| 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8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 | 10% | 16% | cu2009 | 21% | | | | |
| 铝 | 3% | al | 10% | 13% | al2009 | 18% | | | | |
| 黄金 | 6% | au | 8% | 14% | au2009 | 21% | au2010 | 16% | | |
| 线材 | 4% | wr | 8% | 12% | wr2009 | 19% | wr2010 | 14% | | |
| 锌 | 4% | zn | 10% | 14% | zn2009 | 19% | | | | |
| 螺纹钢 | 5% | rb | 8% | 13% | rb2009 | 20% | rb2010 | 15% | | |
| 橡胶 | 5% | ru | 8% | 13% | ru2009 | 20% | ru2010 | 15% | | |
| 铅 | 5% | pb | 10% | 15% | pb2009 | 20% | | | | |
| 白银 | 6% | ag | 12% | 18% | ag2009 | 21% | | | | |
| 石油沥青 | 6% | bu | 10% | 16% | bu2009 | 21% | | | | |
| 热轧卷板 | 5% | hc | 8% | 13% | hc2009 | 20% | hc2010 | 15% | | |
| 镍 | 5% | ni | 10% | 15% | ni2009 | 20% | | | | |
| 锡 | 5% | sn | 10% | 15% | sn2009 | 20% | | | | |
| 燃料油 | 6% | fu | 10% | 16% | fu2009 | 26% | | | | |
| 漂针浆 | 4% | sp | 7% | 11% | sp2009 | 19% | sp2010 | 14% | | |
| 不锈钢 | 5% | ss | 8% | 13% | ss2009 | 20% | ss2010 | 15% | | |
| 郑商所 | 早籼稻 | 3% | RI | 6% | 9% | RI009 | 23% | | | | |
| 棉花一号 | 6% | CF | 7% | 13% | CF009 | 26% | | | | |
| 白糖 | 3% | SR | 7% | 10% | SR009 | 23% | | | | |
| 菜籽油 | 4% | OI | 6% | 10% | OI009 | 24% | | | | |
| 精对苯二甲酸 | 6% | TA | 6% | 12% | TA009 | 26% | | | | |
| 强麦 | 3% | WH | 7% | 10% | WH009 | 23% | | | | |
| 普麦 | 3% | PM | 6% | 9% | PM009 | 23% | | | | |
| 甲醇 | 6% | MA | 7% | 13% | MA009 | 26% | | | | |
| 玻璃 | 5% | FG | 6% | 11% | FG009 | 25% | | | | |
| 油菜籽 | 3% | RS | 20% | 23% | | | | | | |
| 菜籽粕 | 5% | RM | 6% | 11% | RM009 | 25% | | | | |
| 动力煤 | 5% | ZC | 5% | 10% | ZC009 | 25% | | | | |
| 粳稻 | 3% | JR | 6% | 9% | JR009 | 23% | | | | |
| 晚籼稻 | 3% | LR | 6% | 9% | | | | | | |
| 硅铁 | 4% | SF | 7% | 11% | SF009 | 24% | | | | |
| 锰硅 | 4% | SM | 7% | 11% | SM009 | 24% | | | | |
| 棉纱 | 6% | CY | 7% | 13% | CY009 | 26% | | | | |
| 鲜苹果 | 4% | AP | 8% | 12% | | | | | | |
| 红枣 | 4% | CJ | 7% | 11% | CJ009 | 24% | | | | |
| 尿素 | 4% | UR | 5% | 9% | UR009 | 24% | | | | |
| 纯碱 | 4% | SA | 5% | 9% | SA009 | 24% | SA010 SA011 SA012 | 13% | | |
| 大商所 | 黄大豆一号 | 5% | a | 9% | 14% | a2009 | 25% | | | | |
| 黄大豆二号 | 5% | b | 8% | 13% | b2009 | 25% | | | | |
| 玉米 | 3% | c | 7% | 10% | c2009 | 23% | | | | |
| 豆粕 | 5% | m | 8% | 13% | m2009 | 25% | | | | |
| 豆油 | 6% | y | 8% | 14% | y2009 | 26% | | | | |
| 棕榈油 | 6% | p | 9% | 15% | p2009 | 26% | | | | |
| 聚乙烯 | 6% | l | 11% | 17% | l2009 | 26% | | | | |
| 聚氯乙烯 | 5% | v | 9% | 14% | v2009 | 25% | | | | |
| 聚丙烯 | 6% | pp | 11% | 17% | pp2009 | 26% | | | | |
| 焦炭 | 6% | j | 9% | 15% | j2009 | 26% | | | | |
| 焦煤 | 6% | jm | 9% | 15% | jm2009 | 26% | | | | |
| 铁矿石 | 6% | i | 11% | 17% | i2009 | 26% | | | | |
| 玉米淀粉 | 4% | cs | 7% | 11% | cs2009 | 24% | | | | |
| 鸡蛋 | 5% | jd | 7% | 12% | jd2009 | 25% | | | | |
| 纤维板 | 3% | fb | 10% | 13% | fb2009 | 23% | | | | |
| 胶合板 | 3% | bb | 40% | 43% | | | | | | |
| 乙二醇 | 6% | eg | 11% | 17% | eg2009 | 26% | | | | |
| 粳米 | 4% | rr | 6% | 10% | rr2009 | 24% | | | | |
| 苯乙烯 | 6% | eb | 12% | 18% | eb2009 | 26% | | | | |
| 液化石油气 | 6% | pg | 11% | 17% | | | | | | |
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| 大商所调整: |
| 1.a2009、b2009、c2009、m2009、y2009、p2009、l2009、v2009、pp2009、j2009、jm2009、i2009、cs2009、jd2009、fb2009、eg2009、rr2009、eb2009 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20%。 |
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| 郑商所调整: |
| 1.CF009、CJ009、CY009、JR009、MA009、OI009、PM009、RI009、RM009、SA009、SF009、SM009、SR009、TA009、UR009、WH009、ZC009 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20%。 |
| 2.SA010、SA011、SA012 合约出现第一个涨停板,交易所保证金比例提高至9%。 |
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| 上期所调整: |
| 1.cu2009、al2009、au2009、wr2009、zn2009、rb2009、ru2009、pb2009、ag2009、bu2009、hc2009、ni2009、sn2009、sp2009、ss2009 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.au2010、sp2010、rb2010、wr2010、hc2010、ss2010、ru2010 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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| 能源所调整: |
| 1.nr2009 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.nr2010 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%。 |