Overview
CSI 300 is composed of 300 stocks with the largest market capitalization and liquidity from the entire basket of listed A share companies in China. The index aims to measure the overall performance of the A shares traded on Shanghai Stock Exchange and Shenzhen Stock Exchange.
Contract Specifications
Underlying CSI 300 Index
Contract Multiplier CNY 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 CSI 300 Index on the previous trading day
Contract Months Current month, next two months, and the subsequent three months in the March, June, September,and December quarterly cycle
Strike Prices
  • Strike prices(SP) cover ±10% of the closing price of the CSI 300 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 poin
  • 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 month, postponed to the next business day if it falls on a public holiday
Expiration Date Same as the last trading day
Settlement Method Cash settlement
Contract Code
Call options: IO Contract Month-C-Strike Price
Put options: IO 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