期货生意营业规则
生意营业规则之一 ——品种生意营业规则简表 | |||||||||||||
生意营业所 | 品种 | 代码 | 合约单元(吨/手) | 最小变换价位(元/吨) | 保证金/涨跌限制(一连三板)(±%) | 交割单元/交割月限仓(手) | 限价/市价单笔最大下单(手) | 最后生意营业日 | |||||
正常 | 第一板结算起 | 第二板结算起 | |||||||||||
涨跌幅 | 保证金(生意营业所+公司上浮) | 涨跌幅 | 保证金 | 涨跌幅 | 保证金 | ||||||||
上海期货生意营业所 | 燃料油 | fu | 10 | 1 | ±8% | 10%+4% | ±11% | 13%+4% | ±13% | 15%+4% | 1/500 | 500(限价)/无市价指令 | 交割月前一月的最后一个生意营业日 |
白银 | ag | 15(千克/手) | 1(元/千克) | ±10% | 12%+5% | ±13% | 15%+5% | ±15% | 17%+5% | 2/900 | 交割月份的15日(遇法定沐日顺延) | ||
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) | ±10% | 12%+4% | ±13% | 15%+4% | ±15% | 17%+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(2409) | rb | 10 | 1 | ±7% | 10%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 30/900 | |||
螺纹钢(2410) | rb | 10 | 1 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 30/900 | |||
螺纹钢(2409-2410除外) | rb | 10 | 1 | ±5% | 7%+4% | ±8% | 10%+4% | ±10% | 12%+4% | 30/900 | |||
自然橡胶 | ru | 10 | 5 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+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 | ±8% | 10%+5% | ±11% | 13%+5% | ±13% | 15%+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 | ±10% | 12%+4% | ±13% | 15%+4% | ±15% | 17%+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 | ±8% | 10%+4% | ±11% | 13%+4% | ±13% | 15%+4% | 1/500 | 交割月前一月的最后一个生意营业日 | |
低硫燃料油* | lu | 10 | 1 | ±8% | 10%+4% | ±11% | 13%+4% | ±13% | 15%+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(最后生意营业日前第二个生意营业日至最后生意营业日) | 合约交割月份最后一个开展期货生意营业的周一(生意营业所可以凭证国家法定节沐日等调整最后生意营业日) | ||
国际铜* | bc | 5 | 10 | ±7% | 9%+5% | ±10% | 12%+5% | ±12% | 14%+5% | 5/700 | 交割月份的15日(遇法定沐日顺延) | ||
20号胶* | nr | 10 | 5 | ±6% | 8%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 10/200 | |||
大连商品生意营业所 | 大豆一* | a | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±11% | 13%+4% | 1/1000 | 1000 | 合约月份第10个生意营业日 |
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% | 20%+4% | ±11% | 20%+4% | ±13% | 20%+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 | ±11% | 15%+4% | ±14% | 16%+4% | ±16% | 18%+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 | ||
蟬hiΦ | 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个生意营业日 | |
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 | ±7% | 8%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 1/1000 | 1000 | ||
乙二醇 | eg | 10 | 1 | ±7% | 8%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 1/1000 | 1000 | ||
液化石油气 | pg | 20 | 1 | ±7% | 8%+5% | ±10% | 12%+5% | ±12% | 14%+5% | 1/500 | 1000 | ||
郑州商品生意营业所 | 通俗小麦 | 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个生意营业日 |
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 | |||
精秠uan蕉甲酸* | TA | 5 | 2 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 1/5000 | |||
棉花 | CF | 5 | 5 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 8/800 | |||
菜籽油* | OI | 10 | 1 | ±6% | 7%+5% | ±9% | 11%+5% | ±12% | 14%+5% | 1/1000 | |||
白糖 | SR | 10 | 1 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 1/1000 | |||
玻璃 | 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*(2409除外) | RM | 10 | 1 | ±6% | 7%+5% | ±9% | 11%+5% | ±12% | 14%+5% | 1/1000 | |||
菜籽粕*(2409) | RM | 10 | 1 | ±9% | 13%+5% | ±12% | 14%+5% | ±15% | 17%+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% | 1/50 | |||
对二甲苯 | PX | 5 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/1000 | |||
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(2408-2501除外) | SM | 5 | 2 | ±8% | 9%+4% | ±11% | 13%+4% | ±14% | 16%+4% | 1/2000 | |||
锰硅(2408-2501) | SM | 5 | 2 | ±10% | 12%+4% | ±13% | 15%+4% | ±16% | 18%+4% | 1/2000 | |||
棉纱(2410-2502除外) | CY | 5 | 5 | ±4% | 5%+4% | ±7% | 9%+4% | ±10% | 12%+4% | 4/100 | |||
棉纱(2410-2502) | CY | 5 | 5 | ±6% | 7%+4% | ±9% | 11%+4% | ±12% | 14%+4% | 4/100 | |||
苹果 | AP | 10 | 1 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/20 | |||
尿素(2408-2409除外) | UR | 20 | 1 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/1000 | |||
尿素(2408-2409) | UR | 20 | 1 | ±9% | 10%+4% | ±12% | 14%+4% | ±15% | 17%+4% | 1/1000 | |||
红枣(2409除外) | CJ | 5 | 5 | ±10% | 12%+4% | ±13% | 15%+4% | ±16% | 18%+4% | 1/10 | |||
红枣(2409) | CJ | 5 | 5 | ±12% | 15%+4% | ±15% | 17%+4% | ±18% | 20%+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 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/300 | |||
花生* | PK | 5 | 2 | ±7% | 8%+4% | ±10% | 12%+4% | ±13% | 15%+4% | 1/100 | |||
瓶片 | PR | 15 | 2 | ±7% | 8%+5% | ±10% | 12%+5% | ±13% | 15%+5% | 1/200 | |||
纯碱 | SA | 20 | 1 | ±10% | 12%+4% | ±13% | 15%+4% | ±16% | 18%+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个生意营业日 | ||
广州期货生意营业所 | 工业硅 | si | 5 | 5 | ±7% | 9%+4% | ±10% | 12%+4% | ±12% | 14%+4% | 1/200 | 1000 | 交割月第10个生意营业日 |
碳酸锂 | lc | 1 | 50 | ±10% | 12%+6% | ±13% | 15%+6% | ±15% | 17%+6% | 1/300 | |||
中国金融期货生意营业所 | 沪深300指数 | IF | 300元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 凭证生意营业所通知 | 1/5000 | 20(限价)/10(市价) | 合约到期月份的第三个周五(遇法定沐日顺延) | |
上证50指数 | IH | 300元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 凭证生意营业所通知 | 1/1200 | ||||
中证1000指数 | IM | 200元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 凭证生意营业所通知 | 1/1200 | ||||
中证500指数 | IC | 200元/点 | 0.2 | ±10% | 12%+3% | ±10% | 12%+3% | 凭证生意营业所通知 | 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% | 凭证生意营业所通知 | 凭证生意营业所通知 | 1/600 | 50(限价)/30(市价) | 合约到期月份的第二个周五(遇法定沐日顺延) | |||
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*期货物种为特定品种,客户生意营业需切合gai品种适当性等相关要求。 | |||||||||||||
备注(1):【凭证《郑州商品生意营业所期货生意营业治理措施》第二十七条划定,经研究决议,自2023年7月12日起,红枣期货合约生意营业指令每ci最小开仓下单量调整为1手。限价指令每ci最大下单量调整为100手,市价指令每ci最大下单量调整为20手】;【自2022年2月21日当晚夜盘生意营业起,动力煤期货市价指令每ci最大下单量调整为10手,自2022年3月8日当晚夜盘生意营业起,动力煤期货合约生意营业指令每ci最小开仓下单量调整为4手,自2022年3月14日当晚夜盘生意营业时起,客户在动力煤期货合约上单日开仓生意营业的最大数目为20手】;【凭证《郑州商品生意营业所期货生意营业细则》第二十六条划定,经研究决议,自2022年5月5日起,普麦期货合约生意营业指令每ci最小开仓下单量调整为10手】;【凭证《郑州商品生意营业所期货生意营业细则》第二十六条划定,经研究决议,自2022年5月10日起,强麦、早籼稻、粳稻及晚籼稻期货合约生意营业指令每ci最小开仓下单量调整为10手】【凭证《郑州商品生意营业所期货生意营业治理措施》第二十七条划定,经研究决议,自2023年12月4日当晚夜盘生意营业时起,纯碱期货2401、2402、2403、2404、2405、2406、2407及2408合约生意营业指令每ci最小开仓下单量调整为4手。】【自2023年12月8日起,尿素期货2401、2402、2403、2404及2405合约生意营业指令每ci最小开仓下单量调整为4手。】【自2024年5月16日起,锰硅期货2409合约生意营业指令每ci最小开仓下单量调整为4手。】 | |||||||||||||
同时适用生意营业所划定的两种或两种以上生意营业保证金比例的期货合约,其生意营业保证金an照划定生意营业保证金比例中的最高值收取 | |||||||||||||
以上信息仅供参考,若有转变,以生意营业所或公司通知为准。并差池此表单独出具变换通告。【2024年9月】 |
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