发布时间: 2024年02月06日
关于2024年春节假期调整公司交易保证金标准的通知
尊敬的客户:
2024年春节假期将至,休市时间为2024年2月9日至2024年2月17日,2月8日(星期四)晚上不进行夜盘交易,2月19日(星期一)起照常开市。为防范外盘波动和其他不确定因素带来的市场风险,根据各期货交易所通知,经公司研究决定自2024年2月6日结算时起对各品种交易保证金收取标准进行如下调整:
交易所 |
品种 |
代码 |
现行公司保证金标准 |
假期公司保证金标准 |
节后公司保证金标准 |
上海期货交易所 |
白银 |
AG |
16%/15% |
18%/17% |
16%/15% |
铝 |
AL |
14%/13% |
17%/16% |
14%/13% |
|
氧化铝 |
AO |
15%/14% |
20%/19% |
15%/14% |
|
黄金 |
AU |
14%/13% |
16%/15% |
14%/13% |
|
丁二烯橡胶 |
BR |
18%/17% |
21%/20% |
18%/17% |
|
沥青 |
BU |
17%/16% |
22%/21% |
17%/16% |
|
铜 |
CU |
14%/13% |
17%/16% |
14%/13% |
|
燃料油 |
FU |
18%/17% |
23%/22% |
18%/17% |
|
热轧卷板 |
HC |
12%/11% |
15%/14% |
12%/11% |
|
镍 |
NI |
21%/20% |
24%/23% |
21%/20% |
|
铅 |
PB |
14%/13% |
17%/16% |
14%/13% |
|
螺纹钢 |
RB |
12%/11% |
15%/14% |
12%/11% |
|
天然橡胶 |
RU |
14%/13% |
18%/17% |
14%/13% |
|
锡 |
SN |
18%/17% |
21%/20% |
18%/17% |
|
纸浆 |
SP |
13%/12% |
18%/17% |
13%/12% |
|
不锈钢 |
SS |
13%/12% |
16%/15% |
13%/12% |
|
线材 |
WR |
22%/21% |
24%/23% |
22%/21% |
|
锌 |
ZN |
14%/13% |
17%/16% |
14%/13% |
|
上海国际能源交易中心 |
国际铜 |
BC |
14%/13% |
17%/16% |
14%/13% |
集运指数(欧线) |
EC |
32%/32%(2404,2406,2408,2410,2412合约为42%) |
37%/37%(2404,2406,2408,2410,2412合约为50%) |
32%/32%(2404,2406,2408,2410,2412合约为42%) |
|
低硫燃料油 |
LU |
18%/17% |
23%/22% |
18%/17% |
|
20号胶 |
NR |
14%/13% |
18%/17% |
14%/13% |
|
原油 |
SC |
18%/17% |
23%/22% |
18%/17% |
|
大连商品交易所 |
黄大豆1号 |
A |
13%/12% |
15%/14% |
12%/12% |
黄大豆2号 |
B |
14%/13% |
17%/16% |
13%/13% |
|
玉米 |
C |
12%/11% |
13%/12% |
11%/11% |
|
铁矿石 |
I |
22%/18% |
26%/22% |
22%/18% |
|
焦炭 |
J |
27%/22% |
不变 |
27%/22% |
|
聚乙烯 |
L |
13%/13% |
16%/16% |
13%/13% |
|
豆粕 |
M |
13%/13% |
17%/17% |
13%/13% |
|
棕榈油 |
P |
15%/15% |
17%/17% |
15%/15% |
|
聚氯乙烯 |
V |
14%/14% |
18%/18% |
14%/14% |
|
豆油 |
Y |
13%/13% |
17%/17% |
13%/13% |
|
胶合板 |
BB |
100%/100% |
不变 |
100%/100% |
|
玉米淀粉 |
CS |
11%/11% |
13%/13% |
11%/11% |
|
苯乙烯 |
EB |
15%/15% |
19%/19% |
15%/15% |
|
乙二醇 |
EG |
15%/15% |
19%/19% |
15%/15% |
|
纤维板 |
FB |
20%/20% |
不变 |
20%/20% |
|
鸡蛋 |
JD |
14%/13% |
16%/15% |
13%/13% |
|
焦煤 |
JM |
27%/22% |
不变 |
27%/22% |
|
生猪 |
LH |
12%/12% |
14%/14% |
12%/12% |
|
液化石油气 |
PG |
15%/15% |
20%/20% |
15%/15% |
|
聚丙烯 |
PP |
13%/13% |
18%/18% |
13%/13% |
|
粳米 |
RR |
12%/11% |
14%/12% |
12%/12% |
|
郑州商品交易所 |
苹果 |
AP |
16% |
不变 |
16% |
(2403、2404、2405合约为19%) |
(2403、2404、2405合约为19%) |
||||
棉花 |
CF |
13% |
17% |
13% |
|
(2403及2405合约为15%) |
(2403及2405合约为15%) |
||||
红枣 |
CJ |
18% |
不变 |
18% |
|
(2403、2405、2407、2409合约为21%) |
(2403、2405、2407、2409合约为21%) |
||||
棉纱 |
CY |
13% |
16% |
13% |
|
玻璃 |
FG |
20% |
21% |
20% |
|
粳稻 |
JR |
30% |
不变 |
30% |
|
晚籼稻 |
LR |
30% |
不变 |
30% |
|
甲醇 |
MA |
17% |
19% |
17% |
|
菜籽油 |
OI |
15% |
17% |
13% |
|
短纤 |
PF |
15% |
18% |
15% |
|
花生 |
PK |
14% |
不变 |
14% |
|
普麦 |
PM |
27% |
不变 |
27% |
|
对二甲苯 |
PX |
20% |
不变 |
20% |
|
早籼稻N |
RI |
30% |
不变 |
30% |
|
菜粕 |
RM |
16% |
17% |
14% |
|
菜籽 |
RS |
25% |
不变 |
25% |
|
纯碱 |
SA |
20% |
21% |
20% |
|
硅铁 |
SF |
19% |
不变 |
16% |
|
烧碱 |
SH |
22% |
不变 |
22% |
|
锰硅 |
SM |
19% |
不变 |
16% |
|
白糖 |
SR |
13% |
17% |
13% |
|
PTA |
TA |
15% |
18% |
15% |
|
尿素 |
UR |
16% |
20% |
16% |
|
(2403、2404及2405合约为19%) |
(2403、2404及2405合约为19%) |
||||
强麦N |
WH |
25% |
不变 |
25% |
|
动力煤 |
ZC |
57% |
不变 |
57% |
|
广州期货交易所 |
工业硅 |
SI |
16% |
18% |
15%/14% |
碳酸锂 |
LC |
24% |
26% |
22%/21% |
|
中金所各品种保证金比例跟随交易所变动 |
如遇按交易所规则执行的保证金标准高于上述保证金标准时,则按两者中数值大的执行。
自2024年2月19日(星期一)恢复交易后,上期所、能源中心自第一个未出现单边市的交易日收盘结算时起,大商所、郑商所、广期所、中金所在品种持仓量最大的合约未出现涨跌停板单边无连续报价的第一个交易日结算时起,各品种公司保证金标准按照上表中节后公司保证金标准收取。
长假期间,请合理控制仓位,谨慎交易,规避市场风险。
祝各位尊敬的客户节日快乐!
中泰期货股份有限公司
2024年2月5日