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转:郑商所关于2023年劳动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〔2023〕277号 | 点击数:846 | 日期:2023-04-26


    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2023年劳动节期间部分期货合约的交易保证金标准和涨跌停板幅度作出如下调整:

    一、自2023年4月27日结算时起,菜粕、菜油、玻璃、纯碱期货合约的交易保证金标准调整为10%,涨跌停板幅度调整为9%,其中纯碱2305合约的交易保证金标准仍为12%;白糖、棉花、棉纱、花生、PTA、甲醇、尿素、短纤期货合约的交易保证金标准调整为9%,涨跌停板幅度调整为8%,其中PTA2305合约的交易保证金标准仍为13%。

    二、2023年5月4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,上述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,仍按原规定执行。

    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:2023年劳动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

    2023年4月25日

     

     

     

    2023年劳动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)

    4月27日结算时起

    (交易保证金标准/涨跌停板幅度)

    5月4日恢复交易

    (交易保证金标准/涨跌停板幅度)

    纯碱

    9%/8%(纯碱2305合约为12%/8%)

    10%/9%(纯碱2305合约交易保证金标准为12%)

    恢复至调整前水平

    玻璃

    9%/8%

    10%/9%

    菜油

    9%/8%

    10%/9%

    菜粕

    9%/8%

    10%/9%

    甲醇

    8%/7%

    9%/8%

    尿素

    8%/7%

    9%/8%

    花生

    8%/7%

    9%/8%

    短纤

    8%/7%

    9%/8%

    棉花

    7%/6%

    9%/8%

    棉纱

    7%/6%

    9%/8%

    白糖

    7%/6%(白糖2305合约为10%/8%,2307、2309合约为9%/8%)

    9%/8%

    PTA

    7%/6%(PTA2305合约为13%/8%)

    9%/8%(PTA2305合约交易保证金标准为13%)

     

     

     

     

    Notice on Adjustments to Margins and Price Limits of ZCE Products during 2023 InternationalLabor Day

     

    To Members:

     

    According to Article 8 of the Measures for the Administration of Risk Control of Zhengzhou Commodity Exchange, Zhengzhou Commodity Exchange (ZCE) hereby adjusts margins and price limits of some futures as follows:

     

    From the settlement on April 27, 2023, margins and price limits of Rapeseed Meal, Rapeseed Oil, Flat Glass, Soda Ash futures will be adjusted to 10% and ±9% respectively. In which, margins of SA2305 will still be 12%. Margins and price limits of Sugar, Cotton, Cotton Yarn, Peanut Kernel, Purified Terephthalic Acid, Methanol, Urea and Polyester Staple Fiber futures will be adjusted to 9% and ±8% respectively. In which, margins of PTA2305 will still be 13%.

     

    Trading will be resumed on May 4, 2023. 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

    April 25, 2023       

     

    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 2023 International Labor Day

    Futures

    Present

    (margin/price limit)

    From the settlement on April 27th

    (margin/price limit)

    Since May 4th

    (margin/price limit)

    Soda Ash

    9%/8% (Margins of SA2305 are 12%)

    10%/9% (Margins of SA2305 will still be 12%)

    restored to standards before the adjustments

    Flat Glass

    9%/8%

    10%/9%

    Rapeseed Meal

    9%/8%

    10%/9%

    Rapeseed Oil

    9%/8%

    10%/9%

    Methanol

    8%/7%

    9%/8%

    Urea

    8%/7%

    9%/8%

    Polyester Staple Fiber

    8%/7%

    9%/8%

    Peanut Kernel

    8%/7%

    9%/8%

    Cotton

    7%/6%

    9%/8%

    Cotton Yarn

    7%/6%

    9%/8%

    White Sugar

    7%/6% (Margins and price limits of SR2305 are 10%/8%, of SR2307, 2309 are 9%/8%)

    9%/8%

    Purified Terephthalic Acid

    7%/6%(Margins and price limits of TA2305 are 13%/8%)

    9%/8% (Margins of TA2305 will still be 13%)