DCE
Dalian Commodity Exchange
Overview
Founded on February 28, 1993 and with its operation beginning from November 18 in the same year, Dalian Commodity Exchange (DCE) is one of the five futures exchanges in Chinese mainland and is the only futures exchange in Northeast China. The trading volume of DCE's futures and options ranked first in global commodity derivatives market. Now DCE is the world's largest agricultural product, plastics, coke, coal and iron ore futures market.
The futures data on following commodity are available from DCE - Corn, Corn Starch, Polished Round-grained Rice, No.1 Soybean, No.2Soybean, Soybean Meal, Soybean Oil, RBD Palm Olein, Egg, Live Hog, Fiberboard, Blockboard, Linear Low Density Polyethylene (LLDPE), Polyvinyl Chloride (PVC), Polypropylene (PP), Ethylene Glycol (EG), Ethenylbenzene (EB), Metallurgical Coke, Coking Coal, Iron Ore,Liquefied Petroleum Gas (LPG)
website: http://www.dce.com.cn
Datasets
DCE_AG_FUT
Dalian Commodity Exchange Agriculture Futures
Schedule
The end of day updates are processed at 17:30 GMT on DCE business days.
Sample File
Type
The data is stored as #Agriculture.
Data ID and Name
Example data id and name:
| Data Id | Name |
|---|---|
| DCE.AG.CN.C.CORN.FUT | Dalian Commodity Exchange China Corn Futures Curve |
| DCE.AG.CN.A.NO1_SOYBEAN.FUT | Dalian Commodity Exchange China No1_Soybean Futures Curve |
| DCE.AG.CN.RR.POLISHED_ROUND_GRAINED_RICE.FUT | Dalian Commodity Exchange China Polished_Round_grained_Rice Futures Curve |
Expiry Calendar
Below set of expiry calendars are used in calculating rolling forward data. The expiry and rollover calendars remain same.
| Expiry Calendar | Rule |
|---|---|
| RDCEM | The 10th trading day of the contract month |
| RDCE3M | The 3rd trading day after the last trading day |
Attributes
| Name | Value |
|---|---|
| Source | DCE |
| Source Name | Dalian Commodity Exchange |
| Dataset | DCE_AG_FUT |
| Dataset Name | Dalian Commodity Exchange Agriculture Futures |
| Currency | CNY |
| Unit | MT |
| Market | Futures |
| Commodity | Agriculture |
| Product | Grains Futures |
| Location | China |
| Region | Asia |
| Quote Calendar | HDCE |
Validation
Data is validated for missing data points using HDCE calendar for expected absences.
Licensing
This data requires agreement with Euronext before it can be supplied.
http://www.dce.com.cn/DCE/Market_Data/License_Guide/index.html