CSI 300 Index Options

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CSI 300 Index Options

发布日期：2022/1/11 13:49:58 点击次数：5101

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