与常规期权、标的期货形成合力
Qi Huo Ri Bao Wang·2026-01-29 04:26

Group 1 - The listing date for soybean meal and corn series options is the first trading day of the month five months prior to the delivery month of the underlying futures contract [1] - The last trading day for soybean meal and corn series options is the 12th trading day of the month two months prior to the delivery month of the underlying futures contract [2] - Trading hours for soybean meal and corn series options are consistent with regular options, from 9:00 to 11:30 and 13:30 to 15:00, including night trading [3] Group 2 - Series options support limit orders and limit stop-loss (profit) orders, with the maximum order quantity being the same as the underlying futures [3] - The listing benchmark price for new options is calculated using the BAW American option pricing model, with the interest rate based on the latest one-year fixed deposit benchmark rate and volatility based on historical volatility of the underlying futures [3][4] Group 3 - Customers can submit applications for exercising options and fulfilling contracts during trading hours and from 15:00 to 15:30 on the expiration date [5] - The position limit for soybean meal options is 40,000 contracts, and the same limit applies to corn options, with combined limits for regular and series options [6] Group 4 - Series options participate in a combination margin discount program, with specific details available on the DCE website [7] - Transaction fees and exercise (fulfillment) fees for soybean meal and corn series options are consistent with those for regular options, with combined calculations for the same contract month [8] Group 5 - The market maker system is implemented for soybean meal and corn series options, allowing non-futures company members and clients to request quotes from market makers [10]

与常规期权、标的期货形成合力 - Reportify