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Products
AUD/USD FX Futures
Item | Description |
---|---|
Ticker Symbol | XAF |
Underlying | AUD/USD FX rate |
Trading Hours | Trading days conform to regular exchange trading days
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Contract Size | AUD 25,000 |
Delivery Months | 4 consecutive quarterly months Upon expiration of near month, new contract month will be listed for trading beginning on the next regular trading session |
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 of regular trading session, or as otherwise determined by TAIFEX according to the Trading Rules. |
Price Limits | 3-Level Price Limits at ±3%, ±5% and ±7% of the daily settlement price of the preceding regular trading session; for the delivery month contract, the ±7% Price Limit will be replaced by ±12% starting from the after-hours trading session preceding the last trading day, to the close of trading on the last trading day upon expiration. |
Price Quotation | USD per AUD |
Minimum Price Fluctuation | USD 0.0001 per AUD (USD 2.5 per contract) |
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 mid rate of WM/Refinitiv Intraday Spot Rates for AUD/USD at 2:00PM Taipei Time on the Last Trading Day, rounded to 4 decimal places |
Settlement | Cash settlement |
Position Limit |
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Margin |
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If any of the following circumstances occurs on the last trading day, then the next business day shall be the last trading day, provided that the TAIFEX may adjust that date in view of the following circumstances:
- The last trading day falls on a TAIFEX holiday, or trading cannot proceed due to a force majeure event.
- The mid rate of WM/Refinitiv Intraday Spot Rates for AUD/USD at 2:00PM Taipei Time is not produced due to national holidays in major financial centers.
- Other factors affect the trading or settlement of the Contracts.
(Please refer to Trading Rules.)
The WM/Refinitiv Intraday Spot Rates are provided by Refinitiv Limited or any of its affiliates (“Refinitiv”). Refinitiv shall not be liable for any errors in or delays in providing or making available the data contained within this service or for any actions taken in reliance on the same.