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转:郑商所关于2023年中秋节、国庆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〕720号
| 点击数:860
| 日期:2023-09-25
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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年中秋节、国庆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2023年9月27日结算时起,烧碱期货合约的交易保证金标准为12%,涨跌停板幅度为10%;白糖、棉花、棉纱、菜粕、菜油、花生、PTA、甲醇、尿素及短纤期货合约的交易保证金标准为10%,涨跌停板幅度为9%,其中棉花期货2311及2401合约的交易保证金标准仍为12%,涨跌停板幅度仍为10%,白糖期货2311合约的交易保证金标准仍为15%。
二、2023年10月9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,烧碱期货合约的交易保证金标准仍为12%,涨跌停板幅度仍为10%,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年中秋节、国庆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9月22日
附 件
2023年中秋节、国庆节期间交易保证金标准和涨跌停板幅度调整情况
Notice on Adjustments to Margins and Price Limits of ZCE Products during 2023 Mid-Autumn Festival and National Day Holidays
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 September 27, 2023, margin and price limit of Sodium Hydroxide futures will be adjusted to 12% and ±10% respectively. Margins and price limits of White Sugar, Cotton, Cotton Yarn, Rapeseed Meal, Rapeseed Oil, Peanut Kernel, Purified Terephthalic Acid, Methanol, Urea and Polyester Staple Fiber futures will be adjusted to 10% and ±9% respectively. In which, margins and price limits of CF2311 and CF2401 will still be 12% and ±10% respectively, margin of SR2311 will still be 15%.
Trading will be resumed on October 9, 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, margin and price limit of Sodium Hydroxide futures will still be 12% and ±10% 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 one 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 22, 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 Mid-Autumn Festival and National Day Holidays
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