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新交所将对受 IODEX 和块矿溢价 (Lump Premium) 质量规格变化影响的铁矿石合约进行修订和价值调整

2025-08-22

尊敬的客户:

请注意,SGX TSI Iron Ore CFR China (62% Fe Fines) Index Futures将于 2025  8  29 日(星期五)时段收盘时进行一次性价格调整。该调整将于 2025  9  1 日(星期一)生效。此次一次性货币调整的价格影响将由普氏能源资讯 (Platts) 公布,并以 2025  7  1 日至 2025  8  29 日(含首尾两天)期间 62/61% Fe IODEX Basis Spread assessment的每日平均值为基础。

新交所已确认,将对所有受 IODEX and Lump Premium质量规格变化影响的Iron Ore contracts进行一次性货币调整。

此次调整将影响持有SGX Iron Ore Futures, Swaps, and Options未平仓头寸且有效期自20261月起(例如:SGX-铁矿石2601及之后)的客户。


请注意:

交易新交所铁矿石期货和期权的客户应注意此次一次性盈亏调整。

从现在起至截止日期前建立的头寸应考虑即将到来的调整进行管理。

对于2026年及以后到期的新头寸,请注意,这些头寸将使用new Platts specification规范进行结算。

如有任何疑问,请联系您的客户经理或发送电子邮件至dealing@citicsf.com.hk


中信期货国际有限公司

交易风控部

2025822

 


SGX Group相关通知No. DC/AM - 56 of 2025内容请见:

06 Aug 2025

 

 

Circular No. DC/AM - 56 of 2025

 

SGX to amend and value adjust Iron Ore Contracts impacted by changes in IODEX and Lump Premium quality specifications

 

Platts has announced its decision on 1 July 2025 to update the quality specifications of the Platts Iron Ore Index  (“IODEX”) and the Platts Iron Ore Spot Lump Premium 62.5% CFR China Index  (“Lump Premium Index”) respectively, with effect on 2 January 2026. As a result, SGX will be making the following amendments.
1) Amend the contract specifications of the following contracts to reference IODEX starting from the contract month expiring in January 2026:
i) SGX TSI Iron Ore CFR China (62% Fe Fines) Index Futures
ii) SGX Options on TSI Iron Ore CFR China (62% Fe Fines) Index Futures
iii) SGX TSI Iron Ore CFR China (62% Fe Fines) Swap
iv) SGX Options on TSI Iron Ore CFR China (62% Fe Fines) Swap
Collectively, the “SGX Iron Ore 62% Contracts”.
2) Rename SGX Iron Ore 62% Contracts to the following respectively:
i) SGX IODEX Iron Ore Futures
ii) SGX Options on IODEX Iron Ore Futures
iii) SGX IODEX Iron Ore Swap
iv) SGX Options on IODEX Iron Ore Swap

 

Please refer to the attached circular and relevant appendices for more information.


Please contact SGX Derivatives Clearing and Collateral at (65) 6236 5319 if you need any clarification. Alternatively, you may email your query to dcc@sgx.com.

 

 

 

 

Attachment(s):
1. DCAM 56 of 2025 Circular on SGX Iron Ore Adjustment.pdf
2. DCAM 56 of 2025 Appendix A1 - SGX IODEX Iron Ore Futures.pdf
3. DCAM 56 of 2025 Appendix A2 - SGX IODEX Iron Ore Swap.pdf
4. DCAM 56 of 2025 Appendix A3 - SGX Options on IODEX Iron Ore Futures.pdf
5. DCAM 56 of 2025 Appendix A4 - SGX Options on IODEX Iron Ore Swap.pdf
6. DCAM 56 of 2025 Appendix A5 - SGX Platts Iron Ore CFR China (Lump Premium) Index Futures.pdf
7. DCAM 56 of 2025 Appendix A6 - SGX Platts Iron Ore CFR China (Lump Premium) Swap.pdf
8. DCAM 56 of 2025 Appendix B - Amendments to Futures Trading Rules.pdf
9. DCAM 56 of 2025 Appendix C - Amendments to the SGX-DC Clearing Rules .pdf
10. DCAM 56 of 2025 Appendix D - Price adjustment examples.pdf

附件下载:DCAM 56 of 2025 Circular on SGX Iron Ore Adjustment.zip

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