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	8272.64	N/A	8272.64	7193.60	EUR	Yes²	8272.64	7193.60

BURSAMY

交易所 BURSAMY	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	8050	N/A	8050	7000	MYR	No	8050	7000
BURSAMY	FBMKLCI	FKLI	FKLI	3220	2800	4600	4000	MYR	No	4600	4000

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	617.75	N/A	617.75	525	USD	No	603.75	525
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	664.125	N/A	664.125	577.50	USD	No	664.125	577.50
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	543.375	N/A	543.375	472.50	USD	No	543.375	472.50
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	948.836	N/A	948.836	825.075	USD	No	948.836	825.075
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	914.058	N/A	914.058	722.583	USD	No	831.058	722.583
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1425.17	N/A	1425.17	1151.49	USD	No	1325.17	1151.49
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	3393.78	N/A	3393.78	2869.47	USD	No	3303.78	2869.47
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	2615.06	N/A	2615.06	2246.71	USD	No	2585.06	2246.71
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	2809.49	N/A	2809.49	2429.62	USD	No	2794.49	2429.62
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	2286.25	N/A	2286.25	1716.30	USD	Yes	2478.10	2154.87
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	436.687	N/A	436.687	379.42	USD	No	452.312	379.42
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	713.549	N/A	713.549	620.212	USD	No	726.024	620.212
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1225.79	999.60	1751.13	1428	USD	No	1572.05	1367
CBOT	MZC	MICRO CORN FUTURES	MZC	163.613	N/A	163.613	134.663	USD	No	159.737	138.902
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	337.777	N/A	337.777	269.719	USD	No	336.778	292.851
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	212.18	N/A	212.18	184.504	USD	No	232.771	201.541
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	341.98	N/A	341.98	284.331	USD	No	337.231	293.244
CBOT	MZW	MICRO WHEAT FUTURES	MZW	220.962	N/A	220.962	173.662	USD	No	241.448	209.955
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	231.84	201.60	331.20	288	USD	No	316.25	275
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	248.783	201.60	355.404	288	USD	No	316.25	275
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3781.62	N/A	3781.62	3088.14	USD	No	3551.62	3088.14
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.51	N/A	2932.51	2550.01	USD	No	3073.14	2550.01
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	5922.55	N/A	5922.55	5150.05	USD	Yes	6047.30	5150.05
CBOT	YC	MINI SIZED CORN FUTURES	XC	327.225	N/A	327.225	269.326	USD	No	319.474	277.803
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	686.461	N/A	686.461	568.661	USD	No	674.462	586.489
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	449.423	N/A	449.423	347.324	USD	No	482.897	419.91
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	345	N/A	345	300	USD	No	386.886	325.292
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	862.50	N/A	862.50	750	USD	No	953.244	776.734
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	1063.75	N/A	1063.75	925	USD	No	1194.58	977.897
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	1189.87	N/A	1189.87	1034.67	USD	No	728.97	600.846
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	2338.57	N/A	2338.57	2033.54	USD	No	4322.62	3689.24
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12257.91	9998.80	17511.30	14284	USD	Yes	15725.10	13674
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.10	N/A	2070.10	1800.04	USD	No	2195.10	1800.04
CBOT	ZB	US TREASURY BOND	ZB	4255.02	N/A	4255.02	3700.02	USD	Yes	4348.26	3700.02
CBOT	ZC	CORN FUTURES	ZC	1636.13	N/A	1636.13	1346.63	USD	Yes	1597.37	1389.02
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.52	N/A	1437.52	1250.02	USD	Yes	1523.71	1250.02
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	3371.77	N/A	3371.77	2697.19	USD	Yes	3185.83	2770.29
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	2161.80	N/A	2161.80	1845.04	USD	Yes	2228.43	1937.77
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.29	N/A	2156.29	1875.04	USD	Yes	2296.92	1875.04
CBOT	ZO	OAT FUTURES	ZO	3770.15	N/A	3770.15	3277.90	USD	Yes	3652.29	3110.22
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1178.75	N/A	1178.75	1025.00	USD	Yes²	2636.92	2274.85
CBOT	ZR	ROUGH RICE FUTURES	ZR	3377.84	N/A	3377.84	2693.46	USD	Yes	1980.44	1721.92
CBOT	ZS	SOYBEAN FUTURES	ZS	3432.30	N/A	3432.30	2843.31	USD	Yes	3372.31	2932.44
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380	N/A	1380	1200	USD	Yes	1451.24	1200
CBOT	ZW	WHEAT FUTURES	ZW	2247.12	N/A	2247.12	1736.62	USD	Yes	2414.48	2099.55

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	2422.30	N/A	2422.30	2106.35	CAD	No	2422.31	2106.35
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1444.50	N/A	1444.50	1256.08	CAD	No	1444.50	1256.08
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	630.522	N/A	630.522	548.28	CAD	No	630.523	548.28
CDE	CRA	3 MONTH CORRA	CRA	370.185	N/A	370.185	321.90	CAD	No	492.687	428.423
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	16215.23	14100.20	23164.62	20143.15	CAD	No	23164.63	20143.15
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	14648.54	N/A	14648.54	12737.86	CAD	No	14648.54	12737.86

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	10342.82	N/A	10342.82	8992.75	USD	No	10342.82	8992.75
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	8442.15	N/A	8442.15	7340.50	USD	No	8442.15	7340.50
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	353.208	N/A	353.208	307.112	USD	No	353.207	307.112
CFE	VA	S&P 500 VARIANCE	VA	316.25	N/A	316.25	275	USD	No	316.25	275
CFE	VIX	CBOE VOLATILITY INDEX	VX	10031.05	N/A	10031.05	8722.65	USD	Yes	29400.58	25565.72
CFE	VIX	CBOE VOLATILITY INDEX	VX01	10031.05	N/A	10031.05	8722.65	USD	No	29126.72	25327.59
CFE	VIX	CBOE VOLATILITY INDEX	VX02	10031.05	N/A	10031.05	8722.65	USD	No	28817.03	25058.29
CFE	VIX	CBOE VOLATILITY INDEX	VX04	9027.98	N/A	9027.98	7850.39	USD	No	28489.24	24773.25
CFE	VIX	CBOE VOLATILITY INDEX	VX51	10013.61	N/A	10013.61	8707.49	USD	No	29368.36	25537.70
CFE	VIX	CBOE VOLATILITY INDEX	VX52	10031.05	N/A	10031.05	8722.65	USD	No	30272.23	26323.68
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1003.10	N/A	1003.10	872.265	USD	No	2940.06	2556.57

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	2577.74	N/A	2577.74	1928.47	USD	Yes	2217.74	1928.47
CME	GBP	BRITISH POUND	6B	2834.48	N/A	2834.48	2144.12	USD	Yes	2465.73	2144.12
CME	CAD	CANADIAN DOLLAR	6C	1664.69	N/A	1664.69	1256.25	USD	Yes	1444.69	1256.25
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3931.15	N/A	3931.15	3124.91	USD	Yes	3593.65	3124.91
CME	JPY	JAPANESE YEN	6J	3526.26	N/A	3526.26	2800.01	USD	Yes	3220.01	2800.01
CME	BRE	BRAZILIAN REAL	6L	1725.375	N/A	1725.375	1353	USD	Yes²	9775.21	7011.06
CME	6M	MEXICAN PESO	6M	1925.605	N/A	1925.605	1652.70	USD	Yes	1900.605	1652.70
CME	NZD	NEW ZEALAND DOLLAR	6N	2290.48	N/A	2290.48	1735.20	USD	Yes²	1995.48	1735.20
CME	CHF	SWISS FRANC	6S	5889.59	N/A	5889.59	4762.69	USD	Yes	5477.09	4762.69
CME	ZAR	SOUTH AFRICAN RAND	6Z	2440.03	N/A	2440.03	2078.125	USD	No	2390.03	2078.125
CME	ACDX	AUSTRALIAN DOLLAR	ACD	12257.79	N/A	12257.79	10658.95	CAD	No	12257.79	10658.95
CME	AJY	AUSTRALIAN DOLLAR	AJY	2800726.32	N/A	2800726.32	2414544.63	JPY	No	2776726.32	2414544.63
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	941.61	N/A	941.61	792.791	USD	No	911.71	792.791
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	35922.27	N/A	35922.27	31236.76	USD	No	35922.27	31236.76
CME	BOS	BOSTON HOUSING INDEX	BOS	5042.75	N/A	5042.75	4385.00	USD	No	5042.75	4385.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	162693.99	N/A	162693.99	132573.42	USD	Yes	152459.44	132573.42
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	216343.75	N/A	216343.75	188125	EUR	No	259612.50	225750
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	3875.88	N/A	3875.88	3370.33	USD	No	3216.44	2714.30
CME	CHI	CHICAGO HOUSING INDEX	CHI	3182.63	N/A	3182.63	2767.50	USD	No	3182.62	2767.50
CME	CLP	CHILEAN PESO	CHP	4804.19	N/A	4804.19	4177.56	USD	No	4814.19	4177.56
CME	CJY	CANADIAN DOLLAR	CJY	2803657.76	N/A	2803657.76	2437962.92	JPY	No	2803657.36	2437962.92
CME	CNH	UNITED STATES DOLLAR	CNH	24153.80	N/A	24153.80	20997	CNH	No	24353.80	20997
CME	CSC	CHEESE	CSC	5569.21	N/A	5569.21	4842.79	USD	No	6983.19	5915.82
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5146.25	N/A	5146.25	4475	USD	No	5146.25	4475
CME	CZK	CZECH KORUNA	CZK	19250.77	N/A	19250.77	16739.80	USD	Yes²	19250.77	16739.80
CME	DA	MILK CLASS III INDEX	DC	4795.47	N/A	4795.47	4169.97	USD	Yes	5828.03	4841.76
CME	DEN	DENVER HOUSING INDEX	DEN	4496.50	N/A	4496.50	3910.00	USD	No	4496.50	3910.00
CME	DY	CME DRY WHEY INDEX	DY	7411.02	N/A	7411.02	6444.36	USD	No	10125.19	8804.52
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1965.57	N/A	1965.57	1562.45	USD	No	1796.82	1562.45
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16747.26	N/A	16747.26	14548.49	AUD	No	17397.26	14548.49
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	4439.875	N/A	4439.875	3762.50	EUR	No	5192.25	4515
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10368.20	N/A	10368.20	8983.34	CAD	No	10343.20	8983.34
CME	ECK	CZECH KORUNA	ECK	9435.06	N/A	9435.06	8204.40	EUR	No	9435.06	8204.40
CME	EEM	MICRO ETHER EURO	EEM	156.784	N/A	156.784	134.986	EUR	No	176.709	153.66
CME	EHF	HUNGARIAN FORINT	EHF	6587.65	N/A	6587.65	5728.39	EUR	Yes²	6941.65	5728.39
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	21110.18	16177.70	30157.40	23111	USD	Yes²	26510.95	23053
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	281870.09	245099.16	402671.55	350141.66	JPY	No	384215	334100
CME	EPZ	POLISH ZLOTY	EPZ	6804.55	N/A	6804.55	5917	EUR	Yes²	6804.55	5917
CME	ES	E-MINI S&P 500	ES	18656.56	15733.90	26652.22	22477	USD	Yes	23094.50	20995
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	22234.27	N/A	22234.27	18148.01	USD	No	20884.27	18148.01
CME	ESTR	EURO SHORT-TERM RATE	ESR	659.795	N/A	659.795	573.706	EUR	No	751.497	648.001
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	77617.18	N/A	77617.18	67493.20	EUR	No	88354.50	76830
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	71836.00	N/A	71836.00	60379.12	USD	Yes	86794.99	75473.91
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	13204.54	N/A	13204.54	10532	USD	No	10697.30	9302
CME	GSCI	S&P-GSCI INDEX	GD	21550.49	N/A	21550.49	17065.64	USD	No	19625.49	17065.64
CME	GDK	CLASS IV MILK - 200K LBS	GDK	2148.25	N/A	2148.25	1868.04	USD	No	2393.06	2080.92
CME	GF	FEEDER CATTLE	GF	14224.98	N/A	14224.98	11315.20	USD	Yes	13012.48	11315.20
CME	NF	NON FAT DRY MILK INDEX	GNF	5760.78	N/A	5760.78	5009.38	USD	No	16363.49	14229.12
CME	HE	LEAN HOGS	HE	3552.87	N/A	3552.87	2889.45	USD	Yes	3322.87	2889.45
CME	HUF	HUNGARIAN FORINT	HUF	11867.61	N/A	11867.61	10319.66	USD	Yes²	11879.61	10319.66
CME	IBAA	BOVESPA INDEX - USD	IBV	42462.69	N/A	42462.69	36924.08	USD	No	41014.75	35665
CME	ILS	ISRAELI SHEKEL	ILS	35653.97	N/A	35653.97	31003.45	USD	Yes²	35653.97	31003.45
CME	J7	JAPANESE YEN	J7	1763.13	N/A	1763.13	1400.00	USD	No	1610.01	1400.00
CME	KRW	KOREAN WON	KRW	19545.14	N/A	19545.14	14445.75	USD	Yes²	12646.85	9347.25
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4269.375	N/A	4269.375	3712.50	USD	No	4269.375	3712.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6299.13	N/A	6299.13	5477.50	USD	No	6299.13	5477.50
CME	LBR	LUMBER FUTURES	LBR	2259.35	N/A	2259.35	1964.22	USD	No	1364.28	1030.67
CME	LE	LIVE CATTLE	LE	5902.13	N/A	5902.13	4923.59	USD	Yes	5662.13	4923.59
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	911.879	672	1302.68	960	USD	No	1046.50	910
CME	M6A	AUSTRALIAN DOLLAR	M6A	257.774	N/A	257.774	192.847	USD	No	221.774	192.847
CME	M6B	BRITISH POUND	M6B	283.448	N/A	283.448	214.412	USD	No	246.573	214.412
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	393.115	N/A	393.115	312.491	USD	No	359.365	312.491
CME	MBT	MICRO BITCOIN	MBT	3253.88	N/A	3253.88	2651.47	USD	Yes	3049.19	2651.47
CME	MCD	CANADIAN DOLLAR	MCD	166.469	N/A	166.469	125.625	USD	No	144.469	125.625
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1865.66	1573.60	2665.22	2248	USD	Yes	2308.90	2099
CME	MET	MICRO ETHER	MET	143.822	N/A	143.822	120.758	USD	Yes	173.59	150.948
CME	MIA	MIAMI HOUSING INDEX	MIA	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	MIR	INDIAN RUPEE	MIR	1283.86	N/A	1283.86	1116.40	USD	No	1283.86	1116.40
CME	MJY	JAPANESE YEN	MJY	348.251	N/A	348.251	280.001	USD	No	322.001	280.001
CME	MNH	UNITED STATES DOLLAR	MNH	2422.62	N/A	2422.62	2106.60	CNH	No	2442.62	2106.60
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	140932.02	122549.58	201331.45	175070.83	JPY	No	192050	167000
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2332.80	N/A	2332.80	2028.41	USD	No	2362.80	2028.41
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	2804.55	2395.02	4006.50	3421.45	USD	Yes	3763.60	3421.45
CME	MSF	SWISS FRANC	MSF	588.959	N/A	588.959	476.269	USD	No	547.709	476.269
CME	MSL	MICRO SOLANA	MSL	1549.16	N/A	1549.16	1341	USD	No	2019.37	1755.97
CME	MXP	MICRO XRP	MXP	2479.885	N/A	2479.885	2129	USD	No	2448.35	2129
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1409320.17	1225495.80	2013314.52	1750708.28	JPY	No	1920960	1670400
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	23328.11	N/A	23328.11	20284.11	USD	No	23678.11	20284.11
CME	NOK	NORWEGIAN KRONE	NOK	21533.44	N/A	21533.44	18360.77	USD	No	21133.44	18360.77
CME	NQ	E-MINI NASDAQ 100	NQ	28045.48	23950.18	40064.97	34214.54	USD	Yes	37635.99	34214.54
CME	NYM	NEW YORK HOUSING INDEX	NYM	4815.625	N/A	4815.625	4187.50	USD	No	4815.625	4187.50
CME	PJY	BRITISH POUND	PJY	3082507.29	N/A	3082507.29	2656528.30	JPY	No	3055007.54	2656528.30
CME	PLN	POLISH ZLOTY	PLN	14907.97	N/A	14907.97	12963.45	USD	Yes²	14947.97	12963.45
CME	PSF	BRITISH POUND	PSF	11091.99	N/A	11091.99	9449.56	CHF	No	10866.99	9449.56
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	259.693	N/A	259.693	215	USD	No	247.25	215
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	211.60	N/A	211.60	184	USD	No	211.60	184
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	224.25	N/A	224.25	195	USD	No	224.25	195
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	140.459	118.68	200.655	169.544	USD	No	194.975	169.544
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	136.045	118.30	194.35	169	USD	No	191.263	166.316
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	155.365	135.10	221.95	193	USD	No	210.45	183
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	179.995	135.10	257.136	193	USD	No	210.45	183
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	363.86	316.40	519.80	452	USD	No	486.45	423
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	387.805	316.40	554.008	452	USD	No	486.45	423
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	233.134	N/A	233.134	202.725	USD	No	233.134	202.725
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4106.94	N/A	4106.94	3570.17	CHF	No	4144.44	3570.17
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8204.10	N/A	8204.10	7134	USD	Yes²	8204.10	7134
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	7677.95	N/A	7677.95	6674.74	EUR	Yes²	7675.95	6674.74
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6320.06	N/A	6320.06	5495.31	GBP	No	6551.31	5495.31
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	15848.43	N/A	15848.43	13111.83	USD	No	15093.43	13111.83
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	55193.38	N/A	55193.38	46865.86	USD	No	53933.39	46865.86
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	11736.91	N/A	11736.91	9521.45	USD	No	10951.90	9521.45
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	9118.79	6717.20	13026.85	9596	USD	Yes	10466.15	9101
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1334217.47	N/A	1334217.47	1160005.59	JPY	Yes²	1367967.22	1160005.59
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4723.88	N/A	4723.88	4042.50	USD	No	4648.87	4042.50
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6224.375	N/A	6224.375	5412.50	USD	No	6224.375	5412.50
CME	SEK	SWEDISH KRONA	SEK	12823.42	N/A	12823.42	10664.25	USD	No	12273.42	10664.25
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5074.375	N/A	5074.375	4412.50	USD	No	5074.375	4412.50
CME	SGX	SHORT GILT	SG	340758.68	N/A	340758.68	296311.88	USD	No	340758.66	296311.88
CME	SIR	INDIAN RUPEE	SIR	6419.30	N/A	6419.30	5582	USD	No	6479.30	5582
CME	SJY	SWISS FRANC	SJY	4340381.23	N/A	4340381.23	3774244.54	JPY	No	4410382.98	3774244.54
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	33663.32	N/A	33663.32	28568.11	USD	No	32853.32	28568.11
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	30983.16	N/A	30983.16	26807	USD	No	40387.31	35119.40
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	625.836	N/A	625.836	544.203	GBP	No	625.833	544.203
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1178.75	N/A	1178.75	1025.00	USD	No	2603.00	2245.35
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.75	N/A	833.75	725.00	USD	Yes	2239.06	1925.26
CME	SVX	SCHNEIDER ELECTRIC SE	SU	86841.07	N/A	86841.07	75513.97	USD	No	86841.10	75513.97
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1003.86	N/A	1003.86	861.875	USD	No	8634.10	7506.41
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4781.13	N/A	4781.13	4157.50	USD	No	4781.13	4157.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	13716.63	N/A	13716.63	10951.67	USD	No	12596.63	10951.67
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13794.97	N/A	13794.97	11046.19	USD	No	12704.97	11046.19
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	12885.36	N/A	12885.36	9564	USD	No	9761.55	8487.75
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	23030.67	N/A	23030.67	18759.39	USD	No	21580.67	18759.39
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	34288.45	N/A	34288.45	28287.98	USD	No	32538.45	28287.98
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	5323.96	N/A	5323.96	4628.96	USD	No	5493.96	4628.96
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4318.34	N/A	4318.34	3485	USD	No	3539.70	3078
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10178.54	N/A	10178.54	8771.77	USD	No	10088.54	8771.77
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	16627.58	N/A	16627.58	14012.71	USD	No	16117.58	14012.71
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	50630.10	N/A	50630.10	42921.13	USD	No	49390.10	42921.13
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	11831.22	N/A	11831.22	9762	USD	No	10657.05	9267
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	49597.70	N/A	49597.70	42570	USD	No	48955.50	42570

COINDERIV

交易所 COINDERIV	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
COINDERIV	BIP	-	BIP	242.701	N/A	242.701	211.044	USD	No	242.705	211.048
COINDERIV	BIT	-	BIT	356.718	N/A	356.718	310.17	USD	No	356.718	310.17
COINDERIV	ET	-	ET	173.766	N/A	173.766	151.10	USD	No	208.519	181.32
COINDERIV	ETP	-	ETP	110.198	N/A	110.198	95.824	USD	No	110.198	95.824

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	382.477	N/A	382.477	259.328	USD	No	298.227	259.328
COMEX	ALI	ALUMINUM INDEX	ALI	9012.74	N/A	9012.74	7837.16	USD	No	9318.99	7837.16
COMEX	GC	GOLD	GC	38203.06	N/A	38203.06	25933.08	USD	Yes	29823.04	25933.08
COMEX	HG	COPPER INDEX	HG	20612.50	N/A	20612.50	13775	USD	Yes	20712.50	13775
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2183.46	N/A	2183.46	1811.70	USD	No	2851.43	2479.50
COMEX	MGC	E-MICRO GOLD	MGC	3820.31	N/A	3820.31	2593.31	USD	Yes	2982.30	2593.31
COMEX	MHG	MICRO COPPER	MHG	2063.75	N/A	2063.75	1377.50	USD	No	2068.75	1377.50
COMEX	QC	COMEX MINY COPPER	QC	10197.50	N/A	10197.50	6815.00	USD	No	10247.50	6815.00
COMEX	QI	COMEX MINY SILVER	QI	27455.67	N/A	27455.67	21524.50	USD	No	31041.99	21524.50
COMEX	QO	COMEX MINY GOLD	QO	19101.53	N/A	19101.53	12966.54	USD	No	14911.52	12966.54
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	34500	N/A	34500	30000	CNH	No	34500	30000
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	23905.11	N/A	23905.11	18245.81	USD	No	20982.68	18245.81
COMEX	SI	SILVER INDEX	SI	54911.35	N/A	54911.35	43048.99	USD	Yes	62083.99	43048.99
COMEX	SI	SILVER INDEX	SIL	10982.27	N/A	10982.27	8609.80	USD	No	12416.80	8609.80
COMEX	UX	URANIUM INDEX	UX	2722.28	N/A	2722.28	2367.20	USD	No	2722.28	2367.20

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	49093.50	N/A	49093.50	42690.00	EUR	No	49093.50	42690.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	8302.37	N/A	8302.37	7219.45	EUR	Yes	8302.37	7219.45

EUREX

交易所 EUREX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
EUREX	CONF	SWISS FEDERAL LONG-TERM BONDS	CONF	8443.74	N/A	8443.74	7342.38	CHF	No	8443.74	7342.38
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	6875.37	N/A	6875.37	5978.58	EUR	No	6875.37	5978.58
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2971.38	N/A	2971.38	2583.81	EUR	Yes	4268.42	3711.67
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1105.92	N/A	1105.92	961.669	EUR	No	1402.54	1219.60
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3552.69	N/A	3552.69	3089.29	USD	No	3552.69	3089.29
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2852	N/A	2852	2480	EUR	No	2852	2480
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35304.08	30699.20	50434.40	43856.00	EUR	Yes	49426.14	42979.25
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9894.60	N/A	9894.60	8604.00	EUR	Yes²	9894.60	8604.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7060.82	6139.84	10086.88	8771.20	EUR	No	9885.23	8595.85
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1412.16	1227.97	2017.38	1754.24	EUR	Yes	1977.05	1719.17
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	472.09	N/A	472.09	410.513	EUR	No	454.485	395.204
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2181.96	N/A	2181.96	1896.66	EUR	No	2181.96	1896.66
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	3539.65	3077.90	5056.65	4397	EUR	Yes²	5056.65	4397
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1427.05	N/A	1427.05	1240.59	EUR	No	888.662	772.55
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6254.66	N/A	6254.66	5438.84	EUR	Yes²	6254.66	5438.84
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1215.43	1056.89	1736.32	1509.845	EUR	Yes	1497.05	1301.78
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5348.69	N/A	5348.69	4651.03	EUR	Yes²	4945.38	4300.33
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2062.24	N/A	2062.24	1789.89	EUR	Yes²	1890.62	1640.93
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3353.07	N/A	3353.07	2915.72	EUR	Yes²	2996.37	2605.54
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7766.58	N/A	7766.58	6753.55	EUR	Yes²	6337.71	5511.05
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2657.66	N/A	2657.66	2311.01	EUR	Yes²	2631.50	2288.27
EUREX	ESI	EURO STOXX INSURANCE	FESI	3345.58	N/A	3345.58	2906.17	EUR	Yes²	2775.14	2410.65
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1300.28	N/A	1300.28	1130.68	EUR	Yes²	1070.09	930.515
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3903.50	N/A	3903.50	3394.34	EUR	Yes²	3801.74	3305.86
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1318.52	N/A	1318.52	1146.54	EUR	Yes²	1290.59	1122.25
EUREX	SXRE	EURO STOXX RETAIL	FESR	4780.55	N/A	4780.55	4157.00	EUR	Yes²	5475.26	4761.10
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1351.52	N/A	1351.52	1175.24	EUR	Yes²	1263.52	1098.71
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	980.381	N/A	980.381	852.505	EUR	Yes²	978.65	851.00
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1877.20	N/A	1877.20	1631.71	EUR	Yes	1584.83	1377.57
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1063.88	N/A	1063.88	925.11	EUR	Yes²	1075.46	935.18
EUREX	ESTX50	EURO STOXX50	FESX	3368.00	2928.695	4811.43	4183.85	EUR	Yes	4372.51	3802.18
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	19035.74	N/A	19035.74	16552.82	EUR	Yes²	19035.74	16552.82
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5186.55	N/A	5186.55	4510.05	EUR	Yes²	5748.42	4998.63
EUREX	EU3	THREE MONTH EURIBOR	FEU3	303.775	N/A	303.775	264.152	EUR	Yes	303.775	264.152
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2648.45	2303	3783.50	3290	EUR	Yes	3783.50	3290
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	9443.46	N/A	9443.46	8194.44	EUR	Yes²	9443.46	8194.44
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	874.077	N/A	874.077	760.067	GBP	No	874.077	760.067
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2241.91	N/A	2241.91	1949.49	EUR	Yes	2893.63	2516.20
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1217.07	N/A	1217.07	1058.32	EUR	Yes	1560.98	1357.37
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	450.782	N/A	450.782	391.984	EUR	Yes	542.663	471.881
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	4956.98	N/A	4956.98	4310.42	EUR	Yes	5022.25	4367.17
EUREX	DJESL	EURO STOXX LARGE	FLCE	2515.01	N/A	2515.01	2186.92	EUR	No	2257.51	1963.01
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2410.40	N/A	2410.40	2096.00	EUR	No	1804.45	1569.09
EUREX	DJESM	EURO STOXX MID	FMCE	2326.11	N/A	2326.11	2022.09	EUR	No	1830.22	1591.01
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	1686.05	1466.07	2408.65	2094.38	USD	No	2863.78	2490.13
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2428.99	N/A	2428.99	2111.28	EUR	Yes²	1940.00	1686.255
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	4543.49	3950.78	6490.70	5643.97	USD	No	5429.10	4720.85
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	9949.93	N/A	9949.93	8648.95	USD	No	9949.93	8648.95
EUREX	MXEU	MSCI EUROPE	FMEP	1521.41	N/A	1521.41	1321.10	EUR	No	1214.89	1054.94
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3080.44	N/A	3080.44	2678.46	EUR	No	2448.40	2128.90
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10219.99	N/A	10219.99	8886.39	USD	No	8652.21	7523.19
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	6526.92	N/A	6526.92	5675.15	USD	No	6155.72	5352.40
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	12271.83	N/A	12271.83	10666.51	USD	No	12271.83	10666.51
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	2862.73	2489.24	4089.62	3556.06	EUR	No	3623.44	3150.70
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	6719.51	5842.92	9599.30	8347.03	USD	No	9023.71	7846.53
EUREX	MXWO	MSCI WORLD INDEX	FMWP	6404.29	N/A	6404.29	5563.67	USD	No	6404.29	5563.67
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2351.40	N/A	2351.40	2044.70	EUR	No	2591.31	2253.31
EUREX	DJESS	EURO STOXX SMALL	FSCE	1496.38	N/A	1496.38	1300.64	EUR	No	1266.36	1100.71
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1612.53	N/A	1612.53	1402.07	EUR	No	1238.57	1076.92
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1141.04	992.138	1630.06	1417.34	EUR	No	1181.19	1027.05
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	3524.75	N/A	3524.75	3065.00	CHF	Yes²	3524.75	3065.00
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	9050.50	N/A	9050.50	7870	CHF	No	9050.50	7870
EUREX	SMI	SWISS MARKET INDEX	FSMI	6358.50	5529.13	9083.57	7898.76	CHF	Yes	7649.33	6651.59
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4236.17	N/A	4236.17	3678.84	CHF	Yes²	4236.17	3678.84
EUREX	SMI	SWISS MARKET INDEX	FSMS	635.85	552.913	908.357	789.876	CHF	No	764.933	665.159
EUREX	MDAX	MIDCAP DAX	FSMX	2888.89	N/A	2888.89	2511.77	EUR	No	2317.44	2014.92
EUREX	ST3	THREE MONTH ESTR	FST3	91.6271	N/A	91.6271	79.6758	EUR	No	153.512	133.489
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	3053.63	N/A	3053.63	2655.08	EUR	Yes²	2681.73	2331.72
EUREX	SX7P	STOXX 600 BANKS	FSTB	1595.13	1387.01	2278.76	1981.45	EUR	Yes	1952.09	1697.39
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4421.56	N/A	4421.56	3840.11	EUR	Yes²	3972.08	3449.74
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1920.99	N/A	1920.99	1670.33	EUR	Yes	1757.43	1528.11
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4925.98	N/A	4925.98	4275.83	EUR	Yes²	3947.94	3426.88
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	5046.13	N/A	5046.13	4385.64	EUR	Yes²	4496.10	3907.60
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4226.96	N/A	4226.96	3675.22	EUR	Yes²	3505.15	3047.63
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3232.77	N/A	3232.77	2809.85	EUR	Yes²	2682.47	2331.55
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	634.791	N/A	634.791	551.899	EUR	No	634.791	551.899
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1306.02	N/A	1306.02	1134.91	EUR	Yes²	1302.73	1132.05
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	4038.78	N/A	4038.78	3510.29	EUR	Yes²	3881.39	3373.495
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1814.25	N/A	1814.25	1577.00	EUR	Yes²	2236.79	1944.28
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1667.19	N/A	1667.19	1446.85	EUR	Yes²	1734.73	1505.46
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	4274.12	N/A	4274.12	3716.45	EUR	Yes	4452.84	3871.85
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	785.774	N/A	785.774	683.03	EUR	Yes²	727.931	632.75
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1861.21	N/A	1861.21	1618.27	EUR	Yes	1496.25	1300.95
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1277.84	N/A	1277.84	1110.60	EUR	Yes²	1255.65	1091.32
EUREX	STX	STOXX50	FSTX	3846.42	N/A	3846.42	3343.88	EUR	Yes²	2811.88	2444.50
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7953.82	N/A	7953.82	6912.79	EUR	Yes²	7953.82	6912.79
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3298.63	N/A	3298.63	2867.33	EUR	Yes²	3243.99	2819.84
EUREX	ESTX50	EURO STOXX50	FSXE	336.80	292.8695	481.143	418.385	EUR	No	437.251	380.218
EUREX	TDX	TECDAX	FTDX	7269.45	N/A	7269.45	6321.26	EUR	Yes²	7269.45	6321.26
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	587.338	N/A	587.338	510.453	USD	No	587.338	510.453
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	991.875	N/A	991.875	862.50	EUR	Yes	2568.09	2233.125
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2484.78	N/A	2484.78	2157.51	EUR	No	2038.64	1770.135
EUREX	DJ600	STOXX 600 INDEX	FXXP	1603.82	1394.62	2291.17	1992.32	EUR	Yes	1856.13	1614.03
EUREX	TKAB	TKA: THYSSEN-KRUPP AG: ADJ	TKAG	223.83	N/A	223.83	194.635	EUR	No	223.83	194.635
EUREX	UNIB2	UNA: UNILEVER PLC: ADJ ADJ	UNIH	900.683	N/A	900.683	783.203	EUR	No	900.683	783.203

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	8747.11	N/A	8747.11	7606.18	EUR	No	8747.11	7606.18
FTA	EOE	AMS EOE INDEX	FTI	10075.62	8761.41	14393.74	12516.30	EUR	Yes	11315.48	9839.55
FTA	EOE	AMS EOE INDEX	MFA	1007.56	876.141	1439.37	1251.63	EUR	No	1131.55	983.955

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	88678.43	N/A	88678.43	70942.75	HKD	No	88678.43	70942.75
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	26240.625	N/A	26240.625	20992.50	CNH	Yes	26240.625	20992.50
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3750	N/A	3750	3000	HKD	No	3750	3000
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10875	N/A	10875	8700	HKD	No	10875	8700
HKFE	GDR	CNH GOLD FUTURES	GDR	230472.30	N/A	230472.30	184377.84	CNH	No	230472.30	184377.84
HKFE	GDU	USD GOLD FUTURES	GDU	34544.00	N/A	34544.00	27635.20	USD	No	34544.00	27635.20
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	46935	37548	67050	53640	HKD	Yes	67050	53640
HKFE	HSI	HANG SENG STOCK INDEX	HSI	101688.60	81350.88	145269.43	116215.54	HKD	Yes	145269.43	116215.54
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	29329.79	23463.83	41899.70	33519.76	HKD	Yes	41899.70	33519.76
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4468.87	3575.06	6384.10	5107.22	USD	No	6384.10	5107.22
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9387	7509.60	13410	10728	HKD	Yes	13410	10728
HKFE	MCS	UNITED STATES DOLLAR	MCS	5260.75	N/A	5260.75	4198.38	CNH	No	5260.75	4198.38
HKFE	MHI	MINI HANG SENG INDEX	MHI	20337.72	16270.18	29053.89	23243.11	HKD	Yes	29053.89	23243.11
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1469.36	N/A	1469.36	1175.49	USD	No	1469.36	1175.49
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	5200.33	N/A	5200.33	4160.26	USD	No	5200.33	4160.26
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	9895.20	N/A	9895.20	7916.16	USD	No	9895.20	7916.16
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	49843.75	N/A	49843.75	39875	HKD	No	144648.44	115718.75

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	109.542	N/A	109.542	95.25	EUR	No	690.976	600.849
ICEEU	SG	GENERALI	G	2254.33	N/A	2254.33	1960.29	GBP	No	2254.33	1960.29
ICEEU	H	MEDIUM GILT	H	4435.83	N/A	4435.83	3854.30	GBP	No	4435.83	3854.30
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	326.8875	N/A	326.8875	284.25	EUR	Yes	1068.39	929.038
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	7996.08	N/A	7996.08	6951.15	USD	No	7996.08	6951.15
ICEEU	O	5 YEAR EURO SWAPNOTE	O	2397.35	N/A	2397.35	2084.65	EUR	No	2397.35	2084.65
ICEEU	P	10 YEAR EURO SWAPNOTE	P	5089.94	N/A	5089.94	4426.03	EUR	No	5089.94	4426.03
ICEEU	R	LONG GILT	R	3234.15	N/A	3234.15	2812.31	GBP	No	3234.16	2812.31
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	295.555	N/A	295.555	257	CHF	No	936.563	814.403
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	269.204	N/A	269.204	234.088	GBP	Yes	824.997	717.388
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	565.871	N/A	565.871	492.059	GBP	No	1375.24	1195.86
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1066.48	N/A	1066.48	927.371	EUR	No	1066.48	927.371
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	538.6255	N/A	538.6255	468.37	GBP	No	538.6255	468.37
ICEEU	Y	FTSE 250 INDEX	Y2	4215.22	N/A	4215.22	3664.87	GBP	No	4215.22	3664.87
ICEEU	Z	FTSE 100 INDEX	Z	4956.31	4309.84	7080.45	6156.91	GBP	Yes	7080.45	6156.91

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	7486.50	N/A	7486.50	6510	GBP	No	7920.90	6887.74
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6049	N/A	6049	5260	USD	No	8188.57	7120.49
ICEEUSOFT	T	WHEAT	T	1621.84	N/A	1621.84	1410.30	GBP	No	2123.17	1846.24
ICEEUSOFT	W	WHITE SUGAR	W	1912.45	N/A	1912.45	1663.00	USD	No	1795.15	1561

ICE Futures US (ICEUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 ICEUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
ICEUS	AUD	AUSTRALIAN DOLLAR	KAU	6653.21	N/A	6653.21	5785.40	USD	No	7470.13	6495.77
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26458624.71	N/A	26458624.71	23007499.75	JPY	No	26583125.31	23115761.14
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9144.27	N/A	9144.27	7948.62	USD	No	10603.97	9217.46
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11537.97	N/A	11537.97	10033.02	CAD	No	14438.35	12555.09
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6319.61	N/A	6319.61	5495.31	GBP	No	6532.89	5680.77
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18397.87	N/A	18397.87	15998.15	AUD	No	20247.46	17606.49
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6642.18	N/A	6642.18	5775.81	CHF	No	6791.95	5906.04
ICEUS	ZY	SWISS FRANC	KZY	4340381.23	N/A	4340381.23	3774244.54	JPY	No	4653630.09	4046633.34
ICEUS	MP	BRITISH POUND	MP	7397.20	N/A	7397.20	6432.35	USD	No	7166.99	6232.17
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	10873.40	N/A	10873.40	9455.13	CHF	No	12298.22	10694.11
ICEUS	GBP	BRITISH POUND	SY	3055007.54	N/A	3055007.54	2656528.30	JPY	No	3258619.01	2833581.53

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	2453.83	N/A	2453.83	2131	EUR	No	2453.83	2131
IDEM	FTMIB	FTSE MIB INDEX	FIB	16551.10	14392.05	23644.43	20560.08	EUR	Yes	15243.12	13254.69
IDEM	FTMIB	FTSE MIB INDEX	MICR	662.035	575.682	945.764	822.403	EUR	No	609.716	530.188
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3310.18	2878.41	4728.82	4112.02	EUR	No	3048.58	2650.94
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1296.77	N/A	1296.77	1127.62	EUR	No	1296.77	1127.62

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	13434.17	N/A	13434.17	11681.89	USD	No	13434.17	11681.89
IPE	COIL	ICE BRENT CRUDE	COIL	14806.025	N/A	14806.025	11844.82	USD	Yes	14806.025	11844.82
IPE	GOIL	ICE GASOIL	GOIL	11445.92	N/A	11445.92	9156.73	USD	No	11445.92	9156.73
IPE	HOIL	ICE HEATING OIL	HOIL	22981.39	N/A	22981.39	18385.11	USD	No	22981.39	18385.11
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	13101.08	N/A	13101.08	11392.24	USD	No	13101.08	11392.24
IPE	NGF	ICE UK NATURAL GAS	NGF	5135.26	N/A	5135.26	4465.44	GBP	No	23215.90	4465.44
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	22050	N/A	22050	17640	USD	No	22050	17640
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	Yes	16250	13000

Korea Stock Exchange (KSE)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 KSE	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
KSE	K200	KOSPI200 INDEX	01	13461063	10210375.21	19230090	14586250.30	KRW	Yes	19230090	14586250.30
KSE	K200M	MINI KOSPI200 INDEX	05	2692212.60	2039940.15	3846018	2914200.21	KRW	Yes	3846018	2914200.21
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1448568.45	1087800	2069383.50	1554000	KRW	No	2069383.50	1554000
KSE	000670	YOUNG POONG CORPORATION	0Q	160874.61	N/A	160874.61	139890.97	KRW	No	164438.48	139890.97
KSE	005930	HANG SENG BANK LTD	11	318292.44	N/A	318292.44	276776.04	KRW	No	318396.61	276776.04
KSE	017670	HENDERSON LAND DEVELOPMENT	12	153241.25	N/A	153241.25	133253.26	KRW	No	155254.30	133253.26
KSE	005490	POSCO HOLDINGS INC	13	892736.86	N/A	892736.86	763951.95	KRW	No	878544.75	763951.95
KSE	030200	KTCORPORATION	14	153942.06	N/A	153942.06	133002.78	KRW	No	152953.20	133002.78
KSE	015760	KOREA ELECTRIC POWER CORP	15	141287.28	N/A	141287.28	122858.51	KRW	No	159721.30	122858.51
KSE	005380	SUN HUNG KAI PROPERTIES	16	836953.94	N/A	836953.94	723875.78	KRW	No	832457.15	723875.78
KSE	016360	NEW WORLD DEVELOPMENT	17	219211.32	N/A	219211.32	190618.54	KRW	No	225685.44	190618.54
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	226405.31	N/A	226405.31	196874.18	KRW	No	228902.03	196874.18
KSE	000270	SWIRE PACIFIC LTD - CL A	19	348825.48	N/A	348825.48	303326.50	KRW	No	350131.49	303326.50
KSE	007340	DN AUTOMOTIVE CORP	1T	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	574470	N/A	574470	491934.96	KRW	No	581465.10	491934.96
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	128401.52	N/A	128401.52	109332.80	KRW	No	125732.72	109332.80
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	435046.73	N/A	435046.73	362439.77	KRW	No	416805.73	362439.77
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	293232.32	N/A	293232.32	254984.63	KRW	No	304170.81	254984.63
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2232955.10	N/A	2232955.10	1939314.06	KRW	No	2230211.17	1939314.06
KSE	012330	HYUNDAI MOBIS CO LTD	20	1048699.93	N/A	1048699.93	909228.05	KRW	No	1045612.25	909228.05
KSE	006400	SAMSUNG SDI CO LTD	22	970387.50	N/A	970387.50	705091.875	KRW	No	970387.50	705091.875
KSE	009150	BANK OF EAST ASIA LTD	23	736074.78	N/A	736074.78	632956.21	KRW	No	727899.64	632956.21
KSE	066570	LG ELECTRONICS INC	24	273688.51	N/A	273688.51	235197.01	KRW	No	270476.56	235197.01
KSE	036460	KOREA GAS CORPORATION	28	117811.41	N/A	117811.41	102444.71	KRW	No	128090.24	102444.71
KSE	017960	HAN KUK CARBON CO LTD	2A	94681.47	N/A	94681.47	82331.71	KRW	No	98508.32	82331.71
KSE	095340	ISC CO LTD	2B	309092.96	N/A	309092.96	265230.55	KRW	No	305015.13	265230.55
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	357780	SOULBRAIN CO LTD/NEW	2D	765418.14	N/A	765418.14	661256.80	KRW	No	760445.32	661256.80
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	086520	ECOPRO CO LTD	2F	617400	N/A	617400	411600	KRW	No	617400	411600
KSE	140860	PARK SYSTEMS CORP	2G	607781.20	N/A	607781.20	528505.39	KRW	No	621802.67	528505.39
KSE	030520	HANCOM INC	2H	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	004020	HYUNDAI STEEL CO	32	88286.55	N/A	88286.55	76770.91	KRW	No	88370.20	76770.91
KSE	003550	LG CORP	34	238926.60	N/A	238926.60	207394.18	KRW	No	238503.31	207394.18
KSE	078930	GS HOLDINGS	35	160154.39	N/A	160154.39	139264.69	KRW	No	161213.13	139264.69
KSE	033780	KT & G CORPORATION	36	417092.74	N/A	417092.74	362689.34	KRW	No	417850.04	362689.34
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1207509.48	N/A	1207509.48	1048242.27	KRW	No	1205478.61	1048242.27
KSE	086790	HANA FINANCIAL GROUP	40	271052.66	N/A	271052.66	235697.97	KRW	No	272844.54	235697.97
KSE	096770	SK INNOVATION CO LTD	41	307742.55	N/A	307742.55	266756.99	KRW	No	306770.54	266756.99
KSE	001040	CJ CORP	42	498610.17	N/A	498610.17	433574.06	KRW	No	506906.38	433574.06
KSE	034220	LG DISPLAY CO LTD	45	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	105560	KB FINANCIAL GROUP INC	46	364380.04	N/A	364380.04	316852.21	KRW	No	364788.89	316852.21
KSE	051910	LG CHEM LTD	47	1053570	N/A	1053570	866647.19	KRW	No	1053570	866647.19
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	000660	SK HYNIX INC	50	2148900	N/A	2148900	1452761.09	KRW	No	2148900	1452761.09
KSE	006360	GS ENGINEERING & CONSTRUCT	51	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	139480	E-MART INC	54	250025.21	N/A	250025.21	217413.22	KRW	No	251678.07	217413.22
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	175402.81	N/A	175402.81	151788.49	KRW	No	174556.76	151788.49
KSE	035420	NAVER CORP	56	685552.96	N/A	685552.96	596133.01	KRW	No	690085.01	596133.01
KSE	003490	KOREAN AIR LINES CO LTD	57	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	202056.32	N/A	202056.32	175701.14	KRW	No	202056.32	175701.14
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	194293.95	N/A	194293.95	168951.26	KRW	No	194293.95	168951.26
KSE	KWY	UNITED STATES DOLLAR	75	734202.46	N/A	734202.46	638436.92	KRW	No	1468404.93	1276873.85
KSE	032640	LG UPLUS CORP	B0	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	010950	S-OILCORPORATION	B2	241600.06	N/A	241600.06	210087.01	KRW	No	241948.12	210087.01
KSE	010130	KOREA ZINC CO LTD	B3	7426710	N/A	7426710	4951140	KRW	No	7426710	4951140
KSE	024110	INDUSTRIALBANKOFKOREA	B4	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	001680	DAESANG CORPORATION	B6	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	047050	POSCO INTERNATIONAL CORP	B7	146616.16	N/A	146616.16	127492.31	KRW	No	147585.41	127492.31
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	311220	N/A	311220	207480	KRW	No	311220	207480
KSE	023530	BARLEY FUTURES	BA	216611.69	N/A	216611.69	188357.99	KRW	No	223043.67	188357.99
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	211742.99	N/A	211742.99	183598.95	KRW	No	211138.79	183598.95
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	464788.26	N/A	464788.26	390249.73	KRW	No	448787.19	390249.73
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	94678.50	N/A	94678.50	73785	KRW	No	94678.50	73785
KSE	029780	SAMSUNG CARD CO	BG	161381.79	N/A	161381.79	139515.17	KRW	No	160442.44	139515.17
KSE	036570	NCSOFTCORPORATION	BJ	571486.17	N/A	571486.17	496944.49	KRW	No	576264.15	496944.49
KSE	000080	HITE JINRO CO LTD	BK	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	471322.50	N/A	471322.50	399509.30	KRW	No	471322.50	399509.30
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	325493.64	N/A	325493.64	283037.95	KRW	No	328645.42	283037.95
KSE	000720	DANONE	BN	247428	N/A	247428	178088.48	KRW	No	247428	178088.48
KSE	011210	HYUNDAI WIA CORP	BP	210274.65	N/A	210274.65	182847.52	KRW	No	210664.74	182847.52
KSE	008770	HOTEL SHILLA CO LTD	BQ	129763.44	N/A	129763.44	112714.58	KRW	No	129621.77	112714.58
KSE	035250	KANGWON LAND, INC.	BS	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	138930	BNK FINANCIAL GROUP INC	BT	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	011070	LG INNOTEK CO LTD	BY	807973.11	N/A	807973.11	702585.31	KRW	No	823314.49	702585.31
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	034730	SK INC	C1	733219.55	N/A	733219.55	628694.88	KRW	No	722999.12	628694.88
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	359800.41	N/A	359800.41	307087.58	KRW	No	353150.71	307087.58
KSE	018260	SAMSUNG SDS CO LTD	C5	489392.65	N/A	489392.65	425558.83	KRW	No	522627.92	425558.83
KSE	090430	AMOREPACIFIC CORP	C6	351129.86	N/A	351129.86	305330.31	KRW	No	355451.10	305330.31
KSE	030000	CHEIL WORLDWIDE INC	C7	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	028260	SAMSUNG C&T CORP	C8	703167.28	N/A	703167.28	605906.21	KRW	No	696792.14	605906.21
KSE	000880	HANWHA CORPORATION	C9	247230	N/A	247230	203387.99	KRW	No	247230	203387.99
KSE	088350	CARREFOUR SA	CA	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	086280	COCOA NYBOT	CC	517909.33	N/A	517909.33	450355.94	KRW	No	519333.14	450355.94
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	91061.33	N/A	91061.33	77522.34	KRW	No	89150.69	77522.34
KSE	035720	KAKAO CORP	CF	170966.08	N/A	170966.08	147029.44	KRW	No	169083.86	147029.44
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	069080	WEBZEN INC	CK	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	096530	LIGHT SWEET CRUDE OIL	CL	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	022100	POSCO DX CO LTD	CN	87309	N/A	87309	73785	KRW	No	87309	73785
KSE	068270	CELLTRION INC	CP	529576.80	N/A	529576.80	460501.56	KRW	No	534583.07	460501.56
KSE	122870	YG ENTERTAINMENT INC	CQ	185737.50	N/A	185737.50	158426.55	KRW	No	185737.50	158426.55
KSE	051900	LG H&H	CR	759005.03	N/A	759005.03	660004.375	KRW	No	769022.71	660004.375
KSE	002790	AXA SA	CS	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	000810	COTTON NO. 2	CT	1433036.11	N/A	1433036.11	1246118.36	KRW	No	1442509.63	1246118.36
KSE	008930	HANMI SCIENCE CO LTD	CV	107009.63	N/A	107009.63	93051.86	KRW	No	107217.05	93051.86
KSE	021240	COWAY CO LTD	CW	283573.10	N/A	283573.10	217342.77	KRW	No	249944.19	217342.77
KSE	128940	HANMI PHARM CO LTD	CX	1819890	N/A	1819890	1213260	KRW	No	1819890	1213260
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	364668.10	N/A	364668.10	317102.70	KRW	No	365078.85	317102.70
KSE	097950	CJ CHEILJEDANG CORP.	D1	610192.97	N/A	610192.97	529756.875	KRW	No	609220.41	529756.875
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	142583.49	N/A	142583.49	123985.64	KRW	No	152026.08	123985.64
KSE	002380	KCC CORP	D3	1208359.09	N/A	1208359.09	1050747.03	KRW	No	1216347.34	1050747.03
KSE	012750	S1 CORPORATION	D5	216041.13	N/A	216041.13	187861.86	KRW	No	220488.60	187861.86
KSE	000100	YUHAN CORPORATION	D6	340492.91	N/A	340492.91	289300.74	KRW	No	332695.85	289300.74
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	148840.76	N/A	148840.76	127073.42	KRW	No	146134.43	127073.42
KSE	069960	HYUNDAI DEPT STORE CO	D8	264715.625	N/A	264715.625	230187.50	KRW	No	268465.61	230187.50
KSE	004370	MILK CLASS III INDEX	DA	1270390.49	N/A	1270390.49	1077055.94	KRW	No	1238614.33	1077055.94
KSE	079550	LIG NEX1 CO LTD	DB	1322970	N/A	1322970	1040982.81	KRW	No	1322970	1040982.81
KSE	204320	HL MANDO CO LTD	DC	160154.39	N/A	160154.39	139264.69	KRW	No	162213.13	139264.69
KSE	004170	SHINSEGAE INC	DD	718678.44	N/A	718678.44	624937.77	KRW	No	738429.47	624937.77
KSE	161890	KOLMAR KOREA CO LTD	DE	181469.90	N/A	181469.90	157799.91	KRW	No	182669.57	157799.91
KSE	111770	YOUNGONE CORP	DG	254922.00	N/A	254922.00	221671.31	KRW	No	266607.24	221671.31
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	478953	N/A	478953	362691.13	KRW	No	478953	362691.13
KSE	192820	COSMAX INC	DK	501847.51	N/A	501847.51	418299.14	KRW	No	481044.01	418299.14
KSE	039130	HANA TOUR SERVICE INC	DN	141431.30	N/A	141431.30	122983.74	KRW	No	153866.28	122983.74
KSE	086900	MEDY-TOX INC	DP	354874.48	N/A	354874.48	308586.50	KRW	No	359220.47	308586.50
KSE	078340	COM2US CORP	DR	85118.02	N/A	85118.02	74015.67	KRW	No	86680.72	74015.67
KSE	035760	CJ ENM CO LTD	DT	186078.66	N/A	186078.66	161807.53	KRW	No	190308.79	161807.53
KSE	056190	SFA ENGINEERING CORP	DV	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	241560	DOOSAN BOBCAT INC	DW	179248.15	N/A	179248.15	147281.35	KRW	No	169373.55	147281.35
KSE	012630	NYBOT US DOLLAR FX	DX	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	017800	CME DRY WHEY INDEX	DY	256938.35	N/A	256938.35	223424.65	KRW	No	258636.91	223424.65
KSE	240810	WONIK IPS CO LTD	E0	212625	N/A	212625	157674.77	KRW	No	212625	157674.77
KSE	091700	PARTRON CO LTD	E3	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	041510	SM ENTERTAINMENT CO LTD	E4	340760.97	N/A	340760.97	296313.89	KRW	No	346016.54	296313.89
KSE	251270	NETMARBLE CORP	E5	143427.05	N/A	143427.05	124236.12	KRW	No	142871.54	124236.12
KSE	003670	POSCO FUTURE M CO LTD	E8	817737	N/A	817737	545158	KRW	No	817737	545158
KSE	316140	WOORI FINANCIAL GROUP INC	EB	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	009420	HANALL BIOPHARMA CO LTD	EE	167811	N/A	167811	111874	KRW	No	167811	111874
KSE	035900	JYP ENTERTAINMENT CORP	EF	205109.54	N/A	205109.54	173996.66	KRW	No	200096.16	173996.66
KSE	028670	PAN OCEAN CO LTD	EH	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	328452	N/A	328452	271516.04	KRW	No	328452	271516.04
KSE	093370	FOOSUNG CO LTD	EL	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	375500	DL E&C CO LTD	ER	123390.67	N/A	123390.67	104599.77	KRW	No	120289.73	104599.77
KSE	028050	SAMSUNG E&A CO LTD	ET	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	272210	HANWHA SYSTEMS CO LTD	EV	170400	N/A	170400	141394.36	KRW	No	170400	141394.36
KSE	293490	KAKAO GAMES CORP	EX	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	247540	ECOPRO BM CO LTD	EY	605409	N/A	605409	403606	KRW	No	605409	403606
KSE	253450	STUDIO DRAGON CORP	EZ	122708.22	N/A	122708.22	106702.80	KRW	No	126019.42	106702.80
KSE	200130	KOLMAR BNH CO LTD	F1	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	036540	SFA SEMICON CO LTD	F2	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	780885	N/A	780885	587366.37	KRW	No	780885	587366.37
KSE	373220	LG ENERGY SOLUTION	F5	1168500	N/A	1168500	975604.22	KRW	No	1168500	975604.22
KSE	323410	KAKAOBANK CORP	F6	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	377300	KAKAO PAY CORP	F7	157187.25	N/A	157187.25	119852.79	KRW	No	157187.25	119852.79
KSE	259960	KRAFTON INC	F8	716773.79	N/A	716773.79	618675.86	KRW	No	711477.24	618675.86
KSE	302440	SK BIOSCIENCE CO LTD	F9	151470	N/A	151470	127742.79	KRW	No	151470	127742.79
KSE	011200	HMM CO LTD	FA	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	84852.75	N/A	84852.75	73785	KRW	No	84852.75	73785
KSE	352820	HYBE CO LTD	FC	894182.63	N/A	894182.63	773971.02	KRW	No	890066.67	773971.02
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	1565130	N/A	1565130	1287446.95	KRW	No	1565130	1287446.95
KSE	402340	SK SQUARE CO LTD	FE	1332450	N/A	1332450	888300	KRW	No	1332450	888300
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	371581.24	N/A	371581.24	323114.12	KRW	No	374037.69	323114.12
KSE	383220	F&F CO LTD / NEW	FG	220359.81	N/A	220359.81	191617.23	KRW	No	231828.68	191617.23
KSE	267250	HD HYUNDAI	FH	682224	N/A	682224	488929.26	KRW	No	682224	488929.26
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	312600.99	N/A	312600.99	267508.44	KRW	No	307634.70	267508.44
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	315988.06	N/A	315988.06	274772.23	KRW	No	316077.00	274772.23
KSE	263750	PEARL ABYSS CORP	FL	105583.85	N/A	105583.85	90672.33	KRW	No	104273.18	90672.33
KSE	066970	L&F CO LTD	FM	660271.50	N/A	660271.50	440181	KRW	No	660271.50	440181
KSE	112040	WEMADE CO LTD	FN	91044.75	N/A	91044.75	73785	KRW	No	91044.75	73785
KSE	196170	ALTEOGEN INC	FP	1516275	N/A	1516275	1100842.27	KRW	No	1516275	1100842.27
KSE	058470	LEENO INDUSTRIAL INC	FQ	197092.39	N/A	197092.39	146283.38	KRW	No	168225.89	146283.38

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	4794.25	N/A	4794.25	4168.91	USD	No	5118.94	4451.25
LMEOTC	CA	CARREFOUR SA	CA	21922.71	N/A	21922.71	19061.81	USD	No	21570.26	18756.75
LMEOTC	PB	LEAD - LME	PB	3618.76	N/A	3618.76	3146.75	USD	No	4546.35	3953.25
LMEOTC	SNLME	TIN FUTURE	SN	46418.06	N/A	46418.06	40307.45	USD	No	43388.04	37676.32
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	8064.09	N/A	8064.09	7012.25	USD	No	8064.09	7012.25

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	759.91	N/A	759.91	660.791	EUR	Yes	1299.20	1129.74
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	1615.74	N/A	1615.74	1404.99	EUR	Yes	2416.96	2101.71
MATIF	EMA	CORN	EMA	1005.81	N/A	1005.81	874.62	EUR	No	1199.33	1042.89

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	257.234	N/A	257.234	223.682	EUR	No	257.448	223.682
MEFFRV	IBEX35	IBEX 35 INDEX	IBX	11270.15	9800.02	16100.22	14000.03	EUR	No	16100.22	14000.03
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1127.01	980.002	1610.01	1400.00	EUR	Yes	1610.01	1400.00

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	8083.73	N/A	8083.73	7029.33	MXN	No	14552.94	12654.73
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	23741.50	N/A	23741.50	20644.78	MXN	No	23741.50	20644.78
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	67358.21	N/A	67358.21	58555.99	MXN	Yes²	56518.10	49132.44
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	13474.85	N/A	13474.85	11711.20	MXN	No	11306.31	9826.49

Euronext France (MONEP)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 MONEP	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
MONEP	EPEU	FTSE EPRA/NAREIT EURO ZONE	EPE	3096.10	N/A	3096.10	2692.26	EUR	No	3096.10	2692.26
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3010.96	N/A	3010.96	2618.23	EUR	No	3010.96	2618.23
MONEP	CAC40	CAC 40	FCE	4750.41	4130.79	6786.29	5901.13	EUR	Yes	5181.24	4505.42
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	14641.21	N/A	14641.21	12731.49	EUR	No	14641.21	12731.49
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	10824.65	N/A	10824.65	9412.74	EUR	No	10824.65	9412.74
MONEP	CAC40	CAC 40	MFC	475.041	413.079	678.629	590.113	EUR	No	518.124	450.542

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	9787.17	N/A	9787.17	8510.58	INR	Yes	9742.19	8471.47
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12118.125	N/A	12118.125	10537.50	INR	No	12118.125	10537.50
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	4535.22	N/A	4535.22	3943.67	INR	Yes	4514.37	3925.54
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	13874.18	N/A	13874.18	12064.50	INR	No	13874.17	12064.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6695.09	N/A	6695.09	5821.82	INR	No	6695.09	5821.82
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2041.02	N/A	2041.02	1774.80	INR	Yes	2030.43	1765.59
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3715.67	N/A	3715.67	3231.01	INR	Yes	3695.81	3213.75
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10321.54	N/A	10321.54	8975.25	INR	Yes	10321.54	8975.25

美国洲际期货交易所（NYBOT）

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYBOT	LRC30APR	ICE U.S. CONFORMING 30-YR FIXED MORTGAGE RATE LOCK WEIGHTED APR	30C	2791.67	N/A	2791.67	2427.52	USD	No	4432.41	3854.27
NYBOT	AC	COFFEE "C" METRIC	AC	63549	N/A	63549	55260	USD	No	70610	61400
NYBOT	CC	COCOA NYBOT	CC	11333.85	N/A	11333.85	9855.52	USD	Yes	10232.41	8897.75
NYBOT	CT	COTTON NO. 2	CT	1652.85	N/A	1652.85	1437.24	USD	Yes	2070.30	1800.23
NYBOT	DX	NYBOT US DOLLAR FX	DX	2431.32	N/A	2431.32	2114.18	USD	Yes	2760.33	2400.29
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	17524.53	N/A	17524.53	15233.79	USD	No	17524.53	15233.79
NYBOT	KC	COFFEE "C"	KC	19342.50	N/A	19342.50	16819.57	USD	Yes	21407.71	18615.40
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	10522.75	N/A	10522.75	9149.81	USD	Yes	4791.50	4166.34
NYBOT	RS	CANOLA	RS	1170.16	N/A	1170.16	1017.53	CAD	No	1229.22	1068.89
NYBOT	SB	SUGAR NO. 11	SB	1667.17	N/A	1667.17	1449.71	USD	Yes	1455.82	1265.93
NYBOT	SF	SUGAR #16 112000 LBS	SF	1573.60	N/A	1573.60	1368.02	USD	No	1918.48	1667.83

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	17570.00	N/A	17570.00	13000	USD	Yes	16250	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	17480	N/A	17480	13000	USD	Yes	16250	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	9512.69	N/A	9512.69	8271.91	USD	No	10672.69	8271.91
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	9512.69	N/A	9512.69	8271.91	USD	No	9512.69	8271.91
NYMEX	HO	HEATING OIL	HO	26178.60	N/A	26178.60	20160	USD	Yes	25200	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	9512.70	N/A	9512.70	8271.91	USD	No	10672.70	8271.91
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1748	N/A	1748	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	951.269	N/A	951.269	827.191	USD	No	1067.27	827.191
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2283.96	N/A	2283.96	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	9512.69	N/A	9512.69	8271.91	USD	Yes	10672.69	8271.91
NYMEX	PA	PALLADIUM INDEX	PA	36714.69	N/A	36714.69	27829.99	USD	No	30605.77	26613.54
NYMEX	PL	PLATINUM INDEX	PL	18866.91	N/A	18866.91	12775.57	USD	No	14691.90	12775.57
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	2378.17	N/A	2378.17	2067.98	USD	No	2668.17	2067.98
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	8715.25	N/A	8715.25	6500	USD	No	8125.25	6500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	23339.40	N/A	23339.40	17640	USD	Yes	22050	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	4770.17	N/A	4770.17	4147.98	USD	No	4889.12	4251.40

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	6020.98	N/A	6020.98	5234.45	USD	No	6020.98	5234.45
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	6507.28	N/A	6507.28	5657.39	USD	No	6507.28	5657.39
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	12610.60	N/A	12610.60	10965.74	USD	No	12610.60	10965.74
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6150.95	5348.65	8787.08	7640.94	USD	No	8787.08	7640.94
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3397.89	2954.69	4854.14	4220.98	USD	No	4854.13	4220.98
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	70270.44	N/A	70270.44	61104.72	USD	No	70270.43	61104.72

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	26789.65	N/A	26789.65	23292.10	SEK	No	26789.64	23292.10
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	19441.555	16905.70	27773.65	24151	SEK	Yes	27773.65	24151

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	3105127.51	2700110.88	4435896.44	3857301.25	JPY	Yes	4435896.44	3857301.25
OSE.JPN	N225M	NIKKEI 225 MINI	225M	310512.75	270011.09	443589.64	385730.13	JPY	Yes	443589.64	385730.13
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	31051.28	27001.11	44358.96	38573.01	JPY	No	44358.96	38573.01
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	190908.27	N/A	190908.27	165996	JPY	No	190908.27	165996
OSE.JPN	TPXC30	TOPIX CORE30	C30	162042.22	N/A	162042.22	140906.28	JPY	No	162042.22	140906.28
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	622348.12	N/A	622348.12	540795.42	JPY	No	622348.12	540795.42
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1862020.47	N/A	1862020.47	1619148.24	JPY	Yes	1862020.47	1619148.24
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	186202.05	N/A	186202.05	161914.82	JPY	No	186202.05	161914.82
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	56723.86	N/A	56723.86	49321.50	JPY	No	56723.86	49321.50
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	158412.50	N/A	158412.50	137750	JPY	No	191762.50	166750
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	164881.41	N/A	164881.41	143330.73	JPY	No	164881.41	143330.73
OSE.JPN	TOPX	TOPIX INDEX	TPX	1765363.86	1535099.01	2521948.37	2192998.58	JPY	No	2521948.37	2192998.58
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	176536.39	153509.90	252194.84	219299.86	JPY	No	252194.84	219299.86

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	14806.025	N/A	14806.025	11844.82	USD	No	14806.025	11844.82
QBALGOIEU	GOIL	ICE GASOIL	GOIL	11445.92	N/A	11445.92	9156.73	USD	No	11445.92	9156.73
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	16250	N/A	16250	13000	USD	No	16250	13000

ICE Futures – US (QBALGOIUS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIUS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIUS	CC	COCOA NYBOT	CC	11333.85	N/A	11333.85	9855.52	USD	No	10232.41	8897.75
QBALGOIUS	CT	COTTON NO. 2	CT	1652.85	N/A	1652.85	1437.24	USD	No	2070.30	1800.23
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2431.32	N/A	2431.32	2114.18	USD	No	2760.33	2400.29
QBALGOIUS	KC	COFFEE "C"	KC	19342.50	N/A	19342.50	16819.57	USD	No	21407.71	18615.40
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	10522.75	N/A	10522.75	9149.81	USD	No	4791.50	4166.34
QBALGOIUS	SB	SUGAR NO. 11	SB	1667.17	N/A	1667.17	1449.71	USD	No	1455.82	1265.93

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	348323.66	N/A	348323.66	302890.12	JPY	No	348323.63	302890.12
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1690.08	N/A	1690.08	1469.64	USD	No	1690.08	1469.64
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1477.59	1284.86	2110.85	1835.52	USD	No	2110.85	1835.52
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4111.25	N/A	4111.25	3575	USD	No	4111.25	3575
SGX	XIN0I	FTSE CHINA H50	FCH	4042.88	N/A	4042.88	3515.55	USD	No	4042.88	3515.55
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1219	N/A	1219	1060	USD	No	1219	1060
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1199.86	N/A	1199.86	1043.35	USD	No	1199.86	1043.35
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1845.80	N/A	1845.80	1605.04	USD	No	1845.80	1605.04
SGX	INR	UNITED STATES DOLLAR	INR	10360.93	N/A	10360.93	9009.50	USD	No	10360.93	9009.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10320.96	N/A	10320.96	8974.75	USD	No	10320.96	8974.75
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2562.66	N/A	2562.66	2228.40	USD	No	2562.66	2228.40
SGX	SGB	SGX MINI JGB INDEX	JB	344236.32	N/A	344236.32	299256.16	JPY	No	344236.22	299256.16
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	359134.35	N/A	359134.35	312290.74	JPY	No	359134.35	312290.74
SGX	KRW	KOREAN WON	KRW	9722.54	N/A	9722.54	8452.50	USD	No	9722.54	8452.50
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1944.075	N/A	1944.075	1690.50	USD	No	1944.075	1690.50
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	402.502	350.002	575.003	500.003	USD	No	575.003	500.003
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6054.67	N/A	6054.67	5264.92	CNH	No	6054.66	5264.92
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1849660.03	N/A	1849660.03	1608400.02	JPY	No	1849660.15	1608400.02
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	2093	1820	2990	2600	USD	No	2990	2600
SGX	SGXNK	SGX: NIKKEI 225	NK	1300254.96	1130656.48	1857507.08	1615223.55	JPY	Yes	1857507.08	1615223.55
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	260050.99	226131.30	371501.42	323044.71	JPY	No	371501.42	323044.71
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	61925.31	N/A	61925.31	53848.10	USD	No	61925.31	53848.10
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1775.83	1544.20	2536.90	2206.00	SGD	Yes²	2536.90	2206.00
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6460.23	N/A	6460.23	5617.59	SGD	No	6460.23	5617.59
SGX	STI	SGX STRAITS TIMES INDEX	ST	5823.93	N/A	5823.93	5064.28	SGD	No	5823.93	5064.28
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2543.98	N/A	2543.98	2212	USD	No	2543.98	2212
SGX	TSR20	SICOM RUBBER	TF	713.00	N/A	713.00	620.00	USD	No	717.103	623.567
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	32660.00	N/A	32660.00	28400.00	JPY	No	32660.25	28400.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	1710.42	N/A	1710.42	1487.32	USD	No	1710.55	1487.44
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7631.56	N/A	7631.56	6636	USD	No	7631.56	6636
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.02	3500.02	5750.03	5000.03	USD	No	5750.03	5000.03
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24140.685	N/A	24140.685	20991.90	CNH	Yes	24140.685	20991.90
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9983322.48	N/A	9983322.48	8681149.55	JPY	No	9983321.98	8681149.55
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1615.13	N/A	1615.13	1404.45	SGD	No	1615.13	1404.45
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1996664.50	N/A	1996664.50	1736229.91	JPY	No	1996664.40	1736229.91
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1251.07	N/A	1251.07	1087.89	SGD	No	1258.69	1087.90
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5286.45	N/A	5286.45	4596.91	SGD	No	5327.75	4596.91
SGX	G13	GENTING SINGAPORE LTD	YGEN	625.543	N/A	625.543	543.95	SGD	No	631.847	543.945
SGX	BN4	KEPPEL LTD	YKEP	5280.40	N/A	5280.40	4591.66	SGD	No	5306.45	4591.66
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6840.37	N/A	6840.37	5948.15	SGD	No	6884.67	5948.15
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	3917.16	N/A	3917.16	3406.23	SGD	No	3940.35	3406.23
SGX	Y92	THAI BEVERAGE PCL	YTBE	785.151	N/A	785.151	682.74	SGD	No	786.801	682.75
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	5999.99	N/A	5999.99	5217.38	SGD	No	6047.54	5217.38
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2666.09	N/A	2666.09	2318.34	SGD	No	2681.66	2318.34
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	30648.40	N/A	30648.40	6922.50	SGD	No	8003.36	6922.50
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	318.154	N/A	318.154	276.045	USD	No	317.451	276.045

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	12198.97	10607.80	17427.10	15154	AUD	Yes	17427.10	15154
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	626.752	N/A	626.752	545	AUD	No	626.75	545
SNFE	IR	90 DAY BILLS	IR	1822.34	N/A	1822.34	1584.63	AUD	No	1822.33	1584.63
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3018.75	N/A	3018.75	2625	AUD	No	3018.76	2625
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1236.26	N/A	1236.26	1075.00	AUD	No	1236.25	1075.00

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

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

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

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

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

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

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

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

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

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

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

最低维持保证金

期货：
50美元/合约

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

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

最低初始保证金要求

维持保证金的125%

注

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

风险保证金概况

什么是基于风险的保证金？

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

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

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

美国额外保证金要求

针对美国居民：

使用下方链接查看其它保证金要求：

您可点击此处更改您的所在地设置

进一步阅读

有关期货/期权风险管理和财务控制的重要信息，请参见以下专门文章和链接：

交割、行权和公司行动

要了解更多保证金交易的信息，可访问我们的教育中心：

前往

披露

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

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

期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

期货保证金

保证金要求

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COINDERIV

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

洲际交易所(ICEEU)

ICE Agricultural Products (ICEEUSOFT)

ICE Futures US (ICEUS)

Borsa Italiana (IDEM)

Intercontinental Exchange (IPE)

Korea Stock Exchange (KSE)

London Metals Exchange (LMEOTC)

Euronext France (MATIF)

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

Mexican Derivatives Exchange (MEXDER)

Euronext France (MONEP)

印度国家证券交易所（NSE）

美国洲际期货交易所（NYBOT）

New York Mercantile Exchange (NYMEX)

New York Stock Exchange/Liffe (NYSE LIFFE)

Nasdaq OMX - Stockholm (OMS)

Osaka Securities Exchange (OSE.JPN)

ICE Futures – Europe (QBALGOIEU)

ICE Futures – US (QBALGOIUS)

新加坡交易所（SGX）

ASX24 (SNFE)4

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金要求

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴