| 结算时起保证金参数提示 |
| 版权来源:结算部 | 2022年2月25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 | 4% | cu | 10% | 14% |
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| 铝 | 4% | al | 10% | 14% |
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| 黄金 | 6% | au | 8% | 14% | au2203 | 16% |
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| 线材 | 4% | wr | 10% | 14% |
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| 锌 | 4% | zn | 10% | 14% |
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| 螺纹钢 | 6% | rb | 10% | 16% |
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| 橡胶 | 6% | ru | 10% | 16% |
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| 铅 | 4% | pb | 10% | 14% |
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| 白银 | 6% | ag | 12% | 18% |
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| 石油沥青 | 5% | bu | 10% | 15% |
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| 热轧卷板 | 6% | hc | 10% | 16% |
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| 镍 | 6% | ni | 14% | 20% |
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| 锡 | 6% | sn | 14% | 20% |
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| 燃料油 | 6% | fu | 10% | 16% | fu2203 | 26% |
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| 漂针浆 | 4% | sp | 9% | 13% | sp2203 | 14% |
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| 不锈钢 | 6% | ss | 14% | 20% |
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| 郑商所 | 早籼稻 | 3% | RI | 6% | 9% | RI203 | 13% |
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| 棉花一号 | 5% | CF | 7% | 12% | CF203 | 15% | CF205 CF207 CF209 | 15% |
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| 白糖 | 3% | SR | 7% | 10% | SR203 | 13% |
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| 菜籽油 | 4% | OI | 8% | 12% | OI203 | 14% |
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| 精对苯二甲酸 | 5% | TA | 7% | 12% | TA203 | 15% |
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| 强麦 | 3% | WH | 7% | 10% | WH203 | 13% |
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| 普麦 | 3% | PM | 6% | 9% | PM203 | 13% |
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| 甲醇 | 6% | MA | 8% | 14% | MA203 | 16% | MA204 MA205 | 16% |
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| 玻璃 | 5% | FG | 9% | 14% | FG203 | 20% | FG204 FG205 | 20% |
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| 油菜籽 | 3% | RS | 20% | 23% |
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| 菜籽粕 | 4% | RM | 8% | 12% | RM203 | 14% | RM205 | 16% |
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| 动力煤 | 6% | ZC | 30% | 36% | ZC203 | 46% | ZC204 | 46% | ZC205 | 56% |
| 粳稻 | 3% | JR | 6% | 9% | JR203 | 13% |
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| 晚籼稻 | 3% | LR | 6% | 9% | LR203 | 13% |
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| 硅铁 | 6% | SF | 12% | 18% |
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| 锰硅 | 6% | SM | 12% | 18% |
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| 棉纱 | 5% | CY | 7% | 12% | CY203 | 15% | CY204 CY205 CY206 | 15% | CY207 CY208 CY209 CY210 | 15% |
| 鲜苹果 | 6% | AP | 8% | 14% | AP203 | 21% | AP204 AP205 | 21% |
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| 红枣 | 5% | CJ | 12% | 17% | CJ203 | 23% | CJ205 CJ207 CJ209 | 23% |
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| 尿素 | 5% | UR | 7% | 12% | UR203 | 20% | UR204 UR205 | 20% |
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| 纯碱 | 6% | SA | 9% | 15% | SA203 | 16% |
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| 花生 | 5% | PK | 8% | 13% | PK203 | 15% |
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| 短纤 | 5% | PF | 8% | 13% | PF203 | 15% |
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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 | 4% | b | 9% | 13% | b2203 | 14% |
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| 玉米 | 4% | c | 11% | 15% |
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| c2205 | 16% |
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| 豆粕 | 5% | m | 8% | 13% | m2203 | 15% | m2205 | 14% |
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| 豆油 | 5% | y | 8% | 13% | y2203 | 15% | y2205 | 14% |
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| 棕榈油 | 5% | p | 10% | 15% |
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| p2204 p2205 | 17% |
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| 聚乙烯 | 5% | l | 10% | 15% |
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| 聚氯乙烯 | 5% | v | 10% | 15% |
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| 聚丙烯 | 5% | pp | 10% | 15% |
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| 焦炭 | 6% | j | 20% | 26% |
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| 焦煤 | 6% | jm | 20% | 26% |
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| 铁矿石 | 6% | i | 12% | 18% |
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| 玉米淀粉 | 4% | cs | 7% | 11% | cs2203 | 14% | cs2205 | 13% |
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| 鸡蛋 | 5% | jd | 9% | 14% | jd2203 | 15% |
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| 纤维板 | 5% | fb | 10% | 15% |
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| 胶合板 | 3% | bb | 40% | 43% |
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| 乙二醇 | 5% | eg | 11% | 16% |
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| 粳米 | 4% | rr | 6% | 10% | rr2203 | 14% |
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| 苯乙烯 | 6% | eb | 12% | 18% |
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| 生猪 | 5% | lh | 15% | 20% |
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| 液化石油气 | 6% | pg | 11% | 17% |
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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% | 1.5% | TS2203 | 2% |
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| 国债5年期 | 1% | TF | 1.20% | 2.2% | TF2203 | 3% |
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| 国债10年期 | 1% | T | 2% | 3% | T2203 | 4% |
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| 能源所 | 原油 | 6% | sc | 10% | 16% | sc2203 | 26% |
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| 20号胶 | 6% | nr | 10% | 16% |
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| 低硫燃料油 | 6% | lu | 10% | 16% | lu2203 | 26% |
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| 国际铜 | 6% | bc | 10% | 16% |
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| 大商所调整: |
| 1.根据大商所发〔2022〕85号,自2022年2月25日(星期五)结算时起,豆粕期货2205合约投机交易保证金水平由8%调整为9%,涨跌停板幅度和套期保值交易保证金水平维持7%不变;玉米期货2205合约投机交易保证金水平由11%调整为12%,涨跌停板幅度和套期保值交易保证金水平维持7%不变;玉米淀粉期货2205合约投机交易保证金水平由7%调整为9%,涨跌停板幅度和套期保值交易保证金水平维持6%不变。 |
| 2.大商所发〔2022〕82号,自2022年2月25日(星期五)结算时起,棕榈油期货2204、2205合约投机交易保证金水平由10%调整为12%,涨跌停板幅度和套期保值交易保证金水平维持8%不变;豆油期货2205合约投机交易保证金水平由8%调整为9%,涨跌停板幅度和套期保值交易保证金水平维持7%不变。 |
| 郑商所调整: |
| 1.OI203、OI205、OI207、OI209 合约未出现第二个涨停板,OI203合约交易所保证金比例恢复至10%,其余合约交易所保证金比例恢复至8%。 |
| 2.WH205、WH207 合约未出现第二个涨停板,交易所保证金比例恢复至7%。 |
| 中金所调整: |
| 1.TS2203 合约自交割月份之前的两个交易日结算时起,交易保证金标准为合约价值的1%。 |
| 2.TF2203 合约自交割月份之前的两个交易日结算时起,交易保证金标准为合约价值的2%。 |
| 3.T2203 合约约自交割月份之前的两个交易日结算时起,交易保证金标准为合约价值的3%。 |