关于对部分期货、期权合约收取申报费的通知

Notice on Collecting Order Fee for Trading Certain Futures and Options Contracts

各会员单位及相关主体：

To all member entities and related market participants:

根据《大连商品交易所结算管理办法》第三十八条规定，经研究决定，自2024年10月25日交易时（即10月24日晚夜盘）起对聚氯乙烯、聚丙烯、乙二醇、苯乙烯、液化石油气、焦炭、焦煤、粳米、玉米淀粉、鸡蛋、胶合板、纤维板期货合约及全部期权合约收取申报费。其他期货合约申报费维持不变。具体事项通知如下：

According to the provisions under the Article 38 of the Measures for Clearing Management of Dalian Commodity Exchange (DCE), it is upon discussion that DCE shall charge order fee for trading PVC, PP, Ethylene Glycol, Ethenylbenzene, LPG, Coking Coal, Coke, Polished Round-grained Rice, Corn Starch, Egg, Blockboard, Fiberboard futures contracts and all options contracts, as of the trading hour of October 25, 2024 (i.e. the night trading session of October 24). The order fee for other futures contracts will remain unchanged.

一、适用对象

1. Target for application

当日在我所期货、期权合约上信息量超过一定标准的客户和非期货公司会员。

This notice shall apply to the clients and Non-Futures Company Members whose number of message amount on the concluded contracts of futures and options contracts on the then-current day exceeds certain standard.

做市商做市交易免收申报费。

Market makers shall be exempted from charges of order fee when engaged in market making.

二、收费标准

2. Order fee standards

申报费按日收取，期货合约申报费按合约统计，期权合约申报费按合约月份统计。各期货、期权合约收费标准如下：

The order fee shall be collected on daily basis. For futures contracts, the order fee shall be calculated on the basis of contracts. For options contracts, the order fee shall be calculated on the basis of underlying futures contracts. The standards are as follows:

合约申报费=∑（客户或者非期货公司会员当日在合约上各档位信息量×该档位收费标准）。

Contract order fee = ∑(each message amount of contract by clients or Non-Futures Company Members on the then-current day × each charging rate)

信息量=报单笔数+撤单笔数；报单成交比（OTR）=信息量/有成交报单笔数-1。

Message amount = number of order placements number of order cancellations; OTR= message amount / number of executed orders-1

同一客户在不同期货公司会员处开立多个交易编码的，或者具有实际控制关系的客户和非期货公司会员，报单笔数、撤单笔数、有成交报单笔数等指标合并计算。

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, DCE will calculate their number of order placements, number of order cancellations and number of executed orders on a consolidated basis.

三、收取方式

3. Method of collection

当日结算时，从会员结算准备金中扣划申报费。如遇特殊情况无法在当日结算时扣划的，可在下一交易日结算时扣划，具体情况另行通知。

The order fee shall be deducted from the member’s Clearing Deposit when settling on the then-current day.

四、其他事项

4. Other matters

期货公司会员应当切实加强客户交易行为管理，采取实际有效措施，防范客户出现因申报费透支导致资金不足等情形。

Members shall strengthen the management of clients' trading behavior and take practical and effective measures to prevent clients from having insufficient funds due to overdraft of order fees.

特此通知。

This notice is hereby released.

Disclaimer: This English translation may be used for reference only. In cases there is any discrepancy between the English version and the original Chinese version, the original Chinese version shall prevail. Dalian Commodity Exchange may change or update this English translation without any prior notice and shall accept no responsibility or liability for damage or loss caused by any error, inaccuracy, misunderstanding, or change with regard to this English translation.

大连商品交易所

2024年07月19日

July 19, 2024

Dalian Commodity Exchange