20230308结算期货保证金率及涨跌停板
2023-03-08 15:45:37
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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 | cu2303 | 15 | 15 | 20 | 20 | |
铝 | al | 12 | 12 | 17 | 17 | 10 | al2303 | 15 | 15 | 20 | 20 | ||
锌 | zn | 14 | 14 | 19 | 19 | 12 | zn2303 | 15 | 15 | 20 | 20 | ||
铅 | pb | 14 | 14 | 19 | 19 | 12 | pb2303 | 15 | 15 | 20 | 20 | ||
镍 | ni | 19 | 19 | 30 | 30 | 17 | |||||||
锡 | sn | 14 | 14 | 19 | 19 | 12 | sn2303 | 15 | 15 | 20 | 20 | ||
黄金 | au | 10 | 10 | 15 | 15 | 8 | au2303 | 15 | 15 | 20 | 20 | ||
白银 | ag | 12 | 12 | 17 | 17 | 10 | ag2303 | 15 | 15 | 20 | 20 | ||
螺纹钢 | rb | 13 | 13 | 17 | 17 | 11 | rb2303 | 15 | 15 | 19 | 19 | ||
线材 | wr | 13 | 13 | 17 | 17 | 11 | wr2303 | 15 | 15 | 19 | 19 | ||
热轧卷板 | hc | 13 | 13 | 17 | 17 | 11 | hc2303 | 15 | 15 | 19 | 19 | ||
不锈钢 | ss | 14 | 14 | 18 | 18 | 12 | ss2303 | 15 | 15 | 19 | 19 | ||
纸浆 | sp | 15 | 15 | 19 | 19 | 13 | |||||||
天然橡胶 | ru | 10 | 10 | 15 | 15 | 8 | ru2303 | 15 | 15 | 20 | 20 | ||
燃料油 | fu | 15 | 15 | 21 | 21 | 13 | |||||||
石油沥青 | bu | 15 | 15 | 21 | 21 | 13 | |||||||
能源交易所 | 20号胶 | nr | 10 | 10 | 15 | 15 | 8 | nr2303 | 15 | 15 | 20 | 20 | |
原油 | sc | 15 | 15 | 21 | 21 | 13 | |||||||
低硫燃料油 | lu | 15 | 15 | 21 | 21 | 13 | |||||||
国际铜 | bc | 12 | 12 | 17 | 17 | 10 | bc2303 | 15 | 15 | 20 | 20 | ||
大商所 | 玉米 | c | 12 | 8 | 15 | 11 | 8 | c2303 | 20 | 20 | 23 | 23 | |
玉米淀粉 | cs | 9 | 7 | 12 | 10 | 7 | cs2303 | 20 | 20 | 23 | 23 | ||
豆一 | a | 12 | 8 | 16 | 12 | 8 | a2303 | 20 | 20 | 24 | 24 | ||
豆二 | b | 9 | 8 | 13 | 12 | 8 | b2303 | 20 | 20 | 24 | 24 | ||
豆粕 | m | 10 | 8 | 14 | 12 | 8 | m2303 | 20 | 20 | 24 | 24 | ||
豆油 | y | 9 | 8 | 14 | 13 | 8 | y2303 | 20 | 20 | 25 | 25 | ||
棕榈油 | p | 12 | 10 | 17 | 15 | 10 | p2303 | 20 | 20 | 25 | 25 | ||
纤维板 | fb | 10 | 10 | 15 | 15 | 5 | fb2303 | 20 | 20 | 25 | 25 | ||
胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
鸡蛋 | jd | 9 | 8 | 14 | 13 | 8 | jd2303 | 20 | 20 | 25 | 25 | ||
粳米 | rr | 6 | 5 | 9 | 8 | 5 | rr2303 | 20 | 20 | 23 | 23 | ||
聚乙烯 | l | 11 | 8 | 16 | 13 | 8 | l2303 | 20 | 15 | 25 | 20 | ||
聚氯乙烯 | v | 11 | 8 | 16 | 13 | 8 | v2303 | 20 | 15 | 25 | 20 | ||
聚丙烯 | pp | 11 | 8 | 16 | 13 | 8 | pp2303 | 20 | 15 | 25 | 20 | ||
焦炭 | j | 20 | 15 | 25 | 20 | 15 | j2303 | 20 | 20 | 25 | 25 | ||
焦煤 | jm | 20 | 15 | 25 | 20 | 15 | jm2303 | 20 | 20 | 25 | 25 | ||
铁矿石 | i | 13 | 11 | 18 | 16 | 11 | i2303 | 20 | 20 | 25 | 25 | ||
乙二醇 | eg | 12 | 10 | 17 | 15 | 10 | eg2303 | 20 | 20 | 25 | 25 | ||
苯乙烯 | eb | 12 | 10 | 17 | 15 | 10 | eb2303 | 20 | 20 | 25 | 25 | ||
液化石油气 | pg | 13 | 11 | 18 | 16 | 11 | pg2303 | 20 | 20 | 25 | 25 | ||
生猪 | lh | 15 | 8 | 20 | 13 | 8 | lh2303 | 20 | 20 | 25 | 25 | ||
郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR303 | 20 | 20 | 25 | 25 | |
棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF303 | 20 | 20 | 25 | 25 | ||
普麦 | PM | 15 | 15 | 50 | 50 | 7 | PM303 | 20 | 20 | 50 | 50 | ||
强麦 | WH | 15 | 15 | 18 | 18 | 7 | WH303 | 20 | 20 | 23 | 23 | ||
早籼稻 | RI | 15 | 15 | 18 | 18 | 7 | RI303 | 20 | 20 | 23 | 23 | ||
晚籼稻 | LR | 15 | 15 | 18 | 18 | 7 | LR303 | 20 | 20 | 23 | 23 | ||
粳稻 | JR | 15 | 15 | 18 | 18 | 7 | JR303 | 20 | 20 | 23 | 23 | ||
菜籽粕 | RM | 9 | 9 | 13 | 13 | 8 | RM303 | 20 | 20 | 24 | 24 | ||
油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
菜籽油 | OI | 9 | 9 | 13 | 13 | 8 | OI303 | 20 | 20 | 24 | 24 | ||
棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY303 | 20 | 20 | 25 | 25 | ||
苹果 | AP | 10 | 10 | 15 | 15 | 9 | AP303 | 20 | 20 | 25 | 25 | ||
红枣 | CJ | 12 | 12 | 16 | 16 | 10 | CJ303 | 20 | 20 | 24 | 24 | ||
动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
PTA | TA | 7 | 7 | 13 | 13 | 6 | TA303 | 20 | 20 | 26 | 26 | ||
甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA303 | 20 | 20 | 26 | 26 | ||
玻璃 | FG | 9 | 9 | 13 | 13 | 8 | FG303 | 20 | 20 | 24 | 24 | ||
硅铁 | SF | 12 | 12 | 17 | 17 | 10 | SF303 | 20 | 20 | 25 | 25 | ||
锰硅 | SM | 12 | 12 | 17 | 17 | 10 | SM303 | 20 | 20 | 25 | 25 | ||
尿素 | UR | 8 | 8 | 12 | 12 | 7 | UR303 | 20 | 20 | 24 | 24 | ||
纯碱 | SA | 9 | 9 | 13 | 13 | 8 | SA303 | 20 | 20 | 24 | 24 | ||
SA304 SA305 | 12 | 12 | 16 | 16 | |||||||||
短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF303 | 20 | 20 | 25 | 25 | ||
花生 | PK | 8 | 8 | 12 | 12 | 7 | PK303 | 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 | TS2303 | 1 | 1 | 1.5 | 1.5 | ||
5年期国债 | TF | 1.2 | 1.2 | 2.2 | 2.2 | 1.2 | TF2303 | 2 | 2 | 3 | 3 | ||
10年期国债 | T | 2 | 2 | 3 | 3 | 2 | T2303 | 3 | 3 | 4 | 4 | ||
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 |