| 结算时起保证金参数提示 |
| 版权来源:结算风控部 | 2019年3月18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 | 7% | 11% | cu1904 | 14% | | | | |
| 铝 | 3% | al | 7% | 10% | al1904 | 13% | | | | |
| 黄金 | 4% | au | 5% | 9% | au1904 | 14% | | | | |
| 线材 | 3% | wr | 8% | 11% | wr1904 | 13% | | | | |
| 锌 | 4% | zn | 8% | 12% | zn1904 | 14% | | | | |
| 螺纹钢 | 5% | rb | 9% | 14% | rb1904 | 15% | | | | |
| 橡胶 | 5% | ru | 9% | 14% | ru1904 | 15% | | | | |
| 铅 | 3% | pb | 8% | 11% | pb1904 | 13% | | | | |
| 白银 | 4% | ag | 6% | 10% | ag1904 | 14% | | | | |
| 石油沥青 | 5% | bu | 10% | 15% | | | | | | |
| 热轧卷板 | 4% | hc | 8% | 12% | hc1904 | 14% | | | | |
| 镍 | 5% | ni | 8% | 13% | ni1904 | 15% | | | | |
| 锡 | 4% | sn | 7% | 11% | sn1904 | 14% | | | | |
| 燃料油 | 5% | fu | 10% | 15% | fu1904 | 20% | | | | |
| 漂针浆 | 4% | sp | 7% | 11% | | | | | | |
| 郑商所 | 早籼稻 | 3% | RI | 5% | 8% | | | | | | |
| 棉花一号 | 4% | CF | 7% | 11% | | | | | | |
| 白糖 | 3% | SR | 5% | 8% | | | | | | |
| 菜籽油 | 4% | OI | 7% | 11% | | | | | | |
| 精对苯二甲酸 | 4% | TA | 6% | 10% | TA904 | 14% | | | | |
| 强麦 | 3% | WH | 20% | 23% | | | | | | |
| 普麦 | 3% | PM | 5% | 8% | | | | | | |
| 甲醇 | 4% | MA | 7% | 11% | MA904 | 14% | | | | |
| 玻璃 | 3% | FG | 7% | 10% | FG904 | 13% | | | | |
| 油菜籽 | 3% | RS | 20% | 23% | | | | | | |
| 菜籽粕 | 4% | RM | 6% | 10% | | | | | | |
| 动力煤 | 4% | ZC | 8% | 12% | ZC904 | 14% | | | | |
| 粳稻 | 3% | JR | 5% | 8% | | | | | | |
| 晚籼稻 | 3% | LR | 5% | 8% | | | | | | |
| 硅铁 | 4% | SF | 7% | 11% | SF904 | 14% | | | | |
| 锰硅 | 4% | SM | 7% | 11% | SM904 | 14% | | | | |
| 棉纱 | 4% | CY | 5% | 9% | CY904 | 14% | | | | |
| 鲜苹果 | 4% | AP | 8% | 12% | | | AP905 | 15% | AP907 | 24% |
| 大商所 | 黄大豆一号 | 3% | a | 5% | 8% | | | | | | |
| 黄大豆二号 | 3% | b | 5% | 8% | | | | | | |
| 玉米 | 3% | c | 5% | 8% | | | | | | |
| 豆粕 | 4% | m | 5% | 9% | | | | | | |
| 豆油 | 4% | y | 5% | 9% | | | | | | |
| 棕榈油 | 4% | p | 5% | 9% | | | | | | |
| 聚乙烯 | 4% | l | 5% | 9% | | | | | | |
| 聚氯乙烯 | 4% | v | 5% | 9% | | | | | | |
| 聚丙烯 | 4% | pp | 5% | 9% | | | | | | |
| 焦炭 | 4% | j | 8% | 12% | | | | | | |
| 焦煤 | 4% | jm | 8% | 12% | | | | | | |
| 铁矿石 | 5% | i | 8% | 13% | | | | | | |
| 玉米淀粉 | 4% | cs | 5% | 9% | | | | | | |
| 鸡蛋 | 4% | jd | 7% | 11% | jd1903 | 24% | | | | |
| 纤维板 | 3% | fb | 20% | 23% | | | | | | |
| 胶合板 | 3% | bb | 20% | 23% | | | | | | |
| 乙二醇 | 4% | eg | 6% | 10% | | | | | | |
| 中金所 | 沪深300 | 2% | IF | 10% | 12% | | | | | | |
| 上证50 | 2% | IH | 10% | 12% | | | | | | |
| 中证500 | 2% | IC | 15% | 17% | | | | | | |
| 国债2年期 | 1% | TS | 0.5% | 2% | | | | | | |
| 国债5年期 | 1% | TF | 1.2% | 2% | | | | | | |
| 国债10年期 | 1% | T | 2% | 3% | | | | | | |
| 能交所 | 原油 | 5% | SC | 10% | 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。 |
|
| 大商所调整: |
| 1.大商所发〔2019〕115号,自2019年3月18日(星期一)结算时起,将黄大豆1号、黄大豆2号、豆粕、豆油、棕榈油、聚乙烯、聚丙烯和聚氯乙烯品种涨跌停板幅度和最低交易保证金标准分别调整为4%和5%;将鸡蛋品种涨跌停板幅度和最低交易保证金标准分别调整为5%和7%;将焦炭和焦煤品种涨跌停板幅度和最低交易保证金标准分别调整为6%和8%;维持其他品种期货合约涨跌停板幅度和最低交易保证金标准不变。 |
| 上期所调整: |
| 1.根据上期所〔2019〕4号通知,上期所对《上海期货交易所风险控制管理办法》作了修订,具体涉及持仓梯度保证金制度以及持仓限额制度等内容,取消持仓梯度保证金制度自2019年3月18日收盘结算时起施行。 |