| 结算时起保证金参数提示 |
| 版权来源：结算部 |
2023年5月30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 |
5% |
cu |
9% |
14% |
cu2306 |
15% |
|
|
|
|
| 铝 |
5% |
al |
9% |
14% |
al2306 |
15% |
|
|
|
|
| 黄金 |
6% |
au |
9% |
15% |
au2306 |
16% |
|
|
|
|
| 线材 |
6% |
wr |
13% |
19% |
|
|
|
|
|
|
| 锌 |
5% |
zn |
9% |
14% |
zn2306 |
15% |
|
|
|
|
| 螺纹钢 |
7% |
rb |
13% |
20% |
|
|
|
|
|
|
| 橡胶 |
6% |
ru |
10% |
16% |
|
|
|
|
|
|
| 铅 |
5% |
pb |
9% |
14% |
pb2306 |
15% |
|
|
|
|
| 白银 |
6% |
ag |
11% |
17% |
|
|
|
|
|
|
| 石油沥青 |
7% |
bu |
12% |
19% |
|
|
|
|
|
|
| 热轧卷板 |
8% |
hc |
13% |
21% |
|
|
|
|
|
|
| 镍 |
9% |
ni |
12% |
21% |
|
|
|
|
|
|
| 锡 |
9% |
sn |
14% |
23% |
|
|
|
|
|
|
| 燃料油 |
9% |
fu |
15% |
24% |
fu2306 |
29% |
|
|
|
|
| 漂针浆 |
6% |
sp |
10% |
16% |
|
|
|
|
|
|
| 不锈钢 |
6% |
ss |
10% |
16% |
|
|
|
|
|
|
| 郑商所 |
早籼稻 |
5% |
RI |
15% |
20% |
|
|
|
|
|
|
| 棉花一号 |
5% |
CF |
7% |
12% |
|
|
|
|
|
|
| 白糖 |
5% |
SR |
7% |
12% |
|
|
SR307 |
14% |
SR309 SR311 |
17% 15% |
| 菜籽油 |
5% |
OI |
9% |
14% |
|
|
|
|
|
|
| 精对苯二甲酸 |
5% |
TA |
7% |
12% |
TA306 |
15% |
|
|
|
|
| 强麦 |
5% |
WH |
15% |
20% |
|
|
|
|
|
|
| 普麦 |
5% |
PM |
15% |
20% |
|
|
|
|
|
|
| 甲醇 |
6% |
MA |
8% |
14% |
MA306 |
16% |
|
|
|
|
| 玻璃 |
6% |
FG |
9% |
15% |
FG306 |
16% |
FG309 FG401 |
18% |
|
|
| 油菜籽 |
5% |
RS |
20% |
25% |
|
|
|
|
|
|
| 菜籽粕 |
5% |
RM |
9% |
14% |
|
|
|
|
|
|
| 动力煤 |
6% |
ZC |
50% |
56% |
|
|
|
|
|
|
| 粳稻 |
5% |
JR |
15% |
20% |
|
|
|
|
|
|
| 晚籼稻 |
5% |
LR |
15% |
20% |
|
|
|
|
|
|
| 硅铁 |
7% |
SF |
12% |
19% |
|
|
|
|
|
|
| 锰硅 |
7% |
SM |
12% |
19% |
|
|
|
|
|
|
| 棉纱 |
5% |
CY |
7% |
12% |
CY306 |
15% |
|
|
|
|
| 鲜苹果 |
6% |
AP |
10% |
16% |
|
|
|
|
|
|
| 红枣 |
7% |
CJ |
12% |
19% |
|
|
|
|
|
|
| 尿素 |
5% |
UR |
8% |
13% |
UR306 |
15% |
|
|
|
|
| 纯碱 |
6% |
SA |
9% |
15% |
SA306 |
16% |
SA309 SA401 |
18% |
|
|
| 花生 |
5% |
PK |
8% |
13% |
|
|
|
|
|
|
| 短纤 |
5% |
PF |
8% |
13% |
PF306 |
15% |
|
|
|
|
| 大商所 |
黄大豆一号 |
5% |
a |
8% |
13% |
|
|
|
|
|
|
| 黄大豆二号 |
5% |
b |
8% |
13% |
b2306 |
15% |
|
|
|
|
| 玉米 |
5% |
c |
8% |
13% |
|
|
|
|
|
|
| 豆粕 |
5% |
m |
7% |
12% |
|
|
|
|
|
|
| 豆油 |
5% |
y |
7% |
12% |
|
|
|
|
|
|
| 棕榈油 |
5% |
p |
8% |
13% |
p2306 |
15% |
|
|
|
|
| 聚乙烯 |
5% |
l |
7% |
12% |
|
|
|
|
|
|
| 聚氯乙烯 |
5% |
v |
7% |
12% |
|
|
|
|
|
|
| 聚丙烯 |
5% |
pp |
7% |
12% |
|
|
|
|
|
|
| 焦炭 |
7% |
j |
20% |
27% |
|
|
|
|
|
|
| 焦煤 |
7% |
jm |
20% |
27% |
|
|
|
|
|
|
| 铁矿石 |
7% |
i |
13% |
20% |
|
|
|
|
|
|
| 玉米淀粉 |
4% |
cs |
6% |
10% |
|
|
|
|
|
|
| 鸡蛋 |
5% |
jd |
8% |
13% |
jd2306 |
15% |
|
|
|
|
| 纤维板 |
5% |
fb |
10% |
15% |
|
|
|
|
|
|
| 胶合板 |
3% |
bb |
40% |
43% |
|
|
|
|
|
|
| 乙二醇 |
5% |
eg |
8% |
13% |
eg2306 |
15% |
|
|
|
|
| 粳米 |
4% |
rr |
6% |
10% |
rr2306 |
14% |
|
|
|
|
| 苯乙烯 |
5% |
eb |
8% |
13% |
eb2306 |
15% |
|
|
|
|
| 生猪 |
5% |
lh |
12% |
17% |
|
|
|
|
|
|
| 液化石油气 |
5% |
pg |
8% |
13% |
pg2306 |
15% |
|
|
|
|
| 中金所 |
沪深300 |
2% |
IF |
12% |
14% |
|
|
|
|
|
|
| 上证50 |
2% |
IH |
12% |
14% |
|
|
|
|
|
|
| 中证500 |
2% |
IC |
12% |
14% |
|
|
|
|
|
|
| 中证1000 |
2% |
IM |
12% |
14% |
|
|
|
|
|
|
| 国债2年期 |
1% |
TS |
0.50% |
1.5% |
TS2306 |
2% |
|
|
|
|
| 国债5年期 |
1% |
TF |
1.20% |
2.2% |
TF2306 |
3% |
|
|
|
|
| 国债10年期 |
1% |
T |
2% |
3% |
T2306 |
4% |
|
|
|
|
| 国债30年期 |
1% |
TL |
3.50% |
4.5% |
TL2306 |
6% |
|
|
|
|
| 能源中心 |
原油 |
10% |
sc |
15% |
25% |
sc2306 |
30% |
|
|
|
|
| 20号胶 |
8% |
nr |
10% |
18% |
|
|
|
|
|
|
| 低硫燃料油 |
10% |
lu |
12% |
22% |
lu2306 |
30% |
|
|
|
|
| 国际铜 |
8% |
bc |
9% |
17% |
bc2306 |
18% |
|
|
|
|
| 广期所 |
工业硅 |
6% |
si |
9% |
15% |
|
|
|
|
|
|
| 请广大客户注意控制持仓风险，及时登录期货保证金监控中心网站查询结算单，随时关注自己的账户资金状况、行情变化以及公司网站上关于保证金变化的通知。 |
|
| 郑商所调整： |
| 1.根据郑商函〔2023〕400号通知，自2023年5月30日结算时起，白糖期货2309合约的交易保证金标准调整为12%；白糖期货2311合约的交易保证金标准调整为10%，涨跌停板幅度调整为8%；玻璃期货2309及2401合约的交易保证金标准调整为12%，涨跌停板幅度调整为9%；纯碱期货2309及2401合约的交易保证金标准调整为12%，涨跌停板幅度调整为9%。 |
| 中金所调整： |
| 1.TS2306 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.TF2306 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.T2306 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3%。 |
| 4.TL2306 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5%。 |
