尊敬的客户:根据今日结算参数调整情况及交易所风险控制管理办法,下一交易日交易保证金如下: | |||||
交易品种/代码 | 客户交易保证金率 | 基础涨跌停板幅度 | 每手乘数 | ||
上期所 | 1 | 白银AG | 16% | ±10% | 15 |
2 | 铝AL | 13% | ±7% | 5 | |
3 | 氧化铝AO | 13% | ±7% | 20 | |
4 | 黄金AU | 16% | ±10% | 1000 | |
5 | 丁二烯橡胶Br | 13% | ±7% | 5 | |
6 | 沥青BU | 13% | ±7% | 10 | |
7 | 铜CU | 13% | ±7% | 5 | |
8 | 燃料油FU | 14% | ±7% | 10 | |
9 | 热轧卷板HC | 11% | ±5% | 10 | |
10 | 镍NI | 16% | ±10% | 1 | |
11 | 铅PB | 13% | ±7% | 5 | |
12 | 螺纹钢RB | 11% | ±5% | 10 | |
13 | 橡胶RU | 12%(411、501、503、505、507、509为15%) | ±6% | 10 | |
14 | 锡SN | 16% | ±10% | 1 | |
15 | 纸浆SP | 12% | ±6% | 10 | |
16 | 不锈钢SS | 11% | ±5% | 5 | |
17 | 线材WR | 13% | ±7% | 10 | |
18 | 锌ZN | 13% | ±7% | 5 | |
临近交割月合约: 410为24% | |||||
大商所 | 1 | 黄大豆a | 11% | ±6% | 10 |
2 | 黄豆2号b | 11% | ±6% | 10 | |
3 | 细木工板bb | 44% | ±5% | 500 | |
4 | 玉米c | 11% | ±6% | 10 | |
5 | 玉米淀粉cs | 10% | ±5% | 10 | |
6 | 苯乙烯eb | 12% | ±7% | 5 | |
7 | 乙二醇eg | 12% | ±7% | 10 | |
8 | 纤维板fb | 14% | ±5% | 10 | |
9 | 铁矿石i | 19% | ±11% | 100 | |
10 | 焦炭j | 24% | ±8% | 100 | |
11 | 鲜鸡蛋jd | 11% | ±6% | 10 | |
12 | 焦煤jm | 24% | ±8% | 60 | |
13 | 聚乙烯l | 11% | ±6% | 5 | |
14 | 生猪lh | 12% | ±6% | 16 | |
15 | 豆粕m | 11% | ±6% | 10 | |
16 | 棕榈油p | 12% | ±7% | 10 | |
17 | 液化石油气pg | 12% | ±7% | 20 | |
18 | 聚丙烯pp | 11% | ±6% | 5 | |
19 | 粳米rr | 10% | ±5% | 10 | |
20 | 聚氯乙烯v | 11% | ±6% | 5 | |
21 | 豆油y | 11% | ±6% | 10 | |
临近交割月合约: 410为24% | |||||
郑商所 | 1 | 苹果AP | 14% | ±9% | 10 |
2 | 棉花CF | 11% | ±6% | 5 | |
3 | 红枣CJ | 16% | ±10% | 5 | |
4 | 棉纱CY | 9%(411-502为11%) | ±4% | 5 | |
5 | 玻璃FG | 16% | ±10% | 20 | |
6 | 粳稻JR | 19% | ±7% | 20 | |
7 | 晚籼稻LR | 19% | ±7% | 20 | |
8 | 甲醇MA | 12% | ±7% | 10 | |
9 | 菜籽油OI | 11%(411、501为14%) | ±6% | 10 | |
10 | 短纤PF | 12% | ±7% | 5 | |
11 | 花生PK | 12% | ±7% | 5 | |
12 | 普麦PM | 19% | ±7% | 50 | |
13 | 瓶片PR | 12% | ±7% | 15 | |
14 | 对二甲苯PX | 12% | ±7% | 5 | |
15 | 早籼稻RI | 19% | ±7% | 20 | |
16 | 菜籽粕RM | 11%(411、501为14%) | ±6% | 10 | |
17 | 油菜籽RS | 24% | ±10% | 10 | |
18 | 纯碱SA | 16% | ±10% | 20 | |
19 | 硅铁SF | 13% | ±8% | 5 | |
20 | 烧碱SH | 12% | ±7% | 30 | |
21 | 锰硅SM | 13%(411-501为14%) | ±8% | 5 | |
22 | 白糖SR | 11% | ±6% | 10 | |
23 | 精对苯二甲酸TA | 11% | ±6% | 5 | |
24 | 尿素UR | 12% | ±7% | 20 | |
25 | 强麦WH | 19% | ±7% | 20 | |
26 | 动力煤ZC | 54% | ±10% | 100 | |
临近交割月合约: 410为24% | |||||
中金所 | 1 | 沪深300IF | 15% | ±10% | 300 |
2 | 中证500IC | 15% | ±10% | 200 | |
3 | 中证1000IM | 15% | ±10% | 200 | |
4 | 上证50IH | 15% | ±10% | 300 | |
5 | 2年期国债TS | 3.5% | ±0.5% | 20000 | |
6 | 5年期国债TF | 4.2% | ±1.2% | 10000 | |
7 | 10年期国债T | 5% | ±2% | 10000 | |
8 | 30年期国债TL | 6.5% | ±3.5% | 10000 | |
临近交割月合约: | |||||
能源 中心 |
1 | 国际铜bc | 13%(410为24%) | ±7% | 5 |
2 | 低硫燃料油lu | 14% | ±7% | 10 | |
3 | 20号胶nr | 12%(410为24% 411-412为15%) | ±6% | 10 | |
4 | 原油sc | 14% | ±7% | 1000 | |
5 | SCFIS欧线ec | 22%(412为25%) | ±16% | 50 | |
临近交割月合约: | |||||
广期所 | 1 | 工业硅si | 13% | ±7% | 5 |
2 | 碳酸锂lc | 16% | ±10% | 1 | |
临近交割月合约: | |||||
期权 | 1 | 股指期权IO | 15% | ±10% | 100 |
2 | 中证1000股指期权MO | 15% | ±10% | 100 | |
3 | 上证50股指期权HO | 15% | ±10% | 100 | |
重要 提示 |
(1)根据交易所规则,临近交割月合约保证金比例与现行规则规定的交易保证金比例不同时,则按两者中比例高的执行。 | ||||
(2)各交易所新上市合约和进入交割月合约及当日涨跌停板合约或特殊合约的下一交易日涨跌停板幅度会不同于基础涨跌停板幅度。 | |||||
(3)商品期权保证金率收取标准与标的期货保证金率一致。 | |||||
(4)上述保证金比例为投机交易保证金,上期所、能源中心、大商所套期保值与投机保证金比例不同。 | |||||
(5)交易所的调整规则详见各交易所的风险控制管理办法,此表仅做参考,具体收取标准以我司结算单为准。 | |||||
请广大投资者谨慎运作、理性投资,控制好持仓风险! | |||||
国新国证期货有限责任公司 | |||||
2024年10月10日发布 |