關(guān)于2024年國慶節(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〕626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年國慶節(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27日結(jié)算時起，菜粕、菜油和蘋果期貨合約的交易保證金標(biāo)準(zhǔn)為12%，漲跌停板幅度為10%；白糖、棉花、花生、PTA、甲醇、硅鐵、錳硅、尿素、短纖、燒堿、對二甲苯和瓶片期貨合約的交易保證金標(biāo)準(zhǔn)為10%，漲跌停板幅度為9%。
二、2024年10月8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，上述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。
請各會員單位加強資金和持倉風(fēng)險管理，提醒投資者強化風(fēng)險意識，加強風(fēng)險防范。
特此通知。
附件：2024年國慶節(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24日
附 件
2024年國慶節(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27日結(jié)算時起 （交易保證金標(biāo)準(zhǔn)/漲跌停板幅度） | 10月8日恢復(fù)交易 （交易保證金標(biāo)準(zhǔn)/漲跌停板幅度） |
菜粕 | 7%/6%（菜粕2411、2501合約為10%/9%） | 12%/10% | 恢復(fù)至調(diào)整前水平
|
菜油 | 7%/6%（菜油2411、2501合約為10%/9%） | 12%/10% | |
蘋果 | 10%/9% | 12%/10% | |
硅鐵 | 9%/8% | 10%/9% | |
錳硅 | 9%/8%（錳硅2410至2501合約為10%/9%） | 10%/9% | |
花生 | 8%/7% | 10%/9% | |
甲醇 | 8%/7% | 10%/9% | |
尿素 | 8%/7% | 10%/9% | |
短纖 | 8%/7% | 10%/9% | |
燒堿 | 8%/7% | 10%/9% | |
對二甲苯 | 8%/7% | 10%/9% | |
瓶片 | 8%/7% | 10%/9% | |
白糖 | 7%/6% | 10%/9% | |
棉花 | 7%/6% | 10%/9% | |
PTA | 7%/6% | 10%/9% |
Notice on Adjustments to Margins and Price Limits of ZCE Products during 2024 National Day 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 27, 2024, margins and price limits of Rapeseed Meal, Rapeseed Oil and Apple futures will be adjusted to 12% and ±10% respectively. Margins and price limits of White Sugar, Cotton, Peanut Kernel, Purified Terephthalic Acid, Methanol, Ferrosilicon, Manganese Silicon, Urea, Polyester Staple Fiber, Sodium Hydroxide, Paraxylene, and Polyethylene Terephthalate Resin For Bottles futures will be adjusted to 10% and ±9% respectively.
Trading will be resumed on October 8, 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 above 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 24, 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 National Day Holidays
Futures Contracts | Present (margin/price limit) | From the settlement on September 27th (margin/price limit) | Since October 8th (margin/price limit) |
Rapeseed Meal | 7%/6%（Margins and price limits of RM2411, RM2501 are 10%/9%） | 12%/10% | restored to standards before the adjustments |
Rapeseed Oil | 7%/6%（Margins and price limits of OI2411, OI2501 are 10%/9%） | 12%/10% | |
Apple | 10%/9% | 12%/10% | |
Ferrosilicon | 9%/8% | 10%/9% | |
Manganese Silicon | 9%/8%（Margins and price limits of SM2410, SM2411, SM2412, SM2501 are 10%/9%） | 10%/9% | |
Peanut Kernel | 8%/7% | 10%/9% | |
Methanol | 8%/7% | 10%/9% | |
Urea | 8%/7% | 10%/9% | |
Polyester Staple Fiber | 8%/7% | 10%/9% | |
Sodium Hydroxide | 8%/7% | 10%/9% | |
Paraxylene | 8%/7% | 10%/9% | |
Polyethylene Terephthalate Resin For Bottles | 8%/7% | 10%/9% | |
White Sugar | 7%/6% | 10%/9% | |
Cotton | 7%/6% | 10%/9% | |
Purified Terephthalic Acid | 7%/6% | 10%/9% |