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	9403.65	N/A	9403.65	8177.08	BRL	No	7501.26	6522.84
B3	CCM	-	CCM	2682.16	N/A	2682.16	2332.31	BRL	No	2475.27	2152.41
B3	DI1	-	DI1	321.04	N/A	321.04	279.165	BRL	No	321.04	279.165
B3	DOL	-	DOL	39107.09	N/A	39107.09	34006.16	BRL	No	39039.96	33947.79
B3	IND	-	IND	25586.87	22249.45	36552.67	31784.93	BRL	No	36051.95	31349.52
B3	SML	-	SML	12804.57	N/A	12804.57	11134.41	BRL	No	12804.57	11134.41
B3	WDO	-	WDO	7821.42	N/A	7821.42	6801.23	BRL	No	7807.99	6789.56
B3	WIN	-	WIN	5117.37	4449.89	7310.53	6356.99	BRL	No	7210.39	6269.90

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	10669.89	N/A	10669.89	9278.17	EUR	Yes²	10669.89	9278.17

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	11251.86	N/A	11251.86	9784.22	MYR	No	11251.86	9784.22
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	702.443	N/A	702.443	586.457	USD	No	674.443	586.457
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	965.282	N/A	965.282	839.376	USD	No	965.282	839.376
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	816.435	N/A	816.435	709.943	USD	No	816.435	709.943
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3840.12	N/A	3840.12	3339.24	USD	No	3840.12	3339.24
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	940.132	N/A	940.132	684.547	USD	No	787.232	684.547
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	2347.07	N/A	2347.07	1866.95	USD	No	2147.07	1866.95
CBOT	DHY	BLOOMBERG HIGH YIELD DURATION-HEDGED CREDIT INDEX	DHY	5738.75	N/A	5738.75	4806.52	USD	No	5528.75	4806.52
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	6437.85	N/A	6437.85	5519.16	USD	No	6347.85	5519.16
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	5779.85	N/A	5779.85	5025.66	USD	No	5944.85	5025.66
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3200.16	N/A	3200.16	2608.83	USD	Yes	3000.16	2608.83
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	802.801	N/A	802.801	698.088	USD	No	838.764	698.088
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1095.70	N/A	1095.70	952.786	USD	No	1117.58	952.786
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	1244.55	1076.74	1777.93	1538.20	USD	No	1768.71	1538.01
CBOT	MZC	MICRO CORN FUTURES	MZC	171.811	N/A	171.811	149.401	USD	No	191.811	149.401
CBOT	MZL	MICRO SOYBEAN OIL FUTURES	MZL	514.216	N/A	514.216	395.491	USD	No	454.814	395.491
CBOT	MZM	MICRO SOYBEAN MEAL FUTURES	MZM	329.779	N/A	329.779	277.199	USD	No	318.779	277.199
CBOT	MZS	MICRO SOYBEAN FUTURES	MZS	470.687	N/A	470.687	407.119	USD	No	468.187	407.119
CBOT	MZW	MICRO WHEAT FUTURES	MZW	278.674	N/A	278.674	226.021	USD	No	259.924	226.021
CBOT	NDOW	E-NANO DOW JONES INDUSTRIAL AVERAGE INDEX	NDOW	123.827	107.676	176.896	153.823	USD	No	176.874	153.804
CBOT	QDF	SPOT-QUOTED DOW (CLEARED FUTURE)	QDF	243.676	211.892	348.109	302.703	USD	No	348.066	302.666
CBOT	QDOW	SPOT-QUOTED DOW JONES INDUSTRIAL AVERAGESM INDEX FUTURES	QDOW	247.393	215.006	353.418	307.151	USD	No	353.18	307.113
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	3425.12	N/A	3425.12	2978.34	USD	No	3585.12	2978.34
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	3080.96	N/A	3080.96	2679.10	USD	Yes	3331.21	2679.10
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	4945	N/A	4945	4300	USD	No	4945	4300
CBOT	UB	ULTRA TREASURY BOND	UB	5922.52	N/A	5922.52	5150.02	USD	Yes	6141.25	5150.02
CBOT	YC	MINI SIZED CORN FUTURES	XC	343.622	N/A	343.622	298.802	USD	No	376.122	298.802
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	943.874	N/A	943.874	814.238	USD	No	936.374	814.238
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	562.348	N/A	562.348	452.042	USD	No	519.848	452.042
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	694.406	N/A	694.406	603.83	USD	No	694.404	603.83
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	1318.88	N/A	1318.88	1146.85	USD	No	1383.88	1146.85
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	3578.84	N/A	3578.84	3112.04	USD	No	3578.85	3112.04
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	661.279	N/A	661.279	575.025	USD	No	698.751	575.025
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	1559.79	N/A	1559.79	1356.34	USD	No	1724.80	1356.34
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	12445.51	10767.40	17779.30	15382	USD	Yes	17687.10	15380.09
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	2070.10	N/A	2070.10	1800.09	USD	No	2413.87	1800.09
CBOT	ZB	US TREASURY BOND	ZB	4396.12	N/A	4396.12	3822.71	USD	Yes	4740.12	3822.71
CBOT	ZC	CORN FUTURES	ZC	1718.11	N/A	1718.11	1494.01	USD	Yes	1880.61	1494.01
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	1437.50	N/A	1437.50	1250.00	USD	Yes	1671.81	1250.00
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4997.88	N/A	4997.88	3850.33	USD	Yes	4427.88	3850.33
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3229.70	N/A	3229.70	2686.69	USD	Yes	3089.70	2686.69
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	2156.25	N/A	2156.25	1875	USD	Yes	2406.25	1875
CBOT	ZO	OAT FUTURES	ZO	4831.31	N/A	4831.31	3994.62	USD	Yes	4593.81	3994.62
CBOT	ZQ	30 DAY FED FUNDS	ZQ	1123.29	N/A	1123.29	976.772	USD	Yes²	1248.29	976.772
CBOT	ZR	ROUGH RICE FUTURES	ZR	5531.45	N/A	5531.45	4809.68	USD	Yes	5921.45	4809.68
CBOT	ZS	SOYBEAN FUTURES	ZS	4719.37	N/A	4719.37	4071.19	USD	Yes	4681.87	4071.19
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1379.99	N/A	1379.99	1199.99	USD	Yes	1597.88	1199.99
CBOT	ZW	WHEAT FUTURES	ZW	2811.74	N/A	2811.74	2260.21	USD	Yes	2599.24	2260.21

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	2851.98	N/A	2851.98	2479.98	CAD	No	2851.98	2479.98
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	1670.50	N/A	1670.50	1452.60	CAD	No	1670.49	1452.60
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	744.581	N/A	744.581	647.46	CAD	No	744.579	647.46
CDE	CRA	3 MONTH CORRA	CRA	417.447	N/A	417.447	362.998	CAD	No	417.447	362.998
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	20568.79	17885.90	29383.98	25551.29	CAD	No	29383.99	25551.29
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	23220.33	N/A	23220.33	20191.59	CAD	No	23220.33	20191.59

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	10412.39	N/A	10412.39	9054.25	USD	No	10412.39	9054.25
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	9684.01	N/A	9684.01	8420.87	USD	No	9684.00	8420.87
CFE	IEMD	IBOXX $ EMERGING MARKET BOND INDEX	IEMD	1028.16	N/A	1028.16	894.055	USD	No	1028.16	894.055
CFE	PBT	CBOE KAIKO BITCOIN INDEX	PBT	391.84	N/A	391.84	340.73	USD	No	391.84	340.73
CFE	PET	CBOE KAIKO ETHER INDEX	PET	126.617	N/A	126.617	110.102	USD	No	126.617	110.102
CFE	VA	S&P 500 VARIANCE	VA	293.25	N/A	293.25	255	USD	No	664.387	577.727
CFE	VIX	CBOE VOLATILITY INDEX	VX	5646.50	N/A	5646.50	4910	USD	Yes	21218.16	18450.58
CFE	VIX	CBOE VOLATILITY INDEX	VX45	8556	N/A	8556	7440	USD	No	24685.54	21465.68
CFE	VIX	CBOE VOLATILITY INDEX	VX47	8556	N/A	8556	7440	USD	No	22687.69	19728.43
CFE	VIX	CBOE VOLATILITY INDEX	VX48	8556	N/A	8556	7440	USD	No	22184.04	19290.47
CFE	VIX	CBOE VOLATILITY INDEX	VX49	8556	N/A	8556	7440	USD	No	21792.03	18949.59
CFE	VIX	CBOE VOLATILITY INDEX	VX51	8556	N/A	8556	7440	USD	No	21133.47	18376.93
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	855.60	N/A	855.60	744	USD	No	2358.25	2050.65

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	2617.85	N/A	2617.85	2276.39	USD	Yes	2757.85	2276.39
CME	GBP	BRITISH POUND	6B	2484.34	N/A	2484.34	2160.29	USD	Yes	2909.34	2160.29
CME	CAD	CANADIAN DOLLAR	6C	1473.64	N/A	1473.64	1281.43	USD	Yes	1748.64	1281.43
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3970.89	N/A	3970.89	3452.94	USD	Yes	4839.64	3452.94
CME	6H	CHINESE RENMINBI - OFFSHORE	6H	1220.03	N/A	1220.03	1000.01	USD	No	1150.03	1000.01
CME	JPY	JAPANESE YEN	6J	3220	N/A	3220	2800	USD	Yes	3738.75	2800
CME	BRE	BRAZILIAN REAL	6L	1936.25	N/A	1936.25	1350	USD	Yes²	1776.25	1350
CME	6M	MEXICAN PESO	6M	1848.51	N/A	1848.51	1607.40	USD	Yes	1853.51	1607.40
CME	NZD	NEW ZEALAND DOLLAR	6N	2402.42	N/A	2402.42	2089.06	USD	Yes²	2797.42	2089.06
CME	CHF	SWISS FRANC	6S	5247.67	N/A	5247.67	4563.19	USD	Yes	6641.42	4563.19
CME	ZAR	SOUTH AFRICAN RAND	6Z	2428.09	N/A	2428.09	2111.375	USD	No	2553.09	2111.375
CME	ACDX	AUSTRALIAN DOLLAR	ACD	16509.98	N/A	16509.98	14356.51	CAD	No	16509.98	14356.51
CME	ADA	CME CF CARDANO – DOLLAR REFERENCE RATE	ADA	14025.47	N/A	14025.47	11717.80	USD	No	13475.46	11717.79
CME	AJY	AUSTRALIAN DOLLAR	AJY	3287487.65	N/A	3287487.65	2801293.96	JPY	No	3221488.05	2801293.96
CME	BFF	CME CF BITCOIN REFERENCE RATE NEW YORK - BFF FUTURES	BFF	606.806	N/A	606.806	527.657	USD	No	606.806	527.657
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	61311.56	N/A	61311.56	53314.40	USD	No	61311.56	53314.40
CME	BOS	BOSTON HOUSING INDEX	BOS	5186.50	N/A	5186.50	4510.00	USD	No	5186.50	4510.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	133752.28	N/A	133752.28	111151.91	USD	Yes	127824.75	111151.91
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	195355.625	N/A	195355.625	165787.50	EUR	No	228786.75	198945
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	5161.97	N/A	5161.97	4488.67	USD	No	5161.97	4488.67
CME	CHI	CHICAGO HOUSING INDEX	CHI	3427.00	N/A	3427.00	2980.00	USD	No	3427.00	2980.00
CME	CLP	CHILEAN PESO	CHP	7985.11	N/A	7985.11	6939.22	USD	No	7980.11	6939.22
CME	CJY	CANADIAN DOLLAR	CJY	2093527.78	N/A	2093527.78	1820458.94	JPY	No	2093527.78	1820458.94
CME	CNH	UNITED STATES DOLLAR	CNH	22983.02	N/A	22983.02	19984.50	CNH	No	23533.02	19984.50
CME	CSC	CHEESE	CSC	5900.98	N/A	5900.98	4957.37	USD	No	5700.98	4957.37
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5338.88	N/A	5338.88	4642.50	USD	No	5338.87	4642.50
CME	CZK	CZECH KORUNA	CZK	14122.94	N/A	14122.94	12280.82	USD	Yes²	14122.94	12280.82
CME	DA	MILK CLASS III INDEX	DC	5246.16	N/A	5246.16	4231.44	USD	Yes	4866.16	4231.44
CME	DEN	DENVER HOUSING INDEX	DEN	4502.25	N/A	4502.25	3915.00	USD	No	4502.25	3915.00
CME	DY	CME DRY WHEY INDEX	DY	7568.43	N/A	7568.43	6581.24	USD	No	7568.43	6581.24
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1985.44	N/A	1985.44	1726.47	USD	No	2419.82	1726.47
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	16562.18	N/A	16562.18	14393.92	AUD	No	17399.68	14393.92
CME	EBMEUR	MILLING WHEAT FUTURES	EBM	3907.78	N/A	3907.78	3315.75	EUR	No	4576.53	3978.90
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	10030.24	N/A	10030.24	8716.83	CAD	No	10555.24	8716.83
CME	ECK	CZECH KORUNA	ECK	9431.84	N/A	9431.84	8201.60	EUR	No	9431.84	8201.60
CME	EEM	MICRO ETHER EURO	EEM	147.72	N/A	147.72	125.136	EUR	No	143.921	125.137
CME	EHF	HUNGARIAN FORINT	EHF	7201.21	N/A	7201.21	6256.70	EUR	Yes²	7195.21	6256.70
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	22397.51	18356.10	31996.44	26223.00	USD	Yes²	30156.46	26223.00
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	563573.50	358891.53	805105	512702.19	JPY	No	589607.52	512702.19
CME	EPZ	POLISH ZLOTY	EPZ	6532	N/A	6532	5680	EUR	Yes²	6532	5680
CME	ES	E-MINI S&P 500	ES	26704.39	18568.96	38149.125	26527.09	USD	Yes	29179.80	26527.09
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	43767.94	N/A	43767.94	35243.08	USD	No	40537.94	35243.08
CME	ESTR	EURO SHORT-TERM RATE	ESR	1341.34	N/A	1341.34	1166.08	EUR	No	1503.83	1166.08
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	73853.47	N/A	73853.47	62568.24	EUR	No	71953.72	62568.45
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	49456.19	N/A	49456.19	41483.64	USD	Yes	59632.74	51854.55
CME	SPW	S&P 500 EQUAL WEIGHT INDEX	EWF	16177.99	N/A	16177.99	13432.15	USD	No	15447.99	13432.15
CME	GSCI	S&P-GSCI INDEX	GD	48895.22	N/A	48895.22	39694.10	USD	No	45648.22	39694.10
CME	GDK	CLASS IV MILK - 200K LBS	GDK	7006.14	N/A	7006.14	6092.29	USD	No	7006.14	6092.29
CME	GF	FEEDER CATTLE	GF	15260.92	N/A	15260.92	12063.84	USD	Yes	13873.42	12063.84
CME	NF	NON FAT DRY MILK INDEX	GNF	16021.76	N/A	16021.76	13931.97	USD	No	16142.76	13931.97
CME	HE	LEAN HOGS	HE	2359.46	N/A	2359.46	1947.36	USD	Yes	2239.46	1947.36
CME	HUF	HUNGARIAN FORINT	HUF	13250.43	N/A	13250.43	11522.11	USD	Yes²	13262.43	11522.11
CME	IBAA	BOVESPA INDEX - USD	IBV	62368.90	N/A	62368.90	54233.82	USD	No	62368.90	54233.82
CME	ILS	ISRAELI SHEKEL	ILS	47699.54	N/A	47699.54	41477.86	USD	Yes²	47699.54	41477.86
CME	J7	JAPANESE YEN	J7	1610	N/A	1610	1400	USD	No	1869.375	1400
CME	KRW	KOREAN WON	KRW	18781.11	N/A	18781.11	15835.50	USD	Yes²	11788.51	10246.50
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4272.25	N/A	4272.25	3715.00	USD	No	4272.25	3715.00
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6411.25	N/A	6411.25	5575	USD	No	6411.25	5575
CME	LBR	LUMBER FUTURES	LBR	2754.88	N/A	2754.88	2311.46	USD	No	2658.63	2311.46
CME	LE	LIVE CATTLE	LE	6254.86	N/A	6254.86	5439.01	USD	Yes	6274.86	5439.01
CME	LNK	CME CF CHAINLINK - DOLLAR REFERENCE RATE	LNK	35595.75	N/A	35595.75	29909.34	USD	No	34395.71	29909.32
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	990.85	791.003	1415.50	1130.00	USD	No	1299.50	1130.00
CME	M6A	AUSTRALIAN DOLLAR	M6A	261.785	N/A	261.785	227.639	USD	No	275.785	227.639
CME	M6B	BRITISH POUND	M6B	248.434	N/A	248.434	216.029	USD	No	290.934	216.029
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	397.089	N/A	397.089	345.294	USD	No	483.964	345.294
CME	MBT	MICRO BITCOIN	MBT	2674.54	N/A	2674.54	2223.04	USD	Yes	2556.49	2223.04
CME	MCA.X	MSCI CHINA A 50 CONNECT INDEX	MCA	1402.91	N/A	1402.91	1171.78	USD	No	1347.91	1171.78
CME	MCD	CANADIAN DOLLAR	MCD	147.364	N/A	147.364	128.143	USD	No	174.864	128.143
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	2670.44	1856.90	3814.91	2652.71	USD	Yes	2917.98	2652.71
CME	MET	MICRO ETHER	MET	98.8624	N/A	98.8624	82.9673	USD	Yes	119.265	103.709
CME	MIA	MIAMI HOUSING INDEX	MIA	6552.13	N/A	6552.13	5697.50	USD	No	6552.12	5697.50
CME	MIR	INDIAN RUPEE	MIR	1228.06	N/A	1228.06	1065.20	USD	No	1225.06	1065.20
CME	MJY	JAPANESE YEN	MJY	322	N/A	322	280	USD	No	373.25	280
CME	MLN	MICRO CHAINLINK	MLN	1780.49	N/A	1780.49	1495.47	USD	No	1720.49	1495.47
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	282311.75	179445.77	403302.50	256351.095	JPY	No	294803.76	256351.095
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	4539.15	N/A	4539.15	3003.61	USD	No	3454.15	3003.61
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	5202.99	3329.80	7432.85	4756.85	USD	Yes	5232.54	4756.85
CME	MSF	SWISS FRANC	MSF	524.767	N/A	524.767	456.319	USD	No	664.142	456.319
CME	MSL	MICRO SOLANA	MSL	1250.11	N/A	1250.11	1038.125	USD	No	1193.86	1038.13
CME	MXL	MICRO LUMENS	MXL	1213.67	N/A	1213.67	979.154	USD	No	1126.17	979.154
CME	MXP	MICRO XRP	MXP	1552.88	N/A	1552.88	1323.125	USD	No	1521.63	1323.125
CME	N2K	E-NANO RUSSELL 2000 INDEX FUTURES	N2K	99.0182	79.1031	141.455	113.004	USD	No	129.955	113.004
CME	NES	E-NANO S&P 500 INDEX	NES	266.877	185.696	381.253	265.28	USD	No	305.072	265.28
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	2817867.50	1794457.665	4025525	2563510.95	JPY	No	2948037.59	2563510.95
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	45341.52	N/A	45341.52	30036.10	USD	No	34541.52	30036.10
CME	NNQ	E-NANO NASDAQ-100 INDEX FUTURES	NNQ	520.437	332.983	743.481	475.69	USD	No	547.044	475.69
CME	NOK	NORWEGIAN KRONE	NOK	20065.59	N/A	20065.59	17447.51	USD	No	20915.59	17447.51
CME	NQ	E-MINI NASDAQ 100	NQ	52029.92	33297.96	74328.45	47568.51	USD	Yes	52325.37	47568.51
CME	NYM	NEW YORK HOUSING INDEX	NYM	5111.75	N/A	5111.75	4445.00	USD	No	5111.75	4445.00
CME	PJY	BRITISH POUND	PJY	2557521.51	N/A	2557521.51	2186975.12	JPY	No	2515021.39	2186975.12
CME	PLN	POLISH ZLOTY	PLN	14830.56	N/A	14830.56	12896.14	USD	Yes²	14830.56	12896.14
CME	PSF	BRITISH POUND	PSF	12300.86	N/A	12300.86	10696.40	CHF	No	12300.86	10696.40
CME	QBTC	SPOT-QUOTED BITCOIN	QBTC	373.007	N/A	373.007	324.354	USD	No	373.007	324.354
CME	QEF	SPOT-QUOTED ETHER (CLEARED FUTURE)	QEF	140.377	N/A	140.377	122.067	USD	No	140.377	122.067
CME	QETH	SPOT-QUOTED ETHER FUTURE	QETH	143.964	N/A	143.964	125.186	USD	No	143.964	125.186
CME	QNDX	SPOT QUOTED NASDAQ-100 INDEX	QNDX	263.038	165.925	375.769	237.036	USD	No	272.591	237.036
CME	QNF	SPOT-QUOTED NASDAQ-100 (CLEARED FUTURE)	QNF	209.232	162.53	298.903	232.186	USD	No	271.734	232.186
CME	QRF	SPOT-QUOTED RUSSELL 2000 (CLEARED FUTURE)	QRF	178.962	155.619	255.66	222.313	USD	No	255.66	222.313
CME	QRTY	SPOT QUOTED RUSSELL 2000 INDEX	QRTY	181.591	157.78	259.415	225.40	USD	No	259.21	225.40
CME	QSF	SPOT-QUOTED S&P 500 (CLEARED FUTURE)	QSF	466.093	364.195	665.848	520.279	USD	No	598.321	520.279
CME	QSPX	SPOT-QUOTED STANDARD AND POOR'S 500 STOCK PRICE INDEX	QSPX	524.967	370.231	749.954	528.902	USD	No	608.237	528.902
CME	QTF	SPOT-QUOTED BITCOIN (CLEARED FUTURE)	QTF	362.986	N/A	362.986	315.64	USD	No	362.986	315.64
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4677.65	N/A	4677.65	3773.96	CHF	No	4340.15	3773.96
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8578.425	N/A	8578.425	7459.50	USD	Yes²	8578.425	7459.50
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	10670.08	N/A	10670.08	9274.86	EUR	Yes²	10666.08	9274.86
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6020.64	N/A	6020.64	5235.31	GBP	No	6151.89	5235.31
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	29457.88	N/A	29457.88	25596.66	USD	No	29457.89	25596.66
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	76725.10	N/A	76725.10	63023.64	USD	No	72495.10	63023.64
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	14737.20	N/A	14737.20	12791.86	USD	No	14712.20	12791.86
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	9908.50	7910.03	14155.00	11300.04	USD	Yes	12995.05	11300.04
CME	RY	EUROPEAN MONETARY UNION EURO	RY	870785.56	N/A	870785.56	750662.63	JPY	Yes²	863285.31	750662.63
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4854.00	N/A	4854.00	4210.00	USD	No	4841.50	4210.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6431.38	N/A	6431.38	5592.50	USD	No	6431.37	5592.50
CME	SDI	S&P 500 QUARTERLY DIVIDEND INDEX	SDI	759.75	N/A	759.75	565.006	USD	No	649.757	565.006
CME	SEK	SWEDISH KRONA	SEK	15904.98	N/A	15904.98	13828.77	USD	No	17954.98	13828.77
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5269.88	N/A	5269.88	4582.50	USD	No	5269.88	4582.50
CME	SIR	INDIAN RUPEE	SIR	6125.14	N/A	6125.14	5326	USD	No	6185.14	5326
CME	SJY	SWISS FRANC	SJY	4381052.51	N/A	4381052.51	3809610.88	JPY	No	4519803.01	3809610.88
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	44130.69	N/A	44130.69	38374.51	USD	No	44130.69	38374.51
CME	SOL	CME CF SOLANA – DOLLAR REFERENCE RATE	SOL	25002.97	N/A	25002.97	20762.50	USD	No	23877.98	20762.50
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	1035.00	N/A	1035.00	900.00	USD	No	1160.00	900.00
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	833.859	N/A	833.859	725.095	USD	Yes	921.253	725.095
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	1144.46	N/A	1144.46	995.185	USD	No	1144.47	995.185
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4896.13	N/A	4896.13	4257.50	USD	No	4896.13	4257.50
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	20186.49	N/A	20186.49	17509.24	USD	No	20136.49	17509.24
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	18182.65	N/A	18182.65	14402.24	USD	No	16562.64	14402.24
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	14942.23	N/A	14942.23	12981.87	USD	No	14929.73	12981.87
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	32196.82	N/A	32196.82	26525.54	USD	No	30506.82	26525.54
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	88645.73	N/A	88645.73	66521.06	USD	No	76505.74	66521.06
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	11120.77	N/A	11120.77	9670.08	USD	No	11650.77	9670.08
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	5599.78	N/A	5599.78	4869.22	USD	No	5787.28	4869.22
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	10716.91	N/A	10716.91	9318.79	USD	No	10766.91	9318.79
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	27774.83	N/A	27774.83	24150.50	USD	No	29184.82	24150.50
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	64846.70	N/A	64846.70	56381.51	USD	No	65726.71	56381.51
CME	XAZ	COMMUNICATION SERVICES SELECT SECTOR INDEX	XAZ	17320.57	N/A	17320.57	14332.19	USD	No	16483.07	14332.19
CME	XLM	CME CF STELLAR LUMENS – DOLLAR REFERENCE RATE	XLM	24270.53	N/A	24270.53	19583.07	USD	No	22520.53	19583.07
CME	XRP	CME CF XRP-DOLLAR REFERENCE RATE-NEW YORK VARIANT	XRP	31059.84	N/A	31059.84	26462.50	USD	No	30434.84	26462.50

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	ADP	-	ADP	80.086	N/A	80.086	69.64	USD	No	80.086	69.64
COINDERIV	AVA	-	AVA	57.50	N/A	57.50	50	USD	No	57.50	50
COINDERIV	AVP	-	AVP	57.50	N/A	57.50	50	USD	No	57.50	50
COINDERIV	BCH	-	BCH	166.959	N/A	166.959	145.168	USD	No	166.959	145.168
COINDERIV	BCP	-	BCP	105.846	N/A	105.846	92.04	USD	No	136.859	119.008
COINDERIV	BIP	-	BIP	254.127	N/A	254.127	220.98	USD	No	254.127	220.98
COINDERIV	BIT	-	BIT	254.834	N/A	254.834	221.595	USD	No	254.834	221.595
COINDERIV	BTI	-	BTI	33980.48	N/A	33980.48	29546	USD	No	33980.48	29546
COINDERIV	DOG	-	DOG	270.012	N/A	270.012	234.789	USD	No	280.615	244.008
COINDERIV	DOP	-	DOP	162.16	N/A	162.16	141.006	USD	No	285.189	247.985
COINDERIV	ENA	-	ENA	502.259	N/A	502.259	436.725	USD	No	502.259	436.725
COINDERIV	ET	-	ET	94.806	N/A	94.806	82.44	USD	No	118.5075	103.05
COINDERIV	ETP	-	ETP	94.576	N/A	94.576	82.24	USD	No	118.22	102.80
COINDERIV	GOL	-	GOL	1853.94	N/A	1853.94	1612.12	USD	No	1853.94	1612.12
COINDERIV	HEP	-	HEP	151.409	N/A	151.409	131.66	USD	No	185.135	160.987
COINDERIV	HYF	-	HYF	595.561	N/A	595.561	517.863	USD	No	595.561	517.863
COINDERIV	HYP	-	HYP	455.16	N/A	455.16	395.763	USD	No	455.16	395.763
COINDERIV	LC	-	LC	195.628	N/A	195.628	170.082	USD	No	195.628	170.082
COINDERIV	LCP	-	LCP	115.621	N/A	115.621	100.54	USD	No	123.05	107.00
COINDERIV	LNP	-	LNP	237.18	N/A	237.18	206.24	USD	No	237.18	206.24
COINDERIV	NGS	-	NGS	2194.73	N/A	2194.73	1908.24	USD	No	2194.73	1908.24
COINDERIV	NOL	-	NOL	396.106	N/A	396.106	344.44	USD	No	396.106	344.44
COINDERIV	OND	-	OND	176.142	N/A	176.142	153.167	USD	No	176.142	153.167
COINDERIV	PEP	-	PEP	458.866	N/A	458.866	399.014	USD	No	551.979	479.982
COINDERIV	POP	-	POP	57.5018	N/A	57.5018	50	USD	No	72.4535	63.00075
COINDERIV	SHB	-	SHB	57.50	N/A	57.50	50	USD	No	57.50	50
COINDERIV	SHP	-	SHP	57.5071	N/A	57.5071	50	USD	No	57.5123	50
COINDERIV	SLP	-	SLP	191.406	N/A	191.406	166.44	USD	No	213.896	185.997
COINDERIV	SLR	-	SLR	1178.29	N/A	1178.29	1024.60	USD	No	1178.29	1024.60
COINDERIV	SUI	-	SUI	255.288	N/A	255.288	221.99	USD	No	255.288	221.99
COINDERIV	SUP	-	SUP	187.726	N/A	187.726	163.24	USD	No	212.74	184.992
COINDERIV	TEK	-	TEK	2961.94	N/A	2961.94	1483.56	USD	No	2961.94	1483.56
COINDERIV	XLP	-	XLP	331.181	N/A	331.181	287.98	USD	No	331.181	287.98
COINDERIV	XPP	-	XPP	243.386	N/A	243.386	211.64	USD	No	276.00	240.00
COINDERIV	XRL	-	XRL	7032.32	N/A	7032.32	6114.54	USD	No	7032.32	6114.54
COINDERIV	ZEC	-	ZEC	553.665	N/A	553.665	481.433	USD	No	949.984	826.047

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	442.355	N/A	442.355	384.657	USD	No	457.605	384.657
COMEX	ALI	ALUMINUM INDEX	ALI	17172.67	N/A	17172.67	13753.41	USD	No	15816.42	13753.41
COMEX	GC	GOLD	GC	44234.99	N/A	44234.99	38465.21	USD	Yes	45744.99	38465.21
COMEX	HG	COPPER INDEX	HG	24891.875	N/A	24891.875	17151.37	USD	Yes	21866.875	17151.37
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	2380.99	N/A	2380.99	1896.51	USD	No	2180.99	1896.51
COMEX	MGC	E-MICRO GOLD	MGC	4423.50	N/A	4423.50	3846.52	USD	Yes	4574.50	3846.52
COMEX	MHG	MICRO COPPER	MHG	2487.94	N/A	2487.94	1715.14	USD	No	2187.94	1715.14
COMEX	QC	COMEX MINY COPPER	QC	12445.94	N/A	12445.94	8575.69	USD	No	10933.44	8575.69
COMEX	QI	COMEX MINY SILVER	QI	28929.24	N/A	28929.24	22797.16	USD	No	26216.74	22797.16
COMEX	QO	COMEX MINY GOLD	QO	22117.77	N/A	22117.77	19232.84	USD	No	22880.27	19232.84
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	41126.875	N/A	41126.875	35762.50	CNH	No	41126.875	35762.50
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	12075	N/A	12075	10500	USD	No	14968.50	10500
COMEX	SI	SILVER INDEX	SI	57858.48	N/A	57858.48	45594.32	USD	Yes	52433.47	45594.32
COMEX	SIC	SILVER INDEX (SIC)	SIC	1156.77	N/A	1156.77	911.976	USD	No	1048.77	911.975
COMEX	SI	SILVER INDEX	SIL	11571.70	N/A	11571.70	9118.86	USD	No	10486.69	9118.86
COMEX	UX	URANIUM INDEX	UX	2806.44	N/A	2806.44	2440.38	USD	No	2806.44	2440.38

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	50634.50	N/A	50634.50	44030.00	EUR	No	50634.50	44030.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	34854.40	N/A	34854.40	30308.18	EUR	No	34854.40	30308.18

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	13367.19	N/A	13367.19	11623.65	CHF	No	13367.19	11623.65
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	7243.74	N/A	7243.74	6298.91	EUR	No	7243.74	6298.91
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	2980.05	N/A	2980.05	2591.35	EUR	Yes	3883.37	3376.84
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1049.74	N/A	1049.74	912.816	EUR	No	1324.73	1151.94
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	5047.14	N/A	5047.14	4388.82	USD	No	5047.14	4388.82
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	10076.20	N/A	10076.20	8761.91	EUR	No	10076.20	8761.91
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	39162.32	34054.19	55946.17	48648.84	EUR	Yes	52930.475	46026.50
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	10384.50	N/A	10384.50	9030	EUR	Yes²	10384.50	9030
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	7832.45	6810.825	11189.21	9729.75	EUR	No	10586.095	9205.30
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1566.71	1362.36	2238.16	1946.22	EUR	Yes	2117.22	1841.06
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	2152.83	N/A	2152.83	1872.03	EUR	No	2152.83	1872.03
EUREX	FECX	BLOOMBERG MSCI EURO CORPORATE SRI INDEX	FECX	2363.29	N/A	2363.29	2055.00	EUR	No	2363.29	2055.00
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	5782.28	N/A	5782.28	5028	EUR	Yes²	5782.28	5028
EUREX	FEHY	LIQUIDITY SCREENED EURO HIGH YIELD BOND INDEX	FEHY	1395.81	N/A	1395.81	1213.72	EUR	No	1395.81	1213.72
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	5558.73	N/A	5558.73	4833.67	EUR	Yes²	5558.73	4833.67
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	1361.87	1184.24	1945.54	1691.77	EUR	Yes	1692.68	1471.90
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6801.39	N/A	6801.39	5914.25	EUR	Yes²	6193.80	5385.91
EUREX	ESE	EURO STOXX OIL & GAS	FESE	2744.93	N/A	2744.93	2386.40	EUR	Yes²	2464.71	2142.78
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	4039.54	N/A	4039.54	3512.64	EUR	Yes²	3610.13	3139.24
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	7920.06	N/A	7920.06	6887.01	EUR	Yes²	7920.06	6887.01
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	3448.28	N/A	3448.28	2998.51	EUR	Yes²	3448.28	2998.51
EUREX	ESI	EURO STOXX INSURANCE	FESI	3754.01	N/A	3754.01	3263.84	EUR	Yes²	3187.65	2771.42
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1951.27	N/A	1951.27	1696.76	EUR	Yes²	1400.81	1218.10
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	3621.91	N/A	3621.91	3149.49	EUR	Yes²	3483.74	3029.34
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1883.67	N/A	1883.67	1637.97	EUR	Yes²	1883.67	1637.97
EUREX	SXRE	EURO STOXX RETAIL	FESR	4826.65	N/A	4826.65	4197.08	EUR	Yes²	4903.93	4264.29
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1539.65	N/A	1539.65	1338.82	EUR	Yes²	1476.78	1284.16
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	1209.36	N/A	1209.36	1051.61	EUR	Yes²	1250.49	1087.38
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	2293.43	N/A	2293.43	1993.59	EUR	Yes	1733.38	1506.75
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1310.09	N/A	1310.09	1139.21	EUR	Yes²	1310.09	1139.21
EUREX	ESTX50	EURO STOXX50	FESX	3614.35	3142.92	5163.36	4489.88	EUR	Yes	5163.36	4489.88
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	29097.91	N/A	29097.91	25302.53	EUR	Yes²	29097.91	25302.53
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	4401.22	N/A	4401.22	3827.15	EUR	Yes²	4707.11	4093.14
EUREX	EU3	THREE MONTH EURIBOR	FEU3	246.237	N/A	246.237	214.119	EUR	Yes	246.237	214.119
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2817.50	2450	4025	3500	EUR	Yes	4025	3500
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	12977.48	N/A	12977.48	11284.76	EUR	Yes²	12977.48	11284.76
EUREX	FGBC	STERLING LIQUID CORPORATE	FGBC	1120.75	N/A	1120.75	974.563	GBP	No	1120.75	974.563
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	2218.12	N/A	2218.12	1928.80	EUR	Yes	2743.70	2385.83
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	1369.89	N/A	1369.89	1191.21	EUR	Yes	1474.55	1282.22
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	506.747	N/A	506.747	440.65	EUR	Yes	521.991	453.905
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	4321.67	N/A	4321.67	3757.97	EUR	Yes	4702.42	4089.06
EUREX	DJESL	EURO STOXX LARGE	FLCE	2818.88	N/A	2818.88	2451.20	EUR	No	2481.36	2157.70
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2679.22	N/A	2679.22	2329.75	EUR	No	2105.24	1830.64
EUREX	DJESM	EURO STOXX MID	FMCE	2705.85	N/A	2705.85	2351.93	EUR	No	2056.25	1787.29
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2285.53	N/A	2285.53	1987.38	USD	No	2471.21	2148.84
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2840.27	N/A	2840.27	2469.52	EUR	Yes²	2062.98	1793.69
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	9066.88	N/A	9066.88	7884.08	USD	No	7986.55	6944.68
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	20402.89	N/A	20402.89	17693.49	USD	No	20402.89	17693.49
EUREX	MXEU	MSCI EUROPE	FMEP	2118.26	N/A	2118.26	1841.96	EUR	No	2118.26	1841.96
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	3566.35	N/A	3566.35	3101.14	EUR	No	2920.32	2539.37
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	9698.68	N/A	9698.68	8433.22	USD	No	8905.85	7743.79
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	8953.86	N/A	8953.86	7785.58	USD	No	8953.86	7785.58
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	40441.75	N/A	40441.75	35163.26	USD	No	40441.75	35163.26
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	4784.06	N/A	4784.06	4160.01	EUR	No	4223.60	3672.65
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	12729.75	N/A	12729.75	11069.35	USD	No	12729.75	11069.35
EUREX	MXWO	MSCI WORLD INDEX	FMWP	8806.91	N/A	8806.91	7657.82	USD	No	8806.91	7657.82
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	2701.03	N/A	2701.03	2348.72	EUR	No	2701.03	2348.72
EUREX	DJESS	EURO STOXX SMALL	FSCE	1609.41	N/A	1609.41	1399.10	EUR	No	1343.59	1168.02
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1826.33	N/A	1826.33	1588	EUR	No	1457.59	1267.38
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1812.63	N/A	1812.63	1576.14	EUR	No	1306.24	1135.82
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4754.41	N/A	4754.41	4134.27	CHF	Yes²	4754.41	4134.27
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	9200	N/A	9200	8000	CHF	No	9200	8000
EUREX	SMI	SWISS MARKET INDEX	FSMI	7466.09	6492.25	10665.84	9274.64	CHF	Yes	10000.48	8696.07
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4736.13	N/A	4736.13	4117.06	CHF	Yes²	4736.13	4117.06
EUREX	SMI	SWISS MARKET INDEX	FSMS	746.607	649.223	1066.58	927.462	CHF	No	1000.05	869.607
EUREX	MDAX	MIDCAP DAX	FSMX	2957.20	N/A	2957.20	2571.02	EUR	No	2291.88	1992.58
EUREX	ST3	THREE MONTH ESTR	FST3	228.446	N/A	228.446	198.648	EUR	No	228.446	198.648
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	2650.52	N/A	2650.52	2304.75	EUR	Yes²	2650.52	2304.75
EUREX	SX7P	STOXX 600 BANKS	FSTB	2563.29	N/A	2563.29	2228.94	EUR	Yes	2153.59	1872.68
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	5674.75	N/A	5674.75	4933.66	EUR	Yes²	4853.14	4219.33
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	2632.01	N/A	2632.01	2288.70	EUR	Yes	2377.66	2067.515
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	5342.52	N/A	5342.52	4641.70	EUR	Yes²	4196.12	3645.68
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	5314.53	N/A	5314.53	4621.04	EUR	Yes²	5191.00	4513.64
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	4798.29	N/A	4798.29	4172.36	EUR	Yes²	4743.54	4124.75
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	3539.93	N/A	3539.93	3078.11	EUR	Yes²	2771.96	2410.33
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	605.778	N/A	605.778	526.756	EUR	No	547.224	475.84
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1893.56	N/A	1893.56	1646.04	EUR	Yes²	1778.00	1545.59
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3950.62	N/A	3950.62	3433.91	EUR	Yes²	3511.96	3052.61
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	2286.85	N/A	2286.85	1988.46	EUR	Yes²	2673.38	2324.555
EUREX	SXRP	STOXX 600 RETAIL	FSTR	2272.58	N/A	2272.58	1975.66	EUR	Yes²	2272.58	1975.66
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	4914.01	N/A	4914.01	4272.98	EUR	Yes	5172.32	4497.60
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	916.515	N/A	916.515	796.952	EUR	Yes²	916.515	796.952
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	2139.49	N/A	2139.49	1860.39	EUR	Yes	1686.15	1466.18
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1406.12	N/A	1406.12	1222.61	EUR	Yes²	1342.94	1167.68
EUREX	STX	STOXX50	FSTX	4488.44	N/A	4488.44	3902.64	EUR	Yes²	3485.98	3030.99
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	11943.27	N/A	11943.27	10384.90	EUR	Yes²	11943.27	10384.90
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	3756.05	N/A	3756.05	3265.12	EUR	Yes²	3756.05	3265.12
EUREX	ESTX50	EURO STOXX50	FSXE	361.435	314.292	516.336	448.988	EUR	No	516.336	448.988
EUREX	TDX	TECDAX	FTDX	10244.21	N/A	10244.21	8908.01	EUR	Yes²	10244.21	8908.01
EUREX	FUEM	EMERGING MARKET USD SOVEREIGN & SOVEREIGN OWNED	FUEM	667.507	N/A	667.507	580.422	USD	No	667.507	580.422
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	1086.75	N/A	1086.75	945	EUR	Yes	2451.80	2132
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	2718.23	N/A	2718.23	2362.485	EUR	No	2322.30	2018.37
EUREX	DJ600	STOXX 600 INDEX	FXXP	1819.47	1582.15	2599.25	2260.22	EUR	Yes	2146.88	1866.85

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	11196.09	N/A	11196.09	9735.73	EUR	No	11196.09	9735.73
FTA	EOE	AMS EOE INDEX	FTI	11672.34	10149.86	16674.78	14499.80	EUR	Yes	14473.53	12585.68
FTA	EOE	AMS EOE INDEX	MFA	1167.23	1014.99	1667.48	1449.98	EUR	No	1447.35	1258.57

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	CBF	CGB	CBF	7020.02	N/A	7020.02	5850.00	CNH	No	7020.03	5850.00
HKFE	CES120	CES CHINA 120 INDEX	CHH	71159.59	N/A	71159.59	59299.66	HKD	No	71159.59	59299.66
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	23948.28	N/A	23948.28	19956.90	CNH	Yes	23948.28	19956.90
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3000	N/A	3000	2500	HKD	No	3000	2500
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	9390	N/A	9390	7825	HKD	No	9390	7825
HKFE	GDR	CNH GOLD FUTURES	GDR	772364.79	N/A	772364.79	643637.32	CNH	No	772364.79	643637.32
HKFE	GDU	USD GOLD FUTURES	GDU	13673.28	N/A	13673.28	11394.40	USD	No	13673.29	11394.40
HKFE	HBI	HANG SENG BIOTECH INDEX	HBI	224516.64	N/A	224516.64	186992.42	HKD	No	224516.64	186992.42
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	41166.72	34305.60	58809.60	49008	HKD	Yes	58809.60	49008
HKFE	HSI	HANG SENG STOCK INDEX	HSI	86022.41	71685.34	122889.16	102407.64	HKD	Yes	122889.16	102407.64
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	21500.74	17917.28	30715.34	25596.12	HKD	Yes	30715.34	25596.12
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	3754.80	3129	5364.00	4470	USD	No	5364	4470
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	8233.34	6861.12	11761.92	9801.60	HKD	Yes	11761.92	9801.60
HKFE	MCS	UNITED STATES DOLLAR	MCS	4790.33	N/A	4790.33	3991.14	CNH	No	4790.33	3991.14
HKFE	MHI	MINI HANG SENG INDEX	MHI	17204.48	14337.07	24577.83	20481.53	HKD	Yes	24577.83	20481.53
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	2026.50	N/A	2026.50	1688.75	USD	No	2026.50	1688.75
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	9175.11	N/A	9175.11	7645.93	USD	No	9175.12	7645.93
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	32755.32	N/A	32755.32	27295.44	USD	No	32755.31	27295.44
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	58196.66	N/A	58196.66	48497.21	HKD	No	152282.24	126901.86

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	80.4889	N/A	80.4889	69.9904	EUR	No	101.20	87.9999
ICEEU	ER3	COMPOUNDED ESTR AVERAGE 3 MONTHS RATE	ER3	51.5022	N/A	51.5022	44.7845	EUR	No	58.6501	51.0001
ICEEU	SG	GENERALI	G	3007.31	N/A	3007.31	2615.05	GBP	No	3007.31	2615.05
ICEEU	H	MEDIUM GILT	H	3284.17	N/A	3284.17	2855.80	GBP	No	3284.17	2855.80
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	307.142	N/A	307.142	267.08	EUR	Yes	238.05	207.00
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	21673.59	N/A	21673.59	18846.01	USD	No	21673.59	18846.01
ICEEU	MPC	ICE IBA -ICE TERM SONIA REFERENCE RATES 1M	MPC	124.20	N/A	124.20	108.00	GBP	No	184.00	160.00
ICEEU	O	5 YEAR EURO SWAPNOTE	O	4075.82	N/A	4075.82	3544.19	EUR	No	4075.82	3544.19
ICEEU	P	10 YEAR EURO SWAPNOTE	P	7080.62	N/A	7080.62	6157.06	EUR	No	7080.62	6157.06
ICEEU	R	LONG GILT	R	3263.65	N/A	3263.65	2837.96	GBP	No	3263.65	2837.96
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	212.535	N/A	212.535	184.813	CHF	No	212.535	184.813
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	357.828	N/A	357.828	311.155	GBP	Yes	495.454	430.83
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	436.675	N/A	436.675	379.717	GBP	No	436.675	379.717
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	1588.47	N/A	1588.47	1381.28	EUR	No	1588.47	1381.28
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1034.14	N/A	1034.14	899.251	GBP	No	1034.14	899.251
ICEEU	Y	FTSE 250 INDEX	Y2	5570.53	N/A	5570.53	4843.55	GBP	No	5570.53	4843.55
ICEEU	Z	FTSE 100 INDEX	Z	5385.04	4682.64	7692.92	6689.49	GBP	Yes	7692.91	6689.49

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	8337.50	N/A	8337.50	7250	GBP	No	8337.50	7250
ICEEUSOFT	D	ROBUSTA COFFEE	RC	4521.16	N/A	4521.16	3931.44	USD	No	4521.16	3931.44
ICEEUSOFT	T	WHEAT	T	2324.06	N/A	2324.06	2020.35	GBP	No	2324.06	2020.35
ICEEUSOFT	W	WHITE SUGAR	W	2381.41	N/A	2381.41	2070.80	USD	No	2381.42	2070.80

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	7853.55	N/A	7853.55	6829.17	USD	No	7853.55	6829.17
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	25452374.71	N/A	25452374.71	22132499.75	JPY	No	25452374.71	22132499.75
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	9963.49	N/A	9963.49	8662.19	USD	No	9963.49	8662.19
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11282.14	N/A	11282.14	9810.55	CAD	No	11282.14	9810.55
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6020.61	N/A	6020.61	5235.31	GBP	No	6020.61	5235.31
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	18862.79	N/A	18862.79	16402.43	AUD	No	18862.79	16402.43
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	6780.65	N/A	6780.65	5896.22	CHF	No	6780.65	5896.22
ICEUS	ZY	SWISS FRANC	KZY	4381052.51	N/A	4381052.51	3809610.88	JPY	No	4381053.01	3809610.88
ICEUS	MP	BRITISH POUND	MP	7453.01	N/A	7453.01	6480.88	USD	No	7453.01	6480.88
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12427.61	N/A	12427.61	10806.62	CHF	No	12427.61	10806.62
ICEUS	GBP	BRITISH POUND	SY	2515021.51	N/A	2515021.51	2186975.12	JPY	No	2515021.39	2186975.12

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	2541.50	N/A	2541.50	2210	EUR	No	2541.50	2210
IDEM	FTMIB	FTSE MIB INDEX	FIB	19456.50	16918.69	27795.00	24169.56	EUR	Yes	20926.91	18197.31
IDEM	FTMIB	FTSE MIB INDEX	MICR	778.26	676.748	1111.80	966.782	EUR	No	837.076	727.893
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3891.30	3383.74	5559.00	4833.91	EUR	No	4185.38	3639.46
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1378.88	N/A	1378.88	1199.02	EUR	No	1378.88	1199.02

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	33050.00	N/A	33050.00	25076.24	USD	No	33050.00	25076.24
IPE	COIL	ICE BRENT CRUDE	COIL	19456.13	N/A	19456.13	15564.90	USD	Yes	19456.13	15564.90
IPE	GOIL	ICE GASOIL	GOIL	38077.50	N/A	38077.50	30462.00	USD	No	38077.50	30462.00
IPE	HOIL	ICE HEATING OIL	HOIL	36112.79	N/A	36112.79	28890.23	USD	No	36112.79	28890.23
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	34750	N/A	34750	19971.58	USD	No	34750	19971.58
IPE	NGF	ICE UK NATURAL GAS	NGF	16884.97	N/A	16884.97	14682.58	GBP	No	65499.90	14682.58
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	25200	N/A	25200	20160	USD	No	25200	20160
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	19090.01	N/A	19090.01	15272.01	USD	Yes	19090.01	15272.01

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	32625260.81	28369790.18	46607515.44	40528271.69	KRW	Yes	46607512.44	40528271.69
KSE	K200M	MINI KOSPI200 INDEX	05	6525130.35	5674026.40	9321614.79	8105751.99	KRW	Yes	9321614.79	8105751.99
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1721075.73	1258349.71	2458679.61	1797642.44	KRW	No	2458680.59	1797642.44
KSE	000670	YOUNG POONG CORPORATION	0Q	117915	N/A	117915	77610	KRW	No	114915	77610
KSE	005930	SAMSUNG ELECTRONICS CO LTD	11	778680	N/A	778680	519120	KRW	No	778680	519120
KSE	017670	HENDERSON LAND DEVELOPMENT	12	239762.50	N/A	239762.50	206750	KRW	No	237762.50	206750
KSE	005490	POSCO HOLDINGS INC	13	794937.50	N/A	794937.50	691250	KRW	No	814937.50	691250
KSE	030200	KTCORPORATION	14	147475	N/A	147475	126500	KRW	No	145475	126500
KSE	015760	KOREA ELECTRIC POWER CORP	15	89043.75	N/A	89043.75	76125	KRW	No	87543.75	76125
KSE	005380	SUN HUNG KAI PROPERTIES	16	783437.50	N/A	783437.50	681250	KRW	No	793437.50	681250
KSE	016360	NEW WORLD DEVELOPMENT	17	207287.50	N/A	207287.50	180250	KRW	No	209287.50	180250
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	249387.50	N/A	249387.50	214250	KRW	No	246387.50	214250
KSE	000270	SWIRE PACIFIC LTD - CL A	19	271975	N/A	271975	236500	KRW	No	275975	236500
KSE	007340	DN AUTOMOTIVE CORP	1T	164381.75	N/A	164381.75	118254.50	KRW	No	190381.75	118254.50
KSE	443060	HD HYUNDAI MARINE SOLUTION C	1V	499200	N/A	499200	408500	KRW	No	481200	408500
KSE	006040	DONGWON INDUSTRIES CO LTD	1W	95881.25	N/A	95881.25	83375	KRW	No	95881.25	83375
KSE	268280	MIWON SPECIALTY CHEMICAL CO	1X	372312.50	N/A	372312.50	323750	KRW	No	388312.50	323750
KSE	071320	KOREA DISTRICT HEATING CORP	1Y	192625	N/A	192625	167500	KRW	No	192625	167500
KSE	003240	TAEKWANG INDUSTRIAL CO LTD	1Z	2478250	N/A	2478250	2155000	KRW	No	2478250	2155000
KSE	012330	HYUNDAI MOBIS CO LTD	20	1019187.50	N/A	1019187.50	886250	KRW	No	1024187.50	886250
KSE	006400	SAMSUNG SDI CO LTD	22	1666712.50	N/A	1666712.50	1262216.01	KRW	No	1706712.50	1262216.01
KSE	009150	BANK OF EAST ASIA LTD	23	4564230	N/A	4564230	3082820	KRW	No	4684230	3082820
KSE	066570	LG ELECTRONICS INC	24	589387	N/A	589387	392258	KRW	No	587387	392258
KSE	036460	KOREA GAS CORPORATION	28	107868.75	N/A	107868.75	91625	KRW	No	105368.75	91625
KSE	017960	HAN KUK CARBON CO LTD	2A	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	095340	ISC CO LTD	2B	646419	N/A	646419	491669.87	KRW	No	640419	491669.87
KSE	025900	DONGWHA ENTERPRISE CO LTD	2C	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	357780	SOULBRAIN CO LTD/NEW	2D	1025420	N/A	1025420	738077.90	KRW	No	1075420	738077.90
KSE	222080	SFA NEXEL CO LTD	2E	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	086520	ECOPRO CO LTD	2F	286855	N/A	286855	223231.995	KRW	No	290855	223231.995
KSE	140860	PARK SYSTEMS CORP	2G	677250	N/A	677250	525000	KRW	No	677250	525000
KSE	030520	HANCOM INC	2H	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	004020	HYUNDAI STEEL CO	32	84800	N/A	84800	72000	KRW	No	82800	72000
KSE	003550	LG CORP	34	264475	N/A	264475	226500	KRW	No	260475	226500
KSE	078930	GS HOLDINGS	35	241200	N/A	241200	208000	KRW	No	239200	208000
KSE	033780	KT & G CORPORATION	36	497662.50	N/A	497662.50	432750	KRW	No	498662.50	432750
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	705000	N/A	705000	600000	KRW	No	690000	600000
KSE	086790	HANA FINANCIAL GROUP	40	345287.50	N/A	345287.50	300250	KRW	No	348287.50	300250
KSE	096770	SK INNOVATION CO LTD	41	410455	N/A	410455	276500	KRW	No	402455	276500
KSE	001040	CJ CORP	42	329312.50	N/A	329312.50	283750	KRW	No	326312.50	283750
KSE	034220	LG DISPLAY CO LTD	45	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	105560	KB FINANCIAL GROUP INC	46	443737.50	N/A	443737.50	383250	KRW	No	440737.50	383250
KSE	051910	LG CHEM LTD	47	705812.50	N/A	705812.50	613750	KRW	No	715812.50	613750
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	000660	SK HYNIX INC	50	5765655	N/A	5765655	3843770	KRW	No	5765655	3843770
KSE	139480	E-MART INC	54	187162.50	N/A	187162.50	162750	KRW	No	196162.50	162750
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	181962.50	N/A	181962.50	154750	KRW	No	177962.50	154750
KSE	035420	NAVER CORP	56	558612.50	N/A	558612.50	485750	KRW	No	561612.50	485750
KSE	003490	KOREAN AIR LINES CO LTD	57	91062.50	N/A	91062.50	78750	KRW	No	90562.50	78750
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	993694.02	N/A	993694.02	761099.88	KRW	No	993698.02	761099.88
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3289369.94	N/A	3289369.94	2198365.96	KRW	No	3289365.94	2198365.96
KSE	KWY	UNITED STATES DOLLAR	75	1533065.21	N/A	1533065.21	1333099.98	KRW	No	3066129.94	2666199.95
KSE	032640	LG UPLUS CORP	B0	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	010950	S-OILCORPORATION	B2	304817	N/A	304817	259750	KRW	No	324817	259750
KSE	010130	KOREA ZINC CO LTD	B3	2662125	N/A	2662125	2297500	KRW	No	2642125	2297500
KSE	024110	INDUSTRIALBANKOFKOREA	B4	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	001680	DAESANG CORPORATION	B6	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	047050	POSCO INTERNATIONAL CORP	B7	149187.50	N/A	149187.50	126250	KRW	No	145187.50	126250
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	159937	N/A	159937	118375	KRW	No	163937	118375
KSE	023530	BARLEY FUTURES	BA	268269	N/A	268269	200500	KRW	No	268269	200500
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	137856.25	N/A	137856.25	119875	KRW	No	142356.25	119875
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	851450	N/A	851450	618750	KRW	No	841450	618750
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	029780	SAMSUNG CARD CO	BG	117587.50	N/A	117587.50	102250	KRW	No	119087.50	102250
KSE	012450	HANWHA AEROSPACE CO LTD	BH	2203205	N/A	2203205	1647500	KRW	No	2403205	1647500
KSE	036570	NC CORP	BJ	600875	N/A	600875	522500	KRW	No	615875	522500
KSE	000080	HITE JINRO CO LTD	BK	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	349312.50	N/A	349312.50	303750	KRW	No	360312.50	303750
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	357890	N/A	357890	272500	KRW	No	341890	272500
KSE	000720	DANONE	BN	320518.50	N/A	320518.50	217679	KRW	No	332518.50	217679
KSE	011210	HYUNDAI WIA CORP	BP	138287.50	N/A	138287.50	120250	KRW	No	138787.50	120250
KSE	008770	HOTEL SHILLA CO LTD	BQ	104850	N/A	104850	89000	KRW	No	102350	89000
KSE	035250	KANGWON LAND, INC.	BS	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	138930	BNK FINANCIAL GROUP INC	BT	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	139130	IM FINANCIAL GROUP CO LTD	BV	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	011070	LG INNOTEK CO LTD	BY	1513090	N/A	1513090	1002060	KRW	No	1493090	1002060
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	034730	SK INC	C1	1957280	N/A	1957280	1301520	KRW	No	1947280	1301520
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	289900	N/A	289900	246000	KRW	No	282900	246000
KSE	018260	SAMSUNG SDS CO LTD	C5	718415	N/A	718415	576250	KRW	No	678415	576250
KSE	090430	AMOREPACIFIC CORP	C6	370437.50	N/A	370437.50	321250	KRW	No	369437.50	321250
KSE	030000	CHEIL WORLDWIDE INC	C7	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	028260	SAMSUNG C&T CORP	C8	962575	N/A	962575	707500	KRW	No	1032575	707500
KSE	000880	HANWHA CORPORATION	C9	257676	N/A	257676	197000	KRW	No	257676	197000
KSE	088350	HANWHA LIFE INSURANCE CO LTD	CA	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	086280	COCOA NYBOT	CC	576437.50	N/A	576437.50	501250	KRW	No	576437.50	501250
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	111550	N/A	111550	97000	KRW	No	112050	97000
KSE	035720	KAKAO CORP	CF	92000	N/A	92000	80000	KRW	No	92500	80000
KSE	069080	WEBZEN INC	CK	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	096530	LIGHT SWEET CRUDE OIL	CL	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	022100	POSCO DX CO LTD	CN	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	068270	CELLTRION INC	CP	605125	N/A	605125	517500	KRW	No	595125	517500
KSE	122870	YG ENTERTAINMENT INC	CQ	118162.50	N/A	118162.50	102750	KRW	No	122162.50	102750
KSE	051900	LG H&H	CR	660500	N/A	660500	570000	KRW	No	655500	570000
KSE	002790	AXA SA	CS	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	000810	COTTON NO. 2	CT	1627250	N/A	1627250	1415000	KRW	No	1707250	1415000
KSE	008930	HANMI SCIENCE CO LTD	CV	225153	N/A	225153	150102	KRW	No	225153	150102
KSE	021240	COWAY CO LTD	CW	299525	N/A	299525	253500	KRW	No	291525	253500
KSE	128940	HANMI PHARM CO LTD	CX	2079085	N/A	2079085	1379390	KRW	No	2059085	1379390
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	487312.50	N/A	487312.50	423750	KRW	No	495312.50	423750
KSE	097950	CJ CHEILJEDANG CORP.	D1	505712.50	N/A	505712.50	439750	KRW	No	512712.50	439750
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	110250	N/A	110250	95000	KRW	No	109250	95000
KSE	002380	KCC CORP	D3	1066625	N/A	1066625	927500	KRW	No	1076625	927500
KSE	012750	S1 CORPORATION	D5	286187.50	N/A	286187.50	246250	KRW	No	283187.50	246250
KSE	000100	YUHAN CORPORATION	D6	230125	N/A	230125	197500	KRW	No	227125	197500
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	106087.50	N/A	106087.50	92250	KRW	No	110587.50	92250
KSE	069960	HYUNDAI DEPT STORE CO	D8	243787.50	N/A	243787.50	210250	KRW	No	241787.50	210250
KSE	004370	MILK CLASS III INDEX	DA	1149812.50	N/A	1149812.50	973750	KRW	No	1119812.50	973750
KSE	079550	LIG DEFENSE&AEROSPACE CO LTD	DB	1664580	N/A	1664580	1119720	KRW	No	1694580	1119720
KSE	204320	HL MANDO CO LTD	DC	117568	N/A	117568	86000	KRW	No	112568	86000
KSE	004170	SHINSEGAE INC	DD	780150	N/A	780150	613750	KRW	No	840150	613750
KSE	161890	KOLMAR KOREA CO LTD	DE	357064	N/A	357064	264000	KRW	No	343064	264000
KSE	111770	YOUNGONE CORP	DG	213287.50	N/A	213287.50	180250	KRW	No	207287.50	180250
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	282975	N/A	282975	236500	KRW	No	271975	236500
KSE	192820	COSMAX INC	DK	787945	N/A	787945	657500	KRW	No	797945	657500
KSE	078340	COM2US CORP	DR	102118.75	N/A	102118.75	86625	KRW	No	99618.75	86625
KSE	035760	CJ ENM CO LTD	DT	111400	N/A	111400	96000	KRW	No	110400	96000
KSE	056190	SFA ENGINEERING CORP	DV	77199.50	N/A	77199.50	67130	KRW	No	80408	67130
KSE	241560	DOOSAN BOBCAT INC	DW	154650	N/A	154650	131000	KRW	No	150650	131000
KSE	017800	CME DRY WHEY INDEX	DY	194487.50	N/A	194487.50	168250	KRW	No	193487.50	168250
KSE	240810	WONIK IPS CO LTD	E0	418425	N/A	418425	278950	KRW	No	418425	278950
KSE	041510	SM ENTERTAINMENT CO LTD	E4	214587.50	N/A	214587.50	182250	KRW	No	209587.50	182250
KSE	251270	NETMARBLE CORP	E5	95450	N/A	95450	83000	KRW	No	96950	83000
KSE	003670	POSCO FUTURE M CO LTD	E8	609712	N/A	609712	469158.82	KRW	No	631712	469158.82
KSE	316140	WOORI FINANCIAL GROUP INC	EB	90562.50	N/A	90562.50	78750	KRW	No	90562.50	78750
KSE	009420	HANALL BIOPHARMA CO LTD	EE	178953.25	N/A	178953.25	127583.62	KRW	No	188953.25	127583.62
KSE	035900	JYP ENTERTAINMENT CORP	EF	111262.50	N/A	111262.50	96750	KRW	No	111762.50	96750
KSE	028670	PAN OCEAN CO LTD	EH	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	298871.50	N/A	298871.50	218805.28	KRW	No	290871.50	218805.28
KSE	093370	FOOSUNG CO LTD	EL	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	375500	DL E&C CO LTD	ER	185637	N/A	185637	136500	KRW	No	179637	136500
KSE	028050	SAMSUNG E&A CO LTD	ET	276904	N/A	276904	181936	KRW	No	268904	181936
KSE	272210	HANWHA SYSTEMS CO LTD	EV	235738	N/A	235738	162531.68	KRW	No	233738	162531.68
KSE	293490	KAKAO GAMES CORP	EX	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	247540	ECOPRO BM CO LTD	EY	352938.26	N/A	352938.26	274896.89	KRW	No	352938.26	274896.89
KSE	253450	STUDIO DRAGON CORP	EZ	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	036540	SFA SEMICON CO LTD	F2	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	966413	N/A	966413	634942	KRW	No	938413	634942
KSE	373220	LG ENERGY SOLUTION	F5	979562.50	N/A	979562.50	838750	KRW	No	964562.50	838750
KSE	323410	KAKAOBANK CORP	F6	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	377300	KAKAO PAY CORP	F7	112052.50	N/A	112052.50	83750	KRW	No	110052.50	83750
KSE	259960	KRAFTON INC	F8	562925	N/A	562925	489500	KRW	No	570925	489500
KSE	302440	SK BIOSCIENCE CO LTD	F9	116356.25	N/A	116356.25	99875	KRW	No	114856.25	99875
KSE	011200	HMM CO LTD	FA	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	352820	HYBE CO LTD	FC	441315	N/A	441315	369500	KRW	No	424925	369500
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	754687.50	N/A	754687.50	656250	KRW	No	771000	656250
KSE	402340	SK SQUARE CO LTD	FE	4209000	N/A	4209000	2786000	KRW	No	4149000	2786000
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	253262.50	N/A	253262.50	216750	KRW	No	249262.50	216750
KSE	383220	F&F CO LTD / NEW	FG	172925	N/A	172925	149500	KRW	No	171925	149500
KSE	267250	HD HYUNDAI	FH	374180	N/A	374180	310000	KRW	No	418180	310000
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	323437.50	N/A	323437.50	281250	KRW	No	329437.50	281250
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	372312.50	N/A	372312.50	323750	KRW	No	388312.50	323750
KSE	263750	PEARL ABYSS CORP	FL	91268.75	N/A	91268.75	77625	KRW	No	89268.75	77625
KSE	066970	L&F CO LTD	FM	373832	N/A	373832	260131.76	KRW	No	375832	260131.76
KSE	112040	WEMADE CO LTD	FN	77199.50	N/A	77199.50	67130	KRW	No	77199.50	67130
KSE	196170	ALTEOGEN INC	FP	642332.50	N/A	642332.50	497806.14	KRW	No	640332.50	497806.14
KSE	058470	LEENO INDUSTRIAL INC	FQ	190980	N/A	190980	130000	KRW	No	184980	130000
KSE	052690	KEPCO ENGINEERING & CONSTRUC	G3	363190	N/A	363190	243460	KRW	No	367190	243460
KSE	000150	DOOSAN CO LTD	GT	3221440	N/A	3221440	2313716.48	KRW	No	3321440	2313716.48

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	997.04	N/A	997.04	866.992	EUR	Yes	1696.06	1474.83
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	3300.16	N/A	3300.16	2869.71	EUR	Yes	3817.06	3319.18
MATIF	EMA	CORN	EMA	2074.10	N/A	2074.10	1803.51	EUR	Yes	2331.60	2027.41

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	12075.01	10500.00	17250.02	15000.00	EUR	No	17250.01	15000.00
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	1207.50	1050.00	1725.00	1500.00	EUR	Yes	1725.00	1500.00

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	8435.42	N/A	8435.42	7335.15	MXN	No	14660.03	12747.85
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	34611.53	N/A	34611.53	30096.98	MXN	No	34611.53	30096.98
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	67671.36	N/A	67671.36	58842.58	MXN	Yes²	69910.48	60789.57
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	13534.72	N/A	13534.72	11768.52	MXN	No	13982.56	12157.91

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	2875.01	N/A	2875.01	2500.01	EUR	No	2875.01	2500.01
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	3209.89	N/A	3209.89	2791.21	EUR	No	3209.89	2791.21
MONEP	CAC40	CAC 40	FCE	4849.84	4217.25	6928.35	6024.65	EUR	Yes	5299.41	4608.18
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	19427.44	N/A	19427.44	16893.43	EUR	No	19427.44	16893.43
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	13866.45	N/A	13866.45	12057.78	EUR	No	13866.45	12057.78
MONEP	CAC40	CAC 40	MFC	484.986	421.727	692.837	602.467	EUR	No	529.941	460.818

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	8633.61	N/A	8633.61	7507.48	INR	Yes	8579.18	7460.15
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	12056.74	N/A	12056.74	10484.00	INR	No	12056.74	10484.00
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	3928.70	N/A	3928.70	3416.17	INR	Yes	3903.82	3394.63
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	14404.01	N/A	14404.01	12525	INR	No	14404.01	12525
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6813.75	N/A	6813.75	5925	INR	No	6813.75	5925
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	2125.90	N/A	2125.90	1848.605	INR	Yes	2113.19	1837.555
NSE	NIFTY50	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	3587.48	N/A	3587.48	3119.55	INR	Yes	3564.86	3099.88
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	10795.91	N/A	10795.91	9387.75	INR	Yes	10795.91	9387.75

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	4789.93	N/A	4789.93	4165.15	USD	No	4789.92	4165.15
NYBOT	AC	COFFEE "C" METRIC	AC	17698.50	N/A	17698.50	15390	USD	No	17698.50	15390
NYBOT	CC	COCOA NYBOT	CC	11727.29	N/A	11727.29	10197.64	USD	Yes	11727.29	10197.64
NYBOT	CT	COTTON NO. 2	CT	2565.48	N/A	2565.48	2230.85	USD	Yes	2565.48	2230.85
NYBOT	DX	NYBOT US DOLLAR FX	DX	2917.77	N/A	2917.77	2537.19	USD	Yes	2917.77	2537.19
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	26670.06	N/A	26670.06	23190.00	USD	No	26670.06	23190.00
NYBOT	KC	COFFEE "C"	KC	16741.76	N/A	16741.76	14558.05	USD	Yes	16741.76	14558.05
NYBOT	MDX	MICRO USDX FUTURES INDEX	MDX	291.777	N/A	291.777	253.719	USD	No	291.777	253.719
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	8375.42	N/A	8375.42	7282.89	USD	Yes	8375.42	7282.89
NYBOT	RS	CANOLA	RS	1368.07	N/A	1368.07	1189.63	CAD	No	1368.07	1189.63
NYBOT	SB	SUGAR NO. 11	SB	2408.30	N/A	2408.30	2094.18	USD	Yes	2408.30	2094.18
NYBOT	SF	SUGAR #16 112000 LBS	SF	1957.64	N/A	1957.64	1702.30	USD	No	1957.64	1702.30

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	19034.11	N/A	19034.11	15227.28	USD	No	19034.11	15227.28
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	21434.11	N/A	21434.11	15227.28	USD	Yes	19034.11	15227.28
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	20760.00	N/A	20760.00	15000	USD	Yes	18750	15000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7642.69	N/A	7642.69	6645.82	USD	No	7812.68	6645.82
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7642.68	N/A	7642.68	6645.81	USD	No	7642.68	6645.81
NYMEX	HO	HEATING OIL	HO	40145.38	N/A	40145.38	26767.18	USD	Yes	33458.98	26767.18
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7644.35	N/A	7644.35	6645.82	USD	No	7814.35	6645.82
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	2076.00	N/A	2076.00	1500	USD	Yes	1875	1500
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	3345.90	N/A	3345.90	2676.72	USD	No	3345.90	2676.72
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	764.269	N/A	764.269	664.582	USD	No	781.268	664.582
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7642.68	N/A	7642.68	6645.81	USD	Yes	7812.68	6645.81
NYMEX	PA	PALLADIUM INDEX	PA	29288.20	N/A	29288.20	22015.82	USD	No	25318.19	22015.82
NYMEX	PL	PLATINUM INDEX	PL	15099.51	N/A	15099.51	12599.58	USD	No	14489.51	12599.58
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1910.71	N/A	1910.71	1661.45	USD	No	1953.20	1661.45
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	10370.00	N/A	10370.00	7500	USD	No	9375	7500
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	26371.80	N/A	26371.80	20160	USD	Yes	25200	20160
NYMEX	TT	NYMEX COTTON INDEX	TT	7839.04	N/A	7839.04	6816.56	USD	No	7839.04	6816.56

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	18649.56	N/A	18649.56	16214.63	USD	No	18649.55	16214.63
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	14219.89	N/A	14219.89	12363.06	USD	No	14219.89	12363.06
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	26737.05	N/A	26737.05	23249.61	USD	No	26737.05	23249.61
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	9128.22	7937.58	13040.31	11339.40	USD	No	13040.31	11339.40
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	7259.57	6312.67	10370.81	9018.09	USD	No	10485.32	9117.67
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	93014.32	N/A	93014.32	80882.00	USD	No	93014.31	80882.00

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	31215.00	N/A	31215.00	27141.00	SEK	No	31215.00	27141.00
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	22770.24	19800.21	32528.92	28286.02	SEK	Yes	32528.92	28286.02

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	6231081.25	5418331.52	8901544.65	7740473.60	JPY	Yes	8901544.65	7740473.60
OSE.JPN	N225M	NIKKEI 225 MINI	225M	623108.13	541833.15	890154.46	774047.36	JPY	Yes	890154.46	774047.36
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	62310.81	54183.32	89015.45	77404.74	JPY	No	89015.45	77404.74
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	276364.36	N/A	276364.36	240314.70	JPY	No	276364.36	240314.70
OSE.JPN	TPXC30	TOPIX CORE30	C30	258233.94	N/A	258233.94	224551.25	JPY	No	258233.94	224551.25
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	1001930.73	N/A	1001930.73	871244.11	JPY	No	1001930.73	871244.11
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	2379663.05	N/A	2379663.05	2069272.22	JPY	Yes	2379663.05	2069272.22
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	237966.31	N/A	237966.31	206927.22	JPY	No	237966.31	206927.22
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	82986.26	N/A	82986.26	72161.60	JPY	No	82986.26	72161.60
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	184862.50	N/A	184862.50	160750	JPY	No	182000.77	158261.54
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	197943.48	N/A	197943.48	172086.80	JPY	No	197943.48	172086.80
OSE.JPN	TOPX	TOPIX INDEX	TPX	3000595.20	2609213.22	4286564.57	3727447.45	JPY	No	4286564.57	3727447.45
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	300059.52	260921.32	428656.46	372744.75	JPY	No	428656.46	372744.75

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	19456.13	N/A	19456.13	15564.90	USD	No	19456.13	15564.90
QBALGOIEU	GOIL	ICE GASOIL	GOIL	38077.50	N/A	38077.50	30462.00	USD	No	38077.50	30462.00
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	19090.01	N/A	19090.01	15272.01	USD	No	19090.01	15272.01

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	11727.29	N/A	11727.29	10197.64	USD	No	11727.29	10197.64
QBALGOIUS	CT	COTTON NO. 2	CT	2565.48	N/A	2565.48	2230.85	USD	No	2565.48	2230.85
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2917.77	N/A	2917.77	2537.19	USD	No	2917.77	2537.19
QBALGOIUS	KC	COFFEE "C"	KC	16741.76	N/A	16741.76	14558.05	USD	No	16741.76	14558.05
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	8375.42	N/A	8375.42	7282.89	USD	No	8375.42	7282.89
QBALGOIUS	SB	SUGAR NO. 11	SB	2408.30	N/A	2408.30	2094.18	USD	No	2408.30	2094.18

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	393431.15	N/A	393431.15	342114.04	JPY	No	393431.20	342114.04
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	1991.12	N/A	1991.12	1731.41	USD	No	1991.12	1731.41
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1253.00	1089.56	1790.00	1556.52	USD	No	1790.00	1556.52
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	4321.125	N/A	4321.125	3757.50	USD	No	4321.125	3757.50
SGX	XIN0I	FTSE CHINA H50	FCH	4849.76	N/A	4849.76	4217.11	USD	No	4849.76	4217.11
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	897.003	N/A	897.003	780.003	USD	No	897.003	780.003
SGX	WIIDN	FTSE INDONESIA INDEX	FID	2042.26	N/A	2042.26	1775.81	USD	No	2042.26	1775.81
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	1220.92	N/A	1220.92	1061.61	USD	No	1220.92	1061.61
SGX	INR	UNITED STATES DOLLAR	INR	10776.37	N/A	10776.37	9370.75	USD	No	10776.36	9370.75
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	10789.88	N/A	10789.88	9382.50	USD	No	10789.87	9382.50
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2450.65	N/A	2450.65	2131	USD	No	2450.65	2131
SGX	SGB	SGX MINI JGB INDEX	JB	338161.09	N/A	338161.09	294052.82	JPY	No	338160.99	294052.82
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	407236.82	N/A	407236.82	354118.97	JPY	No	407236.82	354118.97
SGX	KRW	KOREAN WON	KRW	10786.44	N/A	10786.44	9375	USD	No	10786.44	9375
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	2156.25	N/A	2156.25	1875	USD	No	2156.25	1875
SGX	MTWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MICRO)	MTWD	735.474	N/A	735.474	639.45	USD	No	735.474	639.45
SGX	MTWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX (MICRO)	MTWN	1165.95	1013.87	1665.65	1448.39	USD	No	1665.65	1448.39
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	5738.04	N/A	5738.04	4989.60	CNH	No	5738.04	4989.60
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	2283900	N/A	2283900	1986000	JPY	No	2283900	1986000
SGX	NIFTY	SGX NSE IFSC NIFTY 50 INDEX	NIFTY	1851.51	1610.01	2645.01	2300.01	USD	No	2645.01	2300.01
SGX	SGXNK	SGX: NIKKEI 225	NK	2621048.02	2279172.19	3744354.32	3255960.28	JPY	Yes	3744354.32	3255960.28
SGX	SGXNKM	SGX: NIKKEI 225 MICRO	NS	52420.96	45583.44	74887.09	65119.21	JPY	No	74887.09	65119.21
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	136738.36	N/A	136738.36	118902.92	USD	No	136738.36	118902.92
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1932.20	1680.17	2760.29	2400.25	SGD	Yes²	2760.29	2400.25
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6794.71	N/A	6794.71	5908.44	SGD	No	6794.71	5908.44
SGX	STI	SGX STRAITS TIMES INDEX	ST	832.416	N/A	832.416	723.837	SGD	No	832.416	723.837
SGX	TSR20	SICOM RUBBER	TF	1243.53	N/A	1243.53	1081.33	USD	No	1243.53	1081.33
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	28751.55	N/A	28751.55	25001.35	JPY	No	28751.55	25001.35
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2689.22	N/A	2689.22	2338.45	USD	No	2689.22	2338.45
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7354.93	N/A	7354.93	6394.50	USD	No	7354.93	6394.50
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	11659.54	10138.73	16656.49	14483.90	USD	No	16656.49	14483.90
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	22952.16	N/A	22952.16	19958.40	CNH	Yes	22952.16	19958.40
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	7527421.10	N/A	7527421.10	6545583.57	JPY	No	7527422.10	6545583.57
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1698.63	N/A	1698.63	1477.06	SGD	No	1698.63	1477.06
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	1502121.88	N/A	1502121.88	1306192.94	JPY	No	1502122.34	1306192.65

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	12673.13	11020.11	18104.46	15743.01	AUD	Yes	18104.46	15743.01
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	663.55	N/A	663.55	577	AUD	No	663.55	577
SNFE	IR	90 DAY BILLS	IR	5154.08	N/A	5154.08	4481.81	AUD	No	992903.92	4481.81
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	404.827	N/A	404.827	352.023	AUD	No	107697.25	352.023
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	467.298	N/A	467.298	406.346	AUD	No	103899.65	406.346

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)

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