根据郑商函〔2020〕98号、大商所发〔2020〕123号通知,自2020年3月25日结算时起,PTA2005、2006、2007、2008、2009、2010、2011和2012期货合约公司保证金比例调整为10%,
自2020年3月26日起,PTA 和甲醇两期货品种2004、2005、2006、2007、2008、2009、2010、2011、2012合约的涨跌停板幅度调整为6%。铁矿石、焦煤、焦炭期货合约的涨跌停板幅度调整为7%;将棕榈油、鸡蛋期货合约的涨跌停板幅度调整为6%。相关期货合约交易保证金水平维持不变。
如遇上述涨跌停板幅度与现行执行的涨跌停板幅度不同时,则按两者中幅度大的执行。
特此通知。
津投期货经纪有限公司
2020年3月24
2020年3月24
交易所 | 品种 | 品种代码 | 合约乘数 | 公司保证金率 | 临近交割月合约公司保证金率 | 非常规合约公司保证金率 | |
2004 | 2005 | ||||||
上海 | 白银 | ag | 15 | 12% | 13% | 12% | |
铝 | al | 5 | 13% | 13% | 13% | ||
黄金 | au | 1000 | 11% | 13% | 11% | ||
石油沥青 | bu | 10 | 14% | 14% | 14% | ||
铜 | cu | 5 | 13% | 13% | 13% | ||
燃料油 | fu | 10 | 14% | 14% | 14% | ||
热轧卷板 | hc | 10 | 12% | 13% | 12% | ||
镍 | ni | 1 | 13% | 13% | 13% | ||
铅 | pb | 5 | 13% | 13% | 13% | ||
螺纹钢 | rb | 10 | 12% | 13% | 12% | ||
橡胶 | ru | 10 | 14% | 14% | 14% | ||
锡 | sn | 1 | 13% | 13% | 13% | ||
漂针浆 | sp | 10 | 11% | 13% | 11% | ||
不锈钢 | ss | 5 | 12% | 13% | 12% | ||
线材 | wr | 10 | 12% | 13% | 12% | ||
锌 | zn | 5 | 13% | 13% | 13% | ||
能源 | 20号胶 | nr | 10 | 14% | 14% | 14% | |
中质含硫原油 | sc | 1000 | 14% | 14% | 14% | ||
大连 | 黄大豆1 | a | 10 | 8% | 13% | 8% | |
黄大豆2 | b | 10 | 8% | 13% | 8% | ||
细木工板 | bb | 500 | 23% | 23% | 23% | ||
玉米 | c | 10 | 8% | 13% | 8% | ||
玉米淀粉 | cs | 10 | 8% | 13% | 8% | ||
苯乙烯 | eb | 5 | 14% | 14% | 14% | ||
乙二醇 | eg | 10 | 14% | 14% | 14% | ||
纤维板 | fb | 10 | 13% | 13% | 13% | ||
铁矿石 | i | 100 | 11% | 13% | 11% | i2006,2008,2009:14% | |
冶金焦炭 | j | 100 | 11% | 13% | 11% | ||
鲜鸡蛋 | jd | 10 | 10% | 13% | 12% | ||
焦煤 | jm | 60 | 11% | 13% | 11% | ||
线型低密度聚乙烯 | l | 5 | 10% | 13% | 10% | ||
豆粕 | m | 10 | 8% | 13% | 8% | m2005,2007,2008,2009,2011:12% | |
棕榈油 | p | 10 | 10% | 13% | 10% | ||
聚丙烯 | pp | 5 | 10% | 13% | 10% | ||
粳米 | rr | 10 | 8% | 13% | 8% | ||
聚氯乙烯 | v | 5 | 8% | 13% | 8% | v2009;12% | |
豆油 | y | 10 | 8% | 13% | 8% | ||
郑州 | 苹果 | AP | 10 | 11% | 13% | 11% | |
棉一号 | CF | 5 | 8% | 13% | 8% | CF2005,2007,2009,2011,2101:12% | |
干制红枣 | CJ | 5 | 10% | 13% | 10% | ||
棉纱 | CY | 5 | 8% | 13% | 8% | CY2005,2009:12% | |
玻璃 | FG | 20 | 8% | 13% | 8% | FG2011:12% | |
粳稻 | JR | 20 | 8% | 13% | 8% | ||
晚籼稻 | LR | 20 | 8% | 13% | 8% | ||
甲醇 | MA | 10 | 10% | 13% | 10% | ||
菜籽油 | OI | 10 | 8% | 13% | 8% | ||
普麦 | PM | 50 | 8% | 13% | 8% | ||
早籼稻 | RI | 20 | 8% | 13% | 8% | ||
菜籽粕 | RM | 10 | 9% | 13% | 9% | RM2005,2008,2009:13% | |
油菜籽 | RS | 10 | 23% | 23% | 23% | ||
纯碱 | SA | 20 | 8% | 13% | 8% | ||
硅铁 | SF | 5 | 10% | 13% | 10% | ||
锰硅 | SM | 5 | 10% | 13% | 10% | ||
白糖 | SR | 10 | 8% | 13% | 8% | ||
PTA | TA | 5 | 9% | 13% | 9% | PTA2005-2012 10% | |
尿素 | UR | 20 | 8% | 13% | 8% | ||
强麦 | WH | 20 | 10% | 13% | 10% | ||
新动力煤 | ZC | 100 | 9% | 13% | 9% | ||
中金 | 10年期国债 | T | 10000 | 4% | |||
国债 | TF | 10000 | 3% | ||||
二年期国债 | TS | 20000 | 1% | ||||
中证500指数 | IC | 200 | 17% | ||||
沪深300 | IF | 300 | 15% | ||||
上证50指数 | IH | 300 | 15% | ||||
沪深300股指期权 | IO | 100 | 15% |