Attachment 4:

Measures for Trading Management of Dalian Commodity Exchange

Chapter I General Provisions

The Measures for Trading Management of Dalian Commodity Exchange (the "Measures") are formulated pursuant to the Trading Rules of Dalian Commodity Exchange for the purposes of standardizing the futures trading conducts, protecting the lawful rights and interests of the parties to the futures trading and ensuring the smooth conduction of the futures trading of Dalian Commodity Exchange (the "Exchange").

The Exchange, its Members, the Overseas Special Participants (the "OSPs"), the Overseas Intermediaries and the clients shall comply with the Measures.

Chapter II Seat Management

The trading seat is the channel where the Member and the OSP input the trading orders into the Exchange's computer trading system to participate in the trading.

The trading seats shall be divided into the floor trading seats and the remote trading seats. The remote trading means the trading manner which the Member and the OSP directly input the trading orders through the telecommunication system connected with the Exchange's computer trading system at its own business premise to participate in the trading of the Exchange.

The Member will obtain one (1) floor trading seat after obtaining its membership. Members may increase the number of the remote trading seats after being approved by the Exchange.

The OSP can obtain a remote trading seat after obtaining the qualification of Overseas Special Participant and being approved by the Exchange.

The Members and the OSPs shall apply for remote trading seats through the Member service system and sign agreements with the Exchange. The Members and the OSPs shall be obligated to pay the usage fee of seat to the Exchange annually to use trading seats, the charging standards and method shall be provided and promulgated by the Exchange separately.

The increase of trading seats for a Member or an OSP merely refers to the increase of the trading channels. The Exchange's management rules for its position limit, risk control and otherwise shall remain unchanged.

Anyone who applies for a remote trading seat shall satisfy the following conditions:

its business operation being in good conditions;

the communication and fund transfer conditions of the place where the applicant institution is located satisfying the Exchange's requirements for futures trading operation;

having a well-established remote trading management system; and

the construction and management of the remote trading system shall comply with the relevant requirements for technical management norms of the China Securities Regulatory Commission ("CSRC") and the Exchange.

Anyone who applies for a remote trading seat shall submit the following information and materials to the Exchange:

the type of the seat;

installation address and descriptions of the seat;

the information of infrastructures and staffing of the remote trading system;

client type and number of clients; and

other information and materials required by the Exchange.

The Exchange shall make a reply within ten (10) trading days after receiving the application materials for the remote trading seat.

The Member or the OSP shall pay the usage fee of seat to the Exchange and complete relevant procedures within ten (10) trading days after receipt of the reply that the Exchange approves the application for remote trading seats. The Exchange is entitled to cancel the remote trading seats which applied for by the Member when there is a delay on payment of the usage fee without due reason.

The Exchange shall notify the specific opening date to the Member or the OSP after it files an application for opening the remote trading system.

When the Member has opened the remote trading, its floor trading seat(s) shall still be reserved. During the trading period, when the Member's remote trading seat fails to operate normally, the Member shall conduct trading through its floor trading seat.

The Member shall be solely liable for any consequences arising out of or in connection with the abnormal use of the remote trading seat under the circumstance of its failure to send a Floor Trader to be at the floor.

The Members and the OSPs shall strengthen the management of their remote trading and the maintenance of the remote trading system. In addition, the Members shall be obligated to keep confidential the software interface, documents and materials provided by the Exchange. The Exchange's prior consent shall be obtained for any replacement or technical readjustment related to the main facilities. The relocation of the remote trading seat from the original registered place shall be subject to the Exchange's examination and approval. The Exchange shall have the right to supervise and inspect the usage of the remote trading seats.

The Exchange is entitled to cancel the trading seats of the Member or the OSP under any of the following circumstances:

any inaccuracy in the application materials provided by the Member;

wholly or partially leasing, contracting or otherwise transferring the seat(s) to any other institution or individual;

having disordered management or material irregularities;

failing to satisfy the conditions for using the seats;

using the seats to engage in other activities other than trading;

the Member or the OSP applying for the cancellation of the seats, which is approved by the Exchange;

the Member being disqualified as a Member or the OSP being disqualified as an OSP of the Exchange; or

other circumstances which will result in cancellation as held by the Exchange.

The usage fee of seat will not be refunded in case the Member or the OSP terminates to use the trading seat or the increased trading seats are cancelled by the Exchange.

In case of the following circumstances, the Exchange may take measures such as adjusting the opening and closing time of the market, suspending trading, adjusting the last trading day, maturity day, last delivery day, handover day or any other date of relevant contracts and other necessary measures:

ten percent (10%) or more Members being not able to trade due to the failure in any of the computer systems, communication systems or other trading facilities;

thirty percent (30%) or more Members failing to complete the settlement or the initialization of the trading system prior to the market opening; or

other circumstances deemed necessary by the Exchange.

The Exchange will not handle any application, modification and cancellation of the trading seats during the night trading session.

Chapter III Management of Floor Traders

A Floor Trader is the person who is appointed by a Member and accepts such Member's trading orders to conduct futures trading on behalf of the Member in the trading floor. The Member shall be liable for any trading activities conducted by the Floor Trader on the trading floor.

For application of a Floor Trader's certificate, the applicant shall upload the information of identity, futures practicing qualification certificate and other relevant information as required by the Exchange to the Member service system.

Each trading seat only allows two (2) Floor Traders to enter the trading floor unless otherwise approved by the Exchange under special circumstances.

The Floor Traders may enter the trading floor to prepare for the market opening thirty (30) minutes prior to the market opening on each trading day and shall leave the trading floor within thirty (30) minutes after the market close. The Floor Traders shall not enter or leave the trading floor without permission unless otherwise approved by the floor affairs managers under special circumstances.

The Floor Traders shall not be absent during the trading sessions, and the Members shall be solely liable for any consequences arising out of in connection with their Floor Traders' absence.

The Floor Traders shall wear the effective badge and designated uniform on the trading floor.

The Floor Traders shall protect any and all facilities on the trading floor and shall operate the computer equipment and devices on the trading floor in strict accordance with the Exchange's management provisions. Otherwise, the Floor Traders shall be obligated to pay the compensation for any damage thereto as per the prices for any damage thereto and will be punished pursuant to the applicable rules.

The Floor Trader's entering or leaving the trading floor with any trading equipment or devices shall be subject to the approval by the Exchange.

The Floor Traders shall comply with the management by the Exchange's floor affairs managers.

The Floor Traders shall timely deliver the Exchange's documents, notices or other materials to the Member who appoints them.

The Floor Trader shall keep the trading passwords in a proper manner. The Member shall be solely liable for any consequences arising out of or in connection with the disclosure of the trading passwords.

The Floor Trader shall not commit any of the following acts:

accepting the trading orders from any other entity or individual;

offering any consultancy opinions to any other entity or individual;

conducting futures trading for himself or herself;

borrowing, or using without permission, any other Member's telephone or trading terminal;

falsifying the Floor Trader's certificate or lending his or her Floor Trader's certificate to others; or

any other acts prohibited by the Exchange.

In case of a Floor Trader is dismissed or replaced by the Member, or the Floor Trader resigns from the former Member, the Member shall handle the formalities of cancelling authorization in the Exchange promptly, and the Floor Trader's certificate shall be returned. If the Member fails to timely collect the Floor Trader's certificate, it shall notify the relevant division of the Exchange and the Member's liability shall be exempted after receiving the Exchange's acknowledgement of receipt thereof. The Member shall be solely liable for any consequences arising out or in connection with delay in completion of the cancellation formalities or returning the Floor Trader's certificate.

For the person whose authorization as a Floor Trader has been cancelled, the Exchange shall not accept his or her registration application for acting as a Floor Trader for other Members within three (3) months except for the circumstances of the consolidation, division or insolvency of the Member or the consent by his or her former Member.

Chapter IV Trading Sessions, Market Quotation Information, Trading Orders and Bidding Principles

Each trading day shall be divided into the night trading period and day trading period. The night trading period has one (1) night trading session of which the specific trading time to be separately notified by the Exchange. The day trading period which has three (3) trading sessions, respectively the first session from 9:00 through 10:15, the second session from 10:30 through 11:30 and the third session from 13:30 through 15:00. The products which can be traded in the night trading period will be separately published by the Exchange.

The Member or the OSP may conduct the night trading only after it completes any and all preparation work with respect to the personnel allocation, trading facilities and business policies. The night trading shall be conducted solely through the remote trading seats.

The Exchange shall timely release the following information related to the trading:

Opening Price. In respect of a certain futures contract, the opening price means the trade price generated from the call auction within five (5) minutes prior to the market-opening. In case no trade price is generated from the opening call auction, the first trade price after the market opens shall be the opening price. The first trade price shall be determined pursuant to Article 40 or 42 of the Measures;

Closing Price. In respect of a certain futures contract, the closing price means the last trade price of the then-current trading day. The closing price of the contracts with no transaction shall be the then-current settlement price;

Highest Price. In respect of a certain futures contract, the highest price means the highest trade price during a certain period;

Lowest Price. In respect of a certain futures contract, the lowest price means the lowest trade price during a certain period;

Last Price. In respect of a certain futures contract, the last price means the real-time trade price during the trading period on a certain trading day;

Price Change. In respect of a certain futures contract, the price change means the difference between the last price during the trading period on a certain trading day and the settlement price of the immediately previous trading day;

Highest Bid Price. In respect of a certain futures contract, the highest bid price means the real-time highest price when the buyer applies for purchase on the then-current day;

Lowest Offer Price. In respect of a certain futures contract, the lowest offer price means the real-time lowest price when the seller applies for selling on the then-current day;

Bid Quantity. In respect of a certain futures contract, the bid quantity means the order-placing quantity being applied for purchase at the highest but unclosed price in the Exchange's trading system on the then-current day;

Offer Quantity. In respect of a certain futures contract, the offer quantity means to the order-placing quantity being applied for selling at the lowest but unclosed price in the Exchange's trading system on the then-current day;

Settlement Price. In respect of a certain futures contract, the settlement price means the weighted average price of the trade prices during the trading period of the then-current day on the basis of the trading volume. In case of contracts with no transaction, the then-current settlement price shall be determined pursuant to the applicable provisions of the Measures for Clearing Management of Dalian Commodity Exchange. The settlement price shall be the basis for settling the profit and loss of the open contracts of the then-current day and for determining the price limits of the immediately following trading day;

Trading Volume. In respect of a certain futures contract, the trading volume means the unilateral quantities of all the concluded contracts on the then-current day; and

Open Interest. The open interest means the unilateral quantities of the open contracts held by the futures traders.

The listing price of a newly listed contract shall be determined and released in advance by the Exchange. The listing price shall be the basis for determining the price limits of the immediately following trading day.

For the newly listed contract, in case there is no transaction concluded for three (3) consecutive trading days from the listing day, the Exchange may properly adjust the listing price.

With respect to the contract which was once concluded but currently without any open interest, the Exchange may release a new benchmark price for it.

The types of the trading orders are as follows:

Limit Order: the order that is executed to conclude a transaction at a limited price or a better price through the Exchange's computer order-matching system;

Market Order: the purchase/sale order that is placed at the prices of the price limits in order to participate in the trading through the Exchange's computer order-matching system;

Stop Order: the order that when the market price reaches the triggering price preset by the Non-Futures Company Member, the Overseas Special Non-Brokerage Participant (the "OSNBP") or the client, the Exchange's computer order-matching system will promptly transfer it to be the market order;

Stop Limit Order: the order that when the market price reaches the triggering price preset by the Non-Futures Company Member, the OSNBP or the client, the Exchange's computer order-matching system will promptly transfer it to be the limit order;

Spread Order: the spread order for the designated contract is provided by the Exchange, and the Exchange's computer order-matching system will conduct the transaction conclusion for all the component contracts within the order subject to the prescribed proportions concurrently after receipt of such order. The spread orders shall be divided into the calendar spread order and the inter-commodities order, with the specific contents listed below:

Name	Trading Mode (From buyer's perspective)	Quotation Mode
Calendar spread order	Long nearby month contract and short back month contract of the same quantity	Long (short) spread price = Bid (offer) price of the nearby month contract - Offer (bid) price of the back month contract
Inter-commodities spread order	Long contracts of a certain type of products and a certain month and short the contracts of another commodity and of the same or different month	Long (short) spread price = Bid (offer) price of the first commodity – Offer (bid) price of the second commodity
Crush spread order	Short soybean contracts, long soybean meal contracts and soybean oil contracts of the same or different month	Long (short) spread price = Bid (offer) price of the soybean meal contracts + Bid (offer) price of the soybean oil contracts – Offer (bid) price of the soybean contracts
Other Orders Prescribed by the Exchange.

The minimum quantity of orders placed each time for futures contracts shall be one (1) lot, and the maximum quantity of orders placed each time for futures contracts is stipulated in the detailed rules of the specific futures products.

The Exchange may, according to market conditions, adjust the minimum and maximum quantities of orders placed each time for different listed products and contracts. The specific standards shall be announced separately by the Exchange.

The minimum quantity of orders placed each time shall include minimum quantity of orders placed each time for opening positions and minimum quantity of orders placed each time for closing positions; the maximum quantity of orders placed each time shall include maximum quantity of orders placed each time for opening positions and maximum quantity of orders placed each time for closing positions.

The market order and the limit order may be inputted with two additional characteristics which include FOK (Fill or Kill) and FAK (Fill and Kill).

The limit order and the stop limit order may be attached with the characteristic of GIS (Good in Session) , which refers to that the order will only be active for the current trading session, and any portion of the order not executed will be canceled promptly after the end of the session.

With respect to any product which can be traded during the night trading period, its opening call auction shall be conducted within the first five (5) minutes prior to the opening of the night trading period, and its day trading call auction shall be conducted within the first five (5) minutes prior to the opening of the first session of the day trading. With respect to any product which can be traded during the night trading period, on a trading day without any night trading session, the opening call auction shall be conducted within the first five (5) minutes prior to the opening of the day trading period.

With respect to any product to which the night trading does not apply, its opening call auction shall be conducted within the first five (5) minutes prior to the opening of the day trading period, of which the first four (4) minutes of the call auction shall be the time of declaration of the buy and sell orders, and the last one (1) minute shall be the call auction order-matching time.

During the call auction declaration period and the continuous auction trading period after the market opening, the Exchange's computer order-matching system shall accept the declaration for trading orders, the types of which shall be prescribed by the Exchange and released to the market.

During the call auction order-matching period and the suspension period of continuous auction trading, the Exchange's computer order-matching system will not accept any declaration for trading orders.

The call auction as mentioned in the Measures refers to the auction method whereby all the buying and selling declaration orders accepted within a prescribed period shall be subject to one-off centralized order-matching while the continuous auction refers to the auction method whereby all the buying and selling declaration orders shall be subject to continuous order-matching one by one.

The Exchange's computer order-matching system shall order the buying and selling declaration orders under the principle of price priority and time priority, and the transaction will be concluded by automatic order-matching when the buying price is higher than or equal to the selling price. The liquidation order for the same open contracts under the same trading code shall be concluded based on the opening time and follow the principle of "first open, first closed".

In case the price of the price limits is declared in respect of a certain futures contract, the order-matching shall be conducted under the principle of liquidation priority and time priority, and the Exchange's forced liquidation declaration forms shall prevail over other liquidation declaration forms.

The call auction shall be subject to the principle of trading volume maximization, i.e., the price generated during the call auction shall result in the maximum trading volume. All of the buying declarations which are higher than the price generated from the call auction will be concluded; all of the selling declarations which are lower than the price generated from the call auction will be concluded; and in respect of the buying or selling declarations which are equal to the price generated from the call auction, the declared quantity of at least one party will be concluded. When there is more than one price which satisfies the principle of trading volume maximization, and if the last price has been generated, the trade price of the call auction shall be the price most proximate to the last price; if there is no last price, the price of the newly listed contract shall be the price proximate to the listing price, and the price of other contracts shall be the price most proximate to the settlement price of the immediately previous trading day.

The unconcluded orders in the call auction shall automatically participate in the subsequent call auction trading.

At the end of the night trading period, the unconcluded trading orders shall automatically participate in the day trading call auction.

Untriggered stop orders/stop limit orders and spread orders shall not participate in call auction order-matching.

The order-matching trade price in the continuous auction trading shall be equal to the middle one of the buying price ("bp"), the selling price ("sp") and the current price ("cp") after the market opens, that is,

Where bp≥sp≥cp, the last price = sp;

Where bp≥cp≥sp, the last price = cp; or

Where cp≥bp≥sp, the last price = bp.

In case there is no trade order concluded in call auction, the cp of the first trade matched in the continuous auction trading shall be the closing price of the immediately previous trading day; the cp of newly listed contracts shall be the listing price.

Chapter V Exchange of Futures for Physicals

The exchange of futures for physicals (the "EFP") means the act of both parties to the trading, with mutual agreements after negotiations, to conduct the futures trading and physicals or other relevant contracts transactions simultaneously with the same trading quantities.

Those clients who apply for EFP shall be institutional clients. The EFP term shall start from the contract listing day and end on the third trading day (inclusive) before the last trading day. Both parties to the trading shall apply to the Exchange through the Members before 14:00 on a trading day within the specified period.

Where any EFP is applied through any standard warehouse receipt, the following information and materials shall be submitted:

information of both parties to the trading: the Members and clients of both parties to the futures trading, etc.;

information of futures trading: contract trading codes, trade prices, sale and purchase directions, quantities, etc.;

information of the physicals trading: the sale and purchase quantities and the agreed price of the standard warehouse receipt, etc.; and

other information and materials required by the Exchange.

The sale and purchase quantities of the contracts in the application shall be equal to the quantities of standard warehouse receipts submitted to the Exchange for the EFP.

Where any EFP is applied through physicals other than standard warehouse receipts, the following information and materials shall be submitted:

information of both parties to the trading: the Members and clients of both parties to the futures trading, etc.;

information of futures trading: contract trading codes, trade prices, sale and purchase directions, quantities, etc.;

information of the physicals trading: the sale and purchase quantities and the agreed price of the physicals, etc.;

physicals certification materials: physicals sale and purchase agreement; and

other information and materials required by the Exchange.

The sale and purchase quantities of contracts in the application shall not exceed the sale and purchase quantities of physicals.

Upon the market close on the application day, the closing positions quantities of contracts in the application shall be less than or equal to the corresponding positions.

The contract trade price negotiated and agreed by both parties to the EFP shall be within the price range of the contract price limits on the application day.

After the market close on the approval day, the Exchange shall open or close positions based on the contract trade price negotiated and agreed by both parties.

The EFP application is valid on the then-current day. The Exchange shall make a decision to approve or disapprove the application after the market close on the then-current day, and shall notify the Member(s).

Upon approval by the Exchange, both parties to the trading shall acknowledge the trading results, and perform relevant obligations.

The EFP commissions shall be separately determined and announced by the Exchange.

The EFP clearing business shall be handled pursuant to the applicable provisions of the Measures for Clearing Management of Dalian Commodity Exchange.

For the contracts trading concluded by the EFP, the trading results shall not be calculated into the settlement price, the delivery settlement price, the highest price, the lowest price, the opening price, the latest price, the closing price etc. of the corresponding contracts on the then-current day. After the market close on each trading day, the Exchange shall announce information related to EFP executed on the then-current day.

Both parties to the trading and relevant Members shall cooperate with the Exchange to supervise and verify the EFP act, and provide the certification for the handover of the goods and the payments of the goods and other documents and materials related to the EFP.

If there is any non-bona fide EFP act or failure to cooperate with the Exchange to supervise and verify the EFP act, the Exchange may adopt regulatory measures such as verbal reminders, written warnings, and arranged regulatory meetings; if the circumstances are serious, such acts shall be handled pursuant to the applicable provisions of the Measures against Rule Violations of Dalian Commodity Exchange.

Where the detailed rules of No.1 soybean, No.2 soybean, ethenylbenzene, liquefied petroleum gas, RBD palm olein, soybean meal, soybean oil, benzene or other futures products stipulate otherwise in respect of the application materials for the EFP, such stipulation shall prevail.

Where the detailed rules of the futures products adopting bonded delivery stipulate otherwise in respect of the bonded EFP, such stipulation shall prevail.

Where the Exchange stipulates otherwise on other forms of EFP, such stipulation shall prevail.

Chapter VI Trading Code

The Exchange implements the trading code mechanism. The trading code means the special code which is distributed by the Exchange to the Non-Futures Company Members, the OSNBPs and/or the clients.

Domestic traders, qualified foreign institutional investors and RMB qualified foreign institutional investors (collectively referred to as the "Qualified Foreign Investors") can open accounts through Futures Company Members to conduct the futures trading, and overseas traders can open accounts through Futures Company Members, Overseas Special Brokerage Participants (the "OSBP") or Overseas Intermediaries to conduct the futures trading.

The Futures Company Members, the OSBPs and the Overseas Intermediaries (collectively referred to as the "Account-Opening Institutions") shall process the account-opening formalities such as trading code application for the clients according to the requirements of CSRC, the China Futures Market Monitoring Center Co., Ltd. ("CFMMC") and the Exchange.

Pursuant to the Chinese laws, regulations, rules and relevant provisions, the companies whose assets are subject to the management under different segregated accounts, such as futures companies, securities companies, fund management companies, trust companies, Qualified Foreign Investors and other financial institutions, as well as any special entity clients such as companies in the category of social security, may each apply for opening a trading code according to the provisions of CFMMC.

The trading codes shall be divided into the Non-Futures Company Member trading codes, the OSNBP trading codes and the client trading codes, unless otherwise provided by the Exchange.

The client trading code consists of a 12-digit number. The first four digits of the trading code of a Futures Company Member's client are the Member number, and the remaining eight digits are the client number. For instance, if a client trading code is 000100001535, then the Member number is 0001 and the client number is 00001535.

The first four digits of the trading code of an OSBP's client are the OSP number, and the remaining eight digits are the client number.

The number of the digits of the Non-Futures Company Member trading code and the OSNBP trading code shall be the same with that of the client trading code, however, with the last eight digits being its Member number or OSP number. For instance, if the Member number of a Non-Futures Company Member is 120, then its Non-Futures Company Member trading code shall be 012000000120.

A Non-Futures Company Member trading code or an OSNBP trading code shall not be identical to a client trading code.

One client can only have one client number in the Exchange but may open different accounts at different Account-Opening Institutions. The client numbers of a client who opens accounts at different Account-Opening Institutions must be the same.

Any Account-Opening Institution which, on behalf of the clients, applies for or deregister the trading code and/or modifies the client data related to the trading code shall submit the application through CFMMC pursuant to the applicable rules with respect to the futures market client account-opening management.

The Exchange shall distribute, issue and manage the trading codes after it receives the client account-opening application materials forwarded by CFMMC, and shall provide the handling results of all kinds of applications to the Account-Opening Institutions.

The Exchange shall distribute, issue and manage the trading codes of the Non-Futures Company Members and the OSNBPs after it receives the account-opening application materials of the Non-Futures Company Members and the OSNBPs forwarded by CFMMC, and shall feed back the handling results of all kinds of applications to the Non-Futures Company Members and the OSNBPs through CFMMC.

The trading codes may only be used after being examined and verified by the Exchange.

The Account-Opening Institutions shall ensure that the clients' data and information are true, legitimate, valid and accurate, and shall properly preserve the files of the data and information of the clients' account-opening, change and deregistration for the examination of the Exchange.

The Account-Opening Institutions must keep the aforesaid data and information for a period of no less than twenty (20) years.

The client trading code will be deregistered under any of the following circumstances:

any of the client data or information is inaccurate;

the client is determined to be a "prohibited market accessor";

the client has completed the deregistration formalities at the Account-Opening Institutions; or

any other circumstance which will result in the deregistration.

In case a Member loses its membership of the Exchange, all of its trading codes will be deregistered.

In case an OSP loses its qualification of Overseas Special Participant, all of its trading codes will be deregistered.

In case the client provides any false account-opening data or information, or the Account-Opening Institution assists the client to use any false data or information to open an account, or the Non-Futures Company Member or the OSNBP uses any false data or information to open an account, the Exchange may order the Account-Opening Institution, the Non-Futures Company Member or the OSNBP to conduct close-out within designated time limit, and the trading code shall be deregistered after the close-out, and the applicable provisions in the Measures against Rule Violations of Dalian Commodity Exchange shall concurrently apply.

The Members, the OSPs, the Overseas Intermediaries and the clients shall properly manage the trading codes under the good faith principle. In case any Member, OSP, Overseas Intermediary or client manages the trading codes improperly, due to which the trading code is used by others to commit any rule violation, the Exchange will handle such matter in accordance with the applicable rules.

Chapter VII Supplementary Provisions

The time herein shall be Beijing time; and the "day" herein shall refer to the trading day unless otherwise explicitly provided herein.

Any violation of the Measures will be handled by the Exchange in accordance with the applicable provisions of the Measures against Rule Violations of Dalian Commodity Exchange.

In case there are special provisions in the detailed rules of the specific futures products, or the Exchange has any other special provisions on options trading, such provisions shall prevail.

The Exchange reserves the right to interpret the Measures.

The Measures shall come into force on the date of promulgation.

Disclaimer: This English translation may be used for reference only. In case there is any discrepancy between the English version and the original Chinese version, the original Chinese version shall prevail. Dalian Commodity Exchange may change or update this English translation without any prior notice and shall accept no responsibility or liability for damage or loss caused by any error, inaccuracy, misunderstanding, or change with regard to this English translation.