尊敬的客户:
因春节假期临近,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2022年1月27日结算时起,对各交易品种保证金标准作如下调整:
一、 2022年1月27日结算时起,各交易品种保证金收取标准如下(春节长假期间中金所、上交所、深交所合约保证金比例不变):
交易所 | 品种 | 名称 | 现行公司默认保证金标准 | 公司保证金 | 节后公司保证金标准 | |||
投机 | 套保 | 投机 | 套保 | 投机 | 套保 | |||
大商所 | a | 豆 | 15% | 11% | 18% | 14% | 15% | 11% |
b | 豆2 | 13% | 12% | 18% | 14% | 13% | 12% | |
c | 玉米 | 14% | 10% | 16% | 15% | 14% | 10% | |
cs | 玉米淀粉 | 10% | 9% | 16% | 16% | 10% | 9% | |
m | 豆粕 | 11% | 10% | 18% | 17% | 11% | 10% | |
rr | 粳米 | 9% | 8% | 12% | 11% | 9% | 8% | |
l | 塑料(聚乙烯) | 15% | 12% | 23% | 21% | 15% | 12% | |
v | PVC(聚氯乙烯) | 15% | 12% | 23% | 21% | 15% | 12% | |
pp | 聚丙烯 | 15% | 12% | 23% | 21% | 15% | 12% | |
eb | 苯乙烯 | 16% | 14% | 23% | 21% | 16% | 14% | |
eg | 乙二醇 | 15% | 12% | 23% | 21% | 15% | 12% | |
pg | 液化石油气 | 17% | 14% | 24% | 22% | 17% | 14% | |
y | 豆油 | 12% | 11% | 19% | 18% | 12% | 11% | |
p | 棕榈油 | 14% | 12% | 21% | 20% | 14% | 12% | |
jd | 鸡蛋 | 12% | 11% | 17% | 16% | 12% | 11% | |
i | 铁矿石 | 17% | 15% | 25% | 23% | 17% | 15% | |
j | 焦炭 | 24% | 19% | 28% | 23% | 24% | 19% | |
jm | 焦煤 | 24% | 19% | 28% | 23% | 24% | 19% | |
lh | 生猪 | 20% | 13% | 21% | 16% | 20% | 13% | |
fb | 纤维板 | 17% | 17% | 17% | 17% | 17% | 17% | |
bb | 胶合板 | 40% | 40% | 40% | 40% | 40% | 40% | |
郑商所 | CF | 棉花 | 12% | 23% | 12% | |||
CF | 棉花(2203-2209) | 15% | 23% | 15% | ||||
SR | 白糖 | 12% | 21% | 12% | ||||
PTA | PTA | 12% | 21% | 12% | ||||
MA | 甲醇 | 13% | 23% | 13% | ||||
MA | 甲醇(2202-2205) | 15% | 23% | 15% | ||||
PM | 普麦 | 9% | 13% | 9% | ||||
RI | 早籼稻 | 9% | 13% | 9% | ||||
OI | 菜油 | 12% | 21% | 12% | ||||
FG | 玻璃 | 14% | 23% | 14% | ||||
FG | 玻璃(2202-2205) | 20% | 23% | 20% | ||||
SA | 纯碱 | 14% | 23% | 14% | ||||
RM | 菜粕 | 13% | 20% | 13% | ||||
ZC | 动力煤 | 17% | 17% | 17% | ||||
ZC | 动力煤(2202-2205) | 45% | 45% | 45% | ||||
ZC | 动力煤(2206-2301) | 35% | 35% | 35% | ||||
CY | 棉纱 | 12% | 23% | 12% | ||||
CY | 棉纱(2202-2210) | 15% | 23% | 15% | ||||
AP | 鲜苹果 | 13% | 23% | 13% | ||||
AP | 鲜苹果(2203-2205) | 20% | 23% | 15% | ||||
CJ | 红枣 | 17% | 23% | 17% | ||||
CJ | 红枣(2203-2209) | 23% | 23% | 23% | ||||
JR | 粳稻 | 9% | 13% | 9% | ||||
LR | 晚籼稻 | 9% | 13% | 9% | ||||
SF | 硅铁 | 17% | 23% | 17% | ||||
SM | 锰硅 | 17% | 23% | 17% | ||||
UR | 尿素 | 12% | 23% | 12% | ||||
UR | 尿素(2202) | 15% | 23% | 15% | ||||
UR | 尿素(2203-2205) | 20% | 23% | 20% | ||||
PF | 短纤 | 13% | 21% | 13% | ||||
PK | 花生 | 13% | 21% | 13% | ||||
WH | 强麦 | 11% | 21% | 11% | ||||
RS | 菜籽 | 24% | 24% | 24% | ||||
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 | 20% | 30% | 20% | ||||
sn | 锡 | 19% | 30% | 19% | ||||
au | 黄金 | 12% | 22% | 12% | ||||
ag | 白银 | 16% | 30% | 16% | ||||
rb | 螺纹钢 | 15% | 25% | 15% | ||||
wr | 线材 | 15% | 23% | 15% | ||||
hc | 热轧卷板 | 15% | 23% | 15% | ||||
ss | 不锈钢 | 20% | 30% | 20% | ||||
fu | 燃料油 | 15% | 23% | 15% | ||||
bu | 石油沥青 | 16% | 23% | 16% | ||||
ru | 天然橡胶 | 14% | 23% | 14% | ||||
sp | 纸浆 | 14% | 20% | 14% | ||||
能源中心 | sc | 原油 | 16% | 25% | 16% | |||
nr | 20号胶 | 14% | 23% | 14% | ||||
bc | 国际铜 | 15% | 23% | 15% | ||||
lu | 低硫燃料油 | 15% | 23% | 15% |
二、 期货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、 春节后(2022年2月7日结算时起),如未达到各交易所维持保证金标准情况(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:在各品种持仓量最大的两个期货合约未同时出现涨跌停板单边无连续报价的第一个交易日结算时起;郑商所:自品种持仓量最大的合约未出现涨跌停板单边市的第一个交易日结算时起),各期货品种保证金幅度恢复至节前水平。
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
二〇二二年一月二十六日