为什么我买了一手铁矿空了一手焦炭,只收了焦炭的保证金?——中信建投期货杭州分公司

发布者:中信建投期货杭州分公司 发布时间: 2020-06-03 16:06


      套利组合优惠


有个客户买了一手焦炭期货,又空了一手铁矿期货,但是发现账户里只收取了焦炭的保证金,这是怎么回事?

我们的客户经理去后台帮这位客户查询了一下,发现这位客户的确是多了两手焦炭,空了两手铁矿,而账户中只收取了两手焦炭的保证金。

大连商品交易所有一些跨品种组合有优惠保证金,可查看下列表格:

序列

组合大类

组合品种

1

跨品种

黄大豆1号、豆粕

2

跨品种

豆油、棕榈油

3

跨品种

聚乙烯、聚氯乙烯

4

跨品种

焦炭、焦煤

5

跨品种

胶合板、纤维板

6

跨品种

聚乙烯、聚丙烯

7

跨品种

聚氯乙烯、聚丙烯

8

跨品种

铁矿石、焦煤

9

跨品种

铁矿石、焦煤


若您在交易时做了上述组合的跨品种套利,那么就可以享受大商所的组合保证金优惠,您的持仓保证金按照较高的一边进行收取。

我们来举个例子:假设王先生买了一手铁矿石空了一手焦炭,那么以现在的价格来计算:铁矿目前价格750元/吨,那么一手铁矿的价格是:750*100*13%=9750元;焦炭目前的价格是1900/吨,1900*100*13%=24700元

因为焦炭的保证金更高,在账户中,就会显示只收取了焦炭24700元的手续费,这样一来您的资金占用就减少了。


A customer bought a coke futures, and then empty an iron ore futures, but found that the account only charged the coke margin, what is this?

Our customer manager went to the background to help the customer check, found that the customer is indeed two more coke, empty two iron ore, and the account only collected two coke deposit.

Dalian Commodity Exchange has a number of cross - variety portfolio of preferential margin, you can see the following table


The sequence

Combination of categories:

Combination of varieties

1

Across species

Yellow soybeans1Number, soybean meal

2

Across species

Soybean oil, palm oil

3

Across species

Polyethylene, polyvinyl chloride

4

Across species

Coke, coke coal

5

Across species

Plywood, fiberboard

6

Across species

Polyethylene, polypropylene

7

Across species

PVC, polypropylene

8

Across species

Iron ore, coking coal

9

Across species

Iron ore, coking coal


If you do the above portfolio cross - variety arbitrage trading, then you can enjoy the portfolio margin discount, your position margin in accordance with the higher side of the collection.

For example, let's say Mr. Wang buys iron ore and sells coke at today's prices: the iron ore now costs 750 yuan/Ton, then the price of the primary iron ore is:750 * 100 * 13% = 9750Yuan; The current price of coke is1900yuan/Tons,1900 * 100 * 13% = 24700 yuan.

Since the deposit for coke is higher, it will appear in the account that only 24,700 yuan has been charged for coke, thus reducing your capital utilization.

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