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1、MeasuresforArbitrageManagementofDalianCommodityExchange(forPublicConsultationOnly)ChapterIGeneralProvisionsArticle1TheseMeasuresareformulatedpursuanttotheTradingRulesofDalianCommodityExchangeandotherregulationsforthepurposesofstandardizingthearbitragebusinessmanagemen
2、tandpromotingthestandardizeddevelopmentofthefuturesmarket.Article2Thearbitragehereundershallbedividedintocalendarspreadarbitrageandinter-productspreadarbitrage.Thecalendarspreadarbitrageshallrefertothearbitragebetweenandamongthedifferentcontractswithrespecttothesamepr
3、oduct.Theinter-productspreadshallrefertothearbitragebetweenandamongthecontractsofdifferentproducts.Onthebasisofthedifferentcontractmonths,thearbitragemaybedividedintothearbitrageofthegeneralmonths(asofthecontractlistingdatethroughthelasttradingdayofthefirstmonthpreced
4、ingthedeliverymonth)andthatofthedeliverymonths.Article3TheExchangeshalltimelypublishtheproducts,contractsandcombinationmethodsapplicabletothearbitrage.Article4TheMembers,overseasbrokersandclientswhichengageinthearbitragebusinessatDalianCommodityExchange(the“Exchange”)
5、shallcomplywiththeseMeasures.ChapterIIArbitragePositionArticle5Thetotalofthearbitragepositionsandspeculativepositionsofthenon-futurescompanyMembersandclientsshallnotexceedthespeculativepositionlimitprescribedbytheExchange.Thenon-futurescompanyMembersandclientsmayapply
6、forincreasingthearbitragepositionamount.Noclientswhichhaveobtainedthehedgingtradingqualificationsmayapplyforthearbitragepositionincreasewithrespecttotheapplicableproducts.Article6Theclientshallfileanapplicationforincreasingarbitragepositionamountthroughitsfuturescompa
7、nyMember;andafteritsapplicationmaterialshavebeenexaminedbythefuturescompanyMember,thefuturescompanyMembershallhandlethedeclarationformalitiestotheExchangeonbehalfoftheclientpursuanttotheseMeasures,andthenon-futurescompanyMembershalldirectlyhandlethedeclarationformalit
8、iestotheExchange.Theclientwhichentrustsanoverseasbrokerwithfuturestradingandintendstoapplyforarbitragepositionamountshallent
