20230821结算期货保证金率及涨跌停板
2023-08-21 15:26:57
分享到:
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 | 8 | 8 | 13 | 13 | 6 | cu2309 | 10 | 10 | 15 | 15 | |
铝 | al | 8 | 8 | 13 | 13 | 6 | al2309 | 10 | 10 | 15 | 15 | ||
氧化铝 | ao | 9 | 9 | 14 | 14 | 7 | |||||||
锌 | zn | 8 | 8 | 13 | 13 | 6 | zn2309 | 10 | 10 | 15 | 15 | ||
铅 | pb | 8 | 8 | 13 | 13 | 6 | pb2309 | 10 | 10 | 15 | 15 | ||
镍 | ni | 12 | 12 | 19 | 19 | 10 | |||||||
锡 | sn | 12 | 12 | 17 | 17 | 10 | |||||||
黄金 | au | 8 | 8 | 13 | 13 | 6 | au2309 | 10 | 10 | 15 | 15 | ||
白银 | ag | 9 | 9 | 14 | 14 | 7 | ag2309 | 10 | 10 | 15 | 15 | ||
螺纹钢 | rb | 7 | 7 | 12 | 12 | 5 | rb2309 | 10 | 10 | 15 | 15 | ||
线材 | wr | 9 | 9 | 14 | 14 | 7 | wr2309 | 10 | 10 | 15 | 15 | ||
热轧卷板 | hc | 7 | 7 | 12 | 12 | 5 | hc2309 | 10 | 10 | 15 | 15 | ||
不锈钢 | ss | 7 | 7 | 12 | 12 | 5 | ss2309 | 10 | 10 | 15 | 15 | ||
纸浆 | sp | 8 | 8 | 12 | 12 | 6 | sp2309 | 10 | 10 | 14 | 14 | ||
天然橡胶 | ru | 8 | 8 | 13 | 13 | 6 | ru2309 | 10 | 10 | 15 | 15 | ||
丁二烯橡胶 | br | 12 | 12 | 17 | 17 | 10 | |||||||
燃料油 | fu | 10 | 10 | 16 | 16 | 8 | fu2309 | 15 | 15 | 21 | 21 | ||
石油沥青 | bu | 10 | 10 | 16 | 16 | 8 | |||||||
能源交易所 | 20号胶 | nr | 8 | 8 | 13 | 13 | 6 | nr2309 | 10 | 10 | 15 | 15 | |
原油 | sc | 10 | 10 | 16 | 16 | 8 | |||||||
低硫燃料油 | lu | 10 | 10 | 16 | 16 | 8 | |||||||
国际铜 | bc | 8 | 8 | 13 | 13 | 6 | bc2309 | 10 | 10 | 15 | 15 | ||
集运指数(欧线) | ec | 12 | 12 | 18 | 18 | 10 | |||||||
大商所 | 玉米 | c | 8 | 7 | 11 | 10 | 6 | c2309 | 10 | 10 | 13 | 13 | |
玉米淀粉 | cs | 6 | 6 | 9 | 9 | 5 | cs2309 | 10 | 10 | 13 | 13 | ||
豆一 | a | 8 | 7 | 12 | 11 | 6 | a2309 | 10 | 10 | 14 | 14 | ||
豆二 | b | 8 | 7 | 12 | 11 | 6 | b2309 | 10 | 10 | 14 | 14 | ||
豆粕 | m | 7 | 7 | 11 | 11 | 6 | m2309 | 10 | 10 | 14 | 14 | ||
豆油 | y | 7 | 7 | 12 | 12 | 6 | y2309 | 10 | 10 | 15 | 15 | ||
棕榈油 | p | 8 | 8 | 13 | 13 | 7 | p2309 | 10 | 10 | 15 | 15 | ||
纤维板 | fb | 10 | 10 | 15 | 15 | 5 | |||||||
胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
鸡蛋 | jd | 8 | 7 | 13 | 12 | 6 | jd2308 | 20 | 20 | 25 | 25 | ||
jd2309 | 10 | 10 | 15 | 15 | |||||||||
粳米 | rr | 6 | 5 | 9 | 8 | 5 | rr2309 | 10 | 10 | 13 | 13 | ||
聚乙烯 | l | 7 | 7 | 12 | 12 | 6 | |||||||
聚氯乙烯 | v | 7 | 7 | 12 | 12 | 6 | |||||||
聚丙烯 | pp | 7 | 7 | 12 | 12 | 6 | |||||||
焦炭 | j | 20 | 15 | 25 | 20 | 15 | |||||||
焦煤 | jm | 20 | 15 | 25 | 20 | 15 | |||||||
铁矿石 | i | 13 | 11 | 18 | 16 | 11 | |||||||
乙二醇 | eg | 8 | 8 | 13 | 13 | 7 | eg2308 | 20 | 20 | 25 | 25 | ||
eg2309 | 10 | 10 | 15 | 15 | |||||||||
苯乙烯 | eb | 8 | 8 | 13 | 13 | 7 | eb2308 | 20 | 20 | 25 | 25 | ||
eb2309 | 10 | 10 | 15 | 15 | |||||||||
液化石油气 | pg | 8 | 8 | 13 | 13 | 7 | pg2308 | 20 | 20 | 25 | 25 | ||
pg2309 | 10 | 10 | 15 | 15 | |||||||||
生猪 | lh | 12 | 8 | 17 | 13 | 8 | lh2309 | 12 | 10 | 17 | 15 | ||
郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR309/311 | 15 | 15 | 20 | 20 | 8 |
棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF309 | 10 | 10 | 15 | 15 | 8 | |
CF311 | 9 | 9 | 14 | 14 | 8 | ||||||||
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 | RM309 | 12 | 12 | 16 | 16 | 10 | |
油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
菜籽油 | OI | 9 | 9 | 13 | 13 | 8 | OI309 | 10 | 10 | 14 | 14 | ||
棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY309 | 10 | 10 | 15 | 15 | ||
苹果 | AP | 10 | 10 | 15 | 15 | 9 | |||||||
红枣 | CJ | 12 | 12 | 16 | 16 | 10 | CJ309 | 15 | 15 | 19 | 19 | ||
动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
PTA | TA | 7 | 7 | 13 | 13 | 6 | TA309 | 10 | 10 | 16 | 16 | ||
甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA309/401 | 10 | 10 | 16 | 16 | 8 | |
玻璃 | FG | 9 | 9 | 13 | 13 | 8 | FG309/401 | 12 | 12 | 16 | 16 | 9 | |
硅铁 | SF | 12 | 12 | 17 | 17 | 10 | |||||||
锰硅 | SM | 12 | 12 | 17 | 17 | 10 | |||||||
尿素 | UR | 8 | 8 | 12 | 12 | 7 | UR309 | 10 | 10 | 14 | 14 | 8 | |
纯碱 | SA | 9 | 9 | 13 | 13 | 8 | SA309/401 | 14 | 14 | 18 | 18 | 12 | |
SA310/311/312/402/403 | 13 | 13 | 17 | 17 | 11 | ||||||||
短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF309 | 10 | 10 | 15 | 15 | ||
花生 | PK | 8 | 8 | 12 | 12 | 7 | |||||||
广期所 | 工业硅 | si | 9 | 9 | 14 | 14 | 7 | si2309 | 10 | 10 | 15 | 15 | |
碳酸锂 | lc | 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 | |||||||
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 | |||||||
30年期国债 | TL | 3.5 | 3.5 | 4.5 | 4.5 | 3.5 | |||||||
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 |