Delta1 Exchange Access
Firms are charged monthly fees to access Delta1, as stated in the User Agreement. The monthly Port Fees and Login access fees are billed to Clearing Firms. Fees are itemized on the Clearing firm’s monthly OneChicago bill and collected in the same fashion as exchange transaction fees.
|Trading Front-end (UI) Login||$500/Month|
|Order Entry Gateway Port Registration||$500/Month|
|Order Entry Gateway FIX Session||$50/Month|
*Order Entry Gateway Port Registration includes one FIX Session
Product Fee Schedule
Product Fees are determined by product class and are assessed in two parts:
- Trade execution fee charged to the executing firm.
- Daily carry fee charged to the carrying firm.
|Execution Fee||Carry Fee|
|Traditional SSF (Original)||0.002000% of the total notional value (2/10 bps)||0.000100% of the total notional value (1/100 bps)|
|NDR SSF (OCX.NoDivRisk®)||0.000500% of the total notional value (5/100 bps)||0.000160% of the total notional value (1.6/100 bps)|
Narrow Based Index (NBI) requests are billed at $3,000 per quarter to the requesting party for each NBI. View the Exchange Fee Presentation for more information.