20240328结算期货保证金率及涨跌停板
2024-03-28 15:34:27
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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 | 8 | 7 | 13 | 12 | 6 | cu2404 | 10 | 10 | 15 | 15 | |
| 铝 | al | 8 | 7 | 13 | 12 | 6 | al2404 | 10 | 10 | 15 | 15 | ||
| 氧化铝 | ao | 9 | 8 | 14 | 13 | 7 | ao2404 | 10 | 10 | 15 | 15 | ||
| 锌 | zn | 8 | 7 | 13 | 12 | 6 | zn2404 | 10 | 10 | 15 | 15 | ||
| 铅 | pb | 8 | 7 | 13 | 12 | 6 | pb2404 | 10 | 10 | 15 | 15 | ||
| 镍 | ni | 12 | 11 | 19 | 18 | 10 | |||||||
| 锡 | sn | 12 | 11 | 17 | 16 | 10 | |||||||
| 黄金 | au | 8 | 7 | 13 | 12 | 6 | au2404 | 10 | 10 | 15 | 15 | ||
| 白银 | ag | 9 | 8 | 14 | 13 | 7 | ag2404 | 10 | 10 | 15 | 15 | ||
| 螺纹钢 | rb | 7 | 6 | 12 | 11 | 5 | rb2404 | 10 | 10 | 15 | 15 | ||
| 线材 | wr | 9 | 8 | 19 | 18 | 7 | wr2404 | 10 | 10 | 20 | 20 | ||
| 热轧卷板 | hc | 7 | 6 | 12 | 11 | 5 | hc2404 | 10 | 10 | 15 | 15 | ||
| 不锈钢 | ss | 7 | 6 | 12 | 11 | 5 | ss2404 | 10 | 10 | 15 | 15 | ||
| 纸浆 | sp | 8 | 7 | 12 | 11 | 6 | sp2404 | 10 | 10 | 14 | 14 | ||
| 天然橡胶 | ru | 8 | 7 | 13 | 12 | 6 | ru2404 | 10 | 10 | 15 | 15 | ||
| 丁二烯橡胶 | br | 12 | 11 | 17 | 16 | 10 | br2403 | 20 | 20 | 25 | 25 | ||
| 燃料油 | fu | 10 | 9 | 16 | 15 | 8 | fu2404 | 20 | 20 | 26 | 26 | ||
| fu2405 | 10 | 10 | 16 | 16 | |||||||||
| 石油沥青 | bu | 10 | 9 | 16 | 15 | 8 | bu2404 | 15 | 15 | 21 | 21 | ||
| 能源交易所 | 20号胶 | nr | 8 | 7 | 13 | 12 | 6 | nr2404 | 10 | 10 | 15 | 15 | |
| 原油 | sc | 10 | 9 | 16 | 15 | 8 | sc2404 | 20 | 20 | 26 | 26 | ||
| 低硫燃料油 | lu | 10 | 9 | 16 | 15 | 8 | lu2404 | 20 | 20 | 26 | 26 | ||
| 国际铜 | bc | 8 | 7 | 13 | 12 | 6 | bc2404 | 10 | 10 | 15 | 15 | ||
| 集运指数(欧线) | ec | 12 | 12 | 32 | 32 | 10 | ec2404 | 22 | 22 | 42 | 42 | 20 | |
| ec2406-ec2412 | 18 | 18 | 38 | 38 | 16 | ||||||||
| ec2502 | 17 | 17 | 37 | 37 | 15 | ||||||||
| 大商所 | 玉米 | c | 7 | 7 | 10 | 10 | 6 | ||||||
| 玉米淀粉 | cs | 6 | 6 | 9 | 9 | 5 | |||||||
| 豆一 | a | 7 | 7 | 11 | 11 | 6 | |||||||
| 豆二 | b | 7 | 7 | 11 | 11 | 6 | b2404 | 10 | 10 | 14 | 14 | ||
| 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 | p2404 | 10 | 10 | 15 | 15 | ||
| 纤维板 | fb | 10 | 10 | 20 | 20 | 5 | |||||||
| 胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
| 鸡蛋 | jd | 7 | 7 | 12 | 12 | 6 | jd2404 | 10 | 10 | 15 | 15 | ||
| 粳米 | rr | 6 | 6 | 9 | 9 | 5 | rr2404 | 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 | 8 | |||||||
| 焦煤 | jm | 20 | 15 | 25 | 20 | 8 | |||||||
| 铁矿石 | i | 15 | 11 | 20 | 16 | 11 | |||||||
| 乙二醇 | eg | 8 | 8 | 13 | 13 | 7 | eg2404 | 10 | 10 | 15 | 15 | ||
| 苯乙烯 | eb | 8 | 8 | 13 | 13 | 7 | eb2404 | 10 | 10 | 15 | 15 | ||
| 液化石油气 | pg | 8 | 8 | 13 | 13 | 7 | pg2404 | 10 | 10 | 15 | 15 | ||
| 生猪 | lh | 8 | 8 | 13 | 13 | 6 | |||||||
| 郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | ||||||
| 棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF405 | 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 | 7 | 7 | 11 | 11 | 6 | |||||||
| 油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
| 菜籽油 | OI | 7 | 7 | 11 | 11 | 6 | |||||||
| 棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY404 | 10 | 10 | 15 | 15 | ||
| 苹果 | AP | 10 | 10 | 15 | 15 | 9 | AP404-405 | 13 | 13 | 18 | 18 | 10 | |
| 红枣 | CJ | 12 | 12 | 16 | 16 | 10 | CJ405-409 | 15 | 15 | 19 | 19 | 12 | |
| 动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
| PTA | TA | 7 | 7 | 13 | 13 | 6 | TA404 | 10 | 10 | 16 | 16 | ||
| 甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA404 | 10 | 10 | 16 | 16 | ||
| 玻璃 | FG | 12 | 12 | 18 | 18 | 10 | |||||||
| 硅铁 | SF | 9 | 9 | 14 | 14 | 8 | SF404 | 10 | 10 | 15 | 15 | ||
| 锰硅 | SM | 9 | 9 | 14 | 14 | 8 | SM404 | 10 | 10 | 15 | 15 | ||
| 尿素 | UR | 8 | 8 | 14 | 14 | 7 | UR404-406 | 11 | 11 | 17 | 17 | 9 | |
| 纯碱 | SA | 12 | 12 | 18 | 18 | 10 | |||||||
| 短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF404 | 10 | 10 | 15 | 15 | ||
| 花生 | PK | 8 | 8 | 12 | 12 | 7 | PK404 | 10 | 10 | 14 | 14 | ||
| 对二甲苯 | PX | 12 | 12 | 18 | 18 | 10 | |||||||
| 烧碱 | SH | 12 | 12 | 18 | 18 | 10 | |||||||
| 广期所 | 工业硅 | si | 8 | 7 | 13 | 12 | 6 | si2404 | 10 | 10 | 15 | 15 | |
| 碳酸锂 | lc | 12 | 11 | 22 | 21 | 10 | |||||||
| 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 | |||||||||||||