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转:郑商所关于2024年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〔2024〕626号 | 点击数:1009 | 日期:2024-09-25


    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2024年9月27日结算时起,菜粕、菜油和苹果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、花生、PTA、甲醇、硅铁、锰硅、尿素、短纤、烧碱、对二甲苯和瓶片期货合约的交易保证金标准为10%,涨跌停板幅度为9%。

    二、2024年10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,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

    2024年9月24

     

     

    2024国庆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)

    927日结算时起

    (交易保证金标准/涨跌停板幅度)

    108日恢复交易

    (交易保证金标准/涨跌停板幅度)

    菜粕

    7%/6%(菜粕24112501合约为10%/9%

    12%/10%

    恢复至调整前水平

     

    菜油

    7%/6%(菜油24112501合约为10%/9%

    12%/10%

    苹果

    10%/9%

    12%/10%

    硅铁

    9%/8%

    10%/9%

    锰硅

    9%/8%(锰硅24102501合约为10%/9%

    10%/9%

    花生

    8%/7%

    10%/9%

    甲醇

    8%/7%

    10%/9%

    尿素

    8%/7%

    10%/9%

    短纤

    8%/7%

    10%/9%

    烧碱

    8%/7%

    10%/9%

    对二甲苯

    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%