交易规则之一 ——品种交易规则简表 | |||||||||||||
交易所 | 品种 | 代码 | 合约单位(吨/手) | 最小变动价位(元/吨) | 保证金/涨跌限制(连续三板)(±%) | 交割单位/交割月限仓(手) | 限价/市价单笔最大下单(手) | 最后交易日 | |||||
正常 | 第一板结算起 | 第二板结算起 | |||||||||||
涨跌幅 | 保证金(交易所+公司上浮) | 涨跌幅 | 保证金 | 涨跌幅 | 保证金 | ||||||||
上海期货交易所 | 燃料油 | fu | 10 | 1 | ±9% | 11%+4% | ±12% | 14%+4% | ±14% | 16%+4% | 1/500 | 500(限价)/无市价指令 | 交割月前一月的最后一个交易日 |
白银 | ag | 15(千克/手) | 1(元/千克) | ±11% | 13%+5% | ±14% | 16%+5% | ±16% | 18%+5% | 2/900 | 交割月份的15日(遇法定假日顺延) | ||
铝 | al | 5 | 5 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 5/1000 | |||
氧化铝 | ao | 20 | 1 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 15/600 | |||
黄金 | au | 1000(克/手) | 0.02(元/克) | ±11% | 13%+4% | ±14% | 16%+4% | ±16% | 18%+4% | 3/900 | |||
铜 | cu | 5 | 10 | ±7% | 9%+5% | ±10% | 12%+5% | ±12% | 14%+5% | 5/1000 | |||
铅 | pb | 5 | 5 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 5/600 | |||
螺纹钢 | rb | 10 | 1 | ±5% | 7%+4% | ±8% | 10%+4% | ±10% | 12%+4% | 30/900 | |||
天然橡胶 | ru | 10 | 5 | ±8% | 10%+4% | ±11% | 13%+4% | ±13% | 15%+4% | 1/50 | |||
线材 | wr | 10 | 1 | ±7% | 9%+31% | ±10% | 12%+28% | ±12% | 14%+26% | 30/360 | |||
镍 | ni | 1 | 10 | ±10% | 12%+5% | ±13% | 15%+5% | ±15% | 17%+5% | 6/600 | |||
锡 | sn | 1 | 10 | ±10% | 12%+5% | ±13% | 15%+5% | ±15% | 17%+5% | 2/200 | |||
锌 | zn | 5 | 5 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 5/800 | |||
不锈钢 | ss | 5 | 5 | ±5% | 7%+5% | ±8% | 10%+5% | ±10% | 12%+5% | 12/360 | |||
石油沥青 | bu | 10 | 1 | ±9% | 11%+5% | ±12% | 14%+5% | ±14% | 16%+5% | 1/500 | |||
漂白硫酸盐针叶木浆 | sp | 10 | 2 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 2/300 | |||
丁二烯橡胶 | br | 5 | 5 | ±9% | 11%+4% | ±12% | 14%+4% | ±14% | 16%+4% | 2/60 | |||
热轧卷板 | hc | 10 | 1 | ±5% | 7%+4% | ±8% | 10%+4% | ±10% | 12%+4% | 30/1800 | |||
上海 国际 能源 中心 |
原油* | sc | 1000桶/手 | 0.1元(人民币)/桶 | ±9% | 11%+4% | ±12% | 14%+4% | ±14% | 16%+4% | 1/500 | 交割月前一月的最后一个交易日 | |
低硫燃料油* | lu | 10 | 1 | ±9% | 11%+4% | ±12% | 14%+4% | ±14% | 16%+4% | 1/500 | |||
集运指数(欧线)* | ec | 50元/点 | 0.1 | ±16% | 18%+17% | ±19% | 21%+17% | ±21% | 23%+17% | 1/120(最后交易日前第二个交易日至最后交易日) | 合约交割月份最后一个开展期货交易的周一(交易所可以根据国家法定节假日等调整最后交易日) | ||
国际铜* | bc | 5 | 10 | ±7% | 9%+5% | ±10% | 12%+5% | ±12% | 14%+5% | 5/700 | 交割月份的15日(遇法定假日顺延) | ||
20号胶* | nr | 10 | 5 | ±8% | 10%+4% | ±11% | 13%+4% | ±13% | 15%+4% | 10/200 | |||
大连商品交易所 | 大豆一* | a | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | 合约月份第10个交易日 |
大豆二* | b | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 100/1500 | 1000 | ||
玉米 | c | 10 | 1 | ±6% | 7%+3% | ±9% | 11%+3% | ±11% | 13%+3% | 1/5000 | 2000 | ||
玉米淀粉 | cs | 10 | 1 | ±5% | 6%+4% | ±8% | 10%+4% | ±10% | 12%+4% | 1/1500 | 1000 | ||
焦炭 | j | 100 | 0.5 | ±8% | 20%+4% | ±11% | 20%+4% | ±13% | 20%+4% | 10/100 | 500 | ||
聚乙烯 | l | 5 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | ||
豆粕* | m | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/2500 | 1000 | ||
棕榈油* | p | 10 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 1/500 | 1000 | ||
聚氯乙烯 | v | 5 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/2500 | 1000 | ||
焦煤 | jm | 60 | 0.5 | ±8% | 12%+4% | ±11% | 13%+4% | ±13% | 15%+4% | 100/200 | 1000 | ||
豆油* | y | 10 | 2 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | ||
粳米 | rr | 10 | 1 | ±5% | 6%+4% | ±8% | 10%+4% | ±10% | 12%+4% | 1/1000 | 1000 | ||
铁矿石* | i | 100 | 0.5 | ±9% | 11%+4% | ±12% | 14%+4% | ±14% | 16%+4% | 100/2000 | 1000 | ||
聚丙烯 | pp | 5 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | ||
纤维板 | fb | 10立方米/手 | 0.5元/立方米 | ±5% | 10%+5% | ±8% | 10%+5% | ±10% | 12%+5% | 1/200 | 1000 | ||
胶合板 | bb | 500张/手 | 0.05元/张 | ±5% | 40%+10% | ±8% | 40%+10% | ±10% | 40%+10% | 1/20 | 1000 | ||
鲜鸡蛋 | jd | 5 | 1(元/500千克) | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/20 | 300 | 合约月份倒数第4个交易日 | |
生猪 | lh | 16 | 5 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/10(非7月),1/5(7月) | 50 | ||
苯乙烯 | eb | 5 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | ||
乙二醇 | eg | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | ||
液化石油气 | pg | 20 | 1 | ±6% | 7%+5% | ±9% | 11%+5% | ±11% | 13%+5% | 1/500 | 1000 | ||
原木 | lg | 90立方米/手 | 0.5元/立方米 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/60 | 1000 | ||
郑州商品交易所 | 普通小麦 | PM | 50 | 1 | ±7% | 15%+25% | ±10% | 15%+25% | ±13% | 15%+25% | 1/200 | 1000(限价)/200(市价) 【备注(1)】 | 交割月第10个交易日 |
早籼稻 | RI | 20 | 1 | ±7% | 15%+25% | ±10% | 15%+25% | ±13% | 15%+25% | 1/400 | |||
强麦 | WH | 20 | 1 | ±7% | 15%+25% | ±10% | 15%+25% | ±13% | 15%+25% | 1/100 | |||
精对苯二甲酸*(2505-2509除外) | TA | 5 | 2 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 1/5000 | |||
精对苯二甲酸*(2505-2509) | TA | 5 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/5000 | |||
棉花 | CF | 5 | 5 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 8/800 | |||
菜籽油*(2505-2603除外) | OI | 10 | 1 | ±6% | 7%+5% | ±9% | 11%+5% | ±12% | 14%+5% | 1/1000 | |||
菜籽油*(2505-2603) | OI | 10 | 1 | ±8% | 9%+5% | ±11% | 13%+5% | ±14% | 16%+5% | 1/1000 | |||
白糖 | SR | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 1/1000 | |||
玻璃(2505除外) | FG | 20 | 1 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/1000 | |||
玻璃(2505) | FG | 20 | 1 | ±10% | 12%+4% | ±13% | 15%+4% | ±16% | 18%+4% | 1/1000 | |||
油菜籽 | RS | 10 | 1 | ±10% | 20%+20% | ±13% | 20%+20% | ±16% | 20%+20% | 1/500 | |||
菜籽粕*(2505-2603除外) | RM | 10 | 1 | ±6% | 7%+5% | ±9% | 11%+5% | ±12% | 14%+5% | 1/1000 | |||
菜籽粕*(2505-2603) | RM | 10 | 1 | ±8% | 10%+5% | ±11% | 13%+5% | ±14% | 16%+5% | 1/1000 | |||
甲醇 | MA | 10 | 1 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/1000 | |||
烧碱 | SH | 30 | 1 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/100 | |||
对二甲苯(2505-2509除外) | PX | 5 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/2000 | |||
对二甲苯(2505-2509) | PX | 5 | 2 | ±8% | 9%+4% | ±11% | 13%+4% | ±14% | 16%+4% | 1/2000 | |||
粳稻 | JR | 20 | 1 | ±7% | 15%+25% | ±10% | 15%+25% | ±13% | 15%+25% | 1/500 | |||
硅铁 | SF | 5 | 2 | ±8% | 9%+4% | ±11% | 13%+4% | ±14% | 16%+4% | 1/1000 | |||
锰硅 | SM | 5 | 2 | ±8% | 9%+4% | ±11% | 13%+4% | ±14% | 16%+4% | 1/2000 | |||
棉纱 | CY | 5 | 5 | ±4% | 5%+4% | ±7% | 9%+4% | ±10% | 12%+4% | 4/100 | |||
苹果(2503-2505) | AP | 10 | 1 | ±10% | 13%+4% | ±13% | 15%+4% | ±16% | 18%+4% | 1/20 | |||
苹果(2503-2505除外) | AP | 10 | 1 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/20 | |||
尿素 | UR | 20 | 1 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/300 | |||
红枣 | CJ | 5 | 5 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/10 | |||
晚籼稻 | LR | 20 | 1 | ±7% | 15%+25% | ±10% | 15%+25% | ±13% | 15%+25% | 1/500 | |||
短纤 | PF | 5 | 2 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 1/300 | |||
花生* | PK | 5 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/200 | |||
瓶片 | PR | 15 | 2 | ±6% | 7%+5% | ±9% | 11%+5% | ±12% | 14%+5% | 1/200 | |||
纯碱 | SA | 20 | 1 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/800 | |||
动力煤 | ZC | 100 | 0.2 | ±10% | 50%+4% | ±13% | 50%+4% | ±16% | 50%+4% | 200/200 | 交割月第5个交易日 | ||
广州期货交易所 | 工业硅 | si | 5 | 5 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/200 | 1000 | 交割月第10个交易日 |
碳酸锂 | lc | 1 | 20 | ±8% | 10%+6% | ±11% | 13%+6% | ±13% | 15%+6% | 1/300 | |||
多晶硅 | ps | 3 | 5 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 1/300 | |||
中国金融期货交易所 | 沪深300指数 | IF | 300元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 根据交易所通知 | 1/5000 | 20(限价)/10(市价) | 合约到期月份的第三个周五(遇法定假日顺延) | |
上证50指数 | IH | 300元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 根据交易所通知 | 1/1200 | ||||
中证1000指数 | IM | 200元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 根据交易所通知 | 1/1200 | ||||
中证500指数 | IC | 200元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 根据交易所通知 | 1/1200 | ||||
2年期国债 | TS | 200万元(百元净价报价) | 0.002 | ±0.5% | 0.5%+0.5% | 根据交易所通知 | 根据交易所通知 | 1/600 | 50(限价)/30(市价) | 合约到期月份的第二个周五(遇法定假日顺延) | |||
5年期国债 | TF | 100万元(百元净价报价) | 0.005 | ±1.2% | 1.2%+0.8% | 1/600 | |||||||
10年期国债 | T | 100万元(百元净价报价) | 0.005 | ±2% | 2%+1% | 1/1200 | |||||||
30年期国债 | TL | 100万元(百元净价报价) | 0.01 | ±3.5% | 3.5%+1.5% | 1/600 | |||||||
备注:带*期货品种为特定品种,客户交易需符合该品种适当性等相关要求。 | |||||||||||||
备注(1):【根据《郑州商品交易所期货交易管理办法》第二十七条规定,经研究决定,自2023年7月12日起,红枣期货合约交易指令每次最小开仓下单量调整为1手。限价指令每次最大下单量调整为100手,市价指令每次最大下单量调整为20手】;【自2022年2月21日当晚夜盘交易起,动力煤期货市价指令每次最大下单量调整为10手,自2022年3月8日当晚夜盘交易起,动力煤期货合约交易指令每次最小开仓下单量调整为4手,自2022年3月14日当晚夜盘交易时起,客户在动力煤期货合约上单日开仓交易的最大数量为20手】;【根据《郑州商品交易所期货交易细则》第二十六条规定,经研究决定,自2022年5月5日起,普麦期货合约交易指令每次最小开仓下单量调整为10手】;【根据《郑州商品交易所期货交易细则》第二十六条规定,经研究决定,自2022年5月10日起,强麦、早籼稻、粳稻及晚籼稻期货合约交易指令每次最小开仓下单量调整为10手】【自2025年3月10日当晚夜盘交易起,菜粕期货2505、2507、2508、2509、2511及2601合约的交易指令每次最小开仓下单量调整为10手。】 | |||||||||||||
同时适用交易所规定的两种或两种以上交易保证金比例的期货合约,其交易保证金按照规定交易保证金比例中的最高值收取 | |||||||||||||
以上信息仅供参考,如有变化,以交易所或公司通知为准。并不对此表单独出具变更通告。【2025年04月】 |
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