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Dalian Commodity Exchange

IRON ORE FUTURES


TRADING MANUAL

20151231

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4
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28
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2

IRON ORE FUTURES TRADING MANUAL

CONTENTS
01

01
01
06

15

16
16
16
17

18
18
18
22
22
23

24
25
28


,
11.660%


20012.18
20054.235.6%2001
201513.84.7
11.059.5


20142016300/-900/
600/45%

1.

2000
20022011
10.51.05
8.49%2003200710%2011
19.432012

1

Iron Ore Futures Trading Manual

200918.70
201319.27201420201521.78

1 2001-2015

25

20

15

10

0
2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

IISI


2013
6.0920158.0432%2013
3.9120154.186.8%2015
56.1%

1 2008-2015

2008 2009 2010 2011 2012 2013 2014 2015

34600 30500 37200 39700 38009 39110 39940 41783

34982 39407 43278 47733 52003 60890 72370 80475

22300 22360 20900 19180 15260 13610 12980 10694

5360 2670 4990 5470 5400 5200 5430 3997

17108 15788 17823 18500 18417 18620 18386 18671

171677 158909 187006 194379 193136 197724 200113 217827

66.61% 69.68% 66.41% 67.18% 66.84% 69.51% 74.51% 71.44%

IISI

2
3

Rio-Tinto
BHPBillitonVALE2015
3.282.613.39

2 2008-2015

2008 2009 2010 2011 2012 2013 2014 2015

VALE 29337 22934 30946 32260 31990 30000 33200 33900

BHP 11226 12511 12806 14940 16080 17000 20400 26100

RIO 15340 17150 18463 19177 19900 26600 29500 32800

55906 52595 62215 66377 67970 73600 83100 92800

31% 33% 33% 32.5% 36% 38% 32.5% 42.6%

2.

12015

201520.8620142.04%
2.23%3.48%12.45%
0.91%
20151.1220141.09
2.36%201520141.58%

2015
2015
60.94%7.36%
6.14%5.37%

3

Iron Ore Futures Trading Manual

2 2010-2015
100%

90%

80%

70%

60%

50%

40%

30%

20%

10%

0%
2010 2011 2012 2013 2014 2015

IISI

99%
61%21%8%4%
100%
50%

201565.12%
20.55%0.22%4.87%

3 2015


4
3.


201111.4832201515.079531.3%
7.83%

4 2011-2015

16

14

12

10

0
2011 2012 2013 2014 2015

IISI

5

Iron Ore Futures Trading Manual

1.

20012.1820002.5%

20054.235.6%2001

201513.8

6 2000-2015

16

14

12

10

0
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

50%

60%

6
3 2015

5.10 37.0

2.00 4.50

1.76 12.80

0.70 5.00

0.82 5.90


20155.1
2.01.766980
8156
75%37.0%14.5%
12.8%5.0%5.9%

7 2015
14%
25%

13%

5%

6%

37%

50%

7

Iron Ore Futures Trading Manual

8 2010-2015
90%

80%

70%

60%

50%

40%

30%

20%

10%

0%
2010 2011 2012 2013 2014 2015

4

18%

4 2015


5125.53
3382.47
3207.26
3280.86
2279.86
2065.32
979.26
1748.74
1117.22
1283.16
24469.68
% 17.72%

:CISA

8
2.

20084.69
7.520095.44

8.715.9%20147.12

11.420156.91

11.05
2010

9 2010-2015

12

10

0
2010 2011 2012 2013 2014 2015

20151.7

6500

9

Iron Ore Futures Trading Manual

67%

10
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
2010 2011 2012 2013 2014 2015

3
43%
0.710%1/3

5 2015

%
1.74 25.18
0.67 9.70
0.61 8.83
0.70 10.13
0.36 5.21
0.23 3.33
0.29 4.20

10
3.

20019239.332.04%2002
11.1120.67%
30%2010
092000
21.8%
2012
63%20149.32015
9.5

11 2000-2015

12

10

0
2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015

12
80%
65%

11

Iron Ore Futures Trading Manual

6 2012-2015

% %

3.51 449.05 47.24 46.97

1.64 226.30 22.07 23.67

0.33 36.81 4.44 3.85


2012
0.40 55.28 5.38 5.78

0.17 18.15 2.29 1.90

6.05 785.59 81.42 82.17

4.17 549.36 50.85 51.97

1.55 214.24 18.90 20.27

0.43 60.24 5.24 5.70


2013
0.22 23.77 2.68 2.25

0.16 23.29 1.95 2.20

5.37 695.81 79.63 82.39

5.48 543.70 58.92 58.09

1.71 179.91 18.39 19.22

0.44 48.74 4.73 5.21


2014
0.21 18.59 2.26 1.99

0.19 22.73 2.04 2.43

8.03 813.67 86.34 86.93

6.07 358.59 63.89 62.26

1.92 121.65 20.21 21.12

0.20 15.18 2.10 2.64


2015
0.45 30.63 4.74 5.32

0.13 6.88 1.37 1.19

8.77 532.93 92.31 92.53

50%

12
12 2015

28% 2%
6%
5%
5%

15% 11%

28%

13 2015

27% 28%

4%

7%
16%
5%

13%

201515%
13%4%
69%

2012-2015
08-12

13

Iron Ore Futures Trading Manual

7 2012-2015

2012 2013 2014 2015


22.88 22.83 25.05 28.12
19.53 20.02 18.92 15.95
11.51 13.06 13.12 13.64
6.05 4.88 4.62 4.83
5.6 5.86 7.63 6.72
3.8 3.91 3.76 3.99
30.62 29.43 26.88 26.76


10%201513.81
1.8%2001

14
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15

Iron Ore Futures Trading Manual

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17

Iron Ore Futures Trading Manual

200,000 40,000 20,000



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Iron Ore Futures Trading Manual

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Iron Ore Futures Trading Manual

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Iron Ore Futures Trading Manual

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F/DCE I001-2013

1.1

1.2

1.3

GB/T 10322.1-2000

GB/T 6730.5-2007

GB/T 6730.62-2005

GB/T 6730.61-2005

GB/T 6730.54-2004

GB/T 6730.53-2004

GB/T 6730.36-1986
GB/T 6730.45-2006

GB/T 6730.69-2010

GB/T 6730.49-1986

GB/T 6730.22-1986

GB/T 10322.7-2004

GB/T 10322.5-2000

25

Iron Ore Futures Trading Manual

GB/T 20565

GB/T 20565

4.1

Fe 62.0%

SiO2 4.0%

Al2O3 2.5%

P 0.07%

S 0.05%

Pb0.10%
Zn0.10%
Cu0.20%
As0.07%
TiO20.80%
+0.20%
K2O+ Na2O0.30%

90%1040%0.15

4.2

60.0%62.0% 0.1%1.5

Fe 62.0%65.0% 0.1%1.0

65.0% 65.0%

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SiO2
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+ 10.0%
2.5%
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0.1%1.0

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P
0.10%0.15% 0.01%3.0

S 0.20% 0.05%0.20%0.01%1.0

70%0.075 0

26
4.3
6.326.3

5.1 GB/T10322.1-2000

5.2 GB/T6730.5-2007

5.3 GB/T6730.62-2005

5.4 GB/T6730.61-2005

5.5 GB/T 6730.54-2004

5.6 GB/T 6730.53-2004

5.7 GB/T 6730.36-1986

5.8 GB/T 6730.45-2006

5.9 GB/T 6730.69-2010

5.10 GB/T 6730.69-2010

5.11 GB/T 6730.49-1986

5.12 GB/T 6730.49-1986

5.13 GB/T 6730.22-1986

5.14 GB/T10322.7-2004

5.15 GB/T10322.5-2000

7.1

27

Iron Ore Futures Trading Manual



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Dalian Commodity Exchange

IRON ORE FUTURES


TRADING MANUAL

www.dce.com.cn
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: +86-0411-84808888 : +86-0411-84808588

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