尊敬的客户:
因劳动节长假临近,为防范因外盘出现大幅波动及市场不确定因素带来的风险,根据各交易所通知并结合市场情况,我司决定将于2020年4月29日结算时起,对各交易品种保证金标准作如下调整:
一、 2020年4月29日结算时起,各交易品种保证金收取标准如下(劳动节长假期间中金所期货合约保证金比例不变):
| 交易所 | 品种 | 假日前 | 假日期间(4月29日结算-5月6日) | 假日后 | ||||
| 投机 | 套保 | 投机 | 套保 | 投机 | 套保 | |||
| 大商所 | i | 铁矿石 | 13% | 12% | 19% | 18% | 14% | 13% |
| j | 焦炭 | 12% | 11% | 19% | 18% | 13% | 12% | |
| jm | 焦煤 | 12% | 11% | 19% | 18% | 13% | 12% | |
| a | 黄大豆1号 | 11% | 10% | 17% | 16% | 11% | 10% | |
| b | 黄大豆2号 | 12% | 11% | 17% | 16% | 12% | 11% | |
| m | 豆粕 | 11% | 10% | 17% | 16% | 11% | 10% | |
| y | 豆油 | 10% | 11% | 21% | 20% | 12% | 11% | |
| p | 棕榈油 | 11% | 11% | 21% | 20% | 12% | 11% | |
| c | 玉米 | 9% | 8% | 13% | 12% | 9% | 8% | |
| cs | 玉米淀粉 | 9% | 8% | 13% | 12% | 9% | 8% | |
| rr | 粳米 | 9% | 8% | 13% | 12% | 9% | 8% | |
| jd | 鸡蛋 | 10% | 9% | 15% | 14% | 10% | 9% | |
| l | 聚乙烯 | 13% | 12% | 21% | 19% | 16% | 14% | |
| pp | 聚丙烯 | 16% | 14% | 21% | 19% | 16% | 14% | |
| v | 聚氯乙烯 | 13% | 12% | 19% | 18% | 14% | 13% | |
| eg | 乙二醇 | 15% | 13% | 21% | 19% | 15% | 13% | |
| eb | 苯乙烯 | 15% | 13% | 25% | 24% | 16% | 15% | |
| pg | 液化石油气 | 14% | 13% | 23% | 22% | 17% | 16% | |
| fb | 纤维板 | 17% | 17% | 17% | 17% | 17% | 17% | |
| bb | 胶合板 | 20% | 20% | 40% | 40% | 40% | 40% | |
| 上期所 | cu | 铜 | 15% | 23% | 15% | |||
| al | 铝 | 15% | 23% | 15% | ||||
| zn | 锌 | 15% | 23% | 15% | ||||
| pb | 铅 | 13% | 23% | 13% | ||||
| ni | 镍 | 16% | 23% | 16% | ||||
| sn | 锡 | 15% | 23% | 15% | ||||
| au | 黄金 | 12% | 19% | 12% | ||||
| ag | 白银 | 14% | 23% | 14% | ||||
| rb | 螺纹钢 | 14% | 21% | 14% | ||||
| wr | 线材 | 14% | 21% | 14% | ||||
| hc | 热轧卷板 | 14% | 21% | 14% | ||||
| ss | 不锈钢 | 15% | 21% | 15% | ||||
| fu | 燃料油 | 16% | 31% | 20% | ||||
| bu | 石油沥青 | 17% | 31% | 21% | ||||
| ru | 天然橡胶 | 14% | 25% | 14% | ||||
| sp | 纸浆 | 13% | 19% | 13% | ||||
| 能源中心 | sc | 原油 | 17% | 31% | 21% | |||
| nr | 20号胶 | 14% | 25% | 14% | ||||
| 郑商所 | OI | 菜油 | 10% | 17% | 10% | |||
| FG | 玻璃 | 9% | 17% | 9% | ||||
| SA | 纯碱 | 9% | 17% | 9% | ||||
| UR | 尿素 | 9% | 17% | 9% | ||||
| RM | 菜粕 | 10% | 17% | 10% | ||||
| CF | 棉花 | 11% | 21% | 11% | ||||
| CY | 棉纱 | 11% | 21% | 11% | ||||
| TA | 精对苯二甲酸 | 11% | 21% | 12% | ||||
| MA | 甲醇 | 11% | 21% | 11% | ||||
| SR | 白糖 | 9% | 17% | 9% | ||||
| PM | 普麦 | 8% | 17% | 9% | ||||
| RI | 早籼稻 | 8% | 17% | 9% | ||||
| ZC | 动力煤 | 11% | 17% | 11% | ||||
| AP | 鲜苹果 | 13% | 21% | 13% | ||||
| CJ | 红枣 | 11% | 17% | 11% | ||||
| JR | 粳稻 | 8% | 17% | 9% | ||||
| LR | 晚籼稻 | 8% | 17% | 9% | ||||
| SF | 硅铁 | 12% | 21% | 12% | ||||
| SM | 锰硅 | 12% | 21% | 12% | ||||
| WH | 强麦 | 11% | 17% | 11% | ||||
| RS | 菜籽 | 24% | 24% | 24% | ||||
二、 商品期权卖方保证金中涉及的标的期货合约保证金比例按客户期货保证金标准执行。
三、 如遇上述交易保证金比例与现行规则规定的交易保证金比例不同时,则按两者中比例高、幅度大的执行。
四、 2020年5月6日结算时起:对于铁矿石、焦炭、焦煤等16个品种及大商所套保持仓保证金比例,公司各类特殊保证金同幅度调整;除上述品种,其余品种公司客户基准保证金,恢复节前标准。
各交易所通知,请详见各交易所网站(能源中心:www.ine.cn;上期所:www.shfe.com.cn;大商所:www.dce.com.cn;郑商所:www.czce.com.cn)。
特此通知!
兴证期货有限公司
二〇二〇年四月二十八日