Taiwan 50 Futures
| Item | Description |
|---|---|
| Underlying Index | FTSE TWSE Taiwan 50 Index |
| Ticker Symbol | T5F |
| Abbreviation | Taiwan 50 Futures |
| Trading Hours |
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| Contract Size | NTD 100 x per index point |
| Delivery Months | Six delivery months, including spot month, the next two calendar months plus next three quarterly months of the March, June, September, and December cycle |
| 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 | One index point (NTD 100) |
| Last Trading Day | The third Wednesday of the delivery month |
| 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. |
| Settlement | Cash settlement |
| Position Limit |
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| Margin |
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