Stock Index Enhancement strategy with options
The ways to do stock index enhancement strategy
1. overweight and underweight
2. strategies of buying newly listed stocks or...
《中国金融期货交易所异常交易管理办法》股指期权有关监管标准及处理程序
Regulatory Criteria and Handling Procedures for Abnormal Trading Activities Related to Equity Index Options under the Measures of China Financial Futures Ex...
Announcement on reminding Harvest CSI 300 ETF option contract to be adjusted soon
On August 29, 2020, Harvest Fund Management Co., Ltd. issued the "Announcement on the First Income Distrib...
Innovative products! A-share leveraged inverse ETF is coming.
The Hong Kong subsidiary of public funds that went overseas in 2008 continued to be rooted in market demand and innovate. Recently,...
(1) trading volume and OI
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
Graph 2: Harvest CSI 300 ETF Option Volume and Position (lots)
...
(1) trading volume and OI
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
Graph 2: Harvest CSI 300 ETF Option Volume and Position (lots)
...
(1) trading volume and OI
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
Graph 2: Harvest CSI 300 ETF Option Volume and Position (lots)
Gra...
(1) trading volume and OI
All dollar trading and OI amounts are for notional value. Newest data: 2020/4/10.
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
...
(1) trading volume and OI
All dollar trading and OI amounts are for notional value. Newest data: 2020/3/27.
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
Gr...
(1) trading volume and OI
All dollar trading and OI amounts are for notional value. Newest data: 2020/3/20.
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
...
(1) trading volume and OI
All dollar trading and OI amounts are for notional value. Newest data: 2020/3/9.
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
Gr...
SSE announcement (derivatives) [2020] No.9
February 26, 2020 is the final trading date, exercise date and expiration date of February contract of the 50ETF option and 300ETF option. The term rig...
February 21 is the first delivery date of the CSI 300 index option contract since its listing. According to the CFFEX data, IO2002 contract are 4298 lots exercised, 26571 lots open interest and 22273 ...
In order to ensure the smooth
implementation of the exercise on the expiration date of the option contract,
you should fully understand the rules and relevant risks of the exercise of the
option be...
(1) trading volume and OI
All dollar trading and OI amounts are for notional value. Newest data: 2020/2/14.
Graph 1: Huatai-PB CSI 300 ETF Option Volume and Position (lots)
G...
The final trading date, exercise date and maturity date of the 50ETF option contract and 300ETF option contract due in January 2020 are January 22, 2020. January option contract will expire and exerci...
Today’s Shanghai begins a new week with a ray of sunshine after the weekend’s rain and wind. Although at the end of last week, many securities companies and futures friends have pointed out that 50ETF...
Why
is there some small difference in delta of options before and after dividend
adjustment?
Today is the ex-dividend day of 50ETF,
and the number of 50ETF options contracts has increased sig...
"Huaxia SSE 50ETF" will deliver dividend
and be ex-dividend on December 2, 2019. On that day, 50ETF options will be
adjusted accordingly, and the exercise price, contract ...
"Huaxia
SSE50 ETF" will deliver dividend and be ex-dividend on December 2, 2019.
On that day, 50ETF options will be adjusted accordingly, and the exercise
price, contract unit and unit premium will...
On
December 2, 2019, Huaxia
SSE 50ETF will deliver dividend and be ex-dividend, and the exercise price and
contract unit of the original contract will be changed. Based on the changes of
options m...
On November 15, 2019, Huaxia Fund Management Co., Ltd.
issued the notice on profit distribution of Shanghai Stock Exchange 50 exchange
trading open index securities investment fu...
Two ETFs found a net inflow of more than one
billion funds
After the
listing of the CSI 300 ETF options, there have been significant net funds
inflows on their underlying assets, the Huatai-...
Market participants：
In order to further meet the needs of investor risk management and better utilize the economic functions of the options market, the Shanghai Stock Exchange decided to adjust the ...
Notice on Listing and Trading of CSI 300 Stock Index Option Contracts
All member entities,
The China Securities Regulatory Commission (CSRC [2019] No. 452) has of...
With the approval of the China Securities Regulatory Commission, the Shanghai Stock Exchange will list and trade the CSI 300 ETF Option Contract, whose underlying asset is the Huatai-Pinebridge CSI 30...
In the first 10 months of this year, the cumulative
trading volume of SSE50 ETF options reached 500 million, far more than 316
million in the whole year last year. At the same time, the institutiona...
1.
Review the option composite margin of major exchanges.
Almost
all the major exchanges have introduced the option composite margin regulation.
Among the listed options, ZCE and SSE offer...
(I)Different underlying
The underlying asset are Huatai PinBridge CSI300 ETF (Shanghai stock market) and Harvest CSI300 ETF (Shenzhen stock market)
(II)Different trading orders
There are five ...
(I). The underlying and option type is different
When the ETF options listed on the Shanghai and Shenzhen Stock Exchanges, and its underlying is ETFs funds which track the CSI 300 Index, while CFF...