Trading Fee Schedule

Trading Fees

Current

Description Product Rate Charged to
Execution Fee All SSF, ETF Futures and Futures on Narrow Based Indexes(NBI’s) 2/10th of a basis
point (0.002%) of notional value
Executing Firm
Carry Fee All SSF, ETF Futures and Futures on Narrow Based Indexes(NBI’s) 1/100th of a basis point (0.0001%) of
notional value per calendar day.
Carrying Firm
  • The execution fee for the closing leg of a roll is 0.00075% (7.5/100ths of a basis point) of the notional value per trade for rolls of 250 contracts or more. Rolls are defined as moving a position from one month to another, not merely executing a spread.
  • OneChicago will pass along the posted OCC clearing fee for trades in the customer and firm ranges and the Securities and Exchange Commission (“SEC”) R31 execution fee for security futures. OneChicago will continue to absorb these fees for all Market Makers.

Other Fees

  1. • Narrow Based Index requests are charged $3,000* per quarter for each NBI that is created at their request
    1. * effective date June 2012
  2. • OCX.BETS® terminals are $500 per month unless they are used to trade/report products resulting in $1,000 in execution fees that month
  3. • OCX.BETS APIs are $2,000 per month unless they are used to trade/report products resulting in $4,000 in execution fees that month
  4. • Market participants will incur a $0.50 per side per contract manual processing surcharge for block and EFP transactions that are not traded/reported using the OCX.BETS system which is in addition to the OCX execution and carry fees.

Notes

  1. • The carry fee is calculated for each calendar day the position is open including weekends and holidays
  2. • There are no OneChicago CMTA/Giveup fees
  3. • There are no OneChicago delivery fees

OneChicago Exchange Fees Frequently Asked Questions
OneChicago Exchange Fee Presentation effective January 01, 2014

New OneChicago Billing Files

OneChicago will make 4 files available each day, the reports will be in the firm’s production billing directory on OneChicago’s secure server.

Two files will provide detailed information for the execution portion of the exchange fee. One file will contain only trades for the trade date in question, the second file will contain all trades for the month to date. We will maintain separate trade date files, the month to date file will be overwritten each day. The file layout is the same for both files. The naming convention is FFF_execution_YYYYMMDD.csv and FFF_execution_YYYYMM.csv for the daily and month to date files, respectively.

Two files will support detailed information of the carry portion of the exchange fee. One file will contain only positions for the trade date in question, the second file will contain all positions for the month to date. We will maintain separate trade date files, the month to date file will be overwritten each day. The file layout is the same for both files. The naming convention is FFF_carry_YYYYMMDD.csv and FFF_carry_YYYYMM.csv for the daily and month to date files, respectively.

Below are sample daily files for firm 123:

123_execution_20130301.csv
123_carry_20130301.csv

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