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What you need to know about margin trading contracts

Margin trading is trading on margins, participants must have sufficient margins on their accounts.

Margin trading includes fixed date trading – T+N, and non-fixed date trading – T+D. T+N contracts have fixed maturity date, while T+D position could rollover day by day.

T+D Contracts

T+D includes Au (T+D), mAu (T+D) and Ag (T+D)

The participant that holding the T+D position could:

Close out the position

Submit delivery tender to physically settle the position

Automatically rollover the position to next trading day and pay or receive deferred interest

*When there’s an imbalance between delivery tenders, the deferred interest payment and delivery equalizer will occur. Please see the following example:

Contracts Specifications

Deferred Interest

Say there are 100 lots of long position and 100 lots of short position. During the application period of selling and buying physicals, 40 lots of long position request to buy physicals but only 30 lots were delivered, there are 10 lots unsatisfied. Therefore, those applied but didn’t deliver not only should pay compensation fee to the buyers of this 10 lots , but also those holds long position but didn’t apply to buy physicals.

Deferred Equalizer

Delivery Equalizer is the third party who delivers the 10 lots of gold to make up the shortfall between buying and selling the physical gold. The incentive of being neutral equalizer is to receive the compensation from the 70 lots of short position for the 10 lots of gold.

T+N Contracts

T+N includes Au(T+N1) and Au(T+N2):
The maturity date of Au(T+N1) is June 15th
The maturity date of Au(T+N2) is December 15th

Till the maturity date, the participant that holding the T+N position could:
Close out the position
Submit delivery tender to physically settle the position.

On the maturity date, if the participant doesn’t close out or physically settle the position, they will pay or receive the deferred interest and the position will be automatically rollover to the next maturity date.

Currently the deferred interest rate is 3%, the methodology of delivery application and delivery equalizer are the same with T+D products.

Matching Market

Au(T+D)
Contract code Au(T+D)
Trading Type Margin
Details
Au(T+N2)
Contract code Au(T+N2)
Trading Type Margin
Details
mAu(T+D)
Contract code mAu(T+D)
Trading Type Margin
Details
Ag(T+D)
Contract code Ag(T+D)
Trading Type Margin
Details
Au(T+N1)
Contract code Au(T+N1)
Trading Type Margin
Details
NYAuTN06、NYAuTN12
Contract code NYAuTN06、NYAuTN12
Trading Type Margin
Details

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