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A mandate is a noble's request that your dwarves produce a certain item or type of item. Starting nobles such as the expedition leader will not make mandates, upgraded nobles like the mayor will. Fulfilling the mandate gives the noble a happy thought.
Mandates should not be confused with demands.
The King and consort, advisor, philosopher, hammerer, and dungeon master make no mandates. The Baron, Baron consort, mayor, and tax collector can have one active mandate. The Count and Count consort can have two simultaneous mandates each, while the Duke and consort can each have up to three.
There are two types of mandates: production mandates and export bans.
When a noble makes a production mandate, you will have about a year to fulfill it. These mandates for the production of goods, and can specify type or material, just like export bans. Note that a single mug is counted as 1 item although 3 are produced from one raw material, so if you are short of the mandated material producing mugs is favorable. Getting the required items from a caravan will not fulfill a mandate, but traded metal ore and bars can be used for further processing. Making metal items includes smelting ore to create metal bars of that type, notable for metals that have the brittle tag and thus can't be made into anything: pig iron and bismuth. Due to the mechanics of smelting, one job can produce up to 4 metal bars (bismuth bronze, fine pewter, rose gold...), these will count as 4 items.
If you are on a map without flux and a noble is requesting pig iron products, order some flux stones from the dwarven caravan. If the trade liaison isn't offering any, see below.
If you are on a map without sand and a noble is requesting windows, the recommended procedure is to arrange an unfortunate accident. Outbalancing the odd, or even regular, unsatisfied mandate with other happy thoughts is not that hard though.
If a production mandate expires without being fulfilled, the noble will get an unhappy thought, and one or more dwarves will be sentenced to punishment for the 'violation of production order' crime. The dwarf chosen tends to have a skill appropriate to the mandate, but random dwarves may be chosen as well. If the noble can't sentence any dwarves for punishment because of noble or legendary status, or the sentenced dwarves can't be punished because no officer is assigned, he will get another unhappy thought.
Export bans forbid the export of some goods, and can be for either goods of a certain type, like chain mail, or goods of a certain material, like copper items.
Violating an export ban by trading any of the item away is a crime for each of the haulers who brought a prohibited item (that was sold) to the trade depot - each dwarf will be incriminated the instant the item is carried off the map (whether by a pack animal or a wagon). While selecting goods to be brought to the depot, the "culling on mandates" option will prevent banned objects from being selected, though if a finished goods bin contains a single banned object, the entire bin will be excluded. Items that are subject to export bans are displayed in purple text in the trade window. Note that if an item is traded to a caravan and is subsequently placed under an export ban, dwarves will be punished even though the trade took place before the ban went into effect, so if the caravan hasn't already left, any banned goods should be immediately purchased back from the traders; if a good was offered, then nothing can be done (aside from exploiting various oddities in the trade system, or murdering the mandater). Oddly, trading banned items which were carried to the depot in bins (but not the bins themselves) does not result in any perceived crimes, perhaps because only the bin was brought to the depot, not the items inside it.
NOTE: Because of Bug91, "ban on exporting item blah" actually means "ban on letting the caravan leave while carrying item blah". For example, if there's a ban on exporting cages, and a caravan comes in loaded up with 30 cages, you'll have to buy every single damn cage in order to keep the noble happy. If you let the caravan leave with any cages then the noble will continually get unhappy thoughts because there will be no one to punish for the mandate being violated.
Mandates & preferences
Personal preferences have a strong influence on what type of items and what type of materials a noble bans for export or wants to have produced via mandates. Nobles with a preference for a specific item will often either ban that item or mandate its production; nobles with a preference for a specific material will, likewise, either ban the export of items made from that material, or mandate similar production.
Nobles with extraordinary preferences or preferences for items or materials that are either unavailable on your map or are just too hard to produce (a judgment call) will be a problem for your fortress. You only have (limited) control over choosing one noble who makes mandates, and that is your (future) mayor. When you start a new fortress, in the embark screen, choose your expedition leader wisely, as it is most likely that they will become your Mayor (even if they don't stay that way in the long term). Take a look at their preferences, and decide if they might be a problem - while you can import many materials via trade, producing dragon bone or glass items to meet a mandate may be impossible, depending on your game map, and even producing pig iron or steel items, or banning an export on all obsidian items or mugs could be problematic, depending on your playstyle and fortress. If unavoidable, such nobles may be destined for an unfortunate accident - for the good of the fortress as a whole.
Mandates are announced at the bottom of the screen, but if you miss the message, you can see if a noble is mandating anything on the noble's screen. If the uppercase bracketed word '[MANDATE]' next to a noble's name is grey, he is making no mandates. If brown, he is making a production mandate, and you have a lot of time to complete it. If yellow, you have a couple seasons before the mandate expires. If red, the mandate will expire very soon. If white, then it is an export ban.