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Weekly:Trading Parameters from ZCE PTA and DCE Iron Ore Futures

Fang submitted 2020-06-19 15:21:34


Contract Details

Varieties

Number of contract multipliers

Quotation Unit

Minimum change price point

Trading time

Month of the contract

Last trading day

Last delivery day

Transaction Instructions

Maximum order quantity per time

i

100

Ton / hand

0.5 yuan / barrel

9:00-10:15, 10:30-11:30, 13:30-15:00, 21:00 - 23:00

12-month contracts including delivery month

The 10th trading day of the contract month (the statutory holidays will be extended)

Third trading day after the last trading day

1. Price limit instructions (additional FOK and FAK instructions can be attached)
2. Market price instructions (additional FOK and FAK instructions may be attached)
3. Price Market stop-loss (gain) instruction
4. Price Limit stop-loss (gain) instruction
5. Cross-period arbitrage instruction (including interchange instruction)
6. Cross-category arbitrage instruction (including interchange instruction)

1000

TA

5

Ton / hand

2 yuan / ton

9:00-10:15, 10:30-11:30, 13:30-15:00, 21:00 - 23:00

12-month contracts including delivery month

The 10th trading day of the delivery month (the statutory holidays will be extended)

The 13th trading day of the delivery month

1. Price limit order
2. Order of market price
3. Cancellation of instructions
4. Cross-period arbitrage instruction (including interchange instruction)
5. Cross-category arbitrage instruction (including interchange instruction)

Contract

Former settlement price

Number of contract multipliers

Proportion of margin

Value in the name of one hand

Margin required for one hand

Exchange Rate

10M USD equivalent to the number of hands

i2009

765

100

0.09

76500

6885

7.0744

925

TA009

3706

5

0.08

18530

1482.4

7.0744

3818

Daily Price Limits

涨跌停板限制

2020/6/22

2020/6/23

2020/6/24

Daily limit

TA007.CZC

0.07

0.07

0.08

TA008.CZC

0.07

0.07

0.08

TA009.CZC

0.07

0.07

0.08

TA010.CZC

0.07

0.07

0.08

TA011.CZC

0.07

0.07

0.08

TA012.CZC

0.07

0.07

0.08

TA101.CZC

0.07

0.07

0.08

TA102.CZC

0.07

0.07

0.08

TA103.CZC

0.07

0.07

0.08

TA104.CZC

0.07

0.07

0.08

TA105.CZC

0.07

0.07

0.08

TA106.CZC

0.07

0.07

0.08

i2007.DCE

0.08

0.08

0.1

i2008.DCE

0.08

0.08

0.1

i2009.DCE

0.08

0.08

0.1

i2010.DCE

0.08

0.08

0.1

i2011.DCE

0.08

0.08

0.1

i2012.DCE

0.08

0.08

0.1

i2101.DCE

0.08

0.08

0.1

i2102.DCE

0.08

0.08

0.1

i2103.DCE

0.08

0.08

0.1

i2104.DCE

0.08

0.08

0.1

i2105.DCE

0.08

0.08

0.1

i2106.DCE

0.08

0.08

0.1

Margin Rate

投机保证金率

2020/6/22

2020/6/23

2020/6/24

Speculative Margin Rate

TA007.CZC

0.08

0.08

0.09

TA008.CZC

0.08

0.08

0.09

TA009.CZC

0.08

0.08

0.09

TA010.CZC

0.08

0.08

0.09

TA011.CZC

0.08

0.08

0.09

TA012.CZC

0.08

0.08

0.09

TA101.CZC

0.08

0.08

0.09

TA102.CZC

0.08

0.08

0.09

TA103.CZC

0.08

0.08

0.09

TA104.CZC

0.08

0.08

0.09

TA105.CZC

0.08

0.08

0.09

TA106.CZC

0.08

0.08

0.09

i2007.DCE

0.09

0.09

0.11

i2008.DCE

0.09

0.09

0.11

i2009.DCE

0.09

0.09

0.11

i2010.DCE

0.09

0.09

0.11

i2011.DCE

0.09

0.09

0.11

i2012.DCE

0.09

0.09

0.11

i2101.DCE

0.09

0.09

0.11

i2102.DCE

0.09

0.09

0.11

i2103.DCE

0.09

0.09

0.11

i2104.DCE

0.09

0.09

0.11

i2105.DCE

0.09

0.09

0.11

i2106.DCE

0.09

0.09

0.11

Client Position Limit

客户持仓限额

2020/6/22

2020/6/23

2020/6/24

Client position limit

TA007.CZC

10000

10000

10000

TA008.CZC

50000

50000

50000

TA009.CZC

118253

115252

111700

TA010.CZC

50000

50000

50000

TA011.CZC

50000

50000

50000

TA012.CZC

50000

50000

50000

TA101.CZC

50000

50000

50000

TA102.CZC

50000

50000

50000

TA103.CZC

50000

50000

50000

TA104.CZC

50000

50000

50000

TA105.CZC

50000

50000

50000

TA106.CZC

50000

50000

50000

i2007.DCE

6000

6000

6000

i2008.DCE

40000

40000

40000

i2009.DCE

84460

82481

82159

i2010.DCE

40000

40000

40000

i2011.DCE

40000

40000

40000

i2012.DCE

40000

40000

40000

i2101.DCE

40000

40000

40000

i2102.DCE

40000

40000

40000

i2103.DCE

40000

40000

40000

i2104.DCE

40000

40000

40000

i2105.DCE

40000

40000

40000

i2006.DCE

40000

40000

40000

p.s. Link to holiday notice:

http://www.dce.com.cn/dalianshangpin/yw/fw/jystz/ywtz/6225009/index.html

http://www.czce.com.cn/cn/gyjys/jysdt/ggytz/webinfo/2020/06/1593524620060030.htm

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