SPX和es選擇權的交易成本比較
https://www.cmegroup.com/education/articles-and-reports/a-cost-comparison-of-sp-500-related-options.htmlNotes
Exchange fees
SPX fees based on 2 tiers: premiums< $1 fee is $0.35 and >$1 is $0.44.
SPX customer transaction fees will only be charged up to the first 20,000 contracts per order.
ES fee range of $0.35 – $0.55 depending on CME membership
Execution Surcharge
SPX Execution Surcharge of $0.21 applies to all electronic executions
Floor Broker Fee
Indicative of “middle-of-the-range” pricing for institutional clients.
Customer Priority Surcharge
Surcharge of $0.10 applies to SPX Weekly Options executed electronically
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