Exchange Fees

Exchange Fees Q&A with Examples

View the Exchange Fee Presention

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 NDR SSF (OCX.NoDivRisk®) products.

Product Fee Schedule

Product Fees are determined by product class and are assessed in two parts:

  • Execution fee charged to the executing firm.
  • Daily carry fee  charged to the carrying firm.
  • Narrow Based Index (NBI) requests are billed at $3,000 per quarter to the requesting party for each NBI.

Execution Fee Daily 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)

OneChicago delta1 Access Fee Schedule

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.

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

*FIX Gateway Port Registration includes one FIX Order Entry API Login