ETF期权的交易风险及对策研究——以上证50ETF期权为例

Research on transaction risk and countermeasures of ETF Option:a case of 50 ETF Option in SSE

随着金融市场的不断发展,各种金融衍生工具不断涌现。2015年2月9日上证50ETF期权的推出,标志着我国正式打开了ETF期权交易市场。ETF期权的推出是中国金融衍生工具发展的必然产物,也为我国投资者提供了新的投资手段和风险管理手段。以上证50ETF期权作为研究对象,依据其发展状况具体分析上证50ETF期权面临的交易风险,结合国外ETF期权交易风险管理的成功经验,提出相应的交易风险管理对策及建议,为我国ETF期权发展提供借鉴。

With the development of the financial market,there appear various kinds of financial derivatives.The SSE 50 ETF option was officially traded on February 9,2015,which symbolizes that the market of ETF is officially opened in China. The introduction of ETF option is the inevitable outcome of the development of financial derivatives in China. The option provides a newmeans of investment and risk management for Chinese investors. Taking SSE 50 ETF as the research object,the transaction risk that SSE50 ETF faces is analyzed concretely on the basis of its development,and the successful experience of foreign ETF transaction risk management is combined with,the corresponding countermeasures and suggestions of transaction risk management is proposed,in order to provide reference for the development of ETF in China.