20230112结算期货保证金率及涨跌停板
2023-01-12 15:15:50
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| 交易所 | 品种 | 品种代码 | 交易所保证金（%） | 公司保证金（%） | 次日涨跌幅（%） | 特殊合约 | 交易所保证金（%） | 公司保证金（%） | 次日涨跌幅（%） | ||||
| 投机 | 套保 | 投机 | 套保 | 投机 | 套保 | 投机 | 套保 | ||||||
| 上期所 | 铜 | cu | 12 | 12 | 17 | 17 | 10 | cu2301 | 20 | 20 | 25 | 25 | |
| 铝 | al | 12 | 12 | 17 | 17 | 10 | al2301 | 20 | 20 | 25 | 25 | ||
| 锌 | zn | 14 | 14 | 19 | 19 | 12 | zn2301 | 20 | 20 | 25 | 25 | ||
| 铅 | pb | 14 | 14 | 19 | 19 | 12 | pb2301 | 20 | 20 | 25 | 25 | ||
| 镍 | ni | 19 | 19 | 30 | 30 | 17 | ni2301 | 20 | 20 | 31 | 31 | ||
| 锡 | sn | 14 | 14 | 19 | 19 | 12 | sn2301 | 20 | 20 | 25 | 25 | ||
| 黄金 | au | 10 | 10 | 15 | 15 | 8 | au2301 | 20 | 20 | 25 | 25 | ||
| 白银 | ag | 12 | 12 | 17 | 17 | 10 | ag2301 | 20 | 20 | 25 | 25 | ||
| 螺纹钢 | rb | 13 | 13 | 17 | 17 | 11 | rb2301 | 20 | 20 | 24 | 24 | ||
| 线材 | wr | 13 | 13 | 17 | 17 | 11 | wr2301 | 20 | 20 | 24 | 24 | ||
| 热轧卷板 | hc | 13 | 13 | 17 | 17 | 11 | hc2301 | 20 | 20 | 24 | 24 | ||
| 不锈钢 | ss | 14 | 14 | 18 | 18 | 12 | ss2301 | 20 | 20 | 24 | 24 | ||
| 纸浆 | sp | 15 | 15 | 19 | 19 | 13 | sp2301 | 20 | 20 | 24 | 24 | ||
| 天然橡胶 | ru | 10 | 10 | 15 | 15 | 8 | ru2301 | 20 | 20 | 25 | 25 | ||
| 燃料油 | fu | 15 | 15 | 21 | 21 | 13 | fu2302 | 20 | 20 | 26 | 26 | ||
| 石油沥青 | bu | 15 | 15 | 21 | 21 | 13 | bu2301 | 20 | 20 | 26 | 26 | ||
| 能源交易所 | 20号胶 | nr | 10 | 10 | 15 | 15 | 8 | nr2301 | 20 | 20 | 25 | 25 | |
| 原油 | sc | 15 | 15 | 21 | 21 | 13 | sc2302 | 20 | 20 | 26 | 26 | ||
| 低硫燃料油 | lu | 15 | 15 | 21 | 21 | 13 | lu2302 | 20 | 20 | 26 | 26 | ||
| 国际铜 | bc | 12 | 12 | 17 | 17 | 10 | bc2301 | 20 | 20 | 25 | 25 | ||
| 大商所 | 玉米 | c | 12 | 8 | 15 | 11 | 8 | c2301 | 20 | 20 | 23 | 23 | |
| 玉米淀粉 | cs | 9 | 7 | 12 | 10 | 7 | cs2301 | 20 | 20 | 23 | 23 | ||
| 豆一 | a | 12 | 8 | 16 | 12 | 8 | a2301 | 20 | 20 | 24 | 24 | ||
| 豆二 | b | 9 | 8 | 13 | 12 | 8 | b2301 | 20 | 20 | 24 | 24 | ||
| 豆粕 | m | 10 | 8 | 14 | 12 | 8 | m2301 | 20 | 20 | 24 | 24 | ||
| 豆油 | y | 9 | 8 | 14 | 13 | 8 | y2301 | 20 | 20 | 25 | 25 | ||
| 棕榈油 | p | 12 | 10 | 17 | 15 | 10 | p2301 | 20 | 20 | 25 | 25 | ||
| 纤维板 | fb | 10 | 10 | 15 | 15 | 5 | fb2301 | 20 | 20 | 25 | 25 | ||
| 胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
| 鸡蛋 | jd | 9 | 8 | 14 | 13 | 8 | jd2301 | 20 | 20 | 25 | 25 | ||
| 粳米 | rr | 6 | 5 | 9 | 8 | 5 | rr2301 | 20 | 20 | 23 | 23 | ||
| 聚乙烯 | l | 11 | 8 | 16 | 13 | 8 | l2301 | 20 | 20 | 25 | 25 | ||
| 聚氯乙烯 | v | 11 | 8 | 16 | 13 | 8 | v2301 | 20 | 20 | 25 | 25 | ||
| 聚丙烯 | pp | 11 | 8 | 16 | 13 | 8 | pp2301 | 20 | 20 | 25 | 25 | ||
| 焦炭 | j | 20 | 15 | 25 | 20 | 15 | j2301 | 20 | 20 | 25 | 25 | ||
| 焦煤 | jm | 20 | 15 | 25 | 20 | 15 | jm2301 | 20 | 20 | 25 | 25 | ||
| 铁矿石 | i | 13 | 11 | 18 | 16 | 11 | i2301 | 20 | 20 | 25 | 25 | ||
| 乙二醇 | eg | 12 | 10 | 17 | 15 | 10 | eg2301 | 20 | 20 | 25 | 25 | ||
| 苯乙烯 | eb | 12 | 10 | 17 | 15 | 10 | eb2301 | 20 | 20 | 25 | 25 | ||
| 液化石油气 | pg | 13 | 11 | 18 | 16 | 11 | pg2301 | 20 | 20 | 25 | 25 | ||
| 生猪 | lh | 15 | 8 | 20 | 13 | 8 | lh2301 | 20 | 20 | 25 | 25 | ||
| 郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR301 | 20 | 20 | 25 | 25 | |
| 棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF301 | 20 | 20 | 25 | 25 | 8 | |
| 普麦 | PM | 15 | 15 | 50 | 50 | 7 | PM301 | 20 | 20 | 50 | 50 | ||
| 强麦 | WH | 15 | 15 | 18 | 18 | 7 | WH301 | 20 | 20 | 23 | 23 | ||
| 早籼稻 | RI | 15 | 15 | 18 | 18 | 7 | RI301 | 20 | 20 | 23 | 23 | ||
| 晚籼稻 | LR | 15 | 15 | 18 | 18 | 7 | LR301 | 20 | 20 | 23 | 23 | ||
| 粳稻 | JR | 15 | 15 | 18 | 18 | 7 | JR301 | 20 | 20 | 23 | 23 | ||
| 菜籽粕 | RM | 9 | 9 | 13 | 13 | 8 | RM301 | 20 | 20 | 24 | 24 | ||
| 油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
| 菜籽油 | OI | 9 | 9 | 13 | 13 | 8 | OI301 | 20 | 20 | 24 | 24 | ||
| 棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY301 | 20 | 20 | 25 | 25 | 8 | |
| 苹果 | AP | 10 | 10 | 15 | 15 | 9 | AP301 | 20 | 20 | 25 | 25 | ||
| 红枣 | CJ | 12 | 12 | 16 | 16 | 10 | CJ301 | 20 | 20 | 24 | 24 | ||
| 动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
| PTA | TA | 7 | 7 | 13 | 13 | 6 | TA301 | 20 | 20 | 26 | 26 | ||
| 甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA301 | 20 | 20 | 26 | 26 | ||
| 玻璃 | FG | 9 | 9 | 13 | 13 | 8 | FG301 | 20 | 20 | 24 | 24 | ||
| 硅铁 | SF | 12 | 12 | 17 | 17 | 10 | SF301 | 20 | 20 | 25 | 25 | ||
| 锰硅 | SM | 12 | 12 | 17 | 17 | 10 | SM301 | 20 | 20 | 25 | 25 | ||
| 尿素 | UR | 8 | 8 | 12 | 12 | 7 | UR301 | 20 | 20 | 24 | 24 | ||
| 纯碱 | SA | 9 | 9 | 13 | 13 | 8 | SA301 | 20 | 20 | 24 | 24 | ||
| 短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF301 | 20 | 20 | 25 | 25 | ||
| 花生 | PK | 8 | 8 | 12 | 12 | 7 | PK301 | 20 | 20 | 24 | 24 | ||
| 广期所 | 工业硅 | SI | 10 | 10 | 15 | 15 | 8 | ||||||
| 中金所 | 沪深300 | IF | 12 | 12 | 13 | 13 | 10 | ||||||
| 上证50 | IH | 12 | 12 | 13 | 13 | 10 | |||||||
| 中证500 | IC | 14 | 14 | 15 | 15 | 10 | |||||||
| 中证1000 | IM | 15 | 15 | 16 | 16 | 10 | |||||||
| 2年期国债 | TS | 0.5 | 0.5 | 1 | 1 | 0.5 | |||||||
| 5年期国债 | TF | 1.2 | 1.2 | 2.2 | 2.2 | 1.2 | |||||||
| 10年期国债 | T | 2 | 2 | 3 | 3 | 2 | |||||||
| IO合约 | IO | 12 | 12 | 15 | 15 | 上一交易日沪深300指数收盘价的±10% | |||||||
| MO合约 | MO | 15 | 15 | 18 | 18 | 上一交易日中证1000指数收盘价的±10% | |||||||
| HO合约 | HO | 12 | 12 | 15 | 15 | 上一交易日上证50指数收盘价的±10% | |||||||
| 备注： | 特殊调整合约的涨跌停板显示当天有涨停或跌停的以及换月合约 | ||||||||||||
| 换月合约涨跌停板幅度与普通合约涨跌停板幅度一致 | |||||||||||||
| IO合约投机及套保保证金比率分别对应为保证金调整系数，最低保障系数都为0.5 | |||||||||||||
| 表中参数来源于各交易所结算参数，具体以交易所公布结算参数为准 | |||||||||||||