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: | |||||
交易所 | 序号 | 交易品种/代码 | 公司默认交易保证金率 | 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 | 16% | ±10% | 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%(2502为15%) | ±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% | ±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:2501合约为24%,2502合约为14% | |||||
大商所 | 1 | 黄大豆1号a | 11% | ±6% | 10 |
2 | 黄大豆2号b | 11% | ±6% | 10 | |
3 | 胶合板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 | 15% | ±9% | 100 | |
10 | 焦炭j | 24% | ±8% | 100 | |
11 | 鸡蛋jd | 11% | ±6% | 10 | |
12 | 焦煤jm | 16% | ±8% | 60 | |
13 | 聚乙烯l | 11% | ±6% | 5 | |
14 | 原木lg | 12% | ±6% | 90 | |
15 | 生猪lh | 12% | ±6% | 16 | |
16 | 豆粕m | 11% | ±6% | 10 | |
17 | 棕榈油p | 12% | ±7% | 10 | |
18 | 液化石油气pg | 12% | ±7% | 20 | |
19 | 聚丙烯pp | 11% | ±6% | 5 | |
20 | 粳米rr | 10% | ±5% | 10 | |
21 | 聚氯乙烯v | 11% | ±6% | 5 | |
22 | 豆油y | 11% | ±6% | 10 | |
临近交割月合约:2501合约为24% | |||||
郑商所 | 1 | 苹果AP | 14%(2503-2505为17%) | ±9% | 10 |
2 | 棉花CF | 11% | ±6% | 5 | |
3 | 红枣CJ | 16% | ±10% | 5 | |
4 | 棉纱CY | 9%(2502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% | ±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% | ±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% | ±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:2501合约为24% 2502为14% | |||||
中金所 | 1 | 中证500股指期货IC | 15% | ±10% | 200 |
2 | 沪深300股指期货IF | 15% | ±10% | 300 | |
3 | 上证50股指期货IH | 15% | ±10% | 300 | |
4 | 中证1000股指期货IM | 15% | ±10% | 200 | |
5 | 10年期国债T | 5% | ±2% | 10000 | |
6 | 5年期国债TF | 4.2% | ±1.2% | 10000 | |
7 | 30年期国债TL | 6.5% | ±3.5% | 10000 | |
8 | 2年期国债TS | 3.5% | ±0.5% | 20000 | |
9 | 上证50股指期权HO | 15% | ±10% | 100 | |
10 | 沪深300股指期权IO | 15% | ±10% | 100 | |
11 | 中证1000股指期权MO | 15% | ±10% | 100 | |
能源 中心 | 1 | 国际铜bc | 13%(2501为19%,2502为14%) | ±7% | 5 |
2 | SCFIS欧线ec | 22% | ±16% | 50 | |
3 | 低硫燃料油lu | 14%(2502为15%) | ±7% | 10 | |
4 | 20号胶nr | 12%(2501为19%,2502为14%) | ±6% | 10 | |
5 | 原油sc | 14%(2502为15%) | ±7% | 1000 | |
广期所 | 1 | 碳酸锂lc | 16%(2501为24%) | ±10% | 1 |
2 | 多晶硅ps | 13% | ±7% | 3 | |
3 | 工业硅si | 13%(2501为24%) | ±7% | 5 | |
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 | |||||
2025年1月17日发布 |