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	8934.90	N/A	8934.90	7769.48	EUR	Yes²	8934.90	7769.48

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	11336.125	N/A	11336.125	9857.50	MYR	No	11336.125	9857.50
BURSAMY	FBMKLCI	FKLI	FKLI	4427.54	3850.02	6325.06	5500.03	MYR	No	6325.06	5500.03

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	616.171	N/A	616.171	535.723	USD	No	652.171	535.723
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1212.97	N/A	1212.97	1039.10	USD	No	1194.97	1039.10
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	545.375	N/A	545.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3112.43	N/A	3112.43	2706.46	USD	No	3112.43	2706.46
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	763.511	N/A	763.511	663.905	USD	No	839.511	663.905
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	5061.28	N/A	5061.28	4398.78	USD	No	5336.28	4398.78
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	9351.79	N/A	9351.79	8128.80	USD	No	9381.79	8128.80
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	6987.06	N/A	6987.06	5996.85	USD	No	6897.06	5996.85
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3104.83	N/A	3104.83	2699.85	USD	Yes	3517.33	2699.85
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	860.685	N/A	860.685	723.94	USD	No	832.535	723.94
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1556.74	N/A	1556.74	1302.05	USD	No	1497.36	1302.05
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1195.76	965.30	1708.22	1379	USD	No	1491.55	1297
CBOT	MZC	MICRO CORN FUTURES	MZC	165.983	N/A	165.983	144.333	USD	No	195.983	144.333
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	420.505	N/A	420.505	365.657	USD	No	502.105	365.657
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	360.859	N/A	360.859	313.79	USD	No	361.858	313.79
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	488.75	N/A	488.75	425	USD	No	563.75	425
CBOT	MZW	MICRO WHEAT FUTURES	MZW	305.325	N/A	305.325	265.50	USD	No	337.825	265.50
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4724.63	N/A	4724.63	3969.14	USD	No	4564.63	3969.14
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4511.79	N/A	4511.79	3692.10	USD	No	4245.92	3692.10
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	8293.74	N/A	8293.74	6695.64	USD	Yes	7699.99	6695.64
CBOT	YC	MINI SIZED CORN FUTURES	XC	357.531	N/A	357.531	310.896	USD	No	465.031	310.896
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	967.84	N/A	967.84	841.60	USD	No	1135.34	841.60
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	610.65	N/A	610.65	531	USD	No	675.65	531
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	72.8754	N/A	72.8754	50	USD	No	57.50	50
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	283.978	N/A	283.978	188.592	USD	No	216.881	188.592
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	146.255	N/A	146.255	50	USD	No	57.50	50
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	366.053	N/A	366.053	282.046	USD	No	324.353	282.046
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	352.754	N/A	352.754	180.658	USD	No	207.757	180.658
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11957.56	9651.60	17082.23	13788	USD	Yes	14913.20	12968
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3077.17	N/A	3077.17	2581.45	USD	No	2968.67	2581.45
CBOT	ZB	US TREASURY BOND	ZB	6323.01	N/A	6323.01	5145.01	USD	Yes	5916.76	5145.01
CBOT	ZC	CORN FUTURES	ZC	1816.79	N/A	1816.79	1579.82	USD	Yes	2341.79	1579.82
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	2020.90	N/A	2020.90	1669.26	USD	Yes	1919.65	1669.26
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3960.04	N/A	3960.04	3443.51	USD	Yes	4824.04	3443.51
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3402.85	N/A	3402.85	2959.00	USD	Yes	3432.85	2959.00
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	3080.67	N/A	3080.67	2529.17	USD	Yes	2908.54	2529.17
CBOT	ZO	OAT FUTURES	ZO	4846.78	N/A	4846.78	4213.68	USD	Yes	5059.28	4213.68
CBOT	ZQ	30 DAY FED FUNDS	ZQ	460	N/A	460	400	USD	Yes²	460	400
CBOT	ZR	ROUGH RICE FUTURES	ZR	3718.76	N/A	3718.76	3233.29	USD	Yes	4108.76	3233.29
CBOT	ZS	SOYBEAN FUTURES	ZS	4887.50	N/A	4887.50	4250	USD	Yes	5687.50	4250
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1590.78	N/A	1590.78	1342.63	USD	Yes	1544.03	1342.63
CBOT	ZW	WHEAT FUTURES	ZW	3053.25	N/A	3053.25	2655	USD	Yes	3378.25	2655

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	3908.87	N/A	3908.87	3399.01	CAD	No	3908.87	3399.01
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2076.40	N/A	2076.40	1805.56	CAD	No	2076.40	1805.56
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	752.103	N/A	752.103	654	CAD	No	752.10	654
CDE	CRA	3 MONTH CORRA	CRA	546.342	N/A	546.342	475.08	CAD	No	546.347	475.08
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	15914.56	13838.75	22735.09	19769.64	CAD	No	22735.09	19769.64
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	14241.22	N/A	14241.22	12383.67	CAD	No	14241.22	12383.67

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	29262.15	N/A	29262.15	25445.35	CHF	Yes	29262.15	25445.35
CEDX	BDE40G	-	DE40F	50522.80	N/A	50522.80	43932.87	EUR	Yes	50522.80	43932.87
CEDX	BES35P	-	ES35F	30921.91	N/A	30921.91	26888.62	EUR	Yes	30921.91	26888.62
CEDX	BEZ50P	-	EZ50F	12042.21	N/A	12042.21	10471.49	EUR	Yes	12042.21	10471.49
CEDX	BFR40P	-	FR40F	16183.26	N/A	16183.26	14072.40	EUR	Yes	16183.26	14072.40
CEDX	BIT40P	-	IT40F	23530.58	N/A	23530.58	20461.38	EUR	Yes	23530.58	20461.38
CEDX	BNL25P	-	NL25F	16708.85	N/A	16708.85	14529.43	EUR	Yes	16708.85	14529.43
CEDX	BNO25G	-	NO25F	21645.91	N/A	21645.91	18822.53	NOK	Yes	21645.91	18822.53
CEDX	BSE30P	-	SE30F	53130.53	N/A	53130.53	46200.46	SEK	Yes	53130.53	46200.46
CEDX	BUK100P	-	UK100F	15900.41	N/A	15900.41	13826.45	GBP	Yes	15900.41	13826.45

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	10048.32	N/A	10048.32	8737.67	USD	No	10048.32	8737.67
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	10573.62	N/A	10573.62	9194.45	USD	No	10573.62	9194.45
CFE	VA	S&P 500 VARIANCE	VA	356.356	N/A	356.356	309.875	USD	No	278.30	242
CFE	VIX	CBOE VOLATILITY INDEX	VX	13617.15	N/A	13617.15	11841.00	USD	Yes	21400.35	18609.00
CFE	VIX	CBOE VOLATILITY INDEX	VX17	13617.15	N/A	13617.15	11841	USD	No	21400.35	18609
CFE	VIX	CBOE VOLATILITY INDEX	VX18	13617.15	N/A	13617.15	11841	USD	No	21400.35	18609
CFE	VIX	CBOE VOLATILITY INDEX	VX19	13617.15	N/A	13617.15	11841	USD	No	21400.35	18609
CFE	VIX	CBOE VOLATILITY INDEX	VX21	13617.15	N/A	13617.15	11841	USD	No	21400.35	18609
CFE	VIX	CBOE VOLATILITY INDEX	VX22	12800.08	N/A	12800.08	11130.50	USD	No	20116.38	17492.50
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1361.72	N/A	1361.72	1184.10	USD	No	2140.04	1860.90

Chicago Mercantile Exchange (CME)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CME	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CME	AUD	AUSTRALIAN DOLLAR	6A	2530.00	N/A	2530.00	2200.00	USD	Yes	2915.00	2200.00
CME	GBP	BRITISH POUND	6B	2903.75	N/A	2903.75	2525.00	USD	Yes	3053.75	2525.00
CME	CAD	CANADIAN DOLLAR	6C	2127.45	N/A	2127.45	1506.37	USD	Yes	2217.45	1506.37
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	5073.58	N/A	5073.58	4411.81	USD	Yes	5242.33	4411.81
CME	JPY	JAPANESE YEN	6J	4370	N/A	4370	3800	USD	Yes	4457.17	3800
CME	BRE	BRAZILIAN REAL	6L	1871.91	N/A	1871.91	1317.75	USD	Yes²	1751.91	1317.75
CME	MXP	MEXICAN PESO	6M	1855.00	N/A	1855.00	1600	USD	Yes	1840	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2785.45	N/A	2785.45	2422.13	USD	Yes²	3060.45	2422.13
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	28735.625	N/A	28735.625	24987.50	USD	Yes²	28735.625	24987.50
CME	CHF	SWISS FRANC	6S	6210	N/A	6210	5400	USD	Yes	6784.94	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2164.46	N/A	2164.46	1882.125	USD	No	2201.96	1882.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	15376.66	N/A	15376.66	13371.01	CAD	No	15376.66	13371.01
CME	AJY	AUSTRALIAN DOLLAR	AJY	2470776.04	N/A	2470776.04	2147815.39	JPY	No	2566775.44	2147815.39
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	1063.57	N/A	1063.57	922.756	USD	No	1061.17	922.755
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	30731.64	N/A	30731.64	26723.17	USD	No	30731.64	26723.17
CME	BOS	BOSTON HOUSING INDEX	BOS	5117.50	N/A	5117.50	4450	USD	No	5117.50	4450
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	170428.12	N/A	170428.12	145395.54	USD	Yes	168828.13	145395.54
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	240838.75	N/A	240838.75	209425	EUR	No	289006.50	251310
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	5505.07	N/A	5505.07	4787.02	USD	No	5530.07	4787.02
CME	CHI	CHICAGO HOUSING INDEX	CHI	3179.75	N/A	3179.75	2765.00	USD	No	3179.75	2765.00
CME	CLP	CHILEAN PESO	CHP	9095.13	N/A	9095.13	7908.81	USD	No	9120.13	7908.81
CME	CJY	CANADIAN DOLLAR	CJY	2886722.60	N/A	2886722.60	2510193.57	JPY	No	2886722.80	2510193.57
CME	CNH	UNITED STATES DOLLAR	CNH	25045.30	N/A	25045.30	21775.50	CNH	No	26495.30	21775.50
CME	CSC	CHEESE	CSC	7219.92	N/A	7219.92	6139.06	USD	No	7059.92	6139.06
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5203.75	N/A	5203.75	4525	USD	No	5203.75	4525
CME	CZK	CZECH KORUNA	CZK	22674.07	N/A	22674.07	19716.58	USD	Yes²	22674.07	19716.58
CME	DA	MILK CLASS III INDEX	DC	5476.63	N/A	5476.63	4484.02	USD	Yes	5156.63	4484.02
CME	DEN	DENVER HOUSING INDEX	DEN	4614.375	N/A	4614.375	4012.50	USD	No	4614.375	4012.50
CME	DY	CME DRY WHEY INDEX	DY	7328.62	N/A	7328.62	6372.71	USD	No	7328.62	6372.71
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2536.79	N/A	2536.79	2205.90	USD	No	2621.16	2205.90
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	19789.43	N/A	19789.43	16291.68	AUD	No	18751.93	16291.68
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	14146.57	N/A	14146.57	12295.96	CAD	No	14671.57	12295.96
CME	ECK	CZECH KORUNA	ECK	9198.16	N/A	9198.16	7998.40	EUR	No	9198.16	7998.40
CME	EHF	HUNGARIAN FORINT	EHF	6884.32	N/A	6884.32	5981.14	EUR	Yes²	6878.32	5981.14
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	18535.58	16032.68	26479.40	22903.83	USD	Yes²	26339.40	22903.83
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	248227.27	210140	354610.38	300200	JPY	No	317630	276200
CME	EPZ	POLISH ZLOTY	EPZ	7058.48	N/A	7058.48	6137.81	EUR	Yes²	7058.48	6137.81
CME	ES	E-MINI S&P 500	ES	19969.25	15384.60	28527.50	21978	USD	Yes	27002.50	20157
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	50959.93	N/A	50959.93	44305.68	USD	No	51089.92	44305.68
CME	ESTR	EURO SHORT-TERM RATE	ESR	172.50	N/A	172.50	150	EUR	No	172.50	150
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	55808.84	N/A	55808.84	48529.42	EUR	No	55808.77	48529.37
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	55365.84	N/A	55365.84	47035.20	USD	Yes	64909.01	56442.24
CME	GSCI	S&P-GSCI INDEX	GD	30368.86	N/A	30368.86	26407.70	USD	No	31618.86	26407.70
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1929.07	N/A	1929.07	1677.45	USD	No	1929.07	1677.45
CME	GF	FEEDER CATTLE	GF	9503.81	N/A	9503.81	7177.23	USD	Yes	8253.81	7177.23
CME	NF	NON FAT DRY MILK INDEX	GNF	4637.45	N/A	4637.45	4032.57	USD	No	4637.45	4032.57
CME	HE	LEAN HOGS	HE	4551.19	N/A	4551.19	3957.55	USD	Yes	4991.19	3957.55
CME	HUF	HUNGARIAN FORINT	HUF	13317.21	N/A	13317.21	11569.75	USD	Yes²	13305.21	11569.75
CME	IBAA	BOVESPA INDEX - USD	IBV	41766.90	N/A	41766.90	36319.05	USD	No	30601.50	26610
CME	ILS	ISRAELI SHEKEL	ILS	37930.33	N/A	37930.33	32982.89	USD	Yes²	37930.33	32982.89
CME	J7	JAPANESE YEN	J7	2185	N/A	2185	1900	USD	No	2228.58	1900
CME	KRW	KOREAN WON	KRW	17220.72	N/A	17220.72	14800.625	USD	Yes²	11013.41	9576.875
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4378.63	N/A	4378.63	3807.50	USD	No	4378.63	3807.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6555	N/A	6555	5700	USD	No	6555	5700
CME	LBR	LUMBER FUTURES	LBR	2681.35	N/A	2681.35	2331.14	USD	No	2750.10	2331.14
CME	LE	LIVE CATTLE	LE	4407.15	N/A	4407.15	3571.44	USD	Yes	4107.15	3571.44
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	830.998	652.40	1187.14	932	USD	No	1179.14	837
CME	M6A	AUSTRALIAN DOLLAR	M6A	253.00	N/A	253.00	220.00	USD	No	291.50	220.00
CME	M6B	BRITISH POUND	M6B	290.375	N/A	290.375	252.50	USD	No	305.375	252.50
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	507.358	N/A	507.358	441.181	USD	No	524.233	441.181
CME	MBT	MICRO BITCOIN	MBT	3408.56	N/A	3408.56	2907.91	USD	Yes	3376.56	2907.91
CME	MCD	CANADIAN DOLLAR	MCD	212.745	N/A	212.745	150.637	USD	No	221.745	150.637
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1996.925	1538.60	2852.75	2198	USD	Yes	2700.25	2016
CME	MET	MICRO ETHER	MET	110.631	N/A	110.631	94.0704	USD	Yes	129.817	112.884
CME	MIA	MIAMI HOUSING INDEX	MIA	6540.625	N/A	6540.625	5687.50	USD	No	6540.625	5687.50
CME	MIR	INDIAN RUPEE	MIR	1369.10	N/A	1369.10	1169.20	USD	No	1345.10	1169.20
CME	MJY	JAPANESE YEN	MJY	437	N/A	437	380	USD	No	438.217	380
CME	MNH	UNITED STATES DOLLAR	MNH	2496.06	N/A	2496.06	2167.65	CNH	No	2641.06	2167.65
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	124813.63	105070	178305.19	150100	JPY	No	158815	138100
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1763.73	N/A	1763.73	1517	USD	No	1585.85	1379
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	3331.80	2228.71	4759.72	3183.88	USD	Yes	4613.72	3183.88
CME	MSF	SWISS FRANC	MSF	621.008	N/A	621.008	540.007	USD	No	678.516	540.007
CME	MSL	MICRO SOLANA	MSL	4286.625	N/A	4286.625	3727.50	USD	No	4290.375	3727.50
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1241136.34	1050630	1773051.91	1500900	JPY	No	1588150	1381000
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17862.29	N/A	17862.29	15166	USD	No	15858.50	13790
CME	NOK	NORWEGIAN KRONE	NOK	24595.43	N/A	24595.43	21385.10	USD	No	25145.43	21385.10
CME	NQ	E-MINI NASDAQ 100	NQ	33318.04	22287.13	47597.20	31838.76	USD	Yes	46137.20	31838.76
CME	NYM	NEW YORK HOUSING INDEX	NYM	4758.125	N/A	4758.125	4137.50	USD	No	4758.125	4137.50
CME	PJY	BRITISH POUND	PJY	2844895.65	N/A	2844895.65	2473099.15	JPY	No	2869896.53	2473099.15
CME	PLN	POLISH ZLOTY	PLN	18311.35	N/A	18311.35	15922.92	USD	Yes²	18731.35	15922.92
CME	PSF	BRITISH POUND	PSF	15159.93	N/A	15159.93	13084.72	CHF	No	15047.43	13084.72
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4663.03	N/A	4663.03	3793.83	CHF	No	4363.03	3793.83
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	7978.125	N/A	7978.125	6937.50	USD	Yes²	7978.125	6937.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	13787.78	N/A	13787.78	11989.38	EUR	Yes²	13792.78	11989.38
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6170.79	N/A	6170.79	5327.81	GBP	No	6127.04	5327.81
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	38917.74	N/A	38917.74	33362.68	USD	No	38392.75	33362.68
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	47599.28	N/A	47599.28	41256.94	USD	No	47449.29	41256.94
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	13279.48	N/A	13279.48	11497.98	USD	No	13224.48	11497.98
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	8309.98	6522.60	11871.40	9318	USD	Yes	11791.40	8369
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1095411.26	N/A	1095411.26	952507.79	JPY	Yes²	1099161.01	952507.79
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	3103.28	2698.50	4433.25	3855.00	USD	No	4433.25	3855.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6511.875	N/A	6511.875	5662.50	USD	No	6511.875	5662.50
CME	SEK	SWEDISH KRONA	SEK	26287.52	N/A	26287.52	22855.27	USD	No	27237.52	22855.27
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	SGX	SHORT GILT	SG	346386.78	N/A	346386.78	301205.89	USD	No	346386.77	301205.89
CME	SIR	INDIAN RUPEE	SIR	6834.19	N/A	6834.19	5846	USD	No	6724.19	5846
CME	SJY	SWISS FRANC	SJY	4685977.26	N/A	4685977.26	4074762.83	JPY	No	4757227.51	4074762.83
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	32613.49	N/A	32613.49	28359.56	USD	No	33003.49	28359.56
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	85732.50	N/A	85732.50	74550	USD	No	86032.50	74550
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1856.26	N/A	1856.26	1603.27	GBP	No	1843.76	1603.27
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	460.008	N/A	460.008	400	USD	No	460	400
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	201.25	N/A	201.25	175.00	USD	Yes	201.255	175.00
CME	SVX	SCHNEIDER ELECTRIC SE	SU	108273.96	N/A	108273.96	94151.27	USD	No	108273.98	94151.27
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1690.86	N/A	1690.86	1415.75	USD	No	1628.36	1415.75
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4786.875	N/A	4786.875	4162.50	USD	No	4786.875	4162.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	15521.80	N/A	15521.80	13061.53	USD	No	15021.80	13061.53
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	15427.75	N/A	15427.75	13414.71	USD	No	15947.75	13414.71
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	19549.73	N/A	19549.73	16396.93	USD	No	18857.22	16396.93
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	19890.69	N/A	19890.69	17034.75	USD	No	19590.69	17034.75
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	54512.37	N/A	54512.37	46955.20	USD	No	54002.37	46955.20
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	11198.43	N/A	11198.43	9467.56	USD	No	10888.44	9467.56
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	7856.67	N/A	7856.67	6613.03	USD	No	7606.67	6613.03
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	11489.36	N/A	11489.36	9746.63	USD	No	11209.36	9746.63
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	18407.13	N/A	18407.13	15335.83	USD	No	17637.13	15335.83
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	54856.64	N/A	54856.64	47694.34	USD	No	55916.64	47694.34
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	24516.28	N/A	24516.28	21315.01	USD	No	24578.78	21315.01

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	266.562	N/A	266.562	231.793	USD	No	296.562	231.793
COMEX	ALI	ALUMINUM INDEX	ALI	8183.68	N/A	8183.68	6714.07	USD	No	7721.18	6714.07
COMEX	GC	GOLD	GC	26655.78	N/A	26655.78	23178.94	USD	Yes	29315.77	23178.94
COMEX	HG	COPPER INDEX	HG	14057.31	N/A	14057.31	12223.75	USD	Yes	14094.81	12223.75
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2755.73	N/A	2755.73	2396.29	USD	No	2775.73	2396.29
COMEX	MGC	E-MICRO GOLD	MGC	2665.58	N/A	2665.58	2317.89	USD	Yes	2931.58	2317.89
COMEX	MHG	MICRO COPPER	MHG	1405.73	N/A	1405.73	1222.375	USD	No	1405.73	1222.375
COMEX	QC	COMEX MINY COPPER	QC	7028.66	N/A	7028.66	6111.875	USD	No	7047.41	6111.875
COMEX	QI	COMEX MINY SILVER	QI	12384.74	N/A	12384.74	10412.81	USD	No	11974.73	10412.81
COMEX	QO	COMEX MINY GOLD	QO	13327.89	N/A	13327.89	11589.47	USD	No	14657.89	11589.47
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	38524.78	N/A	38524.78	33499.81	CNH	No	38524.79	33499.81
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	7365.89	N/A	7365.89	5655.89	USD	No	6504.27	5655.89
COMEX	SI	SILVER INDEX	SI	24769.47	N/A	24769.47	20825.62	USD	Yes	23949.47	20825.62
COMEX	SI	SILVER INDEX	SIL	4911.47	N/A	4911.47	4125.63	USD	No	4744.47	4125.63
COMEX	UX	URANIUM INDEX	UX	1902.05	N/A	1902.05	1653.96	USD	No	1902.05	1653.96

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	37553.25	N/A	37553.25	32655.00	EUR	No	37553.25	32655.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	11486.14	N/A	11486.14	9987.95	EUR	Yes	11486.14	9987.95

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	11170.36	N/A	11170.36	9713.35	CHF	No	11170.36	9713.35
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	6792187.50	5906250	9703125	8437500	KRW	Yes	9703125	8437500
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7502.44	N/A	7502.44	6522.20	EUR	No	7502.44	6522.20
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3253.62	N/A	3253.62	2829.23	EUR	Yes	4017.78	3493.72
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1071.13	N/A	1071.13	931.415	EUR	No	1257.04	1093.08
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	4760.68	N/A	4760.68	4139.72	USD	No	4760.68	4139.72
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1657991.05	N/A	1657991.05	1441699.95	KRW	No	3315982.09	2883399.90
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	36525.89	31761.65	52179.85	45373.78	EUR	Yes	45101.275	39218.50
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	8942.40	N/A	8942.40	7776.00	EUR	Yes²	8942.40	7776.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7305.18	6352.33	10435.97	9074.76	EUR	No	9020.255	7843.70
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1461.04	1270.47	2087.19	1814.95	EUR	Yes	1804.05	1568.74
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	246.332	N/A	246.332	214.202	EUR	No	232.256	201.9615
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	5670.96	N/A	5670.96	4931.27	EUR	No	5670.96	4931.27
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3001.845	2610.30	4288.35	3729	EUR	Yes²	4288.35	3729
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	3323.28	N/A	3323.28	2889.81	EUR	No	3323.28	2889.81
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4450.29	N/A	4450.29	3868.50	EUR	Yes²	4450.29	3868.50
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	900.151	782.74	1285.93	1118.20	EUR	Yes	1063.27	924.58
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5845.28	N/A	5845.28	5082.85	EUR	Yes²	5507.25	4788.91
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1793.20	N/A	1793.20	1558.80	EUR	Yes²	1612.19	1401.45
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3783.06	N/A	3783.06	3289.62	EUR	Yes²	3083.16	2681.01
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7586.03	N/A	7586.03	6596.55	EUR	Yes²	6656.13	5787.94
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	3069.73	N/A	3069.73	2669.33	EUR	Yes²	2775.66	2413.62
EUREX	ESI	EURO STOXX INSURANCE	FESI	3017.51	N/A	3017.51	2622.95	EUR	Yes²	2611.86	2270.34
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1925.05	N/A	1925.05	1673.96	EUR	Yes²	1279.72	1112.80
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	4249.38	N/A	4249.38	3695.12	EUR	Yes²	3563.08	3098.33
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1382.21	N/A	1382.21	1201.92	EUR	Yes²	1435.42	1248.19
EUREX	SXRE	EURO STOXX RETAIL	FESR	4780.48	N/A	4780.48	4156.94	EUR	Yes²	5259.28	4573.29
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1054.56	N/A	1054.56	916.797	EUR	Yes²	984.995	856.32
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1270.30	N/A	1270.30	1104.28	EUR	Yes²	1234.33	1073.01
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1573.86	N/A	1573.86	1368.50	EUR	Yes	1490.39	1295.92
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1142.37	N/A	1142.37	993.365	EUR	Yes²	1106.75	962.392
EUREX	ESTX50	EURO STOXX50	FESX	3217.96	2798.23	4597.08	3997.47	EUR	Yes	4133.12	3594.02
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17916.86	N/A	17916.86	15579.88	EUR	Yes²	17916.86	15579.88
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5647.03	N/A	5647.03	4910.46	EUR	Yes²	6153.48	5350.85
EUREX	EU3	THREE MONTH EURIBOR	FEU3	424.498	N/A	424.498	369.128	EUR	Yes	424.498	369.128
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2086.56	1814.40	2980.80	2592.00	EUR	Yes	2980.80	2592.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9707.72	N/A	9707.72	8440.38	EUR	Yes²	9707.72	8440.38
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1947.70	N/A	1947.70	1693.66	GBP	No	1947.70	1693.66
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	3103.03	N/A	3103.03	2698.29	EUR	Yes	3103.03	2698.29
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	2109.17	N/A	2109.17	1834.06	EUR	Yes	2109.17	1834.06
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	743.969	N/A	743.969	646.929	EUR	Yes	743.969	646.929
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	7502.40	N/A	7502.40	6523.83	EUR	Yes	7502.40	6523.83
EUREX	DJESL	EURO STOXX LARGE	FLCE	2604.73	N/A	2604.73	2264.27	EUR	No	2063.98	1794.20
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2657.19	N/A	2657.19	2309.175	EUR	No	1743.78	1515.39
EUREX	DJESM	EURO STOXX MID	FMCE	2375.01	N/A	2375.01	2064.76	EUR	No	1904.14	1655.39
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	3059.49	N/A	3059.49	2660.36	USD	No	3752.19	3262.70
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2221.20	N/A	2221.20	1931.28	EUR	Yes²	2052.46	1784.56
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5563.53	N/A	5563.53	4837.805	USD	No	5420.13	4713.11
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	8145.50	N/A	8145.50	7082.54	USD	No	8145.50	7082.54
EUREX	MXEU	MSCI EUROPE	FMEP	3279.10	N/A	3279.10	2851.13	EUR	No	3279.10	2851.13
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3130.03	N/A	3130.03	2721.72	EUR	No	3060.20	2661.00
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10477.29	N/A	10477.29	9110.33	USD	No	10265.26	8925.96
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	9691.04	N/A	9691.04	8426.62	USD	No	9691.04	8426.62
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1356827.62	1179850.10	1938325.17	1685500.14	KRW	No	1938325.17	1685500.14
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	16017.12	N/A	16017.12	13926.02	USD	No	16017.12	13926.02
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3818.62	3320.54	5455.17	4743.63	EUR	No	4302.02	3740.89
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6503.96	5655.61	9291.37	8079.45	USD	No	9291.37	8079.45
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7088.90	N/A	7088.90	6164.10	USD	No	7088.90	6164.10
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	3053.25	N/A	3053.25	2655.00	EUR	No	3053.25	2655.00
EUREX	DJESS	EURO STOXX SMALL	FSCE	1387.45	N/A	1387.45	1206.37	EUR	No	1267.65	1102.21
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1420.31	N/A	1420.31	1235.02	EUR	No	1268.42	1102.95
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1737.98	N/A	1737.98	1511.26	EUR	No	1461.63	1270.96
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4077.43	N/A	4077.43	3545.59	CHF	Yes²	4077.43	3545.59
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8841.20	N/A	8841.20	7688.00	CHF	No	8841.20	7688.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	9105.68	7917.98	13008.11	11311.40	CHF	Yes	9140.46	7948.23
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4423.84	N/A	4423.84	3845.70	CHF	Yes²	4423.84	3845.70
EUREX	SMI	SWISS MARKET INDEX	FSMS	910.568	791.798	1300.81	1131.14	CHF	No	914.046	794.823
EUREX	MDAX	MIDCAP DAX	FSMX	2870.56	N/A	2870.56	2496.04	EUR	No	2631.23	2287.93
EUREX	ST3	THREE MONTH ESTR	FST3	314.508	N/A	314.508	273.485	EUR	No	314.508	273.485
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2788.39	N/A	2788.39	2424.65	EUR	Yes²	2534.82	2204.16
EUREX	SX7P	STOXX 600 BANKS	FSTB	1752.38	N/A	1752.38	1523.79	EUR	Yes	1354.47	1177.785
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4871.94	N/A	4871.94	4234.08	EUR	Yes²	4228.46	3674.85
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1373.88	1194.68	1962.69	1706.68	EUR	Yes	1707.88	1485.11
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4556.57	N/A	4556.57	3961.57	EUR	Yes²	3738.34	3250.185
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4912.16	N/A	4912.16	4271.12	EUR	Yes²	4013.54	3489.77
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4789.65	N/A	4789.65	4164.79	EUR	Yes²	3770.45	3278.555
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2783.18	N/A	2783.18	2420.03	EUR	Yes²	2392.03	2079.92
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	754.418	N/A	754.418	655.997	EUR	No	754.418	655.997
EUREX	SXMP	STOXX 600 MEDIA	FSTM	2129.55	N/A	2129.55	1850.92	EUR	Yes²	1558.40	1354.50
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3728.69	N/A	3728.69	3241.96	EUR	Yes²	3728.69	3241.96
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1925.55	N/A	1925.55	1674.25	EUR	Yes²	2302.35	2001.88
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1771.58	N/A	1771.58	1540.03	EUR	Yes²	1950.72	1695.75
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3287.78	N/A	3287.78	2858.89	EUR	Yes	3208.43	2789.885
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	833.844	N/A	833.844	725.054	EUR	Yes²	833.844	725.054
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1666.47	N/A	1666.47	1449.07	EUR	Yes	1564.08	1360.04
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1256.79	N/A	1256.79	1092.75	EUR	Yes²	1106.09	961.718
EUREX	STX	STOXX50	FSTX	4119.66	N/A	4119.66	3582.08	EUR	Yes²	2961.50	2575.05
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6436.72	N/A	6436.72	5596.42	EUR	Yes²	6436.72	5596.42
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3461.95	N/A	3461.95	3009.61	EUR	Yes²	3771.16	3278.42
EUREX	ESTX50	EURO STOXX50	FSXE	321.796	279.823	459.708	399.747	EUR	No	413.312	359.402
EUREX	TDX	TECDAX	FTDX	9251.50	N/A	9251.50	8044.78	EUR	Yes²	9251.50	8044.78
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1407.86	N/A	1407.86	1224.23	USD	No	1407.86	1224.23
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1250.625	N/A	1250.625	1087.50	EUR	Yes	2260.44	1965.60
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2407.21	N/A	2407.21	2092.205	EUR	No	1980.08	1720.97
EUREX	DJ600	STOXX 600 INDEX	FXXP	1646.91	1432.09	2352.72	2045.845	EUR	Yes	1717.08	1493.11

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	8912.11	N/A	8912.11	7749.66	EUR	No	8912.11	7749.66
FTA	EOE	AMS EOE INDEX	FTI	11220.83	9757.24	16029.76	13938.92	EUR	Yes	12292.65	10689.26
FTA	EOE	AMS EOE INDEX	MFA	1122.08	975.724	1602.98	1393.89	EUR	No	1229.26	1068.93

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	67087.13	N/A	67087.13	58336.64	HKD	No	67087.13	58336.64
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25000.425	N/A	25000.425	21739.50	CNH	Yes	25000.425	21739.50
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3205.28	N/A	3205.28	2787.20	HKD	No	3205.28	2787.20
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9203.22	N/A	9203.22	8002.80	HKD	No	9203.22	8002.80
HKFE	GDR	CNH GOLD FUTURES	GDR	142688.79	N/A	142688.79	124077.21	CNH	No	142688.79	124077.21
HKFE	GDU	USD GOLD FUTURES	GDU	23642.82	N/A	23642.82	20558.98	USD	No	23642.82	20558.98
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	40770.49	35452.60	58243.56	50646.575	HKD	Yes	58243.56	50646.575
HKFE	HSI	HANG SENG STOCK INDEX	HSI	105394.79	91647.64	150563.98	130925.20	HKD	Yes	150563.98	130925.20
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	34406.41	29918.62	49152.01	42740.88	HKD	Yes	49152.01	42740.88
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3203.40	2785.57	4576.29	3979.38	USD	No	4576.29	3979.38
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8154.10	7090.52	11648.71	10129.315	HKD	Yes	11648.71	10129.315
HKFE	MCS	UNITED STATES DOLLAR	MCS	5001.78	N/A	5001.78	4348.20	CNH	No	5001.78	4348.20
HKFE	MHI	MINI HANG SENG INDEX	MHI	21078.96	18329.53	30112.80	26185.04	HKD	Yes	30112.80	26185.04
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2942.95	N/A	2942.95	2559.09	USD	No	2942.95	2559.09
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5459.29	N/A	5459.29	4746.11	USD	No	5459.29	4746.11
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	17842.36	N/A	17842.36	15513.78	USD	No	17842.36	15513.78
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	80997.29	N/A	80997.29	70432.43	HKD	No	105280.29	91548.08

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	228.873	N/A	228.873	199.02	EUR	No	228.873	199.02
ICEEU	SG	GENERALI	G	3738.89	N/A	3738.89	3251.21	GBP	No	3738.89	3251.21
ICEEU	H	MEDIUM GILT	H	6345.95	N/A	6345.95	5518.22	GBP	No	6345.96	5518.22
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	411.818	N/A	411.818	358.096	EUR	Yes	411.81	358.096
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	8185.76	N/A	8185.76	7117.17	USD	No	8185.76	7117.17
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4454.24	N/A	4454.24	3873.25	EUR	No	4454.24	3873.25
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7788.28	N/A	7788.28	6772.42	EUR	No	7788.28	6772.42
ICEEU	R	LONG GILT	R	4152.14	N/A	4152.14	3610.56	GBP	No	4152.14	3610.56
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.262	N/A	474.262	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	628.95	N/A	628.95	546.907	GBP	Yes	628.942	546.907
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	821.876	N/A	821.876	714.67	GBP	No	821.871	714.67
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	2049.23	N/A	2049.23	1781.94	EUR	No	2049.23	1781.94
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	556.807	N/A	556.807	484.18	GBP	No	556.807	484.18
ICEEU	Y	FTSE 250 INDEX	Y2	4443.97	N/A	4443.97	3864.01	GBP	No	4443.97	3864.01
ICEEU	Z	FTSE 100 INDEX	Z	4846.91	4214.71	6924.16	6021.01	GBP	Yes	6924.16	6021.01

ICE Agricultural Products (ICEEUSOFT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEEUSOFT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEEUSOFT	C	COCOA	C	15873.22	N/A	15873.22	13802.80	GBP	No	15873.22	13802.80
ICEEUSOFT	D	ROBUSTA COFFEE	RC	9337.425	N/A	9337.425	8119.50	USD	No	9337.425	8119.50
ICEEUSOFT	T	WHEAT	T	2517.02	N/A	2517.02	2187.51	GBP	No	2517.02	2187.51
ICEEUSOFT	W	WHITE SUGAR	W	2614.93	N/A	2614.93	2273.85	USD	No	2614.93	2273.85

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	7508.61	N/A	7508.61	6529.23	USD	No	7508.61	6529.23
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23260187.21	N/A	23260187.21	20226249.75	JPY	No	23260187.21	20226249.75
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	12368.38	N/A	12368.38	10754.69	USD	No	12368.38	10754.69
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	16891.07	N/A	16891.07	14687.89	CAD	No	16891.07	14687.89
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	7480.82	N/A	7480.82	6505.06	GBP	No	7480.82	6505.06
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	21334.61	N/A	21334.61	18551.84	AUD	No	21334.61	18551.84
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	8286.06	N/A	8286.06	7205.27	CHF	No	8286.06	7205.27
ICEUS	ZY	SWISS FRANC	KZY	4685977.26	N/A	4685977.26	4074762.83	JPY	No	4685977.51	4074762.83
ICEUS	MP	BRITISH POUND	MP	8711.26	N/A	8711.26	7575.01	USD	No	8711.26	7575.01
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	15773.71	N/A	15773.71	13716.27	CHF	No	15773.71	13716.27
ICEUS	GBP	BRITISH POUND	SY	3042755.61	N/A	3042755.61	2645874.45	JPY	No	3042756.49	2645874.45

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	1357	N/A	1357	1180	EUR	No	1357	1180
IDEM	FTMIB	FTSE MIB INDEX	FIB	18216.69	15840.60	26023.84	22629.425	EUR	Yes	26023.84	22629.425
IDEM	FTMIB	FTSE MIB INDEX	MICR	728.667	633.624	1040.95	905.177	EUR	No	1040.95	905.177
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3643.34	3168.12	5204.77	4525.885	EUR	No	5204.77	4525.885
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1104.93	N/A	1104.93	960.81	EUR	No	1104.93	960.811

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	21524.12	N/A	21524.12	18716.62	USD	No	21524.12	18716.62
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250.00	13000
IPE	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	22157.03	N/A	22157.03	19266.98	USD	No	22157.03	19266.98
IPE	NGF	ICE UK NATURAL GAS	NGF	6809.955	N/A	6809.955	5921.70	GBP	No	23637	5921.70
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	16250.00	N/A	16250.00	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	6853249.90	5945625	9790357	8493750	KRW	Yes	9790357	8493750
KSE	K200M	MINI KOSPI200 INDEX	05	1370650.05	1187900.01	1958071.50	1697000.01	KRW	Yes	1958071.50	1697000.01
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1248775.50	834750	1783965	1192500	KRW	No	1783965	1192500
KSE	005930	HANG SENG BANK LTD	11	162046.65	N/A	162046.65	139632.75	KRW	No	160577.67	139632.75
KSE	017670	HENDERSON LAND DEVELOPMENT	12	155109.97	N/A	155109.97	134878.23	KRW	No	158622.92	134878.23
KSE	005490	POSCO HOLDINGS INC	13	759937.50	N/A	759937.50	656874.53	KRW	No	759937.50	656874.53
KSE	030200	KTCORPORATION	14	154566.01	N/A	154566.01	127871.57	KRW	No	147052.31	127871.57
KSE	015760	KOREA ELECTRIC POWER CORP	15	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	005380	SUN HUNG KAI PROPERTIES	16	583093.48	N/A	583093.48	472949.65	KRW	No	543892.10	472949.65
KSE	016360	NEW WORLD DEVELOPMENT	17	151182.28	N/A	151182.28	121865.87	KRW	No	140145.75	121865.87
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	151111.75	N/A	151111.75	122066.05	KRW	No	140375.96	122066.05
KSE	000270	SWIRE PACIFIC LTD - CL A	19	275411.07	N/A	275411.07	221961.04	KRW	No	255255.19	221961.04
KSE	012330	HYUNDAI MOBIS CO LTD	20	774923.04	N/A	774923.04	628097.15	KRW	No	722311.72	628097.15
KSE	006400	SAMSUNG SDI CO LTD	22	541646.77	N/A	541646.77	470997.19	KRW	No	553656.21	470997.19
KSE	009150	BANK OF EAST ASIA LTD	23	351915.03	N/A	351915.03	303538.59	KRW	No	349069.38	303538.59
KSE	066570	LG ELECTRONICS INC	24	212643.57	N/A	212643.57	177668.93	KRW	No	204319.26	177668.93
KSE	036460	KOREA GAS CORPORATION	28	129953.25	N/A	129953.25	97092.31	KRW	No	129953.25	97092.31
KSE	004020	HYUNDAI STEEL CO	32	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	003550	LG CORP	34	191581.55	N/A	191581.55	163655.60	KRW	No	188203.94	163655.60
KSE	078930	GS HOLDINGS	35	113992.34	N/A	113992.34	95090.41	KRW	No	109353.97	95090.41
KSE	033780	KT & G CORPORATION	36	327256.08	N/A	327256.08	283769.80	KRW	No	326335.28	283769.80
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	897435	N/A	897435	666884.06	KRW	No	897435	666884.06
KSE	086790	HANA FINANCIAL GROUP	40	185829.61	N/A	185829.61	155147.51	KRW	No	178419.64	155147.51
KSE	096770	SK INNOVATION CO LTD	41	288062.24	N/A	288062.24	239978.16	KRW	No	275974.89	239978.16
KSE	001040	CJ CORP	42	400044	N/A	400044	308042.87	KRW	No	400044	308042.87
KSE	034220	LG DISPLAY CO LTD	45	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	105560	KB FINANCIAL GROUP INC	46	258387.81	N/A	258387.81	216706.04	KRW	No	249211.94	216706.04
KSE	051910	LG CHEM LTD	47	683876.48	N/A	683876.48	553025.78	KRW	No	635979.65	553025.78
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	000660	SK HYNIX INC	50	523747.96	N/A	523747.96	455433.01	KRW	No	535479.98	455433.01
KSE	006360	GS ENGINEERING & CONSTRUCT	51	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	139480	E-MART INC	54	261873.98	N/A	261873.98	227716.50	KRW	No	268739.99	227716.50
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	118093.12	N/A	118093.12	101721.71	KRW	No	116979.97	101721.71
KSE	035420	NAVER CORP	56	570736.91	N/A	570736.91	489215.12	KRW	No	562597.38	489215.12
KSE	003490	KOREAN AIR LINES CO LTD	57	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	935772	N/A	935772	698778.47	KRW	No	935772	698778.47
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3156795	N/A	3156795	2592358.83	KRW	No	3156795	2592358.83
KSE	KWY	UNITED STATES DOLLAR	75	1651285.03	N/A	1651285.03	1435900.02	KRW	No	3302570.30	2871800.05
KSE	032640	LG UPLUS CORP	B0	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	010950	S-OILCORPORATION	B2	149930.05	N/A	149930.05	130373.96	KRW	No	153425.86	130373.96
KSE	010130	KOREA ZINC CO LTD	B3	3713850	N/A	3713850	2475900	KRW	No	3713850	2475900
KSE	024110	INDUSTRIALBANKOFKOREA	B4	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	001680	DAESANG CORPORATION	B6	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	047050	POSCO INTERNATIONAL CORP	B7	156509.25	N/A	156509.25	123117.05	KRW	No	156509.25	123117.05
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	87170.61	N/A	87170.61	71840	KRW	No	84532.50	71840
KSE	023530	BARLEY FUTURES	BA	197317.99	N/A	197317.99	168660.35	KRW	No	193959.40	168660.35
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	247380	N/A	247380	164920	KRW	No	247380	164920
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	255635.86	N/A	255635.86	208197.95	KRW	No	239427.64	208197.95
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	029780	SAMSUNG CARD CO	BG	122100.88	N/A	122100.88	103473.38	KRW	No	118994.39	103473.38
KSE	036570	NCSOFTCORPORATION	BJ	433674.84	N/A	433674.84	377108.55	KRW	No	476108.96	377108.55
KSE	000080	HITE JINRO CO LTD	BK	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	242015.70	N/A	242015.70	197187.48	KRW	No	226765.60	197187.48
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	295065	N/A	295065	204444.375	KRW	No	295065	204444.375
KSE	000720	DANONE	BN	119027.23	N/A	119027.23	102972.90	KRW	No	118418.84	102972.90
KSE	011210	HYUNDAI WIA CORP	BP	125903.20	N/A	125903.20	107226.94	KRW	No	123310.98	107226.94
KSE	008770	HOTEL SHILLA CO LTD	BQ	126988.48	N/A	126988.48	110354.92	KRW	No	126908.16	110354.92
KSE	035250	KANGWON LAND, INC.	BS	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	138930	BNK FINANCIAL GROUP INC	BT	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	001120	LX INTERNATIONAL CORP	BX	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	011070	LG INNOTEK CO LTD	BY	407487.41	N/A	407487.41	354336.875	KRW	No	408834.96	354336.875
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	034730	SK INC	C1	379884.04	N/A	379884.04	328812.62	KRW	No	378134.51	328812.62
KSE	001740	SK NETWORKS CO LTD	C2	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	350736.73	N/A	350736.73	295530.98	KRW	No	339860.62	295530.98
KSE	018260	SAMSUNG SDS CO LTD	C5	372411.15	N/A	372411.15	318803.11	KRW	No	366623.57	318803.11
KSE	090430	AMOREPACIFIC CORP	C6	375759.97	N/A	375759.97	300785.98	KRW	No	345903.87	300785.98
KSE	030000	CHEIL WORLDWIDE INC	C7	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	028260	SAMSUNG C&T CORP	C8	349302.60	N/A	349302.60	294279.79	KRW	No	338421.75	294279.79
KSE	000880	HANWHA CORPORATION	C9	239354.25	N/A	239354.25	159569.50	KRW	No	239354.25	159569.50
KSE	088350	CARREFOUR SA	CA	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	086280	COCOA NYBOT	CC	357674.68	N/A	357674.68	281517.66	KRW	No	323745.30	281517.66
KSE	010620	HD HYUNDAI MIPO	CD	479143.05	N/A	479143.05	416646.13	KRW	No	483727.56	416646.13
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	035720	KAKAO CORP	CF	112135.75	N/A	112135.75	95215.53	KRW	No	109497.86	95215.53
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	069080	WEBZEN INC	CK	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	096530	LIGHT SWEET CRUDE OIL	CL	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	022100	POSCO DX CO LTD	CN	123492	N/A	123492	82328	KRW	No	123492	82328
KSE	068270	CELLTRION INC	CP	512178.67	N/A	512178.67	395375.90	KRW	No	454682.28	395375.90
KSE	122870	YG ENTERTAINMENT INC	CQ	194170.70	N/A	194170.70	167659.39	KRW	No	192808.30	167659.39
KSE	051900	LG H&H	CR	1149961.98	N/A	1149961.98	798258.98	KRW	No	917997.83	798258.98
KSE	002790	AXA SA	CS	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	000810	COTTON NO. 2	CT	1099031.88	N/A	1099031.88	910866.02	KRW	No	1047495.92	910866.02
KSE	008930	HANMI SCIENCE CO LTD	CV	86806.26	N/A	86806.26	71840	KRW	No	82616	71840
KSE	021240	COWAY CO LTD	CW	233959.93	N/A	233959.93	203443.42	KRW	No	234733.64	203443.42
KSE	128940	HANMI PHARM CO LTD	CX	770504.45	N/A	770504.45	598068.63	KRW	No	687778.93	598068.63
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	265969.20	N/A	265969.20	218958.18	KRW	No	251801.91	218958.18
KSE	097950	CJ CHEILJEDANG CORP.	D1	708333.92	N/A	708333.92	591812.66	KRW	No	680584.55	591812.66
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	120577.14	N/A	120577.14	104849.69	KRW	No	124475.88	104849.69
KSE	002380	KCC CORP	D3	717995.13	N/A	717995.13	624343.59	KRW	No	735369.55	624343.59
KSE	012750	S1 CORPORATION	D5	181297.37	N/A	181297.37	157649.88	KRW	No	181896.91	157649.88
KSE	000100	YUHAN CORPORATION	D6	339108.80	N/A	339108.80	282768.85	KRW	No	325184.17	282768.85
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	130546.62	N/A	130546.62	107352.07	KRW	No	123454.88	107352.07
KSE	069960	HYUNDAI DEPT STORE CO	D8	172519.52	N/A	172519.52	149642.28	KRW	No	172088.62	149642.28
KSE	004370	MILK CLASS III INDEX	DA	1275078.45	N/A	1275078.45	985937.42	KRW	No	1133828.04	985937.42
KSE	079550	LIG NEX1 CO LTD	DB	1150785	N/A	1150785	797007.73	KRW	No	1150785	797007.73
KSE	204320	HL MANDO CO LTD	DC	109058.23	N/A	109058.23	93839.22	KRW	No	107915.10	93839.22
KSE	004170	SHINSEGAE INC	DD	447200.19	N/A	447200.19	388869.73	KRW	No	457679.06	388869.73
KSE	161890	KOLMAR KOREA CO LTD	DE	219550.56	N/A	219550.56	188929.63	KRW	No	217269.07	188929.63
KSE	111770	YOUNGONE CORP	DG	141515.62	N/A	141515.62	116485.75	KRW	No	133958.61	116485.75
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	252952.99	N/A	252952.99	219959.12	KRW	No	270789.51	219959.12
KSE	192820	COSMAX INC	DK	510077.92	N/A	510077.92	437165.625	KRW	No	502740.47	437165.625
KSE	039130	HANA TOUR SERVICE INC	DN	152286.94	N/A	152286.94	129373.00	KRW	No	148778.95	129373.00
KSE	086900	MEDY-TOX INC	DP	521388.01	N/A	521388.01	442670.86	KRW	No	509071.49	442670.86
KSE	078340	COM2US CORP	DR	116651.26	N/A	116651.26	98718.86	KRW	No	113526.69	98718.86
KSE	035760	CJ ENM CO LTD	DT	178527.28	N/A	178527.28	151393.94	KRW	No	174103.03	151393.94
KSE	056190	SFA ENGINEERING CORP	DV	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	241560	DOOSAN BOBCAT INC	DW	151581.51	N/A	151581.51	115234.56	KRW	No	132519.74	115234.56
KSE	017800	CME DRY WHEY INDEX	DY	227511.80	N/A	227511.80	180171.29	KRW	No	207196.98	180171.29
KSE	105630	HANSAE CO LTD	DZ	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	240810	WONIK IPS CO LTD	E0	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	091700	PARTRON CO LTD	E3	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	041510	SM ENTERTAINMENT CO LTD	E4	347630.51	N/A	347630.51	302287.40	KRW	No	348780.12	302287.40
KSE	251270	NETMARBLE CORP	E5	131139.64	N/A	131139.64	112231.71	KRW	No	129066.47	112231.71
KSE	003670	POSCO FUTURE M CO LTD	E8	380542.50	N/A	380542.50	325809.77	KRW	No	380920.29	325809.77
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	316140	WOORI FINANCIAL GROUP INC	EB	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	009420	HANALL BIOPHARMA CO LTD	EE	86515.57	N/A	86515.57	71840	KRW	No	85833	71840
KSE	035900	JYP ENTERTAINMENT CORP	EF	197700.48	N/A	197700.48	171913.46	KRW	No	202354.25	171913.46
KSE	028670	PAN OCEAN CO LTD	EH	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	324996	N/A	324996	257244.57	KRW	No	324996	257244.57
KSE	093370	FOOSUNG CO LTD	EL	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	375500	DL E&C CO LTD	ER	124462.09	N/A	124462.09	108227.90	KRW	No	132373.68	108227.90
KSE	207940	E-MINI S&P 500	ES	3114343.56	N/A	3114343.56	2594967.19	KRW	No	2984212.27	2594967.19
KSE	028050	SAMSUNG E&A CO LTD	ET	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	272210	HANWHA SYSTEMS CO LTD	EV	216936	N/A	216936	144624	KRW	No	216936	144624
KSE	293490	KAKAO GAMES CORP	EX	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	247540	ECOPRO BM CO LTD	EY	340992	N/A	340992	256243.63	KRW	No	340992	256243.63
KSE	253450	STUDIO DRAGON CORP	EZ	150297.75	N/A	150297.75	124743.60	KRW	No	150297.75	124743.60
KSE	278280	CHUNBO CO LTD	F0	108988.46	N/A	108988.46	94214.57	KRW	No	108346.76	94214.57
KSE	200130	KOLMAR BNH CO LTD	F1	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	036540	SFA SEMICON CO LTD	F2	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	060250	NHN KCP CORP	F3	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	525942	N/A	525942	359591.875	KRW	No	525942	359591.875
KSE	373220	LG ENERGY SOLUTION	F5	1022403.92	N/A	1022403.92	865823.20	KRW	No	995696.68	865823.20
KSE	323410	KAKAOBANK CORP	F6	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	377300	KAKAO PAY CORP	F7	91480.69	N/A	91480.69	76322.56	KRW	No	91113.75	76322.56
KSE	259960	KRAFTON INC	F8	1084906.50	N/A	1084906.50	943396.95	KRW	No	1163494.24	943396.95
KSE	302440	SK BIOSCIENCE CO LTD	F9	121441.96	N/A	121441.96	99844.93	KRW	No	114821.67	99844.93
KSE	011200	HMM CO LTD	FA	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	82616	N/A	82616	71840	KRW	No	82616	71840
KSE	352820	HYBE CO LTD	FC	747752.52	N/A	747752.52	621841.21	KRW	No	715117.39	621841.21
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1410232.50	N/A	1410232.50	999700.47	KRW	No	1410232.50	999700.47
KSE	402340	SK SQUARE CO LTD	FE	251674.62	N/A	251674.62	216956.27	KRW	No	249499.71	216956.27
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	320155.29	N/A	320155.29	260998.14	KRW	No	300147.87	260998.14
KSE	383220	F&F CO LTD / NEW	FG	205480.78	N/A	205480.78	173164.63	KRW	No	199139.32	173164.63
KSE	267250	HD HYUNDAI	FH	231000.18	N/A	231000.18	193684.14	KRW	No	222736.76	193684.14
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	377907.26	N/A	377907.26	301786.93	KRW	No	347054.97	301786.93
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	350163.07	N/A	350163.07	295030.51	KRW	No	339285.08	295030.51
KSE	263750	PEARL ABYSS CORP	FL	101152.42	N/A	101152.42	87958.62	KRW	No	101486.93	87958.62
KSE	066970	L&F CO LTD	FM	225441	N/A	225441	169911.54	KRW	No	225441	169911.54
KSE	112040	WEMADE CO LTD	FN	99581.25	N/A	99581.25	71840	KRW	No	99581.25	71840
KSE	196170	ALTEOGEN INC	FP	1366695	N/A	1366695	911130	KRW	No	1366695	911130
KSE	058470	LEENO INDUSTRIAL INC	FQ	105755.90	N/A	105755.90	90085.64	KRW	No	103598.49	90085.64

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	6993.06	N/A	6993.06	6080.93	USD	No	6993.07	6080.93
LMEOTC	CA	CARREFOUR SA	CA	27089.84	N/A	27089.84	23556.33	USD	No	27089.85	23556.33
LMEOTC	PB	LEAD - LME	PB	5647.72	N/A	5647.72	4911.05	USD	No	5647.72	4911.05
LMEOTC	SNLME	TIN FUTURE	SN	38517.95	N/A	38517.95	33486.43	USD	No	38517.95	33486.43
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7543.14	N/A	7543.14	6559.25	USD	No	7543.14	6559.25

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	1169.07	N/A	1169.07	1016.58	EUR	Yes	1318.09	1146.16
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2329.02	N/A	2329.02	2025.23	EUR	Yes	2329.02	2025.23
MATIF	EMA	CORN	EMA	1550.34	N/A	1550.34	1348.12	EUR	No	1631.59	1418.77

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	224.965	N/A	224.965	195.622	EUR	No	228.109	195.622
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.01	8400.01	13800.02	12000.02	EUR	No	13800.02	12000.02
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.001	840.001	1380.00	1200.00	EUR	Yes	1380.00	1200.00

Mexican Derivatives Exchange (MEXDER)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MEXDER	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MEXDER	DEUA	MILK CLASS III INDEX	DA	9897.24	N/A	9897.24	8606.29	MXN	No	15598.94	13564.30
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	37033.46	N/A	37033.46	32203.01	MXN	No	37033.46	32203.01
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	50658.09	N/A	50658.09	44047.23	MXN	Yes²	59541.66	51771.50
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	10132.24	N/A	10132.24	8809.45	MXN	No	11909.07	10354.30

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	4621.88	N/A	4621.88	4019.03	EUR	No	4621.88	4019.03
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3923.19	N/A	3923.19	3409.73	EUR	No	3923.19	3409.73
MONEP	CAC40	CAC 40	FCE	5178.09	4502.69	7397.27	6432.41	EUR	Yes	6027.58	5241.38
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	16538.14	N/A	16538.14	14380.99	EUR	No	16538.14	14380.99
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	12971.65	N/A	12971.65	11279.69	EUR	No	12971.65	11279.69
MONEP	CAC40	CAC 40	MFC	517.809	450.269	739.727	643.241	EUR	No	602.758	524.138

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	275222.1	N/A	275222.1	239323.5	INR	Yes	9126.81	7936.36
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11191.15	N/A	11191.15	9731.00	INR	No	11191.15	9731.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	282137.7	N/A	282137.7	245208.6	INR	Yes	4315.95	3753.00
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13146.45	N/A	13146.45	11431.00	INR	No	13146.45	11431.00
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6898.21	N/A	6898.21	5996.50	INR	No	6898.21	5996.50
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	239187.6	N/A	239187.6	207990	INR	Yes	1982.84	1724.21
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	260194.5	N/A	260194.5	226255.5	INR	Yes	3448.50	2998.70
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9822.73	N/A	9822.73	8541.50	INR	Yes	9822.73	8541.50

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	141290.71	N/A	141290.71	122861.49	USD	No	141290.72	122861.49
NYBOT	CC	COCOA NYBOT	CC	20566.60	N/A	20566.60	17884	USD	Yes	20566.60	17884
NYBOT	CT	COTTON NO. 2	CT	3287.61	N/A	3287.61	2858.79	USD	Yes	3287.61	2858.79
NYBOT	DX	NYBOT US DOLLAR FX	DX	3549.63	N/A	3549.63	3086.63	USD	Yes	3549.63	3086.63
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	14887.56	N/A	14887.56	12945.29	USD	No	14887.56	12945.29
NYBOT	KC	COFFEE "C"	KC	25979.24	N/A	25979.24	22590.65	USD	Yes	25979.24	22590.65
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	14311.52	N/A	14311.52	12444.48	USD	Yes	14311.52	12444.48
NYBOT	RS	CANOLA	RS	1223.85	N/A	1223.85	1064.21	CAD	No	1223.85	1064.21
NYBOT	SB	SUGAR NO. 11	SB	1891.14	N/A	1891.14	1644.47	USD	Yes	1891.14	1644.47
NYBOT	SF	SUGAR #16 112000 LBS	SF	1986.35	N/A	1986.35	1724.80	USD	No	1986.35	1724.80

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	17620.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	17610.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	9190.24	N/A	9190.24	7704.56	USD	No	8860.24	7704.56
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9503.67	N/A	9503.67	8264.06	USD	No	9503.67	8264.06
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	26682.60	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	9198.12	N/A	9198.12	7704.56	USD	No	8868.12	7704.56
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1761.00	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2510.35	N/A	2510.35	2008.28	USD	No	2523.79	2008.28
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	857.323	N/A	857.323	735.064	USD	No	845.323	735.064
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2333.68	N/A	2333.68	1866.95	USD	No	2363.08	1866.95
NYMEX	NG	HENRY HUB NATURAL GAS	NG	9190.24	N/A	9190.24	7704.56	USD	Yes	8860.24	7704.56
NYMEX	PA	PALLADIUM INDEX	PA	16944.36	N/A	16944.36	14734.22	USD	No	18324.35	14734.22
NYMEX	PL	PLATINUM INDEX	PL	5754.78	N/A	5754.78	5004.16	USD	No	6199.78	5004.16
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2299.04	N/A	2299.04	1926.14	USD	No	2216.54	1926.14
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.05	N/A	8125.05	6500	USD	No	8810.05	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	23591.40	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	9427.71	N/A	9427.71	8198.01	USD	No	9427.71	8198.01

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	9770.44	N/A	9770.44	8495.12	USD	No	9770.44	8495.12
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	15664.90	N/A	15664.90	13617.81	USD	No	15664.90	13617.81
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	24499.86	N/A	24499.86	21304.22	USD	No	24499.86	21304.22
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5716.60	4970.95	8166.57	7101.36	USD	No	8166.57	7101.36
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2816.72	2449.32	4023.88	3499.03	USD	No	4023.88	3499.03
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	72978.02	N/A	72978.02	63459.15	USD	No	72978.02	63459.15

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	28476.40	N/A	28476.40	24760.02	SEK	No	28476.42	24760.02
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	18568.13	16146.20	26525.90	23066	SEK	Yes	26525.90	23066
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	1049.62	N/A	1049.62	912.711	SEK	No	5656.27	912.711

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	2593007.235	2254788.90	3704296.05	3221127	JPY	Yes	3387933.26	2946028.93
OSE.JPN	N225M	NIKKEI 225 MINI	225M	259300.72	225478.89	370429.605	322112.70	JPY	Yes	338793.33	294602.89
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	25930.07	22547.89	37042.96	32211.27	JPY	No	33879.33	29460.29
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	208978.15	N/A	208978.15	181717.85	JPY	No	208978.15	181717.85
OSE.JPN	TPXC30	TOPIX CORE30	C30	145517.39	N/A	145517.39	126536.86	JPY	No	145517.39	126536.86
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	533751.24	N/A	533751.24	464116.94	JPY	No	533751.24	464116.94
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2425867.59	N/A	2425867.59	2109450.08	JPY	Yes	2328832.88	2025072.07
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	242586.76	N/A	242586.76	210945.01	JPY	No	232883.29	202507.21
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	75657.97	N/A	75657.97	65788.80	JPY	No	75657.97	65788.80
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	161575	N/A	161575	140500	JPY	No	188600	164000
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	150406.91	N/A	150406.91	130772.10	JPY	No	150406.91	130772.10
OSE.JPN	TOPX	TOPIX INDEX	TPX	1646908.04	1432093.95	2352725.775	2045848.50	JPY	No	2274151.36	1977522.92
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	164690.80	143209.395	235272.58	204584.85	JPY	No	227415.14	197752.29

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250.00	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250.00	N/A	16250.00	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	20566.60	N/A	20566.60	17884	USD	No	20566.60	17884
QBALGOIUS	CT	COTTON NO. 2	CT	3287.61	N/A	3287.61	2858.79	USD	No	3287.61	2858.79
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	3549.63	N/A	3549.63	3086.63	USD	No	3549.63	3086.63
QBALGOIUS	KC	COFFEE "C"	KC	25979.24	N/A	25979.24	22590.65	USD	No	25979.24	22590.65
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	14311.52	N/A	14311.52	12444.48	USD	No	14311.52	12444.48
QBALGOIUS	SB	SUGAR NO. 11	SB	1891.14	N/A	1891.14	1644.47	USD	No	1891.14	1644.47

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	329899.51	N/A	329899.51	286869.14	JPY	No	329899.59	286869.14
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1786.88	N/A	1786.88	1553.81	USD	No	1786.88	1553.81
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1266.91	1101.66	1809.87	1573.80	USD	No	1809.87	1573.80
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4043.03	N/A	4043.03	3515.68	USD	No	4043.03	3515.68
SGX	XIN0I	FTSE CHINA H50	FCH	3826.17	N/A	3826.17	3326.59	USD	No	3826.17	3326.59
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1173	N/A	1173	1020	USD	No	1173	1020
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2528.02	N/A	2528.02	2197.81	USD	No	2528.02	2197.81
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1538.48	N/A	1538.48	1337.42	USD	No	1538.48	1337.42
SGX	INR	UNITED STATES DOLLAR	INR	9810.94	N/A	9810.94	8531.25	USD	No	9810.94	8531.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9816.98	N/A	9816.98	8536.50	USD	No	9816.97	8536.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2693.30	N/A	2693.30	2342	USD	No	2693.30	2342
SGX	SGB	SGX MINI JGB INDEX	JB	383384.83	N/A	383384.83	333364.97	JPY	No	383384.93	333364.97
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	382711.04	N/A	382711.04	332792.21	JPY	No	382711.04	332792.21
SGX	KRW	KOREAN WON	KRW	10019.20	N/A	10019.20	8711.25	USD	No	10019.20	8711.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2003.59	N/A	2003.59	1742.25	USD	No	2003.59	1742.25
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6250.54	N/A	6250.54	5435.25	CNH	No	6250.54	5435.25
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1822750	N/A	1822750	1585000	JPY	No	1822750	1585000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2173.50	1890.00	3105.00	2700.00	USD	No	3105.00	2700.00
SGX	SGXNK	SGX: NIKKEI 225	NK	1207500.77	1050000.67	1725001.10	1500000.96	JPY	Yes	1725001.10	1500000.96
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	241500.15	210000.13	345000.22	300000.19	JPY	No	345000.22	300000.19
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	44807.10	N/A	44807.10	38962.69	USD	No	44807.10	38962.69
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	2254	1960	3220	2800	SGD	Yes²	3220	2800
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6439.39	N/A	6439.39	5599.23	SGD	No	6439.39	5599.23
SGX	STI	SGX STRAITS TIMES INDEX	ST	4503.03	N/A	4503.03	3915.67	SGD	No	4503.03	3915.67
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2510.90	N/A	2510.90	2183.39	USD	No	2510.90	2183.39
SGX	TSR20	SICOM RUBBER	TF	947.60	N/A	947.60	824.00	USD	No	947.60	824.00
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	24798.70	N/A	24798.70	21563.87	JPY	No	24798.45	21563.87
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1972.55	N/A	1972.55	1715.16	USD	No	1972.55	1715.16
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7529.25	N/A	7529.25	6547.17	USD	No	7529.25	6547.17
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	6448.70	5607.56	9212.43	8010.81	USD	No	9212.43	8010.81
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	25002.15	N/A	25002.15	21741	CNH	Yes	25002.15	21741
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10784227.23	N/A	10784227.23	9377587.59	JPY	No	10784225.73	9377587.59
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1609.84	N/A	1609.84	1399.81	SGD	No	1609.84	1399.81
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2156845.45	N/A	2156845.45	1875517.52	JPY	No	2156845.15	1875517.52
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1319.625	N/A	1319.625	1147.50	SGD	No	1319.625	1147.50
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4013.21	N/A	4013.21	3489.75	SGD	No	4013.21	3489.75
SGX	G13	GENTING SINGAPORE LTD	YGEN	633.9375	N/A	633.9375	551.25	SGD	No	633.9375	551.25
SGX	BN4	KEPPEL LTD	YKEP	3348.225	N/A	3348.225	2911.50	SGD	No	3348.225	2911.50
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5461.35	N/A	5461.35	4749	SGD	No	5461.35	4749
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3268.875	N/A	3268.875	2842.50	SGD	No	3268.875	2842.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	888.375	N/A	888.375	772.50	SGD	No	888.375	772.50
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5937.45	N/A	5937.45	5163.00	SGD	No	5942.45	5163.00
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2708.25	N/A	2708.25	2355	SGD	No	3178.25	2355
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	19950.75	N/A	19950.75	4500	SGD	No	5175	4500
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	138.681	N/A	138.681	120.333	USD	No	138.383	120.333
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	445.276	N/A	445.276	385.811	USD	No	443.683	385.811

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	13714.00	11925.21	19591.42	17036.02	AUD	Yes	19591.42	17036.02
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.846	N/A	756.846	658.108	AUD	No	756.851	658.108
SNFE	IR	90 DAY BILLS	IR	2148.48	N/A	2148.48	1868.25	AUD	No	2148.49	1868.25
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.11	N/A	3228.11	2807.05	AUD	No	3228.11	2807.05
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.41	N/A	1237.41	1076	AUD	No	1237.40	1076

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	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁵	日内结束时间⁵

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

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。“日内开始时间”与“日内结束时间”栏中所列时间均为本地交易所时间。

风险保证金概况

什么是基于风险的保证金？

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

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

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

美国额外保证金要求

针对美国居民：

使用下方链接查看其它保证金要求：

您可点击此处更改您的所在地设置

进一步阅读

有关期货/期权风险管理和财务控制的重要信息，请参见以下专门文章和链接：

交割、行权和公司行动

要了解更多保证金交易的信息，可访问我们的教育中心：

前往

披露

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

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

期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

期货保证金

保证金要求

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

印度国家证券交易所（NSE）

美国洲际期货交易所（NYBOT）

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

新加坡交易所（SGX）

ASX24 (SNFE)4

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金要求

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴