DCE LLDPE futures (L): margin, price limit and fees
End-of-day open interest is not yet verified. Contract-level parameters are listed below.
Official DCE parameters for trading day 26 Oct 2026 · DCE source ↗
By contract
| Contract | Spec. margin | Hedge margin | Price limit | Fee | Close-today fee | Position limit | Opening limit |
|---|---|---|---|---|---|---|---|
| L2611 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2612 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2701 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 35,356 | 8,000 |
| L2702 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2703 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2704 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2705 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2706 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2707 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2708 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2709 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
| L2710 | 7% | 7% | ±6% | CNY 1/lot | CNY 1/lot | 16,000 | 8,000 |
Fees as a share of turnover unless shown per lot. Position and opening limits in lots per contract. A contract near or in its delivery month can carry a higher margin, and the exchange may list no price limit for it.
Parameter history
Parameter values compared by trading day; dates are not notice effective times.
- Position limit Client buy position quota: 34992 lots; Client buy series quota: 34992 lots; Proprietary buy quota: 34992 lots; Proprietary buy series quota: 34992 lots → Client buy position quota: 35356 lots; Client buy series quota: 35356 lots; Proprietary buy quota: 35356 lots; Proprietary buy series quota: 35356 lotsL2701 · Compared with 2026-10-23
- Position limit Client buy position quota: 35529 lots; Client buy series quota: 35529 lots; Proprietary buy quota: 35529 lots; Proprietary buy series quota: 35529 lots → Client buy position quota: 34992 lots; Client buy series quota: 34992 lots; Proprietary buy quota: 34992 lots; Proprietary buy series quota: 34992 lotsL2701 · Compared with 2026-10-22
- Position limit Client buy position quota: 34547 lots; Client buy series quota: 34547 lots; Proprietary buy quota: 34547 lots; Proprietary buy series quota: 34547 lots → Client buy position quota: 35529 lots; Client buy series quota: 35529 lots; Proprietary buy quota: 35529 lots; Proprietary buy series quota: 35529 lotsL2701 · Compared with 2026-10-21
- Position limit Client buy position quota: 0 lots; Client buy series quota: 0 lots; Proprietary buy quota: 0 lots; Proprietary buy series quota: 0 lots → Client buy position quota: 16000 lots; Client buy series quota: 16000 lots; Proprietary buy quota: 16000 lots; Proprietary buy series quota: 16000 lotsL2710 · Compared with 2026-10-21
- Down price limit 12% → 6%L2710 · Compared with 2026-10-21
- Up price limit 12% → 6%L2710 · Compared with 2026-10-21
Show 9 more
- Position limit Client buy position quota: 36085 lots; Client buy series quota: 36085 lots; Proprietary buy quota: 36085 lots; Proprietary buy series quota: 36085 lots → Client buy position quota: 34547 lots; Client buy series quota: 34547 lots; Proprietary buy quota: 34547 lots; Proprietary buy series quota: 34547 lotsL2701 · Compared with 2026-10-20
- Position limit Client buy position quota: 35242 lots; Client buy series quota: 35242 lots; Proprietary buy quota: 35242 lots; Proprietary buy series quota: 35242 lots → Client buy position quota: 36085 lots; Client buy series quota: 36085 lots; Proprietary buy quota: 36085 lots; Proprietary buy series quota: 36085 lotsL2701 · Compared with 2026-10-19
- Position limit Client buy position quota: 36333 lots; Client buy series quota: 36333 lots; Proprietary buy quota: 36333 lots; Proprietary buy series quota: 36333 lots → Client buy position quota: 35242 lots; Client buy series quota: 35242 lots; Proprietary buy quota: 35242 lots; Proprietary buy series quota: 35242 lotsL2701 · Compared with 2026-10-16
- Hedging margin 15% → 20%L2610 · Compared with 2026-10-15
- Position limit Client buy position quota: 36553 lots; Client buy series quota: 36553 lots; Proprietary buy quota: 36553 lots; Proprietary buy series quota: 36553 lots → Client buy position quota: 36333 lots; Client buy series quota: 36333 lots; Proprietary buy quota: 36333 lots; Proprietary buy series quota: 36333 lotsL2701 · Compared with 2026-10-15
- Position limit Client buy position quota: 35308 lots; Client buy series quota: 35308 lots; Proprietary buy quota: 35308 lots; Proprietary buy series quota: 35308 lots → Client buy position quota: 36553 lots; Client buy series quota: 36553 lots; Proprietary buy quota: 36553 lots; Proprietary buy series quota: 36553 lotsL2701 · Compared with 2026-10-14
- Position limit Client buy position quota: 35305 lots; Client buy series quota: 35305 lots; Proprietary buy quota: 35305 lots; Proprietary buy series quota: 35305 lots → Client buy position quota: 35308 lots; Client buy series quota: 35308 lots; Proprietary buy quota: 35308 lots; Proprietary buy series quota: 35308 lotsL2701 · Compared with 2026-10-13
- Position limit Client buy position quota: 35215 lots; Client buy series quota: 35215 lots; Proprietary buy quota: 35215 lots; Proprietary buy series quota: 35215 lots → Client buy position quota: 35305 lots; Client buy series quota: 35305 lots; Proprietary buy quota: 35305 lots; Proprietary buy series quota: 35305 lotsL2701 · Compared with 2026-10-12
- Position limit Client buy position quota: 34966 lots; Client buy series quota: 34966 lots; Proprietary buy quota: 34966 lots; Proprietary buy series quota: 34966 lots → Client buy position quota: 35215 lots; Client buy series quota: 35215 lots; Proprietary buy quota: 35215 lots; Proprietary buy series quota: 35215 lotsL2701 · Compared with 2026-10-09
Record updates / comparability changes (4)
A previously unrecorded value becoming available does not establish an exchange rule change.
- Fee unit Not recorded → CNY/lotL2710 · Compared with 2026-10-21
- Closing fee Not recorded → CNY 1/lotL2710 · Compared with 2026-10-21
- Close-today fee Not recorded → CNY 1/lotL2710 · Compared with 2026-10-21
- Opening fee Not recorded → CNY 1/lotL2710 · Compared with 2026-10-21
Notice timeline
Published notices mentioning this product, ordered by the exchange publication date.
No matching notices in the published archive.
Get an alert when DCE changes LLDPE margins or limits: CEC Pro.
Sources
Values are copied from the Dalian Commodity Exchange's official daily trading and settlement parameters for 26 Oct 2026, with no adjustment. Hours: Futures Clock · Holidays: Markets Open Today. The exchange's own publication prevails.