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

B3

交易所 B3	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
B3	BGI	-	BGI	6929.00	N/A	6929.00	6025.22	BRL	No	7545.79	6561.55
B3	CCM	-	CCM	8352.24	N/A	8352.24	7262.81	BRL	No	9171.32	7975.05
B3	DI1	-	DI1	281.3705	N/A	281.3705	244.67	BRL	No	281.3705	244.67
B3	DOL	-	DOL	23144.23	N/A	23144.23	20125.42	BRL	No	34623.39	30107.30
B3	IND	-	IND	26901.30	23392.43	38430.42	33417.76	BRL	No	38027.68	33067.55
B3	WDO	-	WDO	457.044	N/A	457.044	397.43	BRL	No	6924.68	6021.46
B3	WIN	-	WIN	5380.26	4678.49	7686.08	6683.55	BRL	No	7605.54	6613.51

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	11618.21	N/A	11618.21	10102.79	EUR	Yes²	11618.21	10102.79

BURSAMY

交易所 BURSAMY	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BURSAMY	FCPO.MY	CRUDE PALM OIL - MY	FCPO	11405.50	N/A	11405.50	9917.83	MYR	No	11405.50	9917.83
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	627.778	N/A	627.778	525	USD	No	603.778	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	623.875	N/A	623.875	542.50	USD	No	623.875	542.50
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	1429.06	N/A	1429.06	1193.07	USD	No	1372.06	1193.07
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	1292.27	N/A	1292.27	1101.96	USD	No	1267.27	1101.96
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	3295.78	N/A	3295.78	2865.68	USD	No	3325.78	2865.68
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	4396.72	N/A	4396.72	3822.93	USD	No	4516.72	3822.93
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	3765.09	N/A	3765.09	3273.89	USD	No	3945.09	3273.89
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	4072.37	N/A	4072.37	3258.58	USD	Yes	3747.37	3258.58
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	739.568	N/A	739.568	643.102	USD	No	761.468	643.102
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1088.49	N/A	1088.49	946.512	USD	No	1129.09	946.512
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1209.35	1051.61	1727.645	1502.30	USD	No	1727.31	1502.00
CBOT	MZC	MICRO CORN FUTURES	MZC	195.972	N/A	195.972	153.019	USD	No	175.972	153.019
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	533.341	N/A	533.341	462.735	USD	No	532.146	462.735
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	397.751	N/A	397.751	283.262	USD	No	325.751	283.262
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	459.243	N/A	459.243	365.646	USD	No	420.493	365.646
CBOT	MZW	MICRO WHEAT FUTURES	MZW	372.132	N/A	372.132	306.201	USD	No	352.132	306.201
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	235.465	204.752	336.378	292.503	USD	No	336.312	292.445
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	241.345	209.865	344.778	299.807	USD	No	344.71	299.748
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3206.23	N/A	3206.23	2788.00	USD	No	3493.82	2788.00
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	2932.51	N/A	2932.51	2550.01	USD	Yes	3151.51	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	5922.49	N/A	5922.49	5149.99	USD	Yes	6328.48	5149.99
CBOT	YC	MINI SIZED CORN FUTURES	XC	381.944	N/A	381.944	306.039	USD	No	351.944	306.039
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	878.486	N/A	878.486	731.292	USD	No	840.986	731.292
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	729.263	N/A	729.263	612.403	USD	No	704.263	612.403
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	799.804	N/A	799.804	695.482	USD	No	799.806	695.482
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	1678.17	N/A	1678.17	1454.93	USD	No	1673.17	1454.93
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	3336.46	N/A	3336.46	2901.27	USD	No	3336.46	2901.27
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	953.271	N/A	953.271	828.932	USD	No	968.275	828.932
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1650.28	N/A	1650.28	1435.02	USD	No	1720.28	1435.02
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12093.515	10516.10	17276.45	15023	USD	Yes	17273.05	15020.04
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.02	N/A	2070.02	1800.02	USD	No	2226.44	1800.02
CBOT	ZB	US TREASURY BOND	ZB	4406.35	N/A	4406.35	3831.61	USD	Yes	4749.85	3831.61
CBOT	ZC	CORN FUTURES	ZC	1909.72	N/A	1909.72	1530.19	USD	Yes	1759.72	1530.19
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.55	N/A	1437.55	1250.05	USD	Yes	1547.07	1250.05
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	5296.62	N/A	5296.62	4605.75	USD	Yes	5320.62	4605.75
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3820.21	N/A	3820.21	2687.14	USD	Yes	3090.21	2687.14
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.29	N/A	2156.29	1875.04	USD	Yes	2312.24	1875.04
CBOT	ZO	OAT FUTURES	ZO	4613.72	N/A	4613.72	3772.73	USD	Yes	4338.72	3772.73
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1178.82	N/A	1178.82	1025.06	USD	Yes²	1241.27	1025.06
CBOT	ZR	ROUGH RICE FUTURES	ZR	4874.66	N/A	4874.66	3638.72	USD	Yes	4184.66	3638.72
CBOT	ZS	SOYBEAN FUTURES	ZS	4392.43	N/A	4392.43	3656.46	USD	Yes	4204.93	3656.46
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1380.05	N/A	1380.05	1200.04	USD	Yes	1441.93	1200.04
CBOT	ZW	WHEAT FUTURES	ZW	3646.32	N/A	3646.32	3062.01	USD	Yes	3521.32	3062.01

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	3184.61	N/A	3184.61	2769.23	CAD	No	3184.61	2769.23
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1874.02	N/A	1874.02	1629.58	CAD	No	1874.02	1629.58
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	724.524	N/A	724.524	630.02	CAD	No	724.523	630.02
CDE	CRA	3 MONTH CORRA	CRA	445.533	N/A	445.533	387.42	CAD	No	445.533	387.42
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	17391.00	15122.61	24844.28	21603.72	CAD	No	24844.28	21603.72
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	16884.71	N/A	16884.71	14682.36	CAD	No	16884.71	14682.36

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	10437.98	N/A	10437.98	9076.50	USD	No	10437.97	9076.50
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	9293.47	N/A	9293.47	8081.28	USD	No	9293.47	8081.28
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	697.716	N/A	697.716	606.71	USD	No	697.716	606.71
CFE	PBT	CBOE KAIKO BITCOIN INDEX	PBT	517.50	N/A	517.50	450	USD	No	517.50	450
CFE	PET	CBOE KAIKO ETHER INDEX	PET	248.068	N/A	248.068	215.711	USD	No	248.068	215.711
CFE	VA	S&P 500 VARIANCE	VA	74.75	N/A	74.75	65	USD	No	82.691	71.9052
CFE	VIX	CBOE VOLATILITY INDEX	VX	7003.50	N/A	7003.50	6090	USD	Yes	23762.45	20663.00
CFE	VIX	CBOE VOLATILITY INDEX	VX19	10143	N/A	10143	8820	USD	No	26570.64	23104.90
CFE	VIX	CBOE VOLATILITY INDEX	VX21	10143	N/A	10143	8820	USD	No	23046.11	20040.10
CFE	VIX	CBOE VOLATILITY INDEX	VX22	10143	N/A	10143	8820	USD	No	22598.84	19651.16
CFE	VIX	CBOE VOLATILITY INDEX	VX23	10143	N/A	10143	8820	USD	No	22155.00	19265.22
CFE	VIX	CBOE VOLATILITY INDEX	VX25	10143	N/A	10143	8820	USD	No	23613.14	20533.17
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	1014.30	N/A	1014.30	882	USD	No	2500.47	2174.33

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	2900.54	N/A	2900.54	2252.65	USD	Yes	2590.54	2252.65
CME	GBP	BRITISH POUND	6B	2615.98	N/A	2615.98	2274.77	USD	Yes	2703.48	2274.77
CME	CAD	CANADIAN DOLLAR	6C	1389.32	N/A	1389.32	1199.41	USD	Yes	1379.32	1199.41
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3535.96	N/A	3535.96	3074.75	USD	Yes	3885.96	3074.75
CME	6H	CHINESE RENMINBI - OFFSHORE	6H	2483.02	N/A	2483.02	2120.02	USD	No	2438.02	2120.02
CME	JPY	JAPANESE YEN	6J	2990.01	N/A	2990.01	2600.01	USD	Yes	3121.25	2600.01
CME	BRE	BRAZILIAN REAL	6L	2033.08	N/A	2033.08	1525.875	USD	Yes²	2163.08	1525.875
CME	6M	MEXICAN PESO	6M	2066.17	N/A	2066.17	1735.80	USD	Yes	1996.17	1735.80
CME	NZD	NEW ZEALAND DOLLAR	6N	2466.20	N/A	2466.20	2144.52	USD	Yes²	2616.20	2144.52
CME	CHF	SWISS FRANC	6S	5572.58	N/A	5572.58	4845.72	USD	Yes	5978.83	4845.72
CME	ZAR	SOUTH AFRICAN RAND	6Z	2641.60	N/A	2641.60	2112.25	USD	No	2429.10	2112.25
CME	ACDX	AUSTRALIAN DOLLAR	ACD	16467.02	N/A	16467.02	14319.15	CAD	No	16467.02	14319.15
CME	ADA	CME CF CARDANO – DOLLAR REFERENCE RATE	ADA	18240.60	N/A	18240.60	15861.39	USD	No	18815.60	15861.39
CME	AJY	AUSTRALIAN DOLLAR	AJY	2998286.12	N/A	2998286.12	2523727.59	JPY	No	2902286.72	2523727.59
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	659.028	N/A	659.028	573.068	USD	No	683.135	573.074
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	39797.31	N/A	39797.31	34606.36	USD	No	39797.31	34606.36
CME	BOS	BOSTON HOUSING INDEX	BOS	5031.25	N/A	5031.25	4375	USD	No	5031.25	4375
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	141379.37	N/A	141379.37	122938.58	USD	Yes	151703.36	122938.58
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	198835	N/A	198835	172900	EUR	No	238602	207480
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	8033.56	N/A	8033.56	6985.70	USD	No	8033.56	6985.70
CME	CHI	CHICAGO HOUSING INDEX	CHI	3220	N/A	3220	2800	USD	No	3220	2800
CME	CLP	CHILEAN PESO	CHP	8661.60	N/A	8661.60	7523.13	USD	No	8651.60	7523.13
CME	CJY	CANADIAN DOLLAR	CJY	2591129.01	N/A	2591129.01	2253155.66	JPY	No	2591129.21	2253155.66
CME	CNH	UNITED STATES DOLLAR	CNH	23383.00	N/A	23383.00	20332.50	CNH	No	23833.00	20332.50
CME	CSC	CHEESE	CSC	6846.75	N/A	6846.75	5745.00	USD	No	6606.75	5745.00
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5249.75	N/A	5249.75	4565.00	USD	No	5249.75	4565.00
CME	CZK	CZECH KORUNA	CZK	19571.26	N/A	19571.26	17018.48	USD	Yes²	19571.26	17018.48
CME	DA	MILK CLASS III INDEX	DC	6008.53	N/A	6008.53	4963.94	USD	Yes	5708.53	4963.94
CME	DEN	DENVER HOUSING INDEX	DEN	4542.50	N/A	4542.50	3950	USD	No	4542.50	3950
CME	DY	CME DRY WHEY INDEX	DY	8507.67	N/A	8507.67	7149.28	USD	No	8221.67	7149.28
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1767.98	N/A	1767.98	1537.38	USD	No	1942.98	1537.38
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	14793.33	N/A	14793.33	12858.95	AUD	No	16155.83	12858.95
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	3976.80	N/A	3976.80	3458	EUR	No	4772.16	4149.60
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	12260.18	N/A	12260.18	10655.03	CAD	No	12860.18	10655.03
CME	ECK	CZECH KORUNA	ECK	9436.90	N/A	9436.90	8206	EUR	No	9436.90	8206
CME	EEM	MICRO ETHER EURO	EEM	133.069	N/A	133.069	115.706	EUR	No	137.364	117.18
CME	EHF	HUNGARIAN FORINT	EHF	8025.47	N/A	8025.47	6968.24	EUR	Yes²	8013.47	6968.24
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	19884.67	17291.02	28406.67	24701.45	USD	Yes²	29666.68	24701.45
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	402216.50	311710	574595	445300	JPY	No	512095	445300
CME	EPZ	POLISH ZLOTY	EPZ	6749.925	N/A	6749.925	5869.50	EUR	Yes²	6749.925	5869.50
CME	ES	E-MINI S&P 500	ES	23874.725	16851.88	34106.75	24074.11	USD	Yes	26481.53	24074.11
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	28291.17	N/A	28291.17	23953.77	USD	No	27551.16	23953.77
CME	ESTR	EURO SHORT-TERM RATE	ESR	1622.54	N/A	1622.54	1410.22	EUR	No	1622.54	1410.22
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	66531.23	N/A	66531.23	57853.24	EUR	No	67378.50	58590
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	53089.26	N/A	53089.26	46164.57	USD	Yes	67961.57	57705.71
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	12823.23	N/A	12823.23	11150.06	USD	No	12822.57	11150.06
CME	GSCI	S&P-GSCI INDEX	GD	84005.63	N/A	84005.63	73048.37	USD	No	84005.63	73048.37
CME	GDK	CLASS IV MILK - 200K LBS	GDK	8760.67	N/A	8760.67	7617.97	USD	No	8760.67	7617.97
CME	GF	FEEDER CATTLE	GF	16534.60	N/A	16534.60	12801.83	USD	Yes	14722.10	12801.83
CME	NF	NON FAT DRY MILK INDEX	GNF	16822.94	N/A	16822.94	13098.21	USD	No	15062.94	13098.21
CME	HE	LEAN HOGS	HE	4989.75	N/A	4989.75	3330.22	USD	Yes	3829.75	3330.22
CME	HUF	HUNGARIAN FORINT	HUF	14569.77	N/A	14569.77	12669.36	USD	Yes²	14581.77	12669.36
CME	IBAA	BOVESPA INDEX - USD	IBV	44633.80	N/A	44633.80	38812	USD	No	44633.72	38811.93
CME	ILS	ISRAELI SHEKEL	ILS	38529.82	N/A	38529.82	33504.19	USD	Yes²	38529.82	33504.19
CME	J7	JAPANESE YEN	J7	1495.01	N/A	1495.01	1300.01	USD	No	1560.625	1300.01
CME	KRW	KOREAN WON	KRW	16557.90	N/A	16557.90	14246	USD	Yes²	10600.70	9218
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4306.75	N/A	4306.75	3745.00	USD	No	4306.75	3745.00
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6454.375	N/A	6454.375	5612.50	USD	No	6454.375	5612.50
CME	LBR	LUMBER FUTURES	LBR	2575.77	N/A	2575.77	2239.53	USD	No	2575.77	2239.53
CME	LE	LIVE CATTLE	LE	7388.34	N/A	7388.34	5233.33	USD	Yes	6018.34	5233.33
CME	LNK	CME CF CHAINLINK - DOLLAR REFERENCE RATE	LNK	31146.82	N/A	31146.82	27084.19	USD	No	31272.02	27084.36
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	863.121	750.54	1233.03	1072.20	USD	No	1232.81	1072.01
CME	M6A	AUSTRALIAN DOLLAR	M6A	290.054	N/A	290.054	225.265	USD	No	259.054	225.265
CME	M6B	BRITISH POUND	M6B	261.598	N/A	261.598	227.477	USD	No	270.348	227.477
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	353.596	N/A	353.596	307.475	USD	No	388.596	307.475
CME	MBT	MICRO BITCOIN	MBT	2827.59	N/A	2827.59	2458.77	USD	Yes	3034.07	2458.77
CME	MCA.X	MSCI CHINA A 50 CONNECT INDEX	MCA	1825.29	N/A	1825.29	1586.14	USD	No	1914.04	1586.14
CME	MCD	CANADIAN DOLLAR	MCD	138.932	N/A	138.932	119.941	USD	No	137.932	119.941
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	2387.47	1685.19	3410.675	2407.41	USD	Yes	2648.15	2407.41
CME	MET	MICRO ETHER	MET	106.179	N/A	106.179	92.3291	USD	Yes	135.823	115.411
CME	MIA	MIAMI HOUSING INDEX	MIA	6382.50	N/A	6382.50	5550	USD	No	6382.50	5550
CME	MIR	INDIAN RUPEE	MIR	1200.51	N/A	1200.51	1043.90	USD	No	1203.51	1043.90
CME	MJY	JAPANESE YEN	MJY	299.001	N/A	299.001	260.001	USD	No	315.25	260.001
CME	MLN	MICRO CHAINLINK	MLN	1557.60	N/A	1557.60	1354.21	USD	No	1603.86	1354.22
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	199708.25	155855	285297.50	222650	JPY	No	256047.50	222650
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	2880.10	N/A	2880.10	2224	USD	No	2557.60	2224
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	4702.88	2736.49	6718.40	3909.27	USD	Yes	5533	3909.27
CME	MSF	SWISS FRANC	MSF	557.258	N/A	557.258	484.572	USD	No	597.883	484.572
CME	MSL	MICRO SOLANA	MSL	1366.34	N/A	1366.34	1188.125	USD	No	1467.59	1188.13
CME	MXL	MICRO LUMENS	MXL	1173.72	N/A	1173.72	1020.625	USD	No	1216.22	1020.625
CME	MXP	MICRO XRP	MXP	2077.22	N/A	2077.22	1806.25	USD	No	2128.47	1806.25
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	2011082.50	1558550	2872975	2226500	JPY	No	2560475	2226500
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	28776.06	N/A	28776.06	22240	USD	No	25576.06	22240
CME	NOK	NORWEGIAN KRONE	NOK	24023.75	N/A	24023.75	20799.91	USD	No	23923.75	20799.91
CME	NQ	E-MINI NASDAQ 100	NQ	47028.80	27364.90	67184	39092.72	USD	Yes	55330	39092.72
CME	NYM	NEW YORK HOUSING INDEX	NYM	4876.00	N/A	4876.00	4240.00	USD	No	4876.00	4240.00
CME	PJY	BRITISH POUND	PJY	2535295.04	N/A	2535295.04	2203517.97	JPY	No	2534045.66	2203517.97
CME	PLN	POLISH ZLOTY	PLN	15096.93	N/A	15096.93	13127.77	USD	Yes²	15096.93	13127.77
CME	PSF	BRITISH POUND	PSF	11014.44	N/A	11014.44	9534.29	CHF	No	10964.44	9534.29
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	278.801	N/A	278.801	242.436	USD	No	294.42	242.436
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	155.25	N/A	155.25	135	USD	No	155.25	135
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	166.75	N/A	166.75	145	USD	No	166.75	145
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	232.283	136.331	331.833	194.759	USD	No	278.528	194.759
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	217.502	132.497	310.718	189.282	USD	No	282.48	189.282
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	168.35	146.392	240.501	209.131	USD	No	240.457	209.093
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	172.166	149.709	245.951	213.871	USD	No	245.907	213.832
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	454.203	327.193	648.861	467.418	USD	No	537.531	467.418
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	464.888	335.879	664.126	479.826	USD	No	551.80	479.826
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	259.19	N/A	259.19	225.382	USD	No	259.19	225.382
CME	RF	EUROPEAN MONETARY UNION EURO	RF	3945.64	N/A	3945.64	3430.875	CHF	No	3945.64	3430.875
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8445.60	N/A	8445.60	7344	USD	Yes²	8445.60	7344
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	8874.86	N/A	8874.86	7717.27	EUR	Yes²	8877.86	7717.27
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6246.04	N/A	6246.04	5431.25	GBP	No	6402.29	5431.25
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	19014.03	N/A	19014.03	16525.32	USD	No	19014.03	16525.32
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	52585.69	N/A	52585.69	44999.15	USD	No	51760.70	44999.15
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	12964.12	N/A	12964.12	11271.83	USD	No	13154.12	11271.83
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	8631.21	7505.40	12330.30	10722.00	USD	Yes	12328.08	10720.07
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1116285.22	N/A	1116285.22	970667.78	JPY	Yes²	1136285.09	970667.78
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4766.75	N/A	4766.75	4145.00	USD	No	4816.75	4145.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6468.75	N/A	6468.75	5625	USD	No	6468.75	5625
CME	SDI	S&P 500 QUARTERLY DIVIDEND INDEX	SDI	944.159	N/A	944.159	821.008	USD	No	944.159	821.008
CME	SEK	SWEDISH KRONA	SEK	20432.39	N/A	20432.39	17765.26	USD	No	21182.39	17765.26
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5200.88	N/A	5200.88	4522.50	USD	No	5200.87	4522.50
CME	SGX	SHORT GILT	SG	360834.33	N/A	360834.33	313768.97	USD	No	360834.31	313768.97
CME	SIR	INDIAN RUPEE	SIR	6002.48	N/A	6002.48	5219.50	USD	No	6027.48	5219.50
CME	SJY	SWISS FRANC	SJY	4378279.24	N/A	4378279.24	3807199.34	JPY	No	4433279.49	3807199.34
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	39591.51	N/A	39591.51	34427.40	USD	No	39591.51	34427.40
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	27327.40	N/A	27327.40	23762.50	USD	No	29352.40	23762.50
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1178.97	N/A	1178.97	1025.19	USD	No	1241.26	1025.19
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.867	N/A	833.867	725.101	USD	Yes	871.245	725.101
CME	SVX	SCHNEIDER ELECTRIC SE	SU	91730.31	N/A	91730.31	79765.49	USD	No	91730.34	79765.49
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	751.78	N/A	751.78	653.722	USD	No	751.785	653.722
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4807.00	N/A	4807.00	4180.00	USD	No	4807.00	4180.00
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	17499.53	N/A	17499.53	15120.58	USD	No	17389.53	15120.58
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	15247.71	N/A	15247.71	13258.60	USD	No	16237.71	13258.60
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	11428.03	N/A	11428.03	9937.00	USD	No	11427.51	9936.97
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	26209.30	N/A	26209.30	22788.90	USD	No	27299.30	22788.90
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	49798.32	N/A	49798.32	42516.73	USD	No	48898.31	42516.73
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7040.37	N/A	7040.37	6121.89	USD	No	7090.37	6121.89
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	4196.55	N/A	4196.55	3649.00	USD	No	4716.96	3648.98
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10864.36	N/A	10864.36	9447.06	USD	No	12274.36	9447.06
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	18638.47	N/A	18638.47	16014.89	USD	No	18418.48	16014.89
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	54269.21	N/A	54269.21	46829.13	USD	No	53859.21	46829.13
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	12320.38	N/A	12320.38	10376.00	USD	No	11932.32	10375.93
CME	XLM	CME CF STELLAR LUMENS – DOLLAR REFERENCE RATE	XLM	23474.375	N/A	23474.375	20412.50	USD	No	23624.375	20412.50
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	41546.28	N/A	41546.28	36125	USD	No	42671.28	36125

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	278.5875	N/A	278.5875	242.25	USD	No	278.5875	242.25
COINDERIV	BIT	-	BIT	279.381	N/A	279.381	242.94	USD	No	279.381	242.94
COINDERIV	ET	-	ET	105.294	N/A	105.294	91.56	USD	No	131.6175	114.45
COINDERIV	ETP	-	ETP	105.087	N/A	105.087	91.38	USD	No	131.359	114.225

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	457.907	N/A	457.907	387.745	USD	No	445.907	387.745
COMEX	ALI	ALUMINUM INDEX	ALI	20041.48	N/A	20041.48	15182.81	USD	No	17460.23	15182.81
COMEX	GC	GOLD	GC	45830.17	N/A	45830.17	38774.08	USD	Yes	44590.19	38774.08
COMEX	HG	COPPER INDEX	HG	27766.25	N/A	27766.25	18340.24	USD	Yes	21216.25	18340.24
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	1899.96	N/A	1899.96	1652.13	USD	No	1999.96	1652.13
COMEX	MGC	E-MICRO GOLD	MGC	4583.02	N/A	4583.02	3877.41	USD	Yes	4459.02	3877.41
COMEX	MHG	MICRO COPPER	MHG	2776.625	N/A	2776.625	1834.02	USD	No	2121.625	1834.02
COMEX	QC	COMEX MINY COPPER	QC	13859.06	N/A	13859.06	9128.69	USD	No	10521.56	9128.69
COMEX	QI	COMEX MINY SILVER	QI	60906.72	N/A	60906.72	45486.28	USD	No	52309.22	45486.28
COMEX	QO	COMEX MINY GOLD	QO	22907.83	N/A	22907.83	19387.25	USD	No	22295.33	19387.25
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	40316.13	N/A	40316.13	35057.50	CNH	No	40316.15	35057.50
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	12075	N/A	12075	10500	USD	No	12075	10500
COMEX	SI	SILVER INDEX	SI	121813.43	N/A	121813.43	90972.56	USD	Yes	104618.45	90972.56
COMEX	SIC	SILVER INDEX (SIC)	SIC	2436.34	N/A	2436.34	1819.43	USD	No	2092.34	1819.43
COMEX	SI	SILVER INDEX	SIL	24362.69	N/A	24362.69	18194.51	USD	No	20923.69	18194.51
COMEX	UX	URANIUM INDEX	UX	3006.74	N/A	3006.74	2614.56	USD	No	3006.74	2614.56

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	43590.75	N/A	43590.75	37905.00	EUR	No	43590.75	37905.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	18450.98	N/A	18450.98	16044.33	EUR	Yes	18450.98	16044.33

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	10184.34	N/A	10184.34	8855.94	CHF	No	10184.34	8855.94
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	8209.33	N/A	8209.33	7136.43	EUR	No	8209.33	7136.43
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3276.18	N/A	3276.18	2848.85	EUR	Yes	4176.44	3631.69
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1093.09	N/A	1093.09	950.512	EUR	No	1386.27	1205.45
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	9130.60	N/A	9130.60	7939.65	USD	No	9130.60	7939.65
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	3810.77	N/A	3810.77	3313.72	EUR	No	3810.77	3313.72
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	35421.41	30801.225	50602.01	44001.75	EUR	Yes	49277.50	42850
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	9821.30	N/A	9821.30	8540.26	EUR	Yes²	9821.30	8540.26
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7084.28	6160.245	10120.40	8800.35	EUR	No	9855.50	8570
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1416.86	1232.05	2024.08	1760.07	EUR	Yes	1971.10	1714
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	992.121	N/A	992.121	862.714	EUR	No	992.121	862.714
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	3628.18	N/A	3628.18	3154.89	EUR	No	3628.18	3154.89
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	5154.34	N/A	5154.34	4482	EUR	Yes²	5154.34	4482
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1445.07	N/A	1445.07	1256.54	EUR	No	1370.15	1191.40
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	6146.26	N/A	6146.26	5344.58	EUR	Yes²	6146.26	5344.58
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1211.59	1053.56	1730.84	1505.08	EUR	Yes	1571.07	1366.14
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	5810.24	N/A	5810.24	5052.39	EUR	Yes²	5524.00	4803.48
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2921.67	N/A	2921.67	2538.53	EUR	Yes²	2646.94	2299.82
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3434.42	N/A	3434.42	2986.45	EUR	Yes²	3077.44	2676.035
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	8501.95	N/A	8501.95	7393.00	EUR	Yes²	8501.95	7393.00
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2787.31	N/A	2787.31	2423.75	EUR	Yes²	2787.31	2423.75
EUREX	ESI	EURO STOXX INSURANCE	FESI	3204.45	N/A	3204.45	2785.50	EUR	Yes²	2747.96	2388.68
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1806.35	N/A	1806.35	1570.74	EUR	Yes²	1161.45	1009.96
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	4368.48	N/A	4368.48	3798.68	EUR	Yes²	4368.48	3798.68
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1411.28	N/A	1411.28	1227.20	EUR	Yes²	1613.59	1403.13
EUREX	SXRE	EURO STOXX RETAIL	FESR	4629.34	N/A	4629.34	4025.51	EUR	Yes²	4629.34	4025.51
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1563.91	N/A	1563.91	1359.92	EUR	Yes²	1458.17	1267.975
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1542.29	N/A	1542.29	1341.12	EUR	Yes²	1509.97	1313.015
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	2183.78	N/A	2183.78	1898.56	EUR	Yes	1824.19	1585.94
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1389.50	N/A	1389.50	1208.26	EUR	Yes²	1389.50	1208.26
EUREX	ESTX50	EURO STOXX50	FESX	3757.28	3267.20	5367.54	4667.43	EUR	Yes	5367.54	4667.43
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	25685.57	N/A	25685.57	22335.28	EUR	Yes²	25685.57	22335.28
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	5004.49	N/A	5004.49	4351.73	EUR	Yes²	5126.27	4457.625
EUREX	EU3	THREE MONTH EURIBOR	FEU3	283.978	N/A	283.978	246.937	EUR	Yes	283.978	246.937
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2746.66	2388.40	3923.80	3412.00	EUR	Yes	3923.80	3412.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	14234.65	N/A	14234.65	12377.95	EUR	Yes²	14234.65	12377.95
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1782.91	N/A	1782.91	1550.36	GBP	No	1782.91	1550.36
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2504.57	N/A	2504.57	2177.89	EUR	Yes	2841.68	2471.03
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1593.73	N/A	1593.73	1385.85	EUR	Yes	1593.73	1385.85
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	585.966	N/A	585.966	509.536	EUR	Yes	585.966	509.536
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	4541.21	N/A	4541.21	3948.88	EUR	Yes	4945.45	4300.39
EUREX	DJESL	EURO STOXX LARGE	FLCE	2675.04	N/A	2675.04	2326.12	EUR	No	2671.35	2322.91
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2477.75	N/A	2477.75	2154.38	EUR	No	2193.51	1907.23
EUREX	DJESM	EURO STOXX MID	FMCE	2439.38	N/A	2439.38	2120.76	EUR	No	2141.19	1861.52
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2468.22	N/A	2468.22	2146.26	USD	No	2833.24	2463.65
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2556.41	N/A	2556.41	2222.875	EUR	Yes²	2261.71	1966.63
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	9308.79	N/A	9308.79	8094.53	USD	No	9308.79	8094.53
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	15818.18	N/A	15818.18	13753.66	USD	No	15818.18	13753.66
EUREX	MXEU	MSCI EUROPE	FMEP	2763.25	N/A	2763.25	2402.82	EUR	No	2763.25	2402.82
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3268.90	N/A	3268.90	2842.51	EUR	No	2719.11	2364.43
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	10830.96	N/A	10830.96	9417.87	USD	No	10830.96	9417.87
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	11910.17	N/A	11910.17	10356.13	USD	No	11910.17	10356.13
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	30745.70	N/A	30745.70	26731.90	USD	No	30745.70	26731.90
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4448.95	N/A	4448.95	3868.65	EUR	No	3999.59	3477.90
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	7985.60	6944.00	11407.99	9919.99	USD	No	11369.04	9886.12
EUREX	MXWO	MSCI WORLD INDEX	FMWP	7173.62	N/A	7173.62	6237.53	USD	No	7173.62	6237.53
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2914.97	N/A	2914.97	2534.76	EUR	No	2914.97	2534.76
EUREX	DJESS	EURO STOXX SMALL	FSCE	1539.16	N/A	1539.16	1338.14	EUR	No	1516.95	1318.83
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1690.77	N/A	1690.77	1470.16	EUR	No	1510.28	1313.23
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1680.73	N/A	1680.73	1461.47	EUR	No	1343.22	1167.99
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4220.67	N/A	4220.67	3670.15	CHF	Yes²	4220.67	3670.15
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	8625	N/A	8625	7500	CHF	No	8625	7500
EUREX	SMI	SWISS MARKET INDEX	FSMI	6409.11	5573.14	9155.87	7961.63	CHF	Yes	8599.85	7478.13
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4860.56	N/A	4860.56	4224.89	CHF	Yes²	4860.56	4224.89
EUREX	SMI	SWISS MARKET INDEX	FSMS	640.911	557.314	915.587	796.163	CHF	No	859.985	747.813
EUREX	MDAX	MIDCAP DAX	FSMX	2990.06	N/A	2990.06	2599.89	EUR	No	2670.66	2322.17
EUREX	ST3	THREE MONTH ESTR	FST3	125.676	N/A	125.676	109.284	EUR	No	125.676	109.284
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2833.45	N/A	2833.45	2463.80	EUR	Yes²	2833.45	2463.80
EUREX	SX7P	STOXX 600 BANKS	FSTB	2301.48	N/A	2301.48	2001.29	EUR	Yes	1937.79	1685.04
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4724.77	N/A	4724.77	4107.84	EUR	Yes²	4035.13	3508.25
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	2554.71	N/A	2554.71	2221.48	EUR	Yes	2341.88	2036.41
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4886.55	N/A	4886.55	4247.90	EUR	Yes²	3914.30	3402.71
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	5685.24	N/A	5685.24	4943.43	EUR	Yes²	5685.24	4943.43
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4049.83	N/A	4049.83	3521.35	EUR	Yes²	4049.83	3521.35
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3061.35	N/A	3061.35	2661.91	EUR	Yes²	2509.63	2182.16
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	749.007	N/A	749.007	651.289	EUR	No	749.007	651.289
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1895.73	N/A	1895.73	1648.06	EUR	Yes²	1359.85	1182.19
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	4148.90	N/A	4148.90	3607.12	EUR	Yes²	4148.90	3607.12
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	1789.79	N/A	1789.79	1556.20	EUR	Yes²	2219.25	1929.62
EUREX	SXRP	STOXX 600 RETAIL	FSTR	2132.24	N/A	2132.24	1853.31	EUR	Yes²	2132.24	1853.31
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	5380.11	N/A	5380.11	4678.31	EUR	Yes	5706.83	4962.41
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	1023.92	N/A	1023.92	890.337	EUR	Yes²	1023.92	890.337
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	2053.26	N/A	2053.26	1785.39	EUR	Yes	1919.61	1669.18
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1286.71	N/A	1286.71	1118.82	EUR	Yes²	1254.14	1090.49
EUREX	STX	STOXX50	FSTX	3892.43	N/A	3892.43	3384.16	EUR	Yes²	3572.16	3105.69
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	10289.30	N/A	10289.30	8945.82	EUR	Yes²	10289.30	8945.82
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3382.12	N/A	3382.12	2939.55	EUR	Yes²	3382.12	2939.55
EUREX	ESTX50	EURO STOXX50	FSXE	375.728	326.72	536.754	466.743	EUR	No	536.754	466.743
EUREX	TDX	TECDAX	FTDX	9110.95	N/A	9110.95	7922.57	EUR	Yes²	9110.95	7922.57
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	843.838	N/A	843.838	733.752	USD	No	843.838	733.752
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1290.88	N/A	1290.88	1122.50	EUR	Yes	2215.36	1926.40
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2573.75	N/A	2573.75	2237.18	EUR	No	2474.05	2150.51
EUREX	DJ600	STOXX 600 INDEX	FXXP	1671.35	1453.35	2387.64	2076.21	EUR	Yes	2316.29	2014.17
EUREX	UNIB2	UNA: UNILEVER PLC: ADJ 20251208	UNIH	800.395	N/A	800.395	695.996	EUR	No	800.395	695.996

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	12081.49	N/A	12081.49	10505.64	EUR	No	12081.49	10505.64
FTA	EOE	AMS EOE INDEX	FTI	11514.21	10012.30	16448.87	14303.29	EUR	Yes	15015.35	13056.75
FTA	EOE	AMS EOE INDEX	MFA	1151.41	1001.23	1644.88	1430.33	EUR	No	1501.53	1305.68

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	84661.88	N/A	84661.88	67729.50	HKD	No	84661.88	67729.50
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	25404.375	N/A	25404.375	20323.50	CNH	Yes	25404.375	20323.50
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3242.75	N/A	3242.75	2594.20	HKD	No	3242.75	2594.20
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10005.63	N/A	10005.63	8004.50	HKD	No	10005.63	8004.50
HKFE	GDR	CNH GOLD FUTURES	GDR	637205.10	N/A	637205.10	509764.06	CNH	No	637205.08	509764.06
HKFE	GDU	USD GOLD FUTURES	GDU	95530.90	N/A	95530.90	76424.72	USD	No	95530.91	76424.72
HKFE	HBI	HANG SENG BIOTECH INDEX	HBI	154307.19	N/A	154307.19	123430.46	HKD	No	154307.19	123430.46
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	46530.75	37224.60	66472.50	53178	HKD	Yes	66472.50	53178
HKFE	HSI	HANG SENG STOCK INDEX	HSI	99578.61	79662.89	142255.15	113804.12	HKD	Yes	142255.15	113804.12
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	27268.93	21815.14	38955.61	31164.49	HKD	Yes	38955.61	31164.49
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	4943.91	3954.89	7062.73	5649.84	USD	No	7062.73	5649.84
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	9306.15	7444.92	13294.50	10635.60	HKD	Yes	13294.50	10635.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	5084.23	N/A	5084.23	4064.70	CNH	No	5084.23	4064.70
HKFE	MHI	MINI HANG SENG INDEX	MHI	19915.72	15932.58	28451.03	22760.82	HKD	Yes	28451.03	22760.82
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2770.84	N/A	2770.84	2216.67	USD	No	2770.84	2216.67
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	10815.34	N/A	10815.34	8652.27	USD	No	10815.34	8652.27
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	24965.92	N/A	24965.92	19972.42	USD	No	24965.92	19972.42
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	63437.50	N/A	63437.50	50750	HKD	No	129311.54	103449.23

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	EMP	ESTR VOLUME WEIGHTED TRIMMED MEAN RATE 2	EMP	182.55	N/A	182.55	158.739	EUR	No	182.555	158.739
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	138.248	N/A	138.248	120.216	EUR	No	138.253	120.216
ICEEU	SG	GENERALI	G	3489.85	N/A	3489.85	3034.65	GBP	No	3489.85	3034.65
ICEEU	H	MEDIUM GILT	H	3533.07	N/A	3533.07	3072.23	GBP	No	3533.07	3072.23
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	416.875	N/A	416.875	362.50	EUR	Yes	416.875	362.50
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	10443.35	N/A	10443.35	9079.27	USD	No	10443.35	9079.27
ICEEU	MPC	ICE IBA -ICE TERM SONIA REFERENCE RATES 1M	MPC	315.18	N/A	315.18	274.069	GBP	No	315.185	274.069
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4266.24	N/A	4266.24	3709.78	EUR	No	4266.24	3709.78
ICEEU	P	10 YEAR EURO SWAPNOTE	P	6720.81	N/A	6720.81	5844.19	EUR	No	6720.82	5844.19
ICEEU	R	LONG GILT	R	3852.74	N/A	3852.74	3350.21	GBP	No	3852.74	3350.21
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	276.235	N/A	276.235	240.20	CHF	No	276.23	240.20
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	1078.23	N/A	1078.23	937.591	GBP	Yes	1078.23	937.591
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	456.099	N/A	456.099	396.601	GBP	No	456.092	396.601
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1785.21	N/A	1785.21	1552.35	EUR	No	1785.21	1552.35
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	741.631	N/A	741.631	644.80	GBP	No	741.631	644.80
ICEEU	Y	FTSE 250 INDEX	Y2	5054.99	N/A	5054.99	4395.53	GBP	No	5054.99	4395.53
ICEEU	Z	FTSE 100 INDEX	Z	5114.78	4447.63	7306.82	6353.76	GBP	Yes	7306.83	6353.76

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	9027.74	N/A	9027.74	7850.21	GBP	No	9027.74	7850.21
ICEEUSOFT	D	ROBUSTA COFFEE	RC	4795.51	N/A	4795.51	4170.01	USD	No	4795.51	4170.01
ICEEUSOFT	T	WHEAT	T	2897.53	N/A	2897.53	2518.69	GBP	No	2897.53	2518.69
ICEEUSOFT	W	WHITE SUGAR	W	2125.95	N/A	2125.95	1848.65	USD	No	2125.95	1848.65

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	7771.63	N/A	7771.63	6757.94	USD	No	7771.63	6757.94
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	26562124.86	N/A	26562124.86	23097499.875	JPY	No	26562124.86	23097499.875
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9264.49	N/A	9264.49	8055.20	USD	No	9264.49	8055.20
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	13811.48	N/A	13811.48	12009.99	CAD	No	13811.48	12009.99
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6245.94	N/A	6245.94	5431.25	GBP	No	6245.94	5431.25
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	17060.70	N/A	17060.70	14835.39	AUD	No	17060.70	14835.39
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6463.46	N/A	6463.46	5620.40	CHF	No	6463.46	5620.40
ICEUS	ZY	SWISS FRANC	KZY	4378279.24	N/A	4378279.24	3807199.34	JPY	No	4378279.49	3807199.34
ICEUS	MP	BRITISH POUND	MP	7847.94	N/A	7847.94	6824.30	USD	No	7847.94	6824.30
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	11024.24	N/A	11024.24	9586.29	CHF	No	11024.24	9586.29
ICEUS	GBP	BRITISH POUND	SY	2534045.66	N/A	2534045.66	2203517.97	JPY	No	2534046.29	2203517.97

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	19319.96	16799.97	27599.94	23999.95	EUR	Yes	20601.91	17914.70
IDEM	FTMIB	FTSE MIB INDEX	MICR	772.798	671.999	1104.00	959.998	EUR	No	824.076	716.588
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3863.99	3359.99	5519.99	4799.99	EUR	No	4120.38	3582.94
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1470.55	N/A	1470.55	1278.74	EUR	No	1470.55	1278.74

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	27425.00	N/A	27425.00	20452.66	USD	No	27425.00	20452.66
IPE	COIL	ICE BRENT CRUDE	COIL	25370.03	N/A	25370.03	20296.02	USD	Yes	25370.03	20296.02
IPE	GOIL	ICE GASOIL	GOIL	48308.98	N/A	48308.98	38647.19	USD	No	48308.98	38647.19
IPE	HOIL	ICE HEATING OIL	HOIL	39314.70	N/A	39314.70	31451.76	USD	No	39314.70	31451.76
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	33125	N/A	33125	17257.98	USD	No	33125	17257.98
IPE	NGF	ICE UK NATURAL GAS	NGF	15300	N/A	15300	8294.01	GBP	No	34440	9387
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	23525.21	N/A	23525.21	18820.17	USD	No	23525.21	18820.17
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	21507.42	N/A	21507.42	17205.93	USD	Yes	21507.42	17205.93

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	33889825.93	29469413.85	48414037.04	42099162.65	KRW	Yes	48414037.04	42099162.65
KSE	K200M	MINI KOSPI200 INDEX	05	6778021.07	5893931.37	9682887.25	8419901.96	KRW	Yes	9682887.25	8419901.96
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	2477115.95	2154013.72	3538737.07	3077162.46	KRW	No	3538736.83	3077162.46
KSE	000670	YOUNG POONG CORPORATION	0Q	212505.70	N/A	212505.70	157750	KRW	No	222505.70	157750
KSE	005930	SAMSUNG ELECTRONICS CO LTD	11	1028708	N/A	1028708	710000	KRW	No	1008708	710000
KSE	017670	HENDERSON LAND DEVELOPMENT	12	310714.20	N/A	310714.20	264500	KRW	No	304175	264500
KSE	005490	POSCO HOLDINGS INC	13	1375687.50	N/A	1375687.50	1196250	KRW	No	1400687.50	1196250
KSE	030200	KTCORPORATION	14	170487.50	N/A	170487.50	148250	KRW	No	172487.50	148250
KSE	015760	KOREA ELECTRIC POWER CORP	15	144233	N/A	144233	101875	KRW	No	146233	101875
KSE	005380	SUN HUNG KAI PROPERTIES	16	2866390	N/A	2866390	1897120	KRW	No	2826390	1897120
KSE	016360	NEW WORLD DEVELOPMENT	17	395397.80	N/A	395397.80	319750	KRW	No	367712.50	319750
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	274700	N/A	274700	238000	KRW	No	273700	238000
KSE	000270	SWIRE PACIFIC LTD - CL A	19	591735.50	N/A	591735.50	448750	KRW	No	617735.50	448750
KSE	007340	DN AUTOMOTIVE CORP	1T	216170	N/A	216170	144431	KRW	No	217170	144431
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	667000	N/A	667000	580000	KRW	No	732776	580000
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	110300	N/A	110300	92000	KRW	No	105800	92000
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	314237.50	N/A	314237.50	273250	KRW	No	329237.50	273250
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	217415	N/A	217415	183750	KRW	No	211312.50	183750
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	4860860	N/A	4860860	3294612	KRW	No	5020860	3294612
KSE	012330	HYUNDAI MOBIS CO LTD	20	2131965	N/A	2131965	1622500	KRW	No	2131965	1622500
KSE	006400	SAMSUNG SDI CO LTD	22	2380814	N/A	2380814	1593876	KRW	No	2400814	1593876
KSE	009150	BANK OF EAST ASIA LTD	23	4759864	N/A	4759864	3166233	KRW	No	4739864	3166233
KSE	066570	LG ELECTRONICS INC	24	695184.20	N/A	695184.20	478500	KRW	No	703184.20	478500
KSE	036460	KOREA GAS CORPORATION	28	110237.50	N/A	110237.50	93250	KRW	No	107237.50	93250
KSE	017960	HAN KUK CARBON CO LTD	2A	177836.75	N/A	177836.75	122224.50	KRW	No	188836.75	122224.50
KSE	095340	ISC CO LTD	2B	1314656	N/A	1314656	849852	KRW	No	1234656	849852
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	357780	SOULBRAIN CO LTD/NEW	2D	2131028	N/A	2131028	1460844	KRW	No	2251028	1460844
KSE	222080	CREATIVE & INNOVATIVE SYSTEM	2E	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	086520	ECOPRO CO LTD	2F	695480	N/A	695480	454275	KRW	No	667480	454275
KSE	140860	PARK SYSTEMS CORP	2G	1008120	N/A	1008120	725000	KRW	No	1038120	725000
KSE	030520	HANCOM INC	2H	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	004020	HYUNDAI STEEL CO	32	171041.90	N/A	171041.90	113013.45	KRW	No	168041.90	113013.45
KSE	003550	LG CORP	34	312512.50	N/A	312512.50	271750	KRW	No	312512.50	271750
KSE	078930	GS HOLDINGS	35	219712.50	N/A	219712.50	179750	KRW	No	206712.50	179750
KSE	033780	KT & G CORPORATION	36	511750	N/A	511750	445000	KRW	No	527750	445000
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	1357159	N/A	1357159	1151250	KRW	No	1367159	1151250
KSE	086790	HANA FINANCIAL GROUP	40	358612.50	N/A	358612.50	305750	KRW	No	351612.50	305750
KSE	096770	SK INNOVATION CO LTD	41	389887.50	N/A	389887.50	324250	KRW	No	372887.50	324250
KSE	001040	CJ CORP	42	582187.50	N/A	582187.50	506250	KRW	No	587187.50	506250
KSE	034220	LG DISPLAY CO LTD	45	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	105560	KB FINANCIAL GROUP INC	46	437000	N/A	437000	380000	KRW	No	440000	380000
KSE	051910	LG CHEM LTD	47	1384100	N/A	1384100	968750	KRW	No	1474100	968750
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	383936.30	N/A	383936.30	257347.40	KRW	No	387959.26	257347.40
KSE	000660	SK HYNIX INC	50	7317608	N/A	7317608	5000090.16	KRW	No	7237608	5000090.16
KSE	006360	GS ENGINEERING & CONSTRUCT	51	149808.40	N/A	149808.40	98205.60	KRW	No	144808.40	98205.60
KSE	139480	E-MART INC	54	304750	N/A	304750	265000	KRW	No	309750	265000
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	186788.90	N/A	186788.90	147750	KRW	No	200788.90	147750
KSE	035420	NAVER CORP	56	584312.50	N/A	584312.50	503750	KRW	No	579312.50	503750
KSE	003490	KOREAN AIR LINES CO LTD	57	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	952660.02	N/A	952660.02	828400.02	KRW	No	952662.02	828400.02
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	2648788.43	N/A	2648788.43	2303294.28	KRW	No	2648788.43	2303294.28
KSE	KWY	UNITED STATES DOLLAR	75	1710740.21	N/A	1710740.21	1487599.98	KRW	No	3421479.94	2975199.95
KSE	032640	LG UPLUS CORP	B0	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	010950	S-OILCORPORATION	B2	391288.30	N/A	391288.30	288250	KRW	No	395288.30	288250
KSE	010130	KOREA ZINC CO LTD	B3	6336815	N/A	6336815	4318377	KRW	No	6616815	4318377
KSE	024110	INDUSTRIALBANKOFKOREA	B4	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	001680	DAESANG CORPORATION	B6	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	047050	POSCO INTERNATIONAL CORP	B7	269512.50	N/A	269512.50	181250	KRW	No	273512.50	181250
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	436000	N/A	436000	300000	KRW	No	446000	300000
KSE	023530	BARLEY FUTURES	BA	539182.40	N/A	539182.40	400250	KRW	No	557182.40	400250
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	339301.40	N/A	339301.40	228867.60	KRW	No	347301.40	228867.60
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	916770	N/A	916770	765000	KRW	No	946770	765000
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	103123.45	N/A	103123.45	77625	KRW	No	101123.45	77625
KSE	029780	SAMSUNG CARD CO	BG	143443.75	N/A	143443.75	122125	KRW	No	140443.75	122125
KSE	012450	HANWHA AEROSPACE CO LTD	BH	4526566	N/A	4526566	3215000	KRW	No	4426566	3215000
KSE	036570	NC CORP	BJ	773220	N/A	773220	657500	KRW	No	773220	657500
KSE	000080	HITE JINRO CO LTD	BK	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	954442.50	N/A	954442.50	636295	KRW	No	954442.50	636295
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	600341.50	N/A	600341.50	408750	KRW	No	586341.50	408750
KSE	000720	DANONE	BN	770145.20	N/A	770145.20	518096.80	KRW	No	784145.20	518096.80
KSE	011210	HYUNDAI WIA CORP	BP	319147.50	N/A	319147.50	243750	KRW	No	301147.50	243750
KSE	008770	HOTEL SHILLA CO LTD	BQ	175662.50	N/A	175662.50	152750	KRW	No	185662.50	152750
KSE	035250	KANGWON LAND, INC.	BS	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	138930	BNK FINANCIAL GROUP INC	BT	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	011070	LG INNOTEK CO LTD	BY	3173895	N/A	3173895	2115930	KRW	No	3173895	2115930
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	133565.80	N/A	133565.80	89377.20	KRW	No	134565.80	89377.20
KSE	034730	SK INC	C1	1805200	N/A	1805200	1375000	KRW	No	1785200	1375000
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	461431.70	N/A	461431.70	350750	KRW	No	447431.70	350750
KSE	018260	SAMSUNG SDS CO LTD	C5	517487.50	N/A	517487.50	448250	KRW	No	515487.50	448250
KSE	090430	AMOREPACIFIC CORP	C6	347437.50	N/A	347437.50	301250	KRW	No	346437.50	301250
KSE	030000	CHEIL WORLDWIDE INC	C7	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	028260	SAMSUNG C&T CORP	C8	1417191.50	N/A	1417191.50	1071250	KRW	No	1427191.50	1071250
KSE	000880	HANWHA CORPORATION	C9	544202.20	N/A	544202.20	370181.70	KRW	No	566202.20	370181.70
KSE	088350	CARREFOUR SA	CA	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	086280	COCOA NYBOT	CC	903120	N/A	903120	710000	KRW	No	903120	710000
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	86968.75	N/A	86968.75	75625	KRW	No	87468.75	75625
KSE	035720	KAKAO CORP	CF	123481.25	N/A	123481.25	107375	KRW	No	124981.25	107375
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	125099	N/A	125099	83726.77	KRW	No	126099	83726.77
KSE	069080	WEBZEN INC	CK	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	096530	LIGHT SWEET CRUDE OIL	CL	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	022100	POSCO DX CO LTD	CN	134461.90	N/A	134461.90	88974.60	KRW	No	132461.90	88974.60
KSE	068270	CELLTRION INC	CP	550687.50	N/A	550687.50	476250	KRW	No	547687.50	476250
KSE	122870	YG ENTERTAINMENT INC	CQ	143668.75	N/A	143668.75	123625	KRW	No	142168.75	123625
KSE	051900	LG H&H	CR	737437.50	N/A	737437.50	641250	KRW	No	742437.50	641250
KSE	002790	AXA SA	CS	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	000810	COTTON NO. 2	CT	1431750	N/A	1431750	1245000	KRW	No	1431750	1245000
KSE	008930	HANMI SCIENCE CO LTD	CV	112420.80	N/A	112420.80	86500	KRW	No	105420.80	86500
KSE	021240	COWAY CO LTD	CW	271975	N/A	271975	236500	KRW	No	278975	236500
KSE	128940	HANMI PHARM CO LTD	CX	1491770	N/A	1491770	1112500	KRW	No	1521770	1112500
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	464300	N/A	464300	402000	KRW	No	462300	402000
KSE	097950	CJ CHEILJEDANG CORP.	D1	599437.50	N/A	599437.50	521250	KRW	No	599437.50	521250
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	100625	N/A	100625	87500	KRW	No	102625	87500
KSE	002380	KCC CORP	D3	2293444	N/A	2293444	1535820	KRW	No	2313444	1535820
KSE	012750	S1 CORPORATION	D5	204700	N/A	204700	178000	KRW	No	210700	178000
KSE	000100	YUHAN CORPORATION	D6	243512.50	N/A	243512.50	211750	KRW	No	246512.50	211750
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	161000	N/A	161000	140000	KRW	No	162000	140000
KSE	069960	HYUNDAI DEPT STORE CO	D8	326887.50	N/A	326887.50	284250	KRW	No	340887.50	284250
KSE	004370	MILK CLASS III INDEX	DA	1045062.50	N/A	1045062.50	908750	KRW	No	1070062.50	908750
KSE	079550	LIG DEFENSE&AEROSPACE CO LTD	DB	5058636	N/A	5058636	3451842	KRW	No	5298636	3451842
KSE	204320	HL MANDO CO LTD	DC	200078.50	N/A	200078.50	158250	KRW	No	198078.50	158250
KSE	004170	SHINSEGAE INC	DD	1412192.50	N/A	1412192.50	1206250	KRW	No	1472192.50	1206250
KSE	161890	KOLMAR KOREA CO LTD	DE	281025	N/A	281025	243500	KRW	No	280025	243500
KSE	111770	YOUNGONE CORP	DG	224537.50	N/A	224537.50	195250	KRW	No	236537.50	195250
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	625184	N/A	625184	423360	KRW	No	645184	423360
KSE	192820	COSMAX INC	DK	537912.50	N/A	537912.50	467750	KRW	No	539912.50	467750
KSE	086900	MEDY-TOX INC	DP	297825	N/A	297825	255500	KRW	No	293825	255500
KSE	078340	COM2US CORP	DR	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	035760	CJ ENM CO LTD	DT	125206.25	N/A	125206.25	108875	KRW	No	130206.25	108875
KSE	056190	SFA ENGINEERING CORP	DV	87053	N/A	87053	74670	KRW	No	89053	74670
KSE	241560	DOOSAN BOBCAT INC	DW	203877.10	N/A	203877.10	175750	KRW	No	211877.10	175750
KSE	017800	CME DRY WHEY INDEX	DY	262775	N/A	262775	228500	KRW	No	264775	228500
KSE	240810	WONIK IPS CO LTD	E0	658262.40	N/A	658262.40	437552	KRW	No	654262.40	437552
KSE	041510	SM ENTERTAINMENT CO LTD	E4	248662.50	N/A	248662.50	212750	KRW	No	244662.50	212750
KSE	251270	NETMARBLE CORP	E5	124250	N/A	124250	105000	KRW	No	120750	105000
KSE	003670	POSCO FUTURE M CO LTD	E8	868741	N/A	868741	628750	KRW	No	888741	628750
KSE	316140	WOORI FINANCIAL GROUP INC	EB	89556.25	N/A	89556.25	77875	KRW	No	89556.25	77875
KSE	009420	HANALL BIOPHARMA CO LTD	EE	200733.55	N/A	200733.55	134793	KRW	No	203733.55	134793
KSE	035900	JYP ENTERTAINMENT CORP	EF	179725	N/A	179725	141500	KRW	No	162725	141500
KSE	028670	PAN OCEAN CO LTD	EH	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	460473.54	N/A	460473.54	383472.30	KRW	No	460473.54	383472.30
KSE	093370	FOOSUNG CO LTD	EL	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	375500	DL E&C CO LTD	ER	364756.80	N/A	364756.80	239865.60	KRW	No	354756.80	239865.60
KSE	028050	SAMSUNG E&A CO LTD	ET	216650	N/A	216650	143100	KRW	No	212650	143100
KSE	272210	HANWHA SYSTEMS CO LTD	EV	620473.60	N/A	620473.60	417685.60	KRW	No	632473.60	417685.60
KSE	293490	KAKAO GAMES CORP	EX	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	247540	ECOPRO BM CO LTD	EY	787495.60	N/A	787495.60	530396.10	KRW	No	803495.60	530396.10
KSE	253450	STUDIO DRAGON CORP	EZ	88312.50	N/A	88312.50	74670	KRW	No	85870.50	74670
KSE	200130	KOLMAR BNH CO LTD	F1	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	036540	SFA SEMICON CO LTD	F2	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	3173534	N/A	3173534	2092356	KRW	No	3103534	2092356
KSE	373220	LG ENERGY SOLUTION	F5	1236250	N/A	1236250	1075000	KRW	No	1256250	1075000
KSE	323410	KAKAOBANK CORP	F6	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	377300	KAKAO PAY CORP	F7	215788.20	N/A	215788.20	145175.10	KRW	No	219788.20	145175.10
KSE	259960	KRAFTON INC	F8	807875	N/A	807875	702500	KRW	No	817875	702500
KSE	302440	SK BIOSCIENCE CO LTD	F9	125306.25	N/A	125306.25	102875	KRW	No	118306.25	102875
KSE	011200	HMM CO LTD	FA	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	352820	HYBE CO LTD	FC	705241.50	N/A	705241.50	576250	KRW	No	725241.50	576250
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	2199786	N/A	2199786	1832500	KRW	No	2259786	1832500
KSE	402340	SK SQUARE CO LTD	FE	5794525.05	N/A	5794525.05	3825620.55	KRW	No	5683525.05	3825620.55
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	285200	N/A	285200	248000	KRW	No	296200	248000
KSE	383220	F&F CO LTD / NEW	FG	239037.50	N/A	239037.50	205250	KRW	No	236037.50	205250
KSE	267250	HD HYUNDAI	FH	937962.50	N/A	937962.50	746250	KRW	No	867962.50	746250
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	396175	N/A	396175	344500	KRW	No	416175	344500
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	306187.50	N/A	306187.50	266250	KRW	No	318187.50	266250
KSE	263750	PEARL ABYSS CORP	FL	352788.40	N/A	352788.40	236560.20	KRW	No	356788.40	236560.20
KSE	066970	L&F CO LTD	FM	905473	N/A	905473	610259	KRW	No	925473	610259
KSE	112040	WEMADE CO LTD	FN	85870.50	N/A	85870.50	74670	KRW	No	85870.50	74670
KSE	196170	ALTEOGEN INC	FP	1214840	N/A	1214840	893598.66	KRW	No	1234840	893598.66
KSE	058470	LEENO INDUSTRIAL INC	FQ	441333.60	N/A	441333.60	286926.50	KRW	No	419333.60	286926.50
KSE	052690	KEPCO ENGINEERING & CONSTRUC	G3	617672	N/A	617672	422448	KRW	No	649672	422448
KSE	000150	DOOSAN CO LTD	GT	8018186	N/A	8018186	5352124	KRW	No	8038186	5352124

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	7685.26	N/A	7685.26	6682.84	USD	No	7685.26	6682.84
LMEOTC	CA	CARREFOUR SA	CA	31315.94	N/A	31315.94	27229.78	USD	No	31314.68	27229.78
LMEOTC	PB	LEAD - LME	PB	3742.15	N/A	3742.15	3254.00	USD	No	3742.15	3254.00
LMEOTC	SNLME	TIN FUTURE	SN	87891.12	N/A	87891.12	76401.71	USD	No	87891.12	76401.71
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	8306.38	N/A	8306.38	7222.90	USD	No	8306.38	7222.90

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	914.775	N/A	914.775	795.457	EUR	Yes	1510.97	1313.89
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	3623.26	N/A	3623.26	3150.66	EUR	Yes	4512.28	3923.73
MATIF	EMA	CORN	EMA	1297.58	N/A	1297.58	1128.32	EUR	No	1297.58	1128.32

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	IBEX35	IBEX 35 INDEX	IBX	12075.58	10500	17250.83	15000	EUR	No	17250.83	15000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1207.54	1050	1725.06	1500	EUR	Yes	1725.06	1500

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	8054.92	N/A	8054.92	7004.27	MXN	No	13625.17	11847.97
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	22561.70	N/A	22561.70	19618.87	MXN	No	22561.70	19618.87
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	62685.10	N/A	62685.10	54505.85	MXN	Yes²	70973.38	61712.66
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	12537.64	N/A	12537.64	10901.17	MXN	No	14195.37	12342.53

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	4072.68	N/A	4072.68	3541.46	EUR	No	4072.68	3541.46
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3919.57	N/A	3919.57	3407.33	EUR	No	3919.57	3407.33
MONEP	CAC40	CAC 40	FCE	5144.99	4473.91	7349.99	6391.30	EUR	Yes	6350.34	5522.03
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	20330.86	N/A	20330.86	17679.01	EUR	No	20330.86	17679.01
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	14972.10	N/A	14972.10	13019.22	EUR	No	14972.10	13019.22
MONEP	CAC40	CAC 40	MFC	514.499	447.391	734.999	639.13	EUR	No	635.034	552.203

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	7725.38	N/A	7725.38	6717.72	INR	Yes	7682.30	6680.26
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12911.05	N/A	12911.05	11227.00	INR	No	12911.05	11227.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	3705.94	N/A	3705.94	3222.56	INR	Yes	3705.94	3222.56
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	14886.18	N/A	14886.18	12944.50	INR	No	14886.19	12944.50
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	8071.59	N/A	8071.59	7018.70	INR	No	8071.59	7018.70
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2301.03	N/A	2301.03	2000.895	INR	Yes	2289.69	1991.035
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3327.68	N/A	3327.68	2893.63	INR	Yes	3308.82	2877.23
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	11010.68	N/A	11010.68	9574.50	INR	Yes	11010.68	9574.50

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	3948.31	N/A	3948.31	3433.32	USD	No	3948.33	3433.32
NYBOT	AC	COFFEE "C" METRIC	AC	9522	N/A	9522	8280	USD	No	9522	8280
NYBOT	CC	COCOA NYBOT	CC	12259.96	N/A	12259.96	10660.84	USD	Yes	12259.96	10660.84
NYBOT	CT	COTTON NO. 2	CT	4236.76	N/A	4236.76	3684.13	USD	Yes	4236.76	3684.13
NYBOT	DX	NYBOT US DOLLAR FX	DX	2298.21	N/A	2298.21	1998.45	USD	Yes	2298.21	1998.45
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	19408.46	N/A	19408.46	16875.74	USD	No	19408.46	16875.74
NYBOT	KC	COFFEE "C"	KC	17886.16	N/A	17886.16	15553.18	USD	Yes	17886.16	15553.18
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	11460.42	N/A	11460.42	9965.41	USD	Yes	11460.42	9965.41
NYBOT	RS	CANOLA	RS	1478.01	N/A	1478.01	1285.23	CAD	No	1478.01	1285.23
NYBOT	SB	SUGAR NO. 11	SB	1986.86	N/A	1986.86	1727.70	USD	Yes	1986.86	1727.70
NYBOT	SF	SUGAR #16 112000 LBS	SF	2310.80	N/A	2310.80	2009.39	USD	No	2310.80	2009.39

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	26631.18	N/A	26631.18	21304.94	USD	No	26631.17	21304.94
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	26631.17	N/A	26631.17	21304.94	USD	Yes	27431.17	21304.94
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	25588.24	N/A	25588.24	20238.59	USD	Yes	25298.24	20238.59
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7573.86	N/A	7573.86	6203.35	USD	No	7133.85	6203.35
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7133.85	N/A	7133.85	6203.35	USD	No	7133.85	6203.35
NYMEX	HO	HEATING OIL	HO	39706.07	N/A	39706.07	31764.86	USD	Yes	45166.07	31764.86
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7574.82	N/A	7574.82	6203.35	USD	No	7134.82	6203.35
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	2558.82	N/A	2558.82	2023.86	USD	Yes	2529.82	2023.86
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	3970.61	N/A	3970.61	3176.49	USD	No	3970.61	3176.49
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	757.386	N/A	757.386	620.335	USD	No	713.385	620.335
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2687.26	N/A	2687.26	2149.81	USD	No	2687.26	2149.81
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7573.85	N/A	7573.85	6203.35	USD	Yes	7133.85	6203.35
NYMEX	PA	PALLADIUM INDEX	PA	41911.73	N/A	41911.73	32905.85	USD	No	37841.73	32905.85
NYMEX	PL	PLATINUM INDEX	PL	23329.79	N/A	23329.79	16973.73	USD	No	19519.79	16973.73
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1893.47	N/A	1893.47	1550.84	USD	No	1783.47	1550.84
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	12809.12	N/A	12809.12	10119.30	USD	No	12649.12	10119.30
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	26872.60	N/A	26872.60	21498.08	USD	Yes	28435.00	21498.08
NYMEX	TT	NYMEX COTTON INDEX	TT	12819.89	N/A	12819.89	11147.73	USD	No	12819.89	11147.73

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	15663.51	N/A	15663.51	13619.64	USD	No	15663.51	13619.64
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	14165.96	N/A	14165.96	12317.48	USD	No	14165.96	12317.48
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	25415.17	N/A	25415.17	22100.14	USD	No	25415.17	22100.14
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	9219.13	8016.63	13170.18	11452.33	USD	No	12850.77	11174.59
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	6578.45	5720.39	9397.79	8171.99	USD	No	10261.43	8922.98
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	74137.80	N/A	74137.80	64467.65	USD	No	74137.80	64467.65

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	28809.50	N/A	28809.50	25046.01	SEK	No	28809.50	25046.01
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	20847.09	18127.90	29781.56	25897.00	SEK	Yes	29781.55	25897.00

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	4447786.23	3867640.20	6353980.33	5525200.28	JPY	Yes	6353980.33	5525200.28
OSE.JPN	N225M	NIKKEI 225 MINI	225M	444778.62	386764.02	635398.03	552520.03	JPY	Yes	635398.03	552520.03
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	44477.86	38676.40	63539.80	55252.00	JPY	No	63539.80	55252.00
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	264014.69	N/A	264014.69	229574.15	JPY	No	264014.69	229574.15
OSE.JPN	TPXC30	TOPIX CORE30	C30	200370.41	N/A	200370.41	174235.14	JPY	No	200370.41	174235.14
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	692989.86	N/A	692989.86	602383.38	JPY	No	692989.86	602383.38
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1874654.42	N/A	1874654.42	1630134.28	JPY	Yes	1874654.42	1630134.28
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	187465.44	N/A	187465.44	163013.43	JPY	No	187465.44	163013.43
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	87126.69	N/A	87126.69	75762	JPY	No	87126.69	75762
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	190900	N/A	190900	166000	JPY	No	180514.62	156969.23
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	211941.45	N/A	211941.45	184247.12	JPY	No	211941.45	184247.12
OSE.JPN	TOPX	TOPIX INDEX	TPX	2334612.09	2030097.47	3335160.13	2900139.25	JPY	No	3335160.13	2900139.25
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	233461.21	203009.75	333516.01	290013.92	JPY	No	333516.01	290013.92

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	25370.03	N/A	25370.03	20296.02	USD	No	25370.03	20296.02
QBALGOIEU	GOIL	ICE GASOIL	GOIL	48308.98	N/A	48308.98	38647.19	USD	No	48308.98	38647.19
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	21507.42	N/A	21507.42	17205.93	USD	No	21507.42	17205.93

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	12259.96	N/A	12259.96	10660.84	USD	No	12259.96	10660.84
QBALGOIUS	CT	COTTON NO. 2	CT	4236.76	N/A	4236.76	3684.13	USD	No	4236.76	3684.13
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2298.21	N/A	2298.21	1998.45	USD	No	2298.21	1998.45
QBALGOIUS	KC	COFFEE "C"	KC	17886.16	N/A	17886.16	15553.18	USD	No	17886.16	15553.18
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	11460.42	N/A	11460.42	9965.41	USD	No	11460.42	9965.41
QBALGOIUS	SB	SUGAR NO. 11	SB	1986.86	N/A	1986.86	1727.70	USD	No	1986.86	1727.70

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	342073.75	N/A	342073.75	297455.37	JPY	No	342073.67	297455.37
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1972.04	N/A	1972.04	1714.82	USD	No	1972.04	1714.82
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1551.98	1349.54	2217.11	1927.92	USD	No	2217.11	1927.92
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4309.625	N/A	4309.625	3747.50	USD	No	4309.625	3747.50
SGX	XIN0I	FTSE CHINA H50	FCH	4346.86	N/A	4346.86	3779.86	USD	No	4346.86	3779.86
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1288.00	N/A	1288.00	1120.00	USD	No	1288.00	1120.00
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1904.53	N/A	1904.53	1656.05	USD	No	1904.53	1656.05
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1692.20	N/A	1692.20	1471.48	USD	No	1692.20	1471.48
SGX	INR	UNITED STATES DOLLAR	INR	11009.24	N/A	11009.24	9573.25	USD	No	11009.24	9573.25
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	11017.575	N/A	11017.575	9580.50	USD	No	11017.575	9580.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2401.20	N/A	2401.20	2088	USD	No	2401.20	2088
SGX	SGB	SGX MINI JGB INDEX	JB	280005.34	N/A	280005.34	243478.29	JPY	No	280005.44	243478.29
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	397137.17	N/A	397137.17	345336.67	JPY	No	397137.17	345336.67
SGX	KRW	KOREAN WON	KRW	9669.44	N/A	9669.44	8401.25	USD	No	9663.19	8401.25
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1934.17	N/A	1934.17	1680.25	USD	No	1931.65	1677.77
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	885.501	770.001	1265.00	1100.00	USD	No	1265.00	1100.00
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	5841.885	N/A	5841.885	5079.90	CNH	No	5841.885	5079.90
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	2117150	N/A	2117150	1841000	JPY	No	2117150	1841000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	1932	1680	2760	2400	USD	No	2760	2400
SGX	SGXNK	SGX: NIKKEI 225	NK	1925262.43	1674141.24	2750374.89	2391630.34	JPY	Yes	2750374.89	2391630.34
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	385052.49	334828.25	550074.98	478326.07	JPY	No	550074.98	478326.07
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	88770.12	N/A	88770.12	77191.41	USD	No	88770.12	77191.41
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	2196.42	1909.93	3137.74	2728.47	SGD	Yes²	3137.74	2728.47
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6854.56	N/A	6854.56	5960.49	SGD	No	6854.56	5960.49
SGX	STI	SGX STRAITS TIMES INDEX	ST	924.374	N/A	924.374	803.78	SGD	No	924.374	803.78
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2551.99	N/A	2551.99	2218.60	USD	No	2551.99	2218.60
SGX	TSR20	SICOM RUBBER	TF	1160.40	N/A	1160.40	1009.04	USD	No	1160.40	1009.04
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	37145.50	N/A	37145.50	32300.00	JPY	No	37145.00	32300.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2677.90	N/A	2677.90	2328.61	USD	No	2677.90	2328.61
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7651.14	N/A	7651.14	6652.80	USD	No	7651.14	6652.80
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	8855.01	7700.01	12650.02	11000.02	USD	No	12650.02	11000.02
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	23367.54	N/A	23367.54	20319.60	CNH	Yes	23367.54	20319.60
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	9009685.05	N/A	9009685.05	7834508.74	JPY	No	9009686.55	7834508.74
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1714.44	N/A	1714.44	1490.07	SGD	No	1714.44	1490.07
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1801878.80	N/A	1801878.80	1566850.92	JPY	No	1801879.40	1566850.92
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1225.33	N/A	1225.33	1065.51	SGD	No	1243.70	1065.51
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	5685.71	N/A	5685.71	4944.09	SGD	No	5761.83	4944.09
SGX	G13	GENTING SINGAPORE LTD	YGEN	535.003	N/A	535.003	465.22	SGD	No	541.474	465.22
SGX	BN4	KEPPEL LTD	YKEP	5638.25	N/A	5638.25	4902.82	SGD	No	5683.74	4902.82
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	7900.79	N/A	7900.79	6870.26	SGD	No	7972.50	6870.26
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	4159.22	N/A	4159.22	3616.72	SGD	No	4200.65	3616.72
SGX	Y92	THAI BEVERAGE PCL	YTBE	724.845	N/A	724.845	630.30	SGD	No	736.835	630.30
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	6445.93	N/A	6445.93	5605.16	SGD	No	6518.64	5605.16
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	3261.80	N/A	3261.80	2836.35	SGD	No	3290.76	2836.34
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	35533.18	N/A	35533.18	8043.81	SGD	No	9379.45	8043.82
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	381.30	N/A	381.30	330.422	USD	No	379.986	330.422

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	12642.525	10993.50	18060.75	15705	AUD	Yes	18060.75	15705
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	653.215	N/A	653.215	568.013	AUD	No	653.215	568.013
SNFE	IR	90 DAY BILLS	IR	1192.99	N/A	1192.99	1037.39	AUD	No	1192.99	1037.39
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	2904.94	N/A	2904.94	2526.04	AUD	No	2904.94	2526.04
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1212.12	N/A	1212.12	1054.01	AUD	No	1212.12	1054.01

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，从而得出您的头寸风险估值。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。

哪些头寸适用？

所有可进行保证金交易的权益证券头寸均适用，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。
鉴于监管的限制，盈透证券目前不对澳大利亚居民提供保证金借贷。

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

B3

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？

哪些头寸适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴