尊敬的投資者:
2022年春節(jié)休市時(shí)間為2022年1月31日(星期一)至2月6日(星期日),1月29日(星期六)、1月30日(星期日)為周末休市,1月28日(星期五)晚無夜盤,2月7日(星期一)起照常開市,所有期貨、期權(quán)合約集合競價(jià)時(shí)間為8:55-9:00,并于當(dāng)晚恢復(fù)連續(xù)交易。
為了防范市場風(fēng)險(xiǎn),經(jīng)公司研究決定,自2022年1月26日(星期三)結(jié)算時(shí)起,對公司保證金做出如下調(diào)整:
交易所 |
品種 |
代碼 |
漲跌停板幅度 |
公司保證金 |
||||
調(diào)整前標(biāo)準(zhǔn) |
長假期間標(biāo)準(zhǔn) |
長假后標(biāo)準(zhǔn) |
調(diào)整前標(biāo)準(zhǔn) |
長假期間標(biāo)準(zhǔn) |
長假后標(biāo)準(zhǔn) |
|||
鄭 |
普麥 |
PM |
5% |
5% |
5% |
8% |
13% |
8% |
粳稻 |
JR |
5% |
5% |
5% |
8% |
13% |
8% |
|
白糖 |
SR |
6% |
9% |
6% |
12% |
21% |
12% |
|
早秈稻 |
RI |
5% |
5% |
5% |
8% |
13% |
8% |
|
晚稻 |
LR |
5% |
5% |
5% |
8% |
13% |
8% |
|
尿素 |
UR |
6% |
10% |
6% |
12% |
23% |
12% |
|
尿素(2203-2205) |
UR |
9% |
10% |
9% |
20% |
23% |
20% |
|
純堿 |
SA |
8% |
10% |
8% |
14% |
23% |
14% |
|
短纖 |
PF |
7% |
9% |
7% |
12% |
21% |
12% |
|
PTA |
TA |
6% |
9% |
6% |
11% |
21% |
11% |
|
菜粕 |
RM |
7% |
9% |
7% |
13% |
21% |
13% |
|
菜油 |
OI |
7% |
9% |
7% |
12% |
21% |
12% |
|
玻璃 |
FG |
8% |
10% |
8% |
13% |
23% |
13% |
|
玻璃(2202-2205) |
FG |
10% |
10% |
10% |
19% |
23% |
19% |
|
紅棗 |
CJ |
10% |
10% |
10% |
16% |
23% |
16% |
|
紅棗(2203-2209) |
CJ |
10% |
10% |
10% |
22% |
23% |
22% |
|
甲醇 |
MA |
7% |
10% |
7% |
12% |
23% |
12% |
|
甲醇(2202-2205) |
MA |
9% |
10% |
9% |
14% |
23% |
14% |
|
棉紗 |
CY |
6% |
10% |
6% |
11% |
23% |
11% |
|
棉紗(2202-2210) |
CY |
9% |
10% |
9% |
14% |
23% |
14% |
|
棉花 |
CF |
6% |
10% |
6% |
11% |
23% |
11% |
|
棉花(2203-2209) |
CF |
9% |
10% |
9% |
14% |
23% |
14% |
|
蘋果 |
AP |
6% |
10% |
6% |
13% |
23% |
13% |
|
蘋果(2203-2205) |
AP |
9% |
10% |
9% |
20% |
23% |
20% |
|
錳硅 |
SM |
10% |
10% |
10% |
17% |
23% |
17% |
|
硅鐵 |
SF |
10% |
10% |
10% |
17% |
23% |
17% |
|
動力煤 |
ZC |
10% |
10% |
10% |
16% |
23% |
16% |
|
動力煤(2202-2205) |
ZC |
10% |
10% |
10% |
44% |
44% |
44% |
|
動力煤(2206-2301) |
ZC |
10% |
10% |
10% |
34% |
34% |
34% |
|
花生 |
PK |
7% |
9% |
7% |
12% |
21% |
12% |
|
強(qiáng)麥 |
WH |
5% |
9% |
5% |
10% |
21% |
10% |
|
菜籽 |
RS |
10% |
10% |
10% |
22% |
23% |
22% |
|
大 |
玉米 |
c |
7% |
7% |
7% |
15% |
17% |
15% |
玉米淀粉 |
cs |
6% |
7% |
6% |
11% |
17% |
11% |
|
粳米 |
rr |
5% |
5% |
5% |
9% |
13% |
9% |
|
豆油 |
y |
7% |
8% |
7% |
12% |
19% |
12% |
|
棕櫚油 |
p |
8% |
9% |
8% |
14% |
21% |
14% |
|
大豆1 |
a |
8% |
8% |
8% |
16% |
19% |
16% |
|
大豆2 |
b |
8% |
8% |
8% |
11% |
19% |
11% |
|
豆粕 |
m |
7% |
8% |
7% |
13% |
19% |
13% |
|
聚氯乙烯 |
v |
7% |
10% |
7% |
14% |
23% |
14% |
|
聚乙烯 |
l |
7% |
10% |
7% |
14% |
23% |
14% |
|
聚丙烯 |
pp |
7% |
10% |
7% |
14% |
23% |
14% |
|
苯乙烯 |
eb |
10% |
10% |
10% |
16% |
23% |
16% |
|
乙二醇 |
eg |
8% |
10% |
8% |
15% |
23% |
15% |
|
液化石油氣 |
pg |
8% |
10% |
8% |
15% |
23% |
15% |
|
生豬 |
lh |
8% |
10% |
8% |
19% |
23% |
19% |
|
雞蛋 |
jd |
8% |
8% |
8% |
13% |
19% |
13% |
|
鐵礦石 |
i |
10% |
11% |
10% |
16% |
25% |
16% |
|
焦炭 |
j |
15% |
15% |
15% |
24% |
33% |
24% |
|
焦煤 |
jm |
15% |
15% |
15% |
24% |
33% |
24% |
|
纖維板 |
fb |
5% |
5% |
5% |
14% |
14% |
14% |
|
膠合板 |
bb |
5% |
5% |
5% |
41% |
41% |
41% |
|
上 |
黃金 |
au |
6% |
8% |
6% |
12% |
19% |
12% |
白銀 |
ag |
10% |
12% |
10% |
16% |
27% |
16% |
|
銅 |
cu |
8% |
10% |
8% |
14% |
23% |
14% |
|
鋁 |
al |
8% |
10% |
8% |
14% |
23% |
14% |
|
鉛 |
pb |
8% |
10% |
8% |
14% |
23% |
14% |
|
鋅 |
zn |
8% |
10% |
8% |
14% |
23% |
14% |
|
錫 |
sn |
12% |
12% |
12% |
18% |
27% |
18% |
|
鎳 |
ni |
12% |
12% |
12% |
18% |
27% |
18% |
|
漂針漿 |
sp |
7% |
9% |
7% |
14% |
21% |
14% |
|
熱軋卷板 |
hc |
8% |
10% |
8% |
15% |
23% |
15% |
|
不銹鋼 |
ss |
12% |
12% |
12% |
19% |
27% |
19% |
|
石油瀝青 |
bu |
8% |
10% |
8% |
14% |
23% |
14% |
|
燃料油 |
fu |
8% |
10% |
8% |
15% |
23% |
15% |
|
線材 |
wr |
8% |
10% |
8% |
12% |
23% |
12% |
|
天然橡膠 |
ru |
8% |
10% |
8% |
14% |
23% |
14% |
|
螺紋鋼 |
rb |
8% |
10% |
8% |
14% |
23% |
14% |
|
能源 |
原油 |
sc |
8% |
10% |
8% |
15% |
23% |
15% |
低硫燃料油 |
lu |
8% |
10% |
8% |
14% |
23% |
14% |
|
20號膠 |
nr |
8% |
10% |
8% |
14% |
23% |
14% |
|
國際銅 |
bc |
8% |
10% |
8% |
14% |
23% |
14% |
|
中金所 |
滬深300指數(shù) |
IF |
10% |
16% |
||||
上證50指數(shù) |
IH |
10% |
16% |
|||||
中證500指數(shù) |
IC |
10% |
18% |
|||||
2年期國債 |
TS |
0.5% |
1% |
|||||
5年期國債 |
TF |
1.2% |
2% |
|||||
10年期國債 |
T |
2% |
3% |
注:各期權(quán)合約保證金比例及漲跌停板幅度同標(biāo)的期貨合約。如遇上述交易保證金比例、漲跌停板幅度與現(xiàn)行規(guī)則不同時(shí),則按兩者中比例高、幅度大的執(zhí)行。
2022年2月7日恢復(fù)交易后,上期所、能源中心自第一個未出現(xiàn)單邊市的交易日收盤結(jié)算時(shí)起,所有品種期貨合約的交易保證金比例和下一交易日漲跌停板幅度恢復(fù)至調(diào)整前水平。大商所自各品種持倉量最大的合約未出現(xiàn)漲跌停板單邊無連續(xù)報(bào)價(jià)的第一個交易日結(jié)算時(shí)起,所有品種期貨合約的交易保證金水平和下一交易日漲跌停板幅度恢復(fù)至調(diào)整前標(biāo)準(zhǔn)。鄭商所自品種持倉量最大的合約未出現(xiàn)漲跌停板單邊市的第一個交易日結(jié)算時(shí)起,所有品種期貨各合約的交易保證金標(biāo)準(zhǔn)和下一交易日漲跌停板幅度恢復(fù)至調(diào)整前水平。
請各位投資者密切關(guān)注市場變化,控制持倉風(fēng)險(xiǎn),謹(jǐn)慎交易,理性投資。
和合期貨有限公司
2022年1月26日