白糖期权首日挂牌基准价
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为配合白糖期权上市，郑商所决定，4月18日当晚所有合约不进行夜盘交易。
4月19日8:55—9:00为所有期货合约、白糖期权合约的集合竞价时间，当晚恢复夜盘交易。其中，4月19日当晚起，白糖期权开展夜盘交易，夜盘交易时间为21:00—23:30。
根据通告，4月19日挂牌的白糖期权标的期货合约为：SR707、SR709、SR711、SR801、SR803、SR805、SR807、SR809，最近月份为2017年7月，其他依次为2017年9月、11月，以及2018年1月、3月、5月、7月和9月。根据白糖期权合约规定，每个标的期货合约将对应挂出1个平值期权合约、5个实值期权合约和5个虚值期权合约，分看涨期权和看跌期权两种类型，首日挂牌期权合约数量为176个。
挂牌基准价方面，郑商所根据期权定价模型计算各期权合约基准价。其中，波动率参数根据白糖期货历史波动率等因素确定，利率参数为4.35%。
最大下单数量方面，限价指令的每次最大下单数量为20手，市价指令的每次最大下单数量为2手。
限仓方面，非期货公司会员和客户所持有的按单边计算的某月份期权合约投机持仓限额为200手，做市商持仓限额为10000手，以满足做市商履行报价义务需要。
另外，投机加套利持仓不得超过投机持仓限额的2倍，投机、套利与套期保值持仓之和不得超过投机持仓限额的3倍。
根据目前规定计算，客户某月份期权合约套利持仓最大为400手，套保持仓最大为600手。询价限制方面，对同一期权合约的询价时间间隔不得小于60秒，期权合约最优买卖报价差小于等于规定的价差时不得询价。
此外，郑商所还明确，白糖期权交易手续费为3元/手，行权（履约）手续费为0元/手，行权（履约）后新建的期货持仓，按白糖期货交易手续费标准执行。
标的合约
看涨期权基准价行权价看跌期权基准价SR707517.506,200.001.50SR707420.506,300.004.00SR707327.506,400.0011.00SR707242.006,500.0025.50SR707167.506,600.0051.00SR707108.006,700.0091.00SR70764.006,800.00147.00SR70735.006,900.00217.00SR70717.007,000.00299.50SR7077.507,100.00389.50SR7073.007,200.00485.00SR709498.506,300.0023.50SR709414.506,400.0039.00SR709337.006,500.0061.00SR709267.506,600.0091.00SR709207.006,700.00129.50SR709156.506,800.00178.00SR709115.006,900.00236.00SR70982.007,000.00302.00SR70956.507,100.00376.00SR70937.507,200.00456.50SR70924.507,300.00543.00SR711571.506,300.0040.00SR711490.506,400.0058.50SR711415.506,500.0083.00SR711347.506,600.00113.50SR711286.006,700.00151.00SR711232.006,800.00195.50SR711185.006,900.00247.50SR711145.507,000.00306.50SR711112.507,100.00372.00SR71185.007,200.00443.50SR71163.507,300.00521.00SR801598.506,400.0064.00SR801522.506,500.0086.50SR801451.006,600.00114.00SR801385.506,700.00146.50SR801326.506,800.00186.00SR801274.006,900.00232.00SR801227.007,000.00283.00SR801186.007,100.00340.00SR801150.007,200.00403.00SR801121.007,300.00472.00SR80196.007,400.00545.50SR803588.506,400.0094.50SR803516.506,500.00121.00SR803450.506,600.00153.00SR803390.506,700.00191.00SR803335.006,800.00233.00SR803284.006,900.00280.00SR803241.007,000.00334.50SR803201.507,100.00393.50SR803166.507,200.00456.00SR803138.007,300.00525.50SR803112.507,400.00598.50SR805622.006,400.00111.50SR805552.006,500.00139.50SR805486.006,600.00171.50SR805427.006,700.00210.00SR805371.506,800.00252.00SR805321.506,900.00299.00SR805277.007,000.00352.00SR805235.507,100.00408.00SR805200.507,200.00470.50SR805169.007,300.00536.50SR805141.007,400.00606.50SR807618.006,400.00136.50SR807552.006,500.00168.50SR807490.006,600.00203.50SR807432.006,700.00243.00SR807380.006,800.00288.00SR807330.506,900.00335.50SR807288.507,000.00390.00SR807248.507,100.00447.50SR807214.007,200.00510.00SR807182.507,300.00576.00SR807155.007,400.00645.50SR809656.006,400.00148.50SR809590.506,500.00180.50SR809528.506,600.00215.50SR809471.006,700.00254.50SR809418.006,800.00298.50SR809368.506,900.00345.50SR809325.007,000.00398.00SR809283.007,100.00453.00SR809247.507,200.00514.50SR809213.507,300.00577.00SR809185.507,400.00646.00
附：白糖期权合约
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