|Underlying Index||Nasdaq-100 Index®|
|Contract Size||TWD 50 x TAIFEX Nasdaq-100 Futures Price|
|Delivery Months||Five 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 a non-business day of TAIFEX or a day on which Nasdaq-100 Index® is not scheduled to be published, the last trading day shall be the preceding business day at TAIFEX and on which the Nasdaq-100 Index® is scheduled to be published)|
|Final Settlement Day||The first business day following the last trading day|
|Final Settlement Price||Special Opening Quotation (SOQ) of the Nasdaq-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, provided that the TAIFEX may adjust that date in view of market circumstances:
- If the third Friday of the delivery month is a non-business day of the TAIFEX or a day on which the Index is not scheduled to be published, the last trading day shall be changed to the preceding business day of the TAIFEX and on which the Index is scheduled to be published.
- If trading during the after-hours trading session on the last trading day cannot proceed due to a force majeure event or other factors, the next following business day, both on TAIFEX and on which the Index is scheduled to be published, shall be the last trading day.
(Please refer to Trading Rules.)
Nasdaq®, Nasdaq-100® and Nasdaq-100 Index® are trademarks of Nasdaq, Inc. (which with its affiliates are the Corporations) and are licensed for use by Taiwan Futures Exchange Corporation. TAIFEX Nasdaq-100 Futures have not been passed on by the Corporations as to their legality or suitability. TAIFEX Nasdaq-100 Futures are not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO TAIFEX NASDAQ-100 FUTURES.