PDF《大连商品交易所交易月报》

单边 品种 月末持仓 占比 同比 环比 本月日均持仓 占比 同比 环比 年度日均持仓 占比 同比 玉米期货 1,040,377 15.43% 10.04% -5.23% 1,121,134 16.56% 32.65% 0.34% 1,589,388 23.70% 66.52% 玉米淀粉期货 427,858 6.35% 83.82% -2.28% 447,954 6.62% 77.54% -5.47% 545,948 8.14% 90.59% 豆一期货 133,595 1.98% -11.24% 18.58% 126,316 1.87% -24.25% -0.46% 140,494 2.10% -5.25% 豆二期货

548 0.01% 640.54% 621.05%

400 0.01% 705.90% 3,176.45%

82 0.00% 174.62% 豆粕期货 1,638,635 24.31% -9.20% -4.03% 1,645,931 24.31% -13.30% 9.83% 1,566,513 23.36% 0.30% 豆油期货 552,348 8.19% 1.54% 6.97% 530,964 7.84% 8.29% 5.63% 519,817 7.75% -0.61% 棕榈油期货 430,241 6.38% 24.43% 23.46% 412,793 6.10% 33.80% 10.12% 394,150 5.88% 0.84% 鸡蛋期货 247,195 3.67% 166.90% -7.49% 243,823 3.60% 163.66% 22.20% 187,583 2.80% 90.34% 纤维板期货

8 0.00% 700.00% 14.29%

6 0.00% 1,614.29% 0.84%

7 0.00% -36.33% 胶合板期货

4 0.00% -66.67% 300.00%

5 0.00% -47.60% 431.82%

15 0.00% 274.37% 聚乙烯期货 261,373 3.88% -24.92% 17.49% 260,350 3.85% -31.25% 7.79% 222,940 3.32% -44.86% 聚氯乙烯期货 125,952 1.87% 29.24% 77.52% 89,355 1.32% 60.16% 23.79% 78,463 1.17% 110.21% 聚丙烯期货 373,356 5.54% -28.32% -0.90% 361,707 5.34% -17.95% 8.11% 301,781 4.50% -27.27% 焦炭期货 138,070 2.05% 72.63% 30.07% 127,613 1.88% 36.53% 16.86% 93,158 1.39% -12.78% 第2页 品种 月末持仓 占比 同比 环比 本月日均持仓 占比 同比 环比 年度日均持仓 占比 同比 焦煤期货 170,205 2.52% 68.34% 24.92% 146,013 2.16% 37.56% 20.41% 102,091 1.52% -2.52% 铁矿石期货 1,201,122 17.82% 34.59% 0.31% 1,256,374 18.56% 39.49% 10.05% 962,642 14.36% 8.03% 期货合计 6,740,887 100% 9.50% 2.17% 6,770,737 100% 12.29% 7.23% 6,705,071 100% 13.21% 豆粕期权 108,216 100.00% - 6.10% 99,078 100.00% - 16.18% 77,842 100.00% - 期权合计 108,216 100% - 6.10% 99,078 100% - 16.18% 77,842 100% - 期货与期权总计 6,849,103 - 11.26% 2.23% 6,869,815 - 13.93% 7.35% 6,782,913 - 14.52% 第3页

2、交易行情 2017年06月DCE期货交易行情 单位:元/吨(鸡蛋:元/500千克,纤维板和胶合板:元/张)、手、亿元;

单边 品种 合约 月开盘价 最高价 最低价 月收盘价 月结算价 涨跌 成交量 持仓量 持仓量变化 成交额 玉米 c1707 1,632 1,689 1,571 1,626 1,634 -5 1,426

548 60 0.23 c1709 1,612 1,713 1,607 1,687 1,689

73 7,901,152 666,055 -133,318 1,315.33 c1711 1,654 1,739 1,654 1,694 1,700

39 1,992

724 -200 0.34 c1801 1,665 1,756 1,657 1,721 1,726

57 1,802,815 353,545 64,549 310.72 c1803 1,683 1,805 1,681 1,735 1,738

56 890

665 -47 0.15 c1805 1,724 1,800 1,721 1,775 1,778

51 57,025 18,840 11,592 10.11 小计 9,765,300 1,040,377 -57,364 1,636.89 玉米淀粉 cs1707 1,867 2,017 1,841 1,922 1,922

69 208

236 -41 0.04 cs1709 1,921 2,059 1,921 2,026 2,024

105 4,111,243 319,907 -4,966 818.79 cs1711 1,967 2,076 1,967 2,040 2,040

105 28

14 -12 0.01 cs1801 1,910 2,055 1,910 2,019 2,021

109 562,266 105,164 -6,003 112.03 cs1803 2,003 2,070 1,995 2,050 2,050

100 15

4 0 0.00 cs1805 1,980 2,151 1,977 2,053 2,055

75 8,017 2,533 1,053 1.64 小计 4,681,777 427,858 -9,969 932.50 豆一 a1707 3,671 3,897 3,608 3,778 3,778

31 120

36 7 0.05 a1709 3,743 4,008 3,726 3,858 3,859

99 2,293,357 101,558 4,200 890.40 a1711 3,822 4,035 3,797 3,911 3,911

87 36

4 -2 0.01 a1801 3,744 3,965 3,742 3,838 3,841

64 205,025 31,019 16,489 79.47 a1803 3,830 3,945 3,757 3,879 3,879

63 11

6 0 0.00 a1805 3,785 3,993 3,774 3,880 3,887