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铁矿石期货合约及规则介绍 © Dalian Commodity Exchange. All rights reserved.
一、现货市场情况 © Dalian Commodity Exchange. All rights reserved.
铁矿石价格 螺纹钢 3月连续期货价格(元/吨)(左轴) 普氏铁矿石指数价格(美元/吨) 最新价格是 130. 5美金/吨 5 500 210, 00 5 000 190, 00 170, 00 4 500 150, 00 4 000 130, 00 3 500 110, 00 3 000 90, 00 2 500 2 000 10. 4. 23 70, 00 11. 4. 23 12. 4. 23 铁矿石价格与螺纹钢价格对比 © Dalian Commodity Exchange. All rights reserved. 50, 00 13. 4. 23
二、铁矿石期货合约与交割质量标准 © Dalian Commodity Exchange. All rights reserved.
升贴水验证 品名 理论与实际价差 PB Fine Newman Fine Mac Fine IOCJ, 卡粉 SSFT,巴粗 PFCJ,精粉 SFOT,巴粗 SSFG,巴粗 SSH 7,CSN粉 IOCP,CSN粉 GIMPEX 62,巴小 Gerdau Sinter Feed 62,巴西钢铁 粉 Gerdau Sinter Feed 63. 5,同上 Romeral SF GIMPEX 62 Sudeste Sinter Feed 63 ANGLO CONCENTRATES © Dalian Commodity Exchange. All rights reserved. -1. 5 0 2 -7 3 3 3. 5 8 -2 13 23 1 7 3 -2 • 数据样本: 以纽曼粉为基准,其 在 120美金/吨左右时, 各矿种与其实际价差 • 验证结果: 巴西 63. 5%品位的矿种 是便利交割品; 80%价差小于10元/吨 平均价差为 5. 5元/吨
三、铁矿石期货规则制度 © Dalian Commodity Exchange. All rights reserved.
交割制度 遵循现货 贸易习惯 设计原则 尽量降低 交割成本 有效防范 交割风险 www. themegallery. c © Dalian Commodity Exchange. All rights reserved. om
提货单交割——交收阶段 点击链接 © Dalian Commodity Exchange. All rights reserved.
风控制度——持仓保证金 国内现有典型品种的市场数据与持仓基数对照 ü 以 80万手(双边) 为界,分5%和7%两 个梯度收取 品种 表观消费量 (万吨) 价格 (元/吨) 市场规模 (亿元) 持仓基数 (万手) 比例系数 玉米 12000 2400 150 8 大豆 4600 5000 2300 100 4. 6 豆油 860 10000 860 50 1. 7 棕榈油 300 9000 270 25 1. 2 白糖 1319 4000 520 70 1. 9 燃料油 4800 5000 2400 100 4. 8 PTA 1400 9000 1260 70 4 LLDPE 350 14000 490 25 2. 8 铜 350 51000 1785 12 5. 8 焦炭 35000 2000 7000 25 14 焦煤 15000 1200 1800 25 10 铁矿石 12000 80 15 © Dalian Commodity Exchange. All rights reserved.
谢 谢! 业品事业部 刘竺青 电话号码: 0411 -84808675 邮箱地址:liuzhuqing@dce. com. cn © Dalian Commodity Exchange. All rights reserved.
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