结算时起保证金参数提示
|
| 版权来源：结算风控部 | 2018年4月27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% | 12% | cu1805 | 20% | cu1806 | 15% |
|
|
| 铝 | al | 7% | 10% | al1805 | 18% | al1806 | 13% |
|
|
| 黄金 | au | 5% | 10% | au1805 | 20% | au1806 | 15% |
|
|
| 线材 | wr | 20% | 23% |
|
|
|
|
|
|
| 锌 | zn | 8% | 13% | zn1805 | 20% | zn1806 | 15% |
|
|
| 螺纹钢 | rb | 9% | 15% | rb1805 | 21% | rb1806 | 16% |
|
|
| 橡胶 | ru | 9% | 15% | ru1805 | 21% | ru1806 | 16% | ru1809 | 18% |
| 铅 | pb | 8% | 11% | pb1805 | 18% | pb1806 | 13% |
|
|
| 燃料油 | fu | 40% | 43% |
|
|
|
|
|
|
| 白银 | ag | 6% | 10% | ag1805 | 19% | ag1806 | 14% |
|
|
| 石油沥青 | bu | 8% | 13% | bu1805 | 20% | bu1806 | 15% |
|
|
| 热轧卷板 | hc | 8% | 13% | hc1805 | 20% | hc1806 | 15% |
|
|
| 镍 | ni | 8% | 14% | ni1805 | 21% | ni1806 | 16% |
|
|
| 锡 | sn | 7% | 11% | sn1805 | 19% | sn1806 | 14% |
|
|
| 郑商所 | 早籼稻 | RI | 5% | 8% | RI805 | 23% |
|
|
|
|
| 棉花一号 | CF | 7% | 12% | CF805 | 25% |
|
|
|
|
| 白糖 | SR | 7% | 10% | SR805 | 23% |
|
|
|
|
| 菜籽油 | OI | 7% | 11% | OI805 | 24% |
|
|
|
|
| 精对苯二甲酸 | TA | 7% | 11% | TA805 | 24% |
|
|
|
|
| 强麦 | WH | 20% | 23% |
|
|
|
|
|
|
| 普麦 | PM | 5% | 8% | PM805 | 23% |
|
|
|
|
| 甲醇 | MA | 7% | 12% | MA805 | 25% |
|
|
|
|
| 玻璃 | FG | 7% | 10% | FG805 | 23% |
|
|
|
|
| 油菜籽 | RS | 20% | 23% |
|
|
|
|
|
|
| 菜籽粕 | RM | 7% | 12% | RM805 | 25% |
|
|
|
|
| 动力煤 | ZC | 7% | 12% | ZC805 | 25% |
|
|
|
|
| 粳稻 | JR | 5% | 8% | JR805 | 23% |
|
|
|
|
| 晚籼稻 | LR | 5% | 8% | LR805 | 23% |
|
|
|
|
| 硅铁 | SF | 7% | 11% | SF805 | 24% |
|
|
|
|
| 锰硅 | SM | 7% | 11% | SM805 | 24% |
|
|
|
|
| 棉纱 | CY | 5% | 9% | CY805 | 24% |
|
|
|
|
| 鲜苹果 | AP | 7% | 12% | AP805 | 25% |
|
|
|
|
| 大商所 | 黄大豆一号 | a | 8% | 12% | a1805 | 24% |
|
|
|
|
| 黄大豆二号 | b | 8% | 12% | b1805 | 24% |
|
|
|
|
| 玉米 | c | 8% | 11% | c1805 | 23% |
|
|
|
|
| 豆粕 | m | 8% | 13% | m1805 | 25% |
|
|
|
|
| 豆油 | y | 8% | 13% | y1805 | 25% |
|
|
|
|
| 棕榈油 | p | 8% | 12% | p1805 | 24% |
|
|
|
|
| 聚乙烯 | l | 7% | 11% | l1805 | 24% |
|
|
|
|
| 聚氯乙烯 | v | 7% | 11% | v1805 | 24% |
|
|
|
|
| 聚丙烯 | pp | 7% | 11% | pp1805 | 24% |
|
|
|
|
| 焦炭 | j | 12% | 17% | j1805 | 25% |
|
|
|
|
| 焦煤 | jm | 12% | 17% | jm1805 | 25% |
|
|
|
|
| 铁矿石 | i | 10% | 15% | i1805 | 25% |
|
|
|
|
| 玉米淀粉 | cs | 8% | 12% | cs1805 | 24% |
|
|
|
|
| 鸡蛋 | jd | 8% | 12% | jd1805 | 24% |
|
|
|
|
| 纤维板 | fb | 20% | 23% |
|
|
|
|
|
|
| 胶合板 | bb | 20% | 23% |
|
|
|
|
|
|
| 中金所 | 沪深300 | IF | 15% | 17% |
|
|
|
|
|
|
| 上证50 | IH | 15% | 17% |
|
|
|
|
|
|
| 中证500 | IC | 30% | 32% |
|
|
|
|
|
|
| 国债5年期 | TF | 1% | 2% |
|
|
|
|
|
|
| 国债10年期 | T | 2% | 3% |
|
|
|
|
|
|
| 能交所 | 原油 | SC | 9% | 14% |
|
|
|
|
|
|
| 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： |
| 1、cu1805、al1805、au1805、zn1805、rb1805、ru1805、pb1805、ag1805、bu1805、hc1805、ni1805、sn1805合约进入交割月，交易所交易保证金比例提高至15% |
| 2、cu1806、al1806、au1806、zn1806、rb1806、ru1806、pb1806、ag1806、bu1806、hc1806、ni1806、sn1806合约进入交割月前一月第一个交易日，交易所交易保证金比例提高至10% |
| 大商所： |
| a1805、b1805、c1805、cs1805、i1805、j1805、jd1805、jm1805、l1805、m1805、p1805、pp1805、v1805、y1805合约进入交割月第一个交易日，交易所交易保证金比例提高至20% |
| 郑商所： |
| 1、AP805、CF805、CY805、FG805、JR805、LR805、MA805、OI805、PM805、RI805、RM805、SF805、SM805、SR805、TA805、ZC805合约进入交割月，交易所交易保证金比例提高至20% |
| 2、CY812合约未出现第二个跌停板，交易所交易保证金比例恢复至5% |
| 3、AP807合约未出现第二个涨停板，交易所交易保证金比例恢复至7% |
