B · Normal
[Guangzhou Futures Exchange: Lithium hydroxide options contract will be listed for trading from November 27th] On November 13th, the Guangdong Futures Exchange issued a notice that the lithium hydroxide options contract will be listed for trading from November 27, 2026 (Friday), and the trading hours will be consistent with the trading hours of the lithium hydroxide futures contract. The first batch of listed trading contracts are lithium hydroxide option contracts based on LI2706, LI2707, LI2708, LI2709, LI2710 and LI2711 futures contracts. Calculate the listing base price of newly listed option contracts based on the BAW American futures option pricing model. The interest rate in the model is the latest one-year time deposit benchmark interest rate, and the volatility is determined based on factors such as the historical volatility of lithium hydroxide spot and the operating characteristics of the spot market. The listing benchmark price of the newly listed contract will be released together with the settlement data through the member service system after settlement on the trading day before listing, and can also be inquired through the official website of Guangzhou Futures Exchange. The standard transaction fee for lithium hydroxide options contracts is 3 yuan/lot, and the intraday closing transaction fee is waived. The standard hedging transaction fee is 1.5 yuan/lot; the standard handling fee for lithium hydroxide option exercise (performance) is 3 yuan/lot.
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