  We find a conserved monodromy matrix differential operator T in the quantum
Self-Dual Yang-Mills (SDYM) system and show that it satisfies the exchange
algebra RTT=TTR. From its two infinitesimal forms, we obtain the infinite
conserved quantum nonlocal-charge algebras and the infinite conserved Yangian
algebras. It is remarkable that such conserved algebras exist in a
four-dimensional nontrivial quantum field theory with interactions.
