20240913期货保证金率及涨跌停板
2024-09-12 15:15:40
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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 | cu2409 | 20 | 20 | 25 | 25 | |
cu2410 | 10 | 10 | 15 | 15 | |||||||||
铝 | al | 9 | 8 | 14 | 13 | 7 | al2409 | 20 | 20 | 25 | 25 | ||
al2410 | 10 | 10 | 15 | 15 | |||||||||
氧化铝 | ao | 9 | 8 | 14 | 13 | 7 | ao2409 | 20 | 20 | 25 | 25 | ||
ao2410 | 10 | 10 | 15 | 15 | |||||||||
锌 | zn | 9 | 8 | 14 | 13 | 7 | zn2409 | 20 | 20 | 25 | 25 | ||
zn2410 | 10 | 10 | 15 | 15 | |||||||||
铅 | pb | 9 | 8 | 14 | 13 | 7 | pb2409 | 20 | 20 | 25 | 25 | ||
pb2410 | 10 | 10 | 15 | 15 | |||||||||
镍 | ni | 12 | 11 | 19 | 18 | 10 | ni2409 | 20 | 20 | 24 | 24 | ||
锡 | sn | 12 | 11 | 17 | 16 | 10 | sn2409 | 20 | 20 | 25 | 25 | ||
黄金 | au | 12 | 11 | 20 | 19 | 10 | au2409 | 20 | 20 | 28 | 28 | ||
白银 | ag | 12 | 11 | 20 | 19 | 10 | ag2409 | 20 | 20 | 28 | 28 | ||
螺纹钢 | rb | 7 | 6 | 12 | 11 | 5 | rb2409 | 20 | 20 | 25 | 25 | 7 | |
rb2410 | 10 | 10 | 15 | 15 | 6 | ||||||||
线材 | wr | 9 | 8 | 19 | 18 | 7 | wr2409 | 20 | 20 | 30 | 30 | ||
wr2410 | 10 | 10 | 20 | 20 | |||||||||
热轧卷板 | hc | 8 | 7 | 13 | 12 | 6 | hc2409 | 20 | 20 | 25 | 25 | ||
hc2410 | 10 | 10 | 15 | 15 | |||||||||
不锈钢 | ss | 8 | 7 | 13 | 12 | 6 | ss2409 | 20 | 20 | 25 | 25 | ||
ss2410 | 10 | 10 | 15 | 15 | |||||||||
纸浆 | sp | 9 | 8 | 13 | 12 | 7 | sp2409 | 20 | 20 | 24 | 24 | ||
sp2410 | 10 | 10 | 14 | 14 | |||||||||
天然橡胶 | ru | 9 | 8 | 14 | 13 | 7 | ru2409 | 20 | 20 | 25 | 25 | ||
ru2410 | 10 | 10 | 15 | 15 | |||||||||
丁二烯橡胶 | br | 12 | 11 | 17 | 16 | 10 | br2409 | 20 | 20 | 25 | 25 | ||
燃料油 | fu | 10 | 9 | 16 | 15 | 8 | fu2410 | 15 | 15 | 21 | 21 | ||
fu2411 | 10 | 10 | 16 | 16 | |||||||||
石油沥青 | bu | 10 | 9 | 16 | 15 | 8 | bu2409 | 20 | 20 | 26 | 26 | ||
bu2410 | 10 | 10 | 16 | 16 | |||||||||
能源交易所 | 20号胶 | nr | 9 | 8 | 14 | 13 | 6 | nr2409 | 20 | 20 | 25 | 25 | |
nr2410 | 10 | 10 | 15 | 15 | |||||||||
原油 | sc | 10 | 9 | 16 | 15 | 8 | sc2410 | 10 | 10 | 16 | 16 | ||
低硫燃料油 | lu | 10 | 9 | 16 | 15 | 8 | lu2410 | 10 | 10 | 16 | 16 | ||
国际铜 | bc | 9 | 8 | 14 | 13 | 7 | bc2409 | 20 | 20 | 25 | 25 | ||
bc2410 | 10 | 10 | 15 | 15 | |||||||||
集运指数(欧线) | ec | 18 | 18 | 38 | 38 | 16 | |||||||
大商所 | 玉米 | c | 7 | 7 | 11 | 11 | 6 | c2409 | 20 | 20 | 24 | 24 | |
玉米淀粉 | cs | 6 | 6 | 9 | 9 | 5 | cs2409 | 20 | 20 | 23 | 23 | ||
豆一 | a | 7 | 7 | 12 | 12 | 6 | a2409 | 20 | 20 | 25 | 25 | ||
豆二 | b | 7 | 7 | 12 | 12 | 6 | b2409 | 20 | 20 | 25 | 25 | ||
豆粕 | m | 7 | 7 | 11 | 11 | 6 | m2409 | 20 | 20 | 24 | 24 | ||
豆油 | y | 7 | 7 | 12 | 12 | 6 | y2409 | 20 | 20 | 25 | 25 | ||
棕榈油 | p | 8 | 8 | 13 | 13 | 7 | p2409 | 20 | 20 | 25 | 25 | ||
纤维板 | fb | 10 | 10 | 20 | 20 | 5 | fb2409 | 20 | 20 | 30 | 30 | ||
胶合板 | bb | 40 | 40 | 43 | 43 | 5 | bb2409-bb2412 | 40 | 40 | 43 | 43 | 10 | |
鸡蛋 | jd | 7 | 7 | 12 | 12 | 6 | jd2409 | 20 | 20 | 25 | 25 | ||
粳米 | rr | 6 | 6 | 13 | 13 | 5 | rr2409 | 20 | 20 | 27 | 27 | ||
聚乙烯 | l | 7 | 7 | 12 | 12 | 6 | l2409 | 20 | 20 | 25 | 25 | ||
聚氯乙烯 | v | 7 | 7 | 12 | 12 | 6 | pp2409 | 20 | 20 | 25 | 25 | ||
聚丙烯 | pp | 7 | 7 | 12 | 12 | 6 | v2409 | 20 | 20 | 25 | 25 | ||
焦炭 | j | 20 | 15 | 25 | 20 | 8 | j2409 | 20 | 20 | 25 | 25 | ||
焦煤 | jm | 20 | 15 | 25 | 20 | 8 | jm2409 | 20 | 20 | 25 | 25 | ||
铁矿石 | i | 15 | 11 | 20 | 16 | 11 | i2409 | 20 | 20 | 25 | 25 | ||
乙二醇 | eg | 8 | 8 | 13 | 13 | 7 | eg2409 | 20 | 20 | 25 | 25 | ||
苯乙烯 | eb | 8 | 8 | 13 | 13 | 7 | eb2409 | 20 | 20 | 25 | 25 | ||
液化石油气 | pg | 8 | 8 | 13 | 13 | 7 | pg2409 | 20 | 20 | 25 | 25 | ||
生猪 | lh | 8 | 8 | 13 | 13 | 6 | lh2409 | 20 | 20 | 25 | 25 | ||
郑商所 | 白糖 | SR | 8 | 8 | 13 | 13 | 7 | SR409 | 20 | 20 | 25 | 25 | |
棉花 | CF | 8 | 8 | 13 | 13 | 7 | CF409 | 20 | 20 | 25 | 25 | ||
普麦 | PM | 15 | 15 | 50 | 50 | 7 | PM409 | 20 | 20 | 50 | 50 | ||
强麦 | WH | 15 | 15 | 18 | 18 | 7 | WH409 | 20 | 20 | 23 | 23 | ||
早籼稻 | RI | 15 | 15 | 18 | 18 | 7 | RI409 | 20 | 20 | 23 | 23 | ||
晚籼稻 | LR | 15 | 15 | 18 | 18 | 7 | LR409 | 20 | 20 | 23 | 23 | ||
粳稻 | JR | 15 | 15 | 18 | 18 | 7 | JR409 | 20 | 20 | 23 | 23 | ||
菜籽粕 | RM | 10 | 10 | 16 | 16 | 9 | RM409 | 20 | 20 | 26 | 26 | 9 | |
油菜籽 | RS | 20 | 20 | 50 | 50 | 10 | |||||||
菜籽油 | OI | 10 | 10 | 16 | 16 | 9 | OI409 | 20 | 20 | 26 | 26 | ||
棉纱 | CY | 5 | 5 | 10 | 10 | 4 | CY409 | 20 | 20 | 25 | 25 | 6 | |
CY410-502 | 7 | 7 | 12 | 12 | 6 | ||||||||
苹果 | AP | 10 | 10 | 15 | 15 | 9 | |||||||
红枣 | CJ | 12 | 12 | 16 | 16 | 10 | CJ409 | 20 | 20 | 24 | 24 | ||
动力煤 | ZC | 50 | 50 | 54 | 54 | 10 | |||||||
PTA | TA | 8 | 8 | 14 | 14 | 7 | TA409 | 20 | 20 | 26 | 26 | ||
甲醇 | MA | 8 | 8 | 14 | 14 | 7 | MA409 | 20 | 20 | 26 | 26 | ||
玻璃 | FG | 12 | 12 | 18 | 18 | 10 | FG409 | 20 | 20 | 26 | 26 | ||
硅铁 | SF | 9 | 9 | 14 | 14 | 8 | SF409 | 20 | 20 | 25 | 25 | ||
锰硅 | SM | 9 | 9 | 14 | 14 | 8 | SM409 | 20 | 20 | 25 | 25 | 10 | |
SM410-501 | 12 | 12 | 17 | 17 | 10 | ||||||||
尿素 | UR | 8 | 8 | 14 | 14 | 7 | UR409 | 20 | 20 | 26 | 26 | 9 | |
纯碱 | SA | 12 | 12 | 18 | 18 | 10 | SA409 | 20 | 20 | 26 | 26 | ||
短纤 | PF | 8 | 8 | 13 | 13 | 7 | PF409 | 20 | 20 | 25 | 25 | ||
花生 | PK | 8 | 8 | 12 | 12 | 7 | |||||||
对二甲苯 | PX | 8 | 8 | 14 | 14 | 7 | PX409 | 20 | 20 | 26 | 26 | ||
PX410 | 10 | 10 | 16 | 16 | |||||||||
烧碱 | SH | 8 | 8 | 14 | 14 | 7 | SH409 | 20 | 20 | 26 | 26 | ||
瓶片 | PR | 8 | 8 | 14 | 14 | 7 | |||||||
广期所 | 工业硅 | si | 9 | 8 | 15 | 14 | 7 | si2409 | 20 | 20 | 26 | 26 | |
碳酸锂 | lc | 12 | 11 | 22 | 21 | 10 | lc2409 | 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 | TS2409 | 1 | 1 | 1.5 | 1.5 | ||
5年期国债 | TF | 1.2 | 1.2 | 2.2 | 2.2 | 1.2 | TF2409 | 2 | 2 | 3 | 3 | ||
10年期国债 | T | 2 | 2 | 3 | 3 | 2 | T2409 | 3 | 3 | 4 | 4 | ||
30年期国债 | TL | 3.5 | 3.5 | 4.5 | 4.5 | 3.5 | TL2409 | 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 |