期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

交易期货与期货期权的美国居民：

基于风险计算保证金

下方列出了完整的保证金要求。

期货保证金

期货保证金要求是基于以风险为基础的算法进行计算。所有保证金要求以所交易产品的币种表示并可频繁变动。基于风险的保证金算法定义了一组标准的市场结果情景，时间范围为一天。每项产品均会由相关清算所界定一个价格扫瞄区间。

请注意，对于商品（包括期货、个股期货和期货期权）而言，保证金是指必须由客户提供的作为期货合约抵押品的现金金额。对于证券而言，保证金是指客户借用的现金金额。

IRA账户进行期货保证金交易所需的保证金要求远远高于非IRA保证金账户。IRA保证金账户的保证金比例可能会达到或超过非IRA保证金账户隔夜期货保证金要求的两倍。

期货保证金要求由各家交易所自行设置。

保证金要求

Euronext Brussels (Belfox)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 BELFOX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
BELFOX	BFX	BEL 20 INDEX	BXF	8776.55	N/A	8776.55	7631.78	EUR	Yes²	8776.55	7631.78

BURSAMY

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

Chicago Board Of Trade (CBOT)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 CBOT	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CBOT	10Y	10 YEAR MICRO TREASURY YIELD	10Y	682.004	N/A	682.004	560	USD	No	644.004	560
CBOT	2YY	2 YEAR MICRO TREASURY YIELD	2YY	1034.70	N/A	1034.70	875.151	USD	No	1006.70	875.151
CBOT	30Y	30 YEAR MICRO TREASURY YIELD	30Y	555.438	N/A	555.438	482.99	USD	No	555.438	482.99
CBOT	5YY	5 YEAR MICRO TREASURY YIELD	5YY	3097.24	N/A	3097.24	2693.25	USD	No	3097.24	2693.25
CBOT	AIGCI	BLOOMBERG COMMODITY INDEX	AW	787.622	N/A	787.622	638.795	USD	No	734.622	638.795
CBOT	DHB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE DURATION HEDGED	DHB	2082.04	N/A	2082.04	1665.49	USD	No	2332.04	1665.49
CBOT	AC	ETHANOL -CME	EH	5635	N/A	5635	4900	USD	No	5635	4900
CBOT	HYB	BLOOMBERG U.S. CORPORATE HIGH YIELD VERY LIQUID	HYB	4211.40	N/A	4211.40	3369.12	USD	No	4376.40	3369.12
CBOT	IQB	BLOOMBERG U.S. CORPORATE INVESTMENT GRADE	IQB	6796.84	N/A	6796.84	5435.97	USD	No	7096.84	5435.97
CBOT	KE	HARD RED WINTER WHEAT -KCBOT-	KE	3083.44	N/A	3083.44	2463.86	USD	Yes	2833.44	2463.86
CBOT	MTN	MICRO ULTRA 10-YEAR U.S TREASURY NOTE	MTN	656.743	N/A	656.743	571.081	USD	No	692.706	571.081
CBOT	MWN	MICRO ULTRA US TREASURY BOND	MWN	1394.41	N/A	1394.41	1212.53	USD	No	1522.49	1212.53
CBOT	MYM	MICRO E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX	MYM	883.508	768.2675	1262.15	1097.525	USD	No	1427.15	1097.525
CBOT	DJUSRE	DOW JONES US REAL ESTATE INDEX	RX	4676.17	N/A	4676.17	4005.27	USD	No	4606.17	4005.27
CBOT	TN	ULTRA 10-YEAR US TREASURY NOTE	TN	4343.10	N/A	4343.10	3776.61	USD	No	4702.73	3776.61
CBOT	TWE	20-YEAR U.S. TREASURY BOND	TWE	5625	N/A	5625	4500.05	USD	No	5625	4500.05
CBOT	UB	ULTRA TREASURY BOND	UB	7848.55	N/A	7848.55	6824.83	USD	Yes	9098.05	6824.83
CBOT	YC	MINI SIZED CORN FUTURES	XC	364.351	N/A	364.351	284.218	USD	No	326.851	284.218
CBOT	YK	MINI SIZED SOYBEAN FUTURES	XK	853.572	N/A	853.572	600.932	USD	No	691.072	600.932
CBOT	YW	MINI SIZED WHEAT FUTURES	XW	669.648	N/A	669.648	512.738	USD	No	589.648	512.738
CBOT	YIA	1-YEAR ERIS SOFR SWAP FUTURES	YIA	332.803	N/A	332.803	289.394	USD	No	369.905	289.394
CBOT	YIC	3-YEAR ERIS SOFR SWAP FUTURES	YIC	63.6692	N/A	63.6692	55.3645	USD	No	153.371	55.3645
CBOT	YID	4-YEAR ERIS SOFR SWAP FUTURES	YID	81.2553	N/A	81.2553	70.6568	USD	No	185.057	70.6568
CBOT	YIT	2-YEAR ERIS SOFR SWAP FUTURES	YIT	142.547	N/A	142.547	123.954	USD	No	206.847	123.954
CBOT	YIW	5-YEAR ERIS SOFR SWAP FUTURES	YIW	172.50	N/A	172.50	150	USD	No	312.497	150
CBOT	YM	E-MINI DOW JONES INDUSTRIAL AVERAGE	YM	8835.08	7682.675	12621.54	10975.25	USD	Yes	14271.54	10975.25
CBOT	Z3N	3 YEAR US TREASURY NOTE	Z3N	3336.82	N/A	3336.82	2901.58	USD	No	3445.69	2901.58
CBOT	ZB	US TREASURY BOND	ZB	6202.98	N/A	6202.98	5393.89	USD	Yes	6983.72	5393.89
CBOT	ZC	CORN FUTURES	ZC	1821.76	N/A	1821.76	1421.09	USD	Yes	1634.26	1421.09
CBOT	ZF	5 YEAR US TREASURY NOTE	ZF	2082.88	N/A	2082.88	1811.20	USD	Yes	2192.69	1811.20
CBOT	ZL	SOYBEAN OIL FUTURES	ZL	4783.04	N/A	4783.04	3303.51	USD	Yes	3799.04	3303.51
CBOT	ZM	SOYBEAN MEAL FUTURES	ZM	3319.19	N/A	3319.19	2721.03	USD	Yes	3129.19	2721.03
CBOT	ZN	10 YEAR US TREASURY NOTE	ZN	3088.69	N/A	3088.69	2685.82	USD	Yes	3307.57	2685.82
CBOT	ZO	OAT FUTURES	ZO	6364.90	N/A	6364.90	5230.35	USD	Yes	6014.90	5230.35
CBOT	ZQ	30 DAY FED FUNDS	ZQ	344.122	N/A	344.122	299.236	USD	Yes²	344.134	299.236
CBOT	ZR	ROUGH RICE FUTURES	ZR	4631.47	N/A	4631.47	3514.24	USD	Yes	4041.47	3514.24
CBOT	ZS	SOYBEAN FUTURES	ZS	4267.86	N/A	4267.86	3004.66	USD	Yes	3455.36	3004.66
CBOT	ZT	2 YEAR US TREASURY NOTE	ZT	1693.07	N/A	1693.07	1472.23	USD	Yes	1779.45	1472.23
CBOT	ZW	WHEAT FUTURES	ZW	3348.24	N/A	3348.24	2563.69	USD	Yes	2948.24	2563.69

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	3689.14	N/A	3689.14	3207.95	CAD	No	3689.14	3207.95
CDE	CGF	5 YEAR GOVERNMENT OF CANADA BONDS	CGF	2243.49	N/A	2243.49	1950.86	CAD	No	2243.49	1950.86
CDE	CGZ	2 YEAR GOVERNMENT OF CANADA BONDS	CGZ	780.96	N/A	780.96	679.096	CAD	No	780.963	679.096
CDE	CRA	3 MONTH CORRA	CRA	482.034	N/A	482.034	419.16	CAD	No	482.039	419.16
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXF	12135.375	10552.50	17336.25	15075	CAD	No	17336.25	15075
CDE	TSE60	S&P CANADA 60 INDEX FUTURES (OLD TSE60)	SXM	11594.33	N/A	11594.33	10082.03	CAD	No	11594.33	10082.03

CEDX

交易所 CEDX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
CEDX	BCH20P	-	CH20F	13658.49	N/A	13658.49	11876.95	CHF	Yes	13658.49	11876.95
CEDX	BDE40G	-	DE40F	21467.52	N/A	21467.52	18667.41	EUR	Yes	21467.52	18667.41
CEDX	BES35P	-	ES35F	13248.64	N/A	13248.64	11520.56	EUR	Yes	13248.64	11520.56
CEDX	BEZ50P	-	EZ50F	6345.08	N/A	6345.08	5517.46	EUR	Yes	6345.08	5517.46
CEDX	BFR40P	-	FR40F	9028.28	N/A	9028.28	7850.68	EUR	Yes	9028.28	7850.68
CEDX	BIT40P	-	IT40F	10472.18	N/A	10472.18	9106.24	EUR	Yes	10472.18	9106.24
CEDX	BNL25P	-	NL25F	10471.76	N/A	10471.76	9105.88	EUR	Yes	10471.76	9105.88
CEDX	BNO25G	-	NO25F	11274.23	N/A	11274.23	9803.68	NOK	Yes	11274.23	9803.68
CEDX	BSE30P	-	SE30F	31268.33	N/A	31268.33	27189.85	SEK	Yes	31268.33	27189.85
CEDX	BUK100P	-	UK100F	5937.39	N/A	5937.39	5162.95	GBP	Yes	5937.39	5162.95

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	10175.57	N/A	10175.57	8848.32	USD	No	10175.57	8848.32
CFE	IBXXIBIG	IBOXX ISHARES $ INVESTMENT GRADE CORPORATE BOND INDEX TR	IBIG	11611.08	N/A	11611.08	10096.59	USD	Yes	11611.08	10096.59
CFE	VIX	CBOE VOLATILITY INDEX	VX	8612.33	N/A	8612.33	7488.98	USD	Yes	26191.01	22774.79
CFE	VIX	CBOE VOLATILITY INDEX	VX48	8418	N/A	8418	7320	USD	No	27638.92	24033.85
CFE	VIX	CBOE VOLATILITY INDEX	VX49	8418	N/A	8418	7320	USD	No	27638.92	24033.85
CFE	VIX	CBOE VOLATILITY INDEX	VX50	8418	N/A	8418	7320	USD	No	27001.13	23479.25
CFE	VIX	CBOE VOLATILITY INDEX	VX52	7576.20	N/A	7576.20	6588.00	USD	No	24301.04	21131.34
CFE	VIX	CBOE VOLATILITY INDEX	VX53	6986.94	N/A	6986.94	6075.60	USD	No	22750.10	19782.70
CFE	VXM	MINI CBOE VOLATILITY INDEX FUTURES	VXM	859.899	N/A	859.899	747.738	USD	No	2791.05	2427.00

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	2696.65	N/A	2696.65	2344.92	USD	Yes	2796.65	2344.92
CME	GBP	BRITISH POUND	6B	2767.25	N/A	2767.25	2406.30	USD	Yes	3179.75	2406.30
CME	CAD	CANADIAN DOLLAR	6C	1622.56	N/A	1622.56	1410.92	USD	Yes	1842.56	1410.92
CME	EUR	EUROPEAN MONETARY UNION EURO	6E	3908.52	N/A	3908.52	3398.71	USD	Yes	3933.52	3398.71
CME	JPY	JAPANESE YEN	6J	4177.36	N/A	4177.36	3045.53	USD	Yes	3502.36	3045.53
CME	BRE	BRAZILIAN REAL	6L	1760.45	N/A	1760.45	1294.875	USD	Yes²	1800.45	1294.875
CME	MXP	MEXICAN PESO	6M	1889.99	N/A	1889.99	1600	USD	Yes	1840	1600
CME	NZD	NEW ZEALAND DOLLAR	6N	2415.43	N/A	2415.43	2100.38	USD	Yes²	2460.43	2100.38
CME	RUR^*	RUSSIAN RUBLE IN US DOLLARS	6R	29698.75	N/A	29698.75	25825	USD	Yes²	29698.75	25825
CME	CHF	SWISS FRANC	6S	4987.13	N/A	4987.13	4233.375	USD	Yes	4868.38	4233.375
CME	ZAR	SOUTH AFRICAN RAND	6Z	2201.68	N/A	2201.68	1914.50	USD	No	2214.18	1914.50
CME	ACDX	AUSTRALIAN DOLLAR	ACD	14738.37	N/A	14738.37	12815.98	CAD	No	14738.37	12815.98
CME	AJY	AUSTRALIAN DOLLAR	AJY	2076332.95	N/A	2076332.95	1805315.35	JPY	No	2252332.75	1805315.35
CME	BRRNY	CME CF BITCOIN REFERENCE RATE NEW YORK	BFF	1487.50	N/A	1487.50	1266.00	USD	No	1455.90	1266.00
CME	BQX	CME E-MINI NASDAQ BIOTECHNOLOGY	BIO	29722.50	N/A	29722.50	25845.65	USD	No	29722.50	25845.65
CME	BOS	BOSTON HOUSING INDEX	BOS	4841.50	N/A	4841.50	4210.00	USD	No	4841.50	4210.00
CME	BRR	CME CF BITCOIN REFERENCE RATE	BTC	168012.98	N/A	168012.98	136318.27	USD	Yes	156766.01	136318.27
CME	BTCEURRR	CME CF BITCOIN-EURO REFERENCE RATE	BTE	240393.125	N/A	240393.125	209037.50	EUR	No	480786.25	418075
CME	CB	CME CASH-SETTLED BUTTER FUTURES	CB	4912.95	N/A	4912.95	4272.13	USD	No	4912.95	4272.13
CME	CHI	CHICAGO HOUSING INDEX	CHI	2978.50	N/A	2978.50	2590.00	USD	No	2978.50	2590.00
CME	CLP	CHILEAN PESO	CHP	6933.88	N/A	6933.88	6029.46	USD	No	6933.88	6029.46
CME	CJY	CANADIAN DOLLAR	CJY	2811677.90	N/A	2811677.90	2444937.13	JPY	No	2811677.70	2444937.13
CME	CNH	UNITED STATES DOLLAR	CNH	25640.86	N/A	25640.86	22295.65	CNH	No	26540.86	22295.65
CME	CSC	CHEESE	CSC	6437.99	N/A	6437.99	5598.26	USD	No	6657.99	5598.26
CME	CUS	HOUSING INDEX COMPOSITE	CUS	5031.25	N/A	5031.25	4375	USD	No	5031.25	4375
CME	CZK	CZECH KORUNA	CZK	20848.03	N/A	20848.03	18128.72	USD	Yes²	20848.03	18128.72
CME	DA	MILK CLASS III INDEX	DC	4635.54	N/A	4635.54	4030.90	USD	Yes	4875.54	4030.90
CME	DEN	DENVER HOUSING INDEX	DEN	4533.88	N/A	4533.88	3942.50	USD	No	4533.87	3942.50
CME	DY	CME DRY WHEY INDEX	DY	5920.87	N/A	5920.87	5148.59	USD	No	6151.87	5148.59
CME	E7	EUROPEAN MONETARY UNION EURO	E7	1954.26	N/A	1954.26	1699.36	USD	No	1966.76	1699.36
CME	EAD	EUROPEAN MONETARY UNION EURO	EAD	15584.87	N/A	15584.87	13454.12	AUD	No	15472.37	13454.12
CME	ECD	EUROPEAN MONETARY UNION EURO	ECD	9784.54	N/A	9784.54	8124.99	CAD	No	9347.04	8124.99
CME	ECK	CZECH KORUNA	ECK	9080.40	N/A	9080.40	7896	EUR	No	9080.40	7896
CME	EHF	HUNGARIAN FORINT	EHF	8844.31	N/A	8844.31	7690.70	EUR	Yes²	8850.31	7690.70
CME	EMD	E-MINI S&P MIDCAP 400 FUTURES	EMD	24629.24	N/A	24629.24	21416.69	USD	Yes²	27749.25	21416.69
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	ENY	211469.43	183844.92	302099.19	262635.60	JPY	No	391099.19	262635.60
CME	EPZ	POLISH ZLOTY	EPZ	9875.73	N/A	9875.73	8439.76	EUR	Yes²	9705.73	8439.76
CME	ES	E-MINI S&P 500	ES	11242.06	10220.06	16060.09	14600.08	USD	Yes	19885.09	14600.08
CME	SPXESUP	E-MINI S&P 500 ESG	ESG	19447.95	N/A	19447.95	16908.53	USD	No	22517.95	16908.53
CME	ESTR	EURO SHORT-TERM RATE	ESR	201.25	N/A	201.25	175.00	EUR	No	207.503	175.00
CME	ETHEURRR	CME CF ETHER-EURO REFERENCE RATE	ETE	84970.625	N/A	84970.625	73887.50	EUR	No	169941.25	147775
CME	ETHUSDRR	CME CF ETHER-DOLLAR REFERENCE RATE	ETH	92814.36	N/A	92814.36	80708.14	USD	Yes	189428.71	161416.27
CME	GSCI	S&P-GSCI INDEX	GD	27825.63	N/A	27825.63	24196.20	USD	No	28000.63	24196.20
CME	GDK	CLASS IV MILK - 200K LBS	GDK	1672.85	N/A	1672.85	1454.65	USD	No	1672.85	1454.65
CME	GF	FEEDER CATTLE	GF	9683.11	N/A	9683.11	7137.49	USD	Yes	8208.11	7137.49
CME	NF	NON FAT DRY MILK INDEX	GNF	7753.81	N/A	7753.81	6742.45	USD	No	7918.81	6742.45
CME	HE	LEAN HOGS	HE	3635.67	N/A	3635.67	3161.45	USD	Yes	3905.67	3161.45
CME	HUF	HUNGARIAN FORINT	HUF	13757.47	N/A	13757.47	11963.02	USD	Yes²	14003.47	11963.02
CME	IBAA	BOVESPA INDEX - USD	IBV	27424.63	N/A	27424.63	23847.50	USD	No	27424.63	23847.50
CME	ILS	ISRAELI SHEKEL	ILS	36934.96	N/A	36934.96	32117.36	USD	Yes²	37524.96	32117.36
CME	J7	JAPANESE YEN	J7	2088.68	N/A	2088.68	1522.76	USD	No	1751.18	1522.76
CME	KRW	KOREAN WON	KRW	17789.16	N/A	17789.16	15142.75	USD	Yes²	12563.35	10924.65
CME	LAV	LAS VEGAS HOUSING INDEX	LAV	4355.625	N/A	4355.625	3787.50	USD	No	4355.625	3787.50
CME	LAX	LOS ANGELES HOUSING INDEX	LAX	6284.75	N/A	6284.75	5465.00	USD	No	6284.75	5465.00
CME	LBR	LUMBER FUTURES	LBR	3323.01	N/A	3323.01	2889.39	USD	No	3570.51	2889.39
CME	LE	LIVE CATTLE	LE	4070.77	N/A	4070.77	3444.15	USD	Yes	3960.77	3444.15
CME	M2K	MICRO E-MINI RUSSELL 2000 INDEX	M2K	611.801	532.001	874.002	760.002	USD	No	1008.50	760.002
CME	M6A	AUSTRALIAN DOLLAR	M6A	269.665	N/A	269.665	234.492	USD	No	279.665	234.492
CME	M6B	BRITISH POUND	M6B	276.725	N/A	276.725	240.63	USD	No	317.975	240.63
CME	M6E	EUROPEAN MONETARY UNION EURO	M6E	390.852	N/A	390.852	339.871	USD	No	393.352	339.871
CME	MBT	MICRO BITCOIN	MBT	3360.26	N/A	3360.26	2726.37	USD	Yes	3135.32	2726.37
CME	MCD	CANADIAN DOLLAR	MCD	162.256	N/A	162.256	141.092	USD	No	184.256	141.092
CME	MES	MICRO E-MINI S&P 500 STOCK PRICE INDEX	MES	1124.21	1022.01	1606.01	1460.01	USD	Yes	1988.51	1460.01
CME	MET	MICRO ETHER	MET	185.629	N/A	185.629	161.416	USD	Yes	378.957	322.833
CME	MIA	MIAMI HOUSING INDEX	MIA	6342.25	N/A	6342.25	5515.00	USD	No	6342.25	5515.00
CME	MIR	INDIAN RUPEE	MIR	1361.95	N/A	1361.95	1184.30	USD	No	1361.95	1184.30
CME	MNH	UNITED STATES DOLLAR	MNH	2564.09	N/A	2564.09	2229.56	CNH	No	2654.09	2229.56
CME	MNI	MICRO YEN DENOMINATED NIKKEI 225	MNI	114903.08	91922.46	164147.25	131317.80	JPY	No	209647.25	131317.80
CME	MNK	MICRO DOLLAR DENOMINATED NIKKEI 225	MNK	1709.28	N/A	1709.28	1367.42	USD	No	2139.28	1367.42
CME	MNQ	MICRO E-MINI NASDAQ-100 INDEX	MNQ	1964.90	1786.27	2807.00	2551.81	USD	Yes	3765.60	2551.81
CME	MSF	SWISS FRANC	MSF	499.338	N/A	499.338	423.3375	USD	No	486.838	423.3375
CME	NIY	YEN DENOMINATED NIKKEI 225 INDEX	NIY	1057108.30	919224.61	1510154.72	1313178.02	JPY	No	1955154.72	1313178.02
CME	NKD	DOLLAR DENOMINATED NIKKEI 225 INDEX	NKD	15725.40	N/A	15725.40	13674.20	USD	No	20150.40	13674.20
CME	NOK	NORWEGIAN KRONE	NOK	24032.20	N/A	24032.20	20460.85	USD	No	23532.20	20460.85
CME	NQ	E-MINI NASDAQ 100	NQ	19648.97	17862.70	28069.95	25518.14	USD	Yes	37655.97	25518.14
CME	NYM	NEW YORK HOUSING INDEX	NYM	4513.75	N/A	4513.75	3925	USD	No	4513.75	3925
CME	PJY	BRITISH POUND	PJY	2859345.95	N/A	2859345.95	2485792.63	JPY	No	3186846.20	2485792.63
CME	PLN	POLISH ZLOTY	PLN	18669.95	N/A	18669.95	15834.74	USD	Yes²	18209.95	15834.74
CME	PSF	BRITISH POUND	PSF	12105.83	N/A	12105.83	10526.81	CHF	No	12105.83	10526.81
CME	RF	EUROPEAN MONETARY UNION EURO	RF	4623.37	N/A	4623.37	4020.28	CHF	No	4723.37	4020.28
CME	RMB	CME CHINESE RENMINBI IN US DOLLAR CROSS RATE	RMB	8912.79	N/A	8912.79	7750.25	USD	Yes²	8912.79	7750.25
CME	RME	CME CHINESE RENMINBI IN EURO CROSS RATE	RME	9485.34	N/A	9485.34	8248.12	EUR	Yes²	9487.34	8248.12
CME	RP	EUROPEAN MONETARY UNION EURO	RP	6513.81	N/A	6513.81	5202.19	GBP	No	5982.56	5202.19
CME	RS1	E-MINI RUSSELL 1000 INDEX FUTURES	RS1	14459.18	N/A	14459.18	12561.91	USD	No	16499.18	12561.91
CME	RSG	E-MINI RUSSELL 1000 GROWTH INDEX FUTURES	RSG	43083.99	N/A	43083.99	37456.61	USD	No	46984.00	37456.61
CME	RSV	E-MINI RUSSELL 1000 VALUE INDEX FUTURES	RSV	10527.35	N/A	10527.35	9152.69	USD	No	10927.35	9152.69
CME	RTY	E-MINI RUSSELL 2000 INDEX	RTY	6118.01	5320.01	8740.02	7600.02	USD	Yes	10085.02	7600.02
CME	RY	EUROPEAN MONETARY UNION EURO	RY	1113334.57	N/A	1113334.57	968111.62	JPY	Yes²	1283333.70	968111.62
CME	SPXDIVAN	S&P 500 DIVIDEND POINTS (ANNUAL) INDEX	SDA	4960.10	N/A	4960.10	3760.00	USD	No	4985.10	3760.00
CME	SDG	SAN DIEGO HOUSING INDEX	SDG	6325	N/A	6325	5500	USD	No	6325	5500
CME	SEK	SWEDISH KRONA	SEK	21633.87	N/A	21633.87	18810.78	USD	No	22033.87	18810.78
CME	SFR	SAN FRANCISCO HOUSING INDEX	SFR	5068.63	N/A	5068.63	4407.50	USD	No	5068.63	4407.50
CME	SGX	SHORT GILT	SG	256941.84	N/A	256941.84	223427.68	USD	No	256941.86	223427.68
CME	SIR	INDIAN RUPEE	SIR	6809.74	N/A	6809.74	5921.50	USD	No	6844.74	5921.50
CME	SJY	SWISS FRANC	SJY	4140987.93	N/A	4140987.93	3600859.07	JPY	No	4428489.18	3600859.07
CME	SMC	E-MINI S&P SMALLCAP 600 FUTURES	SMC	34107.49	N/A	34107.49	29658.68	USD	No	34107.49	29658.68
CME	SONIA	STERLING OVERNIGHT INDEX AVERAGE	SON	1045.96	N/A	1045.96	909.529	GBP	No	1045.96	909.529
CME	SOFR1	SECURED OVERNIGHT FINANCING RATE 1-MONTH AVERAGE OF RATES	SR1	373.14	N/A	373.14	306.345	USD	No	352.297	306.345
CME	SOFR3	SECURED OVERNIGHT FINANCING RATE 3-MONTH AVERAGE OF RATES	SR3	406.984	N/A	406.984	353.894	USD	Yes	406.979	353.894
CME	SVX	SCHNEIDER ELECTRIC SE	SU	83254.44	N/A	83254.44	72395.16	USD	No	83254.44	72395.16
CME	TBF3	13-WEEK US TREASURY BILL	TBF3	747.636	N/A	747.636	650	USD	No	860.128	650
CME	WDC	WASHINGTON DC HOUSING INDEX	WDC	4709.25	N/A	4709.25	4095.00	USD	No	4709.25	4095.00
CME	IXB	MATERIALS SELECT SECTOR INDEX	XAB	13653.40	N/A	13653.40	11870.96	USD	No	14353.40	11870.96
CME	IXE	ENERGY SELECT SECTOR INDEX	XAE	13284.60	N/A	13284.60	11551.17	USD	No	13454.60	11551.17
CME	SIXM	FINANCIAL SELECT SECTOR INDEX	XAF	15069.76	N/A	15069.76	12635.94	USD	No	14532.26	12635.94
CME	IXI	INDUSTRIAL SELECT SECTOR INDEX	XAI	24182.57	N/A	24182.57	21025.70	USD	No	24822.57	21025.70
CME	SIXT	TECHNOLOGY SELECT SECTOR INDEX -	XAK	26575.47	N/A	26575.47	23105.68	USD	No	32035.48	23105.68
CME	IXR	CONSUMER STAPLES SELECT SECTOR INDEX	XAP	7757.68	N/A	7757.68	6745.43	USD	No	8267.68	6745.43
CME	SIXRE	REAL ESTATE SELECT SECTOR INDEX	XAR	5288.08	N/A	5288.08	4597.62	USD	No	5288.08	4597.62
CME	IXU	UTILITIES SELECT SECTOR INDEX	XAU	12064.89	N/A	12064.89	9907.95	USD	No	11394.89	9907.95
CME	IXV	HEALTH CARE SELECT SECTOR INDEX	XAV	17126.29	N/A	17126.29	14890.68	USD	No	19616.29	14890.68
CME	IXY	CONSUMER DISCRETIONARY SELECT SECTOR INDEX	XAY	48106.75	N/A	48106.75	41823.30	USD	No	49786.75	41823.30

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	ALI	ALUMINUM INDEX	ALI	11492.60	N/A	11492.60	7335.95	USD	No	8436.35	7335.95
COMEX	GC	GOLD	GC	16503.70	N/A	16503.70	14351.04	USD	Yes	16983.69	14351.04
COMEX	HG	COPPER INDEX	HG	11453.70	N/A	11453.70	9938.00	USD	Yes	11428.70	9938.00
COMEX	HRC	HOT-ROLLED COIL STEEL INDEX	HRC	3149.21	N/A	3149.21	2738.44	USD	No	3149.21	2738.44
COMEX	MGC	E-MICRO GOLD	MGC	1650.37	N/A	1650.37	1435.10	USD	Yes	1698.37	1435.10
COMEX	MHG	MICRO COPPER	MHG	1149.12	N/A	1149.12	993.80	USD	No	1142.87	993.80
COMEX	QC	COMEX MINY COPPER	QC	5726.85	N/A	5726.85	4969.00	USD	No	5714.35	4969.00
COMEX	QI	COMEX MINY SILVER	QI	10985.73	N/A	10985.73	9552.81	USD	No	11408.23	9552.81
COMEX	QO	COMEX MINY GOLD	QO	8251.85	N/A	8251.85	7175.52	USD	No	8491.84	7175.52
COMEX	SGC	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - CNH FUTURES	SGC	53020.53	N/A	53020.53	46104.81	CNH	No	53170.54	46104.81
COMEX	SGUF	SHANGHAI GOLD EXCHANGE GOLD BENCHMARK PM PRICE INDEX - USD FUTURES	SGU	6175.35	N/A	6175.35	5165.78	USD	No	5940.65	5165.78
COMEX	SI	SILVER INDEX	SI	21971.47	N/A	21971.47	19105.625	USD	Yes	22816.47	19105.625
COMEX	SI	SILVER INDEX	SIL	4394.29	N/A	4394.29	3821.125	USD	No	4563.29	3821.125
COMEX	UX	URANIUM INDEX	UX	3290.79	N/A	3290.79	2861.56	USD	No	3290.79	2861.56

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	62808.40	N/A	62808.40	54616.00	EUR	No	62808.40	54616.00
ENDEX	TFM	DUTCH TTF NATURAL GAS FUTURES	TFM	18825.50	N/A	18825.50	16370.00	EUR	Yes	18825.50	16370.00

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	10197.94	N/A	10197.94	8867.77	CHF	No	11727.63	10197.94
EUREX	KS200.EU	KOSPI 200 - EUREX/KRX LINKED PRODUCT	FBK2	6400756.01	5565874.79	9143937.155	7951249.70	KRW	Yes	9143937.155	7951249.70
EUREX	FBON	EURO BONO FUTURES ON LONG-TERM SPANISH GOVERNMENT BONDS	FBON	8293.19	N/A	8293.19	7210.84	EUR	No	9537.17	8292.47
EUREX	BTP	EURO-BTP ITALIAN GOVERNMENT BOND	FBTP	3676.68	N/A	3676.68	3197.11	EUR	Yes	4228.18	3676.68
EUREX	BTS	SHORT-TERM EURO-BTP ITALIAN GOVERNMENT BOND	FBTS	1061.72	N/A	1061.72	923.232	EUR	No	1245.99	1083.47
EUREX	DJUBS	DOW JONES-UBS COMMODITY INDEX	FCCO	3125.77	N/A	3125.77	2718.06	USD	No	3594.64	3125.77
EUREX	KWY.EU	US DOLLAR IN KOREAN WON - EUREX/KRX LINKED PRODUCT	FCUW	1616785.03	N/A	1616785.03	1405900.02	KRW	No	3233570.06	2811800.05
EUREX	SD3ED	EURO STOXX SELECT DIVIDEND 30 DVP	FD3D	2851.31	N/A	2851.31	2156.00	EUR	No	2851.31	2156.00
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDAX	27970.51	24322.18	39957.87	34745.97	EUR	Yes	43046.27	37431.54
EUREX	DDAX	DIVDAX PRICE INDEX	FDIV	10421.86	N/A	10421.86	7880.42	EUR	Yes²	11985.14	9062.49
EUREX	DDXDIVPT	DIVDAX DIVIDEND POINTS INDEX	FDVD	2451.915	N/A	2451.915	1854	EUR	No	2451.915	1854
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXM	5594.10	4864.44	7991.57	6949.19	EUR	No	8609.25	7486.31
EUREX	DAX	DAX 40 INDEX (DEUTSCHE AKTIEN XCHANGE 40)	FDXS	1118.82	972.887	1598.31	1389.84	EUR	Yes	1721.85	1497.26
EUREX	DBEA	EURO STOXX BANKS INDEX DIVIDEND FUTURES	FEBD	393.628	N/A	393.628	342.285	EUR	No	388.915	338.187
EUREX	DJSD	EURO STOXX SELECT DIVIDEND 30 INDEX	FEDV	4267.73	N/A	4267.73	3227	EUR	Yes²	4267.73	3227
EUREX	ESA	EURO STOXX 600 AUTOMOBILE & PARTS	FESA	7807.39	N/A	7807.39	6788.19	EUR	Yes²	8978.50	7806.42
EUREX	SX7E	EURO STOXX BANKS INDEX	FESB	653.084	567.899	932.978	811.285	EUR	Yes	946.72	823.235
EUREX	SX4E	EURO STOXX CHEMICALS	FESC	6350.65	N/A	6350.65	5522.31	EUR	Yes²	7303.25	6350.65
EUREX	ESE	EURO STOXX OIL & GAS	FESE	1689.52	N/A	1689.52	1468.98	EUR	Yes²	1942.95	1689.33
EUREX	ESF	EURO STOXX FINANCIAL SERVICES INDEX	FESF	3183.04	N/A	3183.04	2767.86	EUR	Yes²	2850.12	2478.36
EUREX	SXNE	EURO STOXX INDUSTRIAL GOODS&SERVICES	FESG	6111.90	N/A	6111.90	5314.69	EUR	Yes²	7028.68	6111.90
EUREX	SXDE	EURO STOXX HEALTHCARE	FESH	2707.11	N/A	2707.11	2354.01	EUR	Yes²	3113.17	2707.11
EUREX	ESI	EURO STOXX INSURANCE	FESI	2522.32	N/A	2522.32	2193.16	EUR	Yes²	2183.26	1898.35
EUREX	ESM	EURO STOXX MEDIA INDEX	FESM	1396.25	N/A	1396.25	1214.13	EUR	Yes²	1605.69	1396.25
EUREX	SXOE	EURO STOXX CONSTRUCTION	FESN	2933.01	N/A	2933.01	2550.44	EUR	Yes²	3222.48	2802.16
EUREX	SX3E	EURO STOXX FOOD&BEVERAGES	FESO	1702.91	N/A	1702.91	1480.79	EUR	Yes²	1958.35	1702.91
EUREX	SXRE	EURO STOXX RETAIL	FESR	4030.82	N/A	4030.82	3505.06	EUR	Yes²	4635.44	4030.82
EUREX	SXPE	EURO STOXX BASIC RESOURCES	FESS	1095.56	N/A	1095.56	952.565	EUR	Yes²	1144.52	995.138
EUREX	SXKE	EURO STOXX TELECOMMUNICATIONS	FEST	968.547	N/A	968.547	841.734	EUR	Yes²	1113.83	967.994
EUREX	ESU	EURO STOXX UTILITIES INDEX	FESU	1430.56	N/A	1430.56	1243.85	EUR	Yes	1645.15	1430.43
EUREX	SXTE	EURO STOXX TRAVEL & LEISURE	FESV	1101.56	N/A	1101.56	957.875	EUR	Yes²	1266.79	1101.56
EUREX	ESTX50	EURO STOXX50	FESX	3031.81	2636.36	4331.16	3766.22	EUR	Yes	4980.83	4331.16
EUREX	SX8E	EURO STOXX TECHNOLOGY	FESY	15126.79	N/A	15126.79	13143.61	EUR	Yes²	17395.81	15115.15
EUREX	SXQE	EURO STOXX PERSONAL & HOUSEHOLD GOODS	FESZ	6823.43	N/A	6823.43	5933.42	EUR	Yes²	7846.94	6823.43
EUREX	EU3	THREE MONTH EURIBOR	FEU3	359.635	N/A	359.635	312.726	EUR	Yes	359.635	312.726
EUREX	DESX5	EURO STOXX 50 INDEX-DIVIDENDEN	FEXD	2979.06	2252.60	4255.80	3218.00	EUR	Yes	4255.80	3218.00
EUREX	OMXH25	OMX HELSINKI 25 INDEX	FFOX	10487.56	N/A	10487.56	9117.76	EUR	Yes²	12060.69	10485.43
EUREX	GBL	EURO BUND (10 YEAR BOND)	FGBL	3047.22	N/A	3047.22	2649.75	EUR	Yes	3504.30	3047.22
EUREX	GBM	EURO BOBL (5 YEAR BOND)	FGBM	2085.77	N/A	2085.77	1813.71	EUR	Yes	2398.63	2085.77
EUREX	GBS	EURO SCHATZ (2 YEAR BOND)	FGBS	714.816	N/A	714.816	621.58	EUR	Yes	822.039	714.816
EUREX	GBX	EURO BUXL (15 - 30 YEAR BOND)	FGBX	8168.95	N/A	8168.95	7103.44	EUR	Yes	9394.29	8168.95
EUREX	DJESL	EURO STOXX LARGE	FLCE	2059.14	N/A	2059.14	1789.57	EUR	No	2346.85	2039.61
EUREX	DJ200L	STOXX LARGE 200 INDEX	FLCP	2027.86	N/A	2027.86	1762.50	EUR	No	2111.87	1835.51
EUREX	DJESM	EURO STOXX MID	FMCE	1979.50	N/A	1979.50	1720.96	EUR	No	2217.45	1927.84
EUREX	M1CN	MSCI CHINA NTR USD	FMCH	2663.25	N/A	2663.25	2315.84	USD	No	3454.08	3003.51
EUREX	DJ200	STOXX MID 200 INDEX	FMCP	2146.08	N/A	2146.08	1865.80	EUR	Yes²	2228.45	1937.42
EUREX	M1MS	MSCI EMERGING MARKETS ASIA	FMEA	5297.16	N/A	5297.16	4606.22	USD	No	5016.98	4362.59
EUREX	M1EF	MSCI EMERGING MARKETS NET TOTAL RETURN INDEX	FMEM	5032.98	N/A	5032.98	4375.78	USD	No	5787.93	5032.15
EUREX	MXEU	MSCI EUROPE	FMEP	1665.31	N/A	1665.31	1448.09	EUR	No	1915.11	1665.31
EUREX	M7EU	MSCI EUROPE NET RETURN EUR INDEX	FMEU	2542.68	N/A	2542.68	2210.84	EUR	No	2088.21	1815.68
EUREX	M1IN	MSCI INDIA NTR USD	FMIN	11250.59	N/A	11250.59	9782.50	USD	No	10288.48	8945.93
EUREX	MXJPUS	MSCI JAPAN INDEX - USD	FMJP	5801.86	N/A	5801.86	5044.66	USD	No	5924.80	5151.56
EUREX	K200M.EU	MINI KOSPI 200 - EUREX/KRX LINKED PRODUCT	FMK2	1280191.51	1113210.01	1828845.01	1590300.01	KRW	No	1828845.01	1590300.01
EUREX	M1TW	MSCI TAIWAN NTR USD	FMTW	7487.86	N/A	7487.86	6508.89	USD	No	7703.36	6696.22
EUREX	MBWO	MSCI WORLD NET EUR INDEX 1	FMWN	3850.61	N/A	3850.61	3348.30	EUR	No	3382.18	2940.98
EUREX	M1WO	MSCI WORLD NETR USD INDEX	FMWO	8978.01	N/A	8978.01	7806.93	USD	No	9344.69	8125.78
EUREX	MXWO	MSCI WORLD INDEX	FMWP	3614.82	N/A	3614.82	3142.84	USD	No	4157.05	3614.26
EUREX	OAT	EURO-OAT FRENCH GOVERNMENT BOND	FOAT	3204.38	N/A	3204.38	2786.42	EUR	No	3685.03	3204.38
EUREX	DJESS	EURO STOXX SMALL	FSCE	1311.39	N/A	1311.39	1140.24	EUR	No	1508.10	1311.28
EUREX	DJ200S	STOXX SMALL 200 INDEX	FSCP	1422.06	N/A	1422.06	1236.49	EUR	No	1590.21	1382.70
EUREX	SXXPESGX	STOXX EUROPE 600 ESG-X	FSEG	1331.15	N/A	1331.15	1157.49	EUR	No	1060.87	922.472
EUREX	SLI	SWISS LEADER INDEX (PREIS_INDEX)	FSLI	4170.08	N/A	4170.08	3626.15	CHF	Yes²	4795.59	4170.08
EUREX	SMIDP	SMI DIVIDEND POINTS INDEX	FSMD	9789.15	N/A	9789.15	7402.00	CHF	No	9789.15	7402.00
EUREX	SMI	SWISS MARKET INDEX	FSMI	5513.68	4794.50	7876.68	6849.29	CHF	Yes	8990.03	7817.42
EUREX	SMIM	SWISS MID-CAP INDEX	FSMM	4285.78	N/A	4285.78	3725.27	CHF	Yes²	4928.64	4284.06
EUREX	SMI	SWISS MARKET INDEX	FSMS	551.368	479.45	787.668	684.929	CHF	No	899.003	781.742
EUREX	MDAX	MIDCAP DAX	FSMX	2552.32	N/A	2552.32	2219.31	EUR	No	2429.14	2112.20
EUREX	ST3	THREE MONTH ESTR	FST3	124.585	N/A	124.585	108.335	EUR	No	190.134	165.334
EUREX	SXAP	STOXX 600 AUTOMOBILES & PARTS	FSTA	3787.40	N/A	3787.40	3293.35	EUR	Yes²	4355.50	3787.36
EUREX	SX7P	STOXX 600 BANKS	FSTB	1294.30	N/A	1294.30	1125.47	EUR	Yes	1224.08	1064.41
EUREX	SX4P	STOXX 600 CHEMICALS	FSTC	4958.33	N/A	4958.33	4310.10	EUR	Yes²	5702.08	4956.61
EUREX	SXEP	STOXX 600 OIL & GAS	FSTE	1513.66	N/A	1513.66	1316.23	EUR	Yes	1740.71	1513.66
EUREX	SXFP	STOXX 600 FINANCIAL SERVICES INDEX	FSTF	4417.30	N/A	4417.30	3839.495	EUR	Yes²	4302.34	3739.57
EUREX	SXNP	STOXX 600 INDUSTRIAL GOODS & SERVICES INDEX	FSTG	4071.96	N/A	4071.96	3540.45	EUR	Yes²	4495.75	3908.94
EUREX	SXDP	STOXX 600 HEALTHCARE	FSTH	3523.17	N/A	3523.17	3063.52	EUR	Yes²	4051.64	3523.05
EUREX	SXIP	STOXX 600 INSURANCE	FSTI	2371.43	N/A	2371.43	2062.04	EUR	Yes²	2038.16	1772.25
EUREX	SX86P	STOXX 600 REAL ESTATE	FSTL	800.831	N/A	800.831	696.362	EUR	No	920.956	800.816
EUREX	SXMP	STOXX 600 MEDIA	FSTM	1627.39	N/A	1627.39	1414.65	EUR	Yes²	1871.49	1626.85
EUREX	SXOP	STOXX 600 CONSTRUCTION & MATERIALS	FSTN	3296.71	N/A	3296.71	2866.51	EUR	Yes²	3294.93	2864.96
EUREX	SX3P	STOXX 600 FOOD & BEVERAGE INDEX	FSTO	2028.65	N/A	2028.65	1763.95	EUR	Yes²	2332.95	2028.54
EUREX	SXRP	STOXX 600 RETAIL	FSTR	1774.13	N/A	1774.13	1541.81	EUR	Yes²	2040.25	1773.08
EUREX	SXPP	STOXX 600 BASIC RESOURCES INDEX	FSTS	3617.64	N/A	3617.64	3145.75	EUR	Yes	3907.51	3397.80
EUREX	SXKP	STOXX 600 TELECOMMUNICATIONS	FSTT	690.508	N/A	690.508	600.429	EUR	Yes²	794.084	690.493
EUREX	SX6P	STOXX 600 UTILITIES	FSTU	1427.61	N/A	1427.61	1241.39	EUR	Yes	1641.75	1427.59
EUREX	SXTP	STOXX 600 TRAVEL & LEISURE	FSTV	1211.28	N/A	1211.28	1053.25	EUR	Yes²	1392.98	1211.24
EUREX	STX	STOXX50	FSTX	3186.74	N/A	3186.74	2771.04	EUR	Yes²	3348.65	2911.83
EUREX	SX8P	STOXX 600 TECHNOLOGY	FSTY	7570.22	N/A	7570.22	6582.26	EUR	Yes²	8705.75	7569.60
EUREX	SXQP	STOXX 600 PERSONAL & HOUSEHOLD GOODS	FSTZ	4186.19	N/A	4186.19	3640.15	EUR	Yes²	4814.12	4186.17
EUREX	ESTX50	EURO STOXX50	FSXE	303.181	263.636	433.116	376.622	EUR	No	498.083	433.116
EUREX	TDX	TECDAX	FTDX	7675.08	N/A	7675.08	6673.98	EUR	Yes²	8826.34	7675.08
EUREX	V2TX	VSTOXX VOLATILITY INDEX	FVS	897.9775	N/A	897.9775	780.85	EUR	Yes	2571.23	2235.85
EUREX	DJES	EURO STOXX PRICE INDEX	FXXE	1991.41	N/A	1991.41	1731.14	EUR	No	2290.12	1990.81
EUREX	DJ600	STOXX 600 INDEX	FXXP	1422.13	1236.64	2031.62	1766.63	EUR	Yes	2336.36	2031.62

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	10873.99	N/A	10873.99	9455.65	EUR	No	10873.99	9455.65
FTA	EOE	AMS EOE INDEX	FTI	11329.42	9851.67	16184.89	14073.82	EUR	Yes	14150.32	12304.62
FTA	EOE	AMS EOE INDEX	MFA	1132.94	985.167	1618.49	1407.38	EUR	No	1415.03	1230.46

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	86253.43	N/A	86253.43	72742.12	HKD	No	83653.43	72742.12
HKFE	CNH	HOUSING INDEX COMPOSITE	CUS	27830.74	N/A	27830.74	21687.60	CNH	Yes	24940.74	21687.60
HKFE	HHIDPI	HSCEI DIVIDEND POINT INDEX	DHH	3372.24	N/A	3372.24	2549.90	HKD	No	3372.24	2549.90
HKFE	HSIDPI	HSI DIVIDEND POINT INDEX	DHS	10711.19	N/A	10711.19	8099.20	HKD	No	10711.19	8099.20
HKFE	GDR	CNH GOLD FUTURES	GDR	431145.92	N/A	431145.92	374909.50	CNH	No	432095.93	374909.50
HKFE	GDU	USD GOLD FUTURES	GDU	66764.30	N/A	66764.30	58055.91	USD	No	67024.30	58055.91
HKFE	HHI.HK³	HANG SENG CHINA ENTERPRISE INDEX	HHI	33746.89	29345.12	48209.84	41921.60	HKD	Yes	48809.84	41921.60
HKFE	HSI	HANG SENG STOCK INDEX	HSI	87706.66	75597.20	125295.23	107996	HKD	Yes	124195.40	107996
HKFE	HSTECH	HANG SENG TECH INDEX	HTI	30731.94	26723.42	43902.77	38176.32	HKD	Yes	43952.69	38176.32
HKFE	MCA	MSCI CHINA A 50 CONNECT INDEX	MCA	6112.69	4736.94	8732.41	6767.06	USD	No	7782.41	6767.06
HKFE	MCH.HK	MINI-HANG SENG CHINA ENTERPRISES INDEX	MCH	6749.38	5869.02	9641.97	8384.32	HKD	Yes	9761.97	8384.32
HKFE	MCS	UNITED STATES DOLLAR	MCS	6364.09	N/A	6364.09	5027.57	CNH	No	5782.09	5027.57
HKFE	MHI	MINI HANG SENG INDEX	MHI	17541.33	15119.44	25059.05	21599.20	HKD	Yes	24839.08	21599.20
HKFE	MID.HK	MIAMI HOUSING INDEX	MIA	1559.26	N/A	1559.26	1329.79	USD	No	1529.26	1329.79
HKFE	MND	MSCI INDIA INDEX (USD) - HKFE	MND	3509.59	N/A	3509.59	3000.50	USD	No	3450.58	3000.50
HKFE	MTW	MSCI TAIWAN (USD) INDEX - HKFE	MTW	6807.48	N/A	6807.48	5919.46	USD	No	6817.48	5919.46
HKFE	VHSI	HANG SENG VOLATILITY INDEX	VHS	69143.75	N/A	69143.75	60125	HKD	No	110443.75	92125

Intercontinental Exchange (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	SG	GENERALI	G	3739.10	N/A	3739.10	3251.39	GBP	No	3739.10	3251.39
ICEEU	H	MEDIUM GILT	H	6013.38	N/A	6013.38	5229.03	GBP	No	6013.38	5229.03
ICEEU	I	3 MONTH EURIBOR INTEREST RATE	I	634.522	N/A	634.522	551.75	EUR	Yes	634.5125	551.75
ICEEU	NDUEBRAF	THE MSCI BRAZIL NET TOTAL RETURN	MCG	5853.44	N/A	5853.44	5089.20	USD	No	5853.44	5089.20
ICEEU	O	5 YEAR EURO SWAPNOTE	O	5295.88	N/A	5295.88	4605.12	EUR	No	5295.89	4605.12
ICEEU	P	10 YEAR EURO SWAPNOTE	P	9393.36	N/A	9393.36	8168.14	EUR	No	9393.36	8168.14
ICEEU	R	LONG GILT	R	4186.01	N/A	4186.01	3640.01	GBP	No	4186.01	3640.01
ICEEU	SRFXON3	THREE MONTH SARONA	SA3	514.975	N/A	514.975	447.80	CHF	No	514.97	447.80
ICEEU	SONIA.N	THREE MONTH SONIA	SO3	1079.28	N/A	1079.28	938.50	GBP	Yes	1079.275	938.50
ICEEU	SONIO.N	ONE MONTH SONIA	SOA	815.107	N/A	815.107	708.784	GBP	No	815.102	708.784
ICEEU	TWS	2 YEAR EURO SWAPNOTE	TWS	2145.21	N/A	2145.21	1865.40	EUR	No	2145.21	1865.40
ICEEU	F1DV	FTSE 100 DIVIDEND INDEX	XZ	1387.55	N/A	1387.55	1049.19	GBP	No	1387.55	1049.19
ICEEU	Y	FTSE 250 INDEX	Y2	4579.08	N/A	4579.08	3981.65	GBP	No	4579.08	3981.65
ICEEU	Z	FTSE 100 INDEX	Z	4039.96	3513.01	5771.38	5018.59	GBP	Yes	5771.38	5018.59

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	12477.58	N/A	12477.58	10850.07	GBP	No	12477.58	10850.07
ICEEUSOFT	D	ROBUSTA COFFEE	RC	6877	N/A	6877	5980	USD	No	6877	5980
ICEEUSOFT	T	WHEAT	T	2286.57	N/A	2286.57	1987.51	GBP	No	2286.57	1987.51
ICEEUSOFT	W	WHITE SUGAR	W	2448.48	N/A	2448.48	2129.11	USD	No	2448.48	2129.11

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	8089.96	N/A	8089.96	7034.75	USD	No	8089.96	7034.75
ICEUS	EJ	NYBOT EURO IN JAPANESE YEN	KEJ	23580748.99	N/A	23580748.99	20504999.125	JPY	No	23580748.99	20504999.125
ICEUS	EO	EUROPEAN MONETARY UNION EURO	KEO	11154.56	N/A	11154.56	9699.49	USD	No	11154.56	9699.49
ICEUS	ECD	EUROPEAN MONETARY UNION EURO	KEP	11033.28	N/A	11033.28	9594.15	CAD	No	11033.28	9594.15
ICEUS	GB	EUROPEAN MONETARY UNION EURO	KGB	6812.04	N/A	6812.04	5923.51	GBP	No	6812.04	5923.51
ICEUS	EAD	EUROPEAN MONETARY UNION EURO	KRA	17360.71	N/A	17360.71	15096.27	AUD	No	17360.71	15096.27
ICEUS	RZ	NYBOT EURO IN SWISS FRANC	KRZ	7065.30	N/A	7065.30	6143.74	CHF	No	7065.30	6143.74
ICEUS	ZY	SWISS FRANC	KZY	4140987.93	N/A	4140987.93	3600859.07	JPY	No	4140989.18	3600859.07
ICEUS	MP	BRITISH POUND	MP	8301.74	N/A	8301.74	7218.91	USD	No	8301.74	7218.91
ICEUS	SS	BRITISH POUND IN SWISS FRANC	SS	12969.64	N/A	12969.64	11277.95	CHF	No	12969.64	11277.95
ICEUS	SY	JAPANESE YEN	SY	3122642.15	N/A	3122642.15	2715341.00	JPY	No	3122642.40	2715341.00

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	2450.59	N/A	2450.59	1853	EUR	No	2450.59	1853
IDEM	FTMIB	FTSE MIB INDEX	FIB	16809.98	14617.37	24014.26	20881.96	EUR	Yes	24014.26	20881.96
IDEM	FTMIB	FTSE MIB INDEX	MICR	672.399	584.695	960.57	835.2785	EUR	No	960.57	835.2785
IDEM	FTMIB	MSCI INDIA NET TOTAL RETURN INDEX (USD) - HKFE	MIN	3362.00	2923.47	4802.85	4176.39	EUR	No	4802.85	4176.39
IDEM	SRGB	SNAM & ITALGAS BASKET	SRG7	1016.44	N/A	1016.44	813.15	EUR	No	1016.44	813.15

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	35892.11	N/A	35892.11	31210.53	USD	No	35892.10	31210.53
IPE	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	Yes	16250	13000
IPE	GOIL	ICE GASOIL	GOIL	8574.15	N/A	8574.15	6859.32	USD	No	8574.15	6859.32
IPE	HOIL	ICE HEATING OIL	HOIL	25200	N/A	25200	20160	USD	No	25200	20160
IPE	NCF	NEWCASTLE COAL FUTURES	NCF	32279.53	N/A	32279.53	28069.16	USD	No	32279.53	28069.16
IPE	NGF	ICE UK NATURAL GAS	NGF	7305.40	N/A	7305.40	6352.52	GBP	No	36173.90	6352.52
IPE	RBOB	ICE NYH RBOB GASOLINE	RBOB	22050	N/A	22050	17640	USD	No	22050	17640
IPE	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15467.24	N/A	15467.24	12373.79	USD	Yes	15467.24	12373.79

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	6450062.50	5608750	9214375	8012500	KRW	Yes	9214375	8012500
KSE	K200M	MINI KOSPI200 INDEX	05	1290012.50	1121750	1842875	1602500	KRW	Yes	1842875	1602500
KSE	KOSDQ150	KOSDAQ 150 INDEX	06	1174066.075	836010.03	1677237.25	1194300.05	KRW	No	1677237.25	1194300.05
KSE	005930	HANG SENG BANK LTD	11	167686.43	N/A	167686.43	134149.14	KRW	No	169283.01	134149.14
KSE	017670	HENDERSON LAND DEVELOPMENT	12	175208.81	N/A	175208.81	140167.05	KRW	No	175877.00	140167.05
KSE	005490	POSCO HOLDINGS INC	13	869775.39	N/A	869775.39	695820.31	KRW	No	888056.69	695820.31
KSE	030200	KTCORPORATION	14	131336.06	N/A	131336.06	104059.62	KRW	No	130074.52	104059.62
KSE	015760	KOREA ELECTRIC POWER CORP	15	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	005380	SUN HUNG KAI PROPERTIES	16	649523.55	N/A	649523.55	516536.875	KRW	No	645671.09	516536.875
KSE	016360	NEW WORLD DEVELOPMENT	17	139320.78	N/A	139320.78	111456.62	KRW	No	140147.28	111456.62
KSE	055550	SHINHAN FINANCIAL GROUP LTD	18	168313.29	N/A	168313.29	134650.63	KRW	No	169915.84	134650.63
KSE	000270	SWIRE PACIFIC LTD - CL A	19	287104.25	N/A	287104.25	229683.40	KRW	No	289837.82	229683.40
KSE	012330	HYUNDAI MOBIS CO LTD	20	795777.56	N/A	795777.56	630626.37	KRW	No	788282.96	630626.37
KSE	006400	SAMSUNG SDI CO LTD	22	772611.33	N/A	772611.33	618089.06	KRW	No	774967.51	618089.06
KSE	009150	BANK OF EAST ASIA LTD	23	346803.62	N/A	346803.62	276071.41	KRW	No	345089.26	276071.41
KSE	066570	LG ELECTRONICS INC	24	277387.84	N/A	277387.84	221910.27	KRW	No	280028.90	221910.27
KSE	036460	KOREA GAS CORPORATION	28	144861.65	N/A	144861.65	94595.76	KRW	No	122563.50	94595.76
KSE	004020	HYUNDAI STEEL CO	32	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	003550	LG CORP	34	223790.87	N/A	223790.87	179032.70	KRW	No	223921.61	179032.70
KSE	078930	GS HOLDINGS	35	127723.78	N/A	127723.78	102179.02	KRW	No	128439.86	102179.02
KSE	033780	KT & G CORPORATION	36	370163.87	N/A	370163.87	296131.09	KRW	No	373688.27	296131.09
KSE	009540	HD KOREA SHIPBUILDING & OFFS	39	594268.16	N/A	594268.16	475414.53	KRW	No	596926.31	475414.53
KSE	086790	HANA FINANCIAL GROUP	40	185238.66	N/A	185238.66	148190.93	KRW	No	188002.34	148190.93
KSE	096770	SK INNOVATION CO LTD	41	306340.84	N/A	306340.84	240966.97	KRW	No	301208.72	240966.97
KSE	001040	CJ CORP	42	282089.33	N/A	282089.33	225671.46	KRW	No	282775.14	225671.46
KSE	034220	LG DISPLAY CO LTD	45	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	105560	KB FINANCIAL GROUP INC	46	280835.60	N/A	280835.60	224668.48	KRW	No	288509.48	224668.48
KSE	051910	LG CHEM LTD	47	871342.58	N/A	871342.58	697074.06	KRW	No	879638.76	697074.06
KSE	006800	MIRAE ASSET SECURITIES CO LT	48	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	042670	HD HYUNDAI INFRACORE CO LTD	49	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	000660	SK HYNIX INC	50	574695	N/A	574695	446829.49	KRW	No	574695	446829.49
KSE	006360	GS ENGINEERING & CONSTRUCT	51	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	139480	E-MART INC	54	195236.16	N/A	195236.16	154459.57	KRW	No	193074.46	154459.57
KSE	161390	HANKOOK TIRE & TECHNOLOGY CO	55	115450.95	N/A	115450.95	90017.83	KRW	No	112522.29	90017.83
KSE	035420	NAVER CORP	56	595851.82	N/A	595851.82	476417.50	KRW	No	595521.875	476417.50
KSE	003490	KOREAN AIR LINES CO LTD	57	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	3KTB	3-YEAR KOREA TREASURY BOND	65	1068211.63	N/A	1068211.63	928879.68	KRW	No	1068214.63	928879.68
KSE	FLKTB	10-YEAR KOREA TREASURY BOND	67	3278724.03	N/A	3278724.03	2851064.37	KRW	No	3278726.03	2851064.37
KSE	KWY	UNITED STATES DOLLAR	75	1605055.43	N/A	1605055.43	1395699.95	KRW	No	3210109.89	2791399.90
KSE	032640	LG UPLUS CORP	B0	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	010950	S-OILCORPORATION	B2	170193.88	N/A	170193.88	136155.11	KRW	No	175814.34	136155.11
KSE	010130	KOREA ZINC CO LTD	B3	4416075	N/A	4416075	2944050	KRW	No	4416075	2944050
KSE	024110	INDUSTRIALBANKOFKOREA	B4	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	001680	DAESANG CORPORATION	B6	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	047050	POSCO INTERNATIONAL CORP	B7	144253.99	N/A	144253.99	114089.46	KRW	No	142611.83	114089.46
KSE	034020	DOOSAN ENERBILITY CO LTD	B9	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	023530	BARLEY FUTURES	BA	194641.63	N/A	194641.63	155713.30	KRW	No	196494.85	155713.30
KSE	011170	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	230059.52	N/A	230059.52	184047.62	KRW	No	234249.95	184047.62
KSE	032830	SAMSUNG LIFE INSURANCE CO LT	BD	305910.21	N/A	305910.21	244728.16	KRW	No	314822.82	244728.16
KSE	010140	SAMSUNGHEAVYINDUSTRIES	BF	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	029780	SAMSUNG CARD CO	BG	123492.43	N/A	123492.43	98793.95	KRW	No	124668.23	98793.95
KSE	036570	NCSOFTCORPORATION	BJ	633133.79	N/A	633133.79	506507.03	KRW	No	639161.98	506507.03
KSE	000080	HITE JINRO CO LTD	BK	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	071050	KOREA INVESTMENT HOLDINGS CO	BL	228178.91	N/A	228178.91	182543.125	KRW	No	230351.45	182543.125
KSE	047810	KOREA AEROSPACE INDUSTRIES	BM	206552.08	N/A	206552.08	165241.66	KRW	No	210518.69	165241.66
KSE	000720	DANONE	BN	90582.01	N/A	90582.01	72465.61	KRW	No	96944.46	72465.61
KSE	011210	HYUNDAI WIA CORP	BP	125059.59	N/A	125059.59	100047.68	KRW	No	125750.32	100047.68
KSE	008770	HOTEL SHILLA CO LTD	BQ	119659.91	N/A	119659.91	95032.75	KRW	No	118790.94	95032.75
KSE	035250	KANGWON LAND, INC.	BS	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	138930	BNK FINANCIAL GROUP INC	BT	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	139130	DGB FINANCIAL GROUP INC	BV	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	114090	GRAND KOREA LEISURE CO LTD	BW	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	001120	LX INTERNATIONAL CORP	BX	88373.29	N/A	88373.29	70275	KRW	No	87843.75	70275
KSE	011070	LG INNOTEK CO LTD	BY	511236.75	N/A	511236.75	406459.375	KRW	No	508074.22	406459.375
KSE	005940	BRENT CRUDE OIL - LAST DAY	BZ	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	034730	SK INC	C1	423760.84	N/A	423760.84	339008.67	KRW	No	429795.57	339008.67
KSE	001740	SK NETWORKS CO LTD	C2	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	011780	KUMHO PETRO CHEMICAL CO LTD	C3	321268.38	N/A	321268.38	257014.71	KRW	No	330327.25	257014.71
KSE	018260	SAMSUNG SDS CO LTD	C5	446385.86	N/A	446385.86	350041.48	KRW	No	437551.86	350041.48
KSE	090430	AMOREPACIFIC CORP	C6	338820.61	N/A	338820.61	271056.48	KRW	No	346046.60	271056.48
KSE	030000	CHEIL WORLDWIDE INC	C7	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	028260	SAMSUNG C&T CORP	C8	367656.42	N/A	367656.42	294125.14	KRW	No	369156.94	294125.14
KSE	000880	HANWHA CORPORATION	C9	90443.44	N/A	90443.44	71838.75	KRW	No	89798.43	71838.75
KSE	088350	CARREFOUR SA	CA	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	086280	COCOA NYBOT	CC	353238.53	N/A	353238.53	282590.82	KRW	No	365601.78	282590.82
KSE	010620	HD HYUNDAI MIPO	CD	343835.55	N/A	343835.55	275068.44	KRW	No	348109.26	275068.44
KSE	001450	HYUNDAI MARINE & FIRE INS CO	CE	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	035720	KAKAO CORP	CF	108207.66	N/A	108207.66	85379.03	KRW	No	106723.79	85379.03
KSE	046890	SEOUL SEMICONDUCTOR CO LTD	CJ	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	069080	WEBZEN INC	CK	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	096530	LIGHT SWEET CRUDE OIL	CL	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	022100	POSCO DX CO LTD	CN	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	068270	CELLTRION INC	CP	519481.53	N/A	519481.53	414733.98	KRW	No	518417.48	414733.98
KSE	122870	YG ENTERTAINMENT INC	CQ	144943.54	N/A	144943.54	113838.71	KRW	No	142298.39	113838.71
KSE	051900	LG H&H	CR	1059402.15	N/A	1059402.15	847521.72	KRW	No	1149488.88	847521.72
KSE	002790	AXA SA	CS	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	000810	COTTON NO. 2	CT	1046864.84	N/A	1046864.84	837491.875	KRW	No	1071832.22	837491.875
KSE	008930	HANMI SCIENCE CO LTD	CV	100298.43	N/A	100298.43	80238.74	KRW	No	102253.38	80238.74
KSE	021240	COWAY CO LTD	CW	195268.49	N/A	195268.49	156214.79	KRW	No	200127.68	156214.79
KSE	128940	HANMI PHARM CO LTD	CX	907387.30	N/A	907387.30	725909.84	KRW	No	926026.71	725909.84
KSE	018880	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	005830	LONDON HEATING DEGREE DAY INDEX	D0	318447.51	N/A	318447.51	254758.01	KRW	No	322479.51	254758.01
KSE	097950	CJ CHEILJEDANG CORP.	D1	772611.33	N/A	772611.33	618089.06	KRW	No	779967.51	618089.06
KSE	009240	AMSTERDAM SCHIPHOL HEATING DEGREE DAY INDEX	D2	157656.59	N/A	157656.59	126125.27	KRW	No	162157.66	126125.27
KSE	002380	KCC CORP	D3	722462.11	N/A	722462.11	577969.69	KRW	No	759340.79	577969.69
KSE	012750	S1 CORPORATION	D5	187337.65	N/A	187337.65	149695.40	KRW	No	187119.25	149695.40
KSE	000100	YUHAN CORPORATION	D6	531405	N/A	531405	354270	KRW	No	531405	354270
KSE	051600	KEPCO PLANT SERVICE & ENGINE	D7	139790.93	N/A	139790.93	111832.74	KRW	No	140621.91	111832.74
KSE	069960	HYUNDAI DEPT STORE CO	D8	136009.19	N/A	136009.19	105814.83	KRW	No	132268.54	105814.83
KSE	004370	MILK CLASS III INDEX	DA	1021790.23	N/A	1021790.23	817432.19	KRW	No	1041518.85	817432.19
KSE	079550	LIG NEX1 CO LTD	DB	770400	N/A	770400	601790.55	KRW	No	770400	601790.55
KSE	204320	HL MANDO CO LTD	DC	115813.34	N/A	115813.34	92650.67	KRW	No	118416.02	92650.67
KSE	004170	SHINSEGAE INC	DD	407462.35	N/A	407462.35	325969.88	KRW	No	412341.89	325969.88
KSE	161890	KOLMAR KOREA CO LTD	DE	173573.44	N/A	173573.44	136155.11	KRW	No	170193.88	136155.11
KSE	111770	YOUNGONE CORP	DG	126834.55	N/A	126834.55	100423.80	KRW	No	125529.75	100423.80
KSE	006650	KOREA PETRO CHEMICAL IND	DJ	272059.47	N/A	272059.47	217647.58	KRW	No	279649.80	217647.58
KSE	192820	COSMAX INC	DK	422822.71	N/A	422822.71	338258.16	KRW	No	425855.28	338258.16
KSE	039130	HANA TOUR SERVICE INC	DN	155305.85	N/A	155305.85	124244.68	KRW	No	166284.54	124244.68
KSE	086900	MEDY-TOX INC	DP	395551.90	N/A	395551.90	316441.52	KRW	No	415318.04	316441.52
KSE	078340	COM2US CORP	DR	134216.66	N/A	134216.66	107193.95	KRW	No	133992.43	107193.95
KSE	035760	CJ ENM CO LTD	DT	181886.89	N/A	181886.89	143677.49	KRW	No	179596.86	143677.49
KSE	056190	SFA ENGINEERING CORP	DV	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	241560	DOOSAN BOBCAT INC	DW	118634.23	N/A	118634.23	94907.38	KRW	No	118763.77	94907.38
KSE	017800	CME DRY WHEY INDEX	DY	162044.64	N/A	162044.64	129635.71	KRW	No	162587.50	129635.71
KSE	105630	HANSAE CO LTD	DZ	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	240810	WONIK IPS CO LTD	E0	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	091700	PARTRON CO LTD	E3	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	041510	SM ENTERTAINMENT CO LTD	E4	244734.75	N/A	244734.75	192823.73	KRW	No	241029.66	192823.73
KSE	251270	NETMARBLE CORP	E5	145190.50	N/A	145190.50	116152.40	KRW	No	147300.09	116152.40
KSE	003670	POSCO FUTURE M CO LTD	E8	534861.08	N/A	534861.08	427888.86	KRW	No	546862.68	427888.86
KSE	178920	PI ADVANCED MATERIALS CO LTD	EA	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	316140	WOORI FINANCIAL GROUP INC	EB	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	009420	HANALL BIOPHARMA CO LTD	EE	128193.92	N/A	128193.92	102555.14	KRW	No	128914.49	102555.14
KSE	035900	JYP ENTERTAINMENT CORP	EF	186406.31	N/A	186406.31	148943.16	KRW	No	186178.96	148943.16
KSE	028670	PAN OCEAN CO LTD	EH	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	011790	NYBOT EURO IN JAPANESE YEN	EJ	346416	N/A	346416	258519.20	KRW	No	346416	258519.20
KSE	093370	FOOSUNG CO LTD	EL	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	375500	DL E&C CO LTD	ER	99100.17	N/A	99100.17	75599.94	KRW	No	94499.92	75599.94
KSE	207940	E-MINI S&P 500	ES	2936863.28	N/A	2936863.28	2349490.625	KRW	No	2954825.71	2349490.625
KSE	028050	SAMSUNG E&A CO LTD	ET	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	272210	HANWHA SYSTEMS CO LTD	EV	88235.98	N/A	88235.98	70459.64	KRW	No	88074.55	70459.64
KSE	293490	KAKAO GAMES CORP	EX	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	247540	ECOPRO BM CO LTD	EY	390223.56	N/A	390223.56	312178.85	KRW	No	399938.95	312178.85
KSE	253450	STUDIO DRAGON CORP	EZ	135559.59	N/A	135559.59	108447.68	KRW	No	140350.28	108447.68
KSE	278280	CHUNBO CO LTD	F0	115656.62	N/A	115656.62	92525.29	KRW	No	132257.81	92525.29
KSE	200130	KOLMAR BNH CO LTD	F1	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	036540	SFA SEMICON CO LTD	F2	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	060250	NHN KCP CORP	F3	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	000250	SAM CHUN DANG PHARM CO LTD	F4	366672.31	N/A	366672.31	292119.16	KRW	No	365148.95	292119.16
KSE	373220	LG ENERGY SOLUTION	F5	1162834.86	N/A	1162834.86	930267.89	KRW	No	1193906.45	930267.89
KSE	323410	KAKAOBANK CORP	F6	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	377300	KAKAO PAY CORP	F7	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	259960	KRAFTON INC	F8	928747.90	N/A	928747.90	725909.84	KRW	No	907387.30	725909.84
KSE	302440	SK BIOSCIENCE CO LTD	F9	140104.36	N/A	140104.36	112083.49	KRW	No	157938.32	112083.49
KSE	011200	HMM CO LTD	FA	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	361610	SK IE TECHNOLOGY CO LTD	FB	87843.75	N/A	87843.75	70275	KRW	No	87843.75	70275
KSE	352820	HYBE CO LTD	FC	642536.77	N/A	642536.77	514029.41	KRW	No	648654.49	514029.41
KSE	329180	HD HYUNDAI HEAVY INDUSTRIES	FD	669178.56	N/A	669178.56	535342.85	KRW	No	675549.93	535342.85
KSE	402340	SK SQUARE CO LTD	FE	251424	N/A	251424	194578.95	KRW	No	251424	194578.95
KSE	326030	SK BIOPHARMACEUTICALS CO LTD	FF	323775.85	N/A	323775.85	259020.68	KRW	No	323858.59	259020.68
KSE	383220	F&F CO LTD / NEW	FG	167570.45	N/A	167570.45	128883.48	KRW	No	161104.35	128883.48
KSE	267250	HD HYUNDAI	FH	237268.46	N/A	237268.46	189814.77	KRW	No	259527.54	189814.77
KSE	271560	ORION CORP/REPUBLIC OF KOREA	FJ	312445.32	N/A	312445.32	243474.43	KRW	No	304343.04	243474.43
KSE	138040	MERITZ FINANCIAL GROUP INC	FK	319074.37	N/A	319074.37	255259.49	KRW	No	323112.33	255259.49
KSE	263750	PEARL ABYSS CORP	FL	118947.67	N/A	118947.67	95158.13	KRW	No	123580.19	95158.13
KSE	066970	L&F CO LTD	FM	358312.50	N/A	358312.50	251874.31	KRW	No	358312.50	251874.31
KSE	112040	WEMADE CO LTD	FN	145741.50	N/A	145741.50	104561.10	KRW	No	145741.50	104561.10
KSE	196170	ALTEOGEN INC	FP	1548750	N/A	1548750	1097014.06	KRW	No	1548750	1097014.06
KSE	058470	LEENO INDUSTRIAL INC	FQ	487074.22	N/A	487074.22	389659.375	KRW	No	490711.75	389659.375

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	5967.11	N/A	5967.11	5188.79	USD	No	5967.11	5188.79
LMEOTC	CA	CARREFOUR SA	CA	20038.46	N/A	20038.46	17424.75	USD	No	20038.46	17424.75
LMEOTC	PB	LEAD - LME	PB	4849.84	N/A	4849.84	4217.25	USD	No	4849.84	4217.25
LMEOTC	SNLME	TIN FUTURE	SN	36160.19	N/A	36160.19	31422.64	USD	No	36160.19	31422.64
LMEOTC	ZSLME	SOYBEAN FUTURES	ZS	7480.43	N/A	7480.43	6504.71	USD	No	7480.43	6504.71

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	753.357	N/A	753.357	655.093	EUR	Yes	1365.79	1187.64
MATIF	ECO	EUROPEAN RAPESEED FUTURE	ECO	2185.73	N/A	2185.73	1900.64	EUR	Yes	3136.03	2726.98
MATIF	EMA	CORN	EMA	1126.02	N/A	1126.02	979.084	EUR	No	1355.03	1178.22

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	8050.10	7000	11500.14	10000	EUR	No	11500.14	10000
MEFFRV	IBEX	IBEX 35 INDEX MINI	MIX	805.004	700	1150.01	1000	EUR	Yes	1150.01	1000

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	12669.19	N/A	12669.19	11016.69	MXN	No	17548.84	15259.86
MEXDER	EURO	EUROPEAN MONETARY UNION EURO	EU	34951.26	N/A	34951.26	30392.40	MXN	No	40193.94	34951.26
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	IPC	49552.84	N/A	49552.84	43087.73	MXN	Yes²	52203.47	45392.535
MEXDER	IPC	MEXICO BOLSA (IPC) INDEX	MIP	9910.96	N/A	9910.96	8617.55	MXN	No	10441.10	9078.51

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	5123.27	N/A	5123.27	4455.02	EUR	No	5123.27	4455.02
MONEP	EPRA	FTSE EPRA/NAREIT EUROPE	EPR	4368.62	N/A	4368.62	3797.90	EUR	No	5023.91	4367.59
MONEP	CAC40	CAC 40	FCE	5048.89	4390.34	7212.70	6271.91	EUR	Yes	7186.02	6248.71
MONEP	FEF	FTSEUROFIRST 80 NEW	FEF	15361.77	N/A	15361.77	13358.06	EUR	No	15361.77	13358.06
MONEP	FEO	FTSEUROFIRST 100 NEW	FEO	11693.62	N/A	11693.62	10168.37	EUR	No	11693.62	10168.37
MONEP	CAC40	CAC 40	MFC	504.889	439.034	721.27	627.191	EUR	No	718.602	624.871

National Stock Exchange of India (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	124403.85	N/A	124403.85	108176.55	INR	Yes	8247.32	7171.58
NSE	EURINR	EURO IN INDIAN RUPEE	EURINR	10214.02	N/A	10214.02	8881.75	INR	No	10214.01	8881.75
NSE	NSEFIN	NSE NIFTY FINANCIAL SERVICES INDEX FUTURES	FINNIFTY	95846.5	N/A	95846.5	83343.75	INR	Yes	3812.46	3315.18
NSE	GBPINR	BRITISH POUNDS IN INDIAN RUPEE	GBPINR	12291.93	N/A	12291.93	10688.20	INR	No	12291.43	10688.20
NSE	JPYINR	JAPANESE YEN IN INDIAN RUPEE	JPYINR	6234.54	N/A	6234.54	5421.25	INR	No	6234.54	5421.25
NSE	MIDCAPSEL	NIFTY MIDCAP SELECT	MIDCPNIFTY	91705.5	N/A	91705.5	79742	INR	Yes	1822.92	1585.15
NSE	NIFTY50	NIFTY 50	NIFTY	83699	N/A	83699	72781.75	INR	Yes	3326.28	2892.42
NSE	USDINR	US DOLLARS IN INDIAN RUPEE	USDINR	9718.08	N/A	9718.08	8450.50	INR	Yes	9718.07	8450.50

ICE Futures U.S. (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	292620.40	N/A	292620.40	254452.52	USD	No	292620.40	254452.52
NYBOT	CC	COCOA NYBOT	CC	17219.22	N/A	17219.22	14973.24	USD	Yes	17219.22	14973.24
NYBOT	CT	COTTON NO. 2	CT	2788.35	N/A	2788.35	2424.65	USD	Yes	2788.35	2424.65
NYBOT	DX	NYBOT US DOLLAR FX	DX	2868.73	N/A	2868.73	2494.55	USD	Yes	2868.73	2494.55
NYBOT	NYFANG	NYSE FANG+ INDEX	FNG	7974.10	N/A	7974.10	6933.97	USD	No	9170.21	7974.06
NYBOT	KC	COFFEE "C"	KC	15000.54	N/A	15000.54	13043.95	USD	Yes	15000.54	13043.95
NYBOT	OJ	FC ORANGE JUICE "A"	OJ	20169.98	N/A	20169.98	17539.11	USD	Yes	20169.98	17539.11
NYBOT	RS	CANOLA	RS	1331.49	N/A	1331.49	1157.81	CAD	No	1331.48	1157.81
NYBOT	SB	SUGAR NO. 11	SB	2392.45	N/A	2392.45	2080.39	USD	Yes	2392.45	2080.39
NYBOT	SF	SUGAR #16 112000 LBS	SF	1797.83	N/A	1797.83	1563.11	USD	No	1797.83	1563.11

New York Mercantile Exchange (NYMEX)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 NYMEX	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
NYMEX	BB	NYMEX BRENT FINANCIAL FUTURES INDEX	BB	16250.00	N/A	16250.00	13000	USD	No	16250	13000
NYMEX	BZ	BRENT CRUDE OIL - LAST DAY	BZ	16250	N/A	16250	13000	USD	Yes	17140.00	13000
NYMEX	CL	LIGHT SWEET CRUDE OIL	CL	16250	N/A	16250	13000	USD	Yes	17180.00	13000
NYMEX	HH	NATURAL GAS LAST DAY FINANCIAL FUTURES INDEX	HH	7299.25	N/A	7299.25	6251.52	USD	No	7189.25	6251.52
NYMEX	HHW	HENRY HUB NATURAL GAS (WEEKLY FUTURES)	HHW	7189.25	N/A	7189.25	6251.52	USD	No	7189.25	6251.52
NYMEX	HO	HEATING OIL	HO	25200	N/A	25200	20160	USD	Yes	25771.20	20160
NYMEX	HP	NATURAL GAS PENULTIMATE FINANCIAL FUTURES INDEX	HP	7299.46	N/A	7299.46	6251.52	USD	No	7189.46	6251.52
NYMEX	MCL	MICRO WTI CRUDE OIL	MCL	1546.72	N/A	1546.72	1237.38	USD	Yes	1638.72	1237.38
NYMEX	MHO	MICRO NY HARBOR ULSD	MHO	2520	N/A	2520	2016	USD	No	2520	2016
NYMEX	MHNG	MICRO HENRY HUB NATURAL GAS	MNG	729.925	N/A	729.925	625.152	USD	No	718.925	625.152
NYMEX	MRB	MICRO RBOB GASOLINE	MRB	2205	N/A	2205	1764	USD	No	2205	1764
NYMEX	NG	HENRY HUB NATURAL GAS	NG	7299.25	N/A	7299.25	6251.52	USD	Yes	7189.25	6251.52
NYMEX	PA	PALLADIUM INDEX	PA	20836.08	N/A	20836.08	16353.11	USD	No	18806.08	16353.11
NYMEX	PL	PLATINUM INDEX	PL	5125.03	N/A	5125.03	4347.85	USD	No	5000.03	4347.85
NYMEX	QG	NYMEX MINY NATURAL GAS INDEX	QG	1824.81	N/A	1824.81	1562.88	USD	No	1797.31	1562.88
NYMEX	QM	NYMEX MINY LIGHT SWEET CRUDE OIL	QM	7733.81	N/A	7733.81	6186.895	USD	No	8183.81	6186.895
NYMEX	RB	NYMEX RBOB GASOLINE INDEX	RB	22050	N/A	22050	17640	USD	Yes	22596	17640
NYMEX	TT	NYMEX COTTON INDEX	TT	10493.73	N/A	10493.73	9124.99	USD	No	10493.73	9124.99

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	7578.83	N/A	7578.83	6589.89	USD	No	8715.65	7578.37
NYSELIFFE	M1EU	MSCI EUROPE NTR	EU9	11125.70	N/A	11125.70	9674.52	USD	No	12794.55	11125.70
NYSELIFFE	M1JP	THE MSCI JAPAN NTR	JPP	13954.73	N/A	13954.73	12134.55	USD	No	16047.94	13954.73
NYSELIFFE	MXEA	MSCI EAFE INDEX	MFS	6468.41	5624.70	9240.58	8035.28	USD	No	10626.66	9240.57
NYSELIFFE	MXEF	MSCI EMERGING MARKETS INDEX	MME	3160.27	2748.06	4514.67	3925.80	USD	No	5191.87	4514.67
NYSELIFFE	MXUS	MSCI USA INDEX	MUN	59870.98	N/A	59870.98	52061.72	USD	No	68851.62	59870.98

Nasdaq OMX - Stockholm (OMS)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 OMS	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
OMS	OMXESG	OMXS30 ESG RESPONSIBLE INDEX	OMXESG	24076.68	N/A	24076.68	20934.10	SEK	No	24076.67	20934.10
OMS	OMXS30	OMX INDEX (SWEDEN)	OMXS30	17321.20	15061.91	24744.56	21517.01	SEK	Yes	24744.57	21517.01
OMS	LUPEB	LUPE: LUNDIN PETROLEUM AB: ADJ	ORRON.FWD	833.591	N/A	833.591	666.873	SEK	No	4614.41	666.873

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	3598552.86	3129176.40	5140789.80	4470252	JPY	Yes	4707338.70	4093338
OSE.JPN	N225M	NIKKEI 225 MINI	225M	359855.29	312917.64	514078.98	447025.20	JPY	Yes	470733.87	409333.80
OSE.JPN	N225MC	NIKKEI 225 MICRO	225MC	35985.53	31291.76	51407.90	44702.52	JPY	No	47073.39	40933.38
OSE.JPN	JPNK400	JPX-NIKKEI INDEX 400	400	169381.20	N/A	169381.20	147287.40	JPY	No	194788.38	169380.51
OSE.JPN	TPXC30	TOPIX CORE30	C30	114508.97	N/A	114508.97	99573.02	JPY	No	114508.97	99573.02
OSE.JPN	DJIA	OSE DOW JONES INDUSTRIAL AVERAGE	DJIA	506813.33	N/A	506813.33	440699.62	JPY	No	582835.33	506804.56
OSE.JPN	JGB	STANDARDIZED 6% 10-YEAR JAPANESE GOVERNMENT BOND	JBL	1907353.29	N/A	1907353.29	1658568.08	JPY	Yes	1866175.59	1622761.39
OSE.JPN	MJ	MINI 10 YEAR JGB	JBLM	190735.33	N/A	190735.33	165856.81	JPY	No	186617.56	162276.14
OSE.JPN	TSEMOTHR	TSE GROWTH MARKET 250 INDEX	MOTH	56134.70	N/A	56134.70	48812.50	JPY	No	64554.91	56134.375
OSE.JPN	NKVI	NIKKEI 225 VOLATILITY INDEX	NVI	132250	N/A	132250	115000	JPY	No	217994	189560
OSE.JPN	TSEREIT	TSE REIT INDEX	REIT	184077.34	N/A	184077.34	160044.71	JPY	No	211688.94	184051.42
OSE.JPN	TOPX	TOPIX INDEX	TPX	1381714.80	1201491.13	1973878.29	1716415.90	JPY	No	2269960.03	1973878.29
OSE.JPN	MNTPX	JAPAN MINI TOPIX	TPXM	138171.48	120149.11	197387.83	171641.59	JPY	No	226996.00	197387.83

ICE Futures – Europe (QBALGOIEU)

有关上述保证金要求的更多信息，请访问交易所网站。

交易所 QBALGOIEU	底层产品	产品描述	交易类别	日内初始保证金¹	日内维持保证金¹	隔夜初始保证金	隔夜维持保证金	货币	有期权	空头隔夜初始保证金	空头隔夜维持保证金
QBALGOIEU	COIL	ICE BRENT CRUDE	COIL	16250.00	N/A	16250.00	13000	USD	No	16250	13000
QBALGOIEU	GOIL	ICE GASOIL	GOIL	8574.15	N/A	8574.15	6859.32	USD	No	8574.15	6859.32
QBALGOIEU	WTI	WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL	WTI	15467.24	N/A	15467.24	12373.79	USD	No	15467.24	12373.79

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	17219.22	N/A	17219.22	14973.24	USD	No	17219.22	14973.24
QBALGOIUS	CT	COTTON NO. 2	CT	2788.35	N/A	2788.35	2424.65	USD	No	2788.35	2424.65
QBALGOIUS	DX	NYBOT US DOLLAR FX	DX	2868.73	N/A	2868.73	2494.55	USD	No	2868.73	2494.55
QBALGOIUS	KC	COFFEE "C"	KC	15000.54	N/A	15000.54	13043.95	USD	No	15000.54	13043.95
QBALGOIUS	OJ	FC ORANGE JUICE "A"	OJ	20169.98	N/A	20169.98	17539.11	USD	No	20169.98	17539.11
QBALGOIUS	SB	SUGAR NO. 11	SB	2392.45	N/A	2392.45	2080.39	USD	No	2392.45	2080.39

Singapore Exchange (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	320423.92	N/A	320423.92	278629.49	JPY	No	320423.94	278629.49
SGX	AU	SGX AUSTRALIAN DOLLAR IN US DOLLAR FUTURES	AU	2132.04	N/A	2132.04	1853.95	USD	No	2132.04	1853.95
SGX	XINA50	FTSE/XINHUA CHINA A50	CN	1286.52	1118.71	1837.88	1598.16	USD	No	1837.88	1598.16
SGX	CY	SGX ONSHORE CHINESE RENMINBI (CNY) IN US DOLLAR FUTURES	CY	5329.08	N/A	5329.08	4633.98	USD	No	5329.08	4633.98
SGX	XIN0I	FTSE CHINA H50	FCH	5143.05	N/A	5143.05	4472.16	USD	No	5143.05	4472.16
SGX	SCI	FTSEUROFIRST 80 NEW	FEF	1405.04	N/A	1405.04	1221.77	USD	No	1405.04	1221.77
SGX	WIIDN	FTSE INDONESIA INDEX	FID	1133.58	N/A	1133.58	985.637	USD	No	1133.58	985.637
SGX	FIVNM30	FTSE VIETNAM 30 PRICE RETURN INDEX	FVN	575.007	N/A	575.007	500	USD	No	575.007	500
SGX	INR	UNITED STATES DOLLAR	INR	9707.73	N/A	9707.73	8441.50	USD	No	9707.73	8441.50
SGX	INX	SGX USD/INR (USD) MONTH-END	INX	9712.04	N/A	9712.04	8445.25	USD	No	9712.04	8445.25
SGX	IU	SGX INDIAN RUPEE IN US DOLLAR FUTURES	IU	2723.43	N/A	2723.43	2368.20	USD	No	2723.43	2368.20
SGX	SGB	SGX MINI JGB INDEX	JB	298057.22	N/A	298057.22	259178.51	JPY	No	298056.82	259178.51
SGX	KJ	SGX KOREAN WON IN JAPANESE YEN FUTURES	KJ	371376.14	N/A	371376.14	322935.78	JPY	No	371376.14	322935.78
SGX	KRW	KOREAN WON	KRW	5122.41	N/A	5122.41	4446.61	USD	No	5116.16	4446.61
SGX	KU	SGX KOREAN WON IN US DOLLAR FUTURES (MINI)	KU	1025.60	N/A	1025.60	891.823	USD	No	1022.72	889.323
SGX	MUC	SGX USD/CNH FUTURES (MINI)	MUC	6232.60	N/A	6232.60	5419.65	CNH	No	6232.60	5419.65
SGX	NKYDIV	NIKKEI STOCK AVERAGE DIVIDEND POINT INDEX	ND	1844622.82	N/A	1844622.82	1394800.05	JPY	No	1844623.30	1394800.05
SGX	SGXNK	SGX: NIKKEI 225	NK	1015571.27	883105.45	1450816.09	1261579.21	JPY	Yes	1450816.09	1261579.21
SGX	SGXNKM	SGX: NIKKEI 225 MINI	NS	203114.25	176621.09	290163.22	252315.84	JPY	No	290163.22	252315.84
SGX	N225U	SGX: USD NIKKEI 225 INDEX	NU	49678.46	N/A	49678.46	43198.66	USD	No	49678.46	43198.66
SGX	SSG	MSCI SINGAPORE FREE INDEX	SGP	1467.31	1275.92	2096.16	1822.75	SGD	Yes²	2096.16	1822.75
SGX	SND	SGX US DOLLAR IN SINGAPORE DOLLAR FUTURES (FULL-SIZED)	SND	6458.13	N/A	6458.13	5613.30	SGD	No	6458.13	5613.30
SGX	STI	SGX STRAITS TIMES INDEX	ST	4838.66	N/A	4838.66	4207.53	SGD	No	4838.66	4207.53
SGX	TD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (MINI)	TD	2478.00	N/A	2478.00	2154.65	USD	No	2478.00	2154.65
SGX	TSR20	SICOM RUBBER	TF	828	N/A	828	720	USD	No	828	720
SGX	TONA	3 MONTH COMPOUNDED TONA	TONA	21850.00	N/A	21850.00	19000.00	JPY	No	21851.00	19000.00
SGX	SGXTU	SGX THAI BAHT IN US DOLLAR FUTURES	TU	2105.68	N/A	2105.68	1830.76	USD	No	2105.68	1830.76
SGX	TWD	SGX TAIWAN DOLLAR IN US DOLLAR FUTURES (FULL-SIZED)	TWD	7436.99	N/A	7436.99	6466.95	USD	No	7436.99	6466.95
SGX	TWN	FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX	TWN	4025.01	3500.01	5750.02	5000.02	USD	No	5750.02	5000.02
SGX	UC	SGX US DOLLAR IN OFFSHORE CHINESE RENMINBI (CNH)	UC	24930.39	N/A	24930.39	21678.60	CNH	Yes	24930.39	21678.60
SGX	UJ	SGX US DOLLAR IN JAPANESE YEN FUTURES (TITAN)	UJ	10435799.46	N/A	10435799.46	9074608.23	JPY	No	10435799.46	9074608.23
SGX	US	SGX US DOLLAR IN SINGAPORE DOLLAR (MINI) FUTURES	US	1614.63	N/A	1614.63	1403.37	SGD	No	1614.63	1403.37
SGX	UY	SGX US DOLLAR IN JAPANESE YEN FUTURES (STANDARD)	UY	2087143.00	N/A	2087143.00	1814906.96	JPY	No	2087143.00	1814906.96
SGX	C52	COMFORTDELGRO CORP LTD	YCDD	1398.02	N/A	1398.02	1118.42	SGD	No	1509.15	1118.42
SGX	D05	DBS GROUP HOLDINGS LTD	YDBS	4440.09	N/A	4440.09	3552.07	SGD	No	4522.79	3552.07
SGX	G13	GENTING SINGAPORE LTD	YGEN	759.633	N/A	759.633	574.22	SGD	No	717.775	574.22
SGX	BN4	KEPPEL LTD	YKEP	4100.96	N/A	4100.96	2873.36	SGD	No	3591.70	2873.36
SGX	O39	OVERSEA-CHINESE BANKING CORP	YOCB	6181.33	N/A	6181.33	4945.06	SGD	No	6298.41	4945.06
SGX	Z74	SINGAPORE TELECOMMUNICATIONS	YSTT	2983.70	N/A	2983.70	2386.96	SGD	No	3111.78	2386.96
SGX	Y92	THAI BEVERAGE PCL	YTBE	975.812	N/A	975.812	780.65	SGD	No	1030.08	780.64
SGX	U11	UNITED OVERSEAS BANK LTD	YUOB	7070.95	N/A	7070.95	5404.44	SGD	No	6755.55	5404.44
SGX	F34	WILMAR INTERNATIONAL LTD	YWIL	2880.49	N/A	2880.49	2304.39	SGD	No	2958.11	2304.39
SGX	BS6	YANGZIJIANG SHIPBUILDING	YYZJ	22508.47	N/A	22508.47	5104.20	SGD	No	6501.21	5104.19
SGX	SAMMAANCA	SAMMAAN CAPITAL LTD	ZIHF	187.50	N/A	187.50	150	USD	No	187.50	150
SGX	YESBANK	YES BANK LTD	ZYES	100	N/A	100	80	USD	No	100	80
SGX	ZEEL	ZEE ENTERTAINMENT ENTERPRISE	ZZEE	500	N/A	500	400	USD	No	500	400

The Small Exchange (SMFE)

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 SMFE	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
SMFE	10YSME	SMALL 10YR US TREASURY YIELD	S10Y	462.875	N/A	462.875	350	USD	No	462.875	350

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	13526.415	11762.10	19323.45	16803	AUD	Yes	19323.45	16803
SNFE	IB	30 DAY INTERBANK CASH RATE	IB	780.85	N/A	780.85	679.00	AUD	No	780.852	679.00
SNFE	IR	90 DAY BILLS	IR	2020.46	N/A	2020.46	1756.92	AUD	No	2020.46	1756.92
SNFE	XT	10 YEAR TREASURY BOND 6%	XT	3262.57	N/A	3262.57	2837.01	AUD	No	3262.56	2837.01
SNFE	YT	3 YEAR TREASURY BOND 6%	YT	1237.42	N/A	1237.42	1076.02	AUD	No	1237.43	1076.02

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

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

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁵	日内结束时间⁵

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

交易所	产品代码	描述	日内开始时间⁴	日内结束时间⁴

最低维持保证金

期货：
50美元/合约

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

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

最低初始保证金要求

维持保证金的125%

注

4。“日内开始时间”与“日内结束时间”栏中所列时间均为本地交易所时间。

风险保证金概况

什么是基于风险的保证金？

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

我要满足哪些要求才能适用风险保证金？

适用要求视投资者的个人信息、地区和交易所不同。

哪些持仓适用？

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

美国额外保证金要求

针对美国居民：

使用下方链接查看其它保证金要求：

您可点击此处更改您的所在地设置

进一步阅读

有关期货/期权风险管理和财务控制的重要信息，请参见以下专门文章和链接：

交割、行权和公司行动

要了解更多保证金交易的信息，可访问我们的教育中心：

前往

披露

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

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

期货与期货期权保证金要求

期货与期货期权保证金概览

美国期货与期货期权保证金要求

期货保证金

保证金要求

Euronext Brussels (Belfox)

BURSAMY

Chicago Board Of Trade (CBOT)

Montreal Exchange (CDE)

CEDX

CBOE Futures Exchange (CFE)

Chicago Mercantile Exchange (CME)

COMEX

ENDEX

EUREX

Euronext NL (FTA)

香港期货交易所(HKFE)

Intercontinental Exchange (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)

National Stock Exchange of India (NSE)

ICE Futures U.S. (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)

Singapore Exchange (SGX)

The Small Exchange (SMFE)

ASX24 (SNFE)4

期货 - 日內保证金要求

日内期货保证金和期货期权日内交易时间

最低维持保证金

最低初始保证金要求

风险保证金概况

什么是基于风险的保证金？

相关风险是如何消抵的？

我要满足哪些要求才能适用风险保证金？

哪些持仓适用？

美国额外保证金要求

进一步阅读

披露

ASX24 (SNFE)⁴