20241021期货保证金率及涨跌停板
2024-10-18 15:31:48
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交易所 | 品种 | 品种代码 | 交易所保证金(%) | 公司保证金(%) | 涨跌幅(%) | 特殊合约 | 交易所保证金(%) | 公司保证金(%) | 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 | 8 | 14 | 13 | 7 | cu2411 | 10 | 10 | 15 | 15 | |
铝 | al | 9 | 8 | 14 | 13 | 7 | al2411 | 10 | 10 | 15 | 15 | ||
氧化铝 | ao | 10 | 9 | 15 | 14 | 8 | ao2411 | 10 | 10 | 15 | 15 | ||
锌 | zn | 9 | 8 | 14 | 13 | 7 | zn2411 | 10 | 10 | 15 | 15 | ||
铅 | pb | 9 | 8 | 14 | 13 | 7 | pb2411 | 10 | 10 | 15 | 15 | ||
镍 | ni | 12 | 11 | 19 | 18 | 10 | |||||||
锡 | sn | 12 | 11 | 19 | 18 | 10 | |||||||
黄金 | au | 12 | 11 | 19 | 18 | 10 | |||||||
白银 | ag | 12 | 11 | 20 | 19 | 10 | |||||||
螺纹钢 | rb | 7 | 6 | 12 | 11 | 5 | rb2411 | 10 | 10 | 15 | 15 | ||
线材 | wr | 9 | 8 | 19 | 18 | 7 | wr2411 | 10 | 10 | 20 | 20 | ||
热轧卷板 | hc | 7 | 6 | 12 | 11 | 5 | hc2411 | 10 | 10 | 15 | 15 | ||
不锈钢 | ss | 7 | 6 | 12 | 11 | 5 | ss2411 | 10 | 10 | 15 | 15 | ||
纸浆 | sp | 8 | 7 | 14 | 13 | 6 | sp2411 | 10 | 10 | 16 | 16 | ||
天然橡胶 | ru | 8 | 7 | 14 | 13 | 6 | ru2411 | 10 | 10 | 16 | 16 | ||
丁二烯橡胶 | br | 9 | 8 | 15 | 14 | 7 | br2411 | 10 | 10 | 16 | 16 | ||
燃料油 | fu | 9 | 8 | 16 | 15 | 7 | fu2411 | 15 | 15 | 22 | 22 | ||
fu2412 | 10 | 10 | 17 | 17 | |||||||||
石油沥青 | bu | 9 | 8 | 16 | 15 | 7 | bu2411 | 10 | 10 | 17 | 17 | ||
能源交易所 | 20号胶 | nr | 8 | 7 | 14 | 13 | 6 | nr2411 | 10 | 10 | 16 | 16 | |
原油 | sc | 9 | 8 | 16 | 15 | 7 | |||||||
低硫燃料油 | lu | 9 | 8 | 16 | 15 | 7 | |||||||
国际铜 | bc | 9 | 8 | 14 | 13 | 7 | bc2411 | 10 | 10 | 15 | 15 | ||
集运指数(欧线) | ec | 18 | 18 | 38 | 38 | 16 | ec2410 | 20 | 20 | 40 | 40 | ||
大商所 | 玉米 | c | 7 | 7 | 11 | 11 | 6 | ||||||
玉米淀粉 | cs | 6 | 6 | 10 | 10 | 5 | |||||||
豆一 | a | 7 | 7 | 12 | 12 | 6 | |||||||
豆二 | b | 7 | 7 | 12 | 12 | 6 | b2410 | 20 | 20 | 25 | 25 | ||
豆粕 | m | 7 | 7 | 13 | 13 | 6 | |||||||
豆油 | y | 7 | 7 | 13 | 13 | 6 | |||||||
棕榈油 | p | 8 | 8 | 14 | 14 | 7 | p2410 | 20 | 20 | 26 | 26 | ||
纤维板 | fb | 10 | 10 | 20 | 20 | 5 | fb2410 | 20 | 20 | 30 | 30 | ||
胶合板 | bb | 40 | 40 | 80 | 80 | 5 | bb2410-bb2412 | 40 | 40 | 80 | 80 | 10 | |
鸡蛋 | jd | 7 | 7 | 12 | 12 | 6 | jd2410 | 20 | 20 | 25 | 25 | ||
粳米 | rr | 6 | 6 | 13 | 13 | 5 | rr2410 | 20 | 20 | 27 | 27 | ||
聚乙烯 | l | 7 | 7 | 13 | 13 | 6 | l2410 | 20 | 20 | 26 | 26 | ||
聚氯乙烯 | v | 7 | 7 | 13 | 13 | 6 | v2410 | 20 | 20 | 26 | 26 | ||
聚丙烯 | pp | 7 | 7 | 13 | 13 | 6 | pp2410 | 20 | 20 | 26 | 26 | ||
焦炭 | j | 20 | 15 | 25 | 20 | 8 | j2410 | 20 | 20 | 25 | 25 | ||
焦煤 | jm | 20 | 15 | 25 | 20 | 8 | jm2410 | 20 | 20 | 25 | 25 | ||
铁矿石 | i | 15 | 11 | 22 | 18 | 11 | i2410 | 20 | 20 | 27 | 27 | ||
乙二醇 | eg | 8 | 8 | 14 | 14 | 7 | eg2410 | 20 | 20 | 26 | 26 | ||
苯乙烯 | eb | 8 | 8 | 14 | 14 | 7 | eb2410 | 20 | 20 | 26 | 26 | ||
液化石油气 | pg | 8 | 8 | 14 | 14 | 7 | pg2410 | 20 | 20 | 26 | 26 | ||
生猪 | lh | 8 | 8 | 13 | 13 | 6 | |||||||
郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR411 | 10 | 10 | 15 | 15 | |
棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF411 | 10 | 10 | 15 | 15 | ||
普麦 | PM | 15 | 15 | 50 | 50 | 7 | |||||||
强麦 | WH | 15 | 15 | 25 | 25 | 7 | |||||||
早籼稻 | RI | 15 | 15 | 25 | 25 | 7 | |||||||
晚籼稻 | LR | 15 | 15 | 25 | 25 | 7 | |||||||
粳稻 | JR | 15 | 15 | 25 | 25 | 7 | |||||||
菜籽粕 | RM | 7 | 7 | 13 | 13 | 6 | RM411、RM501 | 10 | 10 | 16 | 16 | 9 | |
油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
菜籽油 | OI | 7 | 7 | 13 | 13 | 6 | OI411、OI501 | 10 | 10 | 16 | 16 | 9 | |
棉纱 | CY | 5 | 5 | 10 | 10 | 4 | CY410 | 20 | 20 | 25 | 25 | 6 | |
CY411 | 10 | 10 | 15 | 15 | 6 | ||||||||
CY412-502 | 7 | 7 | 12 | 12 | 6 | ||||||||
苹果 | AP | 10 | 10 | 15 | 15 | 9 | AP410 | 20 | 20 | 25 | 25 | ||
红枣 | CJ | 12 | 12 | 17 | 17 | 10 | |||||||
动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
PTA | TA | 7 | 7 | 13 | 13 | 6 | TA410 | 20 | 20 | 26 | 26 | ||
TA411 | 10 | 10 | 16 | 16 | |||||||||
甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA410 | 20 | 20 | 26 | 26 | ||
MA411 | 10 | 10 | 16 | 16 | |||||||||
玻璃 | FG | 12 | 12 | 18 | 18 | 10 | FG410 | 20 | 20 | 26 | 26 | ||
硅铁 | SF | 9 | 9 | 16 | 16 | 8 | SF410 | 20 | 20 | 27 | 27 | ||
SF411 | 10 | 10 | 17 | 17 | |||||||||
锰硅 | SM | 9 | 9 | 16 | 16 | 8 | SM410 | 20 | 20 | 27 | 27 | 9 | |
SM411-501 | 10 | 10 | 17 | 17 | 9 | ||||||||
尿素 | UR | 8 | 8 | 14 | 14 | 7 | UR410 | 20 | 20 | 26 | 26 | ||
UR411 | 10 | 10 | 16 | 16 | |||||||||
纯碱 | SA | 12 | 12 | 18 | 18 | 10 | SA410 | 20 | 20 | 26 | 26 | ||
短纤 | PF | 8 | 8 | 14 | 14 | 7 | PF410 | 20 | 20 | 26 | 26 | ||
PF411 | 10 | 10 | 16 | 16 | |||||||||
花生 | PK | 8 | 8 | 13 | 13 | 7 | PK410 | 20 | 20 | 25 | 25 | ||
PK411 | 10 | 10 | 15 | 15 | |||||||||
对二甲苯 | PX | 8 | 8 | 14 | 14 | 7 | PX410 | 20 | 20 | 26 | 26 | ||
PX411 | 10 | 10 | 16 | 16 | |||||||||
烧碱 | SH | 8 | 8 | 14 | 14 | 7 | SH410 | 20 | 20 | 26 | 26 | ||
SH411 | 12 | 12 | 18 | 18 | 10 | ||||||||
SH412 | 12 | 12 | 18 | 18 | 10 | ||||||||
瓶片 | PR | 8 | 8 | 14 | 14 | 7 | |||||||
广期所 | 工业硅 | si | 9 | 8 | 15 | 14 | 7 | si2410 | 20 | 20 | 26 | 26 | |
碳酸锂 | lc | 12 | 11 | 22 | 21 | 10 | lc2410 | 20 | 20 | 30 | 30 | ||
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: | 特殊合约是指当日有涨跌停板、临近交割月份、以及其他合约 | ||||||||||||
商品期权的卖方交易保证金中涉及标的期货合约的交易保证金收取标准与期货标准保持一致 | |||||||||||||
IO合约投机及保值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,具体以交易所公布的结算参数为准 |