Clearing
- Exchange Traded Derivatives Clearing
- Clearing Members
- Clearing Mechanism
- Clearing Mechanism Developing History
- Clearing Mechanism
- Clearing Process
- Intraday Profit & Loss Trial Balance
- Daily Settlement Price
- Formula for Calculating Final Settlement Prices
- Clearing Margin Accounts
- Position Management
- Safeguard System
- Products exempted and not exempted from liquidation on behalf of a principal in the after-hour session
- Notice for Foreign Currency Denominated Contracts Settlement
- Margining
- Market Information
Clearing
Index Futures and Options
Effective on 2025/05/05
Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
---|---|---|---|
TX | 189,000 | 196,000 | 256,000 |
MTX | 47,250 | 49,000 | 64,000 |
MXFFX | 47,250 | 49,000 | 64,000 |
TMF | 9,450 | 9,800 | 12,800 |
TXO_A | 43,000 | 45,000 | 59,000 |
TXO_B | 22,000 | 23,000 | 30,000 |
TXO_C | 4,400 | 4,600 | 6,000 |
TXOOX_A | 43,000 | 45,000 | 59,000 |
TXOOX_B | 22,000 | 23,000 | 30,000 |
M1F | 8,000 | 9,000 | 11,000 |
TE | 301,000 | 312,000 | 407,000 |
ZEF | 37,625 | 39,000 | 50,875 |
TEO_A | 73,000 | 76,000 | 99,000 |
TEO_B | 37,000 | 38,000 | 50,000 |
TF | 65,000 | 68,000 | 88,000 |
ZFF | 16,250 | 17,000 | 22,000 |
TFO_A | 17,000 | 18,000 | 23,000 |
TFO_B | 9,000 | 9,000 | 12,000 |
XIF | 57,000 | 59,000 | 77,000 |
GTF | 43,000 | 45,000 | 59,000 |
G2F | 24,000 | 25,000 | 33,000 |
E4F | 52,000 | 54,000 | 71,000 |
BTF | 10,000 | 11,000 | 14,000 |
SOF | 18,000 | 19,000 | 25,000 |
SHF | 11,000 | 12,000 | 15,000 |
TJF | 33,000 | 35,000 | 45,000 |
UDF | 42,000 | 44,000 | 57,000 |
SPF | 57,000 | 59,000 | 77,000 |
UNF | 65,000 | 68,000 | 88,000 |
SXF | 42,000 | 44,000 | 57,000 |
F1F | 20,000 | 21,000 | 27,000 |
- The margining table is expressed in the currency denomination of the contracts.
- All the MTX contracts, including weekly ones, have the same margin requirements.
- All the TXO contracts, including weekly ones, have the same margin requirements.
- The short Straddle/Strangle Additional Margin(C-value) will not be listed in the margin table if the value is zero.
- The domestic investors should deposit the margin in the nominated currency of each individual contract while foreign investors should use the currency approved by the Exchange as margin deposit.
- The TAIFEX’s rules governing day trading margin reduction methods and standards are applicable to the nearby two months’ contracts of TAIEX Futures, Mini-TAIEX Futures, Electronic Sector Index Futures and Finance Sector Index Futures, where clearing margins, maintenance margins, and initial margins for day trades are set at 50% of the margins for ordinary trades in the same contracts, rounded up to the nearest NT$1,000. The day trading margin reduction mechanism is adopted during the regular trading session, not applicable to after-hour trading.
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