关于2015年元旦休市及调整保证金的通知
关于2015年元旦休市及调整保证金的通知
尊敬的客户:
由于元旦假期国内国外休市时间不一致,01月01日至01月04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12月30日结算起,商品期货各品种在公司原保证金水平上浮0%-4%不等,中金所各品种维持不变。
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,1月5日结算起保证金水平恢复至原标准(其中个别品种保证金及涨跌停板幅度有所调整),具体标准如下表。
特此通知!
祝元旦节快乐!
混沌天成期货有限公司
二○一四年十二月二十六日
|
现行保证金标准 |
元旦期间 |
||||||||||
12.30结算起保证金标准 |
1.05结算起保证金标准 |
涨跌幅 |
|
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品种 |
交易所 |
公司 |
交易所 |
公司 |
交易所 |
公司 |
现行 |
12.31交易起 |
01.06交易起 |
|
||
上海 |
cu |
铜 |
7% |
11% |
7% |
12% |
7% |
11% |
5% 8% 10% |
5% 8% 10% |
5% 8% 10% |
|
al |
铝 |
5% |
9% |
5% |
12% |
5% |
9% |
4% 7% 9% |
4% 7% 9% |
4% 7% 9% |
|
|
au |
黄金 |
6% |
11% |
7% |
12% |
6% |
10% |
5% 8% 10% |
5% 8% 10% |
5% 8% 10% |
|
|
ag |
白银 |
7% |
12% |
8% |
12% |
8% |
12% |
5% 8% 11% |
6% 9% 12% |
6% 9% 12% |
|
|
zn |
锌 |
6% |
10% |
5% |
12% |
6% |
10% |
4% 7% 9% |
4% 7% 9% |
4% 7% 9% |
|
|
pb |
铅 |
5% |
10% |
5% |
12% |
5% |
9% |
4% 7% 9% |
4% 7% 9% |
4% 7% 9% |
|
|
fu |
燃料油 |
8% |
11% |
8% |
12% |
8% |
12% |
5% 8% 10% |
5% 8% 10% |
5% 8% 10% |
|
|
ru |
橡胶 |
7% |
12% |
8% |
12% |
8% |
12% |
5% 8% 10% |
6% 9% 11% |
6% 9% 12% |
|
|
rb |
钢材 |
5% |
9% |
6% |
12% |
6% |
10% |
4% 7% 9% |
4% 7% 9% |
4% 7% 9% |
|
|
wr |
线材 |
7% |
11% |
7% |
12% |
7% |
11% |
5% 8% 10% |
5% 8% 10% |
5% 8% 10% |
|
|
hc |
热轧卷板 |
5% |
10% |
6% |
12% |
6% |
10% |
4% 7% 9% |
4% 7% 9% |
4% 7% 9% |
|
|
bu |
沥青 |
5% |
10% |
7% |
12% |
7% |
11% |
4% 7% 9% |
5% 8% 10% |
5% 8% 10% |
|
|
大连 |
a |
豆一 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
m |
豆粕 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
p |
棕榈油 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
b |
豆二 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
c |
玉米 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
j |
焦炭 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
jm |
焦煤 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
l |
聚乙烯 |
5% |
8% |
9% |
12% |
5% |
9% |
4% 6% 8% |
7% 7% 8% |
4% 6% 8% |
|
|
v |
聚氯乙烯 |
5% |
8% |
9% |
12% |
5% |
9% |
4% 6% 8% |
7% 7% 8% |
4% 6% 8% |
|
|
y |
豆油 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
i |
铁矿石 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
|
jd |
鸡蛋 |
8% |
12% |
8% |
12% |
8% |
12% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
|
fb |
纤维板 |
7% |
11% |
7% |
11% |
7% |
11% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
|
bb |
胶板 |
10% |
13% |
10% |
13% |
10% |
13% |
5% 6% 8% |
5% 6% 8% |
5% 6% 8% |
|
|
pp |
聚丙烯 |
5% |
8% |
9% |
12% |
5% |
9% |
5% 6% 8% |
7% 7% 8% |
5% 6% 8% |
|
|
|
Cs |
玉米淀粉 |
5% |
8% |
5% |
9% |
5% |
9% |
4% 6% 8% |
4% 6% 8% |
4% 6% 8% |
|
郑州 |
WH |
强麦 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
RILR |
早稻晚稻 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
JR |
粳稻 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
PM |
普通小麦 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
CF |
棉花 |
5% |
8% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
SR |
白糖 |
6% |
10% |
7% |
11% |
6% |
10% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
TA |
PTA |
6% |
10% |
7% |
11% |
6% |
10% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
RSRM |
籽粕 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
OI |
菜油 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
ME |
甲醇 |
6% |
10% |
7% |
11% |
6% |
10% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
MA |
甲醇 |
5% |
10% |
7% |
11% |
5% |
10% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
SFSM |
硅铁锰硅 |
5% |
8% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
TC |
动力煤 |
5% |
9% |
7% |
11% |
5% |
9% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
FG |
玻璃 |
6% |
10% |
7% |
11% |
6% |
10% |
4% 7% 10% |
5% 7% 10% |
4% 7% 10% |
|
|
中金 |
IF |
沪深 |
10% |
11% |
10% |
11% |
10% |
11% |
10% |
|
||
TF |
国债 |
1.5% |
2% |
1.5% |
2% |
1.5% |
2% |
2% |
|
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(表中红色显示的,均为需调整的参数) |
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