MEXC's scheduled deadline for its stock and index futures zero-fee promotion arrived on October 11 at 16:00 UTC, giving users a reason to check the costs applying to those contracts rather than assume that promotional pricing continues indefinitely.
The exchange announced the cutoff on October 9. Its notice names SPCXUSDT, SOXLUSDT and SP500USDT along with the other stock and index futures covered by the event. Today's development is the scheduled deadline, not a newly issued announcement or a removal of the markets.
The notice directs users to MEXC's fees page for current rates. We have not independently established the post-cutoff fee charged to a particular account or contract. A passed scheduled time is not, on its own, evidence that every interface and account has implemented the change.
A pricing deadline is different from a contract closure
A promotion concerns what a service charges for activity. A delisting concerns whether a particular market remains available and how open exposure is handled. These are separate operations, even when both announcements use deadlines and affect futures traders.
MEXC's notice does not instruct holders of these stock and index contracts to expect automatic position settlement at the promotion's end. It should not be confused with the exchange's separate announced removal of 14 cryptocurrency perpetual futures markets on October 14.
The practical question here is the execution cost applying to a trade. A strategy evaluated during a fee holiday may produce a different net result when charges apply. That arithmetic does not require a change in the contract's quoted market price.
Maker and taker charges depend on how an order executes
MEXC's fee guide distinguishes orders that rest in the book from those that immediately match existing interest. A maker order adds available interest; a taker order consumes it. The same guide says rates can vary with events or region and points users to their actual trade history.
A limit order is not automatically a maker trade. If its price crosses an existing offer, it may execute immediately. Likewise, an instruction to buy at a defined maximum can generate several fills rather than one uniform transaction. The execution record determines which charges actually applied.
Our liquidity explainer separates spread, depth and average fill price. A waived exchange fee does not remove the spread or create more quantity at the best quotation. A fee change adds another cost to assess rather than replacing those existing execution mechanics.
Small charges accumulate across repeated turnover
Consider a purely hypothetical strategy that makes 200 completed trades, each with the same notional value. If a fee applies to each fill, the total charge depends on that repeated turnover, not simply the collateral deposited at the beginning. This example does not assume a particular MEXC rate.
A complete comparison should distinguish trading commissions from funding payments, price slippage and any other contract-specific adjustments. Treating all of them as one generic fee makes it difficult to understand why a strategy's net result changed.
The announcement also warns that fee-rate changes can affect liquidation prices. It does not provide a universal new liquidation threshold, and none can be calculated from the notice alone. Account margin, position size and contract rules remain relevant.
The clear checkpoint is the promotion's stated end time. Before relying on a previous cost estimate, users need the applicable contract and account rate, and afterwards the actual fill record. The headline deadline establishes when to check; it does not establish a numerical charge for every trader.