Foreign Participation
- Product
- Equity Index Futures
- TAIEX Futures
- Mini-TAIEX Futures
- Micro TAIEX Futures
- Taiwan Mid-Cap 100 Futures(The listing date is still awaiting approval)
- F4G TIP TW ESG Futures
- Electronic Sector Index Futures
- Mini Electronics Sector Futures
- Finance Sector Index Futures
- Mini Finance Sector Futures
- Non-Finance Non-Electronics Sub-Index Futures
- Shipping and Transportation Sector Futures
- Taiwan Semiconductor 30 Futures
- TIP Taiwan BIO Futures
- Taipei Exchange Stock Index Futures
- TPEx 200 Futures
- TOPIX Futures
- DJIA Futures
- S&P 500 Futures
- Nasdaq-100 Futures
- PHLX Semiconductor Sector Futures
- FTSE<sup>®</sup> 100 Futures
- Equity Futures
- Equity Index Options
- Equity Options
- Commodity Futures and Options
- FX Futures
- Flexible Products
- Key Information Documents for TAIFEX products
- Equity Index Futures
- Other Instruction on Trading/Clearing Procedure
- Trading
- Clearing
- Fee Schedule
Foreign Participation
USD/JPY FX Futures
Item | Description |
---|---|
Ticker Symbol | XJF |
Underlying | USD/JPY FX rate |
Trading Hours | Trading days conform to regular exchange trading days
|
Contract Size | USD 20,000 |
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 | JPY per USD |
Minimum Price Fluctuation | JPY 0.01 per USD (JPY 200 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 USD/JPY at 2:00PM Taipei Time on the Last Trading Day, rounded to 2 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 USD/JPY 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.