20210511结算期货保证金率及涨跌停板
2021-05-11 16:10:16
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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 | cu2105 | 15 | 15 | 20 | 20 | |
| cu2106 | 10 | 10 | 15 | 15 | |||||||||
| 铝 | al | 9 | 9 | 14 | 14 | 7 | al2105 | 15 | 15 | 20 | 20 | ||
| al2106 | 10 | 10 | 15 | 15 | |||||||||
| 锌 | zn | 9 | 9 | 14 | 14 | 7 | zn2105 | 15 | 15 | 20 | 20 | ||
| zn2106 | 10 | 10 | 15 | 15 | |||||||||
| 铅 | pb | 9 | 9 | 14 | 14 | 7 | pb2105 | 15 | 15 | 20 | 20 | ||
| pb2106 | 10 | 10 | 15 | 15 | |||||||||
| 镍 | ni | 9 | 9 | 14 | 14 | 7 | ni2105 | 15 | 15 | 20 | 20 | ||
| ni2106 | 10 | 10 | 15 | 15 | |||||||||
| 锡 | sn | 9 | 9 | 14 | 14 | 7 | sn2105 | 15 | 15 | 20 | 20 | ||
| sn2106 | 10 | 10 | 15 | 15 | |||||||||
| 黄金 | au | 8 | 8 | 13 | 13 | 6 | au2105 | 15 | 15 | 20 | 20 | ||
| au2106 | 10 | 10 | 15 | 15 | |||||||||
| 白银 | ag | 12 | 12 | 17 | 17 | 10 | ag2105 | 15 | 15 | 20 | 20 | ||
| 螺纹钢 | rb | 8 | 8 | 12 | 12 | 6 | rb2105 | 15 | 15 | 19 | 19 | ||
| rb2106 | 10 | 10 | 14 | 14 | |||||||||
| 线材 | wr | 8 | 8 | 12 | 12 | 6 | wr2105 | 15 | 15 | 19 | 19 | ||
| wr2106 | 10 | 10 | 14 | 14 | |||||||||
| 热轧卷板 | hc | 8 | 8 | 12 | 12 | 6 | hc2105 | 15 | 15 | 19 | 19 | ||
| hc2106 | 10 | 10 | 14 | 14 | |||||||||
| 不锈钢 | ss | 8 | 8 | 12 | 12 | 6 | ss2105 | 15 | 15 | 19 | 19 | ||
| ss2106 | 10 | 10 | 14 | 14 | |||||||||
| 纸浆 | sp | 8 | 8 | 12 | 12 | 6 | sp2105 | 15 | 15 | 19 | 19 | ||
| sp2106 | 10 | 10 | 14 | 14 | |||||||||
| 天然橡胶 | ru | 10 | 10 | 15 | 15 | 8 | ru2105 | 15 | 15 | 20 | 20 | ||
| 燃料油 | fu | 10 | 10 | 16 | 16 | 8 | |||||||
| 石油沥青 | bu | 10 | 10 | 16 | 16 | 8 | bu2105 | 15 | 15 | 21 | 21 | ||
| 能源交易所 | 20号胶 | nr | 10 | 10 | 15 | 15 | 8 | nr2105 | 15 | 15 | 20 | 20 | |
| 原油 | sc | 10 | 10 | 16 | 16 | 8 | |||||||
| 低硫燃料油 | lu | 10 | 10 | 16 | 16 | 8 | |||||||
| 国际铜 | bc | 9 | 9 | 14 | 14 | 7 | bc2105 | 15 | 15 | 20 | 20 | ||
| bc2106 | 10 | 10 | 15 | 15 | |||||||||
| 大商所 | 玉米 | c | 11 | 7 | 14 | 10 | 7 | c2105 | 20 | 20 | 23 | 23 | |
| 玉米淀粉 | cs | 7 | 6 | 10 | 9 | 6 | cs2105 | 20 | 20 | 23 | 23 | ||
| 豆一 | a | 12 | 8 | 16 | 12 | 8 | a2105 | 20 | 20 | 24 | 24 | ||
| 豆二 | b | 9 | 8 | 13 | 12 | 8 | b2105 | 20 | 20 | 24 | 24 | ||
| 豆粕 | m | 8 | 7 | 12 | 11 | 7 | m2105 | 20 | 20 | 24 | 24 | ||
| 豆油 | y | 8 | 7 | 13 | 12 | 7 | y2105 | 20 | 20 | 25 | 25 | ||
| 棕榈油 | p | 10 | 8 | 15 | 13 | 8 | p2105 | 20 | 20 | 25 | 25 | ||
| 纤维板 | fb | 10 | 10 | 15 | 15 | 5 | fb2105 | 20 | 20 | 25 | 25 | ||
| 胶合板 | bb | 40 | 40 | 43 | 43 | 5 | |||||||
| 鸡蛋 | jd | 9 | 8 | 14 | 13 | 8 | jd2105 | 20 | 20 | 25 | 25 | ||
| 粳米 | rr | 6 | 5 | 9 | 8 | 5 | rr2105 | 20 | 20 | 23 | 23 | ||
| 聚乙烯 | l | 8 | 7 | 13 | 12 | 7 | l2105 | 20 | 20 | 25 | 25 | ||
| 聚氯乙烯 | v | 8 | 7 | 13 | 12 | 7 | v2105 | 20 | 20 | 25 | 25 | ||
| 聚丙烯 | pp | 8 | 7 | 13 | 12 | 7 | pp2105 | 20 | 20 | 25 | 25 | ||
| 焦炭 | j | 11 | 8 | 16 | 13 | 8 | j2105 | 20 | 20 | 25 | 25 | ||
| 焦煤 | jm | 11 | 8 | 16 | 13 | 8 | jm2105 | 20 | 20 | 25 | 25 | ||
| 铁矿石 | i | 12 | 10 | 17 | 15 | 10 | i2105 | 20 | 20 | 25 | 25 | ||
| 乙二醇 | eg | 11 | 8 | 16 | 13 | 8 | eg2105 | 20 | 20 | 25 | 25 | ||
| 苯乙烯 | eb | 12 | 10 | 17 | 15 | 10 | eb2105 | 20 | 20 | 25 | 25 | ||
| 液化石油气 | pg | 11 | 8 | 16 | 13 | 8 | pg2105 | 20 | 20 | 25 | 25 | ||
| 生猪 | lh | 15 | 8 | 20 | 13 | 8 | |||||||
| 郑商所 | 白糖 | SR | 7 | 7 | 12 | 12 | 6 | SR105 | 20 | 20 | 25 | 25 | |
| 棉花 | CF | 7 | 7 | 12 | 12 | 6 | CF105 | 20 | 20 | 25 | 25 | ||
| 普麦 | PM | 6 | 6 | 50 | 50 | 5 | PM105 | 20 | 20 | 50 | 50 | ||
| 强麦 | WH | 7 | 7 | 10 | 10 | 5 | WH105 | 20 | 20 | 23 | 23 | ||
| 早籼稻 | RI | 6 | 6 | 9 | 9 | 5 | RI105 | 20 | 20 | 23 | 23 | ||
| 晚籼稻 | LR | 6 | 6 | 9 | 9 | 5 | LR105 | 20 | 20 | 23 | 23 | ||
| 粳稻 | JR | 6 | 6 | 9 | 9 | 5 | JR105 | 20 | 20 | 23 | 23 | ||
| 菜籽粕 | RM | 6 | 6 | 10 | 10 | 5 | RM105 | 20 | 20 | 24 | 24 | ||
| 油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
| 菜籽油 | OI | 6 | 6 | 10 | 10 | 5 | OI105 | 20 | 20 | 24 | 24 | ||
| 棉纱 | CY | 7 | 7 | 12 | 12 | 6 | CY105 | 20 | 20 | 25 | 25 | ||
| 苹果 | AP | 8 | 8 | 13 | 13 | 6 | AP105 | 20 | 20 | 25 | 25 | ||
| 红枣 | CJ | 7 | 7 | 11 | 11 | 5 | CJ105 | 20 | 20 | 24 | 24 | ||
| CJ109 | 10 | 10 | 14 | 14 | 8 | ||||||||
| 动力煤 | ZC | 8 | 8 | 12 | 12 | 6 | ZC105 | 20 | 20 | 24 | 24 | 8 | |
| ZC106、ZC107、ZC108 | 10 | 10 | 14 | 14 | 8 | ||||||||
| PTA | TA | 6 | 6 | 12 | 12 | 5 | TA105 | 20 | 20 | 26 | 26 | ||
| 甲醇 | MA | 7 | 7 | 13 | 13 | 6 | MA105 | 20 | 20 | 26 | 26 | ||
| 玻璃 | FG | 7 | 7 | 11 | 11 | 6 | FG105 | 20 | 20 | 24 | 24 | ||
| 硅铁 | SF | 7 | 7 | 12 | 12 | 6 | SF105 | 20 | 20 | 25 | 25 | ||
| 锰硅 | SM | 7 | 7 | 12 | 12 | 6 | SM105 | 20 | 20 | 25 | 25 | ||
| 尿素 | UR | 5 | 5 | 9 | 9 | 4 | UR105 | 20 | 20 | 24 | 24 | ||
| 纯碱 | SA | 7 | 7 | 11 | 11 | 6 | SA105 | 20 | 20 | 24 | 24 | ||
| 短纤 | PF | 7 | 7 | 12 | 12 | 6 | PF105 | 20 | 20 | 25 | 25 | ||
| 花生 | PK | 8 | 8 | 12 | 12 | 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 | 14 | 14 | 15 | 15 | 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 | |||||||
| IO合约 | IO | 12 | 12 | 15 | 15 | 上一交易日沪深300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 | |||||||||||||