| 结算时起保证金参数提示 |
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| 版权来源:结算风控部 | 2020年3月26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% |
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| 铝 | 3% | al | 10% | 13% | al2004 | 13% |
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| 黄金 | 4% | au | 8% | 12% | au2004 | 14% |
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| 线材 | 3% | wr | 9% | 12% | wr2004 | 13% |
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| 锌 | 4% | zn | 10% | 14% | zn2004 | 14% |
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| 螺纹钢 | 5% | rb | 9% | 14% | rb2004 | 15% |
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| 橡胶 | 5% | ru | 11% | 16% | ru2004 | 16% |
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| 铅 | 3% | pb | 10% | 13% | pb2004 | 13% |
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| 白银 | 4% | ag | 9% | 13% | ag2004 | 14% |
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| 石油沥青 | 8% | bu | 11% | 19% | bu2004 | 19% |
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| 热轧卷板 | 4% | hc | 9% | 13% | hc2004 | 14% |
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| 镍 | 5% | ni | 10% | 15% |
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| 锡 | 4% | sn | 10% | 14% | sn2004 | 14% |
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| 燃料油 | 8% | fu | 11% | 19% | fu2004 | 28% |
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| 漂针浆 | 4% | sp | 8% | 12% | sp2004 | 14% |
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| 不锈钢 | 5% | ss | 9% | 14% | ss2004 | 15% |
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| 郑商所 | 早籼稻 | 3% | RI | 5% | 8% |
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| 棉花一号 | 4% | CF | 7% | 11% |
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| 白糖 | 3% | SR | 5% | 8% |
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| 菜籽油 | 4% | OI | 5% | 9% |
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| 精对苯二甲酸 | 6% | TA | 6% | 12% | TA004 | 16% | TA005 TA006 TA007 TA008 TA009 | 13% | TA010 TA011 TA012 | 13% |
| 强麦 | 3% | WH | 7% | 10% |
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| 普麦 | 3% | PM | 5% | 8% |
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| 甲醇 | 6% | MA | 7% | 13% | MA004 | 16% |
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| 玻璃 | 3% | FG | 5% | 8% | FG004 | 13% |
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| 油菜籽 | 3% | RS | 20% | 23% |
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| 菜籽粕 | 4% | RM | 6% | 10% |
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| 动力煤 | 4% | ZC | 6% | 10% | ZC004 | 14% |
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| 粳稻 | 3% | JR | 5% | 8% |
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| 晚籼稻 | 3% | LR | 5% | 8% |
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| 硅铁 | 4% | SF | 7% | 11% | SF004 | 14% |
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| 锰硅 | 4% | SM | 7% | 11% | SM004 | 14% | SM005 | 15% | SM009 | 15% |
| 棉纱 | 4% | CY | 7% | 11% | CY004 | 14% | CY006 | 13% |
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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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| 尿素 | 4% | UR | 5% | 9% | UR004 | 14% |
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| 纯碱 | 4% | SA | 5% | 9% |
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| 大商所 | 黄大豆一号 | 3% | a | 6% | 9% |
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| 黄大豆二号 | 3% | b | 6% | 9% | b2004 | 13% |
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| 玉米 | 3% | c | 5% | 8% |
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| 豆粕 | 4% | m | 6% | 10% |
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| 豆油 | 6% | y | 6% | 12% |
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| 棕榈油 | 6% | p | 7% | 13% | p2004 | 16% |
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| 聚乙烯 | 6% | l | 7% | 13% | l2004 | 16% |
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| 聚氯乙烯 | 4% | v | 6% | 10% | v2004 | 14% |
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| 聚丙烯 | 6% | pp | 7% | 13% | pp2004 | 16% |
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| 焦炭 | 4% | j | 8% | 12% | j2004 | 14% |
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| 焦煤 | 4% | jm | 8% | 12% | jm2004 | 14% |
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| 铁矿石 | 5% | i | 8% | 13% | i2004 | 15% |
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| 玉米淀粉 | 4% | cs | 5% | 9% |
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| 鸡蛋 | 4% | jd | 7% | 11% | jd2003 | 24% | jd2004 | 14% | jd2005 | 13% |
| 纤维板 | 3% | fb | 10% | 13% |
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| 胶合板 | 3% | bb | 20% | 23% |
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| 乙二醇 | 6% | eg | 11% | 17% | eg2003 | 26% | eg2004 | 17% |
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| 粳米 | 4% | rr | 5% | 9% |
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| rr2004 | 14% |
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| 苯乙烯 | 4% | eb | 11% | 15% |
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| 中金所 | 沪深300 | 2% | IF | 10% | 12% |
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| 上证50 | 2% | IH | 10% | 12% |
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| 中证500 | 2% | IC | 12% | 14% |
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| 国债2年期 | 1% | TS | 0.5% | 1.5% |
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| 国债5年期 | 1% | TF | 1.2% | 2.2% |
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| 国债10年期 | 1% | T | 2% | 3.0% |
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| 能源所 | 原油 | 8% | sc | 11% | 19% | sc2004 | 28% |
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| 20号胶 | 5% | nr | 11% | 16% | nr2003 | 25% | nr2004 | 16% |
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| 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。 |
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| 上期所调整: |
1.FU2004 合约进入最后交易日前两个交易日起,交易所交易保证金比例提高至20%。 |
| 郑商所调整: |
| 1.SM005\SM009 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11%。 |
| 2.CF011、CF101合约今日未出现第二个涨停板,交易所交易保证金比例恢复至7%。 |
| 大商所调整: |
| 1.大商所发〔2020〕127号,自2020年3月26日(星期四)结算时起,将黄大豆1号、黄大豆2号、豆粕、豆油和聚氯乙烯品种期货合约的涨跌停板幅度和交易保证金水平分别调整为5%和6%。 |
| 能交所调整: |
1.sc2004合约进入最后交易日前二个交易日起,交易所交易保证金比例提高至20%。 |