| 结算时起保证金参数提示 |
|
| 版权来源：结算风控部 | 2020年3月20日 |
| 交易所 | 品种 | 公司保证金浮动值 | 代码 | 交易所保证金 | 公司保证金 |
| 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% | cu2004 | 14% | | | | |
| 铝 | 3% | al | 8% | 11% | al2004 | 13% | | | | |
| 黄金 | 4% | au | 8% | 12% | au2004 | 14% | | | | |
| 线材 | 3% | wr | 9% | 12% | wr2004 | 13% | | | | |
| 锌 | 4% | zn | 8% | 12% | zn2004 | 14% | | | | |
| 螺纹钢 | 5% | rb | 9% | 14% | rb2004 | 15% | | | | |
| 橡胶 | 5% | ru | 10% | 15% | ru2004 | 15% | | | | |
| 铅 | 3% | pb | 8% | 11% | pb2004 | 13% | | | | |
| 白银 | 4% | ag | 9% | 13% | ag2004 | 16% | ag2005 ag2006 ag2009 | 16% | ag2011 ag2012 ag2102 | 16% |
| 石油沥青 | 8% | bu | 11% | 19% | bu2004 | 19% | | | | |
| 热轧卷板 | 4% | hc | 9% | 13% | hc2004 | 14% | | | | |
| 镍 | 5% | ni | 10% | 15% | | | | | | |
| 锡 | 4% | sn | 10% | 14% | sn2004 | 14% | | | | |
| 燃料油 | 8% | fu | 11% | 19% | fu2004 | 23% | | | | |
| 漂针浆 | 4% | sp | 8% | 12% | sp2004 | 14% | | | | |
| 不锈钢 | 5% | ss | 9% | 14% | ss2004 | 15% | | | | |
| 郑商所 | 早籼稻 | 3% | RI | 5% | 8% | | | | | | |
| 棉花一号 | 4% | CF | 5% | 9% | | | | | | |
| 白糖 | 3% | SR | 5% | 8% | | | | | | |
| 菜籽油 | 4% | OI | 5% | 9% | | | | | | |
| 精对苯二甲酸 | 6% | TA | 6% | 12% | TA004 | 16% | | | | |
| 强麦 | 3% | WH | 7% | 10% | | | | | | |
| 普麦 | 3% | PM | 5% | 8% | | | | | | |
| 甲醇 | 6% | MA | 7% | 13% | MA004 | 16% | | | | |
| 玻璃 | 3% | FG | 5% | 8% | FG004 | 13% | | | | |
| 油菜籽 | 3% | RS | 20% | 23% | | | | | | |
| 菜籽粕 | 4% | RM | 6% | 10% | | | | | | |
| 动力煤 | 4% | ZC | 6% | 10% | ZC004 | 14% | | | | |
| 粳稻 | 3% | JR | 5% | 8% | | | | | | |
| 晚籼稻 | 3% | LR | 5% | 8% | | | | | | |
| 硅铁 | 4% | SF | 7% | 11% | SF004 | 14% | | | | |
| 锰硅 | 4% | SM | 7% | 11% | SM004 | 14% | | | | |
| 棉纱 | 4% | CY | 5% | 9% | CY004 | 14% | CY006 | 13% | | |
| 鲜苹果 | 4% | AP | 8% | 12% | | | | | | |
| 红枣 | 4% | CJ | 7% | 11% | | | | | | |
| 尿素 | 4% | UR | 5% | 9% | UR004 | 14% | | | | |
| 纯碱 | 4% | SA | 5% | 9% | | | | | | |
| 大商所 | 黄大豆一号 | 3% | a | 5% | 8% | | | | | | |
| 黄大豆二号 | 3% | b | 5% | 8% | | | b2004 | 13% | | |
| 玉米 | 3% | c | 5% | 8% | | | | | | |
| 豆粕 | 4% | m | 5% | 9% | | | | | | |
| 豆油 | 6% | y | 5% | 11% | | | | | | |
| 棕榈油 | 6% | p | 7% | 13% | | | p2004 | 16% | | |
| 聚乙烯 | 6% | l | 5% | 11% | | | l2004 | 16% | | |
| 聚氯乙烯 | 4% | v | 5% | 9% | | | v2004 | 14% | | |
| 聚丙烯 | 6% | pp | 5% | 11% | | | pp2004 | 16% | | |
| 焦炭 | 4% | j | 8% | 12% | | | j2004 | 14% | | |
| 焦煤 | 4% | jm | 8% | 12% | | | jm2004 | 14% | | |
| 铁矿石 | 5% | i | 8% | 13% | | | i2004 | 15% | | |
| 玉米淀粉 | 4% | cs | 5% | 9% | | | | | | |
| 鸡蛋 | 4% | jd | 7% | 11% | jd2003 | 24% | jd2004 | 14% | jd2005 | 13% |
| 纤维板 | 3% | fb | 10% | 13% | | | | | | |
| 胶合板 | 3% | bb | 20% | 23% | | | | | | |
| 乙二醇 | 6% | eg | 6% | 12% | eg2003 | 26% | eg2004 | 16% | | |
| 粳米 | 4% | rr | 5% | 9% | | | rr2004 | 14% | | |
| 苯乙烯 | 4% | eb | 11% | 15% | | | | | | |
| 中金所 | 沪深300 | 2% | IF | 10% | 12% | | | | | | |
| 上证50 | 2% | IH | 10% | 12% | | | | | | |
| 中证500 | 2% | IC | 12% | 14% | | | | | | |
| 国债2年期 | 1% | TS | 0.5% | 1.5% | | | | | | |
| 国债5年期 | 1% | TF | 1.2% | 2.2% | | | | | | |
| 国债10年期 | 1% | T | 2% | 3.0% | | | | | | |
| 能源所 | 原油 | 8% | sc | 11% | 19% | sc2005 sc2006 | 23% | sc2007 sc2008 | 23% | | |
| 20号胶 | 5% | nr | 10% | 15% | nr2003 | 25% | nr2004 | 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。 |
|
| 上期所调整： |
| 1.上期发〔2020〕97号,自2020年3月20日（周五）收盘结算时起，铜、锡期货合约的交易保证金比例调整为10%，涨跌停板幅度调整为8%； |
| 2.ag2004、ag2005、ag2006、ag2009、ag2011、ag2012、ag2102 合约出现第一个涨停板，交易所保证金比例提高至12%。 |
| 郑商所调整： |
| 1.CF005、CF007合约今日未出现第二个跌停板，交易所交易保证金比例恢复至5%。 |
| 2.CY005合约今日未出现第二个跌停板，交易所交易保证金比例恢复至5%。 |
| 3.CY006合约今日出现第一个跌停板，交易所交易保证金比例提高至9%。 |
| 能源交易中心： |
| 1.sc2005、sc2006、sc2007、sc2008 合约今日出现第一个涨停板，交易所交易保证金比例提高至15%。 |
