All
    • No.1 Soybeans
    • No.2 Soybeans
    • Soybean Meal
    • Soybean Oil
    • RBD Palm Olein
    • Corn
    • Corn Starch
    • egg
    • fibre board
    • block board
      • LLDPE
      • PVC
      • Polypropylene
      • Coke
      • Hard Coking Coal
      • Iron Ore

      DCE Daily Statistics

      Date:20180118 

      Contract Open High Low Close Prev Settle Settle Chg Volume OI OI Chg Turnover
      a1803 3153 3157 3103 3135 3165 3129 -30 2892 14300 -500 90510.92
      a1805 3599 3609 3581 3605 3607 3599 -2 80228 257588 96 2887477.96
      a1807 - - - 3638 3638 3638 0 0 2 0 0
      a1809 3660 3667 3643 3661 3665 3659 -4 2994 28578 190 109564.96
      a1811 - - - 3738 3738 3738 0 0 4 0 0
      a1901 3733 3739 3721 3737 3739 3732 -2 90 1738 -10 3359.66
      a1903 3732 3733 3732 3733 3827 3732 -94 6 4 -2 223.96
      a1905 3819 3819 3812 3816 3829 3814 -13 130 92 -60 4958.44
      a1907 - - - 3848 3848 3848 0 0 0 0 0
      a Subtotal               86340 302306 -286 3096095.9
      b1803 - - - 3300 3300 3300 0 0 4 0 0
      b1805 3157 3215 3146 3172 3160 3160 12 35156 21996 1160 1111087.08
      b1806 - - - 3195 3195 3195 0 0 0 0 0
      b1807 3205 3282 3205 3280 3230 3229 50 2276 5604 -618 73514.38
      b1808 - - - 3200 3200 3200 0 0 0 0 0
      b1809 3198 3232 3187 3214 3185 3200 29 26758 17058 1742 856470.52
      b1810 - - - 3116 3102 3116 14 0 0 0 0
      b1811 3130 3176 3130 3165 3171 3156 -6 9944 6944 3300 313886.6
      b1812 - - - 3155 3169 3155 -14 0 0 0 0
      b1901 - - - 3169 3169 3169 0 0 0 0 0
      b Subtotal               74134 51606 5584 2354958.58
      bb1802 - - - 135 135 135 0 0 2 0 0
      bb1803 - - - 125.05 125.05 125.05 0 0 0 0 0
      bb1804 - - - 131.5 131.5 131.5 0 0 4 0 0
      bb1805 126.95 131.25 120.2 126.65 125.6 127.75 1.05 48 6 -2 3067.15
      bb1806 - - - 113.75 111.85 113.75 1.9 0 0 0 0
      bb1807 - - - 117 115.05 117 1.95 0 0 0 0
      bb1808 - - - 117 115.05 117 1.95 0 0 0 0
      bb1809 - - - 121.6 119.6 121.6 2 0 2 0 0
      bb1810 - - - 129.15 129.15 129.15 0 0 0 0 0
      bb1811 - - - 131.35 129.15 131.35 2.2 0 0 0 0
      bb1812 - - - 131.35 129.15 131.35 2.2 0 0 0 0
      bb1901 - - - 131.35 129.15 131.35 2.2 0 0 0 0
      bb Subtotal               48 14 -2 3067.15
      c1803 1823 1823 1817 1818 1828 1819 -10 22818 22854 428 415196.96
      c1805 1818 1819 1803 1809 1818 1810 -9 440266 1028266 -41008 7969707.36
      c1807 1812 1822 1804 1811 1816 1810 -5 202 1120 -6 3656.38
      c1809 1795 1797 1788 1789 1795 1791 -6 64890 309712 -1786 1162333.92
      c1811 1790 1792 1787 1787 1791 1789 -4 40 782 2 715.76
      c1901 1784 1784 1779 1781 1785 1780 -4 770 4812 298 13706.76
      c Subtotal               528986 1367546 -42072 9565317.14
      cs1803 - - - 2122 2122 2122 0 0 12 0 0
      cs1805 2116 2119 2097 2114 2123 2109 -9 197646 314788 -7830 4169670.08
      cs1807 - - - 2162 2162 2162 0 0 16 0 0
      cs1809 2160 2169 2151 2162 2166 2161 -4 20986 69238 2632 453517.06
      cs1811 - - - 2178 2178 2178 0 0 4 0 0
      cs1901 2119 2127 2119 2125 2130 2123 -5 96 884 34 2038.16
      cs Subtotal               218728 384942 -5164 4625225.3
      fb1802 - - - 100.05 100.05 100.05 0 0 4 0 0
      fb1803 - - - 108.05 108.05 108.05 0 0 0 0 0
      fb1804 - - - 97.65 97.65 97.65 0 0 0 0 0
      fb1805 - - - 88.05 88.05 88.05 0 0 2 0 0
      fb1806 - - - 86.9 86.9 86.9 0 0 0 0 0
      fb1807 - - - 88.1 88.1 88.1 0 0 0 0 0
      fb1808 - - - 84.35 84.35 84.35 0 0 6 0 0
      fb1809 - - - 80.6 80.6 80.6 0 0 0 0 0
      fb1810 - - - 78.1 78.1 78.1 0 0 0 0 0
      fb1811 - - - 78.1 78.1 78.1 0 0 0 0 0
      fb1812 - - - 78.1 78.1 78.1 0 0 0 0 0
      fb1901 - - - 78.1 78.1 78.1 0 0 0 0 0
      fb Subtotal               0 12 0 0
      i1802 520 525 516 525 505 522 20 10 26 2 522
      i1803 501 509.5 501 505.5 498 506 7.5 9778 3082 -466 495117.3
      i1804 - - - 530 530 530 0 0 16 0 0
      i1805 531 539.5 529.5 537 529.5 535 7.5 1856046 1770508 -18960 99330855.4
      i1806 535 540 535 540 527.5 536.5 12.5 8 16 -2 429.4
      i1807 534 539 534 538 533.5 537.5 4.5 108 476 -28 5810
      i1808 - - - 539 539 539 0 0 76 0 0
      i1809 543 551.5 542.5 548 544.5 547 3.5 158038 317050 -5302 8649561.5
      i1810 547.5 547.5 547.5 547.5 545 547.5 2.5 2 58 0 109.5
      i1811 537 540.5 537 539.5 543 539 -3.5 44 268 -8 2371.9
      i1812 542.5 542.5 542.5 542.5 541.5 542.5 1 2 84 2 108.5
      i1901 529.5 536.5 529.5 533.5 533 533 0.5 2366 5948 328 126191.9
      i Subtotal               2026402 2097608 -24434 108611077.4
      j1802 2007.5 2013.5 1965.5 1969 1969 1997.5 0 22 10 -2 4394.5
      j1803 - - - 1984 2012 1984 -28 0 16 0 0
      j1804 - - - 1961.5 1961.5 1961.5 0 0 8 0 0
      j1805 1956.5 1980 1953 1966.5 1952 1968 14.5 248522 267530 -24696 48910715.6
      j1806 - - - 1970 1970 1970 0 0 26 0 0
      j1807 - - - 1939 1939 1939 0 0 12 0 0
      j1808 - - - 1914.5 1899 1914.5 15.5 0 10 0 0
      j1809 1915 1932 1908.5 1921.5 1911.5 1921.5 10 1930 7900 -106 370940.1
      j1810 - - - 1925.5 1925.5 1925.5 0 0 22 0 0
      j1811 - - - 1816.5 1807.5 1816.5 9 0 4 0 0
      j1812 - - - 1920 1910.5 1920 9.5 0 0 0 0
      j1901 1885.5 1893 1872.5 1888.5 1877 1884 11.5 84 74 32 15826.3
      j Subtotal               250558 275612 -24772 49301876.5
      jd1801 4679 4680 4679 4680 4713 4679 -33 10 146 -4 467.98
      jd1802 3813 3848 3771 3845 3860 3811 -15 4108 9734 -408 156594.68
      jd1803 3558 3597 3558 3589 3588 3582 1 2766 15218 -44 99087.7
      jd1804 3610 3642 3607 3633 3629 3622 4 720 11236 -116 26084.28
      jd1805 3669 3699 3656 3685 3676 3683 9 80734 221628 -2368 2973569.74
      jd1806 3620 3640 3620 3632 3631 3630 1 494 7252 -126 17935.14
      jd1807 3651 3677 3647 3668 3656 3661 12 158 4612 -44 5785.1
      jd1808 3966 4052 3966 4010 3978 3993 32 422 4688 130 16853.3
      jd1809 4088 4152 4088 4150 4113 4128 37 10590 53854 546 437216.48
      jd1810 3710 3766 3710 3765 3738 3752 27 304 3104 -108 11407.58
      jd1811 3654 3693 3636 3687 3646 3674 41 112 910 0 4115.46
      jd1812 3674 3732 3672 3712 3670 3694 42 66 566 4 2438.64
      jd Subtotal               100484 332948 -2538 3751556.08
      jm1802 - - - 1323.5 1323.5 1323.5 0 0 2 0 0
      jm1803 - - - 1324.5 1324.5 1324.5 0 0 4 0 0
      jm1804 1284.5 1289 1284.5 1289 1247.5 1286.5 41.5 4 10 -2 308.82
      jm1805 1281 1293 1267 1276 1274 1279.5 2 337394 302188 -13444 25903018.56
      jm1806 - - - 1302.5 1297 1302.5 5.5 0 14 0 0
      jm1807 - - - 1223.5 1218.5 1223.5 5 0 8 0 0
      jm1808 - - - 1267 1267 1267 0 0 12 0 0
      jm1809 1248 1258.5 1240 1243.5 1242.5 1249.5 1 1684 6962 -262 126263.04
      jm1810 - - - 1228 1228 1228 0 0 20 0 0
      jm1811 - - - 1272 1265 1272 7 0 2 0 0
      jm1812 - - - 1260 1253 1260 7 0 4 0 0
      jm1901 1243.5 1249 1232 1242 1234 1241 8 32 206 16 2383.26
      jm Subtotal               339114 309432 -13692 26031973.68
      l1802 - - - 9870 9870 9870 0 0 2 0 0
      l1803 - - - 9965 9965 9965 0 0 6 0 0
      l1804 - - - 9915 9915 9915 0 0 6 0 0
      l1805 9835 9880 9800 9825 9855 9840 -30 189352 466746 -9236 9319732.7
      l1806 - - - 9755 9755 9755 0 0 4 0 0
      l1807 - - - 9790 9790 9790 0 0 2 0 0
      l1808 - - - 9960 9960 9960 0 0 6 0 0
      l1809 9690 9740 9665 9675 9715 9705 -40 9052 64800 1416 439348
      l1810 - - - 9715 9715 9715 0 0 6 0 0
      l1811 - - - 9675 9675 9675 0 0 0 0 0
      l1812 - - - 9660 9665 9660 -5 0 2 0 0
      l1901 9625 9655 9580 9585 9625 9615 -40 354 918 164 17026.7
      l Subtotal               198758 532498 -7656 9776107.4
      m1803 2794 2802 2790 2800 2799 2797 1 12620 6906 -36 353057.08
      m1805 2769 2779 2758 2767 2763 2769 4 582262 1943568 -18002 16126288.26
      m1807 2780 2780 2772 2775 2772 2774 3 232 862 70 6436.9
      m1808 - - - 2751 2751 2751 0 0 138 0 0
      m1809 2751 2760 2741 2750 2747 2751 3 71858 488620 5246 1977058.32
      m1811 2766 2766 2760 2763 2761 2763 2 6 582 -2 165.78
      m1812 - - - 2740 2738 2740 2 0 18 0 0
      m1901 2750 2757 2742 2748 2746 2750 2 2168 18736 604 59640
      m Subtotal               669146 2459430 -12120 18522646.34
      p1802 - - - 5202 5202 5202 0 0 6 0 0
      p1803 - - - 5162 5162 5162 0 0 2 0 0
      p1804 - - - 5194 5194 5194 0 0 16 0 0
      p1805 5180 5218 5170 5216 5206 5190 10 293370 525784 -326 15228251.92
      p1806 - - - 5270 5270 5270 0 0 10 0 0
      p1807 5308 5310 5308 5310 5266 5308 44 4 4 0 212.36
      p1808 - - - 5346 5304 5346 42 0 2 0 0
      p1809 5224 5244 5206 5240 5236 5220 4 29472 89966 692 1538764.48
      p1810 - - - 5262 5262 5262 0 0 0 0 0
      p1811 - - - 5284 5284 5284 0 0 10 0 0
      p1812 - - - 5418 5434 5418 -16 0 0 0 0
      p1901 5242 5278 5242 5268 5262 5260 6 430 722 110 22621.08
      p Subtotal               323276 616522 476 16789849.84
      pp1802 9498 9611 9393 9611 9459 9464 152 18 6 0 851.83
      pp1803 9071 9071 9071 9071 9464 9071 -393 2 12 0 90.71
      pp1804 - - - 9465 9465 9465 0 0 12 0 0
      pp1805 9395 9468 9383 9400 9404 9423 -4 264886 484226 7010 12480282.27
      pp1806 - - - 9534 9515 9534 19 0 10 0 0
      pp1807 - - - 9366 9366 9366 0 0 4 0 0
      pp1808 - - - 9493 9493 9493 0 0 6 0 0
      pp1809 9326 9429 9326 9361 9367 9389 -6 8926 53966 -214 419033.45
      pp1810 - - - 9389 9389 9389 0 0 8 0 0
      pp1811 - - - 9384 9363 9384 21 0 2 0 0
      pp1812 - - - 9660 9638 9660 22 0 0 0 0
      pp1901 - - - 9338 9345 9338 -7 14 294 4 652.99
      pp Subtotal               273846 538546 6800 12900911.25
      v1802 7060 7060 7060 7060 6725 7060 335 2 6 2 70.6
      v1803 - - - 7105 6770 7105 335 0 0 0 0
      v1804 - - - 6850 6525 6850 325 0 2 0 0
      v1805 6560 6650 6560 6625 6590 6610 35 252736 280476 -72 8358225.2
      v1806 - - - 6585 6570 6585 15 0 0 0 0
      v1807 - - - 6510 6495 6510 15 0 0 0 0
      v1808 - - - 6295 6280 6295 15 0 2 0 0
      v1809 6625 6690 6620 6665 6650 6660 15 4558 12938 -694 151806.25
      v1810 - - - 6665 6655 6665 10 0 0 0 0
      v1811 - - - 6675 6665 6675 10 0 0 0 0
      v1812 - - - 6635 6630 6635 5 0 0 0 0
      v1901 6595 6620 6590 6620 6570 6595 50 138 332 74 4553.85
      v Subtotal               257434 293756 -690 8514655.9
      y1803 5526 5526 5526 5526 5530 5526 -4 2 52 0 110.52
      y1805 5700 5726 5684 5722 5724 5706 -2 234116 904182 5308 13360570.84
      y1807 - - - 5822 5822 5822 0 0 12 0 0
      y1808 - - - 5848 5848 5848 0 0 8 0 0
      y1809 5846 5866 5824 5858 5862 5846 -4 27904 144452 5588 1631454.2
      y1811 - - - 5968 5968 5968 0 0 24 0 0
      y1812 - - - 5960 5960 5960 0 0 0 0 0
      y1901 5998 5998 5944 5978 5972 5968 6 1028 1952 204 61354.04
      y Subtotal               263050 1050682 11100 15053489.6
      Total - - - - - -   5610304 10613460 -109466 288898808.06
      • Remarks:
      • (1) Price: RMB/ton
      • (2) Volume, OI(Open Interest) = contract(bilateral)
      • (3) Turnover: RMB (thousands, bilateral)
      • (4) Chg = Close - Prev Settle
      • (5) Contract Series: All options contracts with futures contracts of the same month
      • (6) IV: According to the option market price,the volatility of the underlying futures contract calculated by the option pricing model