2012年01月30日各主要合约保证金一览表
2012-1-20 16:28:05
| 上海期货交易所各品种 | ||||||||||||||||||
| 交割期 | 铝 | 铜 | 锌 | 橡胶 | 燃料油 | 黄金 | 螺纹钢 | 线材 | 铅 | |||||||||
| 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | |
| 1202 | 18.00% | 15.00% | 20.00% | 15.00% | 20.00% | 15.00% | 40.00% | 40.00% | 20.00% | 20.00% | 20.00% | 15.00% | 20.00% | 15.00% | 20.00% | 15.00% | ||
| 1203 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 15.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1204 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1205 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1206 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1207 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1208 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1209 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1210 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1211 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 1212 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% | ||||
| 1301 | 18.00% | 10.00% | 20.00% | 12.00% | 20.00% | 11.00% | 20.00% | 14.00% | 20.00% | 11.00% | 18.00% | 10.00% | 20.00% | 11.00% | 20.00% | 11.00% | 20.00% | 11.00% |
| 郑州商品交易所各品种 | ||||||||||||||||||
| 交割期 | TA | 白糖 | 强麦 | 硬麦 | 棉花 | 菜籽油 | 早籼稻 | 甲醇 | 普麦 | |||||||||
| 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | |
| 1202 | 25.00% | 25.00% | ||||||||||||||||
| 1203 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | ||
| 1204 | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||||||
| 1205 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | ||
| 1206 | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||||||
| 1207 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | ||
| 1208 | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||||||
| 1209 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | ||
| 1210 | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||||||
| 1211 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | ||
| 1212 | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||||||
| 1301 | 18.00% | 10.00% | 18.00% | 12.00% | 16.00% | 13.00% | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | ||
| 大连商品交易所各品种 | ||||||||||||||||||
| 交割期 | 棕榈油 | 聚乙烯 | 豆粕 | 豆油 | 黄大豆 | 玉米 | 豆二 | 聚氯乙烯 | 焦炭 | |||||||||
| 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | |
| 1202 | 20.00% | 20.00% | 20.00% | 20.00% | 20.00% | 20.00% | 20.00% | 20.00% | ||||||||||
| 1203 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 1204 | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||
| 1205 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 1206 | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||
| 1207 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 1208 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | ||||||
| 1209 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 1210 | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | ||||||||||
| 1211 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 1212 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% | ||||||
| 1301 | 18.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 18.00% | 10.00% | 16.00% | 10.00% | 16.00% | 9.00% | 20.00% | 10.00% | 18.00% | 10.00% | 18.00% | 10.00% |
| 中国金融期货交易所各合约 | ||||||||||||||||||
| 合约 | IF1202 | IF1203 | IF1206 | IF1209 | ||||||||||||||
| 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | 公司保证金 | 交易所保证金 | |||||||||||
| 17.00% | 15.00% | 17.00% | 15.00% | 20.00% | 18.00% | 20.00% | 18.00% | |||||||||||
| 提示：1. | 此表所列参数不包含当日合约持仓超交易所限仓所产生的保证金变动。 | |||||||||||||||||
| 2. | 灰底数据： | 依据交易所规则当月已调整的保证金参数。 | ||||||||||||||||
| 3. | 黄底数据： | 该合约出现第一个停板。 | ||||||||||||||||
| 4. | 红底数据： | 该合约出现第二个停板。 | ||||||||||||||||
| 5. | 绿底数据： | 该合约出现第三个停板。 | ||||||||||||||||
| 6. | 紫底数据： | CU1204超16万；ZN1204超14万，未超16万；RU1205超20万。 | ||||||||||||||||
| 7. | 交易提示： | ①根据交易规则，1月30日大商所将上调1202各合约保证金比例，请注意资金结构及持仓情况。 | ||||||||||||||||
| ②根据交易规则，1月31日上期所、郑商所、大商所将上调1202、1203各合约保证金比例及持仓手数，请注意资金结构及持仓情况。 | ||||||||||||||||||