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Position Limit for Iron Ore, PTA, Crude Oil & TSR 20

Fang submitted 2019-08-12 18:42:11

Position Limit
ZCE Product Customer type From the listing day to the 15th calendar day of the month preceding the delivery month(lot) From the 16th calendar day to the last calendar day of the month preceding the delivery month(lot) Delivery month(lot)
PTA Members NO Limit NO Limit NO Limit
non-FB members and clients Open Interests (Single Side)<250,000 25000 10000 5000
Open Interests (Single Side)≥250,000 Single-sided positions in futures contracts×10%

DCE Product Unilateral Open Interest of Contract Non-Futures Company Member Client period of time Non-Futures Company Member Client
Iron Ore Unilateral position ≤400,000 40000 40000 During the period from the fifteenth trading day of the month immediately preceding the delivery month to the delivery month 6000 6000
Unilateral position >400,000 Unilateral position ×10% Unilateral position ×10% the delivery month 2000 2000

INE Products From the Day of Listing to the First Day of the Delivery Month From the Day of Listing to the Last Trading Day of the Third Month Prior to the Delivery Month From the First to the Last Trading Day of the Second Month Prior to the Delivery Month From the First to the Last Trading Day of the Month Prior to the Delivery Month
Crude Oil Total Open Interests (lots) Position limit Proportion (%) Position limit Proportion (lots) Position limit Proportion (lots) Position limit Proportion (lots)
FF Member,
OSBP, Overseas Intermediary
Non-FF Member, OSNBP Client Non-FF Member, OSNBP Client Non-FF Member, OSNBP Client
≥150,000 25 3000 3000 1500 1500 500 500
Products From the Day of Listing to the First Day of the Delivery Month From the Day of Listing to the Last Trading Day of the Second Month Prior to the Delivery Month From the First to Last Trading Day of the Month Prior to the Delivery Month From the First to Last Trading Day of the Delivery Month
TSR 20 Total Open Interests (lots) Position limit Proportion (%) Position limit Proportion (lots) Position limit Proportion (lots) Position limit Proportion (lots)
FF Member,
OSBP, Overseas Intermediary
Non-FF Member, OSNBP Client Non-FF Member, OSNBP Client Non-FF Member, OSNBP Client
≥50,000 25 2000 2000 600 600 200 200

限仓制度
郑州商品交易所 品种 类别 自合约挂牌至交割月前一个月第15个日历日期 交割月前一个月第16个日历日至交割月前一个月最后一个日历日期间的交易日(手) 交割月单边持仓限制(手)
PTA 会员 不限仓 不限仓 不限仓
客户 单边持仓量<25 万 25000 10000 5000
单边持仓量≥25 万 单边持仓量×10%

大连期货交易所 品种 合约单边持仓规模 非期货公司会员 客户 时间段 非期货公司会员 客户
铁矿石 单边持仓≤400,000 40000 40000 交割月前一个月第十五个交易日起 6000 6000
单边持仓>400,000 单边持仓×10% 单边持仓×10% 交割月份 2000 2000

能源中心 品种 合约挂盘至交割月份前第一月 合约挂盘至交割月份前第三月的最后一个交易日 交割月份前第二月 交割月份前第一月
原油 某一期货合约双边持仓量(手) 限仓比例(%) 限仓数额(手) 限仓数额(手) 限仓数额(手)
期货公司会员、境外特殊经济参与者、境外中介机构 非期货公司会员、境外特殊非经纪参与者 客户 非期货公司会员、境外特殊非经纪参与者 客户 非期货公司会员、境外特殊非经纪参与者 客户
≥15万 25 3000 3000 1500 1500 500 500
品种 合约挂牌至交割月份 合约挂牌至交割月前第二月的最后一个交易日 交割月前第一月 交割月份
20号胶 某一期货合约双边持仓量(手) 限仓比例(%) 限仓数额(手) 限仓数额(手) 限仓数额(手)
期货公司会员、境外特殊经济参与者、境外中介机构 非期货公司会员、境外特殊非经纪参与者 客户 非期货公司会员、境外特殊非经纪参与者 客户 非期货公司会员、境外特殊非经纪参与者 客户
≥5万 25 2000 2000 600 600 200 200

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