PDF《大连商品交易所交易月报》

大连商品交易所交易月报

2017 年6 月

一、交易信息

1

1、成交与持仓

1

2、交易行情

4

3、期权行权

12

二、实物交割

12

1、交割信息

12

2、仓单信息

14

三、会员客户信息

17

1、会员本月成交排名

17

2、会员年度成交排名

27

3、会员月末持仓排名

37 注:本报表中的 期权 ,指期货期权.

一、交易信息

1、成交与持仓 2017年06月DCE成交情况 单位:手、亿元;

单边 品种 本月成交量 占比 同比 环比 年度成交量 占比 同比 本月成交额 占比 同比 环比 年度成交额 占比 同比 玉米期货 9,765,300 10.09% -2.33% -2.58% 89,943,556 16.86% 60.99% 1,636.89 4.17% 1.10% -0.40% 14,678.87 6.62% 61.99% 玉米淀粉期货 4,681,777 4.84% 5.63% 5.03% 31,931,351 5.99% -0.64% 932.50 2.37% -4.51% 7.83% 6,178.56 2.79% -6.90% 豆一期货 2,501,675 2.58% -27.18% 15.52% 15,283,751 2.87% -13.13% 971.16 2.47% -26.44% 17.58% 6,073.24 2.74% -5.03% 豆二期货 1,739 0.00% 815.26% 606.91% 2,279 0.00% 67.20% 0.56 0.00% 648.66% 564.05% 0.76 0.00% 62.38% 豆粕期货 13,829,457 14.29% -79.20% -3.74% 88,105,536 16.52% -58.87% 3,695.98 9.41% -82.59% -7.77% 24,911.75 11.24% -58.06% 豆油期货 5,030,875 5.20% -27.03% -6.38% 30,790,809 5.77% -33.35% 2,935.65 7.47% -29.91% -7.99% 19,285.57 8.70% -29.91% 棕榈油期货 5,960,634 6.16% -33.11% -0.14% 36,823,884 6.90% -47.10% 3,106.82 7.91% -32.78% -3.37% 20,692.47 9.34% -42.50% 鸡蛋期货 7,737,653 7.99% 297.35% 99.14% 20,012,619 3.75% 97.51% 2,891.55 7.36% 282.27% 113.35% 7,165.87 3.23% 98.33% 纤维板期货

85 0.00% 2,025.00% 203.57%

506 0.00% 179.56% 0.03 0.00% 3,142.60% 226.76% 0.19 0.00% 331.65% 胶合板期货

148 0.00% -37.82% 2,014.29% 1,137 0.00% 345.88% 0.09 0.00% -17.49% 2,435.38% 0.60 0.00% 438.47% 聚乙烯期货 5,387,974 5.57% -20.84% 3.21% 30,703,352 5.76% -51.89% 2,403.02 6.12% -17.44% 2.48% 14,358.82 6.48% -47.03% 聚氯乙烯期货 2,691,268 2.78% 383.26% 12.61% 11,795,634 2.21% 531.00% 804.93 2.05% 438.48% 13.84% 3,629.59 1.64% 651.86% 聚丙烯期货 5,152,937 5.32% -21.11% 13.62% 25,394,525 4.76% -72.63% 1,993.30 5.07% -15.52% 12.83% 10,428.39 4.71% -66.27% 焦炭期货 2,344,605 2.42% 50.72% 10.11% 9,791,979 1.84% -68.81% 3,628.69 9.24% 166.42% 11.23% 15,894.04 7.17% -42.41% 焦煤期货 3,007,591 3.11% 94.62% 31.76% 10,934,867 2.05% -51.74% 1,813.02 4.62% 183.67% 27.28% 7,335.35 3.31% -19.20% 铁矿石期货 28,695,357 29.65% 89.31% -1.16% 131,861,089 24.72% -40.21% 12,470.07 31.74% 119.12% -8.84% 70,950.66 32.02% -16.64% 期货合计 96,789,075 100% -27.91% 5.40% 533,376,874 100% -39.31% 39,284.26 100% -17.86% 2.60% 221,584.74 100% -32.63% 豆粕期权 322,987 100.00% - -17.24% 1,036,832 100.00% - 2.37 100.00% - -18.61% 7.98 100.00% - 期权合计 322,987 100% - -17.24% 1,036,832 100% - 2.37 100% - -18.61% 7.98 100% - 期货与期权总计 97,112,062 - -27.67% 5.30% 534,413,706 - -39.19% 39,286.63 - -17.85% 2.60% 221,592.72 - -32.63% 注:此表为整个交易日交易情况 2017年06月DCE夜盘成交情况 单位:手、亿元;

单边 品种 本月成交量 占比 同比 环比 本月成交额 占比 同比 环比 豆一期货 832,390 33.27% -41.83% 44.71% 322.53 33.21% -41.12% 46.80% 第1页 品种 本月成交量 占比 同比 环比 本月成交额 占比 同比 环比 豆二期货

546 31.40% 669.01% 10,820.00% 0.18 31.41% 530.76% 8,678.84% 豆粕期货 6,035,886 43.65% -78.42% 23.66% 1,613.06 43.64% -81.85% 17.80% 豆油期货 2,115,918 42.06% -14.57% 11.20% 1,234.80 42.06% -17.62% 9.07% 棕榈油期货 2,167,073 36.36% -29.25% 10.24% 1,129.44 36.35% -28.81% 6.58% 焦炭期货 850,075 36.26% 89.97% 8.96% 1,303.14 35.91% 233.99% 8.99% 焦煤期货 1,076,788 35.80% 134.79% 29.76% 645.96 35.63% 240.34% 24.67% 铁矿石期货 10,753,810 37.48% 135.05% -0.63% 4,660.55 37.37% 171.51% -8.85% 期货合计 23,832,486 24.62% -41.03% 9.54% 10,909.65 27.77% -26.38% 2.85% 豆粕期权 117,944 36.52% - 18.88% 0.86 36.23% - 18.89% 期权合计 117,944 36.52% - 18.88% 0.86 36.23% - 18.89% 期货与期权总计 23,950,430 24.66% -40.74% 9.59% 10,910.51 27.77% -26.37% 2.85% 注:占比为品种夜盘量占该品种全天对应指标的比重 2017年06月DCE持仓情况 单位:手、亿元;