关于2014年国庆节休市及调整保证金的通知
尊敬的客户:
由于国庆节假期国内国外休市时间不一致,9月30日不进行连续交易,10月01日至7日为节假日休市。为防范节日期间的市场风险,根据交易所调整保证金和涨跌幅通知的精神,经公司研究决定,拟调整所有品种保证金水平:
1、从2014年9月26日结算起,商品期货各品种在公司原保证金水平调整为15%-20%不等,中金所沪深300指数各合约调整为13%,国债各合约调整为5%。
如遇上述交易保证金比例与现行规定的交易保证金比例不同时,则按两者中比例高的执行。
鉴于行情变化多端且交易所风险控制制度的复杂性,建议广大客户审慎持仓,尽量轻仓过节。
节后如无异常情况,10月8日结算起保证金水平恢复至原标准(其中锌、黄金交易保证金比例调整为6%,涨跌停板调整为5%,白银交易保证金调整为7%,涨跌停板均调整为5%),具体标准如下表。
特此通知!
祝国庆节快乐!
混沌天成期货有限公司
二○一四年九月二十四日
|
现行保证金标准 |
国庆节期间 |
涨跌幅 |
||||||||||
09.26结算起保证金标准 |
09.29结算起证金标准 |
10.08结算起保证金标准 |
|||||||||||
品种 |
交易所 |
公司 |
交易所 |
公司 |
交易所 |
公司 |
交易所 |
公司 |
现行 |
09.30交易起 |
10.09交易起 |
||
上海 |
cu |
铜 |
7% |
11% |
7% |
18% |
10% |
18% |
7% |
11% |
5% 8% 10% |
7% 10% 12% |
5% 8% 10% |
al |
铝 |
5% |
9% |
5% |
18% |
9% |
18% |
5% |
9% |
4% 7% 9% |
6% 9% 11% |
4% 7% 9% |
|
au |
黄金 |
7% |
12% |
7% |
18% |
10% |
18% |
6% |
11% |
5% 8% 10% |
7% 10% 12% |
5% 8% 10% |
|
ag |
白银 |
8% |
13% |
8% |
20% |
11% |
20% |
7% |
12% |
6% 9% 12% |
8% 11% 14% |
5% 8% 10% |
|
zn |
锌 |
5% |
10% |
5% |
18% |
9% |
18% |
6% |
10% |
4% 7% 9% |
6% 9% 11% |
5% 8% 10% |
|
pb |
铅 |
5% |
10% |
5% |
18% |
9% |
18% |
5% |
10% |
4% 7% 9% |
6% 9% 11% |
4% 7% 9% |
|
fu |
燃料油 |
8% |
11% |
8% |
18% |
9% |
18% |
8% |
11% |
5% 8% 10% |
6% 9% 11% |
5% 8% 10% |
|
ru |
橡胶 |
7% |
12% |
7% |
18% |
10% |
18% |
7% |
12% |
5% 8% 10% |
7% 10% 12% |
5% 8% 10% |
|
rb |
钢材 |
5% |
9% |
5% |
18% |
9% |
18% |
5% |
9% |
4% 7% 9% |
6% 9% 11% |
4% 7% 9% |
|
wr |
线材 |
7% |
11% |
7% |
18% |
9% |
18% |
7% |
11% |
5% 8% 10% |
6% 9% 11% |
5% 8% 10% |
|
hc |
热轧卷板 |
5% |
10% |
5% |
18% |
9% |
18% |
5% |
10% |
4% 7% 9% |
6% 9% 11% |
4% 7% 9% |
|
bu |
沥青 |
5% |
10% |
5% |
18% |
9% |
18% |
5% |
10% |
4% 7% 9% |
6% 9% 11% |
4% 7% 9% |
|
大连 |
a |
豆一 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
m |
豆粕 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
p |
棕榈油 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
b |
豆二 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
c |
玉米 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
j |
焦炭 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
jm |
焦煤 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
l |
聚乙烯 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
v |
聚氯乙烯 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
y |
豆油 |
5% |
10% |
5% |
16% |
9% |
16% |
5% |
10% |
4% 6% 8% |
7% 7% 8% |
4% 6% 8% |
|
i |
铁矿石 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
4% 6% 8% |
6% 6% 8% |
4% 6% 8% |
|
jd |
鸡蛋 |
8% |
12% |
8% |
16% |
8% |
16% |
8% |
12% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
fb |
纤维板 |
7% |
11% |
7% |
16% |
7% |
16% |
7% |
11% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
bb |
胶板 |
10% |
13% |
10% |
16% |
10% |
16% |
10% |
13% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
pp |
聚丙烯 |
5% |
8% |
5% |
16% |
8% |
16% |
5% |
8% |
5% 6% 8% |
6% 6% 8% |
5% 6% 8% |
|
郑州 |
WH |
强麦 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
RILR |
早稻晚稻 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
JR |
粳稻 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
PM |
普通小麦 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
CF |
棉花 |
5% |
8% |
5% |
16% |
9% |
16% |
5% |
8% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
SR |
白糖 |
6% |
10% |
6% |
16% |
9% |
16% |
6% |
10% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
TA |
PTA |
6% |
10% |
6% |
16% |
9% |
16% |
6% |
10% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
RSRM |
籽粕 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
OI |
菜油 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
ME |
甲醇 |
6% |
10% |
6% |
16% |
9% |
16% |
6% |
10% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
MA |
甲醇 |
5% |
10% |
5% |
16% |
9% |
16% |
5% |
10% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
SFSM |
硅铁锰硅 |
5% |
8% |
5% |
16% |
9% |
16% |
5% |
8% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
TC |
动力煤 |
5% |
9% |
5% |
16% |
9% |
16% |
5% |
9% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
FG |
玻璃 |
6% |
10% |
6% |
16% |
9% |
16% |
6% |
10% |
4% 7% 10% |
6% 7% 10% |
4% 7% 10% |
|
中金 |
IF |
沪深 |
10% |
11% |
10% |
13% |
10% |
13% |
10% |
11% |
10% |
||
TF |
国债 |
2% |
3% |
2% |
5% |
2% |
5% |
2% |
3% |
2% |
|||
(表中红色显示的,均为需调整的参数) |
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