Core Viewpoint - The Shanghai Futures Exchange has announced adjustments to the trading limits and margin requirements for gold and silver futures contracts, effective from October 21, 2025 [1] Group 1: Trading Limits - The price fluctuation limit for gold and silver futures contracts will be adjusted to 14% [1] - The adjustment aims to enhance market stability and risk management [1] Group 2: Margin Requirements - The margin requirement for holding positions will be set at 15% for hedging positions and 16% for general positions [1] - These changes are part of the Shanghai Futures Exchange's risk control management measures [1] Group 3: Regulatory Framework - Any further adjustments to margin requirements and trading limits will be based on the provisions outlined in the Shanghai Futures Exchange's risk control management regulations [1]

Core Viewpoint - The Shanghai Futures Exchange announced adjustments to the margin ratios and price fluctuation limits for nickel and other futures contracts, effective from October 14, 2025 [2] Group 1: Margin Ratio Adjustments - The margin ratio for nickel and tin futures contracts will be adjusted to 9% for hedging positions and 10% for general positions [2] - The margin ratio for butadiene rubber and natural rubber futures contracts will be set at 8% for hedging positions and 9% for general positions [2] Group 2: Price Fluctuation Limits - The price fluctuation limit for nickel and tin futures contracts will be adjusted to 8% [2] - The price fluctuation limit for butadiene rubber and natural rubber futures contracts will be set at 7% [2] Group 3: Risk Management Provisions - Adjustments to the margin ratios and price fluctuation limits may occur based on the provisions outlined in Article 13 of the Shanghai Futures Exchange Risk Control Management Measures [2] - Other matters related to margin trading and price fluctuation limits will be executed according to the Shanghai Futures Exchange Risk Control Management Measures [2]

Core Points - The Shanghai Futures Exchange announced adjustments to margin requirements and price limits for certain futures contracts effective from October 14, 2025 [1] Group 1: Margin Requirements and Price Limits - Nickel and tin futures contracts will have their price limit adjusted to 8%, with the margin requirement for hedging positions set at 9% and for general positions at 10% [1] - Butadiene rubber and natural rubber futures contracts will see their price limit adjusted to 7%, with the margin requirement for hedging positions set at 8% and for general positions at 9% [1] - Adjustments may occur based on the risk management regulations of the Shanghai Futures Exchange if specific conditions are met [1]

Group 1 - The Shanghai International Energy Exchange announced the trading schedule for the National Day and Mid-Autumn Festival in 2025, indicating no night trading on September 30, 2025, and a market closure from October 1 to October 8, 2025, with trading resuming on October 9, 2025 [1] Group 2 - Starting from the settlement on September 29, 2025, the margin ratios and price fluctuation limits for various futures contracts will be adjusted, including a 9% fluctuation limit for international copper futures and a 12% limit for crude oil and low-sulfur fuel oil futures [2] - The margin ratio for international copper futures will be set at 10% for hedging positions and 11% for general positions, while crude oil futures will have a 13% margin for hedging and 14% for general positions [2] Group 3 - On October 9, 2025, after the first trading day without a one-sided market, the price fluctuation limits and margin ratios for all futures contracts will revert to their original levels [2][3]

Group 1 - The Shanghai International Energy Exchange announced the trading schedule for the Dragon Boat Festival in 2025, indicating no night trading on May 30, 2025, and a market closure from May 31 to June 2, 2025, with trading resuming on June 3, 2025 [1] - The margin requirements and price fluctuation limits for the shipping index (European line) futures contracts will be adjusted to a fluctuation limit of 18% and a margin ratio of 20% starting from the settlement on May 29, 2025 [1] - On June 3, 2025, after trading, the fluctuation limit and margin ratio for the shipping index (European line) futures contracts will remain at 18% and 20%, respectively, unless conditions specified in the risk control management rules necessitate further adjustments [1][2]