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)	1000

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	2020/6/22	2020/6/23	2020/6/24
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	2020/6/22	2020/6/23	2020/6/24
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	2020/6/22	2020/6/23	2020/6/24
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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author: Fang

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