关于2021年劳动节期间调整部分品种交易保证金标准和涨跌停板幅度的通知
郑商函〔2021〕183号
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》第九条规定，经研究决定，对2021年劳动节期间部分品种交易保证金标准和涨跌停板幅度作出如下调整：
一、自2021年4月29日结算时起，动力煤品种交易保证金标准调整至12%，涨跌停板幅度调整至8%；PTA、甲醇、玻璃、硅铁、锰硅、纯碱、短纤、菜油、菜粕和苹果品种交易保证金标准调整至9%，涨跌停板幅度调整至8%；尿素、普麦、早籼稻、粳稻和晚籼稻品种交易保证金标准调整至7%，涨跌停板幅度调整至6%；强麦和红枣品种涨跌停板幅度调整至6%。
二、2021年5月6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,上述品种的交易保证金标准和涨跌停板幅度恢复至调整前水平，其中动力煤2106、2107和2108合约交易保证金标准为10%，涨跌停板幅度为8%。
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：2021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
2021年4月27日
附 件
2021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 | 交易保证金标准 | 涨跌停板幅度 | ||||
调整前 | 劳动节期间 | 劳动节后 | 调整前 | 劳动节期间 | 劳动节后 | |
动力煤 | 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% |
硅铁 | 7% | 9% | 7% | 6% | 8% | 6% |
锰硅 | 7% | 9% | 7% | 6% | 8% | 6% |
纯碱 | 7% | 9% | 7% | 6% | 8% | 6% |
短纤 | 7% | 9% | 7% | 6% | 8% | 6% |
菜油 | 6% | 9% | 6% | 5% | 8% | 5% |
菜粕 | 6% | 9% | 6% | 5% | 8% | 5% |
苹果 | 8% | 9% | 8% | 6% | 8% | 6% |
尿素 | 5% | 7% | 5% | 4% | 6% | 4% |
普麦 | 6% | 7% | 6% | 5% | 6% | 5% |
强麦 | 7% | 7% | 7% | 5% | 6% | 5% |
早籼稻 | 6% | 7% | 6% | 5% | 6% | 5% |
粳稻 | 6% | 7% | 6% | 5% | 6% | 5% |
晚籼稻 | 6% | 7% | 6% | 5% | 6% | 5% |
红枣 | 7% | 7% | 7% | 5% | 6% | 5% |
注：劳动节后，动力煤2106、2107和2108合约交易保证金标准为10%，涨跌停板幅度为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.