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转:郑商所关于2024年中秋节期间调整部分期货合约交易保证金标准和涨跌停板幅度的通知
作者:金元期货 | 来源:郑商函〔2024〕604号 | 点击数:13 | 日期:2024-09-11


    各会员单位:

    根据《郑州商品交易所期货交易风险控制管理办法》第八条规定,经研究决定,对2024年中秋节期间部分期货合约交易保证金标准和涨跌停板幅度作出如下调整:

    一、自2024年9月12日结算时起,菜粕和菜油期货合约的交易保证金标准为10%,涨跌停板幅度为9%;白糖、棉花和PTA期货合约的交易保证金标准为8%,涨跌停板幅度为7%。

    二、2024年9月18日恢复交易后,自品种持仓量最大的合约未出现涨跌停板单边市的第一个交易日结算时起,菜粕期货2411及2501合约、菜油期货2411及2501合约、锰硅期货2410、2411、2412及2501合约的交易保证金标准为10%,涨跌停板幅度为9%;其他品种期货合约的交易保证金标准和涨跌停板幅度恢复至调整前水平。

    按规则规定执行的交易保证金标准和涨跌停板幅度高于上述标准的,仍按相关规定执行。

    请各会员单位加强资金和持仓风险管理,提醒投资者强化风险意识,加强风险防范。

    特此通知。

     

    附件:2024年中秋节期间交易保证金标准和涨跌停板幅度调整情况

     

    郑州商品交易所 

    2024年9月10

     

     


     

     

    2024年中秋节期间交易保证金标准和涨跌停板幅度调整情况

     

    品种

    调整前

    (交易保证金标准/涨跌停板幅度)

    9月12日结算时起

    (交易保证金标准/涨跌停板幅度)

    9月18日恢复交易

    (交易保证金标准/涨跌停板幅度)

    锰硅

    9%/8%(锰硅2410至2501合约为12%/10%)

    9%/8%(锰硅2410至2501合约为12%/10%)

    9%/8%(锰硅2410至2501合约为10%/9%)

    白糖

    7%/6%

    8%/7%

    恢复至调整前水平

    棉花

    7%/6%

    8%/7%

    PTA

    7%/6%

    8%/7%

    菜粕

    7%/6%

    10%/9%

    7%/6%(菜粕2411及2501合约为10%/9%)

    菜油

    7%/6%

    10%/9%

    7%/6%(菜油2411及2501合约为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%)