Summary
GFEX set holiday price limits and margins for 5 futures from settlement on 29 September 2026: industrial silicon 10% limit, 12% speculative/11% hedging margin; polysilicon 11%, 15%/15%; lithium carbonate 15%, 17%/16%; platinum and palladium 16%, 18%/18%. After trading resumes on 8 October, from settlement on the first trading day the most-held contract has no one-sided limit move without continuous quotes, the first 3 revert to prior levels; platinum and palladium go to 12% limits and 14% margins. Where current levels differ, the larger or higher applies.
- Timing
- Holiday levels apply from settlement on 29 September 2026 (Tuesday). Post-holiday levels apply after trading resumes on 8 October 2026 (Thursday), from settlement on the first trading day on which each product's most-held contract does not show a one-sided limit move without continuous quotes.
- Applies to
- GFEX industrial silicon, polysilicon, lithium carbonate, platinum and palladium futures contracts; speculative and hedging trading margins and daily price limits.
- Not covered
- The post-holiday reversion date depends on market conditions and is not stated as a calendar date. Where the exchange's currently applied levels differ, the larger limit and higher margin apply, so actual levels may exceed those listed. This historical notice does not establish current rules.
The official Chinese text prevails.
Source excerpts
自2026年9月29日(星期二)结算时起,工业硅期货合约涨跌停板幅度调整为10% ¶4铂、钯期货合约涨跌停板幅度调整为12%,投机交易保证金标准、套期保值交易保证金标准调整为14% ¶4则按两者中幅度大、标准高的执行 ¶22官方中文原文 Official Chinese text
广期所公告〔2026〕55号
各会员单位:
根据《广州期货交易所风险管理办法》,经研究决定,交易所将在2026年国庆节假期休市前后对各品种期货合约涨跌停板幅度和交易保证金标准做如下调整:
自2026年9月29日(星期二)结算时起,工业硅期货合约涨跌停板幅度调整为10%,投机交易保证金标准调整为12%,套期保值交易保证金标准调整为11%;多晶硅期货合约涨跌停板幅度调整为11%,投机交易保证金标准调整为15%,套期保值交易保证金标准调整为15%;碳酸锂期货合约涨跌停板幅度调整为15%,投机交易保证金标准调整为17%,套期保值交易保证金标准调整为16%;铂、钯期货合约涨跌停板幅度调整为16%,投机交易保证金标准、套期保值交易保证金标准调整为18%。 2026年10月8日(星期四)恢复交易后,在各品种期货持仓量最大的合约未出现涨跌停板单边无连续报价的第一个交易日结算时起,工业硅、多晶硅、碳酸锂期货合约涨跌停板幅度、投机交易保证金标准和套期保值交易保证金标准恢复至调整前水平;铂、钯期货合约涨跌停板幅度调整为12%,投机交易保证金标准、套期保值交易保证金标准调整为14%。
表:我所国庆节假期前后各品种期货合约风控参数对比
品种
现行标准
长假期间标准
长假后标准
涨跌停板
交易保证金
涨跌停板
交易保证金
涨跌停板
交易保证金
投机
套保
投机
套保
投机
套保
工业硅 8% 10% 9% 10% 12% 11% 8% 10% 9% 多晶硅 9% 13% 13% 11% 15% 15% 9% 13% 13% 碳酸锂 13% 15% 14% 15% 17% 16% 13% 15% 14% 铂 14% 16% 16% 16% 18% 18% 12% 14% 14% 钯 14% 16% 16% 16% 18% 18% 12% 14% 14% 如遇上述涨跌停板幅度、交易保证金标准与现行执行的涨跌停板幅度、交易保证金标准不同时,则按两者中幅度大、标准高的执行。
特此通知。
广州期货交易所 2026年9月21日