尊敬的交易者:
2025年春节假期即将来临,为了防范市场风险,现将有关事项通知如下:
一、1月27日(星期一)晚上不进行夜盘交易。2月5日(星期三)当晚恢复夜盘交易。
1月28日(星期二)至2月4日(星期二)休市,2月5日(星期三)起照常开市。1月26日(星期日)、2月8日(星期六)为周末休市。
二、上海期货交易所、上海国际能源交易中心、郑州商品交易所、大连商品交易所、广州期货交易所发布了春节前后相关品种期货合约涨跌停板幅度和交易保证金水平调整的通知。结合交易所保证金调整公告及近日各品种行情波动情况,我司将于1月23日(星期四)结算时起调整部分品种合约公司保证金标准。
三、2025年2月5日(周三)恢复交易后,上期所、能源中心自第一个未出现单边市的交易日收盘结算时起,郑商所、大商所、广期所自品种持仓量最大的合约未出现涨跌停板单边市的第一个交易日结算时起,短纤、瓶片、玻璃、纯碱、红枣、多晶硅品种交易保证金标准和涨跌停板幅度将进行调整,其余涉及保证金调整的品种期货合约的交易保证金标准和涨跌停板幅度将恢复至原有水平。
具体调整情况如下:
交易所 | 品种 | 合约 | 2025年1月23日(星期四)结算时起 | 2025年1月24日(星期五)结算时起 | 2025年2月5日(星期三)结算时起 | |
公司保证金(投机/套保) | 涨跌停板幅度 | 公司保证金(投机/套保) | 涨跌停板幅度 | |||
郑商所 | 对二甲苯 | PX | 21%/21% | 10% | 16%/16% | 7% |
烧碱 | SH | 22%/22% | 10% | 16%/16% | 7% | |
白糖 | SR | 18%/18% | 9% | 14%/14% | 6% | |
棉花 | CF | 18%/18% | 9% | 14%/14% | 6% | |
菜粕 | RM | 19%/19% | 9% | 18%/18% | 6% | |
菜油 | OI | 19%/19% | 9% | 15%/15% | 6% | |
精对苯二甲酸 | TA | 19%/19% | 9% | 15%/15% | 6% | |
甲醇 | MA | 19%/19% | 9% | 17%/17% | 7% | |
尿素 | UR | 18%/18% | 9% | 17%/17% | 7% | |
硅铁 | SF | 19%/19% | 9% | 19%/19% | 8% | |
锰硅 | SM | 19%/19% | 9% | 19%/19% | 8% | |
短纤 | PF | 18%/18% | 9% | 15%/15% | 6% | |
瓶片 | PR | 18%/18% | 9% | 15%/15% | 6% | |
棉纱 | CY | 17%/17% | 7% | 12%/12% | 4% | |
棉纱 | CY2502 | 17%/17% | 7% | 17%/17% | 6% | |
玻璃 | FG | 23%/23% | 10% | 21%/21% | 9% | |
纯碱 | SA | 23%/23% | 10% | 21%/21% | 9% | |
红枣 | CJ | 21%/21% | 10% | 19%/19% | 9% | |
大商所 | 铁矿石 | i | 25%/25% | 12% | 21%/21% | 9% |
焦炭 | j | 28%/22% | 10% | 28%/22% | 8% | |
焦煤 | jm | 21%/21% | 10% | 19%/19% | 8% | |
黄大豆1号 | a | 17%/17% | 8% | 15%/15% | 6% | |
玉米 | c | 16%/16% | 8% | 14%/14% | 6% | |
鸡蛋 | jd | 16%/16% | 8% | 14%/14% | 6% | |
线型低密度聚乙烯 | l | 17%/17% | 8% | 14%/14% | 6% | |
聚丙烯 | pp | 17%/17% | 8% | 14%/14% | 6% | |
聚氯乙烯 | v | 17%/17% | 8% | 14%/14% | 6% | |
黄大豆2号 | b | 19%/19% | 9% | 15%/15% | 6% | |
豆粕 | m | 19%/19% | 9% | 13%/13% | 6% | |
豆油 | y | 19%/19% | 9% | 13%/13% | 6% | |
乙二醇 | eg | 19%/19% | 9% | 16%/16% | 7% | |
苯乙烯 | eb | 19%/19% | 9% | 16%/16% | 7% | |
棕榈油 | p | 21%/21% | 10% | 15%/15% | 7% | |
液化石油气 | pg | 21%/21% | 10% | 16%/16% | 7% | |
玉米淀粉 | cs | 15%/15% | 7% | 12%/12% | 5% | |
粳米 | rr | 23%/23% | 6% | 23%/23% | 5% | |
生猪 | lh | 17%/17% | 8% | 13%/13% | 6% | |
原木 | lg | 17%/17% | 8% | 14%/14% | 6% | |
纤维板 | fb | 25%/25% | 7% | 25%/25% | 5% | |
胶合板 | bb | 100%/100% | 7% | 100%/100% | 5% | |
广期所 | 工业硅 | si | 20%/19% | 9% | 15%/14% | 7% |
多晶硅 | ps | 20%/20% | 9% | 17%/16% | 7% | |
碳酸锂 | lc | 25%/24% | 11% | 23%/22% | 10% | |
上期所 | 铜 | cu | 21%/20% | 10% | 17%/16% | 7% |
铝 | al | 21%/20% | 10% | 17%/16% | 7% | |
锌 | zn | 21%/20% | 10% | 16%/15% | 7% | |
铅 | pb | 21%/20% | 10% | 16%/15% | 7% | |
镍 | ni | 26%/25% | 13% | 23%/22% | 10% | |
锡 | sn | 26%/25% | 13% | 23%/22% | 10% | |
氧化铝 | ao | 26%/25% | 13% | 20%/19% | 10% | |
黄金 | au | 26%/25% | 13% | 22%/21% | 10% | |
白银 | ag | 26%/25% | 13% | 23%/22% | 10% | |
螺纹钢 | rb | 17%/16% | 8% | 13%/12% | 5% | |
热轧卷板 | hc | 17%/16% | 8% | 13%/12% | 5% | |
线材 | wr | 29%/28% | 7% | 29%/28% | 7% | |
不锈钢 | ss | 17%/16% | 8% | 12%/11% | 5% | |
燃料油 | fu | 22%/21% | 10% | 17%/16% | 7% | |
石油沥青 | bu | 22%/21% | 10% | 17%/16% | 7% | |
丁二烯橡胶 | br | 22%/21% | 10% | 17%/16% | 7% | |
天然橡胶 | ru | 20%/19% | 9% | 14%/13% | 6% | |
纸浆 | sp | 19%/18% | 9% | 14%/13% | 6% | |
能源中心 | 国际铜 | bc | 21%/20% | 10% | 17%/16% | 7% |
原油 | sc | 22%/21% | 10% | 18%/17% | 7% | |
低硫燃料油 | lu | 22%/21% | 10% | 17%/16% | 7% | |
20号胶 | nr | 20%/19% | 9% | 14%/13% | 6% | |
集运指数(欧线) | ec | 43%/43% | 20% | 37%/37% | 16% |
按规则规定执行的交易保证金标准和涨跌停板幅度高于上述标准的,仍按原规定执行。
四、节假日期间影响市场运行的不确定性因素较多,请您假期期间加强资金和持仓风险管理,加强账户风险防范。
特此通知。
中信期货有限公司
2025年1月23日