关于做好2021年中秋节期间市场风险控制工作及夜盘交易时间的通知
尊敬的客户：
中秋节假期即将来临，根据各交易所相关通知，现将休市时间、公司保证金及涨跌停板幅度调整通知如下：
1.休市时间：
9月18日（星期六）至9月21日（星期二）为节假日休市，9月22日（星期三）起照常开市。9月17日（星期五）当晚不进行夜盘交易。
2.恢复交易时间：
9月22日（星期三）所有合约集合竞价时间为08:55-09:00。
3.调整保证金及涨跌停板幅度时间:
自2021年9月16日（星期四）起第一个未出现单边市的交易日收盘结算时，公司进行节假日保证金及涨跌停板调整。
4.节后恢复及调整：
2021年9月22日（星期三）恢复交易后，自第一个未出现单边市的交易日收盘结算时，交易保证金比例和涨跌停板幅度调整如下：
郑州期货交易所期货合约的交易保证金标准和涨跌停板幅度恢复至调整前水平，其中纯碱期货2111、2112和2201合约交易保证金标准为17%，涨跌停板幅度为8%；硅铁和锰硅期货2111、2112和2201合约交易保证金标准为16%，涨跌停板幅度为8%。
大连期货交易所铁矿石、豆油、聚乙烯、聚丙烯和聚氯乙烯品种期货合约涨跌停板幅度和交易保证金水平恢复至节前标准；焦煤、焦炭品种期货合约涨跌停板幅度和交易保证金水平维持长假期间标准不变；其他品种期货合约涨跌停板幅度和交易保证金水平维持不变。
其他交易所期货品种各合约的交易保证金比例和涨跌停板幅度恢复至原有水平。
请您关注假日前后各合约交易规则的变化（具体详见公司网站或交易所通知）对您交易风险的影响。
其余未涉事项仍按相关通告及交易规则执行，请各位客户提前做好准备，调整持仓，注意风险防范，谨慎运作，理性投资。
祝：广大客户中秋节愉快！
附件：2021年中秋节期间交易保证金标准和涨跌停板幅度调整情况（能源、中金所不调整）
|
交易所 |
序号 |
品种代码 |
基础保证金 |
|||||
|
合约类别 |
代码 |
交易所（投机） |
公司保证金（投机） |
交易所（过节） |
公司保证金（过节） |
涨跌停板（过节） |
||
|
郑州 |
1 |
菜籽油N |
OI |
7% |
12% |
7% |
12% |
6% |
|
2 |
早籼稻N |
RI |
6% |
11% |
6% |
11% |
5% |
|
|
3 |
强麦N |
WH |
7% |
12% |
7% |
12% |
5% |
|
|
4 |
白糖 |
SR |
7% |
13% |
7% |
13% |
6% |
|
|
6 |
PTA |
TA |
6% |
12% |
8% |
14% |
7% |
|
|
8 |
棉花一号 |
CF |
7% |
12% |
7% |
12% |
6% |
|
|
|
棉花一号 |
CF2111 |
10% |
15% |
10% |
15% |
8% |
|
|
|
棉花一号 |
CF2201 |
10% |
15% |
10% |
15% |
8% |
|
|
10 |
普麦 |
PM |
6% |
10% |
6% |
10% |
5% |
|
|
11 |
玻璃 |
FG |
9% |
16% |
9% |
16% |
7% |
|
|
|
玻璃 |
FG2110-2205 |
15% |
22% |
15% |
22% |
7% |
|
|
12 |
油菜籽 |
RS |
20% |
22% |
20% |
22% |
10% |
|
|
13 |
菜籽粕 |
RM |
7% |
12% |
7% |
12% |
6% |
|
|
15 |
粳稻 |
JR |
6% |
11% |
6% |
11% |
5% |
|
|
16 |
甲醇N |
MA |
8% |
14% |
8% |
14% |
7% |
|
|
18 |
晚籼稻 |
LR |
6% |
11% |
6% |
11% |
5% |
|
|
19 |
硅铁 |
SF |
7% |
13% |
10% |
16% |
8% |
|
|
20 |
锰硅 |
SM |
7% |
13% |
10% |
16% |
8% |
|
|
21 |
新动力煤 |
ZC |
12% |
17% |
12% |
17% |
8% |
|
|
|
新动力煤 |
ZC2110 |
30% |
35% |
30% |
35% |
8% |
|
|
|
新动力煤 |
ZC2111 |
30% |
35% |
30% |
35% |
8% |
|
|
|
新动力煤 |
ZC2112 |
30% |
35% |
30% |
35% |
8% |
|
|
|
新动力煤 |
ZC2201 |
30% |
35% |
30% |
35% |
8% |
|
|
|
新动力煤 |
ZC2202 |
20% |
25% |
30% |
35% |
8% |
|
|
|
新动力煤 |
ZC2203 |
20% |
25% |
30% |
35% |
8% |
|
|
23 |
棉纱 |
CY |
7% |
13% |
7% |
13% |
6% |
|
|
24 |
苹果 |
AP |
8% |
13% |
8% |
13% |
6% |
|
|
25 |
干制红枣 |
CJ |
8% |
13% |
8% |
13% |
7% |
|
|
|
干制红枣 |
CJ2112 |
10% |
15% |
10% |
15% |
7% |
|
|
|
干制红枣 |
CJ2201 |
10% |
15% |
10% |
15% |
7% |
|
|
|
干制红枣 |
CJ2203 |
10% |
15% |
10% |
15% |
7% |
|
|
|
干制红枣 |
CJ2205 |
10% |
15% |
10% |
15% |
7% |
|
|
|
干制红枣 |
CJ2207 |
10% |
15% |
10% |
15% |
7% |
|
|
26 |
尿素 |
UR |
7% |
12% |
7% |
12% |
6% |
|
|
27 |
纯碱 |
SA |
9% |
14% |
12% |
17% |
8% |
|
|
28 |
短纤 |
PF |
7% |
13% |
8% |
14% |
7% |
|
|
29 |
花生 |
PK |
8% |
14% |
8% |
14% |
7% |
|
|
大连 |
30 |
玉米 |
0c |
11% |
15% |
11% |
15% |
7% |
|
32 |
豆粕 |
0m |
8% |
13% |
8% |
13% |
7% |
|
|
34 |
黄大豆 |
0a |
12% |
17% |
12% |
17% |
8% |
|
|
35 |
豆二 |
0b |
9% |
14% |
9% |
14% |
8% |
|
|
36 |
豆油 |
0y |
8% |
14% |
9% |
15% |
8% |
|
|
37 |
聚乙烯 |
0l |
8% |
13% |
9% |
14% |
8% |
|
|
39 |
棕榈油 |
0p |
10% |
16% |
10% |
16% |
8% |
|
|
41 |
聚氯乙烯 |
0v |
8% |
13% |
9% |
14% |
8% |
|
|
43 |
焦炭 |
0j |
15% |
20% |
15% |
20% |
9% |
|
|
|
焦炭 |
j2110 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦炭 |
j2111 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦炭 |
j2112 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦炭 |
j2201 |
20% |
25% |
20% |
25% |
9% |
|
|
44 |
焦煤 |
jm |
15% |
20% |
15% |
20% |
9% |
|
|
|
焦煤 |
jm2110 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦煤 |
jm2111 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦煤 |
jm2112 |
20% |
25% |
20% |
25% |
9% |
|
|
|
焦煤 |
jm2201 |
20% |
25% |
20% |
25% |
9% |
|
|
45 |
铁矿石 |
0i |
12% |
18% |
13% |
19% |
11% |
|
|
47 |
鸡蛋 |
jd |
9% |
13% |
9% |
13% |
8% |
|
|
48 |
胶合板 |
bb |
40% |
42% |
40% |
42% |
5% |
|
|
49 |
纤维板 |
fb |
10% |
15% |
10% |
15% |
5% |
|
|
50 |
聚丙烯 |
pp |
8% |
13% |
9% |
14% |
8% |
|
|
52 |
玉米淀粉 |
cs |
7% |
11% |
7% |
11% |
6% |
|
|
53 |
粳米 |
rr |
6% |
11% |
6% |
11% |
5% |
|
|
54 |
苯乙烯 |
eb |
12% |
17% |
12% |
17% |
10% |
|
|
55 |
乙二醇 |
eg |
11% |
17% |
11% |
17% |
8% |
|
|
56 |
液化石油气 |
pg |
11% |
18% |
11% |
18% |
8% |
|
|
58 |
生猪 |
lh |
15% |
20% |
15% |
20% |
8% |
|
|
上海 |
59 |
铝 |
al |
10% |
16% |
12% |
18% |
10% |
|
61 |
锌 |
zn |
10% |
16% |
10% |
16% |
8% |
|
|
63 |
黄金 |
au |
8% |
15% |
8% |
15% |
6% |
|
|
65 |
线材 |
wr |
10% |
16% |
12% |
18% |
10% |
|
|
66 |
铅 |
pb |
10% |
16% |
10% |
16% |
8% |
|
|
67 |
橡胶 |
ru |
10% |
16% |
10% |
16% |
8% |
|
|
69 |
螺纹 |
rb |
10% |
17% |
12% |
19% |
10% |
|
|
70 |
铜 |
cu |
10% |
16% |
10% |
16% |
8% |
|
|
72 |
白银 |
ag |
12% |
19% |
12% |
19% |
10% |
|
|
73 |
沥青 |
bu |
10% |
16% |
10% |
16% |
8% |
|
|
74 |
热轧卷板 |
hc |
10% |
17% |
12% |
19% |
10% |
|
|
75 |
镍 |
ni |
10% |
16% |
10% |
16% |
8% |
|
|
76 |
锡 |
sn |
10% |
16% |
10% |
16% |
8% |
|
|
77 |
燃料油 |
fu |
10% |
16% |
10% |
16% |
8% |
|
|
78 |
不锈钢 |
ss |
9% |
15% |
11% |
17% |
9% |
|
|
79 |
漂针浆 |
sp |
9% |
14% |
11% |
16% |
9% |
|
物产中大期货有限公司
2021年9月15日
