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aluminum futures contract
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contract informationtrading day:2022-11-07update:2022-11-05 01:21:09[more]
code listing date expiration date first delivery day last delivery day benchmark price al2211 20211116 20221115 20221116 20221118 19655 al2212 20211216 20221215 20221216 20221220 19370 al2301 20220118 20230116 20230117 20230119 20955 al2302 20220216 20230215 20230216 20230220 22270 al2303 20220316 20230315 20230316 20230320 21715 al2304 20220418 20230417 20230418 20230420 21945 al2305 20220517 20230515 20230516 20230518 20500 al2306 20220616 20230615 20230616 20230620 20010 al2307 20220718 20230717 20230718 20230720 17225 al2308 20220816 20230815 20230816 20230818 18070 al2309 20220916 20230915 20230918 20230920 18495 al2310 20221018 20231016 20231017 20231019 18225 -
trading parametertrading day:2022-11-07update:2022-11-05 01:21:19[more]
code margin rate limit up(%) limit down(%) long speculation(%) short speculation(%) long hedging(%) short hedging(%) al2211 15 15 15 15 10 10 al2212 12 12 12 12 10 10 al2301 12 12 12 12 10 10 al2302 12 12 12 12 10 10 al2303 12 12 12 12 10 10 al2304 12 12 12 12 10 10 al2305 12 12 12 12 10 10 al2306 12 12 12 12 10 10 al2307 12 12 12 12 10 10 al2308 12 12 12 12 10 10 al2309 12 12 12 12 10 10 al2310 12 12 12 12 10 10 -
settlement parametertrading day:2022-11-07update:2022-11-05 01:21:39[more]
note:
1.the transaction fee for closing out the position opened on the same day=the haircut rate for closing out the position opened on the same day * transaction fee, which is waived then the value is zero.
2.transaction fee for aluminum futures shall refer to the amount of transaction fee.code settle trans
fee
(‰)trans
fee
amount
(rmb
/lot)delivery
fee
(rmb
/ton)margin rate discount rate for closing-out today’s position (%) long
speculation
(%)short
speculation
(%)long
hedging
(%)short
hedging
(%)al2211 18305 0.000 3 0 15 15 15 15 100 al2212 18195 0.000 3 0 12 12 12 12 100 al2301 18100 0.000 3 0 12 12 12 12 100 al2302 18035 0.000 3 0 12 12 12 12 100 al2303 18035 0.000 3 0 12 12 12 12 100 al2304 17970 0.000 3 0 12 12 12 12 100 al2305 18075 0.000 3 0 12 12 12 12 100 al2306 18005 0.000 3 0 12 12 12 12 100 al2307 18060 0.000 3 0 12 12 12 12 100 al2308 18090 0.000 3 0 12 12 12 12 100 al2309 18045 0.000 3 0 12 12 12 12 100 al2310 17975 0.000 3 0 12 12 12 12 100 -
delivery parameter trading day:2022-11-07update:2022-11-05 01:02:27[more]
contract code delivery and settlement price delivery margin rate
(%)physical delivery unit price(rmb/ton) first delivery day last delivery day tax-paid bonded al2211 20 0 20221116 20221118 al2212 20 0 20221216 20221220 al2301 20 0 20230117 20230119 al2302 20 0 20230216 20230220 al2303 20 0 20230316 20230320 al2304 20 0 20230418 20230420 al2305 20 0 20230516 20230518 al2306 20 0 20230616 20230620 al2307 20 0 20230718 20230720 al2308 20 0 20230816 20230818 al2309 20 0 20230918 20230920 al2310 20 0 20231017 20231019 -
monthly information update:
contract code trading month trading day trading margin rate (%) fee percentage (‰) unit price of
trans.fee(rmb/lot)
market data and
charts are delayed
at least 30 minutes.
charts are delayed
at least 30 minutes.
contract | last | chg | open interest | volume | bid-ask | pre-clear | open | comment |
contract | weighted average price 9:00-10:15 |
change over previous trading day | weighted average price 9:00-15:00 |
change over previous trading day |
notes:
1. price quotation: rmb yuan/metric ton for aluminum (exclusive of tax and customs duty).
2. contract size: 5 metric tons/lot for aluminum.
3. formula:
monthly average settlement price for a calendar month contract = ∑daily settlement price/number of days traded in the current calendar month
change = monthly average settlement price for the current day - monthly average settlement price for the preceding trading day
4. the nearest month contract and the next-nearest month contract(i.e.,the the contract subsequent to the nearest month contract) are determined on the first trading day of the current month
5. if the last trading day of the contract is the adjusted,the monthly average settlement price will be calculated according to the adjusted last trading day
1. price quotation: rmb yuan/metric ton for aluminum (exclusive of tax and customs duty).
2. contract size: 5 metric tons/lot for aluminum.
3. formula:
monthly average settlement price for a calendar month contract = ∑daily settlement price/number of days traded in the current calendar month
change = monthly average settlement price for the current day - monthly average settlement price for the preceding trading day
4. the nearest month contract and the next-nearest month contract(i.e.,the the contract subsequent to the nearest month contract) are determined on the first trading day of the current month
5. if the last trading day of the contract is the adjusted,the monthly average settlement price will be calculated according to the adjusted last trading day
contract | start date | end date | mean of settlement price | change |