Trading Fee Schedule

 

Exchange Fees

Exchange Fees are calculated by product suite. The exchange fee is composed of two parts:

  • execution fee charged to the executing firm.
  • daily carry fee  charged to the carrying firm.
  • The fee for each category is assessed as a rate unique to the product class. The following outlines each rate associated with the specified product class:
     
     
    Original Product Suite

  • 2/10 th of a basis point (0.002%) of notional value for  execution fee.
  • 1/100 th of a basis point (0.0001%) of notional value for  carry fee.
  •  
    NoDivRisk Product Suite

  • 5/100 th of a basis point (0.0005%) of notional value for  execution fee.
  • 1.6/100 th of a basis point (0.00016%) of notional value for  carry fee.
  •  
    Execution Fee Cap Pilot Program
    Through December 31st 2016, all execution fees are capped at $700 per side, per trade. The fee cap applies only to NoDivRisk products.

     
    Other Exchange Fees
    Narrow Based Index (NBI) requests are charged $3,000 per quarter to the requesting party for each NBI.

     
    Exchange Fees Q&A with Examples

  • View the Exchange Fee Presention
  •  

    delta1 Fees

    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. There are no connection fee waivers based on volume.

    Classification Fee
    Trading Front-end Login $500 monthly per login
    Port Fee (API) $500 monthly per trading firm
    FIX Order Entry Login (API) $50 monthly per login

    *The Port Fee includes one FIX Order Entry API Login

     

    Data Fees

    Visit Obtaining Market Data for fees associated with all OneChicago market data services.