No.

Parameter contents

Specified parameters

1

Initial margin rate

17%

2

Safety rate (Rat)

75% - 85%

3

The level 1 warning threshold: The account stopped opening new positions and required additional mortgage to bring the mortgage usage ratio rate ≤ Rat

80% - 85%

4

The level 2 warning threshold: Account required additional mortgage to bring the mortgage usage ratio rate ≤ Rat

85% - 87%

5

Treatment threshold: Account forced the processing to bring the mortgage usage ratio rate ≤ Rat

90%

6

Position limit for individual investor

Under 5.000 Contracts

7

Position limit for institutional investor

Under 10.000 Contracts

8

Position limit for professional investor

Under 20.000 Contracts

No.

Parameter contents

Specified parameters

1

Initial margin rate

6%

2

Margin rate guarantees the performance of the contracts at E+1 day

6%

3

Margin rate guarantees the performance of the contracts at E+2 day

6%

4

Safety rate (Rat)

75% - 85%

5

The level 1 warning threshold: Account stopped opening new positions and required additional mortgage to bring the mortgage usage ratio rate ≤ Rat

80% - 85%

6

The level 2 warning threshold: Account required additional mortgage to bring the mortgage usage ratio rate ≤ Rat

85% - 87%

7

Treatment threshold: Account forced processing to bring the mortgage usage ratio rate ≤75%

90%

8

Limit position for institutional investor with 5 years government bond futures contracts

Under 5.000 Contracts

9

Limit position for professional investor with 5 years government bond futures contracts

Under 10.000 Contracts

10

Limit position for institutional professional investor with 10 years government bond futures contracts

Under 10.000 Contracts

11

Limit position for individual professional investor with 10 years government bond futures contracts

Under 3.000 Contracts

12

Limit position for institutional investor with 10 years government bond futures contracts

Under 5.000 Contracts