【中英文对照版】大连商品交易所异常交易行为管理办法(2024).docx

大连商品交易所异常交易行为管理办法的公告(2024)MeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchange.docx(2024)制定机关：大连商品交易所发文字：大连商品交易所公告(2024)57号公布日期：2024.07.19施行日期:2024.10.25效力位阶：地方规范性文件法规奖别：期货综合规定IssuingAuthorityDa1.ianCommodityExchangeDocumen1.Number：AnM>utene1.No.5712()24)uf!1.tnCommudi1.yExchangeDmCIssued：07-19-2024EffectiveDate:IQ-2520241.eve1.ofAUUK)TiIy.1.oea1.Regu1.atoryDocumenuArb1.ofIawGcncni1.ProvisionsonF7UtiircxAnnouncementontheAmendmentstotheMeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchange大连商品交易所关于修改大连商品交易所异常交易行为管理办法的公告No.572024DCE大连商品交易所公告（2024）57号Upondiscussionandapprova1.atthe46thmeetingofthe4thBoardofGovernorsofDa1.ianCommodityExchange,theamendmentstotheMeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityEeintoeffectfromthetradingon25October2024(i.e.,thenighttradingperiodon24October2024).大连商品交易所异常交易行为管理办法的修改巳由大连商品交易所第四届理事会第四十六次会议审议通过，现予公布，自2024年10月25日交易时（即10月24日晚夜盘）起施行。Theannouncementisherebyre1.eased.特此公告。附件1：大连商品交易所异常交易行为管理办法附件2：大连商品交易所异常交易行为管理办法修改对照表大连商品交易所2024年7月19日附件1大连商品交易所异常交易行为管理办法第一章总则第一条为了规范期货交易行为，保护期货交易当事人的合法权益，维护市场正常秩序，根据大连商品交易所交易规则，制定本办法。第二条大连商品交易所（以下简称交易所）对期货交易行为进行自律管理，发现交易行为异常的，可以启动异常交易行为处理程序，对相关会员、境外特殊参与者、境外中Attachments:!.MeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchange.doc×2.ComparisonTab1.eoftheAmendmentstotheMeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchangeDa1.ianCommodityExchangeJu1.y19,2024Attachment1MeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchangeChapterIGenera1.ProvisionsArtic1.e1TheMeasuresforAdministrationofAbnorma1.TradingBehaviorsofDa1.ianCommodityExchange(the"Measures")areformu1.atedinaccordancewiththeTradingRu1.esofDa1.ianCommodityExchangeinordertoregu1.atefuturestradingpractices,protectthe1.awfu1.rightsandinterestsofthepartiestofuturestradingandmaintainanorder1.yfuturesmarket.Artic1.e2Da1.ianCommodityExchange(the"Exchange")wi1.1.conductse1.f-regu1.atorysupervisionoverthefuturestradingactivitiesandmayactivatetheproceduresforhand1.ingabnorma1.tradingbehaviors,takeappropriatese1.f-regu1.atorymeasuresagainstthere1.evantMembers,theOverseasSpecia1.Participants(the"OSPs"),OverseasIntermediariesorc1.ientsincaseofanyabnorma1.ityinfuturestradingactivities.Artic1.e3TheFuturesCompanyMembers,OverseasSpecia1.BrokerageParticipants(the"OSBPs")andtheOverseasIntermediariessha1.1.du1.ysupen/isethetradingactivitiesoftheirc1.ients;discover,stopandreportanyabnorma1.tradingbehaviorsofthec1.ientsinatime1.ymanner;andsha1.1.notindu1.ge,induce,encourageorsupportanyc1.ienttoengageinabnorma1.trading.Artic1.e4TheNon-FuturesCompanyMembers,theOverseasSpecia1.Non-BrokerageParticipants(the"OSNBPs"),p1.ywiththe1.aws,regu1.ations,by1.awsandtheru1.esoftheExchange,acceptse1.f-regu1.atorysupervisionbytheExchangeandconscious1.yregu1.atetheirtradingactivities.Thec1.ientssha1.1.accepttheadministrationofFuturesCompanyMembers,OSBPsandOverseasIntermediarieson1.awfu1.tradingandcomp1.iance.Chapter11IdentificationofAbnorma1.TradingBehaviors介机构或者客户采取相应自律管理措施。第三条期货公司会员、境外特殊经纪参与者、境外中介机构应当切实履行客户交易行为管理职责，及时发现、及时制止、及时报告客户的异常交易行为，不得纵容、诱导、怂恿、支持客户进行异常交易。笫四条非期货公司会员、境外特殊非经纪参与者、客户参与期货交易应当遵守法律、法规、规章和交易所业务规则，接受交易所自律管理，自觉规范交易行为。客户应当接受期货公司会员、境外特殊经纪参与者、境外中介机构对其交易行为的合法合规性管理。第二章异常交易行为认定笫五条期货交易出现以下情形之一的，交易所认定为异常交易行为：（一）自成交行为，即以自己为交易对象，进行自买自卖的行为，或者实际控制关系账户组内发生的互为对手方交易的行为；Artic1.e5Anyofthefo1.1.owingactivitiesinfuturestradingsha1.1.bedeemedasanabnorma1.tradingbehaviorbytheExchange:(1)se1.f-tradeactivities,name1.y,thetradingactivitiesbetweenone'sownaccountsbyactingasitsowncounterparty,orthetradingactivitieswithinagroupofaccountswithactua1.contro1.re1.ationshipasidentified;(2)frequentcance1.1.ationoforders,name1.y,thebehaviorsoffrequentsubmissionandcance1.1.ationoforders;（二）频繁报撤单行为，即频繁申报并撤销申报的行为：(3)cance1.1.ationof1.arge-amountorders,name1.y,thebehaviorsofmu1.tip1.esubmissionsandcance1.1.ationsof1.arge-amountoforders;（三）大额报撤单行为，即多次大额申报并撤销申报的行为；(4)programtradingdisturbingthetradingorders,name1.y,thebehaviorsofp1.acingtradingordersviaprogramtradingaffectingorpossib1.yaffectingsystemsecurityoftheExchangeordisturbingthenorma1.tradingorder;or（四）程序化交易扰乱交易秩序行为，即采取程序化交易方式下达交易指令，影响或者可能影响交易所系统安全或者扰乱正常交易秩序的行为；(5)othercircumstancesidentifiedbytheChinaSecuritiesRegu1.atoryCommission(,'CSRC")ortheExchange.（五）中国证监会规定或者交易所认定的其他情形。Artic1.e6Thec1.ient,theNon-FuturesCompanyMemberortheOSNBPinvo1.vedinanyofthefo1.1.owingcircumstances,sha1.1.bedeemedasreachingthehand1.ingstandardsofabnorma1.tradingbehaviorsprescribedbytheExchange,inc1.udingthese1.f-trade,frequentcance1.1.ationofordersorcance1.1.ationof1.arge-amountoforders:第六条客户、非期货公司会员、境外特殊非经纪参与者出现以下情形之一的，即达到交易所自成交、频繁报撤单或者大额报撤单异常交易行为处理标准：