结算时起保证金参数提示 |
| 版权来源:结算风控部 | 2018年6月15日 |
| 交易所 | 品种 | 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 | cu | 7% | 11% | cu1807 | 14% |
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| 铝 | al | 7% | 10% | al1807 | 13% |
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| 黄金 | au | 5% | 9% | au1807 | 14% |
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| 线材 | wr | 20% | 23% |
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| 锌 | zn | 8% | 12% | zn1807 | 14% |
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| 螺纹钢 | rb | 9% | 14% | rb1807 | 15% |
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| 橡胶 | ru | 9% | 14% | ru1809 | 17% | ru1807/1901 | 15% |
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| 铅 | pb | 8% | 11% | pb1807 | 13% |
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| 燃料油 | fu | 40% | 43% |
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| 白银 | ag | 6% | 10% | ag1807 | 14% |
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| 石油沥青 | bu | 8% | 13% | bu1807 | 15% |
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| 热轧卷板 | hc | 8% | 12% | hc1807 | 14% |
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| 镍 | ni | 8% | 13% | ni1807 | 15% | ni1809 | 15% |
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| 锡 | sn | 7% | 11% | sn1807 | 14% |
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| 郑商所 | 早籼稻 | RI | 5% | 8% | RI807 | 13% |
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| 棉花一号 | CF | 7% | 11% | CF807 | 14% |
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| 白糖 | SR | 5% | 8% | SR807 | 13% |
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| 菜籽油 | OI | 7% | 11% | OI807 | 14% |
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| 精对苯二甲酸 | TA | 6% | 10% | TA807 | 14% |
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| 强麦 | WH | 20% | 23% |
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| 普麦 | PM | 5% | 8% | PM807 | 13% |
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| 甲醇 | MA | 7% | 11% | MA807 | 14% |
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| 玻璃 | FG | 7% | 10% | FG807 | 13% |
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| 油菜籽 | RS | 20% | 23% |
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| 菜籽粕 | RM | 6% | 10% | RM807 | 14% |
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| 动力煤 | ZC | 8% | 12% | ZC807 | 14% |
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| 粳稻 | JR | 5% | 8% | JR807 | 13% |
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| 晚籼稻 | LR | 5% | 8% | LR807 | 13% |
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| 硅铁 | SF | 7% | 11% | SF807 | 14% |
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| 锰硅 | SM | 7% | 11% | SM807 | 14% |
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| 棉纱 | CY | 5% | 9% | CY807 | 14% |
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| 鲜苹果 | AP | 9% | 13% | AP807 | 29% |
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| 大商所 | 黄豆一号 | a | 7% | 10% |
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| 黄豆二号 | b | 7% | 10% |
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| 玉米 | c | 7% | 10% |
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| 豆粕 | m | 7% | 11% |
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| 豆油 | y | 7% | 11% |
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| 棕榈油 | p | 7% | 11% |
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| 聚乙烯 | l | 7% | 11% |
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| 聚氯乙烯 | v | 7% | 11% |
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| 聚丙烯 | pp | 7% | 11% |
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| 焦炭 | j | 12% | 16% |
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| 焦煤 | jm | 12% | 16% |
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| 铁矿石 | i | 10% | 15% |
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| 玉米淀粉 | cs | 7% | 11% |
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| 鸡蛋 | jd | 8% | 12% | jd1806 | 24% |
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| 纤维板 | fb | 20% | 23% |
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| 胶合板 | bb | 20% | 23% |
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| 中金所 | 沪深300 | IF | 15% | 17% |
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| 上证50 | IH | 15% | 17% |
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| 中证500 | IC | 30% | 32% |
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| 国债5年期 | TF | 1.2% | 2.2% | TF1806 | 3% |
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| 国债10年期 | T | 2% | 3% | T1806 | 4% |
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| 能交所 | 原油 | SC | 8% | 11% |
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郑商所调整:
1、CY808 合约未出现第2个跌停板,交易所交易保证金比例恢复至5%
2、CF807、CY807、FG807、JR807、LR807、MA807、OI807、PM807、RI807、RM807、SF807、SM807、SR807、TA807、ZC807合约进入交割月前一月第16个日历日起,交易所交易保证金比例提高至10%
大商所调整:
1、b1807合约未出现第2个跌停板,交易所交易保证金比例恢复至7%