期货保证金

可以依据本模型确定期货保证金的数量，为交易所制定更合理的单个期货合约保证金收取水平提供依据。

Thirdly , the model is applied to confirming the level of receiving futures margin , which helps the Commodity Exchange establish the foundation of taking more reasonable level of receiving futures margin .

指数期货保证金水平是保证指数期货安全有效运行的重要因素。

The index futures margin level is an important factor to ensure the safe and efficient trading of index futures .

基于VaR的期货保证金研究

The Model of Future Margin Based on VaR

第一章，期货保证金法律制度概述。

Section 1 , it researches summary of the legal system of margin .

第7章为我国农产品期货保证金的最佳设定水平研究。

Chapter analyzes the relationship between the futures price with the futures margin level .

基于复合极值理论的股指期货保证金水平的设定

The Method to Set Margin Level of China 's Stock Index Futures Based on Compound Extreme Value Theory

我国指数期货保证金水平设定方法及其实证研究&极值理论的应用

The Method to Set Margin Levels of Index Futures and Its Empirical Study & The Application of EVT

譬如，芝加哥商品交易所集团上调了黄金期货保证金要求&每手黄金期货合约的维持保证金从5500美元上调至7425美元。

For example , the CME Group ( NYSE : CME ) hiked the margin requirements – from $ 5,500 to $ 7,425 .

非结算会员的客户出入金，只能通过非结算会员的期货保证金账户办理。

The debit and credit of the clients of a non-settlement member shall be handled through the deposit account for futures of the non-settlement member .

企业套期保值合约平仓了结时，应结转其占用的保证金，借记“期货保证金？非套保合约”科目，贷记“期货保证金&套保合约”科目。

Whenclosing hedging contracts , the deposimarginst used shall be carried over by debiting into the " futures depositfutures margin-non-hedging contract " title and crediting into the " futures depositfutures margin-hedging contract " title .

企业套期保值合约在交易或交割时发生的手续费，按结算单据列明的金额，借记“递延套保损益”科目，贷记“期货保证金&套保合约”科目。

The service fees occurred during transactions or delivery of hedging contract shall be debited into the " deferred hedging profits and losses " title and credited into the " futures depositfutures margin-hedging contract " title .

股指期货保证金所涵盖的风险应指正常交易状况下所持期货头寸的损益，所以保证金不应被设计成为涵盖极端市场波动的机制。

Stock Index Futures margin should be covered by the risk that normal status under the futures positions held by the profit or losses , the margin should not be designed to cover the extreme volatility of the market mechanism .

介绍了两种面向期权期货的保证金算法&基于情景的SPAN准则算法和基于最终净值的SEC准则算法，给出了这两种保证金都是一致性风险度量的具体证明，对两种算法进行了比较。

The paper introduced two methods on calculating the margins of options and futures , SPAN method and SEC method , presented detail proofs of the coherence of the two methods , and gave a brief comparison between them .

本文以大连商品交易所数据为样本、以VaR（Value-at-Risk）为基础对我国期货市场保证金制度的调节市场风险作用进行了理论和实证分析。

This paper theoretically and empirically analyzes the margin system and its role on adjusting futures market risk based on the data from Dalian Commodity Exchange and VaR ( Value-at-Risk ) method .

基于GARCH-EWMA原理的期货交易保证金随动调整模型

Moving Adjust Model of Margins in Futures Trade Based on GARCH-EWMA Model

文章在极值理论广义帕累托分布（GPD）下，研究了上证以180指数为标的的股指期货的保证金水平，并且与正态分布假设下的保证金水平进行比较。

With the GPD , this paper studies the margin level of the stock index future contract of Shanghai 180 index , and compares with the margin level of hypothesis of normal distribution .

期货交易保证金比较分析

A Comparative Analysis of Futures Contract Margins

期货市场保证金和涨跌停板数量界限及实证研究

The Quantitative Limits of Bail , Ceiling and Floor in the Market of Future Stock and A Case Study

如何确定合理的期货交易保证金是保证我国期货市场持续健康发展的重要组成部分。

And how to calculate rational future margin is a critical part in continuously keeping the future market running healthily .

期货市场保证金调整的市场风险控制作用及制度改革&来自大连商品交易所的实证分析

The Margin Level of Futures Market and Its Role on Controlling Market Risk : An Empirical Analysis of Dalian Commodity Exchange

基于极值理论的我国期货市场保证金设置研究&经流动性风险调整后的优化设置

Study on Setting up Margins of Futures Market in China Based on Extreme Value Theory & Optimization after Adjustment of Liquidity Risk

股指期货的保证金交易制度具有极大的杠杆作用，可以使投资者以较低的成本获得较高的收益。

Margin trading system has great leverage , which make it possible for the investors to gain higher return with a lower cost .

期货交易保证金作为期货合约履约保证，在保障期货市场正常运行过程中发挥了重要作用。

The future margin which is a guarantee of performing the future contract plays very important roll in keeping the future market running healthily .

通过对比我国的保证金制度与国际各大成熟期货市场保证金制度的差异研究，指出我国现行保证金制度存在的不足之处。

Through contrasting the margin system of China futures markets with those of international markets , it points out the shortage of our current margin system .

进一步，我们从保证金设置的基本原则出发，提出了我国期货市场保证金制度改革的若干建议。

Furthermore , the author provides some suggestions on the reform of the margin system in futures market in China , complying with the basic principles in margin level settings .

期货交易保证金之额度经调整时，期货商应通知委托人依受托契约所定期限缴交差额。

When the amount of the margin is adjusted , a Futures Commission Merchant shall notify the principal to pay the difference within the time period provided in the consignment contract .

与现有模型相比，在给定置信水平的前提下，新模型能够更合理的确定股指期货的保证金率，更好的控制风险。

Compared with existing models and given the premise of the confidence level , this new model can determine more reasonably margin rate of stock index futures and control risks better .

股指期货实行保证金制度，使其具有高风险、高收益的特征，再加上我国证券市场处于新兴发展阶段，风险管理和控制显得尤为重要。

With the implementation of the margin system , stock index futures are marked by high risk and high yield . Furthermore , our securities market is in the emerging stage of development , risk management and control is particularly important .

期货经纪公司保证金的一种确定方法

A Method for Futures Broker to Decide Margin

期货市场动态保证金水平设置

Dynamic Margins Setting on Future Markets