尊敬的客户:
根据各期货交易所发布的关于劳动节期间调整保证金标准及涨跌停板幅度的通知,经公司研究决定,自2024年4月29日(星期一)结算时起,调整相关品种交易保证金标准以及涨跌停板幅度,调整后保证金标准及涨跌停板幅度如下:
交易所 |
品种 |
代码 |
保证金比例 |
涨跌停板幅度 |
|||||||
假期前(投机、套保) |
假期期间(投机、套保) |
假期后(投机、套保) |
假期前 |
假期期间 |
假期后 |
||||||
上期所 |
铜 |
CU |
13% |
12% |
14% |
13% |
13% |
12% |
7% |
8% |
7% |
铝 |
AL |
13% |
12% |
14% |
13% |
13% |
12% |
7% |
8% |
7% |
|
氧化铝 |
AO |
13% |
12% |
14% |
13% |
13% |
12% |
7% |
8% |
7% |
|
锌 |
ZN |
12% |
11% |
14% |
13% |
12% |
11% |
6% |
8% |
6% |
|
铅 |
PB |
12% |
11% |
14% |
13% |
12% |
11% |
6% |
8% |
6% |
|
镍 |
NI |
17% |
16% |
17% |
16% |
17% |
16% |
10% |
10% |
10% |
|
锡 |
SN |
16% |
15% |
17% |
16% |
16% |
15% |
10% |
11% |
10% |
|
不锈钢 |
SS |
10% |
9% |
12% |
11% |
10% |
9% |
5% |
7% |
5% |
|
燃料油 |
FU |
14% |
13% |
16% |
15% |
14% |
13% |
8% |
10% |
8% |
|
线材 |
WR |
12% |
11% |
12% |
11% |
12% |
11% |
7% |
7% |
7% |
|
黄金 |
AU |
14% |
13% |
14% |
13% |
14% |
13% |
8% |
8% |
8% |
|
白银 |
AG |
14% |
13% |
14% |
13% |
14% |
13% |
8% |
8% |
8% |
|
石油沥青 |
BU |
15% |
14% |
17% |
16% |
15% |
14% |
8% |
10% |
8% |
|
热轧卷板 |
HC |
12% |
11% |
14% |
13% |
12% |
11% |
5% |
7% |
5% |
|
天然橡胶 |
RU |
13% |
12% |
15% |
14% |
13% |
12% |
6% |
8% |
6% |
|
螺纹钢 |
RB |
13% |
12% |
15% |
14% |
13% |
12% |
5% |
7% |
5% |
|
纸浆 |
SP |
12% |
11% |
14% |
13% |
12% |
11% |
6% |
8% |
6% |
|
能源中心 |
中质含硫原油 |
SC |
14% |
13% |
16% |
15% |
14% |
13% |
8% |
10% |
8% |
低硫燃料油 |
LU |
13% |
12% |
15% |
14% |
13% |
12% |
8% |
10% |
8% |
|
20号胶 |
NR |
12% |
11% |
14% |
13% |
12% |
11% |
6% |
8% |
6% |
|
国际铜 |
BC |
14% |
13% |
15% |
14% |
14% |
13% |
7% |
8% |
7% |
|
欧线2404-2410 |
EC2406-2412 |
23% |
23% |
25% |
25% |
23% |
23% |
23% |
23% |
25% |
|
欧线2502、2504 |
EC2502、2504 |
23% |
23% |
26% |
26% |
23% |
23% |
23% |
23% |
26% |
|
大商所 |
黄大豆1号 |
A |
11% |
- |
13% |
- |
11% |
- |
6% |
8% |
6% |
黄大豆2号 |
B |
11% |
- |
13% |
- |
11% |
- |
6% |
8% |
6% |
|
豆粕 |
M |
11% |
- |
13% |
- |
11% |
- |
6% |
8% |
6% |
|
豆油 |
Y |
12% |
- |
15% |
- |
12% |
- |
6% |
8% |
6% |
|
棕榈油 |
P |
13% |
- |
15% |
- |
13% |
- |
7% |
9% |
7% |
|
焦炭 |
J |
25% |
21% |
25% |
21% |
25% |
21% |
8% |
8% |
8% |
|
焦煤 |
JM |
25% |
21% |
25% |
21% |
25% |
21% |
8% |
8% |
8% |
|
铁矿石 |
I |
20% |
17% |
20% |
17% |
20% |
17% |
11% |
11% |
11% |
|
粳米 |
RR |
11% |
- |
11% |
- |
11% |
- |
5% |
5% |
5% |
|
玉米 |
C |
11% |
- |
13% |
- |
11% |
- |
6% |
8% |
6% |
|
玉米淀粉 |
CS |
10% |
- |
11% |
- |
10% |
- |
5% |
6% |
5% |
|
鸡蛋 |
JD |
12% |
- |
13% |
- |
12% |
- |
6% |
7% |
6% |
|
聚乙烯 |
L |
11% |
- |
13% |
- |
11% |
- |
6% |
8% |
6% |
|
聚氯乙烯 |
V |
12% |
- |
14% |
- |
12% |
- |
6% |
8% |
6% |
|
聚丙烯 |
PP |
12% |
- |
14% |
- |
12% |
- |
6% |
8% |
6% |
|
苯乙烯 |
EB |
12% |
- |
15% |
- |
12% |
- |
7% |
9% |
7% |
|
乙二醇 |
EG |
13% |
- |
15% |
- |
13% |
- |
7% |
9% |
7% |
|
液化石油气 |
PG |
12% |
- |
14% |
- |
12% |
- |
7% |
9% |
7% |
|
生猪 |
LH |
11% |
- |
12% |
- |
11% |
- |
6% |
7% |
6% |
|
纤维板 |
FB |
15% |
- |
15% |
- |
15% |
- |
5% |
5% |
5% |
|
胶合板 |
BB |
42% |
- |
42% |
- |
42% |
- |
5% |
5% |
5% |
|
郑商所 |
棉花 |
CF |
12% |
- |
14% |
- |
12% |
- |
6% |
8% |
6% |
棉纱 |
CY |
12% |
- |
14% |
- |
12% |
- |
6% |
8% |
6% |
|
白糖 |
SR |
12% |
- |
14% |
- |
12% |
- |
6% |
8% |
6% |
|
PTA |
TA |
12% |
- |
15% |
- |
12% |
- |
6% |
8% |
6% |
|
对二甲苯 |
PX |
12% |
- |
13% |
- |
12% |
- |
7% |
8% |
7% |
|
甲醇 |
MA |
13% |
- |
14% |
- |
13% |
- |
7% |
8% |
7% |
|
菜粕 |
RM |
12% |
- |
15% |
- |
12% |
- |
6% |
8% |
6% |
|
菜油 |
OI |
12% |
- |
15% |
- |
12% |
- |
6% |
8% |
6% |
|
菜籽 |
RS |
20% |
- |
20% |
- |
20% |
- |
10% |
10% |
10% |
|
玻璃 |
FG |
16% |
- |
16% |
- |
16% |
- |
10% |
10% |
10% |
|
烧碱 |
SH |
13% |
- |
14% |
- |
13% |
- |
7% |
8% |
7% |
|
纯碱 |
SA |
16% |
- |
16% |
- |
16% |
- |
10% |
10% |
10% |
|
动力煤 |
ZC |
55% |
- |
55% |
- |
55% |
- |
10% |
10% |
10% |
|
苹果 |
AP |
15% |
- |
15% |
- |
15% |
- |
9% |
9% |
9% |
|
花生 |
PK |
14% |
- |
15% |
- |
14% |
- |
7% |
8% |
7% |
|
红枣 |
CJ |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
红枣407、409 |
CJ407、409 |
18% |
|
18% |
|
18% |
|
12% |
12% |
12% |
|
早籼稻 |
RI |
20% |
- |
20% |
- |
20% |
- |
7% |
7% |
7% |
|
晚籼稻 |
LR |
20% |
- |
20% |
- |
20% |
- |
7% |
7% |
7% |
|
强麦 |
WH |
19% |
- |
19% |
- |
19% |
- |
7% |
7% |
7% |
|
普麦 |
PM |
20% |
- |
20% |
- |
20% |
- |
7% |
7% |
7% |
|
粳稻 |
JR |
20% |
- |
20% |
- |
20% |
- |
7% |
7% |
7% |
|
尿素 |
UR |
13% |
- |
14% |
- |
13% |
- |
7% |
8% |
7% |
|
短纤 |
PF |
13% |
- |
14% |
- |
13% |
- |
7% |
8% |
7% |
|
锰硅 |
SM |
15% |
- |
15% |
- |
15% |
- |
8% |
8% |
8% |
|
硅铁 |
SF |
15% |
- |
15% |
- |
15% |
- |
8% |
8% |
8% |
|
中金所 |
沪深300股指期货 |
IF |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
上证50股指期货 |
IH |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
中证500股指期货 |
IC |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
中证1000股指期货 |
IM |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
沪深300股指期权 |
IO |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
上证50股指期权 |
HO |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
中证1000股指期权 |
MO |
15% |
- |
15% |
- |
15% |
- |
10% |
10% |
10% |
|
2年国债 |
TS |
1% |
- |
1% |
- |
1% |
- |
1% |
1% |
1% |
|
5年国债 |
TF |
2% |
- |
2% |
- |
2% |
- |
1% |
1% |
1% |
|
10年国债 |
T |
3% |
- |
3% |
- |
3% |
- |
2% |
2% |
2% |
|
30年国债 |
TL |
5% |
- |
5% |
- |
5% |
- |
4% |
4% |
4% |
|
广期所 |
工业硅 |
SI |
12% |
11% |
13% |
12% |
12% |
11% |
6% |
7% |
6% |
碳酸锂 |
LC |
16% |
15% |
17% |
16% |
16% |
15% |
10% |
11% |
10% |
2024年5月6日(星期一)交易后,自第一个未出现单边市的交易日收盘结算时,所有期货合约的涨跌停板幅度和交易保证金比例恢复至原有水平。
各交易所对劳动节期间有关工作安排如下:
2024年4月30日(星期二)晚上不进行夜盘交易。
2024年5月1日(星期三)至2024年5月5日(星期日)休市。
2024年5月6日(星期一)08:55-09:00所有期货、期权合约进行集合竞价,当晚恢复夜盘交易。
注:因金融市场动荡,请提示客户注意市场风险,理性交易,及时调整头寸。
北京首创期货有限责任公司
2024年4月26日