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Order Fee Rules and Charge Standards

Fang submitted 2025-12-16 23:20:24

Order Fee Rules and Charge Standards
Update Date: September 10, 2025
Exchange Product Name Product Identifier Category Message Amount> OTR≤2
(RMB/count)
OTR>2
(RMB/count)
SHFE Cast Aluminum Alloy ad Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
SHFE Silver ag Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Aluminum al Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Gold au Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Butadiene Rubber br Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
SHFE Bitumen bu Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Copper cu Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Fuel Oil fu Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Hot Rolled Coils hc Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Nickel ni Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Offset Paper op Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
SHFE Lead pb Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Steel Rebar rb Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Natural Rubber ru Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Tin sn Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE WoodPulp sp Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Stainless Steel ss Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Zinc zn Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
SHFE Aluminium Oxide ao Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
SHFE Steel Wire Rod wr Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
SHFE Cast Aluminum Alloy Options ad_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Silver Options ag_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Aluminum Options al_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Aluminium Oxide Options ao_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Gold Options au_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Butadiene Rubber Options br_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Bitumen Options bu_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Copper Options cu_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Fuel Oil Options fu_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Nickel Options ni_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Offset Paper Options op_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Lead Options pb_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Steel Rebar Options rb_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Natural Rubber Options ru_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Tin Options sn_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE WoodPulp Options sp_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
SHFE Zinc Options zn_o Options 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
INE Crude Oil sc Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
INE TSR20 nr Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
INE LSFO lu Futures 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
INE Copper(BC) bc Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
INE SCFIS(Europe) ec Futures 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
INE Crude Oil Options sc_o Options 4000/8000/40000 0.50/2.50/5.00 1.00/5.00/10.00
GFEX Lithium Carbonate Futures lc Futures 4000/8000 0.00/4.00 2.00/10.00
GFEX Polysilicon Futures ps Futures 4000/8000 0.00/2.00 1.00/5.00
GFEX Industrial Silicon Futures si Futures 4000/8000 0.00/2.00 1.00/5.00
GFEX Lithium Carbonate Options lc_o Options 4000/8000 0.00/2.00 1.00/5.00
GFEX Polysilicon Options ps_o Options 4000/8000 0.00/2.00 1.00/5.00
GFEX Industrial Silicon Options si_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE No.1 Soybean a Futures 4000/8000 0.00/2.00 1.00/5.00
DCE No.2 Soybean b Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Benzene bz Futures 4000/8000 0.00/4.00 2.00/10.00
DCE Corn c Futures 4000/8000 0.00/4.00 2.00/10.00
DCE Iron Ore i Futures 4000/8000 0.00/0.20 0.10/0.50
DCE LLDPE l Futures 4000/8000 0.00/4.00 2.00/10.00
DCE Log lg Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Live Hog lh Futures 4000/8000 0.00/0.20 0.10/0.50
DCE Soybean Meal m Futures 4000/8000 0.00/6.00 3.00/15.00
DCE RBD Palm Olein p Futures 4000/8000 0.00/6.00 3.00/15.00
DCE Soybean Oil y Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Egg jd Futures 4000/8000 0.00/6.00 3.00/15.00
DCE Ethenylbenzene eb Futures 4000/8000 0.00/6.00 3.00/15.00
DCE Ethylene Glycol eg Futures 4000/8000 0.00/6.00 3.00/15.00
DCE LPG pg Futures 4000/8000 0.00/6.00 3.00/15.00
DCE PP pp Futures 4000/8000 0.00/6.00 3.00/15.00
DCE PVC v Futures 4000/8000 0.00/6.00 3.00/15.00
DCE Fiberboard fb Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Polished Round-grained Rice rr Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Corn Starch cs Futures 4000/8000 0.00/2.00 1.00/5.00
DCE Coking Coal jm Futures 4000/8000 0.00/0.20 0.10/0.50
DCE Coke j Futures 4000/8000 0.00/0.20 0.10/0.50
DCE Blockboard bb Futures 4000/8000 0.00/0.20 0.10/0.50
DCE No.1 Soybean Options a_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE No.2 Soybean Options b_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Benzene Options bz_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Corn Options c_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Ethenylbenzene Options eb_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Ethylene Glycol Options eg_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Iron Ore Options i_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE LLDPE Options l_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Log Options lg_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Soybean Meal Options m_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE RBD Palm Olein Options p_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE LPG Options pg_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE PP Options pp_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE PVC Options v_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Soybean Oil Options y_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Egg Options jd_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Corn Starch Options cs_o Options 4000/8000 0.00/2.00 1.00/5.00
DCE Live Hog Options lh_o Options 4000/8000 0.00/2.00 1.00/5.00
CZCE Methanol MA Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE White Sugar SR Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Rapeseed Oil OI Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Rapeseed Meal RM Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Polyester Staple Fiber PF Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Peanut Kernel PK Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Propylene PL Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE PTA TA Futures 4000/8000/20000 0.00/5.00/10.00 2.00/10.00/40.00
CZCE Cotton CF Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Glass FG Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Soda Ash SA Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Ferrosilicon SF Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Manganese Silicon SM Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Dried Jujube CJ Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Apple AP Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Paraxylene PX Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Sodium Hydroxide SH Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Urea UR Futures 4000/8000 0.00/7.50 3.00/15.00
CZCE Wheat PM PM Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Wheat WH WH Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Early Rice RI Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Late Rice LR Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Japonica Rice JR Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Thermal Coal ZC Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Cotton Yarn CY Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Rapeseed RS Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Polyethylene Terephthalate Resin For Bottles PR Futures 4000/8000 0.00/2.50 1.00/5.00
CZCE Apple Options AP_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Cotton Options CF_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Dried Jujube options CJ_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Glass Options FG_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Methanol Options MA_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Rapeseed Oil Options OI_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Polyester Staple Fiber Options PF_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Peanut Kernel Options PK_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Propylene Options PL_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Polyethylene Terephthalate Resin For Bottles Options PR_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Paraxylene Options PX_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Rapeseed Meal Options RM_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Soda Ash Options SA_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Ferrosilicon Options SF_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Sodium Hydroxide Options SH_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Manganese Silicon Options SM_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE White Sugar Options SR_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE PTA Options TA_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Urea Options UR_o Options 4000/8000 0.00/2.50 1.00/5.00
CZCE Thermal Coal Options ZC_o Options 4000/8000 0.00/2.50 1.00/5.00
CFFEX 2-year CGB Futures TS Futures 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
CFFEX 5-year CGB Futures TF Futures 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
CFFEX 10-year CGB Futures T Futures 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
CFFEX 30-year CGB Futures TL Futures 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
The order fee is calculated according to a progressive system, determined by the order-to-trade ratio (OTR) bracket and message amount of the client for each futures contract or commodity option contract month basis. Please note the following concepts and items:
1. A commodity option contract month basis means the combined calculation of all call and put standard options and series options under the same contract month basis. Option contract codes with the mark of serial options (MS) are series options.
2. Message amount = total number of trading orders such as order placement, order cancellation, and RFQ on SHFE, INE, CZCE, and GFEX.
3. Order-to-Trade Ratio (OTR) = (message amount / number of executed orders) - 1.
4. Number of Executed Orders: If an order is partially or fully executed, it is counted as 1 executed order. If a single order is executed in multiple parts, it is not counted repeatedly.
FAK/FOK Orders: If fully executed, counted as 1 order; if not executed or not fully executed resulting in cancellation, counted as 1 order and 1 cancellation.
TAS Orders: For a contract that supports trade at settlement (TAS) orders, the message amount from TAS orders and that from other orders are aggregated.
Good-in-Session(GIS) Orders: GIS order placement, GIS order cancellation are all included in the message amount calculation.
5. As for the same client who has several trading codes with different Futures Company Members, or clients and Non-Futures Company Members involving actual control relationship, the Exchange shall calculate indicators like order placement, order cancellation,quote requests, message amount, executed orders and OTR aggregately. After consolidation, the total order fee to be charged will be calculated according to the aforementioned fee formula.
6. At CZCE, SHFE, INE, CFFEX, and GFEX, for any client trading through multiple members, the order fees payable through each member are proportional to percentage of the client's message amount with that member; at DCE, the order fees are collected based on the aggregated message amount at all members. Clients linked by actual control relationships are counted as a single client for the purpose of order fees.
CFFEX Equity Index Futures Order Fee Standard

On July 31, 2015, the China Financial Futures Exchange issued the "Notice on Adjusting the Fees for Equity Index Futures". Starting from August 3, 2015, the order fee is charged based on the number of placed orders for each contract of the CSI 300, SSE 50, and CSI 500 equity index futures, at a rate of CNY 1 per order. The CSI 1000 equity index futures listed in July 2022 also follow this standard. Placed orders refer to order placement, order cancellation and RFQ. The equity index futures order fee includes fees generated from buy open, sell open, buy close, sell close, and all order cancellations (For FAK or FOK orders in equity index futures, if an order is cancelled without being filled, only CNY 1 per order is charged).
The above Order Fee standards are compiled based on exchange notices. Actual rules and fee standards are subject to the exchange notices. Links to the respective exchange notices are as follows:
SHFE: https://www.shfe.com.cn/eng/CircularNews/Circular/202405/t20240522_827407.html
INE: https://www.ine.cn/eng/circularnews/circular/202405/t20240522_823180.html
DCE: http://www.dce.com.cn/dceg/content/2024/gg/8605441.html
GFEX: http://www.gfex.com.cn/gfex/tzts/202407/c7ad5fa27e0744a39babceefcbecf81f.shtml
CZCE: https://english.czce.com.cn/en/AboutUs/News/ggytz/webinfo/2024/07/1715237247628443.htm
CFFEX: http://www.cffex.com.cn/en_new/Notices/20240524/38566.html

申报费规则及收费标准
更新日期:2025年9月10日
交易所 品种名称 品种代码 交易类别 信息量标准> OTR≤2收费标准(元/笔) OTR>2收费标准(元/笔)
上期所 铸造铝合金 ad 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
上期所 白银 ag 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 al 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 黄金 au 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 丁二烯橡胶 br 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
上期所 石油沥青 bu 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 cu 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 燃料油 fu 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 热轧卷板 hc 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 ni 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 胶版印刷纸 op 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
上期所 pb 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 螺纹钢 rb 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 天然橡胶 ru 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 sn 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 纸浆 sp 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 不锈钢 ss 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 zn 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15/50.00
上期所 氧化铝 ao 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
上期所 线材 wr 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
上期所 铸造铝合金期权 ad_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 白银期权 ag_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 铝期权 al_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 氧化铝期权 ao_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 黄金期权 au_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 丁二烯橡胶期权 br_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 石油沥青期权 bu_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 铜期权 cu_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 燃料油期权 fu_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 镍期权 ni_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 胶版印刷纸期权 op_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 铅期权 pb_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 螺纹钢期权 rb_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 天然橡胶期权 ru_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 锡期权 sn_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 纸浆期权 sp_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
上期所 锌期权 zn_o 期权 4000/8000/40000 0.50/2.5/5.00 1.00/5/10.00
能源中心 中质含硫原油 sc 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
能源中心 20号胶 nr 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
能源中心 低硫燃料油 lu 期货 4000/8000/40000 1.50/7.50/25.00 3.00/15.00/50.00
能源中心 国际铜 bc 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
能源中心 SCFIS欧线 ec 期货 4000/8000/40000 0.10/0.50/2.00 0.20/1.00/5.00
能源中心 原油期权 sc_o 期权 4000/8000/40000 0.50/2.50/5.00 1.00/5.00/10.00
广期所 碳酸锂期货 lc 期货 4000/8000 0.00/4.00 2.00/10.00
广期所 多晶硅期货 ps 期货 4000/8000 0.00/2.00 1.00/5.00
广期所 工业硅期货 si 期货 4000/8000 0.00/2.00 1.00/5.00
广期所 碳酸锂期权 lc_o 期权 4000/8000 0.00/2.00 1.00/5.00
广期所 多晶硅期权 ps_o 期权 4000/8000 0.00/2.00 1.00/5.00
广期所 工业硅期权 si_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 黄大豆1号 a 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 黄大豆2号 b 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 纯苯 bz 期货 4000/8000 0.00/4.00 2.00/10.00
大商所 玉米 c 期货 4000/8000 0.00/4.00 2.00/10.00
大商所 铁矿石 i 期货 4000/8000 0.00/0.20 0.10/0.50
大商所 聚乙烯 l 期货 4000/8000 0.00/4.00 2.00/10.00
大商所 原木 lg 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 生猪 lh 期货 4000/8000 0.00/0.20 0.10/0.50
大商所 豆粕 m 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 棕榈油 p 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 豆油 y 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 鸡蛋 jd 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 苯乙烯 eb 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 乙二醇 eg 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 液化石油气 pg 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 聚丙烯 pp 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 聚氯乙烯 v 期货 4000/8000 0.00/6.00 3.00/15.00
大商所 纤维板 fb 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 粳米 rr 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 玉米淀粉 cs 期货 4000/8000 0.00/2.00 1.00/5.00
大商所 焦煤 jm 期货 4000/8000 0.00/0.20 0.10/0.50
大商所 焦炭 j 期货 4000/8000 0.00/0.20 0.10/0.50
大商所 胶合板 bb 期货 4000/8000 0.00/0.20 0.10/0.50
大商所 黄大豆1号期权 a_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 黄大豆2号期权 b_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 纯苯期权 bz_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 玉米期权 c_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 苯乙烯期权 eb_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 乙二醇期权 eg_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 铁矿石期权 i_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 聚乙烯期权 l_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 原木期权 lg_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 豆粕期权 m_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 棕榈油期权 p_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 液化石油气期权 pg_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 聚丙烯期权 pp_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 聚氯乙烯期权 v_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 豆油期权 y_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 鸡蛋期权 jd_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 玉米淀粉期权 cs_o 期权 4000/8000 0.00/2.00 1.00/5.00
大商所 生猪期权 lh_o 期权 4000/8000 0.00/2.00 1.00/5.00
郑商所 甲醇 MA 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 白砂糖 SR 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 菜油 OI 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 菜籽粕 RM 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 涤纶短纤 PF 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 花生 PK 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 丙烯 PL 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 二甲酸 TA 期货 4000/8000/20000 0.00/5.00/10.00 2.00/10.00/40.00
郑商所 棉花 CF 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 玻璃 FG 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 纯碱 SA 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 硅铁 SF 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 锰硅 SM 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 红枣 CJ 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 苹果 AP 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 对二甲苯 PX 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 烧碱 SH 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 尿素 UR 期货 4000/8000 0.00/7.50 3.00/15.00
郑商所 普通小麦 PM 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 强麦 WH 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 早籼稻 RI 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 晚籼稻 LR 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 粳稻 JR 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 动力煤 ZC 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 棉纱 CY 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 油菜籽 RS 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 瓶片 PR 期货 4000/8000 0.00/2.50 1.00/5.00
郑商所 苹果期权 AP_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 棉花期权 CF_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 红枣期权 CJ_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 玻璃期权 FG_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 甲醇期权 MA_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 菜籽油期权 OI_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 短纤期权 PF_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 花生期权 PK_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 丙烯期权 PL_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 瓶片期权 PR_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 对二甲苯期权 PX_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 菜粕期权 RM_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 纯碱期权 SA_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 硅铁期权 SF_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 烧碱期权 SH_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 锰硅期权 SM_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 白糖期权 SR_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 PTA期权 TA_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 尿素期权 UR_o 期权 4000/8000 0.00/2.50 1.00/5.00
郑商所 动力煤期权 ZC_o 期权 4000/8000 0.00/2.50 1.00/5.00
中金所 2年国债 TS 期货 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
中金所 5年国债 TF 期货 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
中金所 10年国债 T 期货 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
中金所 30年国债 TL 期货 4000/8000/12000 0.00/10.00/20.00 1.00/20.00/50.00
申报费是在一个交易日内,对期货合约、商品期权合约月份上的报单成交比(OTR)和信息量所在区间分梯度收取的费用,以下概念及事项提醒您关注:
1、商品期权合约月份是指同一个合约月份的所有看涨、看跌的常规期权和系列期权合并计算,期权合约代码中有系列期权标识(MS)为系列期权。
2、信息量=报单、撤单、询价(仅针对上期所、能源中心、郑商所、广期所期权)等交易指令笔数之和。
3、报单成交比(OTR)=(信息量/有成交的报单笔数)-1。
4、有成交的定单笔数:若某笔定单部分或全部成交,则该笔定单计为1笔成交,1笔定单若分多次成交不重复统计。
FAK/FOK定单:若全部成交仅计1笔报单笔数,若未成交或未全部成交而产生撤单,则计1笔报单笔数和1笔撤单笔数:
TAS指令:与标的合约信息量合并计算。
GIS指令:GIS订单报单、GIS订单撤单、GIS订单主动撤单均计入信息量计算。
5、对于同一客户在不同期货公司开有多个交易编码的或者具有实际控制关系的客户,交易所对其报单笔数、撤单笔数、信息量、有成交的定单笔数、OTR等指标合并计算,合并计算后按上述收费公式计算应收取的总申报费。
6、对于合并计算后产生申报费的,其中郑商所、上期所和能源中心、中金所、广期所按照客户在不同期货公司的信息量占比确定各期货公司应收取的申报费;大商所按照客户的信息量归属,计算出不同期货公司应收取的申报费。具有实际控制关系的相关客户视为一个客户计收申报费。
中金所股指期货申报费标准

2015年7月31日,中国金融期货交易所发布《关于调整股指期货手续费标准的通知》,自2015年8月3日起,申报费根据客户沪深300,上证50和中证500股指期货各合约的申报数量收取,每笔申报费为1元。2022年7月上市的中证1000股指期货也按此标准收取申报费。其中,申报是指买入,卖出及撤销委托。股指期货申报费包括买入开仓,卖出开仓,买入平仓,卖出平仓,以及所有委托的撤单产生的费用(股指期货FAK或FOK委托报单,如果没有成交撤单只收1元/笔)。
以上申报费收费标准根据交易所通知整理,实际规则及收费标准以交易所通知为准。各交易所通知链接如下:
上期所:https://www.shfe.com.cn/publicnotice/notice/202405/t20240522_801753.html
能源中心:https://www.ine.cn/publicnotice/notice/202405/t20240522_814831.html
大商所:http://www.dce.com.cn/dalianshangpin/ywfw/jystz/ywtz/8605414/index.html
广期所:http://www.gfex.com.cn/gfex/tzts/202407/c7ad5fa27e0744a39babceefcbecf81f.shtml
郑商所:http://www.czce.com.cn/cn/gyjys/jysdt/ggytz/webinfo/2024/07/1715237246527911.htm
中金所:http://www.cffex.com.cn/jystz/20240524/38564.html

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