1. For stock index futures with the same customer number (same trading code, including speculation, arbitrage and hedging) held by the same member in two-way positions of the same variety and across varieties, the exchange will collect the margin according to the party with the larger margin amount (real-time collection in intraday trading); For the two-way positions of the same variety and cross-variety treasury bonds futures of the same member and the same customer number (same trading code, including speculation, arbitrage and hedging), the exchange will collect the margin according to the party with the larger margin amount (real-time collection for intraday trading);

2. For the varieties of physical delivery (currently only treasury bonds), after the closing of the trading day before the delivery month, the exchange will collect the bilateral trading margin for buying and selling two-way positions to prevent the risk of physical delivery.