| 结算时起保证金参数提示 |
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| 版权来源:结算部 | 2021年3月31日 |
| 交易所 | 品种 | 公司保证金浮动值 | 代码 | 交易所投机保证金 | 公司投机保证金 |
| 正常标准 | 其他标准 |
| 合约 | 比例 | 合约 | 比例 | 合约 | 比例 |
| 上期所 | 铜 | 6% | cu | 9% | 15% | cu2104 | 21% | cu2105 | 16% |
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| 铝 | 4% | al | 8% | 12% | al2104 | 19% | al2105 | 14% |
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| 黄金 | 6% | au | 8% | 14% | au2104 | 21% | au2105 | 16% |
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| 线材 | 4% | wr | 8% | 12% | wr2104 | 19% | wr2105 | 14% |
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| 锌 | 4% | zn | 8% | 12% | zn2104 | 19% | zn2105 | 14% |
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| 螺纹钢 | 6% | rb | 8% | 14% | rb2104 | 21% | rb2105 | 16% |
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| 橡胶 | 6% | ru | 10% | 16% | ru2104 | 21% |
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| 铅 | 5% | pb | 8% | 13% | pb2104 | 20% | pb2105 | 15% |
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| 白银 | 6% | ag | 12% | 18% | ag2104 | 21% |
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| 石油沥青 | 6% | bu | 10% | 16% | bu2104 | 21% |
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| 热轧卷板 | 6% | hc | 8% | 14% | hc2104 | 21% | hc2105 | 16% |
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| 镍 | 5% | ni | 8% | 13% | ni2104 | 20% | ni2105 | 15% |
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| 锡 | 5% | sn | 9% | 14% | sn2104 | 20% | sn2105 | 15% |
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| 燃料油 | 6% | fu | 10% | 16% | fu2104 | 26% |
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| 漂针浆 | 4% | sp | 8% | 12% | sp2104 | 19% | sp2105 | 14% |
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| 不锈钢 | 5% | ss | 8% | 13% | ss2104 | 20% | ss2105 | 15% |
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| 郑商所 | 早籼稻 | 3% | RI | 6% | 9% |
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| 棉花一号 | 6% | CF | 7% | 13% |
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| 白糖 | 3% | SR | 7% | 10% |
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| 菜籽油 | 4% | OI | 6% | 10% |
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| 精对苯二甲酸 | 6% | TA | 6% | 12% | TA104 | 26% |
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| 强麦 | 3% | WH | 7% | 10% |
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| 普麦 | 3% | PM | 6% | 9% |
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| 甲醇 | 6% | MA | 7% | 13% | MA104 | 26% |
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| 玻璃 | 5% | FG | 7% | 12% | FG104 | 25% | FG105 | 13% |
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| 油菜籽 | 3% | RS | 20% | 23% |
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| 菜籽粕 | 5% | RM | 6% | 11% |
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| 动力煤 | 6% | ZC | 8% | 14% | ZC104 | 26% |
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| 粳稻 | 3% | JR | 6% | 9% |
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| 晚籼稻 | 3% | LR | 6% | 9% |
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| 硅铁 | 4% | SF | 7% | 11% | SF104 | 24% |
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| 锰硅 | 4% | SM | 7% | 11% | SM104 | 24% |
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| 棉纱 | 6% | CY | 7% | 13% | CY104 | 26% |
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| 鲜苹果 | 4% | AP | 8% | 12% |
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| 红枣 | 4% | CJ | 7% | 11% |
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| CJ105 | 14% |
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| 尿素 | 4% | UR | 5% | 9% | UR104 | 24% |
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| 纯碱 | 6% | SA | 7% | 13% | SA104 | 26% |
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| 花生 | 6% | PK | 8% | 14% |
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| 短纤 | 5% | PF | 7% | 12% |
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| 大商所 | 黄大豆一号 | 5% | a | 12% | 17% |
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| 黄大豆二号 | 5% | b | 9% | 14% | b2104 | 25% |
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| 玉米 | 4% | c | 11% | 15% |
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| 豆粕 | 5% | m | 8% | 13% |
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| 豆油 | 6% | y | 8% | 14% |
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| 棕榈油 | 6% | p | 10% | 16% | p2104 | 26% |
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| 聚乙烯 | 6% | l | 8% | 14% | l2104 | 26% |
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| 聚氯乙烯 | 5% | v | 8% | 13% | v2104 | 25% |
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| 聚丙烯 | 6% | pp | 8% | 14% | pp2104 | 26% |
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| 焦炭 | 6% | j | 11% | 17% | j2104 | 26% |
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| 焦煤 | 6% | jm | 11% | 17% | jm2104 | 26% |
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| 铁矿石 | 6% | i | 12% | 18% | i2104 | 26% | i2105 | 21% |
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| 玉米淀粉 | 4% | cs | 7% | 11% |
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| 鸡蛋 | 5% | jd | 9% | 14% | jd2104 | 25% |
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| 纤维板 | 3% | fb | 10% | 13% | fb2104 | 23% |
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| 胶合板 | 3% | bb | 40% | 43% |
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| 乙二醇 | 6% | eg | 11% | 17% | eg2104 | 26% |
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| 粳米 | 4% | rr | 6% | 10% | rr2104 | 24% |
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| 苯乙烯 | 6% | eb | 12% | 18% | eb2104 | 26% |
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| 生猪 | 5% | lh | 15% | 20% |
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| 液化石油气 | 6% | pg | 11% | 17% | pg2104 | 26% |
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| 中金所 | 沪深300 | 2% | IF | 12% | 14% |
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| 上证50 | 2% | IH | 12% | 14% |
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| 中证500 | 2% | IC | 14% | 16% |
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| 国债2年期 | 1% | TS | 0.50% | 1.50% |
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| 国债5年期 | 1% | TF | 1.20% | 2.20% |
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| 国债10年期 | 1% | T | 2% | 3% |
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| 能源所 | 原油 | 6% | sc | 10% | 16% | sc2104 | 26% |
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| 20号胶 | 6% | nr | 10% | 16% | nr2104 | 21% |
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| 低硫燃料油 | 6% | lu | 10% | 16% | lu2104 | 26% |
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| 国际铜 | 6% | bc | 9% | 15% | bc2104 | 21% | bc2105 | 16% |
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| 郑商所调整: |
| 1.TA104、MA104、FG104、ZC104、SF104、SM104、CY104、UR104、SA104 合约进入交割月份第一个交易日起,交易所投机交易保证金比例提高至20%。 |
| 2.CJ105合约交割月前一个月第一个日历日至交割月前一个月第15个日历日期间的交易日起,交易所交易保证金比例提高至10%。 |
| 大商所调整: |
1、b210、p2104、l2104、v2104、pp2104、j2104、jm2104、i2104、jd2104、fb2104、eg2104、rr2104、eb2104、pg2104 合约进入交割月份第一个交易日,交易所投机交易保证金比例提高至20%。 |
| 上期所调整: |
| 1.cu2104、al2104、au2104、wr2104、zn2104、rb2104、ru2104、pb2104、ag2104、bu2104、hc2104、ni2104、sn2104、sp2104、ss2104 合约进入交割月第一个交易日起,交易所交易保证金比例提高至15%。 |
| 2.cu2105、al2105、au2105、wr2105、zn2105、rb2105、pb2105、hc2105、ni2105、sn2105、sp2105、ss2105 合约进入交割月前一月第一个交易日起,交易所交易保证金比例提高至10%。 |
| 能源中心调整: |
| 1.nr2104、bc2104 合约进入交割月份第一个交易日起,交易所交易保证金比例提高至15%。 |
| 2.bc2105 合约进入交割月前一月第一个交易日起,交易所交易保证金比例提高至10%。 |
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