中(zhong)證網訊(記者 王朱瑩)為規范期權(quan)業務,保(bao)護投資者合(he)(he)(he)法權(quan)益,充分聽取(qu)市(shi)場(chang)(chang)意(yi)(yi)(yi)見(jian),進一步完(wan)善玉米(mi)期權(quan)合(he)(he)(he)約(yue),保(bao)障市(shi)場(chang)(chang)穩定運行和功能發揮(hui),大連(lian)商(shang)(shang)(shang)品交易(yi)所(以(yi)下簡稱“大商(shang)(shang)(shang)所”)于(yu)12月(yue)28日發布通知,就玉米(mi)期權(quan)合(he)(he)(he)約(yue)向市(shi)場(chang)(chang)公開(kai)征(zheng)求(qiu)意(yi)(yi)(yi)見(jian)。據通知,此次征(zheng)求(qiu)意(yi)(yi)(yi)見(jian)的(de)內容為《大連(lian)商(shang)(shang)(shang)品交易(yi)所玉米(mi)期貨期權(quan)合(he)(he)(he)約(yue)(征(zheng)求(qiu)意(yi)(yi)(yi)見(jian)稿)》,同時還公布了合(he)(he)(he)約(yue)起草說(shuo)明。有關(guan)意(yi)(yi)(yi)見(jian)或(huo)建議可以(yi)書面或(huo)電子郵件形式于(yu)2019年1月(yue)3日前反(fan)饋至大商(shang)(shang)(shang)所。
根據此次公布的玉(yu)米(mi)期貨(huo)(huo)期權(quan)(quan)(quan)(quan)(quan)合(he)約(yue)(下(xia)稱“玉(yu)米(mi)期權(quan)(quan)(quan)(quan)(quan)”)征(zheng)求意見稿,玉(yu)米(mi)期權(quan)(quan)(quan)(quan)(quan)合(he)約(yue)類型為(wei)看漲(zhang)(zhang)期權(quan)(quan)(quan)(quan)(quan)和看跌(die)期權(quan)(quan)(quan)(quan)(quan);交易(yi)單位為(wei)1手(shou)(10噸(dun)(dun))玉(yu)米(mi)期貨(huo)(huo)合(he)約(yue);最小(xiao)變動(dong)價(jia)(jia)位為(wei)0.5元(yuan)(yuan)(yuan)/噸(dun)(dun);漲(zhang)(zhang)跌(die)停板(ban)(ban)幅度與(yu)玉(yu)米(mi)期貨(huo)(huo)合(he)約(yue)漲(zhang)(zhang)跌(die)停板(ban)(ban)幅度相同;合(he)約(yue)月(yue)(yue)份為(wei)1、3、5、7、9、11月(yue)(yue);行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)覆蓋(gai)玉(yu)米(mi)期貨(huo)(huo)合(he)約(yue)上(shang)一交易(yi)日(ri)結(jie)算價(jia)(jia)上(shang)下(xia)浮動(dong)1.5倍當(dang)日(ri)漲(zhang)(zhang)跌(die)停板(ban)(ban)幅度對應的價(jia)(jia)格(ge)(ge)范(fan)圍。行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)≤1000元(yuan)(yuan)(yuan)/噸(dun)(dun),行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)間(jian)距(ju)為(wei)10元(yuan)(yuan)(yuan)/噸(dun)(dun);1000元(yuan)(yuan)(yuan)/噸(dun)(dun)<行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)≤3000元(yuan)(yuan)(yuan)/噸(dun)(dun),行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)間(jian)距(ju)為(wei)20元(yuan)(yuan)(yuan)/噸(dun)(dun); 行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)>3000元(yuan)(yuan)(yuan)/噸(dun)(dun), 行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)價(jia)(jia)格(ge)(ge)間(jian)距(ju)為(wei)40元(yuan)(yuan)(yuan)/噸(dun)(dun)。行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)方式(shi)為(wei)美(mei)式(shi)期權(quan)(quan)(quan)(quan)(quan),即(ji)買方可以在到(dao)期日(ri)之前(qian)任一交易(yi)日(ri)的交易(yi)時間(jian),以及到(dao)期日(ri)15:30之前(qian)提(ti)出行(xing)(xing)權(quan)(quan)(quan)(quan)(quan)申請(qing)。
大商(shang)所(suo)交易(yi)部相關負責人表(biao)示(shi),玉米(mi)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)合(he)約(yue)的(de)設計(ji)旨在使其更(geng)好的(de)發揮服務(wu)“三農(nong)”和實體經濟的(de)功(gong)(gong)能(neng)。大商(shang)所(suo)于2017年3月31日上(shang)市(shi)(shi)(shi)(shi)了(le)國內首個商(shang)品期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)-豆(dou)(dou)(dou)粕(po)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan),豆(dou)(dou)(dou)粕(po)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)的(de)成功(gong)(gong)上(shang)市(shi)(shi)(shi)(shi)和平穩(wen)(wen)運行,對(dui)大商(shang)所(suo)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)業務(wu)規(gui)則和技術系(xi)統等方(fang)面進行了(le)全面有效的(de)檢(jian)驗,為(wei)玉米(mi)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)的(de)研(yan)發上(shang)市(shi)(shi)(shi)(shi)提供了(le)堅實的(de)基(ji)礎(chu)。玉米(mi)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)與(yu)豆(dou)(dou)(dou)粕(po)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)適(shi)用于同一套規(gui)則體系(xi),充分借(jie)鑒了(le)豆(dou)(dou)(dou)粕(po)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)的(de)成功(gong)(gong)經驗,合(he)約(yue)設計(ji)思路基(ji)本一致,但由于標(biao)的(de)期(qi)(qi)(qi)(qi)貨(huo)的(de)差異,玉米(mi)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)的(de)合(he)約(yue)月份和交易(yi)時間(jian)(jian)與(yu)豆(dou)(dou)(dou)粕(po)期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)不同。同時,結合(he)玉米(mi)期(qi)(qi)(qi)(qi)貨(huo)市(shi)(shi)(shi)(shi)場的(de)實際運行情況,為(wei)保(bao)證(zheng)流動性,保(bao)障期(qi)(qi)(qi)(qi)權(quan)(quan)(quan)(quan)(quan)(quan)市(shi)(shi)(shi)(shi)場功(gong)(gong)能(neng)發揮,在行權(quan)(quan)(quan)(quan)(quan)(quan)價格(ge)與(yu)行權(quan)(quan)(quan)(quan)(quan)(quan)價格(ge)間(jian)(jian)距等方(fang)面做了(le)有針(zhen)對(dui)性地設計(ji),以促進市(shi)(shi)(shi)(shi)場健康(kang)平穩(wen)(wen)運行。
據(ju)了解,在期權(quan)研(yan)發過(guo)程中,大商所(suo)與業內專家、期貨(huo)公司(si)及其風險管理子公司(si)、產(chan)業企業以及市(shi)場(chang)各類投(tou)資者進行了多次研(yan)討論證,不(bu)斷完善(shan)期權(quan)合(he)約(yue)內容(rong)。通過(guo)開(kai)展(zhan)玉(yu)(yu)米(mi)(mi)(mi)期權(quan)仿真交易,讓(rang)投(tou)資者熟悉玉(yu)(yu)米(mi)(mi)(mi)期權(quan)的(de)相關合(he)約(yue)規則,驗證了業務流程、技術系統等各環節的(de)可行性和可操作性。該負責人指出(chu),此(ci)次對(dui)玉(yu)(yu)米(mi)(mi)(mi)期權(quan)合(he)約(yue)公開(kai)征(zheng)求(qiu)市(shi)場(chang)意(yi)見(jian),歡迎市(shi)場(chang)各方提出(chu)寶貴意(yi)見(jian)和建議,交易所(suo)將根據(ju)意(yi)見(jian)進一步(bu)完善(shan)玉(yu)(yu)米(mi)(mi)(mi)期權(quan)合(he)約(yue),為玉(yu)(yu)米(mi)(mi)(mi)期權(quan)順利上市(shi)、平穩(wen)運行奠定堅實(shi)基(ji)礎。
同(tong)日,大商所(suo)(suo)還發布通知,將《期(qi)貨公(gong)司(si)豆粕期(qi)權(quan)業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南》、《豆粕期(qi)權(quan)做市商業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南》分別更名為(wei)《大連商品(pin)(pin)交易所(suo)(suo)期(qi)權(quan)業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南》、《大連商品(pin)(pin)交易所(suo)(suo)期(qi)權(quan)做市商業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南》,以使(shi)其適用(yong)于玉米期(qi)權(quan)等更多期(qi)權(quan)品(pin)(pin)種。據(ju)了(le)解,修改后(hou),兩部(bu)業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南整體(ti)框架基本不變,主要修訂(ding)并完善了(le)相(xiang)關表述(shu),進一步(bu)擴大了(le)兩部(bu)業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南適用(yong)的(de)期(qi)權(quan)品(pin)(pin)種范圍,并根據(ju)最新業(ye)務(wu)(wu)(wu)(wu)規則和系統功能相(xiang)應更新調整。修改后(hou)的(de)業(ye)務(wu)(wu)(wu)(wu)指(zhi)(zhi)(zhi)南將于2019年1月2日正(zheng)式實施。
中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網聲明(ming):凡本(ben)網注(zhu)明(ming)“來源(yuan):中(zhong)(zhong)國證(zheng)(zheng)(zheng)(zheng)券(quan)(quan)報(bao)(bao)·中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網”的(de)所有(you)作(zuo)品(pin)(pin),版權均屬于(yu)中(zhong)(zhong)國證(zheng)(zheng)(zheng)(zheng)券(quan)(quan)報(bao)(bao)、中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網。中(zhong)(zhong)國證(zheng)(zheng)(zheng)(zheng)券(quan)(quan)報(bao)(bao)·中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網與作(zuo)品(pin)(pin)作(zuo)者聯合(he)聲明(ming),任何組(zu)織未經中(zhong)(zhong)國證(zheng)(zheng)(zheng)(zheng)券(quan)(quan)報(bao)(bao)、中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網以及作(zuo)者書面(mian)授(shou)權不(bu)得轉(zhuan)載、摘編或利用(yong)其它方式使用(yong)上述作(zuo)品(pin)(pin)。凡本(ben)網注(zhu)明(ming)來源(yuan)非中(zhong)(zhong)國證(zheng)(zheng)(zheng)(zheng)券(quan)(quan)報(bao)(bao)·中(zhong)(zhong)證(zheng)(zheng)(zheng)(zheng)網的(de)作(zuo)品(pin)(pin),均轉(zhuan)載自其它媒體,轉(zhuan)載目的(de)在于(yu)更(geng)好服務讀者、傳遞信息之需(xu),并不(bu)代表本(ben)網贊同其觀點,本(ben)網亦不(bu)對其真實性負責,持異議者應與原出處單位主張權利。
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