合约数量
　　截至2023年9月，中国共有37个期权合约存续。其中，金融板块3个、能源化工板块12个、金属板块9个、农产品板块13个。
　　上市历史
　　目前存续期权合约中，2019年至2023年间上市合约占总数的89%，最早的是2015年2月上市的上证50期权。
　　1)金融期权：最早为2015年2月上市的上证50期权。其他均在中金所上市。2)能化期权：最早为2019年12月郑商所PTA期权。上游产品主要在上期所、中下游产品主要在郑商所和大商所。3)金属期权：最早为2018年9月上期所的铜期权。有色金属主要集中于上期所上市。4)农产品期权：最早为2017年3月郑商所的豆粕期权。其他在上期所、郑商所和大商所上市。

研究报告全文：中信期货研究CITICFuturesResearch2023-09-19中国期权合约手册投资咨询业务资格证监许可2012669号ChinaOptionContractsManualInvestmentconsultingbusinessqualificationSECLicense2012No669摘要ABSTRACT桂晨曦本手册介绍中国大陆期货交易所的期权品种上市情况并详细汇编所有期权合约包括金融从业资格号F3023159能源化工金属农产品板块37个存续合约供投资者参考投资咨询号Z0013632GuiChenxiQualificationNoF3023159ThisManualisasummaryofoptioncontractslistedonChinamainlandFuturesexchangeConsultingNoZ0013632EmailGuichenxiciticsfcomincluding37optionsinfinancialenergychemicalsmetalandagriculturesectors重要提示本报告非期货交易咨询业务项下服务其中的观点和信息仅作参考之用不构成对任何人投资建议我司不会因为关注收到或阅读本报告内容而视相关人员为客户市场有风险投资需谨慎ImportantnoteThisreportisnotaserviceunderthefuturestradingconsultingbusinessandtheopinionsandinformationprovidedareforreferenceonlyanddonotconstituteinvestmentadvicetoanyoneOurcompanywillnotconsiderrelevantpersonnelascustomersduetotheirattentionreceiptorreadingofthecontentofthisreportTherearerisksinthemarketandinvestmentneedstobecautious中信期货研究CITICFuturesResearch目录摘要ABSTRACT1一概述Introduction411合约数量NumbersofContracts412上市历史HistoryofContracts5二金融期权FinancialOptions721股指EquityIndex7211沪深300指数CSI3007212上证50指数SSE509213中证1000指数CSI100011三能化期权EnergyChemicalsOptions1331油气OilGas13311原油CrudeOil13312液化石油气LPG1532化工Chemicals16321PTA16322对二甲苯Paraxylene17323聚乙烯LLDPE19324聚丙烯PP20325聚氯乙烯PolyvinylChloride21326苯乙烯Ethenylbenzene22327乙二醇EthyleneGlycol23328甲醇Methanol24329烧碱SodiumHydrate2633煤炭Coal28331动力煤ThermalCoal28四金属期权MetalsOptions3041贵金属PreciousMetals30411黄金Gold30412白银Silver3242有色金属NonferrousMetals34421铜Copper34422铝Aluminum36423锌Zinc38424碳酸锂LithiumCarbonate40425工业硅SiliconMetal4243黑色金属FerrousMetals44431铁矿石IronOre44432螺纹钢SteelRebar46五农产品期权AgriculturalProductsOptions48271中信期货研究CITICFuturesResearch51油脂油料OilGrease48511豆粕SoybeanMeal48512豆油SoybeanOil50513豆一No1Soybean51514豆二No2Soybean52515棕榈油RBDPalmOlein53516菜油RapeseedOil54517菜粕RapeseedMeal5652谷物粮食CerealsGrains58521玉米Corn5853花果根茎RootStemFlowerFruit60531棉花Cotton60532白糖WhiteSugar62533花生PeanutKernel6454橡胶木材RubberWood66541天然橡胶NaturalRubber66542丁二烯橡胶SyntheticRubber68免责声明70Disclaimer71371中信期货研究CITICFuturesResearch一概述Introduction11合约数量NumbersofContracts截至2023年9月中国共有37个期权合约存续其中金融板块3个能源化工板块12个金属板块9个农产品板块13个AsofSeptember2023Chinasoptionmarkethas37activeoptioncontractsAmongthemthereare3contractsinthefinancialsector12contractsintheenergyandchemicalssector9contractsinthemetalssectorand13contractsintheagriculturalsector图表1中国期权合约数量ChinaOptionContractsNumbers金融Financial83农产品AgriculturalProducts3513能源化工EnergyandChemicals3312金属Metals249数据来源WIND中信期货研究所SourceWINDCITICFuturesCompany471中信期货研究CITICFuturesResearch12上市历史HistoryofContracts目前存续期权合约中2019年至2023年间上市合约占总数的89最早的是2015年2月上市的上证50期权1金融期权最早为2015年2月上市的上证50期权其他均在中金所上市2能化期权最早为2019年12月郑商所PTA期权上游产品主要在上期所中下游产品主要在郑商所和大商所3金属期权最早为2018年9月上期所的铜期权有色金属主要集中于上期所上市4农产品期权最早为2017年3月郑商所的豆粕期权其他在上期所郑商所和大商所上市89ofcurrentlyactiveoptioncontractsarelistedbetween2019and2023TheearliestoneistheoptionsonSSE50listedonFebruary20151FinancialOptionthefirstoneistheoptionsontheSSE50listedinFebruary2015AlloptionswerelistedonChinaFinancialFuturesExchange2EnergyandChemicalstheearliestoneistheoptionsonthePTAFutureslistedinDecember2019UpstreamproductsprimarilylistedontheShanghaiFuturesExchangewhilemidstreamanddownstreamproductslistedontheZhengzhouCommodityExchangeandDalianCommodityExchange3MetalstheearliestoneistheoptionsontheCopperFuturescontractlistedinSeptember2018MetaloptionsaremainlylistedonShanghaiFuturesExchange4AgriculturalProductstheearliesoneistheoptionsontheSoybeanMealFuturescontractlistedinMarch2017OtheroptionswerelistedonShanghaiFuturesExchangeZhengzhouCommodityExchangeandDalianCommodityExchange571中信期货研究CITICFuturesResearch图表2中国期权合约上市时间NewlyListedOptionContractsperyear10988866422211002015年2016年2017年2018年2019年2020年2021年2022年2023年数据来源WIND中信期货研究所SourceWINDCITICFuturesCompany图表3中国期权合约上市列表TimeofOptionContractsListed年新上市期权合约OptionContractOnListYear2015HO上证50指数SSE502017M豆粕SoybeanMealSR白糖WhiteSugar2018CU铜CopperIO沪深300指数CSI300C玉米CornCF棉花Cotton2019RU橡胶NaturalRubberTAPTAMA甲醇MethanolAU黄金GoldI铁矿石IronOreRM菜粕RapeseedMealPG液化石油气LPGZC动力煤ThermalCoal2020L聚乙烯LLDPEPP聚丙烯PPPVC聚氯乙烯PolyvinylChlorideAL铝AluminumZN锌ZincSC原油CrudeOil2021P棕榈油RBDPalmOleinMO中证1000指数CSI1000Y豆油SoybeanOilOI菜油RapeseedOil2022PK花生PeanutKernelA豆一No1SoybeanB豆二No2SoybeanAG白银SilverSI工业硅SiliconMetalRB螺纹钢SteelRebarEB苯乙烯EthenylbenzeneEG乙二醇EthyleneGlycol2023LC碳酸锂LithiumCarbonateBR丁二烯胶SyntheticRubberPX对二甲苯ParaxyleneSH烧碱SodiumHydrate资料来源Wind中信期货研究所SourceWINDCITICFuturesCompany671中信期货研究CITICFuturesResearch二金融期权FinancialOptions21股指EquityIndex211沪深300股指期权CSI300IndexOptions合约标的物沪深300指数合约乘数每点人民币100元合约类型看涨期权看跌期权报价单位指数点最小变动价位02点每日价格最大波动限制上一交易日沪深300指数收盘价的10合约月份当月下2个月及随后3个季月行权价格覆盖沪深300指数上一交易日收盘价上下浮动10对应的价格范围对当月与下2个月合约行权价格2500点时行权价格间距为25点2500点行权价格5000点时行权价格间距为50点5000点行权价格10000点时行权价格间距为100点行权价格行权价格10000点时行权价格间距为200点对随后3个季月合约行权价格2500点时行权价格间距为50点2500点行权价格5000点时行权价格间距为100点5000点行权价格10000点时行权价格间距为200点行权价格10000点时行权价格间距为400点行权方式欧式交易时间930-11301300-1500最后交易日合约到期月份的第三个星期五遇国家法定假日顺延到期日同最后交易日交割方式现金交割看涨期权IO合约月份-C-行权价格交易代码看跌期权IO合约月份-P-行权价格上市交易所中国金融期货交易所771中信期货研究CITICFuturesResearchUnderlyingCSI300IndexContractMultiplierRMB100ContractTypeCalloptioncontractsandputoptioncontractsQuotationUnitIndexpointTickSize02indexpointsLimitUpLimitDown10oftheclosingpriceoftheCSI300IndexontheprevioustradingdayThecurrentmonththenexttwomonthsandthesubsequentthreequarterlymonthsofContractMonthstheMarchJuneSeptemberandDecembercycleStrikepricesSPcover10oftheclosingpriceoftheCSI300IndexontheprecedingtradingdayForcontractsofthecurrentmonthandnexttwomonthsSP2500indexpointsstrikepriceintervalis25indexpoints2500SP5000strikepriceintervalis50indexpoints5000SP10000strikepriceintervalis100indexpointsStrikePricesSP10000strikepriceintervalis200indexpointsForcontractsofthesubsequentthreequarterlymonthsSP2500indexpointsstrikepriceintervalis50indexpoints2500SP5000strikepriceintervalis100indexpoints5000SP10000strikepriceintervalis200indexpointsSP10000strikepriceintervalis400indexpointsExerciseStyleEuropeanTradingHours0930am-1130am0100pm-0300pmThirdFridayofthecontractsexpirymonthpostponedtothenextbusinessdayifitfallsLastTradingDayonapublicholidayExpirationDateSameasLastTradingDaySettlementMethodCashsettlementCalloptionsIOContractMonth-C-StrikePriceProductCodePutoptionsIOContractMonth-P-StrikePriceExchangeChinaFinancialFuturesExchange资料来源中国金融期货交易所中信期货研究所SourceCFFEXCITICFuturesCompany871中信期货研究CITICFuturesResearch212上证50股指期权SSE50IndexOptions合约标的物上证50指数合约乘数每点人民币100元合约类型看涨期权看跌期权报价单位指数点最小变动价位02点每日价格最大波动限制上一交易日上证50指数收盘价的10合约月份当月下2个月及随后3个季月行权价格覆盖上证50指数上一交易日收盘价上下浮动10对应的价格范围对当月与下2个月合约行权价格2500点时行权价格间距为25点2500点行权价格5000点时行权价格间距为50点5000点行权价格10000点时行权价格间距为100点行权价格行权价格10000点时行权价格间距为200点对随后3个季月合约行权价格2500点时行权价格间距为50点2500点行权价格5000点时行权价格间距为100点5000点行权价格10000点时行权价格间距为200点行权价格10000点时行权价格间距为400点行权方式欧式交易时间930-11301300-1500最后交易日合约到期月份的第三个星期五遇国家法定假日顺延到期日同最后交易日交割方式现金交割看涨期权HO合约月份-C-行权价格交易代码看跌期权HO合约月份-P-行权价格上市交易所中国金融期货交易所971中信期货研究CITICFuturesResearchUnderlyingSSE50IndexContractMultiplierRMB100ContractTypeCalloptioncontractsandputoptioncontractsQuotationUnitIndexpointTickSize02indexpointsLimitUpLimitDown10oftheclosingpriceoftheSSE50IndexontheprevioustradingdayThecurrentmonththenexttwomonthsandthesubsequentthreequarterlymonthsofContractMonthstheMarchJuneSeptemberandDecembercycleStrikepricesSPcover10oftheclosingpriceoftheSSE50IndexontheprecedingtradingdayForcontractsofthecurrentmonthandnexttwomonthsSP2500indexpointsstrikepriceintervalis25indexpoints2500SP5000strikepriceintervalis50indexpoints5000SP10000strikepriceintervalis100indexpointsStrikePricesSP10000strikepriceintervalis200indexpointsForcontractsofthesubsequentthreequarterlymonthsSP2500indexpointsstrikepriceintervalis50indexpoints2500SP5000strikepriceintervalis100indexpoints5000SP10000strikepriceintervalis200indexpointsSP10000strikepriceintervalis400indexpointsExerciseStyleEuropeanTradingHours0930am-1130am0100pm-0300pmThirdFridayofthecontractsexpirymonthpostponedtothenextbusinessdayifitfallsLastTradingDayonapublicholidayExpirationDateSameasLastTradingDaySettlementMethodCashsettlementCalloptionsHOContractMonth-C-StrikePriceProductCodePutoptionsHOContractMonth-P-StrikePriceExchangeChinaFinancialFuturesExchange资料来源中国金融期货交易所中信期货研究所SourceCFFEXCITICFuturesCompany1071中信期货研究CITICFuturesResearch213中证1000股指期权CSI1000IndexOptions合约标的物中证1000指数合约乘数每点人民币100元合约类型看涨期权看跌期权报价单位指数点最小变动价位02点每日价格最大波动限制上一交易日中证1000指数收盘价的10合约月份当月下2个月及随后3个季月行权价格覆盖中证1000指数上一交易日收盘价上下浮动10对应的价格范围对当月与下2个月合约行权价格2500点时行权价格间距为25点2500点行权价格5000点时行权价格间距为50点5000点行权价格10000点时行权价格间距为100点行权价格行权价格10000点时行权价格间距为200点对随后3个季月合约行权价格2500点时行权价格间距为50点2500点行权价格5000点时行权价格间距为100点5000点行权价格10000点时行权价格间距为200点行权价格10000点时行权价格间距为400点行权方式欧式交易时间930-11301300-1500最后交易日合约到期月份的第三个星期五遇国家法定假日顺延到期日同最后交易日交割方式现金交割看涨期权MO合约月份-C-行权价格交易代码看跌期权MO合约月份-P-行权价格上市交易所中国金融期货交易所1171中信期货研究CITICFuturesResearchUnderlyingCSI1000IndexContractMultiplierRMB100ContractTypeCalloptioncontractsandputoptioncontractsQuotationUnitIndexpointTickSize02indexpointsLimitUpLimitDown10oftheclosingpriceoftheCSI1000IndexontheprevioustradingdayThecurrentmonththenexttwomonthsandthesubsequentthreequarterlymonthsofContractMonthstheMarchJuneSeptemberandDecembercycleStrikepricesSPcover10oftheclosingpriceoftheCSI1000IndexontheprecedingtradingdayForcontractsofthecurrentmonthandnexttwomonthsSP2500indexpointsstrikepriceintervalis25indexpoints2500SP5000strikepriceintervalis50indexpoints5000SP10000strikepriceintervalis100indexpointsStrikePricesSP10000strikepriceintervalis200indexpointsForcontractsofthesubsequentthreequarterlymonthsSP2500indexpointsstrikepriceintervalis50indexpoints2500SP5000strikepriceintervalis100indexpoints5000SP10000strikepriceintervalis200indexpointsSP10000strikepriceintervalis400indexpointsExerciseStyleEuropeanTradingHours0930am-1130am0100pm-0300pmThirdFridayofthecontractsexpirymonthpostponedtothenextbusinessdayifitfallsLastTradingDayonapublicholidayExpirationDateSameasLastTradingDaySettlementMethodCashsettlementCalloptionsMOContractMonth-C-StrikePriceProductCodePutoptionsMOContractMonth-P-StrikePriceExchangeChinaFinancialFuturesExchange资料来源中国金融期货交易所中信期货研究所SourceCFFEXCITICFuturesCompany1271中信期货研究CITICFuturesResearch三能化期权EnergyChemicalsOptions31油气OilGas311原油CrudeOil合约标的物原油期货合约1000桶合约类型看涨期权看跌期权交易单位1手原油期货合约报价单位元人民币桶最小变动价位005元桶涨跌停板幅度与标的期货合约涨跌停板幅度相同最近两个连续月份合约其后月份在标的期货合约结算后持仓量达到一定数值之后的第二合约月份个交易日挂盘具体数值上海国际能源交易中心另行发布上午900-1130下午1330-1500夜盘交易时间为2100-0230及上海国际能源交易交易时间中心规定的其他时间标的期货合约交割月前第一月的倒数第13个交易日上海国际能源交易中心可以根据国家最后交易日法定节假日等调整最后交易日到期日同最后交易日行权价格覆盖标的期货合约上一交易日结算价上下浮动15倍当日涨跌停板幅度对应的价行权价格格范围行权价格250元桶行权价格间距为2元桶250元桶行权价格500元桶行权价格间距为5元桶行权价格500元桶行权价格间距为10元桶美式买方可在到期日前任一交易日的交易时间提交行权申请买方可在到期日1530之行权方式前提交行权申请放弃申请看涨期权SC-合约月份-C-行权价格交易代码看跌期权SC-合约月份-P-行权价格上市机构上海国际能源交易中心1371中信期货研究CITICFuturesResearchUnderlyingINEcrudeoilfuturesSCcontract1000barrelsContractTypeCalloptionandputoptionContractSize1SCcontractPriceQuotationRMBYuanbarrelMinimumPriceFluctuation005YuanbarrelDailyPriceLimitSameasthatfortheSCcontractOptioncontractswillbelistedforthenearesttwoconsecutivemonthsandwhentheopenListedContractsinterestoftheunderlyingfuturescontractafterdailyclearingreachesaspecificthresholdseparatelyannouncedbyINEforlatermonthsonthesecondtradingdaythereafter900amto1130am130pmto300pm2100pm-0230amandotherhoursTradingHoursspecifiedbyINEThethirteen-to-lasttradingdayofthemonthbeforethedeliverymonthoftheunderlyingLastTradingDaySCcontractsubjecttoadjustmentbyINEincaseofanationalholidayandotherspecialcircumstancesExpirationDateSameasthelasttradingdayTherangeofstrikepriceistheprevioustradingdayssettlementpriceoftheSCcontractplusorminus15timesthecurrentdayspricelimitThestrikepriceintervalis2StrikePriceYuanbarrelifstrikeprice250Yuanbarrel5Yuanbarrelif250Yuanbarrelstrikeprice500Yuanbarrel10Yuanbarrelifstrikeprice500YuanbarrelAmericanstyleBuyersmaysubmitanexerciserequestduringtradinghoursonanyOptionStyletradingdaybeforetheexpirationdateandanexerciseorabandonmentrequestbefore330pmontheexpirationdateCalloptionSC-ContractMonth-C-StrikePriceContractSymbolPutoptionSC-ContractMonth-P-StrikePriceListingExchangeShanghaiInternationalEnergyExchangeINE资料来源上海国际能源交易中心中信期货研究所SourcesINECITICFuturesCompany1471中信期货研究CITICFuturesResearch312液化石油气LPG合约标的物液化石油气期货合约合约类型看涨期权看跌期权交易单位1手20吨液化石油气期货合约报价单位元人民币吨最小变动价位02元吨涨跌停板幅度与液化石油气期货合约涨跌停板幅度相同合约月份123456789101112月每周一至周五上午900-1130下午13301500夜盘交易时间为2100-2300以及交交易时间易所规定的其他时间最后交易日标的期货合约交割月份前一个月的第5个交易日到期日同最后交易日行权价格覆盖液化石油气期货合约上一交易日结算价上下浮动15倍当日涨跌停板幅度对应行权价格的价格范围行权价格2000元吨行权价格间距为25元吨2000元吨行权价格6000元吨行权价格间距为50元吨行权价格6000元吨行权价格间距为100元吨行权方式美式买方可以在到期日之前任一交易日的交易时间以及到期日1530之前提出行权申请看涨期权PG-合约月份-C-行权价格交易代码看跌期权PG-合约月份-P-行权价格上市交易所大连商品交易所UnderlyingInstrumentLiquefiedpetroleumgasfuturescontractContractTypeCalloptionputoptionTradingUnitOnelot20MTofliquefiedpetroleumgasfuturescontractPriceQuoteUnitCNYMTMinimumTickSize02CNYMTDailyPriceLimitRangeThesameasthedailypricelimitrangeofliquefiedpetroleumgasfuturescontractContractMonthsJanFebMarAprMayJunJulAugSepOctNovDec900am-1130am130pm-300pm2100pm-2300pmBeijingTimeTradingHoursMondaytoFridayandothertradinghoursasannouncedbyDCEThe5thtradingdayofthemonthimmediatelyprecedingthedeliverymonthoftheLastTradingDayunderlyingfuturescontractExpirationDateThesameasthelasttradingdayTherangeofexercisepricesisthesettlementpriceoftheliquefiedpetroleumgasfuturescontractontheprevioustradingdayplusorminus15timesthecurrentdayspricelimitExercisePriceIfexerciseprice2000CNYMTexercisepriceinterval25CNYMTIf2000CNYMTexerciseprice6000CNYMTexercisepriceinterval50CNYMTIfexerciseprice6000CNYMTexercisepriceinterval100CNYMTAmericanstyleTheoptionsbuyercanapplytoexercisetheoptionsinthetradinghoursofExerciseStyleanytradingdaypriortotheexpirationdateandbefore330pmontheexpirationdateCalloptionPG-ContractMonth-C-ExercisePriceContractSymbolPutoptionPG-ContractMonth-P-ExercisePriceListedExchangeDCE资料来源大连商品交易所中信期货研究所SourceDCECITICFuturesCompany1571中信期货研究CITICFuturesResearch32化工Chemicals321PTA合约标的物精对苯二甲酸PTA期货合约合约类型看涨期权看跌期权交易单位1手PTA期货合约报价单位元人民币吨最小变动价位05元吨涨跌停板幅度与PTA期货合约涨跌停板幅度相同标的期货合约中的连续两个近月其后月份在标的期货合约结算后持仓量达到10000手单边之后的第合约月份二个交易日挂牌交易时间每周一至周五上午9001130下午13301500以及交易所规定的其他交易时间标的期货合约交割月份前一个月第15个日历日之前含该日的倒数第3个交易日以及交易所规定的最后交易日其他日期到期日同最后交易日行权价格覆盖标的期货合约上一交易日结算价上下浮动15倍当日涨跌停板幅度对应的价格范围行权价行权价格格5000元吨行权价格间距为50元吨5000元吨行权价格10000元吨行权价格间距为100元吨行权价格10000元吨行权价格间距为200元吨美式买方可在到期日前任一交易日的交易时间提交行权申请买方可在到期日1530之前提交行权申请行权方式放弃申请看涨期权TA-合约月份-C-行权价格交易代码看跌期权TA-合约月份-P-行权价格上市交易所郑州商品交易所UnderlyingPurifiedTerephthalicAcidPTAFuturesContractContractTypeCallOptionPutOptionTradingUnitOnePTAfuturescontractPriceQuotationChineseyuanCNYpermetrictonMinimumPriceCNY05metrictonFluctuationPriceLimitThesameasthepricelimitofthePTAfuturescontractThetwoconsecutivenearbymonthsoftheunderlyingfuturescontracttheoptionscontractsoftheContractMonthsfollowingmonthswillbelistedonthesecondtradingdayaftertheopeninterestssingle-sidedoftheirunderlyingfuturescontractsexceed10000lotsafterclearingMondaytoFridayexceptpublicholidaysTradingHours900am-1130am130pm-300pmBeijingtimeOthertradinghoursstipulatedbyZhengzhouCommodityExchange1671中信期货研究CITICFuturesResearch合约标的物精对苯二甲酸PTA期货合约Thethird-to-lasttradingdaybeforethe15thcalendardayincludingthedayofthemonthpriortotheLastTradingDayfuturesdeliverymonthandotherdatesstipulatedbyZhengzhouCommodityExchangeExpirationDayThesameasthelasttradingdayTherangeofstrikepriceistheprevioustradingdayssettlementpriceoftheunderlyingfuturescontractplusorminus15timesthecurrentdayspricelimitThestrikepriceintervalisCNY50metrictonwhenthestrikepriceislessthanorequaltoStrikePriceCNY5000metrictonCNY100metrictonwhenthestrikepriceisgreaterthanCNY5000metrictonandlessthanorequaltoCNY10000metrictonCNY200metrictonwhenthestrikepriceisgreaterthanCNY10000metrictonAmericanstyleThebuyercansubmittheapplicationforexercisingPTAoptionduringtradinghoursonExerciseStyletheexpirationdayoranytradingdaybeforetheexpirationdayThebuyercansubmittheapplicationforexercisingorwaivingtheexercisebefore1530ontheexpirationdayCalloptionTA-contractmonth-C-strikepriceProductCodePutoptionTA-contractmonth-P-strikepriceListedExchangeZhengzhouCommodityExchange资料来源郑州商品交易所中信期货研究所SourceCZCECITICFuturesCompany322对二甲苯Paraxylene合约标的物对二甲苯期货合约合约类型看涨期权看跌期权交易单位1手对二甲苯期货合约报价单位元人民币吨最小变动价位05元吨涨跌停板幅度与对二甲苯期货合约涨跌停板幅度相同标的期货合约中的连续两个近月其后月份在标的期货合约结算后持仓量达到10000手单合约月份边之后的第二个交易日挂牌交易时间每周一至周五上午9001130下午13301500以及交易所规定的其他交易时间标的期货合约交割月份前两个月最后一个日历日之前含该日的倒数第3个交易日以及最后交易日交易所规定的其他日期到期日同最后交易日行权价格覆盖标的期货合约上一交易日结算价上下浮动15倍当日涨跌停幅度对应的价格范行权价格围行权价格5000元吨行权价格间距为50元吨5000元吨行权价格10000元吨行权价格间距为100元吨行权价格10000元吨行权价格间距为200元吨美式买方可在到期日前任一交易日的交易时间提交行权申请买方可在到期日1530之前行权方式提交行权申请放弃申请看涨期权PX合约月份C行权价格交易代码看跌期权PX合约月份P行权价格上市交易所郑州商品交易所1771中信期货研究CITICFuturesResearchUnderlyingParaxyleneFuturesContractContractTypeCallOptionPutOptionTradingUnitOneParaxylenefuturescontractPriceQuotationChineseyuanCNYpermetrictonMinimumPriceFluctuationCNY05metrictonPriceLimitThesameasthepricelimitoftheparaxylenefuturescontractThetwoconsecutivenearbymonthsoftheunderlyingfuturescontracttheoptionscontractsofthefollowingmonthswillbelistedonthesecondtradingdayaftertheopenContractMonthsinterestssingle-sidedoftheirunderlyingfuturescontractsexceed10000lotsafterclearingMondaytoFridayexceptpublicholidaysTradingHours900am-1130am130pm-300pmBeijingtimeOthertradinghoursstipulatedbyZhengzhouCommodityExchangeThethird-to-lasttradingdaybeforethecalendardayincludingthedayofthesecondLastTradingDaymonthpriortothefuturesdeliverymonthandotherdatesstipulatedbyZhengzhouCommodityExchangeExpirationDayThesameasthelasttradingdayTherangeofstrikepriceistheprevioustradingdayssettlementpriceoftheunderlyingfuturescontractplusorminus15timesthecurrentdayspricelimitThestrikepriceintervalisCNY50metrictonwhenthestrikepriceisequaltoorlessthanStrikePriceCNY5000metrictonCNY100metrictonwhenthestrikepriceisgreaterthanCNY5000metrictonandlessthanorequaltoCNY10000metrictonCNY200metrictonwhenthestrikepriceisgreaterthanCNY10000metrictonAmericanThebuyercansubmittheapplicationforexercisingparaxyleneoptionduringtradinghoursontheexpirationdayoranytradingdaybeforetheexpirationdayExerciseStyleThebuyercansubmittheapplicationforexercisingorwaivingtheexercisebefore1530ontheexpirationdayCalloptionPX-contractmonth-C-strikepriceProductCodePutoptionPX-contractmonthP-strikepriceListedExchangeZhengzhouCommodityExchange资料来源郑州商品交易所中信期货研究所SourceCZCECITICFuturesCompany1871中信期货研究CITICFuturesResearch323聚乙烯LLDPE合约标的物线型低密度聚乙烯期货合约合约类型看涨期权看跌期权交易单位1手5吨线型低密度聚乙烯期货合约报价单位元人民币吨最小变动价位05元吨涨跌停板幅度与线型低密度聚乙烯期货合约涨跌停板幅度相同合约月份123456789101112月每周一至周五上午9001130下午13301500夜盘交易时间为2100-2300以及交易交易时间所规定的其他时间最后交易日标的期货合约交割月份前一个月的第5个交易日到期日同最后交易日行权价格覆盖线型低密度聚乙烯期货合约上一交易日结算价上下浮动15倍当日涨跌停板幅度行权价格对应的价格范围行权价格5000元吨行权价格间距为50元吨5000元吨行权价格10000元吨行权价格间距为100元吨行权价格10000元吨行权价格间距为200元吨行权方式美式买方可以在到期日之前任一交易日的交易时间以及到期日1530之前提出行权申请看涨期权L-合约月份-C-行权价格交易代码看跌期权L-合约月份-P-行权价格上市交易所大连商品交易所UnderlyingInstrumentLinearlowdensitypolyethylenefuturescontractContractTypeCalloptionputoptionTradingUnitOnelot5MToflinearlowdensitypolyethylenefuturescontractPriceQuoteUnitCNYMTMinimumTickSize05CNYMTDailyPriceLimitRangeThesameasthedailypricelimitrangeoflinearlowdensitypolyethylenefuturescontractJanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberContractMonthsDecember900am-1130am130pm-300pm2100pm-2300pmBeijingTimeMondayTradingHourstoFridayandothertradinghoursasannouncedbyDCEThe5thtradingdayofthemonthimmediatelyprecedingthedeliverymonthofunderlyingLastTradingDayfuturescontractExpirationDateThesameasthelasttradingdayTheexercisepriceshallbeintherangeofthesettlementpriceofthelinearlowdensitypolyethylenefuturesonthelasttradingday15dailypricelimitrangeofthesamedayExercisePriceIfexerciseprice5000CNYMTexercisepriceinterval50CNYMTIf5000CNYMTexerciseprice10000CNYMTexercisepriceinterval100CNYMTIfexerciseprice10000CNYMTexercisepriceinterval200CNYMTAmericanstyleTheoptionsbuyercanapplytoexercisetheoptionsinthetradinghoursofanyExerciseStyletradingdaypriortotheexpirationdateandbefore330pmontheexpirationdateCalloptionL-ContractMonth-C-ExercisePriceContractSymbolPutoptionL-ContractMonth-P-ExercisePriceListedExchangeDCE资料来源大连商品交易所中信期货研究所SourceDCECITICFuturesCompany1971中信期货研究CITICFuturesResearch324聚丙烯PP合约标的物聚丙烯期货合约合约类型看涨期权看跌期权交易单位1手5吨聚丙烯期货合约报价单位元人民币吨最小变动价位05元吨涨跌停板幅度与聚丙烯期货合约涨跌停板幅度相同合约月份123456789101112月每周一至周五上午9001130下午13301500夜盘交易时间为2100-2300以及交交易时间易所规定的其他时间最后交易日标的期货合约交割月份前一个月的第5个交易日到期日同最后交易日行权价格覆盖聚丙烯期货合约上一交易日结算价上下浮动15倍当日涨跌停板幅度对应的价格行权价格范围行权价格5000元吨行权价格间距为50元吨5000元吨行权价格10000元吨行权价格间距为100元吨行权价格10000元吨行权价格间距为200元吨行权方式美式买方可以在到期日之前任一交易日的交易时间以及到期日1530之前提出行权申请看涨期权PP-合约月份-C-行权价格交易代码看跌期权PP-合约月份-P-行权价格上市交易所大连商品交易所UnderlyingInstrumentPolypropylenefuturescontractContractTypeCalloptionputoptionTradingUnitOnelot5MTofpolypropylenefuturescontractPriceQuoteUnitCNYMTMinimumTickSize05CNYMTDailyPriceLimitRangeThesameasthedailypricelimitrangeofpolypropylenefuturescontractJanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberContractMonthsDecember900am-1130am130pm-300pm2100pm-2300pmBeijingTimeMondayTradingHourstoFridayandothertradinghoursasannouncedbyDCEThe5thtradingdayofthemonthimmediatelyprecedingthedeliverymonthofunderlyingLastTradingDayfuturescontractExpirationDateThesameasthelasttradingdayTheexercisepriceshallbeintherangeofthesettlementpriceofthepolypropylenefuturesonthelasttradingday15dailypricelimitrangeofthesamedayExercisePriceIfexerciseprice5000CNYMTexercisepriceinterval50CNYMTIf5000CNYMTexerciseprice10000CNYMTexercisepriceinterval100CNYMTIfexerciseprice10000CNYMTexercisepriceinterval200CNYMTAmericanstyleTheoptionsbuyercanapplytoexercisetheoptionsinthetradinghoursofExerciseStyleanytradingdaypriortotheexpirationdateandbefore330pmontheexpirationdateCalloptionPP-ContractMonth-C-ExercisePriceContractSymbolPutoptionPP-ContractMonth-P-ExercisePriceListedExchangeDCE资料来源大连商品交易所中信期货研究所SourceDCECITICFuturesCompany2071