尊敬的客户:
鉴于2024年春节假期即将来临,根据交易所通知及交易所风险控制管理办法,为防范节日期间的市场风险,经公司研究决定,自2024年2月7日(星期三)结算时起,暂对公司客户的交易保证金和涨跌幅进行如下调整:
| 节前 | 春节期间 | 节后 |
交易所 | 数据 品种 | 公司保证金 | 板幅 | 公司保证金 | 板幅 | 公司保证金 | 板幅 |
投机 | 套保 | 投机 | 套保 | 投机 | 套保 |
上海 | 铜 | 13% | 12% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
铝 | 13% | 12% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
锌 | 13% | 12% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
铅 | 13% | 12% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
镍 | 17% | 16% | 10% | 29% | 29% | 13% | 17% | 16% | 10% |
锡 | 17% | 16% | 10% | 29% | 29% | 13% | 17% | 16% | 10% |
丁二烯橡胶 | 17% | 16% | 10% | 27% | 27% | 12% | 17% | 16% | 10% |
黄金 | 13% | 12% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
纸浆 | 13% | 12% | 6% | 21% | 21% | 9% | 13% | 12% | 6% |
白银 | 14% | 13% | 7% | 21% | 21% | 9% | 14% | 13% | 7% |
螺纹 | 11% | 10% | 5% | 17% | 17% | 7% | 11% | 10% | 5% |
氧化铝 | 14% | 13% | 7% | 23% | 23% | 10% | 14% | 13% | 7% |
线材 | 14% | 13% | 7% | 21% | 21% | 9% | 14% | 13% | 7% |
热轧卷板 | 11% | 10% | 5% | 17% | 17% | 7% | 11% | 10% | 5% |
燃料油 | 15% | 14% | 8% | 25% | 25% | 11% | 15% | 14% | 8% |
沥青 | 15% | 14% | 8% | 25% | 25% | 11% | 15% | 14% | 8% |
橡胶 | 13% | 12% | 6% | 21% | 21% | 9% | 13% | 12% | 6% |
不锈钢 | 12% | 11% | 5% | 17% | 17% | 7% | 12% | 11% | 5% |
能源 | 原油 | 17% | 16% | 8% | 25% | 25% | 11% | 17% | 16% | 8% |
20号胶 | 15% | 14% | 6% | 21% | 21% | 9% | 13% | 12% | 6% |
低硫燃料油 | 17% | 16% | 8% | 25% | 25% | 11% | 16% | 15% | 8% |
国际铜 | 15% | 14% | 6% | 19% | 19% | 8% | 13% | 12% | 6% |
集运指数(欧线) | 30% | 30% | 20% | 53% | 53% | 25% | 30% | 30% | 20% |
大连 | 黄大豆 | 13% | 12% | 6% | 19% | 19% | 8% | 12% | 12% | 6% |
豆二 | 13% | 12% | 6% | 19% | 19% | 8% | 12% | 12% | 6% |
胶合板 | 42% | 42% | 5% | 42% | 42% | 5% | 42% | 42% | 5% |
玉米 | 12% | 11% | 6% | 17% | 17% | 7% | 11% | 11% | 6% |
玉米淀粉 | 10% | 10% | 5% | 15% | 15% | 6% | 10% | 10% | 5% |
苯乙烯 | 12% | 12% | 7% | 21% | 21% | 9% | 12% | 12% | 7% |
乙二醇 | 13% | 13% | 7% | 21% | 21% | 9% | 13% | 13% | 7% |
纤维板 | 13% | 13% | 5% | 13% | 13% | 5% | 13% | 13% | 5% |
铁矿石 | 19% | 15% | 11% | 29% | 29% | 13% | 19% | 15% | 11% |
焦炭 | 24% | 19% | 8% | 24% | 23% | 10% | 24% | 19% | 8% |
鸡蛋 | 12% | 11% | 6% | 19% | 19% | 8% | 12% | 12% | 6% |
焦煤 | 24% | 19% | 8% | 24% | 23% | 10% | 24% | 19% | 8% |
聚乙烯 | 12% | 12% | 6% | 19% | 19% | 8% | 11% | 11% | 6% |
生猪 | 14% | 14% | 6% | 19% | 19% | 8% | 13% | 13% | 6% |
豆粕 | 12% | 12% | 6% | 19% | 19% | 8% | 12% | 12% | 6% |
棕榈油 | 12% | 12% | 7% | 21% | 21% | 9% | 12% | 12% | 7% |
液化石油气 | 13% | 13% | 7% | 21% | 21% | 9% | 13% | 13% | 7% |
聚丙烯 | 12% | 12% | 6% | 19% | 19% | 8% | 11% | 11% | 6% |
粳米 | 10% | 9% | 5% | 15% | 15% | 6% | 10% | 10% | 5% |
聚氯乙烯 | 12% | 12% | 6% | 19% | 19% | 8% | 11% | 11% | 6% |
豆油 | 12% | 12% | 6% | 19% | 19% | 8% | 12% | 12% | 6% |
郑州 | 苹果 | 16%;19%(2403至2405) | 9%;10%(2403至2405) | 21% | 9% | 15%;18%(2403至2405) | 9%;10%(2403至2405) |
棉花 | 13%;15%(2403及2405) | 6%;8%(2403及2405) | 21% | 9% | 12%;14%(2403及2405) | 6%;8%(2403及2405) |
红枣 | 17%;20%(2403至2409) | 10%;12%(2403至2409) | 23% | 10%;12%(2403至2409) | 17%;20%(2403至2409) | 10%;12%(2403至2409) |
棉纱 | 13% | 6% | 21% | 9% | 12% | 6% |
玻璃 | 16% | 10% | 23% | 10% | 16% | 10% |
粳稻 | 21% | 14% | 31% | 14% | 21% | 14% |
晚籼稻 | 21% | 14% | 31% | 14% | 21% | 14% |
甲醇 | 12% | 7% | 21% | 9% | 12% | 7% |
烧碱 | 17% | 10% | 23% | 10% | 17% | 10% |
菜籽油 | 14% | 8% | 21% | 9% | 12% | 6% |
短纤 | 13% | 7% | 21% | 9% | 13% | 7% |
花生 | 13% | 7% | 17% | 7% | 13% | 7% |
普麦 | 21% | 14% | 31% | 14% | 21% | 14% |
早籼稻 | 21% | 14% | 31% | 14% | 21% | 14% |
菜籽粕 | 14% | 8% | 21% | 9% | 12% | 6% |
油菜籽 | 23% | 10% | 23% | 10% | 23% | 10% |
纯碱 | 17% | 10% | 23% | 10% | 17% | 10% |
硅铁 | 20% | 10% | 23% | 10% | 14% | 8% |
锰硅 | 20% | 10% | 23% | 10% | 14% | 8% |
对二甲苯 | 17% | 10% | 23% | 10% | 17% | 10% |
白糖 | 12% | 6% | 21% | 9% | 12% | 6% |
PTA | 12% | 6% | 21% | 9% | 12% | 6% |
尿素 | 12%;15%(2403至2405) | 7%;9%(2402至2405) | 21% | 9% | 12%;15%(2403至2405) | 7%;9%(2402至2405) |
强麦 | 18% | 14% | 31% | 14% | 18% | 14% |
动力煤 | 55% | 20% | 55% | 20% | 55% | 20% |
广州 | 工业硅 | 13% | 7% | 21% | 9% | 12% | 11% | 6% |
碳酸锂 | 20% | 13% | 33% | 15% | 18% | 17% | 10% |
如遇上述涨跌停板幅度、交易保证金比例与现行执行的涨跌停板幅度、交易保证金比例不同时,则按两者中幅度大、比例高的执行。
2024年2月19日(星期一)恢复交易后,在各品种持仓量最大的合约未出现涨跌停板单边无连续报价的第一个交易日结算时起,交易保证金比例和涨跌停板幅度调整如下:
黄大豆1号、黄大豆2号品种期货合约投机交易保证金水平调整为12%,涨跌停板幅度和套期保值交易保证金水平恢复至节前标准;玉米品种期货合约投机交易保证金水平调整为11%,涨跌停板幅度和套期保值交易保证金水平恢复至节前标准;粳米品种期货合约套期保值交易保证金水平调整为10%,涨跌停板幅度和投机交易保证金水平恢复至节前标准;
菜粕、菜油期货合约的交易保证金标准调整为12%,涨跌停板幅度调整为6%;硅铁、锰硅期货合约的交易保证金标准调整为14%,涨跌停板幅度调整为8%;
工业硅期货合约涨跌停板幅度调整为6%,投机交易保证金标准调整为12%,套期保值交易保证金标准调整为11%;碳酸锂期货合约涨跌停板幅度调整为10%,投机交易保证金标准调整为18%,套期保值交易保证金标准调整为17%。
其他品种期货合约的交易保证金比例和涨跌停板幅度恢复至调整前水平。请及时关注公司网站首页“交易日历”“交易提示”(http://www.caidaqh.com/)
2024年春节假期将至,且近期国内外形势复杂多变,影响市场运行的不确定性因素较多,请各位客户在节前调整持仓结构,轻仓过节,谨慎运作,理性投资。
财达期货有限公司
2024年2月6日