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关于2023年中秋节、国庆节假期调整公司保证金的通知

09.25 / 2023 交易风控部

尊敬的投资者:

2023年中秋节、国庆节假期临近,由于长假期间外盘正常交易,不确定性较多,为规避过节期间期货市场风险,我公司经研究决定,将于2023年9月26日结算时起提高公司交易保证金。具体安排如下(如出现涨跌停板情况或者临近交割月、交割月合约收取保证金比例高于此标准的按照较高比例执行):

2023年中秋节、国庆节公司保证金调整表
交易所 品种 节前 中秋节、国庆节期间 (9月26日结算时起) 节后(10月9日结算时起)
涨跌幅 保证金 涨跌幅 保证金 涨跌幅 保证金
上海期货交易所 燃料油 ±8% 14% ±10% 18% ±8% 14%
白银 ±7% 14% ±9% 17% ±7% 14%
±6% 12% ±8% 15% ±6% 12%
氧化铝 ±7% 13% ±9% 16% ±7% 13%
黄金 ±6% 12% ±8% 15% ±6% 12%
±6% 13% ±8% 16% ±6% 13%
±6% 12% ±8% 15% ±6% 12%
螺纹钢 ±5% 11% ±7% 15% ±5% 11%
天然橡胶 ±6% 12% ±8% 15% ±6% 12%
线材 ±7% 40% ±7% 40% ±7% 40%
±10% 17% ±12% 20% ±10% 17%
±10% 17% ±12% 20% ±10% 17%
±6% 12% ±8% 15% ±6% 12%
不锈钢 ±5% 12% ±7% 15% ±5% 12%
石油沥青 ±8% 15% ±10% 18% ±8% 15%
纸浆 ±6% 12% ±8% 15% ±6% 12%
丁二烯橡胶 ±10% 16% ±12% 18% ±10% 16%
热轧卷板 ±5% 11% ±7% 15% ±5% 11%
上海国际能源交易中心 原油 ±8% 14% ±10% 19% ±8% 14%
低硫燃料油 ±8% 14% ±10% 18% ±8% 14%
集运指数(欧线) ±10% 16% ±13% 20% ±10% 16%
国际铜 ±6% 13% ±8% 16% ±6% 13%
20号胶 ±6% 12% ±8% 16% ±6% 12%
大连商品交易所 大豆一 ±6% 12% ±6% 13% ±6% 12%
大豆二 ±6% 12% ±9% 15% ±6% 12%
玉米 ±6% 11% ±6% 12% ±6% 11%
玉米淀粉 ±5% 10% ±5% 11% ±5% 10%
焦炭 ±15% 24% ±15% 24% ±15% 24%
聚乙烯 ±6% 11% ±7% 14% ±6% 11%
豆粕 ±6% 11% ±9% 15% ±6% 11%
棕榈油 ±7% 12% ±9% 15% ±7% 12%
聚氯乙烯 ±6% 11% ±7% 14% ±6% 11%
焦煤 ±15% 24% ±15% 24% ±15% 24%
豆油 ±6% 11% ±9% 15% ±6% 11%
粳米 ±5% 10% ±5% 10% ±5% 10%
铁矿石 ±11% 17% ±11% 17% ±11% 17%
聚丙烯 ±6% 11% ±7% 14% ±6% 11%
纤维板 ±5% 15% ±5% 15% ±5% 15%
胶合板 ±5% 50% ±5% 50% ±5% 50%
 鲜鸡蛋 ±6% 12% ±7% 14% ±6% 12%
生猪 ±8% 16% ±8% 16% ±8% 16%
苯乙烯 ±7% 12% ±9% 15% ±7% 12%
乙二醇 ±7% 12% ±9% 15% ±7% 12%
液化石油气 ±7% 13% ±9% 16% ±7% 13%
郑州商品交易所 普通小麦 ±7% 40% ±7% 40% ±7% 40%
早籼稻 ±7% 40% ±7% 40% ±7% 40%
强麦 ±7% 40% ±7% 40% ±7% 40%
PTA ±6% 11% ±9% 15% ±6% 11%
棉花(2311-2405除外) ±6% 11% ±9% 15% ±6% 11%
棉花(2311、2401) ±10% 16% ±10% 16% ±10% 16%
棉花(2403、2405) ±8% 13% ±9% 15% ±8% 13%
菜油 ±8% 14% ±9% 15% ±8% 14%
白糖(2311除外) ±6% 11% ±9% 15% ±6% 11%
白糖(2311) ±8% 19% ±9% 19% ±8% 19%
玻璃 ±10% 16% ±10% 16% ±10% 16%
油菜籽 ±10% 40% ±10% 40% ±10% 40%
菜粕 ±8% 14% ±9% 15% ±8% 14%
甲醇(2401除外) ±7% 12% ±9% 15% ±7% 12%
甲醇(2401) ±8% 14% ±9% 15% ±8% 14%
烧碱 ±7% 13% ±10% 16% ±10% 16%
对二甲苯 ±10% 16% ±10% 16% ±10% 16%
粳稻 ±7% 40% ±7% 40% ±7% 40%
硅铁 ±10% 16% ±10% 16% ±10% 16%
锰硅 ±10% 16% ±10% 16% ±10% 16%
棉纱 ±6% 11% ±9% 15% ±6% 11%
苹果 ±9% 14% ±9% 15% ±9% 14%
尿素(2310) ±8% 14% ±9% 15% ±8% 24%
尿素(2310-2401除外) ±7% 12% ±9% 15% ±7% 12%
尿素(2311-2401) ±8% 14% ±9% 15% ±8% 14%
红枣 ±10% 16% ±10% 16% ±10% 16%
晚籼稻 ±7% 40% ±7% 40% ±7% 40%
短纤  ±7% 12% ±9% 15% ±7% 12%
花生 ±7% 12% ±9% 15% ±7% 12%
纯碱(2310-2312除外) ±10% 16% ±10% 16% ±10% 16%
纯碱(2310-2312) ±10% 24% ±10% 24% ±10% 24%
动力煤 ±10% 54% ±10% 54% ±10% 54%
广州期货交易所 工业硅 ±7% 13% ±9% 15% ±7% 13%
碳酸锂 ±7% 13% ±9% 15% ±7% 13%
中国金融期货交易所 沪深300指数 ±10% 15% ±10% 15% ±10% 15%
上证50指数 ±10% 15% ±10% 15% ±10% 15%
中证500指数 ±10% 15% ±10% 15% ±10% 15%
中证1000指数 ±10% 15% ±10% 15% ±10% 15%
2年期国债 ±0.5% 1% ±0.5% 1% ±0.5% 1%
5年期国债 ±1.2% 2% ±1.2% 2% ±1.2% 2%
10年期国债 ±2% 3% ±2% 3% ±2% 3%
30年期国债 ±3.5% 5% ±3.5% 5% ±3.5% 5%
注:如该保证金版本发布之后,各交易所更新保证金调整,公司保证金将随交易所调整同步浮动,请随时关注公司公告。

2023年10月9日恢复交易后,如未出现涨跌停板,各品种恢复至节后标准,如有变动另行通知。请各位投资者随时关注自己账户的资金状况,及时调整持仓结构,严格做好风险防范和控制工作,谨慎运作,理性投资。祝中秋节、国庆节快乐。

                                                                                                                                                           方正中期期货有限公司
2023年9月25日