关于2020年国庆中秋假期休市及调整交易保证金标准的通知
尊敬的客户:
由于国庆中秋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1日至8日为节假日休市。为防范假期期间的市场风险,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,拟调整部分品种保证金水平:
1、从2020年09月28日结算起,商品期货各品种在公司原保证金水平上浮0%-10%不等,中金所各期货合约保证金维持不变。
2、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,则按两者中比例高者执行。
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,大商所10月12日结算起保证金水平恢复至原标准,其余交易所10月9日结算起保证金水平恢复至原标准。具体标准如下表。
特此通知!
节日快乐!
混沌天成期货股份有限公司
二○二○年九月二十五日
| 现行保证金标准 | 国庆节期间 | ||||||||||||
9.28结算起保证金标准 | 9.29结算起保证金标准 | 10.09结算起保证金标准 (大商所10.12结算起调整) | 涨跌幅 |
| ||||||||||
品种 | 交易所 | 公司 | 交易所 | 公司 | 交易所 (投机/套保) | 公司 | 交易所 | 公司 | 现行 | 9.30交易起 | 10.12交易日起 (大商所10.13交易日起) | |||
上海 | cu | 铜 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% | |
al | 铝 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% |
| |
zn | 锌 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% |
| |
pb | 铅 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% |
| |
au | 黄金 | 8% | 12% | 8% | 18% | 10% | 18% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
ag | 白银 | 12% | 16% | 12% | 22% | 14% | 22% | 12% | 16% | 10% 13% 15% | 12% 15% 17% | 10% 13% 15% |
| |
ru | 橡胶 | 8% | 12% | 8% | 19% | 10% | 19% | 8% | 12% | 6% 9% 11%% | 8% 11% 13% | 6% 9% 11%% |
| |
rb | 螺纹钢 | 8% | 12% | 8% | 19% | 10% | 19% | 8% | 12% | 6% 9% 11%% | 8% 11% 13% | 6% 9% 11%% |
| |
wr | 线材 | 8% | 12% | 8% | 19% | 10% | 19% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
hc | 热轧卷板 | 8% | 12% | 8% | 19% | 10% | 19% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
bu | 沥青 | 10% | 14% | 10% | 20% | 13% | 20% | 10% | 14% | 8% 11% 13% | 11% 14% 16% | 8% 11% 13% |
| |
ni | 镍 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% |
| |
sn | 锡 | 10% | 14% | 10% | 20% | 12% | 20% | 10% | 14% | 8% 11% 13% | 10% 13% 15% | 8% 11% 13% |
| |
sp | 漂针浆 | 7% | 11% | 7% | 18% | 9% | 18% | 7% | 11% | 5% 8% 10% | 7% 10% 12% | 5% 8% 10% |
| |
fu | 燃料油 | 10% | 14% | 10% | 20% | 13% | 20% | 10% | 14% | 8% 11% 13% | 11% 14% 16% | 8% 11% 13% |
| |
ss | 不锈钢 | 8% | 12% | 8% | 18% | 10% | 18% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
大连 | a | 豆一 | 9% | 13% | 9% | 17% | 9%/8% | 17% | 9% | 13% | 8% 11% 13% | 8% 11% 13% | 8% 11% 13% | |
b | 豆二 | 8% | 12% | 8% | 17% | 9%/8% | 17% | 8% | 12% | 7% 10% 12% | 8% 11% 13% | 7% 10% 12% |
| |
m | 豆粕 | 8% | 12% | 8% | 17% | 9%/8% | 17% | 8% | 12% | 7% 10% 12% | 8% 11% 13% | 7% 10% 12% |
| |
y | 豆油 | 8% | 12% | 8% | 17% | 10%/9% | 17% | 8% | 12% | 7% 10% 12% | 9% 12% 14% | 7% 10% 12% |
| |
c | 玉米 | 8% | 12% | 8% | 17% | 9%/8% | 17% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
cs | 玉米淀粉 | 7% | 11% | 7% | 17% | 9%/8% | 17% | 7% | 11% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% | ||
l | 聚乙烯 | 11% | 15% | 11% | 17% | 11%/9% | 17% | 11% | 15% | 9% 12% 14% | 9% 12% 14% | 9% 12% 14% |
| |
v | 聚氯乙烯 | 9% | 13% | 9% | 17% | 9%/8% | 17% | 9% | 13% | 8% 11% 13% | 8% 11% 13% | 8% 11% 13% |
| |
p | 棕榈油 | 9% | 13% | 9% | 17% | 10%/9% | 17% | 9% | 13% | 8% 11% 13% | 9% 12% 14% | 8% 11% 13% |
| |
j | 焦炭 | 9% | 13% | 9% | 17% | 9%/8% | 17% | 9% | 13% | 8% 11% 13% | 8% 11% 13% | 8% 11% 13% |
| |
jm | 焦煤 | 9% | 13% | 9% | 17% | 9%/8% | 17% | 9% | 13% | 8% 11% 13% | 8% 11% 13% | 8% 11% 13% |
| |
i | 铁矿石 | 11% | 15% | 11% | 17% | 12%/11% | 17% | 11% | 15% | 10% 13% 15% | 11% 14% 16% | 10% 13% 15% |
| |
fb | 纤维板 | 10% | 14% | 10% | 17% | 10%/10% | 17% | 10% | 14% | 5% 8% 10% | 5% 8% 10% | 5% 8% 10% |
| |
bb | 胶板 | 40% | 44% | 40% | 44% | 40%/40% | 44% | 40% | 44% | 5% 8% 10% | 5% 8% 10% | 5% 8% 10% |
| |
pp | 聚丙烯 | 11% | 15% | 11% | 17% | 11%/9% | 17% | 11% | 15% | 9% 12% 14% | 9% 12% 14% | 9% 12% 14% |
| |
rr | 粳米 | 6% | 10% | 6% | 17% | 6%/5% | 17% | 6% | 10% | 5% 8% 10% | 5% 8% 10% | 5% 8% 10% |
| |
jd | 鸡蛋 | 7% | 11% | 7% | 17% | 7%/6% | 17% | 7% | 11% | 6% 9% 11% | 6% 9% 11% | 6% 9% 11% |
| |
eg | 乙二醇 | 11% | 15% | 11% | 17% | 11%/9% | 17% | 11% | 15% | 9% 12% 14% | 9% 12% 14% | 9% 12% 14% |
| |
pg | 液化石油气 | 11% | 15% | 11% | 17% | 11%/10% | 17% | 11% | 15% | 10% 13% 15% | 10% 13% 15% | 10% 13% 15% |
| |
eb | 苯乙烯 | 12% | 16% | 12% | 17% | 12%/11% | 17% | 12% | 16% | 11% 14% 16% | 11% 14% 16% | 11% 14% 16% |
| |
郑州 | RI | 早稻 | 6% | 10% | 6% | 17% | 8% | 17% | 6% | 10% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% | |
LR | 晚稻 | 6% | 10% | 6% | 17% | 8% | 17% | 6% | 10% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% |
| |
JR | 粳稻 | 6% | 10% | 6% | 17% | 8% | 17% | 6% | 10% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% |
| |
WH | 强麦 | 7% | 11% | 7% | 17% | 8% | 17% | 7% | 11% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% |
| |
PM | 普通小麦 | 6% | 10% | 6% | 17% | 8% | 17% | 6% | 10% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% |
| |
OI | 菜油 | 6% | 10% | 6% | 17% | 9% | 17% | 6% | 10% | 5% 8% 11% | 8% 11% 14% | 5% 8% 11% |
| |
CF | 棉花 | 7% | 11% | 7% | 17% | 9% | 17% | 7% | 11% | 6% 9% 12% | 8% 11% 14% | 6% 9% 12% |
| |
RS | 菜籽 | 20% | 24% | 20% | 24% | 20% | 24% | 20% | 24% | 10% 13% 16% | 10% 13% 16% | 10% 13% 16% |
| |
RM | 菜粕 | 6% | 10% | 6% | 17% | 9% | 17% | 6% | 10% | 5% 8% 11% | 8% 11% 14% | 5% 8% 11% |
| |
SR | 白糖 | 7% | 11% | 7% | 17% | 9% | 17% | 7% | 11% | 6% 9% 12% | 8% 11% 14% | 6% 9% 12% |
| |
AP | 苹果 | 8% | 12% | 8% | 17% | 9% | 17% | 8% | 12% | 6% 9% 12% | 8% 11% 14% | 6% 9% 12% |
| |
CJ | 红枣 | 7% | 11% | 7% | 17% | 8% | 17% | 7% | 11% | 5% 8% 11% | 7% 10% 13% | 5% 8% 11% |
| |
FG | 玻璃 | 6% | 10% | 6% | 17% | 9% | 17% | 6% | 10% | 5% 8% 11% | 8% 11% 14% | 5% 8% 11% |
| |
TA | PTA | 6% | 10% | 6% | 17% | 10% | 17% | 6% | 10% | 5% 8% 11% | 9% 12% 15% | 5% 8% 11% |
| |
MA | 甲醇 | 7% | 11% | 7% | 17% | 10% | 17% | 7% | 11% | 6% 9% 12% | 9% 12% 15% | 6% 9% 12% |
| |
SF | 硅铁 | 7% | 11% | 7% | 17% | 8% | 17% | 7% | 11% | 6% 9% 12% | 7% 10% 13% | 6% 9% 12% |
| |
SM | 锰硅 | 7% | 11% | 7% | 17% | 8% | 17% | 7% | 11% | 6% 9% 12% | 7% 10% 13% | 6% 9% 12% |
| |
CY | 棉纱 | 7% | 11% | 7% | 17% | 9% | 17% | 7% | 11% | 6% 9% 12% | 8% 11% 14% | 6% 9% 12% |
| |
UR | 尿素 | 5% | 9% | 5% | 17% | 8% | 17% | 5% | 9% | 4% 7% 10% | 7% 10% 13% | 4% 7% 10% |
| |
SA | 纯碱 | 6% | 10% | 6% | 17% | 9% | 17% | 6% | 10% | 5% 8% 11% | 8% 11% 14% | 5% 8% 11% |
| |
ZC | 动力煤 | 5% | 9% | 5% | 17% | 8% | 17% | 5% | 9% | 4% 7% 10% | 7% 10% 13% | 4% 7% 10% | ||
能源 | SC | 能源 | 10% | 14% | 10% | 19% | 13% | 19% | 10% | 14% | 8% 11% 13% | 11% 14% 16% | 8% 11% 13% | |
NR | 20号胶 | 8% | 12% | 8% | 19% | 10% | 19% | 8% | 12% | 6% 9% 11% | 8% 11% 13% | 6% 9% 11% |
| |
LU | 低硫燃料油 | 10% | 14% | 10% | 19% | 13% | 19% | 10% | 14% | 8% 11% 13% | 11% 14% 16% | 8% 11% 13% |
| |
中金 | IF | 沪深300 | 10% | 11% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 10% | |||
IH | 上证50 | 10% | 11% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 10% |
| |||
IC | 中证500 | 12% | 31% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 10% |
| |||
TF | 5年国债 | 1.2% | 1.5% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 1.2% |
| |||
T | 10年国债 | 2% | 2.5% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 2% |
| |||
TS | 2年国债 | 0.5% | 0.8% | 不变 | 不变 | 不变 | 不变 | 不变 | 不变 | 1% |
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注:红色字体为本次修改的内容;黑色字体为未修改的内容。 |
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