TPEx 200 Futures
Item | Description |
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Underlying Index | TPEx 200 Index |
Ticker Symbol | G2F |
Trading Hours |
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Contract Size | NTD 50 x per index point |
Delivery Months | Spot month, the next two calendar months, and the next three quarterly months |
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 otherwise determined by TAIFEX according to the Trading Rules. |
Daily Price Limit | +/- 10% of previous day's settlement price |
Minimum Price Fluctuation | 1 index point (NTD 50) |
Last Trading Day | The third Wednesday of the delivery month |
Settlement | Cash settlement |
Final Settlement Day | The same day as the last trading day |
Final Settlement Price | The average price of the underlying index disclosed within the last 30 minutes prior to the close of trading on the final settlement day. Method used to calculate final settlement price. |
Position Limit |
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Margin |
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If the last trading day falls on a holiday or if trading cannot proceed on that day due to a force majeure event, the next business day shall be the last trading day. (Please see “Taiwan Futures Exchange Corporation Trading Rules for TPEx 200 Index Futures Contracts” for further details)