DCE polypropylene futures (PP): 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

ContractSpec. marginHedge marginPrice limitFeeClose-today feePosition limitOpening limit
PP26117%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP26127%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27017%7%±6%CNY 1/lotCNY 1/lot52,99310,000
PP27027%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27037%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27047%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27057%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27067%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27077%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27087%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27097%7%±6%CNY 1/lotCNY 1/lot16,00010,000
PP27107%7%±6%CNY 1/lotCNY 1/lot16,00010,000

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.

  1. Position limit Client buy position quota: 56357 lots; Client buy series quota: 56357 lots; Proprietary buy quota: 56357 lots; Proprietary buy series quota: 56357 lots → Client buy position quota: 52993 lots; Client buy series quota: 52993 lots; Proprietary buy quota: 52993 lots; Proprietary buy series quota: 52993 lotsPP2701 · Compared with 2026-10-23
  2. Position limit Client buy position quota: 53227 lots; Client buy series quota: 53227 lots; Proprietary buy quota: 53227 lots; Proprietary buy series quota: 53227 lots → Client buy position quota: 56357 lots; Client buy series quota: 56357 lots; Proprietary buy quota: 56357 lots; Proprietary buy series quota: 56357 lotsPP2701 · Compared with 2026-10-22
  3. Position limit Client buy position quota: 53347 lots; Client buy series quota: 53347 lots; Proprietary buy quota: 53347 lots; Proprietary buy series quota: 53347 lots → Client buy position quota: 53227 lots; Client buy series quota: 53227 lots; Proprietary buy quota: 53227 lots; Proprietary buy series quota: 53227 lotsPP2701 · Compared with 2026-10-21
  4. 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 lotsPP2710 · Compared with 2026-10-21
  5. Down price limit 12% → 6%PP2710 · Compared with 2026-10-21
  6. Up price limit 12% → 6%PP2710 · Compared with 2026-10-21
Show 9 more
  1. Position limit Client buy position quota: 53814 lots; Client buy series quota: 53814 lots; Proprietary buy quota: 53814 lots; Proprietary buy series quota: 53814 lots → Client buy position quota: 53347 lots; Client buy series quota: 53347 lots; Proprietary buy quota: 53347 lots; Proprietary buy series quota: 53347 lotsPP2701 · Compared with 2026-10-20
  2. Position limit Client buy position quota: 53742 lots; Client buy series quota: 53742 lots; Proprietary buy quota: 53742 lots; Proprietary buy series quota: 53742 lots → Client buy position quota: 53814 lots; Client buy series quota: 53814 lots; Proprietary buy quota: 53814 lots; Proprietary buy series quota: 53814 lotsPP2701 · Compared with 2026-10-19
  3. Position limit Client buy position quota: 53727 lots; Client buy series quota: 53727 lots; Proprietary buy quota: 53727 lots; Proprietary buy series quota: 53727 lots → Client buy position quota: 53742 lots; Client buy series quota: 53742 lots; Proprietary buy quota: 53742 lots; Proprietary buy series quota: 53742 lotsPP2701 · Compared with 2026-10-16
  4. Hedging margin 15% → 20%PP2610 · Compared with 2026-10-15
  5. Position limit Client buy position quota: 53323 lots; Client buy series quota: 53323 lots; Proprietary buy quota: 53323 lots; Proprietary buy series quota: 53323 lots → Client buy position quota: 53727 lots; Client buy series quota: 53727 lots; Proprietary buy quota: 53727 lots; Proprietary buy series quota: 53727 lotsPP2701 · Compared with 2026-10-15
  6. Position limit Client buy position quota: 53300 lots; Client buy series quota: 53300 lots; Proprietary buy quota: 53300 lots; Proprietary buy series quota: 53300 lots → Client buy position quota: 53323 lots; Client buy series quota: 53323 lots; Proprietary buy quota: 53323 lots; Proprietary buy series quota: 53323 lotsPP2701 · Compared with 2026-10-14
  7. Position limit Client buy position quota: 53672 lots; Client buy series quota: 53672 lots; Proprietary buy quota: 53672 lots; Proprietary buy series quota: 53672 lots → Client buy position quota: 53300 lots; Client buy series quota: 53300 lots; Proprietary buy quota: 53300 lots; Proprietary buy series quota: 53300 lotsPP2701 · Compared with 2026-10-13
  8. Position limit Client buy position quota: 54135 lots; Client buy series quota: 54135 lots; Proprietary buy quota: 54135 lots; Proprietary buy series quota: 54135 lots → Client buy position quota: 53672 lots; Client buy series quota: 53672 lots; Proprietary buy quota: 53672 lots; Proprietary buy series quota: 53672 lotsPP2701 · Compared with 2026-10-12
  9. Position limit Client buy position quota: 55882 lots; Client buy series quota: 55882 lots; Proprietary buy quota: 55882 lots; Proprietary buy series quota: 55882 lots → Client buy position quota: 54135 lots; Client buy series quota: 54135 lots; Proprietary buy quota: 54135 lots; Proprietary buy series quota: 54135 lotsPP2701 · Compared with 2026-10-09
Record updates / comparability changes (4)

A previously unrecorded value becoming available does not establish an exchange rule change.

  1. Fee unit Not recorded → CNY/lotPP2710 · Compared with 2026-10-21
  2. Closing fee Not recorded → CNY 1/lotPP2710 · Compared with 2026-10-21
  3. Close-today fee Not recorded → CNY 1/lotPP2710 · Compared with 2026-10-21
  4. Opening fee Not recorded → CNY 1/lotPP2710 · 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 polypropylene 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.