20230606结算期货保证金率及涨跌停板
2023-06-06 15:39:51
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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 | 9 | 9 | 14 | 14 | 7 | cu2306 | 15 | 15 | 20 | 20 | |
cu2307 | 10 | 10 | 15 | 15 | |||||||||
铝 | al | 9 | 9 | 14 | 14 | 7 | al2306 | 15 | 15 | 20 | 20 | ||
al2307 | 10 | 10 | 15 | 15 | |||||||||
锌 | zn | 9 | 9 | 14 | 14 | 7 | zn2306 | 15 | 15 | 20 | 20 | ||
zn2307 | 10 | 10 | 15 | 15 | |||||||||
铅 | pb | 9 | 9 | 14 | 14 | 7 | pb2306 | 15 | 15 | 20 | 20 | ||
pb2307 | 10 | 10 | 15 | 15 | |||||||||
镍 | ni | 12 | 12 | 19 | 19 | 10 | ni2306 | 15 | 15 | 22 | 22 | ||
锡 | sn | 14 | 14 | 19 | 19 | 12 | sn2306 | 15 | 15 | 20 | 20 | ||
黄金 | au | 9 | 9 | 14 | 14 | 7 | au2306 | 15 | 15 | 20 | 20 | ||
au2307 | 10 | 10 | 15 | 15 | |||||||||
白银 | ag | 11 | 11 | 16 | 16 | 9 | ag2306 | 15 | 15 | 20 | 20 | ||
螺纹钢 | rb | 13 | 13 | 18 | 18 | 11 | rb2306 | 15 | 15 | 20 | 20 | ||
线材 | wr | 13 | 13 | 18 | 18 | 11 | wr2306 | 15 | 15 | 20 | 20 | ||
热轧卷板 | hc | 13 | 13 | 18 | 18 | 11 | hc2306 | 15 | 15 | 20 | 20 | ||
不锈钢 | ss | 10 | 10 | 15 | 15 | 8 | ss2306 | 15 | 15 | 20 | 20 | ||
纸浆 | sp | 10 | 10 | 14 | 14 | 8 | sp2306 | 15 | 15 | 19 | 19 | ||
天然橡胶 | ru | 10 | 10 | 15 | 15 | 8 | ru2306 | 15 | 15 | 20 | 20 | ||
燃料油 | fu | 15 | 15 | 21 | 21 | 13 | |||||||
石油沥青 | bu | 12 | 12 | 18 | 18 | 10 | bu2306 | 15 | 15 | 21 | 21 | ||
能源交易所 | 20号胶 | nr | 10 | 10 | 15 | 15 | 8 | nr2306 | 15 | 15 | 20 | 20 | |
原油 | sc | 15 | 15 | 21 | 21 | 13 | |||||||
低硫燃料油 | lu | 12 | 12 | 18 | 18 | 10 | |||||||
国际铜 | bc | 9 | 9 | 14 | 14 | 7 | bc2306 | 15 | 15 | 20 | 20 | ||
bc2307 | 10 | 10 | 15 | 15 | |||||||||
大商所 | 玉米 | c | 8 | 7 | 11 | 10 | 6 | ||||||
玉米淀粉 | cs | 6 | 6 | 9 | 9 | 5 | |||||||
豆一 | a | 8 | 7 | 12 | 11 | 6 | |||||||
豆二 | b | 8 | 7 | 12 | 11 | 6 | b2306 | 20 | 20 | 24 | 24 | ||
豆粕 | m | 7 | 7 | 11 | 11 | 6 | |||||||
豆油 | y | 7 | 7 | 12 | 12 | 6 | |||||||
棕榈油 | p | 8 | 8 | 13 | 13 | 7 | p2306 | 20 | 20 | 25 | 25 | ||
纤维板 | fb | 10 | 10 | 15 | 15 | 5 | fb2306 | 20 | 20 | 25 | 25 | ||
胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
鸡蛋 | jd | 8 | 7 | 13 | 12 | 6 | jd2306 | 20 | 20 | 25 | 25 | ||
粳米 | rr | 6 | 5 | 9 | 8 | 5 | rr2306 | 20 | 20 | 23 | 23 | ||
聚乙烯 | l | 7 | 7 | 12 | 12 | 6 | l2306 | 20 | 15 | 25 | 20 | ||
聚氯乙烯 | v | 7 | 7 | 12 | 12 | 6 | v2306 | 20 | 15 | 25 | 20 | ||
聚丙烯 | pp | 7 | 7 | 12 | 12 | 6 | pp2306 | 20 | 15 | 25 | 20 | ||
焦炭 | j | 20 | 15 | 25 | 20 | 15 | j2306 | 20 | 20 | 25 | 25 | ||
焦煤 | jm | 20 | 15 | 25 | 20 | 15 | jm2306 | 20 | 20 | 25 | 25 | ||
铁矿石 | i | 13 | 11 | 18 | 16 | 11 | i2306 | 20 | 20 | 25 | 25 | ||
乙二醇 | eg | 8 | 8 | 13 | 13 | 7 | eg2306 | 20 | 20 | 25 | 25 | ||
苯乙烯 | eb | 8 | 8 | 13 | 13 | 7 | eb2306 | 20 | 20 | 25 | 25 | ||
液化石油气 | pg | 8 | 8 | 13 | 13 | 7 | pg2306 | 20 | 20 | 25 | 25 | ||
生猪 | lh | 12 | 8 | 17 | 13 | 8 | |||||||
郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR307 | 9 | 9 | 14 | 14 | 8 |
SR309/311 | 15 | 15 | 20 | 20 | 8 | ||||||||
棉花 | CF | 7 | 7 | 12 | 12 | 6 | |||||||
普麦 | PM | 15 | 15 | 50 | 50 | 7 | |||||||
强麦 | WH | 15 | 15 | 18 | 18 | 7 | |||||||
早籼稻 | RI | 15 | 15 | 18 | 18 | 7 | |||||||
晚籼稻 | LR | 15 | 15 | 18 | 18 | 7 | |||||||
粳稻 | JR | 15 | 15 | 18 | 18 | 7 | |||||||
菜籽粕 | RM | 9 | 9 | 13 | 13 | 8 | |||||||
油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
菜籽油 | OI | 9 | 9 | 13 | 13 | 8 | |||||||
棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY306 | 20 | 20 | 25 | 25 | ||
苹果 | AP | 10 | 10 | 15 | 15 | 9 | |||||||
红枣 | CJ | 12 | 12 | 16 | 16 | 10 | |||||||
动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
PTA | TA | 7 | 7 | 13 | 13 | 6 | TA306 | 20 | 20 | 26 | 26 | ||
甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA306 | 20 | 20 | 26 | 26 | ||
MA309/401 | 10 | 10 | 16 | 16 | 8% | ||||||||
玻璃 | FG | 9 | 9 | 13 | 13 | 8 | FG306 | 20 | 20 | 24 | 24 | ||
FG309/401 | 12 | 12 | 16 | 16 | 9 | ||||||||
硅铁 | SF | 12 | 12 | 17 | 17 | 10 | SF306 | 20 | 20 | 25 | 25 | ||
锰硅 | SM | 12 | 12 | 17 | 17 | 10 | SM306 | 20 | 20 | 25 | 25 | ||
尿素 | UR | 8 | 8 | 12 | 12 | 7 | UR306 | 20 | 20 | 24 | 24 | ||
纯碱 | SA | 9 | 9 | 13 | 13 | 8 | SA306 | 20 | 20 | 24 | 24 | ||
SA309/401 | 12 | 12 | 16 | 16 | 9 | ||||||||
短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF306 | 20 | 20 | 25 | 25 | ||
花生 | PK | 8 | 8 | 12 | 12 | 7 | |||||||
广期所 | 工业硅 | si | 9 | 9 | 14 | 14 | 7 | ||||||
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 | 12 | 12 | 13 | 13 | 10 | |||||||
中证1000 | IM | 12 | 12 | 13 | 13 | 10 | |||||||
2年期国债 | TS | 0.5 | 0.5 | 1 | 1 | 0.5 | TS2306 | 1 | 1 | 1.5 | 1.5 | ||
5年期国债 | TF | 1.2 | 1.2 | 2.2 | 2.2 | 1.2 | TF2306 | 2 | 2 | 3 | 3 | ||
10年期国债 | T | 2 | 2 | 3 | 3 | 2 | T2306 | 3 | 3 | 4 | 4 | ||
30年期国债 | TL | 3.5 | 3.5 | 4.5 | 4.5 | 3.5 | TL2306 | 5 | 5 | 6 | 6 | ||
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 | 12 | 12 | 15 | 15 | 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 |