關(guān)于2020年“國(guó)慶節(jié)”保證金調(diào)整的通知
尊敬的客戶：
2020年“國(guó)慶節(jié)”假期臨近，為防范外盤波動(dòng)及基本面變化給期貨交易帶來的風(fēng)險(xiǎn)，鄭州商品交易所、大連商品交易所、上海期貨交易所和上海國(guó)際能源交易中心將提高和擴(kuò)大部分品種的保證金水平和漲跌停幅度。因此公司決定自9月28日結(jié)算后將同步調(diào)整部分品種標(biāo)準(zhǔn)保證金，具體調(diào)整比例見下表：
|
Exchanges |
Products |
FCM Margin |
Adjusted FCM Margin |
||
|
交易所 |
品種 |
原公司保證金 |
節(jié)日公司保證金 |
||
|
上海 |
黃金 |
Gold |
16% |
18% |
|
|
白銀 |
Silver |
18% |
20% |
||
|
銅 |
Copper |
16% |
18% |
||
|
鋁 |
Aluminium |
16% |
18% |
||
|
鋅 |
Zinc |
16% |
18% |
||
|
鉛 |
Lead |
16% |
18% |
||
|
漂針漿 |
Bleached Softwood Kraft Pulp |
13% |
15% |
||
|
錫 |
Tin |
16% |
18% |
||
|
螺紋鋼 |
Rebar |
15% |
17% |
||
|
熱軋卷板 |
Hot Rolled Coils |
13% |
16% |
||
|
線材 |
Wire Rod |
14% |
16% |
||
|
不銹鋼 |
Stainless Steel |
14% |
16% |
||
|
天然橡膠 |
Natural Rubber |
14% |
16% |
||
|
瀝青 |
Bitumen |
14% |
18% |
||
|
鎳 |
Nickel |
16% |
18% |
||
|
燃料油 |
Fuel Oil |
14% |
18% |
||
|
鄭州 |
菜油 |
Rapeseed Oil |
14% |
17% |
|
|
菜籽粕 |
Rapeseed Meal |
10% |
17% |
||
|
油菜籽 |
Rapeseed |
20% |
20% |
||
|
棉花 |
Cotton No.1 |
15% |
17% |
||
|
棉紗 |
Cotton Yarn |
15% |
17% |
||
|
白糖 |
White Sugar |
12% |
14% |
||
|
蘋果 |
Apple |
15% |
16% |
||
|
紅棗 |
Dried Chinese Jujubes |
12% |
14% |
||
|
粳稻 |
Japonica Rice |
9% |
11% |
||
|
晚秈稻 |
Late Indica Rice |
9% |
11% |
||
|
早秈稻 |
Early Rice |
9% |
11% |
||
|
普通小麥 |
Wheat PM |
9% |
11% |
||
|
強(qiáng)麥 |
Wheat WH |
8% |
11% |
||
|
PTA |
PTA |
15% |
18% |
||
|
甲醇 |
Methanol |
17% |
18% |
||
|
玻璃 |
Glass |
12% |
15% |
||
|
動(dòng)力煤 |
Thermal Coal |
12% |
16% |
||
|
硅鐵 |
Ferrosilicon |
15% |
16% |
||
|
錳硅 |
Ferromanganese |
15% |
16% |
||
|
純堿 |
Soda Ash |
12% |
15% |
||
|
尿素 |
Urea |
11% |
15% |
||
|
大連 |
大豆 |
No.1 Soybeans |
16% |
16% |
|
|
豆二 |
No.2 Soybeans |
15% |
16% |
||
|
豆油 |
Soybean Oil |
15% |
17% |
||
|
棕櫚油 |
RBD Palm Olein |
16% |
17% |
||
|
豆粕 |
Soybean Meal |
15% |
16% |
||
|
玉米 |
Corn |
11% |
15% |
||
|
玉米淀粉 |
Corn Starch |
10% |
15% |
||
|
粳米 |
Round-grained Rice |
11% |
11% |
||
|
鐵礦石 |
Iron Ore |
19% |
19% |
||
|
聚乙烯 |
LLDPE |
18% |
18% |
||
|
聚氯乙烯 |
PVC |
18% |
18% |
||
|
聚丙烯 |
Polypropylene |
18% |
18% |
||
|
乙二醇 |
Ethylene Glycol |
19% |
19% |
||
|
苯乙烯 |
Ethenylbenzene |
19% |
19% |
||
|
雞蛋 |
Egg |
15% |
15% |
||
|
纖維板 |
Fiberboard |
13% |
13% |
||
|
膠合板 |
Blockboard |
40% |
40% |
||
|
焦煤 |
Coke Coal |
17% |
17% |
||
|
焦炭 |
Coke |
17% |
17% |
||
|
液化石油氣 |
Liquefied petroleum gas |
19% |
19% |
||
|
中金 |
上證50 |
IH |
13% |
16% |
|
|
中證500 |
IC |
15% |
16% |
||
|
滬深300 |
IF |
13% |
16% |
||
|
5年期國(guó)債 |
TF |
2.2% |
2.4% |
||
|
2年期國(guó)債 |
TS |
1.5% |
1.6% |
||
|
能源中心 |
原油 |
Medium Sour Crude Oil |
14% |
18% |
|
|
低硫燃料油 |
Low Sulfur Fuel Oil |
14% |
18% |
||
|
20號(hào)膠 |
TSR 20 |
14% |
18% |
||
|
注：國(guó)慶節(jié)提保時(shí)點(diǎn)為9月28日結(jié)算后。9月30日晚間各交易所無夜盤交易。 |
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2020年9月30日當(dāng)晚不進(jìn)行連續(xù)交易。10月9日所有期貨、期權(quán)合約集合競(jìng)價(jià)時(shí)間為8:55至9:00，當(dāng)晚恢復(fù)連續(xù)交易。交割月及臨近交割月合約的保證金收取標(biāo)準(zhǔn)按照此標(biāo)準(zhǔn)與此前交易所收取標(biāo)準(zhǔn)中較高的收取。個(gè)別合約的保證金可能高于其所屬品種的保證金比例，具體保證金比例請(qǐng)見交易軟件“系統(tǒng)/合約信息”中查詢。
請(qǐng)客戶關(guān)注交易軟件中的相關(guān)通知，注意市場(chǎng)風(fēng)險(xiǎn)，理性交易，及時(shí)調(diào)整頭寸，把資金風(fēng)險(xiǎn)率控制在公司規(guī)定的范圍內(nèi)。
中糧期貨有限公司
2020年9月28日
