CZCE cotton yarn futures (CY): margin, price limit and fees
End-of-day open interest is not yet verified. Contract-level parameters are listed below.
Official CZCE parameters for trading day 26 Oct 2026 · CZCE source ↗
By contract
| Contract | Spec. margin | Price limit | Fee | Close-today fee | Position limit |
|---|---|---|---|---|---|
| CY611 | 10% | ±4% | CNY 1/lot | CNY 0/lot | 500 |
| CY612 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY701 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY702 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY703 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY704 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY705 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY706 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY707 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY708 | 5% | ±8% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY709 | 5% | ±4% | CNY 1/lot | CNY 0/lot | 5,000 |
| CY710 | 5% | ±8% | CNY 1/lot | CNY 0/lot | 5,000 |
Fees as a share of turnover unless shown per lot. Position and opening limits in lots per contract. A contract near or in its delivery month can carry a higher margin, and the exchange may list no price limit for it.
Parameter history
Parameter values compared by trading day; dates are not notice effective times.
- Position limit Daily position limit: 100 lots → Daily position limit: 0 lotsCY610 · Compared with 2026-10-20
- Speculative margin 5% → 10%CY611 · Compared with 2026-10-14
- Position limit Daily position limit: 5000 lots → Daily position limit: 500 lotsCY611 · Compared with 2026-10-14
- Down price limit 8% → 4%CY709 · Compared with 2026-10-13
- Up price limit 8% → 4%CY709 · Compared with 2026-10-13
Notice timeline
Published notices mentioning this product, ordered by the exchange publication date.
Get an alert when CZCE changes cotton yarn margins or limits: CEC Pro.
Sources
Values are copied from the Zhengzhou Commodity Exchange's official daily trading and settlement parameters for 26 Oct 2026, with no adjustment. Hours: Futures Clock · Holidays: Markets Open Today. The exchange's own publication prevails.