關(guān)于2024年中秋節(jié)期間調(diào)整部分期貨合約交易保證金標(biāo)準(zhǔn)和漲跌停板幅度的通知
鄭商函〔2024〕604號
各會員單位：
根據(jù)《鄭州商品交易所期貨交易風(fēng)險控制管理辦法》第八條規(guī)定，經(jīng)研究決定，對2024年中秋節(jié)期間部分期貨合約交易保證金標(biāo)準(zhǔn)和漲跌停板幅度作出如下調(diào)整：
一、自2024年9月12日結(jié)算時起，菜粕和菜油期貨合約的交易保證金標(biāo)準(zhǔn)為10%，漲跌停板幅度為9%；白糖、棉花和PTA期貨合約的交易保證金標(biāo)準(zhǔn)為8%，漲跌停板幅度為7%。
二、2024年9月18日恢復(fù)交易后，自品種持倉量最大的合約未出現(xiàn)漲跌停板單邊市的第一個交易日結(jié)算時起，菜粕期貨2411及2501合約、菜油期貨2411及2501合約、錳硅期貨2410、2411、2412及2501合約的交易保證金標(biāo)準(zhǔn)為10%，漲跌停板幅度為9%；其他品種期貨合約的交易保證金標(biāo)準(zhǔn)和漲跌停板幅度恢復(fù)至調(diào)整前水平。
按規(guī)則規(guī)定執(zhí)行的交易保證金標(biāo)準(zhǔn)和漲跌停板幅度高于上述標(biāo)準(zhǔn)的，仍按相關(guān)規(guī)定執(zhí)行。
請各會員單位加強(qiáng)資金和持倉風(fēng)險管理，提醒投資者強(qiáng)化風(fēng)險意識，加強(qiáng)風(fēng)險防范。
特此通知。
附件：2024年中秋節(jié)期間交易保證金標(biāo)準(zhǔn)和漲跌停板幅度調(diào)整情況
鄭州商品交易所
2024年9月10日
附 件
2024年中秋節(jié)期間交易保證金標(biāo)準(zhǔn)和漲跌停板幅度調(diào)整情況
品種 | 調(diào)整前 （交易保證金標(biāo)準(zhǔn)/漲跌停板幅度） | 9月12日結(jié)算時起 （交易保證金標(biāo)準(zhǔn)/漲跌停板幅度） | 9月18日恢復(fù)交易 （交易保證金標(biāo)準(zhǔn)/漲跌停板幅度） |
錳硅 | 9%/8%（錳硅2410至2501合約為12%/10%） | 9%/8%（錳硅2410至2501合約為12%/10%） | 9%/8%（錳硅2410至2501合約為10%/9%） |
白糖 | 7%/6% | 8%/7% | 恢復(fù)至調(diào)整前水平 |
棉花 | 7%/6% | 8%/7% | |
PTA | 7%/6% | 8%/7% | |
菜粕 | 7%/6% | 10%/9% | 7%/6%（菜粕2411及2501合約為10%/9%） |
菜油 | 7%/6% | 10%/9% | 7%/6%（菜油2411及2501合約為10%/9%） |
Notice on Adjustments to Margins and Price Limits of ZCE Products during 2024 Mid-Autumn Festival Holidays
To Members:
According to Article 8 of the Risk Control Rules of Zhengzhou Commodity Exchange, Zhengzhou Commodity Exchange (ZCE) hereby adjusts margins and price limits of some futures as follows:
From the settlement on September 12, 2024, margins and price limits of Rapeseed Meal and Rapeseed Oil futures will be adjusted to 10% and ±9% respectively. Margins and price limits of White Sugar, Cotton and Purified Terephthalic Acid futures will be adjusted to 8% and ±7% respectively.
Trading will be resumed on September 18, 2024. From the settlement of the first trading day on which limit-locked market does not occur on the contract with the largest open interest of such product, margins and price limits of RM2411, RM2501, OI2411, OI2501, SM2410, SM2411, SM2412, SM2501 will be 10% and ±9% respectively. Margins and price limits of other futures contracts will be restored to standards before the adjustments.
In case the above adjusted margins and price limits vary from the current ones, the higher ones will prevail.
All members are required to strengthen capital and position risks management, and to remind clients to improve risk awareness.
Zhengzhou Commodity Exchange
September 10, 2024
Disclaimer: This English version may be used for reference only. If there is any discrepancy between the English version and the Chinese version, the Chinese version shall prevail.
Attachment
Adjustments of Margins and Price Limits of ZCE Products During 2024 Mid-Autumn Festival Holidays
Futures Contracts | Present (margin/price limit) | From the settlement on September 12th (margin/price limit) | Since September 18th (margin/price limit) |
Manganese Silicon | 9%/8% (Margins and price limits of SM2410, SM2411, SM2412, SM2501 are 12%/10%) | 9%/8% (Margins and price limits of SM2410, SM2411, SM2412, SM2501 will still be 12%/10%) | 9%/8% (Margins and price limits of SM2410, SM2411, SM2412, SM2501 will be 10%/9%) |
White Sugar | 7%/6% | 8%/7% | restored to standards before the adjustments |
Cotton | 7%/6% | 8%/7% | |
Purified Terephthalic Acid | 7%/6% | 8%/7% | |
Rapeseed Meal | 7%/6% | 10%/9% | 7%/6% (Margins and price limits of RM2411, RM2501 will be 10%/9%) |
Rapeseed Oil | 7%/6% | 10%/9% | 7%/6% (Margins and price limits of OI2411, OI2501 will be 10%/9%) |