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Page 1: Contentsenglish.czce.com.cn/enportal/rootfiles/2014/08/22/... · 2017-12-15 · 3 I Market Summary In August, the prices of strong gluten wheat futures contracts fell oscillatingly

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Page 2: Contentsenglish.czce.com.cn/enportal/rootfiles/2014/08/22/... · 2017-12-15 · 3 I Market Summary In August, the prices of strong gluten wheat futures contracts fell oscillatingly

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Contents

I Market Summary .......................................................................... 3

II Wheat, Cotton , Sugar ,PTA,Rapeseed Oil and Early Rice

Charts .................................................................................................. 4

III Trading Volume, Turnover, Open Interest and Physical

Delivery ................................................................................................ 8

IV List of Quotations ....................................................................... 9

V Daily Settlement Price by Contracts ........................................ 11

Page 3: Contentsenglish.czce.com.cn/enportal/rootfiles/2014/08/22/... · 2017-12-15 · 3 I Market Summary In August, the prices of strong gluten wheat futures contracts fell oscillatingly

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I Market Summary

In August, the prices of strong gluten wheat futures contracts fell

oscillatingly and bottomed out at the end of the month. The active contract

WS201 ranged from 2661 to 2788 Yuan per ton, the largest range was 127 Yuan

per ton. The month-end price of WS201 closed at 2693 Yuan per ton, falling

78 Yuan per ton over last month and down 2.81% over last month.

In August, the prices of cotton futures contracts fell first and then

rose, tending to fluctuate higher. The active contract CF205 ranged from

20340 to 22190 Yuan per ton, the largest range was 1850 Yuan per ton. The

month-end price of CF205 closed at 21745 Yuan per ton, falling 140 Yuan

per ton over last month and down 0.64% over last month.

In August, the prices of the white sugar futures contracts fluctuated

lower. The active contract SR201 ranged from 7075 to 7537 Yuan per ton,

the largest range was 462 Yuan per ton. The month-end price of SR201 closed

at 7192 Yuan per ton, falling 116 Yuan per ton over last month and down

1.59% over last month.

In August, the prices of PTA futures contracts fluctuated higher after

falling for a short time. The active contract TA201 ranged from 8648 to

10208 Yuan per ton, the largest range was 1560 Yuan per ton. The month-end

price of TA201 closed at 10120 Yuan per ton, rising 668 Yuan per ton over

last month and up 7.07% over last month.

In August, the prices of the rapeseed oil futures contracts fell first

and then rose. The active contract RO201 ranged from 10094 to 10666 Yuan

per ton, the largest range was 572 Yuan per ton. The month-end price of

RO201 closed at 10634 Yuan per ton, rising 102 Yuan per ton over last month

and up 0.97% over last month.

In August, the prices of early long non-glutinous rice futures contracts

fell first and then rose. The active contract ER201 ranged from 2545 to

2626 Yuan per ton, the largest range was 81 Yuan per ton. The month-end

price of ER201 closed at 2606 Yuan per ton, rising 24 Yuan per ton over

last month and up 0.93% over last month.

The total trading volume in August was 44,782,599 contracts, among them,

strong gluten wheat was traded at 370,944 contracts, hard white wheat was

traded at 21,776 contracts, cotton was traded at 10,645,591 contracts,

white sugar was traded at 15,849,793 contracts, PTA was traded at 17,121,737

contracts, rapeseed oil was traded at 264,094 contracts and early long

non-glutinous rice was traded at 508,664 contracts. The total open interest

was 1,258,747 contracts with strong gluten wheat 97,858 contracts, hard

white wheat 5,395 contracts, cotton 343,874 contracts, white sugar 466,985

contracts, PTA 237,247 contracts, rapeseed oil 53,167 contracts and early

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long non-glutinous rice 54,221 contracts.

II Wheat, Cotton , Sugar ,PTA,Rapeseed Oil and Early Rice Charts

ZCE Wheat Futures Prices vs Domestic Cash Prices Chart

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ZCE Strong Gluten Wheat

ZCE Hard White Winter Wheat

Domestic Cash Prices

yuan/ton

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ZCE Cotton Futures vs China Cotton Index Chart

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ZCE Nearby Prices

China Cotton Index(328)

yuan/ton

ZCE Cotton Futures Prices vs Imported Cotton Prices

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ZCE Cotton Futures Prices

Imported Cotton Index (FC Index M)

yuan/ton

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ZCE Sugar Futures Prices vs Domestic Cash Prices Chart

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ZCE Nearby Prices

Domestic Cash Prices

yuan/ton

ZCE PTA Futures vs PTA Cash Prices Chart

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Cash Prices

ZCE PTA Futures

Imported PTA Prices

yun/ton USD/T

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ZCE Rapeseed Oil Futures Prices vs Domestic CashPrices Chart

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ZCE Rapeseed oil Nearby Price

Domestic Cash Prices

yuan/ton

ZCE Early Rice Futures Prices vs Domestic Cash PricesChart

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Domestic Cash Prices

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III Trading Volume, Turnover, Open Interest and Physical Delivery

Trading Volume

Trading Volume Aug-11 Aug -10 Change% Jan’- Aug’ 2011 Jan’- Aug’ 2010 Change%

Cotton No.1 21,291,182 3,794,942 461.04% 263,120,564 43,142,980 509.88%

Early Rice 1,017,328 2,836,782 -64.14% 9,874,282 9,968,290 -0.94%

Rapeseed Oil 528,188 3,277,848 -83.89% 7,121,126 10,695,186 -33.42%

Sugar 31,699,586 47,465,012 -33.21% 169,358,002 441,231,012 -61.62%

PTA 34,243,474 16,151,200 112.02% 141,955,570 73,453,202 93.26%

Strong Gluten Wheat 741,888 2,033,300 -63.51% 13,170,642 3,595,094 266.35%

Hard White Wheat 43,552 8,330 422.83% 193,970 24,228 700.60%

Total 89,565,198 75,567,414 18.52% 604,794,156 582,109,992 3.90%

Note: 1. Trading volume in contract; 2. Trading volume includes buy and sell; 3. Contract size of wheat, sugar

and early rice: 10 tons , contract size of cotton ,PTA and rapeseed oil : 5 tons ; 4. EFPs included .

Turnover

Turnover Aug -11 Aug -10 Change% Jan’- Aug’ 2011 Jan’- Aug’ 2010 Change%

Cotton No.1 227,034,072 32,515,160 598.24% 3,468,370,462 363,813,567 853.34%

Early Rice 2,631,474 6,155,355 -57.25% 25,396,604 21,163,953 20.00%

Rapeseed Oil 2,758,705 14,267,920 -80.66% 37,481,427 44,694,490 -16.14%

Sugar 231,475,817 252,899,557 -8.47% 1,191,228,590 2,280,384,431 -47.76%

PTA 167,709,463 62,824,681 166.95% 730,336,726 290,031,051 151.81%

Strong Gluten Wheat 2,018,641 5,023,778 -59.82% 38,131,786 8,633,103 341.69%

Hard White Wheat 94,979 17,528 441.87% 433,900 48,722 790.56%

Total 633,723,151 373,703,979 69.58% 5,491,379,495 3,008,769,317 82.51%

Note: 1.Turnover in 10,000 Yuan; 2. Turnover includes buy and sell ; 3. EFPs included .

Open Interest

Open Interest Aug -11 Aug -10 Change% June-11 Change%

Cotton No.1 687,748 292,880 134.82% 768,540 -10.51%

Early Rice 108,442 239,788 -54.78% 135,652 -20.06%

Rapeseed Oil 106,334 148,698 -28.49% 132,928 -20.01%

Sugar 933,970 1,362,388 -31.45% 1,067,140 -12.48%

PTA 474,494 363,676 30.47% 336,432 41.04%

Strong Gluten Wheat 195,716 194,366 0.69% 183,232 6.81%

Hard White Wheat 10,790 2,098 414.30% 12,152 -11.21%

Total 2,517,494 2,603,894 -3.32% 2,636,076 -4.50%

Note: 1. Unit: open interest in contract, 2. Open interest includes buy and sell; 3. Contract size of wheat, sugar and

early rice: 10 tons , contract size of cotton ,PTA and rapeseed oil : 5 tons .

Physical Delivery

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Aug 2011 Aug 2011 Aug 2010 Aug 2010 Jan’- Aug’

2011

Jan’- Aug’

2010 Delivery Volume EFPs Delivery Volume EFPs

CF 9,704 29,652

ER 7,131 8,239

RO 31,293 10,831

SR 20,267 58,313

TA 675 0 3,300 0 50,526 66,422

WS 9,241 5,550

WT 900 132

Total 675 0 3,300 0 129,062 179,139

Note: 1. Unit: open interest in contract; 2. Open interest includes buy and sell; 3. Contract size of wheat, sugar and

early rice: 10 tons , contract size of cotton ,PTA and rapeseed oil : 5 tons.

IV List of Quotations

Contract Open High Low Close Month-end

O.I Change

Month-end

Settlement Volume Turnover

CF109 21,055 21,160 19,910 19,910 3,222 -33,368 20,115 66,050 68.110

CF111 21,310 21,365 19,960 20,715 1,344 -136 20,750 7,174 7.457

CF201 21,505 21,540 20,050 21,225 174,782 -345,302 21,225 5,248,876 5,510.678

CF203 21,750 21,855 20,100 21,380 4,598 -764 21,375 35,140 37.190

CF205 22,000 22,190 20,340 21,745 477,754 275,054 21,725 15,880,646 17,022.267

CF207 21,570 22,325 20,540 21,810 26,048 23,724 21,785 53,296 57.705

Subtotal 687,748 21,291,182 22,703.407

ER109 2,472 2,565 2,432 2,484 7,928 -19,346 2,478 59,378 14.632

ER111 2,546 2,569 2,499 2,532 768 456 2,538 1,712 0.433

ER201 2,589 2,626 2,545 2,606 81,882 -14,694 2,607 890,912 230.577

ER203 2,646 2,671 2,613 2,664 52 4 2,667 192 0.051

ER205 2,671 2,712 2,613 2,700 17,702 6,274 2,703 64,806 17.368

ER207 2,683 2,737 2,583 2,704 110 96 2,705 328 0.088

Subtotal 108,442 1,017,328 263.147

RO109 10,320 10,444 9,630 10,350 9,632 -13,540 10,296 30,034 15.439

RO111 10,454 10,550 10,174 10,530 38 28 10,496 192 0.100

RO201 10,580 10,666 10,094 10,634 84,606 -20,766 10,624 434,820 226.662

RO203 10,466 10,594 10,262 10,570 6 -2 10,750 16 0.008

RO205 10,790 10,914 10,286 10,890 12,048 7,682 10,878 63,096 33.645

RO207 10,476 11,026 10,476 11,026 4 4 10,946 30 0.016

Subtotal 106,334 528,188 275.870

SR109 7,630 7,948 7,478 7,690 6,324 -79,334 7,688 228,354 175.299

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SR111 7,609 7,818 7,427 7,515 12,796 3,996 7,500 61,164 46.495

SR201 7,361 7,537 7,075 7,192 582,074 -199,168 7,182 27,492,990 20,104.003

SR203 7,300 7,450 7,026 7,208 2,250 1,032 7,201 5,872 4.248

SR205 7,273 7,448 6,921 7,200 259,040 112,546 7,201 3,666,260 2,642.110

SR207 7,268 7,313 6,956 7,225 574 428 7,219 1,360 0.979

SR209 7,260 7,314 6,950 7,212 69,184 25,998 7,212 235,000 168.546

SR211 7,196 7,234 6,863 7,161 116 50 7,169 484 0.345

SR301 6,940 7,014 6,643 6,996 1,612 1,282 6,986 8,102 5.556

Subtotal 933,970 31,699,586 23,147.582

TA108 9,396 9,780 9,396 9,760 0 -1,530 9,762 466 0.225

TA109 9,440 10,300 9,150 10,290 9,848 -29,262 10,272 125,952 60.327

TA110 9,540 10,156 8,786 10,114 2,524 2,336 10,120 5,244 2.469

TA111 9,570 10,118 8,904 10,088 72 36 10,092 390 0.189

TA112 9,564 10,154 8,706 10,086 1,104 702 10,076 14,328 6.802

TA201 9,534 10,208 8,648 10,120 429,764 143,606 10,118 33,764,326 16,536.163

TA202 9,678 10,200 8,722 10,146 352 266 10,124 4,616 2.278

TA203 9,634 10,188 8,736 10,188 128 -98 10,140 588 0.288

TA204 9,688 10,114 9,126 10,090 34 -10 10,098 172 0.082

TA205 9,726 10,224 8,816 10,114 30,632 21,994 10,120 327,096 161.981

TA206 9,900 10,198 8,886 10,092 20 12 10,140 72 0.036

TA207 9,812 10,142 8,854 10,142 10 4 10,118 172 0.081

TA208 9,722 10,190 9,722 10,126 6 6 10,126 52 0.026

Subtotal 474,494 34,243,474 16,770.946

WS109 2,647 2,655 2,524 2,551 22,984 -7,990 2,553 37,544 9.705

WS111 2,686 2,705 2,590 2,616 6,856 338 2,616 8,654 2.275

WS201 2,776 2,788 2,661 2,693 119,666 -990 2,696 606,762 164.794

WS203 2,821 2,865 2,752 2,752 76 -2 2,752 74 0.021

WS205 2,853 2,874 2,768 2,794 34,982 15,112 2,796 75,560 21.195

WS207 2,813 2,839 2,747 2,769 1,174 246 2,769 2,526 0.706

WS209 2,943 2,961 2,892 2,948 9,666 5,534 2,950 10,024 2.946

WS211 2,984 2,984 2,926 2,970 42 -16 2,973 98 0.029

WS301 2,993 3,011 2,946 3,009 270 252 3,004 646 0.194

Subtotal 195,716 741,888 201.864

WT109 2,041 2,042 1,953 1,965 400 -756 1,968 1,584 0.317

WT111 2,112 2,121 2,045 2,116 2,934 1,052 2,114 5,096 1.068

WT201 2,187 2,203 2,121 2,175 4,410 -2,200 2,173 20,556 4.458

WT203 2,228 2,256 2,170 2,208 690 -86 2,210 490 0.108

WT205 2,259 2,276 2,199 2,258 2,308 584 2,260 15,640 3.504

WT207 2,322 2,322 2,238 2,293 48 44 2,281 186 0.042

Subtotal 10,790 43,552 9.498

Total 2,517,494 89,565,198 63,372.315

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Note: 1. Price: Yuan/ton ; 2 .Trading volume and month-end open interest in contract ; 3. Turnover :10,000 Yuan ; 4.

Trading volume、turnover and Month-end open interest include buy and sell ; 5. EFPs not included.

V Daily Settlement Price by Contracts

Cotton No.1 (CF) Date 109 111 201 203 205 207 Vol O.I.

2011/08/01 20985 21190 21340 21640 21915 22095 1231056 798958

2011/08/02 21055 21270 21415 21720 22030 22225 1046660 807848

2011/08/03 20815 21110 21280 21530 21790 21965 1181304 812850

2011/08/04 20570 20835 20955 21215 21495 21630 1094528 786712

2011/08/05 20490 20760 20825 21060 21410 21620 1886452 742916

2011/08/08 20510 20725 20830 21105 21410 21530 1137516 676210

2011/08/09 20330 20380 20430 20470 20790 20955 1295204 568366

2011/08/10 20460 20570 20630 20740 20995 21125 791268 573972

2011/08/11 20400 20560 20610 20735 20975 21075 655316 571328

2011/08/12 20450 20600 20745 20955 21260 21470 1641718 657192

2011/08/15 20475 20635 20805 21005 21315 21450 855712 688126

2011/08/16 20470 20605 20750 20910 21230 21370 774184 658500

2011/08/17 20460 20635 20765 20975 21260 21365 738422 684108

2011/08/18 20485 20710 20875 21070 21395 21535 796426 669348

2011/08/19 20420 20710 20865 21100 21385 21540 922804 659052

2011/08/22 20450 20715 20905 21085 21440 21565 674010 593850

2011/08/23 20470 20725 20925 21105 21435 21555 381312 594524

2011/08/24 20505 20870 21155 21310 21685 21815 1008290 718570

2011/08/25 20455 20930 21265 21445 21785 21825 935352 722002

2011/08/26 20310 20815 21130 21315 21630 21650 718376 663474

2011/08/29 20315 20820 21155 21325 21665 21655 465854 678608

2011/08/30 20265 20845 21255 21440 21780 21800 559554 694138

2011/08/31 20115 20750 21225 21375 21725 21785 499864 687748

Strong Gluten Wheat (WS) Date 109 111 201 203 205 207 209 211 301 Vol O.I.

2011/08/01 2637 2688 2767 2818 2851 2819 2943 2961 3003 24816 186836

2011/08/02 2648 2702 2780 2840 2864 2829 2955 2977 2997 34066 191808

2011/08/03 2648 2703 2782 2832 2865 2824 2958 2977 3005 21524 191594

2011/08/04 2642 2691 2770 2832 2857 2819 2945 2968 3001 25902 191856

2011/08/05 2626 2683 2756 2815 2841 2797 2934 2946 2989 34456 185642

2011/08/08 2609 2667 2742 2802 2832 2804 2924 2942 2976 39788 181038

2011/08/09 2578 2633 2710 2779 2808 2784 2907 2935 2963 59528 166650

2011/08/10 2594 2654 2726 2791 2828 2798 2941 2965 2989 26420 169920

2011/08/11 2596 2655 2727 2784 2825 2808 2942 2965 2996 30184 173918

2011/08/12 2591 2652 2723 2794 2827 2804 2940 2955 2996 19942 177224

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2011/08/15 2591 2654 2725 2794 2826 2806 2944 2959 3001 27714 174102

2011/08/16 2587 2648 2725 2788 2826 2805 2948 2961 3006 17372 176754

2011/08/17 2581 2646 2719 2787 2822 2808 2954 2960 3009 17192 179494

2011/08/18 2569 2639 2707 2775 2809 2799 2951 2960 3007 34852 186014

2011/08/19 2552 2620 2690 2758 2791 2784 2939 2968 2996 26100 186502

2011/08/22 2556 2612 2694 2755 2795 2794 2947 2968 3001 22378 187902

2011/08/23 2533 2591 2672 2749 2778 2756 2931 2964 2991 38128 192252

2011/08/24 2534 2599 2672 2749 2776 2756 2930 2964 2988 46368 193788

2011/08/25 2537 2602 2673 2742 2776 2754 2930 2964 2989 26014 193170

2011/08/26 2548 2606 2682 2742 2780 2759 2937 2966 2992 50176 200562

2011/08/29 2557 2619 2697 2756 2794 2761 2943 2972 3000 47426 203796

2011/08/30 2558 2615 2696 2756 2795 2767 2944 2972 2999 39802 197600

2011/08/31 2553 2616 2696 2752 2796 2769 2950 2973 3004 31740 195716

Hard White Wheat (WT)

Date 109 111 201 203 205 207 Vol O.I.

2011/08/01 2040 2113 2192 2228 2260 2282 1906 12168

2011/08/02 2038 2114 2195 2224 2266 2282 3164 12470

2011/08/03 2039 2115 2195 2224 2265 2293 3208 12382

2011/08/04 2039 2113 2192 2225 2267 2279 2172 12284

2011/08/05 2028 2097 2175 2214 2254 2259 2158 11722

2011/08/08 2019 2087 2164 2203 2235 2259 2858 11864

2011/08/09 1998 2056 2131 2182 2213 2244 2822 11240

2011/08/10 2004 2072 2149 2195 2242 2259 1702 10928

2011/08/11 2003 2077 2154 2205 2244 2269 1774 10790

2011/08/12 1999 2078 2155 2198 2232 2269 1624 10968

2011/08/15 1998 2074 2152 2206 2242 2277 1612 11218

2011/08/16 1992 2071 2150 2203 2250 2273 960 11372

2011/08/17 1992 2068 2148 2200 2238 2273 432 11334

2011/08/18 1991 2064 2143 2186 2222 2270 1358 11578

2011/08/19 1990 2056 2133 2176 2219 2267 1678 11248

2011/08/22 1981 2066 2142 2190 2233 2275 1622 10892

2011/08/23 1978 2062 2143 2192 2245 2289 1468 10886

2011/08/24 1976 2062 2143 2199 2235 2284 676 10898

2011/08/25 1975 2062 2143 2186 2235 2284 1454 10750

2011/08/26 1976 2066 2143 2191 2250 2280 1230 10906

2011/08/29 1974 2081 2152 2202 2254 2282 2380 10422

2011/08/30 1972 2106 2166 2206 2257 2281 2490 10554

2011/08/31 1968 2114 2173 2210 2260 2281 2804 10790

White Sugar (SR) Date 109 111 201 203 205 207 209 211 301 Vol O.I.

2011/08/01 7655 7639 7376 7312 7286 7279 7289 7189 6970 943850 1072316

2011/08/02 7570 7589 7312 7241 7212 7212 7213 7139 6915 1180216 1029138

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2011/08/03 7545 7562 7305 7251 7195 7209 7193 7129 6914 1226154 1077824

2011/08/04 7555 7568 7297 7225 7171 7169 7178 7114 6884 1180618 1100106

2011/08/05 7531 7531 7227 7142 7070 7104 7103 7022 6798 1599034 1073698

2011/08/08 7612 7606 7283 7225 7109 7131 7127 7041 6825 1544388 1052426

2011/08/09 7549 7519 7166 7112 7010 6979 7010 6924 6731 1642258 984310

2011/08/10 7679 7645 7346 7288 7223 7191 7186 7116 6887 1402122 1016982

2011/08/11 7752 7700 7421 7341 7294 7241 7231 7164 6907 1361518 1019052

2011/08/12 7819 7771 7492 7413 7339 7263 7253 7189 6895 1226150 1019126

2011/08/15 7815 7751 7445 7363 7290 7180 7204 7125 6838 1419344 1085412

2011/08/16 7818 7725 7416 7338 7243 7178 7164 7075 6792 1874086 1105608

2011/08/17 7820 7712 7397 7325 7241 7196 7169 7093 6790 1518468 1045208

2011/08/18 7845 7738 7441 7355 7308 7281 7235 7171 6862 1044350 1013280

2011/08/19 7798 7622 7285 7206 7189 7185 7153 7073 6791 1614448 942560

2011/08/22 7864 7686 7356 7319 7257 7274 7219 7170 6850 1820286 987836

2011/08/23 7879 7653 7316 7287 7222 7224 7190 7161 6837 1386084 967334

2011/08/24 7892 7664 7306 7266 7218 7224 7192 7143 6844 1161698 978138

2011/08/25 7671 7512 7189 7152 7106 7103 7092 7045 6750 1773304 989142

2011/08/26 7606 7472 7188 7159 7122 7121 7113 7080 6790 1172228 975796

2011/08/29 7645 7490 7202 7188 7182 7189 7184 7134 6876 1046830 986206

2011/08/30 7653 7504 7216 7252 7244 7252 7256 7210 6985 1360982 966316

2011/08/31 7688 7500 7182 7201 7201 7219 7212 7169 6986 1201170 933970

Rapeseed Oil(RO)

Date 109 111 201 203 205 207 Vol O.I.

2011/08/01 10330 10476 10596 10736 10806 11086 31530 133096

2011/08/02 10348 10478 10616 10736 10838 11080 33594 131414

2011/08/03 10372 10486 10638 10750 10876 11080 24678 131240

2011/08/04 10352 10498 10560 10748 10800 11042 25542 131928

2011/08/05 10304 10340 10374 10466 10568 10814 54122 125198

2011/08/08 10304 10326 10360 10466 10564 10814 25714 125022

2011/08/09 10222 10196 10162 10348 10362 10696 59036 123098

2011/08/10 10206 10280 10270 10428 10470 10618 19246 122116

2011/08/11 10184 10224 10256 10428 10464 10618 22486 124560

2011/08/12 10238 10242 10322 10428 10520 10618 16616 123784

2011/08/15 10270 10338 10372 10492 10576 10618 15302 122870

2011/08/16 10266 10330 10386 10492 10580 10618 20478 122198

2011/08/17 10296 10372 10400 10534 10588 10694 17022 117760

2011/08/18 10286 10414 10422 10544 10608 10694 8636 117512

2011/08/19 10242 10402 10366 10568 10546 10678 10918 116480

2011/08/22 10208 10368 10406 10562 10602 10604 9602 115704

2011/08/23 10218 10404 10424 10576 10634 10666 18042 114018

2011/08/24 10262 10404 10442 10576 10642 10666 15764 111312

2011/08/25 10280 10404 10424 10550 10630 10666 10758 109010

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2011/08/26 10268 10404 10428 10570 10622 10666 13048 107806

2011/08/29 10286 10496 10540 10682 10738 10798 22544 108302

2011/08/30 10302 10510 10586 10682 10812 10820 23980 106830

2011/08/31 10296 10496 10624 10750 10878 10946 29530 106334

Early Rice(ER)

Date 109 111 201 203 205 207 Vol O.I.

2011/08/01 2467 2540 2590 2642 2669 2677 40070 125296

2011/08/02 2485 2560 2612 2649 2695 2683 109486 136718

2011/08/03 2477 2552 2603 2651 2689 2684 43942 132220

2011/08/04 2474 2541 2598 2639 2683 2684 56784 121460

2011/08/05 2451 2522 2565 2625 2653 2655 50678 107794

2011/08/08 2465 2533 2577 2630 2664 2677 49220 106790

2011/08/09 2460 2519 2570 2613 2654 2652 71044 104224

2011/08/10 2480 2536 2590 2630 2680 2680 41520 103748

2011/08/11 2470 2542 2581 2637 2672 2675 33060 103308

2011/08/12 2468 2535 2586 2651 2675 2670 22062 102170

2011/08/15 2474 2542 2593 2654 2682 2682 33730 101790

2011/08/16 2475 2541 2597 2642 2687 2681 42386 99432

2011/08/17 2456 2528 2582 2639 2681 2681 31104 100252

2011/08/18 2452 2522 2575 2636 2676 2693 32510 102282

2011/08/19 2445 2514 2568 2626 2670 2681 21828 101298

2011/08/22 2444 2516 2570 2632 2673 2675 26086 103076

2011/08/23 2435 2503 2562 2623 2665 2667 31708 101232

2011/08/24 2442 2514 2571 2629 2672 2688 37636 102178

2011/08/25 2441 2503 2568 2629 2669 2688 19374 101128

2011/08/26 2437 2500 2569 2629 2668 2682 20460 101578

2011/08/29 2451 2509 2579 2629 2678 2691 38294 104188

2011/08/30 2476 2521 2602 2656 2700 2706 96014 109426

2011/08/31 2478 2538 2607 2667 2703 2705 68332 108442

PTA(TA)

Date 108 109 110 111 112 201 202 203 204 205 206 207 208 Vol O.I.

2011/08/01 9400 9478 9548 9588 9634 9662 9698 9696 9806 9850 9894 9856 962180 374186

2011/08/02 9600 9538 9580 9644 9628 9698 9742 9748 9842 9882 9932 9930 894468 402828

2011/08/03 9670 9602 9580 9666 9652 9704 9750 9754 9810 9844 9898 9894 862622 361776

2011/08/04 9670 9616 9566 9584 9602 9664 9710 9692 9716 9778 9812 9826 899018 359702

2011/08/05 9608 9470 9262 9272 9190 9242 9318 9270 9322 9378 9390 9418 1231788 297754

2011/08/08 9608 9536 9276 9226 9228 9200 9272 9188 9322 9372 9302 9366 1021718 261924

2011/08/09 9500 9296 9058 8940 8914 8822 8784 8898 9068 8944 8912 9100 1219566 284562

2011/08/10 9580 9418 9198 9108 9092 9082 9110 9116 9186 9218 9296 9274 726472 260848

2011/08/11 9694 9538 9376 9394 9246 9354 9386 9466 9354 9460 9390 9624 1298610 293588

2011/08/12 9762 9700 9530 9504 9548 9614 9618 9640 9668 9714 9774 9822 1601488 338910

2011/08/15 9856 9680 9636 9706 9772 9788 9770 9854 9878 9916 9864 9822 1373628 318174

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2011/08/16 9780 9514 9572 9600 9662 9688 9688 9692 9780 9784 9812 9808 1291448 296070

2011/08/17 9922 9724 9776 9876 9868 9912 9896 10002 9948 10096 10028 9980 2979224 552810

2011/08/18 10024 9888 9874 9932 9996 9988 10044 10018 10036 10054 10028 10074 2506818 447922

2011/08/19 9908 9778 9780 9768 9864 9902 10038 10018 9898 9916 9912 10074 2204914 472514

2011/08/22 10010 9988 9988 10070 10094 10126 10132 10018 10120 10048 10052 10170 2123510 451298

2011/08/23 10116 10028 10036 10060 10126 10138 10158 10148 10158 10174 10196 10178 2217190 549010

2011/08/24 10114 10048 9996 10062 10126 10138 10124 10108 10130 10138 10142 10178 1546756 487376

2011/08/25 10112 9922 9912 9960 10002 9994 10014 9996 10036 10012 10036 10144 1657084 448266

2011/08/26 10052 9904 9900 9904 9948 9946 10008 9952 9984 9998 10028 10028 1528756 435248

2011/08/29 10094 9984 9952 9960 9992 10002 10038 10000 10002 10028 10028 10028 1403950 454748

2011/08/30 10218 10124 10090 10080 10110 10100 10188 10064 10118 10142 10098 10098 1420926 444406

2011/08/31 10272 10120 10092 10076 10118 10124 10140 10098 10120 10140 10118 10126 1271340 474494

Note: 1. Price: Yuan/ton ; 2 .Trading volume and month-end open interest in contract ; 3. Trading volume and

Month-end open interest include buy and sell ; 4. EFPs included.

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