中国金融期货交易所 股指期权合约交易细则 · 300 0.2 2 3 3 6 9 12 10% 300 2...
TRANSCRIPT
中国金融期货交易所
股指期权合约交易细则
300
300
300
100
300 0.2
2
3 3 6 9 12
10%
300 2
≤2500 25 2500 < ≤5000
50 5000 < ≤10000
100 >10000
200
300 3 ≤2500
50 2500 < ≤5000
100 5000 < ≤10000
200 >10000
400
300 IO
-C- IO
-P-
9:25-9:30 9:25-
9:29 9:29-9:30
9:30-11:30
13:00-14:57
14:57-15:00
10%
2
= ×
+max × ×
- × × ×
= ×
+max × ×
- × × ×
max[
- × 0]
max[ - ×
0]
9:30-
15:15
=∑
× × + ∑
× × - ∑
× ×
- ∑ ×
×
±10%
10%
10%
2019 12 23