- Equity Index Futures
- TAIEX Futures
- Mini-TAIEX Futures
- Micro TAIEX Futures
- Taiwan Mid-Cap 100 Futures(The listing date is still awaiting approval)
- F4G TIP TW ESG Futures
- Electronics Sector Index Futures
- Mini Electronics Sector Futures
- Finance Sector Index Futures
- Mini Finance Sector Futures
- Non-Finance Non-Electronics Sub-Index Futures
- Shipping and Transportation Sector Futures
- Taiwan Semiconductor 30 Futures
- TIP Taiwan BIO Futures
- Taipei Exchange Stock Index Futures
- TPEx 200 Futures
- TOPIX Futures
- DJIA Futures
- S&P 500 Futures
- Nasdaq-100 Futures
- PHLX Semiconductor Sector Futures
- FTSE<sup>®</sup> 100 Futures
Item | Description |
---|---|
Underlying Index | FTSE® 100 Index |
Ticker Symbol | F1F |
Trading Hours (Taipei Time) |
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Contract Size | TWD 50 x TAIFEX FTSE® 100 Futures Price |
Delivery Months | Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec) |
Daily Settlement Price | The daily settlement price is the volume weighted average price, which is calculated by dividing the value of trades by the volume within the last one minute, or as otherwise determined by TAIFEX according to the Trading Rules. |
Daily Price Limit | 3-Level Price Limits at ±7%, ±13% and ±20% of the daily settlement price of the preceding regular trading session |
Minimum Price Fluctuation | 1 index point (TWD 50) |
Last Trading Day | The third Friday of the contract expiration month (If the third Friday is not a scheduled business day of the underlying cash market, the last trading day shall be the preceding business day of the underlying cash market) |
Settlement | Cash settlement |
Final Settlement Day | The first business day following the last trading day |
Final Settlement Price | The Expiry Value of the FTSE® 100 Index on the last trading day |
Position Limit |
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Margin |
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If any of the following circumstances occurs on the last trading day, the last trading day shall be adjusted accordingly as follows:
- If the third Friday of the delivery month is not a scheduled business day of the underlying cash market, the last trading day shall be changed to the preceding business day of the underlying cash market.
- If the last trading day falls on a non-business day of the TAIFEX or if trading cannot proceed on that day due to a force majeure event or other factors, there shall be no adjustment to the last trading day, provided that the TAIFEX may adjust that date in view of market circumstances.
(Please refer to Trading Rules.)
* “FTSE®” is a trade mark of the London Stock Exchange Group companies and is used by FTSE International Limited (“FTSE”) under licence. All rights in the FTSE 100 Index (the “Index”) vest in FTSE or its licensors. Neither FTSE nor any of its affiliates or licensors: (a) assumes any liability, losses, damages, expenses or obligations in connection with any derivative product based on the Index; or (b) accepts any liability for any errors or omissions, fitness for a particular purpose or the results to be obtained from the use of the Index or related data. No party may rely on the Index or related data contained in this communication which Index and data is owned by FTSE or its affiliates. No use or distribution of the Index is permitted without FTSE’s express written consent. FTSE does not promote, sponsor or endorse the content of this communication nor any financial or derivative product that it relates to.