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3 月

一、交易信息

1

1、成交与持仓

1

2、交易行情

4

二、实物交割

11

1、交割信息

11

2、仓单信息

12

三、会员客户信息

15

1、会员本月成交排名

15

2、会员年度成交排名

21

3、会员月末持仓排名

27

一、交易信息

1、成交与持仓 2017年03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 24,523,563 22.

27% 73.34% 17.56% 57,572,828 22.06% 135.93% 4,073.19 8.86% 78.78% 21.08% 9,323.07 8.54% 128.50% 玉米淀粉 7,081,302 6.43% 6.82% 23.59% 17,892,988 6.85% -6.46% 1,408.22 3.06% 5.86% 31.29% 3,400.66 3.12% -12.50% 豆一 3,471,523 3.15% 44.52% 51.51% 8,185,540 3.14% 76.70% 1,355.88 2.95% 61.38% 38.38% 3,356.83 3.08% 106.00% 豆二

47 0.00% -86.38% 123.81%

190 0.00% -57.49% 0.02 0.00% -83.55% 116.59% 0.08 0.00% -47.27% 豆粕 18,837,732 17.10% -25.72% 31.94% 45,840,133 17.56% -13.70% 5,415.63 11.78% -8.80% 28.99% 13,258.99 12.15% 5.32% 豆油 6,911,769 6.28% -32.21% 70.91% 14,635,815 5.61% -30.73% 4,454.82 9.69% -25.73% 62.26% 9,759.51 8.94% -19.76% 棕榈油 7,946,641 7.22% -52.66% 33.73% 19,277,347 7.39% -48.23% 4,521.79 9.83% -48.71% 27.32% 11,431.01 10.47% -38.54% 鸡蛋 2,518,173 2.29% 16.68% 25.24% 6,250,595 2.39% 19.01% 882.73 1.92% 22.51% 28.74% 2,160.36 1.98% 25.67% 纤维板

109 0.00% 505.56% -9.92%

341 0.00% 106.67% 0.04 0.00% 770.61% -9.78% 0.12 0.00% 221.38% 胶合板

105 0.00% 2,525.00% -81.05%

961 0.00% 15,916.67% 0.06 0.00% 3,466.38% -80.38% 0.50 0.00% 21,935.19% 聚乙烯 5,917,105 5.37% -64.71% 27.72% 14,833,887 5.68% -59.51% 2,769.88 6.02% -63.06% 18.44% 7,247.69 6.64% -53.90% 聚氯乙烯 1,883,509 1.71% 495.41% 33.54% 5,059,594 1.94% 704.86% 606.73 1.32% 628.49% 28.60% 1,639.64 1.50% 933.33% 聚丙烯 4,512,149 4.10% -83.41% 28.16% 11,683,153 4.48% -79.23% 1,871.32 4.07% -80.45% 17.07% 5,084.71 4.66% -72.27% 焦炭 1,294,108 1.17% -80.74% 18.77% 3,439,390 1.32% -66.93% 2,339.04 5.09% -53.64% 29.85% 5,861.88 5.37% -21.45% 焦煤 1,354,077 1.23% -69.28% 17.01% 3,611,482 1.38% -57.08% 1,037.23 2.26% -36.22% 23.09% 2,679.51 2.46% -10.16% 铁矿石 23,887,190 21.69% -68.66% 47.57% 52,743,248 20.21% -60.14% 15,244.50 33.15% -50.69% 37.97% 33,935.10 31.09% -31.46% 总计 110,139,102 100% -47.38% 32.45% 261,027,492 100% -36.27% 45,981.09 100% -43.00% 32.51% 109,139.66 100% -26.68% 注:此表为整个交易日交易情况 2017年03月DCE夜盘成交情况 第1页 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 1,091,365 31.44% 34.79% 46.94% 428.72 31.62% 51.45% 34.58% 豆二

24 51.06% -65.71% 100.00% 0.01 50.63% -59.10% 90.79% 豆粕 7,281,854 38.66% -19.42% 35.46% 2,099.08 38.76% -0.65% 32.64% 豆油 2,450,419 35.45% -30.57% 92.12% 1,583.58 35.55% -23.62% 82.80% 棕榈油 2,719,832 34.23% -57.93% 47.53% 1,550.89 34.30% -54.13% 40.70% 焦炭 425,201 32.86% -82.61% 27.38% 764.35 32.68% -58.17% 39.03% 焦煤 421,803 31.15% -75.39% 19.94% 322.24 31.07% -48.85% 26.03% 铁矿石 8,936,143 37.41% -67.68% 52.92% 5,740.20 37.65% -48.84% 43.64% 总计 23,326,641 21% -54.83% 47.95% 12,489.05 27% -41.99% 44.03% 注:占比为品种夜盘量占该品种全天对应指标的比重 2017年03月DCE持仓情况 第2页 单位:手、亿元;

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 1,715,183 25.07% 39.38% -25.86% 2,103,978 28.76% 85.35% -10.22% 1,991,740 29.06% 94.55% 玉米淀粉 521,680 7.63% 139.41% -20.04% 571,723 7.82% 98.48% -19.38% 622,664 9.08% 77.45% 豆一 171,649 2.51% 45.37% 35.38% 176,765 2.42% 49.49% 40.47% 144,860 2.11% 15.74% 豆二

11 0.00% -65.62% 37.50%

7 0.00% -71.18% -33.24%

10 0.00% -33.22% 豆粕 1,646,710 24.07% 5.47% 3.62% 1,653,705 22.61% 2.63% 3.44% 1,566,350 22.85% 9.12% 豆油 587,439 8.59% -0.64% 10.40% 563,586 7.70% -5.42% 12.61% 508,016 7.41% -0.48% 棕榈油 388,703 5.68% -25.34% -18.12% 437,035 5.97% -9.49% 4.98% 394,936 5.76% -11.29% 鸡蛋 161,067 2.35% 73.05% -24.32% 203,300 2.78% 74.49% 13.11% 172,637 2.52% 50.40% 纤维板

9 0.00% -10.00% -25.00%

8 0.00% -41.21% 22.03%

8 0.00% -63.26% 胶合板

2 0.00% 100.00% -92.31%

11 0.00% 1,030.43% -74.31%

28 0.00% 647.06% 聚乙烯 212,984 3.11% -54.29% 2.33% 228,798 3.13% -50.05% 17.22% 198,691 2.90% -54.87% 聚氯乙烯 74,474 1.09% 140.35% 12.41% 69,751 0.95% 119.60% -10.85% 76,100 1.11% 124.40% 聚丙烯 278,136 4.07% -39.76% 1.67% 281,019 3.84% -33.43% 2.13% 268,456 3.92% -35.71% 焦炭 73,729 1.08% -34.46% 10.31% 72,778 0.99% -21.02% 2.69% 70,936 1.03% -20.86% 焦煤 80,148 1.17% -13.29% 23.15% 77,907 1.07% -7.28% 9.73% 77,018 1.12% -10.36% 铁矿石 928,718 13.58% 11.52% 13.41% 874,740 11.96% -12.56% 17.05% 761,957 11.12% -24.30% 总计 6,840,642 100% 8.08% -7.56% 7,315,110 100% 13.65% 0.05% 6,854,406 100% 12.75% 第3页

2、交易行情 2017年03月DCE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 c1703 1,530 1,600 1,431 1,518 1,518

3 1,524

0 -3,699 0.23 c1705 1,608 1,654 1,565 1,616 1,613

11 9,399,563 317,117 -926,522 1,516.79 c1707 1,647 1,691 1,605 1,630 1,625 -14 2,033

671 -139 0.33 c1709 1,693 1,731 1,645 1,672 1,672 -14 14,242,516 1,136,303 224,749 2,402.01 c1711 1,........