CSI 300 is composed of 300 stocks with the largest market capitalization and liquidity from the entire basket of listed A share companies in China. The index aims to measure the overall performance of the A shares traded on Shanghai Stock Exchange and Shenzhen Stock Exchange.
|
Underlying Bond |
CSI 300 Index |
|
Contract Multiplier |
CNY 100 |
|
Contract Type |
Call option contracts and put option contracts |
|
Quotation Unit |
Index point |
|
Tick Size |
0.2 index points |
|
Limit Up/Down |
±10% of the settlement price on the previous trading day |
|
Contract Months |
Current month, next two months, and the subsequent three months in the March, June, September, and December quarterly cycle |
|
Strike Prices |
Strike prices(SP) cover ±10% of the closing price of the CSI 300 Index on the preceding trading day For contracts of the current month and next two months: l SP≤2,500 index points, strike price interval is 25 index points l 2,500 < SP≤5,000, strike price interval is 50 index points l 5,000 < SP≤10,000, strike price interval is 100 index points l SP> 10,000, strike price interval is 200 index points For contracts of the subsequent three quarterly months: l SP ≤2,500 index points, strike price interval is 50 index points l 2,500 < SP≤5,000, strike price interval is 100 index points l 5,000 < SP≤10,000, strike price interval is 200 index points l SP> 10,000, strike price interval is 400 index points |
|
Exercise Style |
European |
|
Trading Hours |
09:30 am - 11:30 am, 01:00 pm - 03:00 pm |
|
Last Trading Day |
Third Friday of the contract month, postponed to the next business day if it falls on a public holiday |
|
Expiration Date |
Same as the last trading day |
|
Settlement Method |
Cash settlement |
|
Contract Code |
Call options: IO Contract Month-C-Strike Price Put options: IO Contract Month-P-Strike Price |
|
Exchange |
China Financial Futures Exchange |
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