中國期貨合約手冊-20230908-中信期貨

2023-09-082023-09-08中信期貨研究|CITICFuturesResearch重要提示：本報告非期貨交易咨詢業(yè)務(wù)項下服務(wù)，其中的觀點和信息僅作參考之用，不構(gòu)成對任何人投資建議。我司不會因為關(guān)注、收到或閱讀本報告內(nèi)容而視相關(guān)人員為客戶；市場有風(fēng)險，投資需謹(jǐn)慎。Importantnote:Thisreportisnotaserviceunderthefuturestradingconsultingbusiness,andtheopinionsandinformationprovidedareforreferenceonlyanddonotconstituteinvestmentadvicetoanyone.Ourcompanywillnotconsiderrelevantpersonnelascustomersduetotheirattention,receipt,orreadingofthecontentofthisreport;Therearerisksinthemarket,andinvestmentneedstobecautious.ntactsManualSTRACT本手冊介紹中國大陸期貨品種上市情況，并詳細(xì)匯編所有期貨合約。包括金融、能源化工、金屬、農(nóng)產(chǎn)品、指數(shù)六個板塊76個存續(xù)合約，供投資者參考。ThisManualisasummaryofallChinamainlandFuturescontracts,including76Futuresinfinancial,energy,metal,agriculture,andindicessectors.資咨詢業(yè)務(wù)資格：InvestmentconsultingbusinessationSECLicenseNo.669桂晨曦資格號：F3023159投資咨詢號：Z0013632GuiChenxiQualificationNo.：F3023159ConsultingNo.：Z0013632Email:Guichenxi@esResearch2/1393.2.83.2.8Methanol44 數(shù)量NumbersofContracts 5oryofContracts dex Chemicals 1 de 3.3煤炭Coal 50 3/139 4.1貴金屬PreciousMetals 55 4.2有色金屬NonferrousMetals 58 de te 3黑色金屬FerrousMetals 75 teelRebar eel l 畜牧養(yǎng)殖AnimalHusbandry 86 lGrease 4/139RootStemFlowerFruit 117 .................................................................................5.5橡膠木材Rubber&Wood126................................................................................. ntheticRubber board 6.1運價指數(shù)FreightIndices 136OPE esResearch5/1391.1合約數(shù)量NumbersofContracts化工板塊19個、金屬板塊19個、農(nóng)產(chǎn)品板塊29個、指數(shù)板塊1個。AsofAugust2023,ChinaFuturesmarkethave76activefuturescontracts.Amongthem,thereare8contractsinthefinancialsector,19contractsintheenergyandchemicalssector,19contractsinthemetalssector,29contractsintheagriculturalsector,and1contractintheindicessector.ChinaFuturesContractsNumbersturalalsanyesResearch6/1394)農(nóng)產(chǎn)品期貨：最早為1998年2月上期所的天然橡膠期貨。其他主要在鄭商所和大商所。5)指數(shù)期貨：目前存續(xù)期貨合約中，2013年至2023年間上市合約占總數(shù)的60%，最早的是1995年1月上市的鋁期貨。其中：1)金融期貨：最早為2010年4月上市CSI300股指期貨。其余均為中金所品種。2)能化期貨：最早為2004年8月上期所燃料油期貨。上游產(chǎn)品主要在上期所、中下游產(chǎn)品主要在鄭商所和大商所。3)金屬期貨：4)農(nóng)產(chǎn)品期貨：最早為1998年2月上期所的天然橡膠期貨。其他主要在鄭商所和大商所。5)指數(shù)期貨：SCFIS歐線于2023年8月在上海國際能源交易中心上市，是首個航運指數(shù)合約。60%ofcurrentlyactivefuturescontractsarelistedbetween2013and2023.TheearliestoneistheAluminumFutureslistedonJanuary1995.1)FinancialFutures：thefirstoneistheCSI300StockIndexFutureslistedinApril2010,allfutureswerelistedonChinaFinancialFuturesExchange.2)EnergyandChemicals:theearliestoneistheFuelOilFutureslistedinAugust2004.UpstreamproductsprimarilylistedontheShanghaiFuturesExchange,whilemidstreamanddownstreamproductslistedontheZhengzhouCommodityExchangeandDalianCommodityExchange.3)Metals:theearliestoneistheAluminumFuturescontractlistedinJanuary1995.Non-ferrousmetalcontractsaremainlylistedbefore2010onShanghaiFuturesExchange,whileferrousmetalcontractsaremainlylistedaround2015onvariousexchanges.4)AgriculturalProducts:theearliesoneisNaturalRubberFuturescontractontheZhengzhouCommoditylistedinFebruary1998.ontheZhengzhouCommodityExchangeandDalianCommodityExchange.5)IndicesFutures:TheSCFIS(EUROPE)FutureslistedinAugust2023istheonlycontractintheIndicessector.esResearch7/139NewlyListedFutureContractsperyear86420121114341487654432143223年500年02年03年04年06年07年08年09年10年11年12年13年14年15年17年18年19年20年21年22年anyofContractsListed年新上市期貨合約FuturesContractOnListAL鋁AluminumCU銅Cooper；RU天然橡膠NaturalRubber02A豆一No.1Soybean3atWH467L聚乙烯LLDPE；ZN鋅Zinc；P棕櫚油PalmOlein；OI菜油RapeseedOil8AU黃金Gold9V聚氯乙烯PolyvinylChloride；RB螺紋鋼SteelRebar；WR線材WireRod；RI早秈稻EarlyRice0MA醇Methanol；J焦炭Coke；PB鉛Lead2FG玻璃Glass；AG白銀Silver；RS菜籽Rapeseed；RM菜粕RapeseedMeal3TF5年期國債期貨5-YearCGB；BU瀝青Bitumen；ZC動力煤ThermalCoal；JM焦煤CokingCoal；I鐵礦石IronOre；JR粳稻JaponicaRice、BB膠合板Blockboard；FB纖維板Fiberboard4opyleneHCHotRolledCoilSFFerrosiliconSMManganese57CZCE棉紗CottonYarn；AP蘋果Apple8ulp9oundgrainedRiceCJChineseJujubeNRTSR0LULSFOLPGLiquefiedPetroleumGasPFPolyesterStapleFiber；1LH生豬LiveHog；PK花生PeanutKernel2alJDEgg3BR合成橡膠SyntheticRubber；ECSCFIS歐線SCFIS(EUROPE)esResearch8/1391.3持倉比較OpenInterest2022年度，以期貨合約最低保證金比例計算，各交易所日均保證金份額依次為：中國金融期貨交易所占比約43%、上海期貨交易所和上海國際能源交易中心約25%、大連商品交易所約18%、鄭州商品交易所約14%、廣州期貨交易所約0%。In2022,basedontheminimummarginoffuturescontracts,theproportionofaveragedailyopeninterestmargincontributionbyeachexchangewasapproximately:43%fortheChinaFinancialFuturesExchange(CFFEX),25%fortheShanghaiFuturesExchange(SHFE)andShanghaiInternationalEnergyExchange(INE),18%fortheDalianCommodityExchange(DCE),14%fortheZhengzhouCommodityExchange(ZCE),and0%fortheGuangzhouFuturesExchange(GFEX).證金占比(以交易所合約最低保證金計算)Theproportionofaveragedailyopeninterestmargincontributionbyeachexchangein2022%any9/139CSI500中證500期貨CSI300滬深300期貨AUCSI500中證500期貨CSI300滬深300期貨AU黃金SSE50上證50期貨CU銅RB螺紋鋼M豆粕I鐵礦石CSI1000中證1000期貨PTAT10年期國債期貨Y豆油P棕櫚油CF棉花MA甲醇SA純堿AG白銀SC原油 C玉米 AL鋁SR白糖RU天然橡膠HC熱軋卷板AP蘋果OI菜油PVC聚氯乙烯FG玻璃FU燃料油PP聚丙烯NI鎳ZN鋅 L聚乙烯 LH生豬EG乙二醇TF5年期國債期貨RM菜粕SP紙漿SN錫 BU瀝青 PF短纖 SF硅鐵NR20號膠J焦炭SM錳硅A豆一TS2年期國債期貨EB苯乙烯JM焦煤CS玉米淀粉SS不銹鋼UR尿素LU低硫燃料油PB鉛PK花生BC國際銅 JD雞蛋CJ紅棗LPG液化石油氣B豆二RR粳米SI工業(yè)硅CZCE棉紗ZC動力煤FB纖維板WH強麥 RS菜籽WR線材 JR粳稻LR晚秈稻BB膠合板RI早秈稻8039verageDailyOpenInterestMarginofallChinamainlandFuturescontractsinMillionYuan050001000015000200002500030000755684881461586578945783333533302582399022920223021272052198318601746172516981615149214711380136213411162115710799539118958507115935905585425345004754724604313743172911919211000000anyesResearch10/1392.1股指EquityIndex2.1.1滬深300期貨CSI3002點制的±10%三個周五，遇國家法定假日順延IndexactMultiplierionUnitdexpointstMonthsThecurrentmonththenextmonthandthesubsequenttwoquarterlychJuneSeptemberandDecembercyclegHours30a.m.-11:30a.m.,01:00p.m.-03:00p.m.LimitDownofthesettlementpriceontheprevioustradingdayfthecontractvalueThirdFridayofthecontract’sexpirymonth,postponedtothenextbusinessdayifitfallsonapublicholidaySameas“LastTradingDay”mentMethodtlementancialFuturesExchange11/1392.1.2上證50期貨SSE50制算價的±10%三個周五，遇國家法定假日順延EIndexctMultiplierionUnitdexpointstMonthsThecurrentmonththenextmonthandthesubsequenttwoquarterlychJuneSeptemberandDecembercyclegHours30a.m.-11:30a.m.,01:00p.m.-03:00p.m.LimitDownofthesettlementpriceontheprevioustradingdayfthecontractvalueThirdFridayofthecontractsexpirymonth,postponedtothenextessdayifitfallsonapublicholidaySameas“LastTradingDay”mentMethodtlementancialFuturesExchange貨研究所Sources:CFFEX,CITICFuturesCompany12/139制算價的±10%三個周五，遇國家法定假日順延IndexctMultiplierionUnitdexpointstMonthsThecurrentmonththenextmonthandthesubsequenttwoquarterlyMarchJuneSeptemberandDecembercyclegHours30a.m.-11:30a.m.,01:00p.m.-03:00p.m.LimitDownofthesettlementpriceontheprevioustradingdayfthecontractvalueThirdFridayofthecontractsexpirymonthpostponedtothenextbusinessdayifitfallsonapublicholidaySameas“LastTradingDay”mentMethodtlementancialFuturesExchange研究所Sources:CFFEX,CITICFuturesCompany13/1399:30-11:30,13:00-15:00制算價的±10%三個星期五，遇國家法定假日順延IIndexctMultiplierionUnitdexpointstMonthsThecurrentmonththenextmonth,andthesubsequenttwoquarterlychJuneSeptemberandDecembercyclegHours30a.m.-11:30a.m.,01:00p.m.-03:00p.m.LimitDownofthesettlementpriceontheprevioustradingdayfthecontractvalueThirdFridayofthecontractsexpirymonthpostponedtothenextbusinessdayifitfallsonapublicholidaySameas"LastTradingDay”mentMethodtlementancialFuturesExchange研究所Sources:CFFEX,CITICFuturesCompanyesResearch14/139CFFEXIF滬深300股指CSI300Index 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000,0000000000SHFEIH上證50股指SSE50Index00,0000 軸)Futuresactivecontractprice(Yuan/Barrel,RHS)2015/042016/042017/042018/042019/042020/042021/042022/042023/045000000015/139CFFEXIC中證500股指CSI500Index 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)00,0000000,000000002015/042016/042017/042018/042019/042020/042021/042022/042023/040000,0000CFFEXIM中證1000股指CSI1000Index ,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)000000esResearch16/1392.2國債InterestRates2.2.12年期國債期貨2-YearCGB9:30-11:30,13:00-15:15:30-11:30制的±0.5%二個星期五易日facevalueofRMBmillionandlcouponrateofBsxedcouponCGBswithanoriginaltermtomaturityofnomorethan5yearsandaresidualmaturityof1.5-2.25yearsuponthefirstdayofcontractsexpirymonthnicetMonthsthreenearestquarterlymonthsoftheMarchJuneSeptemberandegHours30a.m.-11:30a.m.,01:00p.m.-03:15p.m.theLastTradingDay30a.m.-11:30a.m.LimitDownofthesettlementpriceontheprecedingtradingdayofthecontractvaluecondFridayofthecontractsexpirymonthyDayThirdtradingdayafterthelasttradingdaymentMethodveryancialFuturesExchange研究所Sources:CFFEX,CITICFuturesCompany17/1392.2.25年期國債期貨5-YearCGB9:30-11:30,13:00-15:150—11:30制的±1.2%二個星期五易日minalmediumtermCGBswithfacevalueofRMBmillionandlcouponrateofBsryfixedcouponCGBswithanoriginaltermtomaturityofnomorethanyearsandaresidualmaturityof4-5.25yearsuponthefirstdayofthesexpirymonthnicetMonthsThethreenearestquarterlymonthsoftheMarchJuneSeptember,andegHours30a.m.-11:30a.m.,01:00p.m.-03:15p.m.theLastTradingDay30a.m.-11:30a.m.LimitDownofthesettlementpriceontheprecedingtradingdayvalueFridayofthecontractsexpirymonthyDayThirdtradingdayafterthelasttradingdaymentMethodverynancialFuturesExchange研究生Sources:CFFEX,CITICFuturesCompany18/1392.2.310年期國債期貨10-YearCGB9:30-11:30，13:00-15:15:30-11:30制±2%二個星期五易日TominallongtermCGBswithfacevalueofRMBmillionandnominalponrateofBsxedcouponCGBswithanoriginaltermtomaturityofnomorethanyearsandaresidualmaturityofnolessthan6.5yearsuponthefirstofthecontractsexpirymonthnicetMonthsthreenearestquarterlymonthsoftheMarchJuneSeptemberandegHours30a.m.-11:30a.m.,01:00p.m.-03:15p.m.ntheLastTradingDay30a.m.-11:30a.m.LimitDownofthesettlementpriceontheprecedingtradingdayofthecontractvalueFridayofthecontractsexpirymonthryDayThirdtradingdayafterthelasttradingdaymentMethodveryTancialFuturesExchange研究所Sources:CFFEX,CITICFuturesCompany19/1392.2.430年期國債期貨30-YearCGB9:30-11:30,13:00-15:15:30-11:30制的±3.5%二個星期五易日minalultralongtermCGBswithfacevalueofRMBmillionandlcouponrateofBsryfixedcouponCGBswithanoriginaltermtomaturityofnomorethanyearsandaresidualmaturityofnolessthan25yearsuponthefirstthecontractsexpirymonthnicetMonthsThethreenearestquarterlymonthsoftheMarchJuneSeptember,andegHours30a.m.-11:30a.m.,01:00p.m.-03:15p.m.theLastTradingDay30a.m.-11:30a.m.LimitDownofthesettlementpriceontheprecedingtradingdayofthecontractvalueFridayofthecontractsexpirymonthyDayThirdtradingdayafterthelasttradingdaymentMethodveryancialFuturesExchange研究所Sources:CFFEX,CITICFuturesCompanyesResearch20/1398/088/108/129/029/049/069/089/109/120/020/040/060/080/100/121/021/041/061/081/101/122/022/042/062/082/102/123/023/043/068/088/108/129/029/049/069/089/109/120/020/040/060/080/100/121/021/041/061/081/101/122/022/042/062/082/102/123/023/043/06esPriceandOpenInterestCFFEXTS2年期國債2-YearCGB 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0,00030,000999810,000070CFFEXTF5年期國債5-YearCGB 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)140,00055560,00090,000esResearch21/139CFFEXT10年期國債10-YearCGB 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000,0000864202015/032016/032017/032018/032019/032020/032021/032022/032023/03CFFEXTL30年期國債30-YearCGB 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)000987654esResearch22/139lGas3.1.1原油CrudeOil元(人民幣)/桶(交易報價為不含稅價格)0.1元(人民幣)/桶算價±4%易日指定交割倉庫心urCrudeOiltSizenrrelnotaxordutyincludedinthequotationeFluctuationeLimitsfromthesettlementpriceoftheprevioustradingdayctsMonthlycontractsofrecenttwelveconsecutivemonthsfollowedbyeightquarterlycontracts.gHoursampmBeijingTime,andothertradinghoursasprescribedbytheaiInternationalEnergyExchangeisentitledtoadjustthelasttradingdayinaccordancewiththenationalholidays.odeconsecutivetradingdaysafterthelasttradingdayndQualityationsrudeoilwiththequalityspecificationsofAPIdegreesandsulfurcontentiverablegradesandthepricedifferentialswillbestipulatedseparatelybytheShanghaiInternationalEnergyExchange.StorageFacilitiesdesignatedbytheShanghaiInternationalEnergyExchangefcontractvalueverylangeaiInternationalEnergyExchange中心、中信期貨研究所Sources:INE,CITICFuturesCompanyesResearch23/139NESCCrudeOilFuturesPhysicalDeliveryAPI°(%)(元/桶)≤2.80≤2.00≤1.55≤1.60.20≤3.5≤4.0-10≤0.8≤1.0CrudesAPI°ur(%)ntial≤2.80≤2.00≤1.55anateofOman≤1.60ateofQatarMarine.20Iraq≤3.5Iraqm≤4.0-10heFederativeRepublicofBrazil≤0.8epublicofChina≤1.0SCCrudeOilFuturesPriceandOpenInterest 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)120,000500100,00040030060,0000000000003030303/0303esResearch24/1393.1.2低硫燃料油LSFO元(人民幣)/噸(交易報價為不含稅價格)1元(人民幣)/噸結(jié)算價±5%間交割月份前第一月的最后一個交易日(遇國家法定節(jié)假日、休息日順延；上海國易日低硫船用燃料油(具體質(zhì)量規(guī)定見附件)指定交割倉庫心FuelOiltSizentonnotaxordutyincludedinthequotationeFluctuationnimitsfromthesettlementpriceoftheprevioustradingdayhsgHoursampmBeijingTime,andothertradinghoursasdbytheExchangeThelasttradingdayofthemonthpriortothedeliverymonth(postponedccordinglyifitisanationalholidayorweekendtheShanghaiInternationalxchangeisentitledtoadjustthelasttradingdayinaccordancewiththenationalholidaysorweekends.)iodonsecutivetradingdaysafterthelasttradingdaydQualitySpecificationsefueloilrefertoAppendixfordetailedqualitystandardsliveryStorageFacilitiesdesignatedbytheShanghaiInternationalEnergycontractvalueverylangeaiInternationalEnergyExchange心、中信期貨研究所Sources:INE,CITICFuturesCompanyesResearch25/139QualityStandardsofLowSulfurFuelOilnASTMD445nASTMD1298碳芳香度指數(shù)(CCAI)omaticityIndex硫含量(m/m，%)SulfurcontentASTMD4294閃點(閉口)(℃)FlashpointASTMD93硫化氫(mg/kg)Hydrogensulfide酸值(以KOH計)(mg/g)AcidvalueASTMD664總沉淀物(熱老化法)(m/m，%)alagingtestASTMD4870殘?zhí)?m/m，%)CarbonresidueASTMD4530傾點(℃)PourpointASTMD97水分(V/V，%)MoistureASTMD95灰分(m/m，%)AshcontentASTMD482釩(mg/kg)Vanadium鈉(mg/kg)Sodium鋁+硅(mg/kg)Aluminum+Silicon凈熱值(cal/g)NetcalorificvalueASTMD240使用過的潤滑油(ULO)(mg/kg)ingoilalciumandZincalciumandphosphorusULO之一，認(rèn)為含有ULO：lshouldbefreeofULOwhichisdeemedtobetifanyofthefollowingconditionsismet相容性(級)CompatibilityASTMD4740ness苯乙烯(mg/kg)StyreneGBT1苯酚(mg/kg)PhenolLSFOFuturesPriceandOpenInterestLSFO 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)000000esResearch26/1393.1.3燃油FuelOil元(人民幣)/噸(交易報價為不含稅價格)5%的最后一個交易日；交易所可以根據(jù)國家法定節(jié)假日調(diào)整最后作日(具體質(zhì)量規(guī)定見附件)。tSizenanRMBmetrictonexclusiveoftaxeFluctuationnimitWithinofthesettlementpriceoftheprecedingtradingdayctsycontractforthemostrecentmonthsgHoursamtoamp.m.to3:00p.m.,andotherhoursspecifiedbytheThelasttradingdayofthemonthbeforethecontractmonth,subjecttoadjustmentbytheExchangeincaseoflegalholidaysinChinaodcutivebusinessdaysafterthelasttradingdayualitySpecificationsMarinefueloilofgradeRMGsulfurcontentlevelIorIIorhighergradespendixfordetailedqualitystandardsenuesdesignatedbytheExchangecontractvalueverytSymbolangeaiFuturesExchangeesResearch27/139QualityStandardsofFuelOilPropertiesnsASTMD45，kg/m3)DensityASTMD298碳芳香度指數(shù)(CCAI)omaticityIndex硫含量(m/m，%)SulfurcontentIASTMD294閃點(閉口)(℃)FlashpointASTMD3硫化氫(mg/kg)Hydrogensulfide酸值(以KOH計)(mg/g)AcidvalueASTMD64總沉淀物(熱老化法)(m/m，%)ASTMD870殘?zhí)?m/m，%)CarbonresidueASTMD89/D4530傾點(℃)PourpointASTMD7水分(V/V，%)MoistureASTMD5灰分(m/m，%)AshcontentASTMD82釩(mg/kg)Vanadium鈉(mg/kg)Sodium鋁+硅(mg/kg)Aluminum+Silicon凈熱值(cal/g)NetcalorificvalueASTMD40使用過的潤滑油(ULO)(mg/kg)ingoilalciumandZinclciumandphosphorusULOwhichisdeemedtobepresentifanyofthefollowingconditionsismet相容性(級)Compatibility(level)ASTMD740FuelOilFuturesPriceandOpenInterest000SHFEFU燃料油FuelOil ,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000esResearch28/1393.1.4瀝青Bitumen元(人民幣)/噸3%另行作日tSizenMBmetrictoneFluctuationnimitWithinofthesettlementpriceoftheprecedingtradingdayctshlycontractforthemostrecentconsecutivemonthsandthequarterlyractsthereaftergHoursamtoam30p.m.to3:00p.m.,andotherhoursspecifiedbythethecontractmonthpostponedaccordinglyifitisalegalholidayinChinaandsubjecttoseparateadjustmentandannouncementbytheExchangeitfallsintheSpringFestivalmonthoranyothermonthspeciallydesignatedbytheExchangeodcutivebusinessdaysafterthelasttradingdayualitySpecificationsGradeAroadbitumenasdetailedintheBitumenFuturesDeliveryRulesofanghaiFuturesExchangeTrialenuesdesignatedbytheExchangeofthecontractvalueverytSymbolangeaiFuturesExchangeesResearch29/139BitumenFuturesPriceandOpenInterestSHFEBU石油瀝青Bitumen 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)1,500,0006,000000000,0000,0000003.1.5液化石油氣LPG元(人民幣)/噸每周一至周五上午9:00~11:30，下午13:30~15:00，以及交易所規(guī)定的其他時間大連商品交易所液化石油氣交割質(zhì)量標(biāo)準(zhǔn)(F/DCEPG001-2020)所液化石油氣指定交割倉庫所dPetroleumGasitTLotitLimitRangeoflastsettlementpricetMonthsgHoursmBeijingTimeMondaytoFridayandothertradingsannouncedbyDCEThelastbutthreetradingdayofthecontractmonth30/139yDayTherdtradingdayafterthelasttradingdayGradesLiquefiedPetroleumGasDeliveryQualityStandardofDCEFDCEPG001-2020)tThedeliverywarehousesofliquefiedpetroleumgasdesignatedbyDCEfthecontractvalueverybolngempany準(zhǔn)品質(zhì)量要求QualityrequirementsforstandardLiquefiedPetroleumGasFuturestem密度(15℃)/(kg/m3)Density蒸氣壓(37.8℃)/kPaVaporpressureC3烴類組分(體積分?jǐn)?shù))/%C3hydrocarbonconstituent(C3+C4)烴類組分(體積分?jǐn)?shù))/%(C3+C4)hydrocarbonconstituentstituentResidue蒸發(fā)殘留物(mL/100mL)Evaporatedresiduetainobservationass(40℃，1h)/級Coppercorrosion總硫含量(mg/m3)Totalsulfurcontent硫化氫(需滿足下列要求之一)Sulfurettedhydrogentisfyingoneofthefollowingmpany現(xiàn)LPGFuturesPriceandOpenInterestDCEPG液化石油氣LPG 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000004,000150,0003,0000,0000esResearch31/1393.2化工Chemicals3.2.1聚乙烯LLDPE低密度聚乙烯元(人民幣)/噸每周一至周五上午9:00~11:30,下午13:30~15:00，以及交易所規(guī)定的其他時間線型低密度聚乙烯交割質(zhì)量標(biāo)準(zhǔn)線型低密度聚乙烯指定交割倉庫L所wDensityPolyethyleneLLDPEnittiteLimitRangeoflastsettlementpricetMonthsgHoursmpmBeijingTimeMondaytoFridayandotherradinghoursannouncedbyDCEThethtradingdayofthecontractmonthyDayTherdtradingdayafterthelasttradingdayGradesLLDPEDeliveryQualityStandardofDCEFDCEL3-2014)tThedeliverywarehousesofLLDPEdesignatedbyDCEfthecontractvalueverybolLngempanyesResearch32/139LLDPEDeliveryQualityStandards個/Kg≤0g/Kg≤nnMPa≥變%≥yRequirementsAppearanceofGranulesuleserKgizedUndersizedGranulesteinin±0.5m23]≥7.0%mpanyLLDPEFuturesPriceandOpenInterest000000,00000DCEL聚乙烯LLDPE 右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000esResearch33/1393.2.2聚丙烯PP元(人民幣)/噸每周一至周五上午9:00~11:30,下午13:30~15:00，以及交易所規(guī)定的其他時間所聚丙烯交割質(zhì)量標(biāo)準(zhǔn)所聚丙烯指定交割倉庫所pylenePPitLotiteLimitRangeoflastsettlementpricetMonthsgHourspmBeijingTimeMondaytoFridayandotherradinghoursannouncedbyDCEThethtradingdayofthecontractmonthyDayTherdtradingdayafterthelasttradingdayGradesPPDeliveryQualityStandardofDCEFDCEPP14)tThedeliverywarehousesofPPdesignatedbyDCEfthecontractvalueverybolangempanyesResearch34/139PDeliveryQualityStandards0熔體質(zhì)量流動速率(MFR)n%灰分(質(zhì)量分?jǐn)?shù))%變%yRequirementeskg0ranuleskgizedUndersizedGranulessflowRateMFRin≥2.5and≤4.0%AshContent(MassFraction)%%FuturesPriceandOpenInterestDCEPP聚丙烯PP 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)0000000000,000000esResearch35/1393.2.3聚氯乙烯PolyvinylChloride元(人民幣)/噸每周一至周五上午9:00~11:30,下午13:30~15:00，以及交易所規(guī)定的其他時間(GB/T5761-2018)》規(guī)定的SG5型一等品和優(yōu)等品(干流性指標(biāo)不做要求)所聚氯乙烯指定交割倉庫V所lorideittitLimitRangeoflastsettlementpricetMonthsgHourspmBeijingTimeMondaytoFridayandotherradinghoursannouncedbyDCEThethtradingdayofthecontractmonthyDayTherdtradingdayafterthelasttradingdayGradesTheSGGradeIproductsandhighgradeproductssatisfyingthequalitystandardsoftheSuspensionPolyvinylChlorideResinsofGeneralPurposeGBT)(norequirementsforthepowderflowability)tThedeliverywarehousesofPolyvinylChloridedesignatedbyDCEfthecontractvalueverybolVngempanyesResearch36/139PVCFuturesPriceandOpenInterestDCEV聚氯乙烯PVC 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)000000,00000000003.2.4苯乙烯Ethenylbenzene元(人民幣)/噸每周一至周五上午9:00~11:30，下午13:30~15:00，以及交易所規(guī)定的其他時間所苯乙烯交割質(zhì)量標(biāo)準(zhǔn)(F/DCEEB001-2019)所苯乙烯指定交割倉庫所esResearch37/139eititLimitRangeoflastsettlementpricetMonthsgHoursampmBeijingTimeMondaytoFridayandotherradinghoursannouncedbyDCEThelastbutthreetradingdayofthecontractmonthyDayTherdtradingdayafterthelasttradingdayGradesEthenylbenzeneDeliveryQualityStandardofDCEFDCEEB01-2019)thedeliverywarehousesofethenylbenzenedesignatedbyDCEfthecontractvalueverybolngempanyEthenylbenzeneDeliveryQualitySpecifications1質(zhì)和游離水2量分?jǐn)?shù))/%3mgkg)4過氧化物(以過氧化氫計)/(mg/kg)5總?cè)?以苯甲醛計)/(mg/kg)6號)/號78g9mgkg)NoAppearanceClearandtransparentwithoutmechanicalimpuritiesandfreewaterMassFraction≥99.8ginginuteHydrogenPeroxidemgkggkgChroma(Pt-Co)/No.eneMassFractionmerizationInhibitorTBCmgkglphurContentmgkgmpanyesResearch38/139EthenylbenzeneFuturesPriceandOpenInterestDCEEB苯乙烯Ethenylbenzene 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)00,00000,0000000911010305070911010305070911010305070911010305070000neGlycol元(人民幣)/噸每周一至周五上午9:00~11:30,下午13:30~15:00，以及交易所規(guī)定的其他時間大連商品交易所乙二醇交割質(zhì)量標(biāo)準(zhǔn)(F/DCEEG001-2018)所乙二醇指定交割倉庫所esResearch39/139neGlycolEGititeLimitRangeoflastsettlementpricetMonthsgHourspmBeijingTimeMondaytoFridayandotherradinghoursannouncedbyDCEThelastbutthreetradingdayofthecontractmonthyDayTherdtradingdayafterthelasttradingdayGradesEthyleneGlycolDeliveryQualityStandardofDCEFDCEEG01-2018)tThedeliverywarehousesdesignatedbyDCEfthecontractvalueverybolngempanyEthyleneGlycolDeliveryQualitySpecifications1機械雜質(zhì)23456/號7)(g/cm3)89計)/(mg/kg)11(mg/kg)mgkg)/(mg/kg)mmmgkg)esResearch40/139120204060810120204060810120204060810120204060812020406081012020406081012020406081012020406081012020406No1Appearancentliquidwithoutmechanical2Glycolw≥99.93eGlycolw45Carbonatew6Chroma(PT-CO)/No.gAfterheatingwithhydrochloricacid7nsitygcm8BoilingRangeMPaat0℃)ilingPoint≥196.0≤199.09idityAceticAcidmgkgentmgkgAshContent/(mg/kg)AldehydeContent(Formaldehyde)/(mg/kg)≤8.0mmlorideIonmgkg≤0.5mpanyEthyleneGlycolFuturesPriceandOpenInterestDCEEG乙二醇EthyleneGlycol 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)000600,0005,000500,0004,000400,0003,000300,000000000esResearch41/1393.2.6PTA精對苯二甲酸(PTA)元(人民幣)/噸%及《鄭州商品交易所期貨交易風(fēng)險控制管理辦法》相關(guān)規(guī)定每周一至周五(北京時間法定節(jié)假日除外)見《鄭州商品交易所精對苯二甲酸(PTA)期貨業(yè)務(wù)細(xì)則》ittrictonslotnhineseyuanCNYpermetrictoneFluctuationictonimitofthesettlementpriceoftheprevioustradingday;relevantprovisionsondailypricelimitundertheMeasuresfortheAdministrationofRiskControlofZhengzhouCommodityExchangecontractvaluetMonthgHoursFridayexceptpublicholidaysamamp.m.-3:00p.m.(Beijingtime)tradinghoursstipulatedbyZhengzhouCommodityExchangeThethtradingdayofthedeliverymonthyDayThethtradingdayofthedeliverymonthQualityorPurifiedTerephthalicAcidFuturesofengzhouCommodityExchangetintsdesignatedbyZhengzhouCommodityExchangedeliveryngeengzhouCommodityExchangeesResearch42/139CZCETAPTAPTA 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)500,000,000,00000000000000,000000003.2.7短纖PolyesterStapleFiber滌綸短纖(簡稱“短纖”)元(人民幣)/噸規(guī)定每周一至周五(北京時間，法定節(jié)假日除外)滌綸短纖期貨業(yè)務(wù)細(xì)則》43/139rStapleFiberittrictonslotneseyuanCNYmetrictoneFluctuationrictonimitofthesettlementpriceoftheprevioustradingday;orelevantprovisionsondailypricelimitundertheMeasuresfortheAdministrationofRiskControlofZhengzhouCommodityExchangecontractvaluetMonthgHoursFridayexceptpublicholidaysamamp.m.-3:00p.m.(Beijingtime)tradinghoursstipulatedbyZhengzhouCommodityExchangeThethtradingdayofthedeliverymonthyDayThethtradingdayofthedeliverymonthQualitySeetheDetailedBusinessRulesforPolyesterStapleFiberFuturesofengzhouCommodityExchangetypointsdesignatedbyZhengzhouCommodityExchangedeliveryngeengzhouCommodityExchangePolyesterStapleFiberFuturesPriceandOpenInterestCZCEPF短纖PolyesterStapleFiber 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)9,0001,200,0000000000000000,000200,0001,000000esResearch44/139元(人民幣)/噸%及《鄭州商品交易所期貨交易風(fēng)險控制管理辦法》相關(guān)規(guī)定每周一至周五(北京時間法定節(jié)假日除外)所甲醇期貨業(yè)務(wù)細(xì)則》itnneseyuanCNYmetrictoneFluctuationrictonimitofthesettlementpriceoftheprevioustradingday;relevantprovisionsondailypricelimitundertheMeasuresfortheAdministrationofRiskControlofZhengzhouCommodityExchangecontractvaluetMonthgHoursFridayexceptpublicholidaysamamp.m.-3:00p.m.(Beijingtime)tradinghoursstipulatedbyZhengzhouCommodityExchangeThethtradingdayofthedeliverymonthyDayThethtradingdayofthedeliverymonthQualityetheDetailedBusinessRulesforMethanolFuturesofZhengzhoutyExchangetintsdesignatedbyZhengzhouCommodityExchangedeliveryngehengzhouCommodityExchangeesResearch45/139MethanolFuturesPriceandOpenInterestCZCEMA甲醇Methanol 桶,右軸)Futuresactivecontractprice(Yuan/Barrel,RHS)00000000000,00000000003.2.9玻璃Glass平板玻璃(簡稱“玻璃”)元(人民幣)/噸%及《鄭州商品交易所期貨交易風(fēng)險控制管理辦法》相關(guān)規(guī)定每周一至周五(北京時間法定節(jié)假日除外)平板玻璃期貨業(yè)務(wù)細(xì)則》46/139GlassGlassforshortitmetrictonslotneseyuanCNYmetrictoneFluctuationrictonimitofthesettlementpriceoftheprevioustradingday;relevantprovisionsondailypricelimitundertheMeasuresfortheAdministrationofRiskControlofZhengzhouCommodityExchangecontractvaluetMonthgHoursFridayexceptpublicholidaysamamp.m.-3:00p.m.(Beijingtime)tradinghoursstipulatedbyZhengzhouCommodityExchangeThethtradingdayofthedeliverymonthyDayThethtradingdayofthedeliverymonthQualityorPurifiedTerephthalicAcidFuturesofengzhouCommodityExchangetintsdesignatedbyZhengzhouCommodityExchangedeliveryngeengzh