FTSE<sup>®</sup> 100 Futures
|Underlying Index||FTSE® 100 Index|
|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)|
|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|
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.)
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