芝加哥期权交易所 Chicago Board Options Exchange (Cboe)对于在其交易所交易的指数期权会收取专有产权的交易费用, 可以查看 www.cboe.com了解详情。
从2022年6月1日起, 第一证券将按照每个成交单的合约数量向客户代收该指数期权费用 。该费用在交易认证单里会被列为 INDEX OPT FEE。具体请参阅以下费率。
代号 | 名称 | 合约成交价 | 每合约费用 |
SPX | S&P 500 | <$1 | $0.57 |
|
| >=$1 | $0.66 |
SPXW | S&P 500 | <$1 | $0.50 |
|
| >=$1 | $0.59 |
VIX and VIXW (基本订单) | Cboe Market Volatility Index | <=$0.10 | $0.10 |
|
| $0.11-$0.99 | $0.25 |
|
| $1-$1.99 | $0.40 |
|
| $2+ | $0.45 |
VIX and VIXW (复式期权订单) | Cboe Market Volatility Index | <=$0.10 | $0.05 |
|
| $0.11-$0.99 | $0.17 |
|
| $1-$1.99 | $0.30 |
|
| $2+ | $0.45 |
XSP | Mini-SPX Index | more than 10 contracts | $0.04 |