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	8833.94	N/A	8833.94	7681.69	EUR	Yes²	8833.94	7681.69

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	8625.02	N/A	8625.02	7500.02	MYR	No	8625.02	7500.02
BURSAMY	FBMKLCI	FKLI	FKLI	4427.56	3850.02	6325.08	5500.03	MYR	No	6325.08	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	728.658	N/A	728.658	633.505	USD	No	728.658	633.505
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1055.90	N/A	1055.90	918.174	USD	No	1055.90	918.174
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	887.67	N/A	887.67	771.887	USD	No	887.67	771.887
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	2496.77	N/A	2496.77	2171.10	USD	No	2496.77	2171.10
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	803.885	N/A	803.885	699.029	USD	No	803.885	699.029
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	3752.65	N/A	3752.65	3263.12	USD	No	3752.65	3263.12
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	7032.32	N/A	7032.32	6114.84	USD	No	7032.32	6114.84
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5446.85	N/A	5446.85	4736.36	USD	No	5446.85	4736.36
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3045.73	N/A	3045.73	2648.46	USD	Yes	3045.73	2648.46
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	724.306	N/A	724.306	628.987	USD	No	724.306	628.987
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1250.40	N/A	1250.40	1085.60	USD	No	1250.42	1085.60
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1102.85	959	1575.50	1370	USD	No	1496.15	1301
CBOT	MZC	MICRO CORN FUTURES	MZC	163.292	N/A	163.292	141.993	USD	No	163.291	141.993
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	380.204	N/A	380.204	330.613	USD	No	380.204	330.613
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	319.648	N/A	319.648	277.955	USD	No	319.648	277.955
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	350.481	N/A	350.481	304.766	USD	No	350.481	304.766
CBOT	MZW	MICRO WHEAT FUTURES	MZW	296.806	N/A	296.806	258.092	USD	No	296.806	258.092
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4292.57	N/A	4292.57	3732.64	USD	No	4292.57	3732.64
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3923.41	N/A	3923.41	3411.34	USD	No	3923.04	3411.34
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	7372.68	N/A	7372.68	6410.81	USD	Yes	7372.43	6410.81
CBOT	YC	MINI SIZED CORN FUTURES	XC	342.731	N/A	342.731	298.027	USD	No	342.731	298.027
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	700.961	N/A	700.961	609.531	USD	No	700.961	609.531
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	593.611	N/A	593.611	516.184	USD	No	593.611	516.184
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	57.50	N/A	57.50	50	USD	No	57.50	50
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	136.422	N/A	136.422	118.628	USD	No	136.423	118.628
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	172.502	N/A	172.502	150	USD	No	172.50	150
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	224.781	N/A	224.781	195.462	USD	No	224.785	195.462
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	511.30	N/A	511.30	444.607	USD	No	511.298	444.607
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	11027.695	9589.30	15753.85	13699	USD	Yes	14964.95	13013
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2416.38	N/A	2416.38	2100.49	USD	No	2415.57	2100.49
CBOT	ZB	US TREASURY BOND	ZB	5666.87	N/A	5666.87	4927.71	USD	Yes	5667.12	4927.71
CBOT	ZC	CORN FUTURES	ZC	1713.66	N/A	1713.66	1490.14	USD	Yes	1713.66	1490.14
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1673.46	N/A	1673.46	1455.18	USD	Yes	1673.71	1455.18
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3587.25	N/A	3587.25	3119.35	USD	Yes	3587.25	3119.35
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2988.56	N/A	2988.56	2598.75	USD	Yes	2988.56	2598.75
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2612.73	N/A	2612.73	2271.94	USD	Yes	2612.98	2271.94
CBOT	ZO	OAT FUTURES	ZO	5200.53	N/A	5200.53	4522.20	USD	Yes	5200.53	4522.20
CBOT	ZQ	30 DAY FED FUNDS	ZQ	688.951	N/A	688.951	599.088	USD	Yes²	688.951	599.088
CBOT	ZR	ROUGH RICE FUTURES	ZR	4908.85	N/A	4908.85	4268.55	USD	Yes	4908.85	4268.55
CBOT	ZS	SOYBEAN FUTURES	ZS	3504.81	N/A	3504.81	3047.66	USD	Yes	3504.81	3047.66
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.50	N/A	1380.50	1200	USD	Yes	1380	1200
CBOT	ZW	WHEAT FUTURES	ZW	2968.06	N/A	2968.06	2580.92	USD	Yes	2968.06	2580.92

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	3912.60	N/A	3912.60	3402.26	CAD	No	3912.60	3402.26
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2118.83	N/A	2118.83	1842.46	CAD	No	2118.83	1842.46
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	742.072	N/A	742.072	645.28	CAD	No	742.072	645.28
CDE	CRA	3 MONTH CORRA	CRA	539.96	N/A	539.96	469.53	CAD	No	539.967	469.53
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16028.69	13937.99	22898.13	19911.42	CAD	No	22898.13	19911.42
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	12630.97	N/A	12630.97	10983.45	CAD	No	12630.97	10983.45

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	19634.81	N/A	19634.81	17073.75	CHF	Yes	19634.81	17073.75
CEDX	BDE40G	-	DE40F	37422.32	N/A	37422.32	32541.15	EUR	Yes	37422.32	32541.15
CEDX	BES35P	-	ES35F	70068.83	N/A	70068.83	60929.415	EUR	Yes	70068.83	60929.415
CEDX	BEZ50P	-	EZ50F	8762.06	N/A	8762.06	7619.18	EUR	Yes	8762.06	7619.18
CEDX	BFR40P	-	FR40F	11779.02	N/A	11779.02	10242.62	EUR	Yes	11779.02	10242.62
CEDX	BIT40P	-	IT40F	17261.32	N/A	17261.32	15009.84	EUR	Yes	17261.32	15009.84
CEDX	BNL25P	-	NL25F	13406.33	N/A	13406.33	11657.68	EUR	Yes	13406.33	11657.68
CEDX	BNO25G	-	NO25F	17115.65	N/A	17115.65	14883.18	NOK	Yes	17115.65	14883.18
CEDX	BSE30P	-	SE30F	40704.02	N/A	40704.02	35394.80	SEK	Yes	40704.02	35394.80
CEDX	BUK100P	-	UK100F	10670.47	N/A	10670.47	9278.67	GBP	Yes	10670.47	9278.67

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	9861.75	N/A	9861.75	8571.25	USD	No	9861.75	8571.25
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	10174.28	N/A	10174.28	8844.21	USD	No	10174.29	8844.21
CFE	VA	S&P 500 VARIANCE	VA	166.75	N/A	166.75	145	USD	No	166.75	145
CFE	VIX	CBOE VOLATILITY INDEX	VX	11454	N/A	11454	9960	USD	Yes	23814.20	20708
CFE	VIX	CBOE VOLATILITY INDEX	VX21	11327.96	N/A	11327.96	9850.40	USD	No	25247.78	21954.59
CFE	VIX	CBOE VOLATILITY INDEX	VX22	11327.96	N/A	11327.96	9850.40	USD	No	24327.49	21154.34
CFE	VIX	CBOE VOLATILITY INDEX	VX23	11327.96	N/A	11327.96	9850.40	USD	No	23814.22	20708.02
CFE	VIX	CBOE VOLATILITY INDEX	VX25	11327.96	N/A	11327.96	9850.40	USD	No	23814.22	20708.02
CFE	VIX	CBOE VOLATILITY INDEX	VX26	10761.56	N/A	10761.56	9357.88	USD	No	22623.51	19672.62
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1145.40	N/A	1145.40	996	USD	No	2381.42	2070.80

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	2597.84	N/A	2597.84	2258.99	USD	Yes	2597.84	2258.99
CME	GBP	BRITISH POUND	6B	2749.49	N/A	2749.49	2390.86	USD	Yes	2749.49	2390.86
CME	CAD	CANADIAN DOLLAR	6C	1683.05	N/A	1683.05	1463.52	USD	Yes	1683.05	1463.52
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	4392.92	N/A	4392.92	3819.93	USD	Yes	4392.92	3819.93
CME	JPY	JAPANESE YEN	6J	4370.30	N/A	4370.30	3800.26	USD	Yes	4376.55	3800.26
CME	BRE	BRAZILIAN REAL	6L	2342.00	N/A	2342.00	1703.27	USD	Yes²	2342.00	1703.27
CME	6M	MEXICAN PESO	6M	1840.01	N/A	1840.01	1600.00	USD	Yes	1840.01	1600.00
CME	NZD	NEW ZEALAND DOLLAR	6N	2781.02	N/A	2781.02	2418.28	USD	Yes²	2781.02	2418.28
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	6210	5400
CME	ZAR	SOUTH AFRICAN RAND	6Z	2242.93	N/A	2242.93	1950.375	USD	No	2242.93	1950.375
CME	ACDX	AUSTRALIAN DOLLAR	ACD	14350.93	N/A	14350.93	12479.07	CAD	No	14350.93	12479.07
CME	AJY	AUSTRALIAN DOLLAR	AJY	2426671.98	N/A	2426671.98	2110149.55	JPY	No	2426672.38	2110149.55
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	922.479	N/A	922.479	802.156	USD	No	922.479	802.156
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	28077.09	N/A	28077.09	24414.86	USD	No	28077.09	24414.86
CME	BOS	BOSTON HOUSING INDEX	BOS	5108.88	N/A	5108.88	4442.50	USD	No	5108.87	4442.50
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	191124.19	N/A	191124.19	163819.96	USD	Yes	191124.19	163819.96
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	272506.875	N/A	272506.875	236962.50	EUR	No	327008.25	284355
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3317.09	N/A	3317.09	2884.42	USD	No	3317.09	2884.42
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	6560.75	N/A	6560.75	5691.96	USD	No	6545.75	5691.96
CME	CJY	CANADIAN DOLLAR	CJY	2600382.56	N/A	2600382.56	2261202.22	JPY	No	2600383.16	2261202.22
CME	CNH	UNITED STATES DOLLAR	CNH	24779.97	N/A	24779.97	21547.50	CNH	No	24779.97	21547.50
CME	CSC	CHEESE	CSC	7695.32	N/A	7695.32	6691.59	USD	No	7695.32	6691.59
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5221.00	N/A	5221.00	4540.00	USD	No	5221.00	4540.00
CME	CZK	CZECH KORUNA	CZK	21526.47	N/A	21526.47	18718.67	USD	Yes²	21526.47	18718.67
CME	DA	MILK CLASS III INDEX	DC	5614.03	N/A	5614.03	4881.77	USD	Yes	5614.03	4881.77
CME	DEN	DENVER HOUSING INDEX	DEN	4677.63	N/A	4677.63	4067.50	USD	No	4677.62	4067.50
CME	DY	CME DRY WHEY INDEX	DY	2510.22	N/A	2510.22	2182.80	USD	No	2510.22	2182.80
CME	E7	EUROPEAN MONETARY UNION EURO	E7	2196.46	N/A	2196.46	1909.97	USD	No	2196.46	1909.97
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	18356.20	N/A	18356.20	15957.12	AUD	No	18356.20	15957.12
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10979.83	N/A	10979.83	9544.09	CAD	No	10979.83	9544.09
CME	ECK	CZECH KORUNA	ECK	9217.94	N/A	9217.94	8015.60	EUR	No	9217.94	8015.60
CME	EHF	HUNGARIAN FORINT	EHF	5781.47	N/A	5781.47	5027.36	EUR	Yes²	5787.47	5027.36
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	25509.38	N/A	25509.38	22182.06	USD	Yes²	25720.90	22366
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	244672.37	212758.58	349531.96	303940.83	JPY	No	324185	281900
CME	EPZ	POLISH ZLOTY	EPZ	7280.82	N/A	7280.82	6331.15	EUR	Yes²	7280.82	6331.15
CME	ES	E-MINI S&P 500	ES	16906.93	15369.93	24152.75	21957.05	USD	Yes	22377.30	20343
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	37238.26	N/A	37238.26	32379.43	USD	No	37238.27	32379.43
CME	ESTR	EURO SHORT-TERM RATE	ESR	143.755	N/A	143.755	125	EUR	No	143.75	125
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	83104.53	N/A	83104.53	72264.81	EUR	No	83104.52	72264.80
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	78866.53	N/A	78866.53	68578.69	USD	Yes	94639.84	82294.42
CME	GSCI	S&P-GSCI INDEX	GD	22494.20	N/A	22494.20	19560.17	USD	No	22494.21	19560.17
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1575.86	N/A	1575.86	1370.31	USD	No	1575.85	1370.31
CME	GF	FEEDER CATTLE	GF	9701.61	N/A	9701.61	8436.18	USD	Yes	9701.61	8436.18
CME	NF	NON FAT DRY MILK INDEX	GNF	2216.36	N/A	2216.36	1927.27	USD	No	2216.36	1927.27
CME	HE	LEAN HOGS	HE	4585.54	N/A	4585.54	3987.43	USD	Yes	4585.54	3987.43
CME	HUF	HUNGARIAN FORINT	HUF	10674.42	N/A	10674.42	9276.88	USD	Yes²	10668.42	9276.88
CME	IBAA	BOVESPA INDEX - USD	IBV	41664.53	N/A	41664.53	36230.03	USD	No	31352.45	27263
CME	ILS	ISRAELI SHEKEL	ILS	39978.37	N/A	39978.37	34763.80	USD	Yes²	39978.37	34763.80
CME	J7	JAPANESE YEN	J7	2185.15	N/A	2185.15	1900.13	USD	No	2188.27	1900.13
CME	KRW	KOREAN WON	KRW	17790.50	N/A	17790.50	15470	USD	Yes²	11511.50	10010
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4459.13	N/A	4459.13	3877.50	USD	No	4459.13	3877.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6658.50	N/A	6658.50	5790.00	USD	No	6658.50	5790.00
CME	LBR	LUMBER FUTURES	LBR	2781.34	N/A	2781.34	2418.56	USD	No	2781.34	2418.56
CME	LE	LIVE CATTLE	LE	4067.26	N/A	4067.26	3536.74	USD	Yes	4067.26	3536.74
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	747.279	649.808	1067.54	928.297	USD	No	967.15	841
CME	M6A	AUSTRALIAN DOLLAR	M6A	259.784	N/A	259.784	225.899	USD	No	259.784	225.899
CME	M6B	BRITISH POUND	M6B	274.949	N/A	274.949	239.086	USD	No	274.949	239.086
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	439.292	N/A	439.292	381.993	USD	No	439.292	381.993
CME	MBT	MICRO BITCOIN	MBT	3822.47	N/A	3822.47	3276.40	USD	Yes	3822.47	3276.40
CME	MCD	CANADIAN DOLLAR	MCD	168.305	N/A	168.305	146.352	USD	No	168.305	146.352
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1690.92	1537.20	2415.60	2196	USD	Yes	2237.40	2034
CME	MET	MICRO ETHER	MET	157.731	N/A	157.731	137.157	USD	Yes	189.277	164.589
CME	MIA	MIAMI HOUSING INDEX	MIA	6557.88	N/A	6557.88	5702.50	USD	No	6557.88	5702.50
CME	MIR	INDIAN RUPEE	MIR	1343.67	N/A	1343.67	1168.20	USD	No	1343.67	1168.20
CME	MJY	JAPANESE YEN	MJY	437.03	N/A	437.03	380.026	USD	No	437.655	380.026
CME	MNH	UNITED STATES DOLLAR	MNH	2466.53	N/A	2466.53	2143.80	CNH	No	2466.53	2143.80
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	122360	106400	174800	152000	JPY	No	162150	141000
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1762.95	N/A	1762.95	1533	USD	No	1615.75	1405
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2451.68	2228.80	3502.40	3184	USD	Yes	3334.10	3031
CME	MSF	SWISS FRANC	MSF	621	N/A	621	540	USD	No	621	540
CME	MSL	MICRO SOLANA	MSL	3464.49	N/A	3464.49	3007.51	USD	No	3464.49	3007.51
CME	MXP	MICRO XRP	MXP	6480.25	N/A	6480.25	5635	USD	No	6480.25	5635
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1223361.85	1063792.92	1747659.79	1519704.165	JPY	No	1621040	1409600
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	17627.29	N/A	17627.29	15328.08	USD	No	16152.90	14046
CME	NOK	NORWEGIAN KRONE	NOK	22720.86	N/A	22720.86	19757.23	USD	No	22720.86	19757.23
CME	NQ	E-MINI NASDAQ 100	NQ	24514.56	22285.96	35020.80	31837.09	USD	Yes	33343.20	30312
CME	NYM	NEW YORK HOUSING INDEX	NYM	4832.88	N/A	4832.88	4202.50	USD	No	4832.88	4202.50
CME	PJY	BRITISH POUND	PJY	2785661.45	N/A	2785661.45	2422314.31	JPY	No	2785662.33	2422314.31
CME	PLN	POLISH ZLOTY	PLN	16714.00	N/A	16714.00	14533.91	USD	Yes²	16714.00	14533.91
CME	PSF	BRITISH POUND	PSF	12819.49	N/A	12819.49	11147.38	CHF	No	12819.49	11147.38
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4255.51	N/A	4255.51	3700.44	CHF	No	4255.51	3700.44
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8008.60	N/A	8008.60	6964	USD	Yes²	8008.60	6964
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	11761.90	N/A	11761.90	10227.74	EUR	Yes²	11762.01	10227.74
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6033.19	N/A	6033.19	5246.25	GBP	No	6033.19	5246.25
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	28376.14	N/A	28376.14	24661.83	USD	No	28376.14	24661.83
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	42393.26	N/A	42393.26	36863.43	USD	No	42393.27	36863.43
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11740.70	N/A	11740.70	10208.42	USD	No	11740.70	10208.42
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	7472.815	6498.10	10675.45	9283	USD	Yes	9669.20	8408
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1139279.00	N/A	1139279.00	990676.63	JPY	Yes²	1139279.25	990676.63
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4459.13	N/A	4459.13	3877.50	USD	No	4459.13	3877.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6442.88	N/A	6442.88	5602.50	USD	No	6442.88	5602.50
CME	SEK	SWEDISH KRONA	SEK	24570.88	N/A	24570.88	21365.98	USD	No	24570.88	21365.98
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	SGX	SHORT GILT	SG	293767.22	N/A	293767.22	255449.75	USD	No	293767.24	255449.75
CME	SIR	INDIAN RUPEE	SIR	6717.75	N/A	6717.75	5841	USD	No	6717.75	5841
CME	SJY	SWISS FRANC	SJY	4213733.52	N/A	4213733.52	3664116.11	JPY	No	4213733.52	3664116.11
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33091.77	N/A	33091.77	28775.45	USD	No	33091.77	28775.45
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	69250.25	N/A	69250.25	60150.30	USD	No	69250.23	60150.27
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1275.70	N/A	1275.70	1109.30	GBP	No	1275.70	1109.30
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	725.763	N/A	725.763	631.091	USD	No	725.755	631.091
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	563.50	N/A	563.50	490	USD	Yes	563.50	490
CME	SVX	SCHNEIDER ELECTRIC SE	SU	96611.67	N/A	96611.67	84010.14	USD	No	96611.67	84010.14
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1227.47	N/A	1227.47	1067.27	USD	No	1227.46	1067.27
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4792.63	N/A	4792.63	4167.50	USD	No	4792.62	4167.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	13167.03	N/A	13167.03	11449.11	USD	No	13167.03	11449.11
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	14011.80	N/A	14011.80	12184.17	USD	No	14011.80	12184.17
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	13623.36	N/A	13623.36	11846.03	USD	No	13623.35	11846.03
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	20471.44	N/A	20471.44	17801.25	USD	No	20471.44	17801.25
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	40998.99	N/A	40998.99	35650.29	USD	No	40998.98	35650.29
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7918.04	N/A	7918.04	6885.11	USD	No	7918.04	6885.11
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	5991.80	N/A	5991.80	5209.75	USD	No	5991.80	5209.75
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	12163.25	N/A	12163.25	10576.36	USD	No	12163.25	10576.36
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	18251.81	N/A	18251.81	15871.03	USD	No	18251.81	15871.03
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	47308.65	N/A	47308.65	41135.70	USD	No	47308.65	41135.70
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	17191.20	N/A	17191.20	14947.46	USD	No	17191.20	14947.46
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	129605	N/A	129605	112700	USD	No	129605	112700

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	262.323	N/A	262.323	228.107	USD	No	262.323	228.107
COMEX	ALI	ALUMINUM INDEX	ALI	6536.43	N/A	6536.43	5683.86	USD	No	6536.43	5683.86
COMEX	GC	GOLD	GC	26014.44	N/A	26014.44	22621.24	USD	Yes	26014.43	22621.24
COMEX	HG	COPPER INDEX	HG	11834.80	N/A	11834.80	10291.13	USD	Yes	11834.80	10291.13
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2780.51	N/A	2780.51	2417.83	USD	No	2780.51	2417.83
COMEX	MGC	E-MICRO GOLD	MGC	2601.44	N/A	2601.44	2262.12	USD	Yes	2601.44	2262.12
COMEX	MHG	MICRO COPPER	MHG	1183.48	N/A	1183.48	1029.11	USD	No	1183.48	1029.11
COMEX	QC	COMEX MINY COPPER	QC	5917.40	N/A	5917.40	5145.57	USD	No	5917.40	5145.57
COMEX	QI	COMEX MINY SILVER	QI	11916.875	N/A	11916.875	10362.50	USD	No	11916.875	10362.50
COMEX	QO	COMEX MINY GOLD	QO	13115.78	N/A	13115.78	11405.02	USD	No	13115.77	11405.02
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34899.33	N/A	34899.33	30347.25	CNH	No	34899.34	30347.25
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	8588.58	N/A	8588.58	7468.33	USD	No	8588.58	7468.33
COMEX	SI	SILVER INDEX	SI	23833.75	N/A	23833.75	20725	USD	Yes	23833.75	20725
COMEX	SI	SILVER INDEX	SIL	4766.75	N/A	4766.75	4145	USD	No	4766.75	4145
COMEX	UX	URANIUM INDEX	UX	2054.70	N/A	2054.70	1786.70	USD	No	2054.70	1786.70

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	41440.25	N/A	41440.25	36035	EUR	No	41440.25	36035
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	10431.22	N/A	10431.22	9070.63	EUR	Yes	10431.22	9070.63

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	13226.06	N/A	13226.06	11500.93	CHF	No	13226.06	11500.93
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	7180599.76	6243999.79	10257999.655	8919999.70	KRW	Yes	10257999.655	8919999.70
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7267.78	N/A	7267.78	6319.80	EUR	No	7267.78	6319.80
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2881.64	N/A	2881.64	2505.77	EUR	Yes	4040.19	3513.21
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1070.33	N/A	1070.33	930.725	EUR	No	1256.11	1092.27
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3606.46	N/A	3606.46	3136.05	USD	No	3606.46	3136.05
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1580798.27	N/A	1580798.27	1374599.98	KRW	No	3161596.53	2749199.95
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2640.40	N/A	2640.40	2296.00	EUR	No	2640.40	2296.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35693.17	31037.54	50990.24	44339.34	EUR	Yes	48941.41	42557.75
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9305.80	N/A	9305.80	8092.00	EUR	Yes²	9305.80	8092.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7138.63	6207.51	10198.05	8867.87	EUR	No	9788.28	8511.55
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1427.73	1241.50	2039.61	1773.57	EUR	Yes	1957.66	1702.31
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	243.707	N/A	243.707	211.919	EUR	No	232.968	202.581
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	4852.34	N/A	4852.34	4219.43	EUR	No	4852.34	4219.43
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3200.68	2783.20	4572.40	3976	EUR	Yes²	4572.40	3976
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	2823.48	N/A	2823.48	2455.20	EUR	No	2823.48	2455.20
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	4276.42	N/A	4276.42	3717.96	EUR	Yes²	4276.42	3717.96
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	951.662	827.532	1359.52	1182.19	EUR	Yes	1187.27	1032.41
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6111.73	N/A	6111.73	5314.55	EUR	Yes²	5631.82	4897.24
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1598.11	N/A	1598.11	1389.54	EUR	Yes²	1554.05	1351.23
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3992.57	N/A	3992.57	3471.80	EUR	Yes²	3253.87	2829.46
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7680.63	N/A	7680.63	6678.81	EUR	Yes²	6186.25	5379.35
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	3038.31	N/A	3038.31	2642.01	EUR	Yes²	2871.84	2497.25
EUREX	ESI	EURO STOXX INSURANCE	FESI	3134.31	N/A	3134.31	2725.16	EUR	Yes²	2712.96	2358.815
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1950.33	N/A	1950.33	1695.93	EUR	Yes²	1329.38	1155.98
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	4140.03	N/A	4140.03	3600.03	EUR	Yes²	3667.40	3189.045
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1444.53	N/A	1444.53	1256.12	EUR	Yes²	1420.03	1234.81
EUREX	SXRE	EURO STOXX RETAIL	FESR	4497.64	N/A	4497.64	3910.99	EUR	Yes²	4163.61	3620.53
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1134.20	N/A	1134.20	986.257	EUR	Yes²	1059.38	921.20
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1382.27	N/A	1382.27	1201.91	EUR	Yes²	1152.53	1002.145
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1657.11	N/A	1657.11	1440.935	EUR	Yes	1436.35	1248.97
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1249.28	N/A	1249.28	1086.33	EUR	Yes²	998.269	868.06
EUREX	ESTX50	EURO STOXX50	FESX	3180.59	2765.73	4543.70	3951.04	EUR	Yes	4249.90	3695.57
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	17521.80	N/A	17521.80	15236.34	EUR	Yes²	17521.80	15236.34
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5335.83	N/A	5335.83	4639.85	EUR	Yes²	5924.05	5151.35
EUREX	EU3	THREE MONTH EURIBOR	FEU3	478.447	N/A	478.447	416.041	EUR	Yes	478.447	416.041
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2091.39	1818.60	2987.70	2598.00	EUR	Yes	2987.70	2598.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9106.37	N/A	9106.37	7918.58	EUR	Yes²	9106.37	7918.58
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1889.68	N/A	1889.68	1643.20	GBP	No	1889.68	1643.20
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2882.63	N/A	2882.63	2506.63	EUR	Yes	2891.86	2514.66
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1910.43	N/A	1910.43	1661.24	EUR	Yes	1910.43	1661.24
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	616.337	N/A	616.337	535.946	EUR	Yes	616.337	535.946
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	7127.54	N/A	7127.54	6197.86	EUR	Yes	7127.54	6197.86
EUREX	DJESL	EURO STOXX LARGE	FLCE	2495.47	N/A	2495.47	2169.37	EUR	No	2081.16	1809.20
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2391.70	N/A	2391.70	2079.09	EUR	No	1752.52	1523.46
EUREX	DJESM	EURO STOXX MID	FMCE	2393.47	N/A	2393.47	2080.83	EUR	No	1761.75	1531.62
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2653.02	N/A	2653.02	2306.96	USD	No	3480.10	3026.15
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2404.28	N/A	2404.28	2090.58	EUR	Yes²	1898.96	1651.18
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5482.05	N/A	5482.05	4766.95	USD	No	5482.05	4766.95
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	7896.50	N/A	7896.50	6866.36	USD	No	7896.50	6866.36
EUREX	MXEU	MSCI EUROPE	FMEP	2305.25	N/A	2305.25	2004.56	EUR	No	2305.25	2004.56
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2902.93	N/A	2902.93	2524.29	EUR	No	2340.33	2035.07
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10843.51	N/A	10843.51	9429.02	USD	No	9916.25	8622.72
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6929.31	N/A	6929.31	6025.42	USD	No	6929.31	6025.42
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1436119.95	1248799.96	2051599.93	1783999.94	KRW	No	2051599.93	1783999.94
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	15104.13	N/A	15104.13	13133.56	USD	No	15104.13	13133.56
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	5695.51	N/A	5695.51	4952.62	EUR	No	3566.64	3101.43
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	9250.91	N/A	9250.91	8044.27	USD	No	9250.91	8044.27
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6992.95	N/A	6992.95	6080.51	USD	No	6992.95	6080.51
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2764.17	N/A	2764.17	2403.62	EUR	No	2837.26	2467.18
EUREX	DJESS	EURO STOXX SMALL	FSCE	1376.22	N/A	1376.22	1196.68	EUR	No	1180.39	1026.40
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1528.89	N/A	1528.89	1329.46	EUR	No	1242.44	1080.37
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1527.27	N/A	1527.27	1328.05	EUR	No	1213.68	1055.37
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4149.22	N/A	4149.22	3608.02	CHF	Yes²	4149.22	3608.02
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8829.70	N/A	8829.70	7678.00	CHF	No	8829.70	7678.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	8449.04	7346.99	12070.055	10495.70	CHF	Yes	8438.585	7337.90
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	3797.98	N/A	3797.98	3302.38	CHF	Yes²	3797.98	3302.38
EUREX	SMI	SWISS MARKET INDEX	FSMS	844.904	734.699	1207.01	1049.57	CHF	No	843.8585	733.79
EUREX	MDAX	MIDCAP DAX	FSMX	2977.47	N/A	2977.47	2589.05	EUR	No	2657.00	2310.39
EUREX	ST3	THREE MONTH ESTR	FST3	235.141	N/A	235.141	204.47	EUR	No	235.141	204.47
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2947.82	N/A	2947.82	2563.315	EUR	Yes²	2679.77	2330.23
EUREX	SX7P	STOXX 600 BANKS	FSTB	1841.22	N/A	1841.22	1601.06	EUR	Yes	1497.89	1302.515
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	5162.15	N/A	5162.15	4488.09	EUR	Yes²	4401.97	3827.17
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1935.97	N/A	1935.97	1683.46	EUR	Yes	1629.00	1416.52
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4775.57	N/A	4775.57	4152.56	EUR	Yes²	3721.88	3236.33
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4920.55	N/A	4920.55	4278.66	EUR	Yes²	4282.88	3724.17
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	5065.48	N/A	5065.48	4404.75	EUR	Yes²	3784.16	3290.56
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2913.26	N/A	2913.26	2533.24	EUR	Yes²	2503.83	2177.22
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	714.407	N/A	714.407	621.218	EUR	No	714.407	621.218
EUREX	SXMP	STOXX 600 MEDIA	FSTM	2160.14	N/A	2160.14	1878.09	EUR	Yes²	1575.70	1369.96
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3790.83	N/A	3790.83	3296.25	EUR	Yes²	3609.26	3138.36
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1980.08	N/A	1980.08	1721.75	EUR	Yes²	2228.96	1938.16
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1724.50	N/A	1724.50	1499.34	EUR	Yes²	1823.75	1585.63
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3437.42	N/A	3437.42	2989.05	EUR	Yes	3354.49	2916.94
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	848.305	N/A	848.305	737.65	EUR	Yes²	798.734	694.545
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1644.85	N/A	1644.85	1430.30	EUR	Yes	1520.38	1322.06
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1456.39	N/A	1456.39	1266.40	EUR	Yes²	1152.66	1002.29
EUREX	STX	STOXX50	FSTX	3885.15	N/A	3885.15	3378.25	EUR	Yes²	2808.63	2442.18
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	6706.98	N/A	6706.98	5831.96	EUR	Yes²	6706.98	5831.96
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3581.85	N/A	3581.85	3114.51	EUR	Yes²	3658.24	3180.93
EUREX	ESTX50	EURO STOXX50	FSXE	318.059	276.573	454.37	395.104	EUR	No	424.99	369.557
EUREX	TDX	TECDAX	FTDX	8454.76	N/A	8454.76	7351.97	EUR	Yes²	8454.76	7351.97
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	1030.86	N/A	1030.86	896.403	USD	No	1030.86	896.403
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1152.87	N/A	1152.87	1002.50	EUR	Yes	2372.45	2063.00
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2374.99	N/A	2374.99	2064.625	EUR	No	1940.31	1686.75
EUREX	DJ600	STOXX 600 INDEX	FXXP	1484.81	1291.14	2121.15	1844.48	EUR	Yes	1868.74	1624.99

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	8815.41	N/A	8815.41	7665.57	EUR	No	8815.41	7665.57
FTA	EOE	AMS EOE INDEX	FTI	17177.84	N/A	17177.84	14937.25	EUR	Yes	12765.58	11100.50
FTA	EOE	AMS EOE INDEX	MFA	1717.78	N/A	1717.78	1493.73	EUR	No	1276.56	1110.05

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	71982.27	N/A	71982.27	62593.28	HKD	No	71982.27	62593.28
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	24763.755	N/A	24763.755	21533.70	CNH	Yes	24763.755	21533.70
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3210.46	N/A	3210.46	2791.70	HKD	No	3210.46	2791.70
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9252.90	N/A	9252.90	8046.00	HKD	No	9252.90	8046.00
HKFE	GDR	CNH GOLD FUTURES	GDR	158254.82	N/A	158254.82	137612.86	CNH	No	158254.79	137612.86
HKFE	GDU	USD GOLD FUTURES	GDU	22410.04	N/A	22410.04	19486.99	USD	No	22410.04	19486.99
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	42269.26	36755.88	60384.66	52508.40	HKD	Yes	60384.66	52508.40
HKFE	HSI	HANG SENG STOCK INDEX	HSI	108264.12	94142.71	154663.03	134489.59	HKD	Yes	154663.03	134489.59
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	37412.79	32532.86	53446.85	46475.52	HKD	Yes	53446.85	46475.52
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4132.74	N/A	4132.74	3593.66	USD	No	4132.74	3593.66
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8453.85	7351.18	12076.93	10501.68	HKD	Yes	12076.93	10501.68
HKFE	MCS	UNITED STATES DOLLAR	MCS	4952.72	N/A	4952.72	4306.62	CNH	No	4952.72	4306.62
HKFE	MHI	MINI HANG SENG INDEX	MHI	21652.83	18828.54	30932.61	26897.92	HKD	Yes	30932.61	26897.92
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	3189.61	N/A	3189.61	2773.57	USD	No	3189.61	2773.57
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5543.38	N/A	5543.38	4818.48	USD	No	5543.38	4818.48
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	12462.74	N/A	12462.74	10836.31	USD	No	12462.74	10836.31
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	66442.49	N/A	66442.49	57776.08	HKD	No	121329.17	105503.63

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	482.655	N/A	482.655	419.70	EUR	No	482.655	419.70
ICEEU	SG	GENERALI	G	3340.75	N/A	3340.75	2905.00	GBP	No	3340.75	2905.00
ICEEU	H	MEDIUM GILT	H	5615.79	N/A	5615.79	4883.30	GBP	No	5615.79	4883.30
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	313.534	N/A	313.534	272.638	EUR	Yes	313.542	272.638
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	6485.22	N/A	6485.22	5638.95	USD	No	6485.22	5638.95
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4024.50	N/A	4024.50	3499.57	EUR	No	4024.50	3499.57
ICEEU	P	10 YEAR EURO SWAPNOTE	P	8233.93	N/A	8233.93	7159.94	EUR	No	8233.93	7159.94
ICEEU	R	LONG GILT	R	3955.35	N/A	3955.35	3439.43	GBP	No	3955.35	3439.43
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	474.265	N/A	474.265	412.40	CHF	No	474.26	412.40
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	565.225	N/A	565.225	491.50	GBP	Yes	565.225	491.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	813.07	N/A	813.07	707.017	GBP	No	813.073	707.017
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1771.99	N/A	1771.99	1540.86	EUR	No	1771.99	1540.86
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	721.564	N/A	721.564	627.447	GBP	No	721.564	627.447
ICEEU	Y	FTSE 250 INDEX	Y2	4558.50	N/A	4558.50	3963.81	GBP	No	4558.50	3963.81
ICEEU	Z	FTSE 100 INDEX	Z	4846.91	4214.70	6924.15	6021.00	GBP	Yes	6924.15	6021.00

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	12063.50	N/A	12063.50	10490	GBP	No	12063.50	10490
ICEEUSOFT	D	ROBUSTA COFFEE	RC	7613	N/A	7613	6620	USD	No	7613	6620
ICEEUSOFT	T	WHEAT	T	2603.49	N/A	2603.49	2263.56	GBP	No	2603.49	2263.56
ICEEUSOFT	W	WHITE SUGAR	W	2110.83	N/A	2110.83	1835.50	USD	No	2110.825	1835.50

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	7793.53	N/A	7793.53	6776.98	USD	No	7793.53	6776.98
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23494500.29	N/A	23494500.29	20430000.25	JPY	No	23494500.54	20430000.25
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	10844.02	N/A	10844.02	9429.58	USD	No	10844.02	9429.58
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13006.18	N/A	13006.18	11309.72	CAD	No	13006.18	11309.72
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6033.19	N/A	6033.19	5246.25	GBP	No	6033.19	5246.25
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	20621.95	N/A	20621.95	17932.13	AUD	No	20621.95	17932.13
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	8272.77	N/A	8272.77	7193.72	CHF	No	8272.77	7193.72
ICEUS	ZY	SWISS FRANC	KZY	4213733.52	N/A	4213733.52	3664116.11	JPY	No	4213733.52	3664116.11
ICEUS	MP	BRITISH POUND	MP	8248.47	N/A	8248.47	7172.58	USD	No	8248.47	7172.58
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	13580.00	N/A	13580.00	11808.69	CHF	No	13580.00	11808.69
ICEUS	GBP	BRITISH POUND	SY	2983206.49	N/A	2983206.49	2594092.60	JPY	No	2983207.36	2594092.60

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	19811.74	17227.60	28302.49	24610.86	EUR	Yes	28302.49	24610.86
IDEM	FTMIB	FTSE MIB INDEX	MICR	792.47	689.104	1132.10	984.4345	EUR	No	1132.10	984.4345
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3962.35	3445.52	5660.50	4922.17	EUR	No	5660.50	4922.17
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1152.38	N/A	1152.38	1002.07	EUR	No	1152.37	1002.06

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	21221.43	N/A	21221.43	18453.42	USD	No	21221.43	18453.42
IPE	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	Yes	16250	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	22854.56	N/A	22854.56	19873.53	USD	No	22854.56	19873.53
IPE	NGF	ICE UK NATURAL GAS	NGF	4895.46	N/A	4895.46	4256.92	GBP	No	26880.10	4256.92
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	14930.83	N/A	14930.83	11944.66	USD	Yes	14930.825	11944.66

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	7483560	6243999.79	10690800	8919999.70	KRW	Yes	10690800	8919999.70
KSE	K200M	MINI KOSPI200 INDEX	05	1496712	1248799.96	2138160	1783999.94	KRW	Yes	2138160	1783999.94
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1242213	831810.03	1774590	1188300.05	KRW	No	1774590	1188300.05
KSE	005930	HANG SENG BANK LTD	11	177322.70	N/A	177322.70	134974.49	KRW	No	155220.67	134974.49
KSE	017670	HENDERSON LAND DEVELOPMENT	12	147233.72	N/A	147233.72	127637.29	KRW	No	146782.88	127637.29
KSE	005490	POSCO HOLDINGS INC	13	793561.76	N/A	793561.76	593487.11	KRW	No	682510.18	593487.11
KSE	030200	KTCORPORATION	14	147733.21	N/A	147733.21	128463.66	KRW	No	151587.87	128463.66
KSE	015760	KOREA ELECTRIC POWER CORP	15	88121.57	N/A	88121.57	76627.45	KRW	No	90131.36	76627.45
KSE	005380	SUN HUNG KAI PROPERTIES	16	556645.48	N/A	556645.48	449247.19	KRW	No	516634.27	449247.19
KSE	016360	NEW WORLD DEVELOPMENT	17	170194.21	N/A	170194.21	140984.49	KRW	No	162132.17	140984.49
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	162708.12	N/A	162708.12	141485.32	KRW	No	163649.41	141485.32
KSE	000270	SWIRE PACIFIC LTD - CL A	19	259528.04	N/A	259528.04	220867.34	KRW	No	253997.45	220867.34
KSE	012330	HYUNDAI MOBIS CO LTD	20	805740.55	N/A	805740.55	608512.11	KRW	No	699788.93	608512.11
KSE	006400	SAMSUNG SDI CO LTD	22	613781.73	N/A	613781.73	409921.80	KRW	No	471410.07	409921.80
KSE	009150	BANK OF EAST ASIA LTD	23	386139.81	N/A	386139.81	297494.80	KRW	No	342119.03	297494.80
KSE	066570	LG ELECTRONICS INC	24	219555.95	N/A	219555.95	172787.38	KRW	No	198705.49	172787.38
KSE	036460	KOREA GAS CORPORATION	28	118647.34	N/A	118647.34	103171.60	KRW	No	123333.73	103171.60
KSE	004020	HYUNDAI STEEL CO	32	94014.00	N/A	94014.00	68730	KRW	No	79039.50	68730
KSE	003550	LG CORP	34	212406.51	N/A	212406.51	170032.81	KRW	No	195537.73	170032.81
KSE	078930	GS HOLDINGS	35	134815.69	N/A	134815.69	102169.93	KRW	No	117495.42	102169.93
KSE	033780	KT & G CORPORATION	36	355654.03	N/A	355654.03	309264.375	KRW	No	360711.55	309264.375
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	894555	N/A	894555	741232.81	KRW	No	917349.09	741232.81
KSE	086790	HANA FINANCIAL GROUP	40	201873.27	N/A	201873.27	175541.97	KRW	No	203041.12	175541.97
KSE	096770	SK INNOVATION CO LTD	41	285776.65	N/A	285776.65	205341.52	KRW	No	236142.75	205341.52
KSE	001040	CJ CORP	42	427591.50	N/A	427591.50	335558.125	KRW	No	427591.50	335558.125
KSE	034220	LG DISPLAY CO LTD	45	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	105560	KB FINANCIAL GROUP INC	46	293450.58	N/A	293450.58	255174.41	KRW	No	302148.23	255174.41
KSE	051910	LG CHEM LTD	47	629666.44	N/A	629666.44	458011.80	KRW	No	578791.50	458011.80
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	000660	SK HYNIX INC	50	637460.11	N/A	637460.11	506154.34	KRW	No	592800	506154.34
KSE	006360	GS ENGINEERING & CONSTRUCT	51	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	139480	E-MART INC	54	255523.85	N/A	255523.85	219114.43	KRW	No	251981.60	219114.43
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	114010.52	N/A	114010.52	94031.40	KRW	No	108136.11	94031.40
KSE	035420	NAVER CORP	56	575243.25	N/A	575243.25	460265.51	KRW	No	529305.33	460265.51
KSE	003490	KOREAN AIR LINES CO LTD	57	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	935163	N/A	935163	677347.29	KRW	No	935163	677347.29
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3129651	N/A	3129651	2557645.66	KRW	No	3129651	2557645.66
KSE	KWY	UNITED STATES DOLLAR	75	1580790.21	N/A	1580790.21	1374599.98	KRW	No	3161579.94	2749199.95
KSE	032640	LG UPLUS CORP	B0	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	010950	S-OILCORPORATION	B2	162708.12	N/A	162708.12	141485.32	KRW	No	163649.41	141485.32
KSE	010130	KOREA ZINC CO LTD	B3	3141600	N/A	3141600	2094400	KRW	No	3141600	2094400
KSE	024110	INDUSTRIALBANKOFKOREA	B4	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	001680	DAESANG CORPORATION	B6	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	047050	POSCO INTERNATIONAL CORP	B7	172086	N/A	172086	121952.83	KRW	No	172086	121952.83
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	125967	N/A	125967	106051.39	KRW	No	146164.64	106051.39
KSE	023530	BARLEY FUTURES	BA	232319.93	N/A	232319.93	193571.95	KRW	No	222607.75	193571.95
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	199920	N/A	199920	144991.15	KRW	No	199920	144991.15
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	279339.60	N/A	279339.60	242904.00	KRW	No	281955.62	242904.00
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	029780	SAMSUNG CARD CO	BG	124262.92	N/A	124262.92	108054.72	KRW	No	125481.81	108054.72
KSE	036570	NCSOFTCORPORATION	BJ	456229.26	N/A	456229.26	394656.41	KRW	No	453854.87	394656.41
KSE	000080	HITE JINRO CO LTD	BK	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	288554.92	N/A	288554.92	250917.32	KRW	No	301224.26	250917.32
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	264600	N/A	264600	223121.09	KRW	No	307073.66	223121.09
KSE	000720	DANONE	BN	178546.97	N/A	178546.97	155258.23	KRW	No	189579.89	155258.23
KSE	011210	HYUNDAI WIA CORP	BP	136884.13	N/A	136884.13	100917.85	KRW	No	116055.53	100917.85
KSE	008770	HOTEL SHILLA CO LTD	BQ	140821.72	N/A	140821.72	122453.67	KRW	No	142136.39	122453.67
KSE	035250	KANGWON LAND, INC.	BS	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	138930	BNK FINANCIAL GROUP INC	BT	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	001120	LX INTERNATIONAL CORP	BX	80490.12	N/A	80490.12	69991.41	KRW	No	85955.77	69991.41
KSE	011070	LG INNOTEK CO LTD	BY	493970.84	N/A	493970.84	346326.02	KRW	No	461448	346326.02
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	034730	SK INC	C1	560124.49	N/A	560124.49	350833.52	KRW	No	403458.54	350833.52
KSE	001740	SK NETWORKS CO LTD	C2	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	344815.77	N/A	344815.77	281468.14	KRW	No	323688.37	281468.14
KSE	018260	SAMSUNG SDS CO LTD	C5	385027.91	N/A	385027.91	334806.875	KRW	No	388255.34	334806.875
KSE	090430	AMOREPACIFIC CORP	C6	392515.35	N/A	392515.35	341317.70	KRW	No	394786.09	341317.70
KSE	030000	CHEIL WORLDWIDE INC	C7	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	028260	SAMSUNG C&T CORP	C8	439901.02	N/A	439901.02	376876.84	KRW	No	433408.36	376876.84
KSE	000880	HANWHA CORPORATION	C9	267300	N/A	267300	178200	KRW	No	267300	178200
KSE	088350	CARREFOUR SA	CA	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	086280	COCOA NYBOT	CC	324238.96	N/A	324238.96	279214.39	KRW	No	321096.55	279214.39
KSE	010620	HD HYUNDAI MIPO	CD	545144.20	N/A	545144.20	474038.44	KRW	No	560297.94	474038.44
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	035720	KAKAO CORP	CF	126245.16	N/A	126245.16	102545.56	KRW	No	117927.39	102545.56
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	069080	WEBZEN INC	CK	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	096530	LIGHT SWEET CRUDE OIL	CL	93258	N/A	93258	78630.78	KRW	No	93258	78630.78
KSE	022100	POSCO DX CO LTD	CN	81700.50	N/A	81700.50	68730	KRW	No	81700.50	68730
KSE	068270	CELLTRION INC	CP	449503.00	N/A	449503.00	389648.09	KRW	No	448095.30	389648.09
KSE	122870	YG ENTERTAINMENT INC	CQ	229231.27	N/A	229231.27	199331.54	KRW	No	229557.39	199331.54
KSE	051900	LG H&H	CR	949085.63	N/A	949085.63	812601.56	KRW	No	934491.80	812601.56
KSE	002790	AXA SA	CS	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	000810	COTTON NO. 2	CT	1137516.93	N/A	1137516.93	989145.16	KRW	No	1154097.64	989145.16
KSE	008930	HANMI SCIENCE CO LTD	CV	101348.51	N/A	101348.51	86018.07	KRW	No	99648	86018.07
KSE	021240	COWAY CO LTD	CW	263788.73	N/A	263788.73	229381.50	KRW	No	281314.79	229381.50
KSE	128940	HANMI PHARM CO LTD	CX	881215.62	N/A	881215.62	766274.45	KRW	No	926313.60	766274.45
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	292159.34	N/A	292159.34	245909.00	KRW	No	282795.35	245909.00
KSE	097950	CJ CHEILJEDANG CORP.	D1	689909.48	N/A	689909.48	559680.86	KRW	No	643632.99	559680.86
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	121311.50	N/A	121311.50	100417.01	KRW	No	115479.56	100417.01
KSE	002380	KCC CORP	D3	925265.73	N/A	925265.73	708678.67	KRW	No	814980.47	708678.67
KSE	012750	S1 CORPORATION	D5	196103.43	N/A	196103.43	162770.72	KRW	No	187186.33	162770.72
KSE	000100	YUHAN CORPORATION	D6	302953.89	N/A	302953.89	263438.16	KRW	No	308706.51	263438.16
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	130022.50	N/A	130022.50	113063.05	KRW	No	142774.71	113063.05
KSE	069960	HYUNDAI DEPT STORE CO	D8	202560.14	N/A	202560.14	174540.29	KRW	No	200721.34	174540.29
KSE	004370	MILK CLASS III INDEX	DA	1210951.62	N/A	1210951.62	1053001.41	KRW	No	1272957.10	1053001.41
KSE	079550	LIG NEX1 CO LTD	DB	1375485	N/A	1375485	1115605.47	KRW	No	1430368.31	1115605.47
KSE	204320	HL MANDO CO LTD	DC	102555.91	N/A	102555.91	83138.28	KRW	No	95609.02	83138.28
KSE	004170	SHINSEGAE INC	DD	540894.08	N/A	540894.08	433721.37	KRW	No	498779.57	433721.37
KSE	161890	KOLMAR KOREA CO LTD	DE	241614.35	N/A	241614.35	210099.43	KRW	No	259012.13	210099.43
KSE	111770	YOUNGONE CORP	DG	169619.62	N/A	169619.62	147495.32	KRW	No	172600.88	147495.32
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	242336.69	N/A	242336.69	200583.61	KRW	No	239850	200583.61
KSE	192820	COSMAX INC	DK	597556.35	N/A	597556.35	519614.22	KRW	No	636013.30	519614.22
KSE	039130	HANA TOUR SERVICE INC	DN	145429.38	N/A	145429.38	126460.33	KRW	No	148270.71	126460.33
KSE	086900	MEDY-TOX INC	DP	484416	N/A	484416	421200.55	KRW	No	486182.84	421200.55
KSE	078340	COM2US CORP	DR	111228.40	N/A	111228.40	95533.90	KRW	No	109863.98	95533.90
KSE	035760	CJ ENM CO LTD	DT	175360.41	N/A	175360.41	150750.73	KRW	No	173363.34	150750.73
KSE	056190	SFA ENGINEERING CORP	DV	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	241560	DOOSAN BOBCAT INC	DW	136131.34	N/A	136131.34	114690.75	KRW	No	131894.36	114690.75
KSE	017800	CME DRY WHEY INDEX	DY	219152.00	N/A	219152.00	190566.95	KRW	No	222419.83	190566.95
KSE	105630	HANSAE CO LTD	DZ	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	240810	WONIK IPS CO LTD	E0	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	091700	PARTRON CO LTD	E3	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	041510	SM ENTERTAINMENT CO LTD	E4	368325.10	N/A	368325.10	320282.70	KRW	No	372455.93	320282.70
KSE	251270	NETMARBLE CORP	E5	150878.56	N/A	150878.56	128463.66	KRW	No	147733.21	128463.66
KSE	003670	POSCO FUTURE M CO LTD	E8	414599.28	N/A	414599.28	250666.91	KRW	No	362838	250666.91
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	316140	WOORI FINANCIAL GROUP INC	EB	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	009420	HANALL BIOPHARMA CO LTD	EE	79039.50	N/A	79039.50	68730	KRW	No	84242.16	68730
KSE	035900	JYP ENTERTAINMENT CORP	EF	215120.30	N/A	215120.30	187061.13	KRW	No	216364.80	187061.13
KSE	028670	PAN OCEAN CO LTD	EH	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	293620.50	N/A	293620.50	226376.52	KRW	No	293620.50	226376.52
KSE	093370	FOOSUNG CO LTD	EL	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	375500	DL E&C CO LTD	ER	140389.75	N/A	140389.75	122078.05	KRW	No	144701.92	122078.05
KSE	207940	E-MINI S&P 500	ES	2967571.04	N/A	2967571.04	2569273.28	KRW	No	2954664.27	2569273.28
KSE	028050	SAMSUNG E&A CO LTD	ET	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	272210	HANWHA SYSTEMS CO LTD	EV	218674.50	N/A	218674.50	145783	KRW	No	218674.50	145783
KSE	293490	KAKAO GAMES CORP	EX	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	247540	ECOPRO BM CO LTD	EY	275724	N/A	275724	222369.84	KRW	No	275724	222369.84
KSE	253450	STUDIO DRAGON CORP	EZ	135926.08	N/A	135926.08	118196.59	KRW	No	137212.43	118196.59
KSE	278280	CHUNBO CO LTD	F0	101224.61	N/A	101224.61	88021.40	KRW	No	102310.21	88021.40
KSE	200130	KOLMAR BNH CO LTD	F1	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	036540	SFA SEMICON CO LTD	F2	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	060250	NHN KCP CORP	F3	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	541959	N/A	541959	373871.84	KRW	No	541959	373871.84
KSE	373220	LG ENERGY SOLUTION	F5	940202.87	N/A	940202.87	682385	KRW	No	784742.75	682385
KSE	323410	KAKAOBANK CORP	F6	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	377300	KAKAO PAY CORP	F7	132929.52	N/A	132929.52	90024.74	KRW	No	113199	90024.74
KSE	259960	KRAFTON INC	F8	1100852.43	N/A	1100852.43	954086.875	KRW	No	1097199.91	954086.875
KSE	302440	SK BIOSCIENCE CO LTD	F9	124614.58	N/A	124614.58	107679.09	KRW	No	123830.96	107679.09
KSE	011200	HMM CO LTD	FA	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	79039.50	N/A	79039.50	68730	KRW	No	79039.50	68730
KSE	352820	HYBE CO LTD	FC	825059.77	N/A	825059.77	717443.28	KRW	No	894832.87	717443.28
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1264050	N/A	1264050	1031716.02	KRW	No	1338337.27	1031716.02
KSE	402340	SK SQUARE CO LTD	FE	359744.54	N/A	359744.54	251668.57	KRW	No	313239	251668.57
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	261484.91	N/A	261484.91	227378.18	KRW	No	267997.63	227378.18
KSE	383220	F&F CO LTD / NEW	FG	220591.90	N/A	220591.90	191819.04	KRW	No	248868.05	191819.04
KSE	267250	HD HYUNDAI	FH	353805.97	N/A	353805.97	217611.93	KRW	No	250253.72	217611.93
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	323811.60	N/A	323811.60	279715.23	KRW	No	321672.52	279715.23
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	324512.70	N/A	324512.70	274206.07	KRW	No	315336.99	274206.07
KSE	263750	PEARL ABYSS CORP	FL	111867.37	N/A	111867.37	93906.19	KRW	No	107992.12	93906.19
KSE	066970	L&F CO LTD	FM	217430.23	N/A	217430.23	124542	KRW	No	186813	124542
KSE	112040	WEMADE CO LTD	FN	89154	N/A	89154	68730	KRW	No	89154	68730
KSE	196170	ALTEOGEN INC	FP	1180590	N/A	1180590	835139.06	KRW	No	1180590	835139.06
KSE	058470	LEENO INDUSTRIAL INC	FQ	117384.13	N/A	117384.13	100917.85	KRW	No	116055.53	100917.85

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	4894.93	N/A	4894.93	4256.45	USD	No	4894.92	4256.45
LMEOTC	CA	CARREFOUR SA	CA	20016.90	N/A	20016.90	17406	USD	No	20016.90	17406
LMEOTC	PB	LEAD - LME	PB	4456.14	N/A	4456.14	3874.90	USD	No	4456.14	3874.90
LMEOTC	SNLME	TIN FUTURE	SN	35981.07	N/A	35981.07	31279.91	USD	No	35981.07	31279.91
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	6746.24	N/A	6746.24	5866.30	USD	No	6746.24	5866.30

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	811.765	N/A	811.765	705.882	EUR	Yes	1410.69	1226.68
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1991.10	N/A	1991.10	1731.39	EUR	Yes	2974.05	2586.13
MATIF	EMA	CORN	EMA	980.586	N/A	980.586	852.681	EUR	No	1044.87	908.58

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	264.579	N/A	264.579	230.069	EUR	No	266.37	230.069
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	9660.01	8400.00	13800.01	12000.01	EUR	No	13800.01	12000.01
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	966.00	840.00	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	9727.37	N/A	9727.37	8458.59	MXN	No	15242.29	13254.17
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	32615.48	N/A	32615.48	28361.28	MXN	No	32615.48	28361.28
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	59798.84	N/A	59798.84	51998.12	MXN	Yes²	53472.00	46496.62
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	11959.94	N/A	11959.94	10399.62	MXN	No	10694.55	9299.32

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	4686.40	N/A	4686.40	4075.13	EUR	No	4686.40	4075.13
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3813.08	N/A	3813.08	3314.81	EUR	No	3813.08	3314.81
MONEP	CAC40	CAC 40	FCE	5387.57	4684.85	7696.53	6692.64	EUR	Yes	6302.88	5480.77
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	17821.73	N/A	17821.73	15497.15	EUR	No	17821.73	15497.15
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11498.50	N/A	11498.50	9998.69	EUR	No	11498.50	9998.69
MONEP	CAC40	CAC 40	MFC	538.757	468.485	769.653	669.264	EUR	No	630.288	548.077

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	275516.7	N/A	275516.7	239579.7	INR	Yes	9137.41	7945.57
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	11158.79	N/A	11158.79	9702.75	INR	No	11158.79	9702.75
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	284983.4	N/A	284983.4	247715.325	INR	Yes	4360.47	3791.715
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13271.83	N/A	13271.83	11539.70	INR	No	13271.33	11539.70
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6853.76	N/A	6853.76	5955.25	INR	No	6853.76	5955.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	251188.8	N/A	251188.8	218420.4	INR	Yes	2082.63	1810.98
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	264625.5	N/A	264625.5	230109	INR	Yes	3507.58	3050.07
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9841.13	N/A	9841.13	8557.50	INR	Yes	9841.12	8557.50

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	114720.15	N/A	114720.15	99756.66	USD	No	114720.15	99756.66
NYBOT	CC	COCOA NYBOT	CC	17537.84	N/A	17537.84	15250.29	USD	Yes	17537.84	15250.29
NYBOT	CT	COTTON NO. 2	CT	2735.85	N/A	2735.85	2378.99	USD	Yes	2735.85	2378.99
NYBOT	DX	NYBOT US DOLLAR FX	DX	3147.12	N/A	3147.12	2736.63	USD	Yes	3147.13	2736.63
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	12886.13	N/A	12886.13	11205.28	USD	No	12886.13	11205.28
NYBOT	KC	COFFEE "C"	KC	19992.15	N/A	19992.15	17384.48	USD	Yes	19992.15	17384.48
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	14157.87	N/A	14157.87	12311.19	USD	Yes	14157.87	12311.19
NYBOT	RS	CANOLA	RS	1440.81	N/A	1440.81	1252.88	CAD	No	1440.81	1252.88
NYBOT	SB	SUGAR NO. 11	SB	1858.00	N/A	1858.00	1615.65	USD	Yes	1858.00	1615.65
NYBOT	SF	SUGAR #16 112000 LBS	SF	2440.95	N/A	2440.95	2122.57	USD	No	2440.95	2122.57

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	14389.05	N/A	14389.05	11511.24	USD	No	14389.05	11511.24
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	8254.70	N/A	8254.70	7178.00	USD	No	8254.70	7178.00
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9247.74	N/A	9247.74	8041.52	USD	No	9247.74	8041.52
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	8257.00	N/A	8257.00	7178.00	USD	No	8257.00	7178.00
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1625	N/A	1625	1300	USD	Yes	1625	1300
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	825.47	N/A	825.47	717.80	USD	No	825.47	717.80
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	8254.70	N/A	8254.70	7178.00	USD	Yes	8254.70	7178.00
NYMEX	PA	PALLADIUM INDEX	PA	18360.44	N/A	18360.44	15965.60	USD	No	18360.44	15965.60
NYMEX	PL	PLATINUM INDEX	PL	6118.88	N/A	6118.88	5320.76	USD	No	6118.88	5320.76
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2063.75	N/A	2063.75	1794.50	USD	No	2063.75	1794.50
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8125.12	N/A	8125.12	6500	USD	No	8125.12	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	7879.67	N/A	7879.67	6851.88	USD	No	7879.67	6851.88

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	7201.40	N/A	7201.40	6261.70	USD	No	7201.39	6261.70
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	10755.01	N/A	10755.01	9349.73	USD	No	10755.01	9349.73
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	16589.74	N/A	16589.74	14425.86	USD	No	16589.74	14425.86
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	5939.45	5164.74	8484.93	7378.20	USD	No	8484.93	7378.20
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	2764.26	2403.71	3948.95	3433.87	USD	No	3948.95	3433.87
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	67812.03	N/A	67812.03	58966.98	USD	No	67812.03	58966.98

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	26371.54	N/A	26371.54	22929.10	SEK	No	26371.55	22929.10
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19196.835	16692.90	27424.05	23847	SEK	Yes	27424.05	23847
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	859.928	N/A	859.928	747.763	SEK	No	5400.52	747.572

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	2722260.45	2367183	3888943.50	3381690	JPY	Yes	3333999.50	2899130
OSE.JPN	N225M	NIKKEI 225 MINI	225M	272226.045	236718.30	388894.35	338169	JPY	Yes	333399.95	289913
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	27222.60	23671.83	38889.435	33816.90	JPY	No	33339.995	28991.30
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	172103.94	N/A	172103.94	149655.60	JPY	No	172103.94	149655.60
OSE.JPN	TPXC30	TOPIX CORE30	C30	118536.81	N/A	118536.81	103075.48	JPY	No	118536.81	103075.48
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	542767.40	N/A	542767.40	471971.65	JPY	No	542767.40	471971.65
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2267420.60	N/A	2267420.60	1971670.09	JPY	Yes	2171614.09	1888360.08
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	226742.06	N/A	226742.06	197167.01	JPY	No	217161.41	188836.01
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	69381.34	N/A	69381.34	60331.60	JPY	No	69381.34	60331.60
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	149500	N/A	149500	130000	JPY	No	224325.01	195065.22
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	160571.77	N/A	160571.77	139617.51	JPY	No	160571.77	139617.51
OSE.JPN	TOPX	TOPIX INDEX	TPX	1384694.08	1204081.81	1978134.40	1720116.87	JPY	No	1978134.40	1720116.87
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	138469.41	120408.18	197813.44	172011.69	JPY	No	197813.44	172011.69

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250	N/A	16250	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	7879.95	N/A	7879.95	6303.96	USD	No	7879.95	6303.96
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	14930.83	N/A	14930.83	11944.66	USD	No	14930.825	11944.66

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	17537.84	N/A	17537.84	15250.29	USD	No	17537.84	15250.29
QBALGOIUS	CT	COTTON NO. 2	CT	2735.85	N/A	2735.85	2378.99	USD	No	2735.85	2378.99
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	3147.12	N/A	3147.12	2736.63	USD	No	3147.13	2736.63
QBALGOIUS	KC	COFFEE "C"	KC	19992.15	N/A	19992.15	17384.48	USD	No	19992.15	17384.48
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	14157.87	N/A	14157.87	12311.19	USD	No	14157.87	12311.19
QBALGOIUS	SB	SUGAR NO. 11	SB	1858.00	N/A	1858.00	1615.65	USD	No	1858.00	1615.65

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	309334.24	N/A	309334.24	268986.29	JPY	No	309334.31	268986.29
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1811.88	N/A	1811.88	1575.54	USD	No	1811.88	1575.54
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1287.29	1119.38	1838.99	1599.12	USD	No	1838.99	1599.12
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4002.575	N/A	4002.575	3480.50	USD	No	4002.575	3480.50
SGX	XIN0I	FTSE CHINA H50	FCH	4413.08	N/A	4413.08	3836.89	USD	No	4413.08	3836.89
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1150	N/A	1150	1000	USD	No	1150	1000
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2009.02	N/A	2009.02	1746.16	USD	No	2009.02	1746.16
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1112.58	N/A	1112.58	967.281	USD	No	1112.58	967.281
SGX	INR	UNITED STATES DOLLAR	INR	9831.06	N/A	9831.06	8548.75	USD	No	9831.07	8548.75
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9836.81	N/A	9836.81	8553.75	USD	No	9836.81	8553.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2688.01	N/A	2688.01	2337.40	USD	No	2688.01	2337.40
SGX	SGB	SGX MINI JGB INDEX	JB	354209.88	N/A	354209.88	308007.98	JPY	No	354209.18	308007.98
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	334982.32	N/A	334982.32	291288.97	JPY	No	334982.32	291288.97
SGX	KRW	KOREAN WON	KRW	10481.37	N/A	10481.37	9113.75	USD	No	10487.62	9113.75
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2095.53	N/A	2095.53	1820.25	USD	No	2098.05	1822.75
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6189.90	N/A	6189.90	5382.525	CNH	No	6189.90	5382.525
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1857250	N/A	1857250	1615000	JPY	No	1857250	1615000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2012.51	1750.01	2875.01	2500.01	USD	No	2875.01	2500.01
SGX	SGXNK	SGX: NIKKEI 225	NK	1046500.76	910000.66	1495001.08	1300000.94	JPY	Yes	1495001.08	1300000.94
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	209300.15	182000.13	299000.22	260000.19	JPY	No	299000.22	260000.19
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	42848.06	N/A	42848.06	37259.18	USD	No	42848.06	37259.18
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	2012.51	1750.01	2875.02	2500.02	SGD	Yes²	2875.02	2500.02
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	5761.26	N/A	5761.26	5009.78	SGD	No	5761.26	5009.78
SGX	STI	SGX STRAITS TIMES INDEX	ST	4844.88	N/A	4844.88	4212.94	SGD	No	4844.88	4212.94
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2706.17	N/A	2706.17	2353.19	USD	No	2706.17	2353.19
SGX	TSR20	SICOM RUBBER	TF	747.50	N/A	747.50	650	USD	No	747.50	650
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	35650.50	N/A	35650.50	31000	JPY	No	35650	31000
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2143.63	N/A	2143.63	1863.91	USD	No	2143.63	1863.91
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	8118.51	N/A	8118.51	7059.57	USD	No	8118.51	7059.57
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4427.52	3850.02	6325.03	5500.02	USD	No	6325.03	5500.02
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24759.615	N/A	24759.615	21530.10	CNH	Yes	24759.615	21530.10
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9767584.95	N/A	9767584.95	8493549.09	JPY	No	9767581.45	8493549.09
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1440.31	N/A	1440.31	1252.44	SGD	No	1440.31	1252.44
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1953516.99	N/A	1953516.99	1698709.82	JPY	No	1953516.29	1698709.82
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1250.625	N/A	1250.625	1087.50	SGD	No	1400.625	1087.50
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4565.78	N/A	4565.78	3673.72	SGD	No	4224.78	3673.72
SGX	G13	GENTING SINGAPORE LTD	YGEN	603.75	N/A	603.75	525	SGD	No	603.75	525
SGX	BN4	KEPPEL LTD	YKEP	3513.825	N/A	3513.825	3055.50	SGD	No	3513.825	3055.50
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	5666.95	N/A	5666.95	4893.00	SGD	No	5626.95	4893.00
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3320.625	N/A	3320.625	2887.50	SGD	No	3370.625	2887.50
SGX	Y92	THAI BEVERAGE PCL	YTBE	893.50	N/A	893.50	690	SGD	No	793.50	690
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6568.75	N/A	6568.75	5325	SGD	No	6123.75	5325
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2630.625	N/A	2630.625	2287.50	SGD	No	2630.625	2287.50
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	18454.69	N/A	18454.69	4140	SGD	No	4761	4140
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	172.50	N/A	172.50	150	USD	No	172.50	150
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	443.642	N/A	443.642	385.08	USD	No	442.842	385.08

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	13713.99	11925.21	19591.41	17036.01	AUD	Yes	19591.41	17036.01
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	756.827	N/A	756.827	658.106	AUD	No	756.822	658.106
SNFE	IR	90 DAY BILLS	IR	2487.41	N/A	2487.41	2162.96	AUD	No	2487.40	2162.96
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3228.05	N/A	3228.05	2807	AUD	No	3228.08	2807
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.40	N/A	1237.40	1076.00	AUD	No	1237.40	1076.00

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

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

交易所	产品代码	描述	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