CSI 1000 Index selects 1000 small cap securities with good liquidity in A-shares that are not included in CSI 800 Index constituents.
Underlying Bond |
CSI 1000 Index |
Contract Multiplier |
RMB 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 closing price of the CSI 1000 Index on the previous trading day |
Contract Months |
The
current month, the next two months, and the subsequent three quarterly months
of the |
Strike Prices |
|
Exercise Style |
European |
Trading Hours |
09:30 a.m. - 11:30 a.m., 01:00 p.m. - 03:00 p.m. |
Last Trading Day |
Third
Friday of the contract’s expiry month, postponed to the next business day if
it falls on a |
Expiration Date |
Same as "Last Trading Day” |
Settlement Method |
Cash settlement |
Contract Code |
Call options: MO Contract Month-C-Strike Price Put options: MO Contract Month-P-Strike Price |
Exchange |
China Financial Futures Exchange |