關(guān)于對(duì)部分期貨合約交易收取申報(bào)費(fèi)的通知
鄭商函〔2022〕437號(hào)
根據(jù)《鄭州商品交易所期貨結(jié)算細(xì)則》第二十七條規(guī)定，經(jīng)研究決定，自2022年8月4日當(dāng)晚夜盤交易時(shí)起，對(duì)甲醇、白糖、菜油、菜粕、短纖、花生期貨合約交易收取申報(bào)費(fèi)，并對(duì)PTA期貨合約申報(bào)費(fèi)收費(fèi)標(biāo)準(zhǔn)進(jìn)行調(diào)整，具體如下：
品種 | 信息量 | OTR≤2 | OTR＞2 |
甲醇期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 1.00元/筆 | 2.00元/筆 | |
白糖期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 1.00元/筆 | 2.50元/筆 | |
菜油期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 0.25元/筆 | 0.75元/筆 | |
菜粕期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 1.00元/筆 | 3.00元/筆 | |
短纖期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 1.00元/筆 | 2.00元/筆 | |
花生期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
信息量＞8000筆 | 1.00元/筆 | 4.50元/筆 | |
PTA期貨 | 信息量≤4000筆 | 0元/筆 | 0元/筆 |
4000筆＜信息量≤8000筆 | 0元/筆 | 0.10元/筆 | |
8000筆＜信息量≤20000筆 | 1.00元/筆 | 4.00元/筆 | |
信息量＞20000筆 | 10.00元/筆 | 40.00元/筆 |
特此通知。
附件：申報(bào)費(fèi)計(jì)費(fèi)說明
鄭州商品交易所
2022年7月29日
附 件
申報(bào)費(fèi)計(jì)費(fèi)說明
一、適用對(duì)象
在實(shí)施申報(bào)收費(fèi)的品種上，每日單合約信息量達(dá)到一定標(biāo)準(zhǔn)的客戶或非期貨公司會(huì)員。其中，做市商做市交易免收申報(bào)費(fèi)。
二、收費(fèi)公式
申報(bào)費(fèi)根據(jù)客戶或非期貨公司會(huì)員在合約上的報(bào)單成交比（Order to Trade Ratio，OTR）所在區(qū)間以及信息量分梯度計(jì)算，按日收取。
客戶或非期貨公司會(huì)員在某個(gè)合約上的申報(bào)費(fèi)=Σ(客戶或非期貨公司會(huì)員在該合約上各檔位的信息量×相應(yīng)費(fèi)率)
其中，信息量=報(bào)單、撤單等交易指令筆數(shù)之和；報(bào)單成交比（OTR）=（信息量/有成交的定單筆數(shù)）- 1。
若客戶或非期貨公司會(huì)員某日在某合約上有信息量但無成交，則當(dāng)日在該合約上其報(bào)單成交比視為大于2。
三、信息量計(jì)算
有成交的定單筆數(shù)：若某筆定單部分或全部成交，則該筆定單計(jì)為1筆成交，1筆定單若分多次成交不重復(fù)統(tǒng)計(jì)。
FAK/FOK定單：若全部成交僅計(jì)1筆報(bào)單筆數(shù)；若未成交或未全部成交而產(chǎn)生撤單，則計(jì)1筆報(bào)單筆數(shù)和1筆撤單筆數(shù)。
市價(jià)單：若全部成交僅計(jì)1筆報(bào)單筆數(shù)；若未成交或未全部成交而產(chǎn)生撤單，則計(jì)1筆報(bào)單筆數(shù)和1筆撤單筆數(shù)。
組合定單：組合定單的各腿合約信息量分別計(jì)入各腿合約上。
強(qiáng)行平倉(cāng)定單：均計(jì)入信息量。
強(qiáng)制減倉(cāng)定單：均不計(jì)入信息量。
對(duì)于同一客戶在不同期貨公司會(huì)員處開有多個(gè)交易編碼的，或者具有實(shí)際控制關(guān)系的客戶或非期貨公司會(huì)員，交易所對(duì)其報(bào)單筆數(shù)、撤單筆數(shù)、信息量、有成交的定單筆數(shù)、OTR等指標(biāo)合并計(jì)算。
四、收取方式
當(dāng)日結(jié)算時(shí)，申報(bào)費(fèi)從會(huì)員結(jié)算準(zhǔn)備金中扣劃。
對(duì)于具有實(shí)際控制關(guān)系的客戶或非期貨公司會(huì)員，根據(jù)申報(bào)費(fèi)計(jì)算方法合并計(jì)算申報(bào)費(fèi)，并按照實(shí)際控制關(guān)系賬戶組下各客戶或非期貨公司會(huì)員的信息量按比例確定相應(yīng)的申報(bào)費(fèi)。若客戶或非期貨公司會(huì)員隸屬于多個(gè)實(shí)際控制關(guān)系賬戶組，則先計(jì)算其在各實(shí)際控制關(guān)系賬戶組下應(yīng)付的申報(bào)費(fèi)，最后按最大值原則確定其應(yīng)付的申報(bào)費(fèi)。
對(duì)于同一客戶在不同期貨公司會(huì)員處開有多個(gè)交易編碼的，按照客戶在不同期貨公司會(huì)員下產(chǎn)生的信息量按比例確定相應(yīng)的申報(bào)費(fèi)。
Annex
Notice on Collecting Order Fees for Trading Certain Futures Contracts
To all Members:
According to Article 27 of the Detailed Rules for Futures Clearing of Zhengzhou Commodity Exchange, the Exchange has decided upon discussion to collect order fees on Methanol, White Sugar, Rapeseed Oil, Rapeseed Meal, Polyester Staple Fiber, Peanut Kernel futures contracts and to adjust order fees of PTA futures contracts from the night trading session of August 4, 2022.
Futures | Message Amount(MA) | OTR≤2 | OTR＞2 |
Methanol Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 1.00yuan/count | 2.00yuan/count | |
White Sugar Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 1.00yuan/count | 2.50yuan/count | |
Rapeseed Oil Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 0.25yuan/count | 0.75yuan/count | |
Rapeseed Meal Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 1.00yuan/count | 3.00yuan/count | |
Polyester Staple Fiber Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 1.00yuan/count | 2.00yuan/count | |
Peanut Kernel Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
MA＞8000 | 1.00yuan/count | 4.50yuan/count | |
PTA Futures Contracts | MA≤4000 | 0yuan/count | 0yuan/count |
4000＜MA≤8000 | 0yuan/count | 0.10yuan/count | |
8000＜MA≤20000 | 1.00yuan/count | 4.00yuan/count | |
MA＞20000 | 10.00yuan/count | 40.00yuan/count |
The notice is hereby released.
Attachment: The Instruction for Collecting Order Fees
Zhengzhou Commodity Exchange
July 29, 2022
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
The Instruction for Collecting Order Fees
1. Applicable Scope
This fee collection plan applies to clients or non-FB members whose daily message amount on a single contract exceed the benchmark. In particular, order fees on market-making transactions of market makers are exempted.
2. Fee Formula
Order fees are calculated according to the levels of OTR (Order to Trade Ratio) and message amount of clients or non-FB members. Order fees are collected on a daily basis.
Order fees for a certain futures contract = ∑(Client or non-FB member’s message amount for that futures contract at different levels × corresponding fee rate)
In particular, message amount = total number of trading orders such as order placement and order cancellation. OTR = (message amount / number of executed orders)-1.
If any client or non-FB member has message amount on the certain contract but no order is filled, the current day’s OTR on that contract will be considered as more than 2.
3. The Instruction for Message Amount
Executed orders: If an order is partially or fully filled, it will be counted as 1 executed order. If an order is filled separately by multiple times, it will still be counted as 1 executed order.
FAK/FOK order: If the FAK/FOK order is fully filled, the message amount for this FAK/FOK order will be 1; if that order is withdrawn due to partial or no execution, the message amount will be 1 for order placement and 1 for order cancellation.
Market order: If an order is fully filled, the message amount will be 1; if no order is filled or is partially filled, the message amount will be 1 for order placement and 1 for order cancellation.
Spread order: Message amount for each spread will be calculated into message amount for each separate contract.
Forced liquidation order: Message amount will be calculated for this kind of order.
Forced position reduction order: Message amount will not be calculated for this kind of order.
For any client that maintains trading codes with multiple FB members, or clients or non-FB members linked by actual controlling relationship, the Exchange shall calculate indicators like order placement, order cancellation, message amount, executed orders and OTR aggregately.
4. Fee Collection
Order fees will be deducted from the clearing reserve of relevant members during daily clearing.
Clients or non-FB members linked by actual controlling relationship are treated as a single client or a single non-FB member for the calculation of order fees, and order fee payable is calculated proportional to the percentage of each client or each non-FB member’s message amount. For any client or non-FB member that is involved in more than one group of accounts linked by actual controlling relationship, the Exchange will first calculate the order fee payable by each group, and then that by the client or non-FB member within each group (the latter hereinafter refers to as “group-specific payment”). The largest of the group-specific payments will be the order fees actually payable by the client or non-FB member.
For any client that maintains trading codes with multiple FB-members, order fee payable through each member is calculated proportional to the percentage of that client’s message amount through that member.
