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转：郑商所关于2024年清明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〕157号 | 点击数：284 | 日期：2024-04-01

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年清明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4月2日结算时起，棉花、棉纱、菜油、菜粕、白糖及PTA期货合约的交易保证金标准为8%，涨跌停板幅度为7%，其中棉花期货2405合约的交易保证金标准仍为9%，涨跌停板幅度仍为8%。

二、2024年4月8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、对二甲苯期货合约的交易保证金标准为8%，涨跌停板幅度为7%，其中烧碱期货2405合约、对二甲苯期货2405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：2024年清明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3月29日

附件

2024年清明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2日结算时起（交易保证金标准/涨跌停板幅度）	4月8日恢复交易（交易保证金标准/涨跌停板幅度）
烧碱	12%/10%	12%/10%	8%/7%（烧碱2405合约为12%/10%）
对二甲苯	12%/10%	12%/10%	8%/7%（对二甲苯2405合约为12%/10%）
棉花	7%/6% （棉花2405合约为9%/8%）	8%/7% （棉花2405合约为9%/8%）	恢复至调整前水平
棉纱	7%/6%	8%/7%
菜油	7%/6%	8%/7%
菜粕	7%/6%	8%/7%
PTA	7%/6%	8%/7%
白糖	7%/6%	8%/7%

Notice on Adjustments to Margins and Price Limits of ZCE Products during 2024 Qingming Festival 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 April 2, 2024, margins and price limits of Cotton, Cotton Yarn, Rapeseed Oil, Rapeseed Meal, Purified Terephthalic Acid and Sugar futures will be adjusted to 8% and 7% respectively. In which, margin and price limit of CF2405 will still be 9% and 8%.

Trading will be resumed on April 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 Sodium Hydroxide and Paraxylene futures will be adjusted to 8% and 7% respectively. In which, margins and price limits of SH2405 and PX2405 will still be 12% and 10%. 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

March 29, 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 Qingming Festival Holidays

Futures Contracts	Present (margin/price limit)	From the settlement on April 2^nd (margin/price limit)	Since April 8^th (margin/price limit)
Sodium Hydroxide	12%/10%	12%/10%	12%/10%(Margin and price limit of SH2405 will still be 12% and 10%)
Paraxylene	12%/10%	12%/10%	12%/10%(Margin and price limit of PX2405 will still be 12% and 10%)
Cotton	7%/6% (Margin and price limit of CF2405 are 9% and 8%)	8%/7% (Margin and price limit of CF2405 will still be 9% and 8%)	restored to standards before the adjustments
Cotton Yarn	7%/6%	8%/7%
Rapeseed Oil	7%/6%	8%/7%
Rapeseed Meal	7%/6%	8%/7%
Purified Terephthalic Acid	7%/6%	8%/7%
Sugar	7%/6%	8%/7%

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