179750	KRW	No	206712.50	179750
KSE	028670	PAN OCEAN CO LTD	EH	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	353625	N/A	353625	307500	KRW	No	354625	307500
KSE	093370	FOOSUNG CO LTD	EL	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	375500	DL E&C CO LTD	ER	119312.50	N/A	119312.50	103750	KRW	No	119812.50	103750
KSE	028050	SAMSUNG E&A CO LTD	ET	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	272210	HANWHA SYSTEMS CO LTD	EV	154675	N/A	154675	134500	KRW	No	154675	134500
KSE	293490	KAKAO GAMES CORP	EX	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	247540	ECOPRO BM CO LTD	EY	475218	N/A	475218	388250	KRW	No	475218	388250
KSE	253450	STUDIO DRAGON CORP	EZ	115287.50	N/A	115287.50	100250	KRW	No	118787.50	100250
KSE	200130	KOLMAR BNH CO LTD	F1	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	036540	SFA SEMICON CO LTD	F2	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	875925	N/A	875925	583950	KRW	No	875925	583950
KSE	373220	LG ENERGY SOLUTION	F5	1407062.50	N/A	1407062.50	1188750	KRW	No	1367062.50	1188750
KSE	323410	KAKAOBANK CORP	F6	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	377300	KAKAO PAY CORP	F7	177352.50	N/A	177352.50	133750	KRW	No	177352.50	133750
KSE	259960	KRAFTON INC	F8	782000	N/A	782000	680000	KRW	No	802000	680000
KSE	302440	SK BIOSCIENCE CO LTD	F9	163562.50	N/A	163562.50	138750	KRW	No	159562.50	138750
KSE	011200	HMM CO LTD	FA	83996	N/A	83996	73040	KRW	No	83996	73040
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	91925	N/A	91925	79500	KRW	No	91425	79500
KSE	352820	HYBE CO LTD	FC	846625	N/A	846625	727500	KRW	No	836625	727500
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1541000	N/A	1541000	1340000	KRW	No	1561000	1340000
KSE	402340	SK SQUARE CO LTD	FE	1359337.50	N/A	1359337.50	906225	KRW	No	1359337.50	906225
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	367425	N/A	367425	319500	KRW	No	367425	319500
KSE	383220	F&F CO LTD / NEW	FG	214037.50	N/A	214037.50	185250	KRW	No	213037.50	185250
KSE	267250	HD HYUNDAI	FH	660437.50	N/A	660437.50	561250	KRW	No	645437.50	561250
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	308187.50	N/A	308187.50	266250	KRW	No	306187.50	266250
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	354012.50	N/A	354012.50	301750	KRW	No	347012.50	301750
KSE	263750	PEARL ABYSS CORP	FL	111837.50	N/A	111837.50	97250	KRW	No	115837.50	97250
KSE	066970	L&F CO LTD	FM	574426.50	N/A	574426.50	382951	KRW	No	574426.50	382951
KSE	112040	WEMADE CO LTD	FN	101879.25	N/A	101879.25	73040	KRW	No	101879.25	73040
KSE	196170	ALTEOGEN INC	FP	1887150	N/A	1887150	1367500	KRW	No	1887150	1367500
KSE	058470	LEENO INDUSTRIAL INC	FQ	163587.50	N/A	163587.50	142250	KRW	No	164587.50	142250

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	4546.93	N/A	4546.93	3953.85	USD	No	5077.08	4414.85
LMEOTC	CA	CARREFOUR SA	CA	20534.69	N/A	20534.69	17856.25	USD	No	20534.69	17856.25
LMEOTC	PB	LEAD - LME	PB	3873.41	N/A	3873.41	3368.18	USD	No	4817.75	4189.34
LMEOTC	SNLME	TIN FUTURE	SN	38221.03	N/A	38221.03	33225.53	USD	No	37016.76	32178.65
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7305.375	N/A	7305.375	6352.50	USD	No	7527.91	6545.97

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	830.451	N/A	830.451	722.131	EUR	Yes	1390.70	1209.31
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1843.86	N/A	1843.86	1603.36	EUR	Yes	2754.38	2395.11
MATIF	EMA	CORN	EMA	1016.98	N/A	1016.98	884.294	EUR	No	1209.09	1051.34

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	254.377	N/A	254.377	221.198	EUR	No	255.028	221.198
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	8786.76	N/A	8786.76	7640.66	MXN	No	14690.21	12774.10
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	26736.02	N/A	26736.02	23248.71	MXN	No	26736.02	23248.71
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59783.92	N/A	59783.92	51983.49	MXN	Yes²	64223.32	55843.65
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11957.29	N/A	11957.29	10396.70	MXN	No	12845.21	11168.73

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	3872.60	N/A	3872.60	3367.48	EUR	No	3872.60	3367.48
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3330.68	N/A	3330.68	2895.66	EUR	No	3330.68	2895.66
MONEP	CAC40	CAC 40	FCE	5624.62	4890.97	8035.165	6987.10	EUR	Yes	6580.20	5721.91
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15287.61	N/A	15287.61	13293.57	EUR	No	15287.61	13293.57
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10941.61	N/A	10941.61	9514.45	EUR	No	10941.61	9514.45
MONEP	CAC40	CAC 40	MFC	562.462	489.097	803.5165	698.71	EUR	No	658.02	572.191

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	9628.25	N/A	9628.25	8372.39	INR	Yes	9583.34	8333.34
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11809.21	N/A	11809.21	10268.80	INR	No	11809.72	10268.80
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4517.21	N/A	4517.21	3927.75	INR	Yes	4495.85	3909.435
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13389.51	N/A	13389.51	11643	INR	No	13389.51	11643
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6683.36	N/A	6683.36	5811.20	INR	No	6683.36	5811.20
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2072.30	N/A	2072.30	1802.00	INR	Yes	2061.62	1792.72
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3678.99	N/A	3678.99	3199.12	INR	Yes	3659.06	3181.79
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10199.925	N/A	10199.925	8869.50	INR	Yes	10199.925	8869.50

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	2906.15	N/A	2906.15	2527.09	USD	No	11537.83	10032.89
NYBOT	AC	COFFEE "C" METRIC	AC	75785	N/A	75785	65900	USD	No	75785	65900
NYBOT	CC	COCOA NYBOT	CC	10161.96	N/A	10161.96	8836.49	USD	Yes	10379.47	9025.62
NYBOT	CT	COTTON NO. 2	CT	2225.54	N/A	2225.54	1935.25	USD	Yes	2265.25	1969.78
NYBOT	DX	NYBOT US DOLLAR FX	DX	2732.75	N/A	2732.75	2376.31	USD	Yes	2761.72	2401.50
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	16598.30	N/A	16598.30	14432.71	USD	No	16598.30	14432.71
NYBOT	KC	COFFEE "C"	KC	24728.68	N/A	24728.68	21503.20	USD	Yes	25093.50	21820.43
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	9280.35	N/A	9280.35	8069.81	USD	Yes	6767.175	5884.50
NYBOT	RS	CANOLA	RS	1150.46	N/A	1150.46	1000.40	CAD	No	1364.17	1186.23
NYBOT	SB	SUGAR NO. 11	SB	1531.60	N/A	1531.60	1331.83	USD	Yes	1399.83	1217.24
NYBOT	SF	SUGAR #16 112000 LBS	SF	3577.89	N/A	3577.89	3111.21	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	18630.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	18720.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	10369.60	N/A	10369.60	9017.05	USD	No	10829.60	9017.05
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	10369.60	N/A	10369.60	9017.05	USD	No	10369.60	9017.05
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	29064	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	10370.04	N/A	10370.04	9017.05	USD	No	10830.04	9017.05
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1872.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	1036.96	N/A	1036.96	901.705	USD	No	1082.96	901.705
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	10369.60	N/A	10369.60	9017.05	USD	Yes	10829.60	9017.05
NYMEX	PA	PALLADIUM INDEX	PA	28625.66	N/A	28625.66	22517.96	USD	No	25715.53	22361.33
NYMEX	PL	PLATINUM INDEX	PL	12176.35	N/A	12176.35	9279.44	USD	No	10671.36	9279.44
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2592.41	N/A	2592.41	2254.26	USD	No	2707.41	2254.26
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125	N/A	8125	6500	USD	No	9355.00	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	24116.40	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	6632.08	N/A	6632.08	5767.03	USD	No	6362.19	5532.34

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	8134.69	N/A	8134.69	7073.48	USD	No	8134.69	7073.48
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	6820.11	N/A	6820.11	5930.53	USD	No	6820.11	5930.53
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12454.74	N/A	12454.74	10830.20	USD	No	12454.73	10830.20
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6032.04	5245.25	8617.19	7493.21	USD	No	8617.19	7493.21
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3488.78	3033.72	4983.96	4333.88	USD	No	4983.96	4333.88
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	70626.64	N/A	70626.64	61414.47	USD	No	70626.65	61414.47

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	26259.51	N/A	26259.51	22833.05	SEK	No	26259.51	22833.05
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19097.015	16606.10	27281.45	23723	SEK	Yes	27281.45	23723
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1098.18	N/A	1098.18	954.939	SEK	No	7002.44	954.939

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	3691298.52	3209824.80	5273283.60	4585464	JPY	Yes	4520797.20	3931128
OSE.JPN	N225M	NIKKEI 225 MINI	225M	369129.85	320982.48	527328.36	458546.40	JPY	Yes	452079.72	393112.80
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	36912.99	32098.25	52732.84	45854.64	JPY	No	45207.97	39311.28
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	199523.22	N/A	199523.22	173498.35	JPY	No	199523.22	173498.35
OSE.JPN	TPXC30	TOPIX CORE30	C30	156923.68	N/A	156923.68	136455.37	JPY	No	156923.68	136455.37
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	637539.19	N/A	637539.19	554381.91	JPY	No	637539.19	554381.91
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1861775.28	N/A	1861775.28	1618935.02	JPY	Yes	1861775.28	1618935.02
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	186177.53	N/A	186177.53	161893.50	JPY	No	186177.53	161893.50
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	64799.40	N/A	64799.40	56347.20	JPY	No	64799.40	56347.20
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	166462.50	N/A	166462.50	144750	JPY	No	186530	162200
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	181519.16	N/A	181519.16	157824.42	JPY	No	181519.16	157824.42
OSE.JPN	TOPX	TOPIX INDEX	TPX	1653365.55	1437709.17	2361950.78	2053870.24	JPY	No	2361950.78	2053870.24
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	165336.55	143770.92	236195.08	205387.02	JPY	No	236195.08	205387.02

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	14625	N/A	14625	11700	USD	No	14625	11700
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8687.445	N/A	8687.445	6949.96	USD	No	8687.445	6949.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14270.64	N/A	14270.64	11416.51	USD	No	14270.64	11416.51

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	10161.96	N/A	10161.96	8836.49	USD	No	10379.47	9025.62
QBALGOIUS	CT	COTTON NO. 2	CT	2225.54	N/A	2225.54	1935.25	USD	No	2265.25	1969.78
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2732.75	N/A	2732.75	2376.31	USD	No	2761.72	2401.50
QBALGOIUS	KC	COFFEE "C"	KC	24728.68	N/A	24728.68	21503.20	USD	No	25093.50	21820.43
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	9280.35	N/A	9280.35	8069.81	USD	No	6767.175	5884.50
QBALGOIUS	SB	SUGAR NO. 11	SB	1531.60	N/A	1531.60	1331.83	USD	No	1399.83	1217.24

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	349290.49	N/A	349290.49	303730.86	JPY	No	344952.66	299958.75
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1777.43	N/A	1777.43	1545.59	USD	No	1777.43	1545.59
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1493.53	1298.72	2133.62	1855.32	USD	No	2133.62	1855.32
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	4078.40	N/A	4078.40	3546.42	USD	No	4078.40	3546.42
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1196	N/A	1196	1040	USD	No	1196	1040
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1747.47	N/A	1747.47	1519.43	USD	No	1747.47	1519.43
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1916.96	N/A	1916.96	1666.90	USD	No	1916.96	1666.90
SGX	INR	UNITED STATES DOLLAR	INR	10193.89	N/A	10193.89	8864.25	USD	No	10193.89	8864.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10198.78	N/A	10198.78	8868.50	USD	No	10198.77	8868.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2593.02	N/A	2593.02	2254.80	USD	No	2593.02	2254.80
SGX	SGB	SGX MINI JGB INDEX	JB	351305.30	N/A	351305.30	305472.66	JPY	No	351305.40	305472.66
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	358695.56	N/A	358695.56	311909.18	JPY	No	359067.32	312232.45
SGX	KRW	KOREAN WON	KRW	9821.27	N/A	9821.27	8537.50	USD	No	9815.34	8526.91
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1963.625	N/A	1963.625	1707.50	USD	No	1963.07	1705.39
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.502	350.002	575.003	500.002	USD	No	575.003	500.002
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6127.20	N/A	6127.20	5328	CNH	No	6127.20	5328
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	2990.01	2600.01	USD	No	2990.01	2600.01
SGX	SGXNK	SGX: NIKKEI 225	NK	1234427.25	1073415	1763467.50	1533450	JPY	Yes	1763467.50	1533450
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	246885.45	214683	352693.50	306690	JPY	No	352693.50	306690
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	63400.76	N/A	63400.76	55131.10	USD	No	63400.76	55131.10
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	2100.21	1826.27	3000.30	2608.95	SGD	Yes²	3000.30	2608.95
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	7107.56	N/A	7107.56	6180.48	SGD	No	7044.26	6125.44
SGX	STI	SGX STRAITS TIMES INDEX	ST	6033.64	N/A	6033.64	5246.64	SGD	No	6033.64	5246.64
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2597.54	N/A	2597.54	2257.85	USD	No	2592.38	2254.01
SGX	TSR20	SICOM RUBBER	TF	701.50	N/A	701.50	610.00	USD	No	701.50	610.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	31053.00	N/A	31053.00	27000	JPY	No	31052.25	27000
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1727.55	N/A	1727.55	1501.77	USD	No	1727.55	1501.77
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7789.82	N/A	7789.82	6773.55	USD	No	7776.57	6762.03
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.02	3500.02	5750.03	5000.02	USD	No	5750.03	5000.02
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24508.80	N/A	24508.80	21312	CNH	Yes	24508.80	21312
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9102253.15	N/A	9102253.15	7915001.87	JPY	No	9224294.58	8021125.72
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1776.81	N/A	1776.81	1545.05	SGD	No	1761.01	1531.31
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1820483.67	N/A	1820483.67	1583029.17	JPY	No	1844894.45	1604256.04
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1277.20	N/A	1277.20	1110.61	SGD	No	1296.25	1110.60
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5492.94	N/A	5492.94	4482.20	SGD	No	5154.53	4482.20
SGX	G13	GENTING SINGAPORE LTD	YGEN	686.061	N/A	686.061	596.575	SGD	No	693.237	596.575
SGX	BN4	KEPPEL LTD	YKEP	5276.21	N/A	5276.21	4588.01	SGD	No	5322.94	4588.01
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6458.48	N/A	6458.48	5616.07	SGD	No	6528.96	5616.07
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4369.67	N/A	4369.67	3480.42	SGD	No	4002.49	3480.42
SGX	Y92	THAI BEVERAGE PCL	YTBE	819.824	N/A	819.824	712.89	SGD	No	832.424	712.89
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5890.65	N/A	5890.65	5122.30	SGD	No	5974.32	5122.30
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2890.96	N/A	2890.96	2513.88	SGD	No	2920.12	2513.88
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30085.69	N/A	30085.69	6803.73	SGD	No	7902.89	6803.72
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	401.39	N/A	401.39	348.914	USD	No	401.251	348.914

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	12750.41	11087.31	18214.87	15839.02	AUD	Yes	18214.87	15839.02
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	1468.87	N/A	1468.87	1277.27	AUD	No	1468.87	1277.27
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3062.46	N/A	3062.46	2663.01	AUD	No	3062.49	2663.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1254.67	N/A	1254.67	1091.02	AUD	No	1254.68	1091.02

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。

欧洲额外保证金要求

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

欧洲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？

欧洲额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴