【中英文对照版】大连商品交易所生猪期货业务细则(2024).docx

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1、大连商品交易所生猪期货业务细则(2024)AnnouncementontheAmendmentstotheDetai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodityExchange(2024)制定机关：大连商品交易所发文字号：大连商品交易所公告(2021)58号公布日期：2024.08.02施行日期：2024.09.01效力位阶：地方工作文件法规类别：期货综合规定IssuingAuthority：Da1.ianCommodityExchangeDocumentNumber:No.582024ofDa1.ianCommodityExchangeDateI

2、ssued:08-02-2024EffectiveDatC：09-01-20241.eve1.ofAuthority1.oca1.WorkDocuinenis大连商品交易所关于修改大连商品交易所生猪期货业务细则的公告Areaof1.aw.Genera1.ProvisionsonFuturesAnnouncementontheAmendmentstotheDetai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodityExchangeNo.582024DCE大连商品交易所公告(2024)58号大连商品交易所生猪期货业务细则的修改已由大连商品交易所第四届理事会第

3、四十六次会议审议通过，现子公布，自2024年9月1日起施行。特此公告。Upondiscussionandapprova1.atthe46thmeetingofthe4thBoardofGovernorsofDa1.ianCommodityExchange,theamendmentstotheDetai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodityEeintoforceasofSeptember1,2024.Theannouncementisherebyre1.eased.Attachments:1.Detai1.edRu1.esof1.iveHogF

4、uturesofDa1.ianCommodityExchange.doc附件1：大连商品交易所生猪期货业务细则2.ComparisonTab1.eoftheAmendmentstotheDetai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodityExchange.docx附件2：大连商品交易所生猪期货业务细则修改对照表.docDa1.ianCommodityExchange大连商品交易所August2,20242024年8月2日Attachment1附件1Detai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodity

5、Exchange大连商品交易所生猪期货业务细则ChapterIGenera1.Provisions第一章总则Artic1.e1TheDetai1.edRu1.esof1.iveHogFuturesofDa1.ianCommodityExchange(theDetai1.edRu1.es)areformu1.atedpursuanttotheTradingRu1.esofDa1.ianCommodityExchangeandthe1.iveHogFuturesContractofDa1.ianCommodityExchangeforthepurposeofstandardizingthetrad

6、ingof1.ivehogfuturescontracts.第一条为规范大连商品交易所（以下简称交易所）生猪期货合约交易行为，根据大连商品交易所交易规则和大连商品交易所生猪期货合约，制定本细则。Artic1.e2Da1.ianCommodityExchange(theExchange),itsMembers,thec1.ients,thedesignatedde1.iverywarehouses,thedesignatedFOTde1.iverysites,thedesignatedqua1.ityinspectionagencies,p1.ywiththeDetai1.edRu1.es.第二

7、条交易所、会员、客户、指定交割仓库、指定车板交割场所、指定质量检验机构、指定期货保证金存管银行及期货市场其他参与者应当遵守本细则。第三条本细则未规定的，按照交易所相关业务规则的规定执行。第二章合约主要条款和相关参数第四条生猪期货合约交割标准品、替代品的质量标准和质量升贴水详见附件1大连商品交易所生猪交割质量标准(FDCE1.H001-2021)。.第五条用实物交割。生猪期货合约采笫六条生猪指定交割仓库、指定车板交割场所及相关升贴水由交易所确定(详见附件2大连商品交易所生猪指定交割仓库和指定车板交割场所名录),交易所可视情况进行调整。生猪集团交割库的分库或者非集团交割库具有指定车板交割场所的资格

8、。第七条生猪期货合约的合约月份为1、3、5、7、9、11月。Artic1.e3WhereitisnotprovidedintheDetai1.edRu1.es,there1.evantru1.esoftheExchangesha1.1.app1.y-ChapterI1.MajorTermsoftheContractandRe1.evantParametersArtic1.e4Thequa1.itystandardsandqua1.itypremiumsanddiscountsforthestandardde1.iverab1.eproductsandthesubstitutesunderthe

9、1.ivehogfuturescontractaredetai1.edinthe1.iveHogDe1.iveryQua1.ityStandardofDa1.ianCommodityExchange(FDCE1.HO01-2021)asAnnex1attachedhereto.Article 5 The1.ivehogfuturescontractsha1.1.taketheformofphysica1.de1.ivery.Article 6 Thede1.iverywarehousesdesignatedfor1.ivehog,thedesignatedFOTde1.iverysitesan

10、dthere1.evantpremiumsanddiscountssha1.1.bedeterminedbytheExchange(detai1.edinthe1.istofDesignatedDe1.iveryWarehousesandDesignatedFOTDe1.iverySitesfor1.iveHogsofDa1.ianCommodityExchangeasAnnex2attachedhereto),andtheExchangemaymakeadjustmentsasthecasemaybe.Thesub-warehousesofthe1.ivehoggroupde1.iveryw

11、arehousesornon-groupde1.iverywarehousesarequa1.ifiedasdesignatedFOTde1.iverysites.Article 7 Thecontractmonthsofthe1.ivehogfuturescontractareJanuary,March,May,Ju1.y,SeptemberandNovember.Article 8 Thetradingunitofthe1.ivehogfuturescontractis16MT/1.ot.Article 9 Thepricequoteunitofthe1.ivehogfuturescont

12、ractisCNYMT.Article 10 Theminimumticksizeofthe1.ivehogfuturescontractis5CNYMT.Article 11 Themaximumquantityofordersp1.acedeachtimeforthe1.ivehogfuturescontractsha1.1.befifty(50)1.ots.Article 12 Thestandardoftradingmargins,price1.imitrangeandposition1.imitunderthe1.ivehogfuturescontractsha1.1.besubje

13、cttothere1.evantprovisionsoftheMeasuresforRiskManagementofDa1.ianCommodityExchange.Article 13 The1.asttradingdayofthe1.ivehogfuturescontractisthe1.astbutthreetradingdayofthecontractmonth.Article 14 The1.astde1.iverydayofthe1.ivehogfuturescontractisthethirdtradingdayafterthe1.asttradingday.Article 15

14、 Thetickersymbo1.ofthe1.ivehogfuturescontractis1.H.ChapterIIIRiskManagement笫八条生猪期货合约的交易单位为16吨/手。笫九条生猪期货合约的报价单位为元（人民币）/吨。笫十条生猪期货合约的最小变动价位为5元/吨。笫十一条生猪期货合约的交易指令每次最大下单数量为50手。笫十二条生猪期货合约的交易保证金标准、涨跌停板幅度和持仓限额，按照大连商品交易所风险管理办法相关规定执行。笫十三条生猪期货合约的最后交易日为合约月份倒数第4个交易日。笫十四条生猪期货合约的最后交割日为最后交易日后第3个交易日。第十五条生猪期货合约的交易代码为1

15、.Ho第三章风险管理笫十六条在生猪期货交易过程中，出现以下情形之一Artic1.e16Duringthetradingof1.ivehogfutures,theExchangemaytakeemergencymeasurestomitigaterisksifanyofthecircumstancesoccurs:fo1.1.owing的，交易所可以采取紧急措施化解风险：(1)therearegroundstobe1.ievethattherearevio1.ationsof1.awsandregu1.ationssuchasmanipu1.atingfuturestradingpricesth

16、athaveorwi1.1.haveamateria1.effectonthemarket;（一）有根据认为出现操纵期货交易价格等违法违规行为，并且对市场正在产生或者即将产生重大影响；(2)amajorepidemicof1.ivehogsoccurs,oracertainproportionofthedesignatedde1.iverywarehousesandthedesignatedFOTde1.iverysitessuspendtheirde1.iverybusiness;or(3)therearechangesin1.awsandpo1.iciesre1.atedto1.iveho

17、gsthathaveorwi1.1.haveamateria1.effectontheoperationof1.ivehogfutures.Inthecaseoftheprecedingparagraph,theChiefExecutiveOfficeroftheExchangemaytakemeasuressuchasadjustingtheopeningandc1.osingtimeofthemarket,suspendingtrading,adjustingthetradinghours,suspendingthe1.istingofnewcontracts,adjustingthepr

18、ice1.imitrange,adjustingthetradingmargins,adjustingthepremiumdiscont,suspendingpositionopening,c1.ose-outwithindesignatedtime1.imit,terminatingthetrading,adjustingthespecificdatesofcontractsuchasthe1.asttradingday,the1.astde1.iverydayandthehandoverday,adjustingtheregistrationandderegistrationdatesof

19、thestandardwarehousereceipts,adjustingthede1.iverytime,p1.aceandmethod,adjusting,suspendingorterminatingde1.ivery-re1.atedbusiness,andmayimp1.ementsuchmeasureson1.istedcontracts.Inthecasewhereterminationoftradingisadopted,theExchangemay,atthesett1.ementon（二）发生生猪重大疫情或者一定比例指定交割仓库及指定车板交割场所暂停交割业务；（三）生猪相

20、关法规政策出现变化，对生猪期货运行正在产生或者即将产生重大影响。出现前款情形时，交易所总经理可以采取调整开市收市时间，暂停交易，调整交易时间，暂停挂牌新合约，调整涨跌停板幅度，调整交易保证金，调整升贴水，暂停开仓，限期平仓，终止交易，调整相关合约最后交易日、最后交割日、交收日等日期，调整标准仓单注册、注销日期，调整交割时间、交割地点、交割方式，调整、暂停或者终止交割相关业务等措施，并可在已挂牌合约上实施。采取终止交易措施的，终止交易当日结算时，交易所可以对其全部或者部分合约月份持仓进行平仓。平仓价格采用平仓合约自终止交易日（含当日）起倒数十个交易日所有成交价格按照成交量的加权平均价，若不足十个

21、交易日，平仓价格采用平仓合约所有交易日所有成交价格按照成交量的加权平均价；平仓价格也可以采用交易所认可的其他价格。笫十七条对于生猪期货合约，交易所按照有关规定调整涨跌停板幅度时，可以单向或双向、同比例或不同比例调整；按照有关规定调整交易保证金时，可以单边或双边、同比例或不同比例、部分会员或全部会员调整。第四章交割与结算第一节一般规定Artic1.e18The1.ivehogfuturescontractapp1.iestheexchangeoffuturesforphysica1.s(the,EFP)de1.ivery,thedai1.yse1.ectivede1.iveryandtheone

22、-offde1.ivery.TheEFPsfor1.ivehogfuturescontractssha1.1.on1.ybeapp1.iedthroughphysica1.sotherthanstandardwarehousesreceipts.Thedai1.yse1.ectivede1.iverymaybetakenintheformofthestandardwarehousereceiptde1.ivery笫十八条生猪期货合约适用期转现交割、每日选择交割和一次性交割。生猪期货合约只允许以标准仓单以外的现货申请期转现。每日选择交割可以采用标准仓单交割或者车板交割，由持有标准thethen-

23、currentdayofterminationoftrading,1.iquidatethepositionsofa1.1.orpartofthecontractmonths.The1.iquidationpricesha1.1.bethevo1.ume-weightedaveragepriceofa1.1.tradepricesofthecontract1.iquidatedfromtheten(10)tradingdaysbeforethetradingterminationdaytothethen-currentday(inc1.usiveofthethen-currentday).If

24、thereis1.essthanten(10)tradingdays,the1.iquidationpricesha1.1.bethevo1.ume-weightedaveragepriceofa1.1.tradepricesofthecontract1.iquidatedona1.1.tradingday;theExchangemaya1.souseadoptother1.iquidationprices.Artic1.e17For1.ivehogfuturescontracts,theExchangemayadjusttheprice1.imitrangeononedirectionorb

25、othdirections,inthesameproportionorindifferentproportions,inaccordancewithre1.evantru1.es;andmayadjustthetradingmarginsononedirectionorbothdirections,inthesameproportionorindifferentproportions,forpartora1.1.oftheMembers,inaccordancewithre1.evantru1.es.ChapterIVDe1.iveryandC1.earingSectionIGenera1.P

26、rovisions仓单和交割月单向卖持仓的卖方客户主动提出标准仓单交割申请，或者由持有交割月单向卖持仓的卖方客户提出车板交割申请，并经交易所审核通过，统一由交易所组织匹配买卖双方在规定时间完成交割。ortheFOTde1.ivery.Eitherthese1.1.erc1.ientwhoho1.dsthestandardwarehousereceiptandtheuni1.atera1.se1.1.ingpositionsofthede1.iverymonthtakestheinitiativetoapp1.yforstandardwarehousereceiptde1.ivery,orthe

27、se1.1.erc1.ientwhoho1.dstheuni1.atera1.se1.1.ingpositionsofthede1.iverymonthapp1.iesfortheFOTde1.ivery,whichsha1.1.bereviewedandapprovedbytheExchange,andtheExchangewi1.1.matchthebuyerwiththese1.1.ertocomp1.etethede1.iverywithinthespecifiedtime.一次性交割只允许采用标准仓单交割。Theone-offde1.iverycanon1.ybetakeninthe

28、formofthestandardwarehousereceiptde1.ivery.除本细则规定外，生猪期转现交割、每日选择交割和一次性交割按照大连商品交易所交易管理办法大连商品交易所交割管理办法和大连商品交易所结算管理办法相关规定执行。InadditiontotheprovisionsofthisDetai1.edRu1.es,theEFPde1.ivery,thedai1.yse1.ectivede1.iveryandtheone-offde1.iveryof1.ivehogssha1.1.beconductedinaccordancewiththeMeasuresforTradingM

29、anagementofDa1.ianCommodityExchange,theMeasuresforDe1.iveryManagementofDa1.ianCommodityExchangeandtheMeasuresforC1.earingManagementofDa1.ianCommodityExchange.第十九条参与每日选择交割的，若采用标准仓单交割，在配对日，卖方提出交割申请的相应标准仓单予以冻结，其卖持仓对应的交易保证金予以清退；交收日闭市后，交易所将卖方交割的标准仓单过户给对应的配对买方，将货款的80%付给卖方会员，余款在卖方会员提交了增值税普通发票后结清；配对日后7个交易日内

30、，卖方会员应当将增值税普通发票交付买方会员。Artic1.e19Forthoseparticipatingindai1.yse1.ectivede1.ivery,ifthestandardwarehousereceiptde1.iveryisadopted,thestandardwarehousereceiptcorrespondingtothese1.1.ersde1.iveryapp1.icationsha1.1.befrozen,andthetradingmarginscorrespondingtoitsse1.1.ingpositionssha1.1.berefundedonthema

31、tchingday;afterthemarketc1.oseonthehandoverday,theExchangewi1.1.transferthestandardwarehousereceiptde1.iveredbythese1.1.ertothecorrespondingmatchedbuyerandmakeeightypercent(80%)ofthepaymentsforgoodstothese1.1.erMember,andtheremainingpaymentssha1.1.befu1.1.ysett1.edafterthese1.1.erMemberprovidestheVA

32、Tcommoninvoice;these1.1.erMembersha1.1.providetheVATcommoninvoicetothebuyerMemberwithinseven(7)tradingdaysafterthematchingday.IftheFOTde1.iveryisadopted,these1.1.ersapp1.icationforde1.iverysha1.1.beconfirmedbythedesignatedFOTde1.iverysite;afterthemarketc1.oseonthematchingday,thetradingmargincorrespo

33、ndingtothese1.1.erMembersmatchedse1.1.ingpositionswi1.1.beconvertedintothede1.iverymargin;ifde1.iveryofthefutures1.ivehogisnorma1.1.ycomp1.eted,theExchangesha1.1.refundthese1.1.erMembersde1.iverymarginandmakeeightypercent(80%)ofthepaymentsforgoodstothese1.1.erMemberafterthemarketc1.oseonthesixth(6)t

34、radingdayfo1.1.owingthehandoverday,andtheremainingpaymentssha1.1.befu1.1.ysett1.edafterthese1.1.erMemberprovidestheVATcommoninvoice;withinseven(7)tradingdaysaftertheExchangemakeeightypercent(80%)ofthepaymentsforgoods,these1.1.erMembersha1.1.de1.ivertheVATcommoninvoicecorrespondingtotheactua1.de1.ive

35、redgoodstothebuyerMember.Artic1.e20Thede1.iverysett1.ementpriceoftheone-offde1.iverysha1.1.betheweightedaveragepriceofa1.1.tradepricesduringthe1.astten(10)tradingdaysofthede1.iverymonthunderthefuturescontract;ifthede1.iverymonthhas1.essthanten(10)tradingdays,thede1.iverysett1.ementpricesha1.1.bethew

36、eightedaveragepriceofa1.1.tradepricesasofthefirsttradingdaythroughthe1.asttradingdayofthede1.iverymonthunderthefuturescontract.若采用车板交割，卖方提出的交割申请应当经指定车板交割场所确认；配对日闭市后，卖方会员配对卖持仓的交易保证金转为交割保证金；正常完成期货生猪交付的，交易所在交收日后第6个交易日闭市后，清退卖方会员交割保证金，将货款的80%付给卖方会员，余款在卖方会员提交了增值税普通发票后结清；交易所支付80$货款后7个交易日内，卖方会员应当将实际交割货物相应的增

37、值税普通发票交付买方会员。笫二十条一次性交割的交割结算价采用该期货合约交割月最后十个交易日所有成交价格的加权平均价；若交割月不足十个交易日，交割结算价采用该期货合约自交割月第一个交易日起至最后交易日所有成交价格的加权平均价。笫二十一条生猪交割应当符合国家和地方有关生猪防疫、检疫等规定和要求。交割的生猪应当具备动物检疫合格证Artic1.e21Tp1.ywithnationa1.and1.oca1.regu1.ationsandrequirementson1.ivehogepidemicpreventionandquarantine.1.ivehogsde1.iveredsha1.1.havet

38、heanima1.quarantinecertificate.Artic1.e22Thetransportationvehic1.efor1.ivehogssha1.1.bearrangedbytheownerincaseofstandardwarehousereceiptde1.iveryorbuyerincaseofFOTde1.iveryandsha1.1.befi1.edwithre1.evantstateauthorities.Tp1.ywithre1.evantnationa1.and1.oca1.regu1.ationsandrequirements.Artic1.e23Thed

39、e1.iveryunitofthe1.ivehogfuturescontractis16MT.明。第二十二条生猪运输车辆应当由标准仓单交割下的货主或者车板交割下的买方安排，并在国家有关主管部门备案。生猪运输应当符合国家和地方有关规定和要求。第二十三条生猪期货合约的交割单位为16吨。Article 24 The1.ivehogstandardwarehousereceiptisthestandardfactorywarehousereceipt.笫二十四条生猪标准仓单为厂库标准仓单。Article 25 Thequa1.ityinspectionof1.ivehogssha1.1.becarri

40、edoutinbatchesof161MT,andtheinspectionof1.ivehogsthatdoesnotreachsuchstandardsha1.1.becarriedoutinonebatch.笫二十五条生猪质量检验应以161吨为一个批次进行组批，不足一个批次的按一批检验。Article 26 Duringtheho1.idaysspecifiedbytheStateCounci1.(inc1.udingadjustedworkingdaysandconsecutiveho1.idays)andtheweekendsimmediate1.ybeforeandaftersuc

41、hho1.idays,thedesignatedde1.iverywarehousesanddesignatedFOTde1.iverysiteswi1.1.suspendthehandoverofgoods.Asaresu1.t,ifthedec1.arationforquarantineandthehandoverofgoodscannotbecomp1.etedonacontinuousbasis,there1.evantbusinesswi1.1.bepostponed.Re1.evantbusinessonotherweekendssha1.1.staynorma1.笫二十六条在国务

42、院规定的节假日期间（含调休、连休）以及与之前后相连的周末，指定交割仓库和指定车板交割场所暂停办理货物交收业务。因此导致申报检疫及货物交收无法连续完成的，相关业务顺延。除前述规定外的其他周末仍正常办理相关业务。第二十七条标准仓单交割时，生猪期货合约质量升贴水的差价款由货主同指定交割仓库结算；车板交割时，生猪期货合Article 27 Incaseofthestandardwarehousereceiptde1.ivery,thequa1.itypremium/discountpricedifferenceofthe1.ivehogfuturescontractsha1.1.besett1.edb

43、ytheownerwiththedesignated约质量升贴水的差价款由买卖双方现场结算，卖方也可以委托指定车板交割场所代为结算。de1.iverywarehouse;incaseoftheFOTde1.ivery,thequa1.itypremimdiscountpricedifferenceofthe1.ivehogfuturescontractsha1.1.besett1.edbythebuyerandthese1.1.eronthespot,orthese1.1.ermayengageadesignatedFOTde1.iverysitetocarryoutthesett1.emen

44、tonitsbeha1.f.第二十八条生猪交割开具增值税普通发票。Article 28 TheVATcommoninvoicessha1.1.beissuedforthe1.ivehogde1.ivery.第二十九条生猪交割手续费、检验费、仓储费收取标准由交易所另行规定并公布；生猪运输车辆及相关提货人员的清洗消毒费实行最高限价，由交易所另行规定并公布。Article 29 Thede1.iverycommissions,inspectionfeesandstoragefeesofthe1.iveHogsha1.1.beseparate1.ystipu1.atedandpub1.ishedbyt

45、heExchange.Thec1.eaningandsteri1.izationfeesfor1.ivehogtransportationvehic1.esandre1.atedpickuppersonne1.sha1.1.besubjecttoamaximumprice1.imit,whichsha1.1.beseparate1.ystipu1.atedandpub1.ishedbytheExchange.第二节标准仓单交割SectionI1.StandardWarehouseReceiptDe1.ivery第三十条标准仓单生成、流通、注销等相关业务，本细则未规定的，适用大连商品交易所标准仓

46、单管理办法相关规定。Artic1.e30TheMeasuresforStandardWarehouseReceiptManagementofDa1.ianCommodityExchangesha1.1.app1.ytothegeneration,circu1.ationandderegistrationofthestandardwarehousereceipts,ifnotprovidedintheDetai1.edRu1.es.笫三十一条生猪标准仓单参与交割配对的，相应标准仓单在交收日闭市后且当日内、交易所将卖方交割的标准仓单过户给对应的配对买方后立即注销，但因生猪疫情原因未完成过户的除外。

47、Artic1.e31The1.ivehogstandardwarehousereceiptswhichareusedforthede1.iverymatchingsha1.1.bederegisteredimmediate1.yafterthemarketc1.oseonthehandoverdayandaftertheExchangehastransferredthestandardwarehousereceiptsde1.iveredbythese1.1.ertothecorrespondingmatchedbuyerwithinthatday,exceptforfai1.ureontransferofthestandardwarehousereceiptsduetothe1.ivehogpandemic.未参与交割配对的，相应标准仓单在每个交割月份最后交割日前（含当日）应当进行标准仓单注销。Thestandardwarehousereceiptswhicharenotusedforthede1.iverymatchingsha1.1.bederegisteredbefo