ICE Futures Europe

洲際期貨交易所（歐洲）

申報責任人士及申報方式
Who must report & How to report

Who must report：

Each Member, individual or entity that owns, controls, or carries for another person an account with reportable positions is required to submit daily Large Trader (“LGTR”) files to exchange.

How to report

Reporting files are submitted either by electronic submission via the ICE Managed File Transfer system (“MFT”) or by manual entry through the Exchange’s designated Web Portal. MFT provides a file download service that can be used by users or back-office systems to upload a variety of data files. The MFT is particularly suited to automation of uploads by back-office systems or ad-hoc delivery of position files to the Exchange.

Connectivity to MFT is provided via SFTP. This connectivity can be provisioned over the public internet or via any of the existing dedicated connections available for connection to the ICE Data Centre. Additional information concerning connectivity options is available on the ICE website here: https://www.theice.com/connectivity

負有申報責任人士：

每個擁有、控制或為他人持有具有報告義務的賬戶的會員、個人或實體，需每日向交易所提交提交大戶報告文件（Large Trader (“LGTR” ) files）。

申報方式：

申報文件需可通過交易所管理的文件傳輸系統（“MFT”）提交或人工通過交易所指定門戶提交。MFT提供文件下載服務，用戶或後臺系統可通過MFT上傳各種數據文件，適用於向交易所通過後臺系統自動上傳持倉/交割等申報文件。

連接MFT需要調用SFTP，可實現通過公共互聯網或任何可供連接的現有專用鏈接連接到ICE數據中心。有關可選連接類型的其他信息可在ICE網站上找到：

https://www.theice.com/connectivity

申報時間

Deadline for reports submission

Reporting Firms must submit LGTR files by 14:00 (UK local time) for positions held at the end of the previous business day. Any expected delays should be reported to Market Regulation immediately.

報告公司必須在14：00（英國當地時間）前提交LGTR文件。任何預期的延誤都應立即報告給市場監管部門。

持倉責任及持倉限制

Accountability Levels & Position Limits

View Position and Expiry Limit and Accountability Levels file by visiting：

https://www.ice.com/publicdocs/futures/Position_and_Expiry_Limit_and_Accountability_Levels.pdf?utm_source=website&utm_medium=search&utm_campaign=spotlight

通過訪問以下內容查看持倉責任及持倉限制的相關文件：

https://www.ice.com/publicdocs/futures/Position_and_Expiry_Limit_and_Accountability_Levels.pdf?utm_source=website&utm_medium=search&utm_campaign=spotlight

需報告資料

Information required

With respect to any Person that owns, controls or carries positions that meet or exceed All Month or Any One Month Accountability Levels of any Futures Contract or Option Contract, the Member shall report to the Exchange：

1. The positions carried by such Person in all contract months of that Futures Contract and Option Contract,regardless of size.

2. Without limiting any provision of the Rules, Members shall provide such additional information with respect to positions, and the ownership of such positions, as may be requested by the Exchange.

3. Reporting Firms/Clearing Members which hold, control, or carry for any Person a reportable Position Account/Volume Threshold Account must submit to the Exchange information identifying the ownership and control of each Reportable Position Account and all trading accounts related to each such Reportable Position Account.

NOTE:

Where Members use ‘omnibus’ accounts to represent a summary of the positions in one or many underlying accounts held by an affiliate organization of the Member, or a client of the Member, it is important to note that the individual underlying accounts must be identified, and their positions reported.

Where the underlying accounts’ positions of the Member’s client are reported under the same Reporting Firm code as the Member’s main reporting, it is not necessary to report the positions in the omnibus account.

Where the underlying accounts’ positions are reported directly under a different Reporting Firm code, either by an affiliate or client of the Member, it is necessary to report both those positions and the position held in the omnibus account.

Reportable positions within omnibus accounts must be fully disclosed to the Exchange. Failure to do so will result in the Exchange treating all positions in the account as if they were under common ownership or control, and therefore aggregated for the purposes of position, expiry and delivery limit and accountability level calculations.

對於擁有、控制或持有達申報要求賬戶的人士，報告方/會員應向交易所報告：

1.該人就該品種持有的所有期貨合約和期權合約，無論規模大小；

2.交易所要求的有關頭寸及其所有權的額外信息；

3.與每個應報告帳戶對應的賬戶擁有人或控制人的身份識別信息，以及改人所有和控制的其他全部賬戶。

提示：

如果會員使用“綜合賬戶”來代表一個或多個由其關聯實體或其客戶持有的底層賬戶，則必須注意識別到每一個底層賬戶身份，並報告其頭寸。

如果會員底層客戶賬戶頭寸是以與會員主要報告相同的報告代碼名義報告的，則沒有必要在綜合賬戶中報告頭寸。

如果底層賬戶的頭寸直接由會員的關聯實體或客戶根據不同的報告代碼報告，則有必要報告這些綜合賬戶中持有的頭寸。

綜合賬戶內的可報告頭寸必須向交易所充分披露。否則，交易所將把賬戶中的所有頭寸視為共同所有權或控制，而合並計算相關持倉責任及持倉限制。

合計倉位的規定

Aggregation requirements

In determining whether a position is a reportable position or any Person has exceeded the limits published by the Exchange or limits determined pursuant to an exemption granted by the Exchange pursuant to the Rules, the following shall apply:

(i) all positions in accounts for which such Person by power of attorney or otherwise directly or indirectly holds positions or controls trading, shall be included with the positions held by such Person;

(ii) the limits upon positions shall apply to positions held by two or more Persons acting pursuant to an expressed or implied agreement or understanding, the same as if all the positions were held, or the trading of the positions was conducted, by a single person;

(iii) the positions of Persons in the same household shall be aggregated;

(iv) if a Person can demonstrate to the satisfaction of the Exchange that a position is independently controlled, then that position will not be considered as contributing to any Limit.

在確定某一頭寸是否為應報告頭寸或任何人是否超過交易所公布的限額或根據交易所根據規則授予的豁免確定的限額時，應適用以下規定：

（i） 該人通過授權書或其他方式直接或間接持有頭寸或控制交易的賬戶中的所有頭寸應包括在該人持有的頭寸中；

（ii）對頭寸的限制應適用於兩個或多個根據明示或暗示協議或諒解行事的人，其所有頭寸或頭寸交易應視為都是由一個人持有；

（iii）所有家庭成員的頭寸應匯總；

（iv）如果一個人能夠向交易所提供令其滿意的證明，表明某個頭寸是受獨立控制的，那麼該頭寸將不會被合並計算。