关于2020年“国庆节”保证金调整的通知
尊敬的客户：
2020年“国庆节”假期临近，为防范外盘波动及基本面变化给期货交易带来的风险，郑州商品交易所、大连商品交易所、上海期货交易所和上海国际能源交易中心将提高和扩大部分品种的保证金水平和涨跌停幅度。因此公司决定自9月28日结算后将同步调整部分品种标准保证金，具体调整比例见下表：
|
Exchanges |
Products |
FCM Margin |
Adjusted FCM Margin |
||
|
交易所 |
品种 |
原公司保证金 |
节日公司保证金 |
||
|
上海 |
黄金 |
Gold |
16% |
18% |
|
|
白银 |
Silver |
18% |
20% |
||
|
铜 |
Copper |
16% |
18% |
||
|
铝 |
Aluminium |
16% |
18% |
||
|
锌 |
Zinc |
16% |
18% |
||
|
铅 |
Lead |
16% |
18% |
||
|
漂针浆 |
Bleached Softwood Kraft Pulp |
13% |
15% |
||
|
锡 |
Tin |
16% |
18% |
||
|
螺纹钢 |
Rebar |
15% |
17% |
||
|
热轧卷板 |
Hot Rolled Coils |
13% |
16% |
||
|
线材 |
Wire Rod |
14% |
16% |
||
|
不锈钢 |
Stainless Steel |
14% |
16% |
||
|
天然橡胶 |
Natural Rubber |
14% |
16% |
||
|
沥青 |
Bitumen |
14% |
18% |
||
|
镍 |
Nickel |
16% |
18% |
||
|
燃料油 |
Fuel Oil |
14% |
18% |
||
|
郑州 |
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% |
||
|
棉纱 |
Cotton Yarn |
15% |
17% |
||
|
白糖 |
White Sugar |
12% |
14% |
||
|
苹果 |
Apple |
15% |
16% |
||
|
红枣 |
Dried Chinese Jujubes |
12% |
14% |
||
|
粳稻 |
Japonica Rice |
9% |
11% |
||
|
晚籼稻 |
Late Indica Rice |
9% |
11% |
||
|
早籼稻 |
Early Rice |
9% |
11% |
||
|
普通小麦 |
Wheat PM |
9% |
11% |
||
|
强麦 |
Wheat WH |
8% |
11% |
||
|
PTA |
PTA |
15% |
18% |
||
|
甲醇 |
Methanol |
17% |
18% |
||
|
玻璃 |
Glass |
12% |
15% |
||
|
动力煤 |
Thermal Coal |
12% |
16% |
||
|
硅铁 |
Ferrosilicon |
15% |
16% |
||
|
锰硅 |
Ferromanganese |
15% |
16% |
||
|
纯碱 |
Soda Ash |
12% |
15% |
||
|
尿素 |
Urea |
11% |
15% |
||
|
大连 |
大豆 |
No.1 Soybeans |
16% |
16% |
|
|
豆二 |
No.2 Soybeans |
15% |
16% |
||
|
豆油 |
Soybean Oil |
15% |
17% |
||
|
棕榈油 |
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% |
||
|
铁矿石 |
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% |
||
|
鸡蛋 |
Egg |
15% |
15% |
||
|
纤维板 |
Fiberboard |
13% |
13% |
||
|
胶合板 |
Blockboard |
40% |
40% |
||
|
焦煤 |
Coke Coal |
17% |
17% |
||
|
焦炭 |
Coke |
17% |
17% |
||
|
液化石油气 |
Liquefied petroleum gas |
19% |
19% |
||
|
中金 |
上证50 |
IH |
13% |
16% |
|
|
中证500 |
IC |
15% |
16% |
||
|
沪深300 |
IF |
13% |
16% |
||
|
5年期国债 |
TF |
2.2% |
2.4% |
||
|
2年期国债 |
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号胶 |
TSR 20 |
14% |
18% |
||
|
注：国庆节提保时点为9月28日结算后。9月30日晚间各交易所无夜盘交易。 |
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2020年9月30日当晚不进行连续交易。10月9日所有期货、期权合约集合竞价时间为8:55至9:00，当晚恢复连续交易。交割月及临近交割月合约的保证金收取标准按照此标准与此前交易所收取标准中较高的收取。个别合约的保证金可能高于其所属品种的保证金比例，具体保证金比例请见交易软件“系统/合约信息”中查询。
请客户关注交易软件中的相关通知，注意市场风险，理性交易，及时调整头寸，把资金风险率控制在公司规定的范围内。
中粮期货有限公司
2020年9月28日
