SSE 50 Index Options

Equity Index  
Interest Rate  

Contract Specifications


Underlying	SSE 50 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/Limit Down	±10% of the closing price of the SSE 50 Index on the previous trading day
Contract Months	The current month, the next two months, and the subsequent three quarterly months of the March, June, September, and December cycle
Strike Prices	Strike prices(SP) cover ±10% of the closing price of the SSE 50 Index on the preceding trading day For contracts of the current month and next two months: ● SP ≤ 2,500 index points, strike price interval is 25 index points ● 2,500 < SP ≤ 5,000, strike price interval is 50 index points ● 5,000 < SP ≤ 10,000, strike price interval is 100 index points ● SP > 10,000, strike price interval is 200 index points For contracts of the subsequent three quarterly months: ● SP ≤ 2,500 index points, strike price interval is 50 index points ● 2,500 < SP ≤ 5,000, strike price interval is 100 index points ● 5,000 < SP ≤ 10,000, strike price interval is 200 index points ● SP > 10,000, strike price interval is 400 index points
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 public holiday
Expiration Date	Same as "Last Trading Day”
Settlement Method	Cash settlement
Product Code	Call options: HO Contract Month-C-Strike Price Put options: HO Contract Month-P-Strike Price
Exchange	China Financial Futures Exchange

Contract Information

12 OCT 2020

Contract Code

Listing Date

Last Trading Day

Listing Benchmark Price

Note: Any changes in the table will be updated after daily settlement.

Clearing Parameters

12 OCT 2020

Contract Series	Margin Adjustment Factor / %	Minimum Safety Factor	Transaction Fee / RMB per lot	Exercise and Assignment Fee / RMB per lot	Closing Intraday Positions Rate / %

Note: Any changes in the table will be updated after daily settlement.

Delayed Quotes

Call

Put

Exercise	Last	Change	Volume	OI

Chart	OI	Volume	Change	Last	Exercise	Last	Change	Volume	OI	Chart

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