期货交易保证金一览表(2026.3.11)
核心内容
本文档提供了2026年3月11日各期货交易所主要品种的保证金信息,包括最小变动价位、合约乘数、保证金率(投机与套保)、涨跌停板、结算价以及每手保证金金额。数据为每日更新,用于帮助投资者了解交易所需资金准备情况。
主要观点
- 保证金率差异:不同品种的保证金率存在显著差异,主要取决于品种的流动性、波动性及市场风险。
- 投机与套保保证金率不同:多数品种的投机保证金率高于套保保证金率,表明套保交易相对风险较低,所需资金较少。
- 每手保证金金额:每手保证金金额由结算价、保证金率及合约乘数共同决定,需根据具体品种计算。
- 风险提示:实际交易中保证金金额可能因市场波动、持仓量、临近交割月、涨跌停板等因素而有所变动。
关键信息汇总
上期所(上海期货交易所)
| 品种 |
代码 |
最小变动价位 |
合约乘数 |
保证金率(投机) |
保证金率(套保) |
涨跌停板 |
结算价 |
每手保证金(约) |
| 铜 |
CU2605 |
10 |
5 |
17% |
16% |
10% |
101370 |
86164.5 |
| 铝 |
AL2605 |
5 |
5 |
16% |
15% |
10% |
24770 |
19816 |
| 锌 |
ZN2605 |
5 |
5 |
17% |
16% |
10% |
24445 |
20778.25 |
| 铅 |
PB2605 |
5 |
5 |
17% |
16% |
10% |
16720 |
14212 |
| 镍 |
NI2605 |
10 |
1 |
19% |
18% |
12% |
138110 |
26240.9 |
| 锡 |
SN2605 |
10 |
1 |
19% |
18% |
12% |
396240 |
75285.6 |
| 金 |
AU2605 |
0.02 |
1000 |
27% |
26% |
17% |
1146.2 |
309474 |
| 银 |
AG2605 |
1 |
15 |
30% |
29% |
20% |
22244 |
100098 |
| 螺纹 |
RB2605 |
1 |
10 |
14% |
13% |
7% |
3106 |
4348.4 |
| 热卷 |
HC2605 |
1 |
10 |
14% |
13% |
7% |
3260 |
4564 |
| 不锈钢 |
SS2605 |
5 |
5 |
15% |
14% |
8% |
14240 |
10680 |
| 燃油 |
FU2605 |
1 |
10 |
27% |
26% |
20% |
4539 |
12255.3 |
| 沥青 |
BU2605 |
1 |
10 |
19% |
18% |
12% |
3828 |
7273.2 |
| 橡胶 |
RU2605 |
5 |
10 |
15% |
14% |
9% |
16905 |
25357.5 |
| 氧化铝 |
AO2605 |
1 |
20 |
16% |
15% |
10% |
2847 |
9110.4 |
| 纸浆 |
SP2605 |
2 |
10 |
14% |
13% |
7% |
5276 |
7386.4 |
| 胶版印刷纸 |
OP2605 |
2 |
40 |
14% |
13% |
7% |
4148 |
23228.8 |
| 铸造铝合金 |
AD2605 |
5 |
10 |
14% |
13% |
8% |
23540 |
32956 |
| 线材 |
WR2605 |
1 |
10 |
30% |
29% |
8% |
3347 |
10041 |
| 合成橡胶 |
BR2605 |
5 |
5 |
19% |
18% |
12% |
14635 |
13903.25 |
大商所(大连商品交易所)
| 品种 |
代码 |
最小变动价位 |
合约乘数 |
保证金率(投机) |
保证金率(套保) |
涨跌停板 |
结算价 |
每手保证金(约) |
| 豆粕 |
M2605 |
1 |
10 |
11% |
6% |
6% |
2962 |
3258.2 |
| 豆油 |
Y2605 |
2 |
10 |
11% |
6% |
6% |
8512 |
9363.2 |
| 豆一 |
A2605 |
1 |
10 |
11% |
6% |
6% |
4763 |
5239.3 |
| 豆二 |
B2605 |
1 |
10 |
11% |
6% |
6% |
3740 |
4114 |
| 棕榈油 |
P2605 |
2 |
10 |
13% |
7% |
5% |
9478 |
12321.4 |
| 玉米 |
C2605 |
1 |
10 |
11% |
6% |
6% |
2383 |
2621.3 |
| 淀粉 |
CS2605 |
1 |
10 |
10% |
5% |
5% |
2705 |
2705 |
| 粳米 |
RR2605 |
1 |
10 |
9% |
5% |
5% |
3566 |
3209.4 |
| 鸡蛋 |
JD2605 |
1 |
10 |
11% |
6% |
6% |
3416 |
3757.6 |
| 塑料 |
L2605 |
1 |
5 |
16% |
9% |
9% |
7980 |
6384 |
| PVC |
V2605 |
1 |
5 |
16% |
9% |
9% |
5274 |
4219.2 |
| 乙二醇 |
EG2605 |
1 |
10 |
18% |
11% |
11% |
4376 |
7876.8 |
| 焦炭 |
J2605 |
0.5 |
100 |
28% |
23% |
8% |
1705.5 |
47754 |
| 焦煤 |
JM2605 |
0.5 |
60 |
20% |
10% |
10% |
1138 |
13656 |
| 铁矿石 |
I2605 |
0.5 |
100 |
17% |
9% |
9% |
780.5 |
13268.5 |
| 液化石油气 |
PG2605 |
1 |
20 |
19% |
11% |
11% |
5281 |
20067.8 |
| 纤维板 |
FB2605 |
0.5 |
10 |
17% |
5% |
5% |
1268.5 |
2156.45 |
| 原木 |
LG2605 |
0.5 |
90 |
13% |
6% |
6% |
790 |
9243 |
| 胶合板 |
BB2605 |
0.05 |
500 |
35% |
5% |
5% |
147.95 |
25891.25 |
| 生猪 |
LH2605 |
5 |
16 |
13% |
6% |
6% |
11195 |
23285.6 |
| 纯苯 |
bz2605 |
1 |
30 |
19% |
12% |
12% |
8104 |
46192.8 |
郑商所(郑州商品交易所)
| 品种 |
代码 |
最小变动价位 |
合约乘数 |
保证金率(投机) |
保证金率(套保) |
涨跌停板 |
结算价 |
每手保证金(约) |
| 白糖 |
SR605 |
1 |
10 |
10% |
5% |
5% |
5410 |
5410 |
| 棉花 |
CF605 |
5 |
5 |
11% |
8% |
8% |
15285 |
8406.75 |
| 动力煤 |
ZC605 |
0.2 |
100 |
60% |
10% |
10% |
801.4 |
48084 |
| 玻璃 |
FG605 |
1 |
20 |
15% |
9% |
9% |
1081 |
3243 |
| PTA |
TA605 |
2 |
5 |
16% |
10% |
10% |
6378 |
5102.4 |
| 甲醇 |
MA605 |
1 |
10 |
20% |
14% |
14% |
2599 |
5198 |
| 尿素 |
UR605 |
1 |
20 |
12% |
7% |
7% |
1847 |
4432.8 |
| 纯碱 |
SA605 |
1 |
20 |
14% |
8% |
8% |
1245 |
3486 |
| 菜籽油 |
OI605 |
1 |
10 |
12% |
6% |
6% |
9804 |
11764.8 |
| 菜粕 |
RM605 |
1 |
10 |
12% |
6% |
6% |
2402 |
2882.4 |
| 硅铁 |
SF605 |
2 |
5 |
14% |
7% |
7% |
5864 |
4104.8 |
| 锰硅 |
SM605 |
2 |
5 |
14% |
7% |
7% |
6088 |
4261.6 |
| 苹果 |
AP605 |
1 |
10 |
15% |
9% |
9% |
10315 |
15472.5 |
| 红枣 |
CJ605 |
5 |
5 |
14% |
8% |
8% |
8950 |
6265 |
| 短纤 |
PF605 |
2 |
5 |
16% |
10% |
10% |
7796 |
6236.8 |
| 花生 |
PK605 |
2 |
5 |
11% |
6% |
6% |
7972 |
4384.6 |
| 烧碱 |
SH605 |
1 |
30 |
13% |
7% |
7% |
2303 |
8981.7 |
| 对二甲苯 |
PX605 |
2 |
5 |
17% |
10% |
10% |
9058 |
7699.3 |
| 瓶片 |
PR605 |
2 |
15 |
17% |
10% |
10% |
7324 |
18676.2 |
| 棉纱 |
CY605 |
5 |
5 |
9% |
4% |
4% |
21260 |
9567 |
广期所(广州期货交易所)
| 品种 |
代码 |
最小变动价位 |
合约乘数 |
保证金率(投机) |
保证金率(套保) |
涨跌停板 |
结算价 |
每手保证金(约) |
| 碳酸锂 |
LC2605 |
20 |
1 |
23% |
22% |
16% |
163440 |
37591.2 |
| 工业硅 |
SI2605 |
5 |
5 |
14% |
13% |
8% |
8610 |
6027 |
| 多晶硅 |
ps2605 |
5 |
3 |
20% |
9% |
9% |
42790 |
25674 |
| 铂 |
pt2606 |
0.05 |
1000 |
30% |
20% |
20% |
566.6 |
169980 |
| �钯 |
pd2606 |
0.05 |
1000 |
30% |
20% |
20% |
424.55 |
127365 |
中金所(中国金融期货交易所)
| 品种 |
代码 |
最小变动价位 |
合约乘数 |
保证金率(投机) |
保证金率(套保) |
涨跌停板 |
结算价 |
每手保证金(约) |
| 沪深300 |
IF2603 |
0.2 |
300 |
14% |
10% |
10% |
4665.2 |
195938.4 |
| 上证50 |
IH2603 |
0.2 |
300 |
14% |
10% |
10% |
2982.4 |
125260.8 |
| 中证500 |
IC2603 |
0.2 |
200 |
14% |
10% |
10% |
8385 |
234780 |
| 中证1000 |
IM2603 |
0.2 |
200 |
15% |
10% |
10% |
8308.4 |
249252 |
| 2年期国债 |
TS2606 |
0.002 |
20000 |
1.0% |
0.5% |
0.5% |
102.46 |
20492 |
| 5年期国债 |
TF2606 |
0.005 |
10000 |
2.2% |
1.2% |
1.2% |
105.975 |
23314.5 |
| 10年期国债 |
T2606 |
0.005 |
10000 |
3.0% |
2.0% |
2.0% |
108.3 |
32490 |
| 30年期国债 |
TL2606 |
0.01 |
10000 |
5.5% |
3.5% |
3.5% |
111.46 |
61303 |
重要提示
- 保证金金额为估算值,实际交易中以交易所实时结算价为准。
- 保证金率可能因市场情况、持仓量、临近交割月等因素发生变化,投资者需关注实时调整。