1.during the trading sessions, the data in the above table indicate the settlement parameters of the last trading day. daily settlement parameters will be officially published after the completion of day-end balancing.
2.delivery fee quoted in yuan/barrel for crude oil.
3.the transaction fee for closing out the position opened on the same day=the haircut rate for closing out the position opened on the same day * transaction fee, which is waived then the value is zero.
4.transaction fee for crude oil futures shall refer to the amount of transaction fee.
fee percentage (‰)
trans fee (rmb /lot)
delivery fee(rmb /barrel)
discount rate for closing-out today’s position (%)