发布时间:2020-12-11
沪深300股指期权日内开仓是有限制的,自沪深300股指期权上市起,中金所对该期权品种的交易限额是逐渐松绑的,从中金所发布的最新公告可以看到,沪深300股指期权日内开仓手数提高至200手,详细规定可以看下文。
(1)上市首日至2020年3月20日: (1) Listed for the first time until 20 March 2020:
该期权品种日内最大开仓手数为50手,单个月份合约日内最大开仓手数为20手,深度虚值合约日内最大开仓手数为10手。 The maximum number of openers during the option range was 50, the maximum number of openers during the individual monthly contract days was 20, and the maximum number of openers during the deep inflated contract days was 10.
(2)2020年3月23日至2020年6月19日: (2) Between 23 March 2020 and 19 June 2020:
该期权品种日内最大开仓手数为100手,单个月份合约日内最大开仓手数为50手,深度虚值合约日内最大开仓手数为20手。 The maximum number of openers during the option range was 100, the maximum number of openers during the individual monthly contract days was 50, and the maximum number of openers during the deep inflated contract days was 20.
(3)自2020年6月22日起: 该期权品种日内最大开仓手数为200手,单个月份合约日内最大开仓手数为100手,深度虚值合约日内最大开仓手数为30手。 The maximum number of openers in the options range is 200, the maximum number of openers in the individual monthly contract days is 100, and the maximum number of openers in the deep void contract days is 30.
深度虚值合约是指同一月份合约中,行权价格高于上一交易日合约标的指数收盘价的第十个及以上的看涨期权合约和行权价格低于上一交易日合约标的指数收盘价的第十个及以下的看跌期权合约。日内开仓交易的最大数量是指客户某一交易日某一品种、某一月份合约或某一合约上的买开仓数量与卖开仓数量之和。 In the same month's contracts, the maximum number of open-air transactions in >day is the sum of the number of different types of transactions, monthly contracts, or contracts, and the number of open-door sales.
特别提示:套期保值交易、做市交易的开仓数量不受此限。具有实际控制关系的账户组开仓数量合并计算,其标准与单个客户相同。客户单日在多个合约上达到交易所处理标准的,按照一次认定。客户第一次出现违反上述规定的情形,交易所将对其采取限制开仓5个交易日的措施。第二次出现,交易所将对其采取限制开仓10个交易日的措施。第三次及以上出现,交易所将对其采取限制开仓1个月的措施。情节严重的,按《中国金融期货交易所违规违约处理办法》的有关规定处理。推荐阅读:【沪深300股指期权开户条件】
special reminder: hedges and market openings are not limited. The number of openings of accounts with physical control relationships is combined to the same amount as that of individual customers. Clients meet exchange processing standards on multiple contracts, once determined. Clients are subject to the first violation of the above-mentioned provisions. The exchange will restrict the opening of five trading days. Second, the exchange will limit the opening of 10 trading days. Third and above, the exchange will limit the opening of a business for one month. Serious circumstances will be dealt with in accordance with the relevant provisions of the Code for the Treatment of Non-compliance by China's Financial Futures Exchange. Suggested reading: [a href=http://www.khqihuo.com/gzq/1731.html] "title=" 300 shares for the opening of a period".
为了方便投资者理解该限仓规定,小编举例说明一下沪深300股指期权最新的交易限额。
In order to facilitate investors' understanding of the limit, the under-editor gave an example of the latest trading limit of 300 shares of options.
目前挂牌上市的沪深300股指期权月份合约有IO2007、IO2008、IO2009、IO2012、IO2103、IO2106这6个月份合约,投资者小王在2020年6月23日一共可以开仓200手这6个沪深300股指期权月份合约,小王可以选择开仓买入IO2007月份合约100手,其他5个月份合约一共开仓100手,并且因为IO2007-C-4500为深度虚值合约,小王对该合约当日开仓不能超过30手。
At present, 300 shares of options per month are listed on the IO2007, IO2008, IO2009, IO2012, IO2103 and IO2106 contracts for six months. On 23 June 2020, the investors could open 200 shares of the six 300 shares per month contracts, the king could choose to buy 100 shares of the IO 2007 contracts, and the other five months 100, and because IO 2007-C-4500 was a deep void contract, the king could not open more than 30 hands on that date.
推荐文章:【沪深300股指期权的每次下单和持仓手数限制分别是多少】
Recommended articles: [title="The number of notes and handhold limits for 300 shares of the right to a depth of 300 shares, respectively"
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