品种 |
豆一 |
豆二 |
豆粕 |
豆油 |
棕榈油 |
玉米 |
聚乙烯 |
聚氯乙烯 |
焦炭 |
焦煤 |
铁矿石 |
鸡蛋 |
纤维板 |
胶合板 |
聚丙烯 |
玉米淀粉 |
乙二醇 |
粳米 |
苯乙烯 | 液化石油气 | 生猪 | ||
交易保证金比例(投机) |
12% |
9% |
10% |
9% |
12% |
12% |
11% |
11% |
20% |
20% |
13% |
9% |
10% |
40% |
11% |
9% |
12% |
6% |
12% |
13% |
15% | ||
交易保证金比例(套保) | 8% |
8% |
8% |
8% |
10% |
8% |
8% |
8% |
15% |
15% |
11% |
8% |
10% |
40% |
8% |
7% |
10% |
5% |
10% |
11% |
8% | ||
涨跌停板幅度(上一交易日结算价比例) |
已上市合约 |
8% |
8% |
8% |
8% |
10% |
8% |
8% |
8% |
15% |
15% |
11% |
8% |
5% |
5% |
8% |
7% |
10% |
5% |
10% |
11% |
8% | |
新上市合约 |
16% |
16% |
16% |
16% |
20% |
16% |
16% |
16% |
30% |
30% |
22% |
16% |
10% |
10% |
16% |
14% |
20% |
10% |
20% |
22% |
16% | ||
交割月合约 |
8% |
8% |
8% |
8% |
10% |
8% |
8% |
8% |
15% |
15% |
11% |
8% |
6% |
6% |
8% |
7% |
10% |
6% |
10% |
11% |
8% | ||
连续同方向涨跌停板单边无连续报价行情时的交易保证金和涨跌停板幅度(非交割月份) |
第N日 |
交易时保证金(投机) |
12% |
9% |
10% |
9% |
12% |
12% |
11% |
11% |
20% |
20% |
13% |
9% |
10% |
40% |
11% |
9% |
12% |
6% |
12% |
13% |
15% |
交易时保证金(套保) |
8% |
8% |
8% |
8% |
10% |
8% |
8% |
8% |
15% |
15% |
11% |
8% |
10% |
40% |
8% |
7% |
10% |
5% |
10% |
11% |
8% | ||
结算时保证金(投机/套保) |
13% |
13% |
13% |
13% |
15% |
13% |
13% |
13% |
20% |
20% |
16% |
13% |
10% |
40% |
13% |
12% |
15% |
10% |
15% |
16% |
15%/13% | ||
涨跌停板幅度 |
8% |
8% |
8% |
8% |
10% |
8% |
8% |
8% |
15% |
15% |
11% |
8% |
5% |
5% |
8% |
7% |
10% |
5% |
10% |
11% |
8% | ||
第N+1日 |
交易时保证金(投机/套保) |
13% |
13% |
13% |
13% |
15% |
13% |
13% |
13% |
20% |
20% |
16% |
13% |
10% |
40% |
13% |
12% |
15% |
10% |
15% |
16% |
15%/13% | |
结算时保证金(投机/套保) |
15% |
15% |
15% |
15% |
17% |
15% |
15% |
15% |
22% |
22% |
18% |
15% |
12% |
40% |
15% |
14% |
17% |
12% |
17% |
18% |
15% | ||
涨跌停板幅度 |
11% |
11% |
11% |
11% |
13% |
11% |
11% |
11% |
18% |
18% |
14% |
11% |
8% |
8% |
11% |
10% |
13% |
8% |
13% |
14% |
11% | ||
第N+2日 |
交易时保证金(投机/套保) |
15% |
15% |
15% |
15% |
17% |
15% |
15% |
15% |
22% |
22% |
18% |
15% |
12% |
40% |
15% |
14% |
17% |
12% |
17% |
18% |
15% | |
涨跌停板幅度 |
13% |
13% |
13% |
13% |
15% |
13% |
13% |
13% |
20% |
20% |
16% |
13% |
10% |
10% |
13% |
12% |
15% |
10% |
15% |
16% |
13% | ||
交易限额 |
各合约:5000手 |
c2207/c2209:10000手 |
各合约:50手 |
各合约:50手 |
各合约:2000手 |
各合约:4000手 |
品种:500手 | ||||||||||||||||
交易手续费(元/手) |
合约规定 |
2 |
1 |
1.5 |
2.5 |
2.5 |
1.2 |
1 |
1 |
成交金额的万分之1 |
成交金额的万分之1 |
成交金额的万分之1(2204、2205为万分之2) |
成交金额的万分之1.5 |
成交金额的万分之1 |
成交金额的万分之1 |
1 |
1.5 |
3 |
1 |
3 |
6 | 成交金额的万分之2 | |
当日先开仓后平仓 |
2(2207为4) |
1(2204、2205为2) |
1.5(2205为2) |
2.5(2205为7.5) |
2.5(2205为10) |
1.2 |
1 |
1 |
成交金额的万分之1.4;2205合约万分之4 |
成交金额的万分之1.4;2205合约万分之4 |
成交金额的万分之1(2204、2205为万分之4) |
成交金额的万分之1.5 |
成交金额的万分之1 |
成交金额的万分之1 |
1 |
1.5 |
3 |
1 |
3 | 6(2203为10,2204、2205为12) | 成交金额 的万分之4 | ||
交割手续费(元/吨,纤维板为为元/立方米,胶合板为元/张) |
4 |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
1 |
1 |
0.5 |
1 |
0.2 |
0.01 |
2 |
1 |
1 |
1 |
1 | 1 | 1 | ||
最大下单手数(手) |
1000 |
1000 |
1000 |
1000 |
1000 |
2000 |
1000 |
1000 |
500 |
1000 |
1000 |
300 |
1000 |
1000 |
1000 |
1000 |
1000 |
1000 |
1000 | 1000 | 50 | ||
注:根据《大连商品交易所风险管理办法》第十条规定,对同时满足本办法有关调整交易保证金规定的合约,其交易保证金按照规定交易保证金数值中的较大值收取;如遇到法定节假日休市时间较长时,对于连续三个交易日涨跌停板单边无连续报价的合约的交易保证金率和涨跌停板率将根据休市期间调整交易保证金和涨跌停板的通知规定执行。