關(guān)于2021年勞動節(jié)期間調(diào)整部分品種交易保證金標(biāo)準(zhǔn)和漲跌停板幅度的通知
鄭商函〔2021〕183號
各會員單位：
根據(jù)《鄭州商品交易所期貨交易風(fēng)險控制管理辦法》第九條規(guī)定，經(jīng)研究決定，對2021年勞動節(jié)期間部分品種交易保證金標(biāo)準(zhǔn)和漲跌停板幅度作出如下調(diào)整：
一、自2021年4月29日結(jié)算時起，動力煤品種交易保證金標(biāo)準(zhǔn)調(diào)整至12%，漲跌停板幅度調(diào)整至8%；PTA、甲醇、玻璃、硅鐵、錳硅、純堿、短纖、菜油、菜粕和蘋果品種交易保證金標(biāo)準(zhǔn)調(diào)整至9%，漲跌停板幅度調(diào)整至8%；尿素、普麥、早秈稻、粳稻和晚秈稻品種交易保證金標(biāo)準(zhǔn)調(diào)整至7%，漲跌停板幅度調(diào)整至6%；強(qiáng)麥和紅棗品種漲跌停板幅度調(diào)整至6%。
二、2021年5月6日恢復(fù)交易后，自品種持倉量最大的合約未出現(xiàn)漲跌停板單邊市的第一個交易日結(jié)算時起,上述品種的交易保證金標(biāo)準(zhǔn)和漲跌停板幅度恢復(fù)至調(diào)整前水平，其中動力煤2106、2107和2108合約交易保證金標(biāo)準(zhǔn)為10%，漲跌停板幅度為8%。
按規(guī)則規(guī)定執(zhí)行的交易保證金標(biāo)準(zhǔn)和漲跌停板幅度高于上述標(biāo)準(zhǔn)的，仍按原規(guī)定執(zhí)行。
請各會員單位加強(qiáng)資金和持倉風(fēng)險管理，提醒投資者強(qiáng)化風(fēng)險意識，加強(qiáng)風(fēng)險防范。
特此通知。
附件：2021年勞動節(jié)期間交易保證金標(biāo)準(zhǔn)和漲跌停板幅度 調(diào)整情況
鄭州商品交易所
2021年4月27日
附 件
2021年勞動節(jié)期間交易保證金標(biāo)準(zhǔn)和漲跌停板幅度調(diào)整情況
品種 | 交易保證金標(biāo)準(zhǔn) | 漲跌停板幅度 | ||||
調(diào)整前 | 勞動節(jié)期間 | 勞動節(jié)后 | 調(diào)整前 | 勞動節(jié)期間 | 勞動節(jié)后 | |
動力煤 | 8% | 12% | 8% | 6% | 8% | 6% |
PTA | 6% | 9% | 6% | 5% | 8% | 5% |
甲醇 | 7% | 9% | 7% | 6% | 8% | 6% |
玻璃 | 7% | 9% | 7% | 6% | 8% | 6% |
硅鐵 | 7% | 9% | 7% | 6% | 8% | 6% |
錳硅 | 7% | 9% | 7% | 6% | 8% | 6% |
純堿 | 7% | 9% | 7% | 6% | 8% | 6% |
短纖 | 7% | 9% | 7% | 6% | 8% | 6% |
菜油 | 6% | 9% | 6% | 5% | 8% | 5% |
菜粕 | 6% | 9% | 6% | 5% | 8% | 5% |
蘋果 | 8% | 9% | 8% | 6% | 8% | 6% |
尿素 | 5% | 7% | 5% | 4% | 6% | 4% |
普麥 | 6% | 7% | 6% | 5% | 6% | 5% |
強(qiáng)麥 | 7% | 7% | 7% | 5% | 6% | 5% |
早秈稻 | 6% | 7% | 6% | 5% | 6% | 5% |
粳稻 | 6% | 7% | 6% | 5% | 6% | 5% |
晚秈稻 | 6% | 7% | 6% | 5% | 6% | 5% |
紅棗 | 7% | 7% | 7% | 5% | 6% | 5% |
注：勞動節(jié)后，動力煤2106、2107和2108合約交易保證金標(biāo)準(zhǔn)為10%，漲跌停板幅度為8%
Notice on Adjustments to Margins and Price Limits of ZCE Products during 2021 International Labor Day
To Members:
According to Article 9 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 29, 2021, margins and price limits of Thermal Coal futures will be adjusted to 12% and ±8% respectively. Margins and price limits of PTA, Methanol, Flat Glass, Ferroalloy, Silicon Manganese, Soda Ash, Polyester Staple Fiber, Rapeseed Oil, Rapeseed Meal and Apple futures will be adjusted to 9% and ±8% respectively. Margins and price limits of Urea, Wheat PM, Early Rice, Japonica Rice and Late Rice futures will be adjusted to 7% and ±6% respectively. Price limits of Wheat WH and Chinese Jujube will be adjusted to ±6%.
Trading will be resumed on May 6, 2021. 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 the futures above will be restored to standards before the adjustments. However, margins and price limits of ZC2106, ZC2107 and ZC2108 will be adjusted to 10% and ±8% respectively.
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.
Attachment：Adjustments of Margins and Price Limits of ZCE
Products During 2021 International Labor Day
Zhengzhou Commodity Exchange
April 27, 2021
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 2021 International Labor Day
Futures | Margin | Price Limit | ||||
Present | During the holidays | After the holidays | Present | During the holidays | After the holidays | |
Thermal Coal | 8% | 12% | 8% | 6% | 8% | 6% |
PTA | 6% | 9% | 6% | 5% | 8% | 5% |
Methanol | 7% | 9% | 7% | 6% | 8% | 6% |
Flat Glass | 7% | 9% | 7% | 6% | 8% | 6% |
Ferroalloy | 7% | 9% | 7% | 6% | 8% | 6% |
Silicon Manganese | 7% | 9% | 7% | 6% | 8% | 6% |
Soda Ash | 7% | 9% | 7% | 6% | 8% | 6% |
Polyester Fiber | 7% | 9% | 7% | 6% | 8% | 6% |
Rapeseed Oil | 6% | 9% | 6% | 5% | 8% | 5% |
Rapeseed Meal | 6% | 9% | 6% | 5% | 8% | 5% |
Apple | 8% | 9% | 8% | 6% | 8% | 6% |
Urea | 5% | 7% | 5% | 4% | 6% | 4% |
Wheat PM | 6% | 7% | 6% | 5% | 6% | 5% |
Wheat WH | 7% | 7% | 7% | 5% | 6% | 5% |
Early Rice | 6% | 7% | 6% | 5% | 6% | 5% |
Japonica Rice | 6% | 7% | 6% | 5% | 6% | 5% |
Late Rice | 6% | 7% | 6% | 5% | 6% | 5% |
Chinese Jujube | 7% | 7% | 7% | 5% | 6% | 5% |
Note: After the holidays, margins and price limits of ZC2106, ZC2107 and ZC2108 will be adjusted to 10% and ±8% respectively.