Market Data
- Daily Market Report
- Market Data of Major Institutional Traders
- Data Download
- Trading Information
- Futures
- Options
- Flexible Futures
- Open Interest of FLEX
- Block Trade
- Market Data of Major Institutional Traders
- General Table -By the Date
- General Table -By the Week
- Divided by Futures and Options- By the Date
- Divided by Futures and Options- By the Week
- Details of Futures Contracts - By the Date
- Details of Futures Contracts - By the Week
- Details of Options Contracts - By the Date
- Details of Options Contracts - By the Week
- Details of Calls and Puts - By the Date
- Details of Calls and Puts - By the Week
- Open Interest of Large Traders
- Daily Foreign Exchange Rates
- Clearing Information
- Statistics
- Trading Information
Market Data
By the Week
Details of Futures Contracts
Unit:Thousand Dollars(The volume of block trading and ETFs products whose underlying assets are composed of foreign securities or offshore ETFs is included.) Data Period:2024/12/02~2024/12/06
Trading
Volume and Trading Value |
Open
Interest and Contract Value |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long |
Short |
Net Amount |
Long |
Short |
Net Amount |
|||||||||
SN |
Contract Code |
Item |
Volume |
Trading Value |
Volume |
Trading Value |
Volume |
Trading Value |
Volume |
Trading Value |
Volume |
Trading Value |
Volume |
Trading Value |
1 |
TX |
Dealers
|
30,339
|
139,899,900
|
31,437
|
144,838,054
|
-1,098
|
-4,938,154
|
4,622
|
21,444,470
|
6,440
|
29,870,579
|
-1,818
|
-8,426,109
|
Investment Trust
|
2,167
|
9,975,371
|
2,510
|
11,611,565
|
-343
|
-1,636,194
|
32,563
|
150,962,068
|
5,754
|
26,675,544
|
26,809
|
124,286,524
|
||
FINI
|
235,654
|
1,084,895,308
|
230,408
|
1,061,219,770
|
5,246
|
23,675,538
|
15,880
|
73,625,788
|
52,063
|
241,388,295
|
-36,183
|
-167,762,507
|
||
2 |
TE |
Dealers
|
314
|
1,589,722
|
358
|
1,810,288
|
-44
|
-220,566
|
68
|
346,193
|
156
|
794,134
|
-88
|
-447,941
|
Investment Trust
|
8
|
40,505
|
11
|
56,397
|
-3
|
-15,892
|
259
|
1,318,465
|
4
|
20,362
|
255
|
1,298,103
|
||
FINI
|
2,226
|
11,283,913
|
2,192
|
11,108,426
|
34
|
175,487
|
256
|
1,303,194
|
751
|
3,823,051
|
-495
|
-2,519,857
|
||
3 |
TF |
Dealers
|
191
|
406,138
|
192
|
407,649
|
-1
|
-1,511
|
145
|
310,254
|
72
|
154,051
|
73
|
156,203
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
19
|
40,652
|
0
|
0
|
19
|
40,652
|
||
FINI
|
831
|
1,764,013
|
711
|
1,511,494
|
120
|
252,519
|
290
|
620,484
|
589
|
1,260,224
|
-299
|
-639,740
|
||
4 |
MTX |
Dealers
|
41,598
|
47,860,014
|
39,330
|
45,258,061
|
2,268
|
2,601,953
|
5,209
|
6,049,798
|
12,879
|
14,937,951
|
-7,670
|
-8,888,153
|
Investment Trust
|
2
|
2,328
|
2
|
2,321
|
0
|
7
|
156
|
180,804
|
21
|
24,339
|
135
|
156,465
|
||
FINI
|
425,582
|
489,913,600
|
413,945
|
476,725,468
|
11,637
|
13,188,132
|
5,665
|
6,565,765
|
5,476
|
6,348,896
|
189
|
216,869
|
||
5 |
TMF |
Dealers
|
40,425
|
9,286,969
|
31,346
|
7,217,854
|
9,079
|
2,069,115
|
4,554
|
1,056,565
|
13,912
|
3,226,413
|
-9,358
|
-2,169,848
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
199,799
|
45,939,768
|
178,025
|
40,987,194
|
21,774
|
4,952,574
|
9,669
|
2,241,823
|
13
|
3,029
|
9,656
|
2,238,794
|
||
6 |
ZEF |
Dealers
|
981
|
616,559
|
688
|
434,630
|
293
|
181,929
|
314
|
199,806
|
161
|
102,456
|
153
|
97,350
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
112
|
71,268
|
0
|
0
|
112
|
71,268
|
||
FINI
|
5,362
|
3,393,350
|
5,276
|
3,339,289
|
86
|
54,061
|
229
|
145,721
|
35
|
22,271
|
194
|
123,450
|
||
7 |
ZFF |
Dealers
|
138
|
73,016
|
51
|
27,074
|
87
|
45,942
|
18
|
9,628
|
41
|
21,938
|
-23
|
-12,310
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
321
|
170,591
|
324
|
172,238
|
-3
|
-1,647
|
0
|
0
|
3
|
1,605
|
-3
|
-1,605
|
||
8 |
STF |
Dealers
|
86,755
|
22,401,229
|
107,564
|
28,565,908
|
-20,809
|
-6,164,679
|
59,617
|
14,749,771
|
196,444
|
54,534,059
|
-136,827
|
-39,784,288
|
Investment Trust
|
869
|
363,992
|
251
|
98,788
|
618
|
265,204
|
2,111
|
2,005,162
|
36
|
13,016
|
2,075
|
1,992,146
|
||
FINI
|
504,250
|
192,420,563
|
499,855
|
188,147,526
|
4,395
|
4,273,037
|
110,976
|
55,744,984
|
315,295
|
120,749,449
|
-204,319
|
-65,004,465
|
||
9 |
ETF |
Dealers
|
15,306
|
6,827,189
|
14,600
|
6,616,492
|
706
|
210,697
|
5,925
|
3,379,789
|
81,383
|
26,044,315
|
-75,458
|
-22,664,526
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
2,609
|
3,236,157
|
2,180
|
4,131,186
|
429
|
-895,029
|
||
FINI
|
8,742
|
6,700,643
|
6,159
|
5,881,001
|
2,583
|
819,642
|
1,371
|
2,414,045
|
16,574
|
6,339,776
|
-15,203
|
-3,925,731
|
||
10 |
GTF |
Dealers
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
11 |
XIF |
Dealers
|
168
|
251,037
|
171
|
255,427
|
-3
|
-4,390
|
64
|
95,398
|
31
|
46,209
|
33
|
49,189
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
50
|
74,644
|
58
|
86,640
|
-8
|
-11,996
|
0
|
0
|
50
|
74,530
|
-50
|
-74,530
|
||
12 |
G2F |
Dealers
|
72
|
37,265
|
87
|
44,695
|
-15
|
-7,430
|
21
|
10,847
|
36
|
18,605
|
-15
|
-7,758
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
39
|
20,155
|
0
|
0
|
39
|
20,155
|
||
FINI
|
11
|
5,637
|
0
|
0
|
11
|
5,637
|
7
|
3,618
|
6
|
3,101
|
1
|
517
|
||
13 |
E4F |
Dealers
|
440
|
534,740
|
440
|
534,740
|
0
|
0
|
47
|
57,313
|
51
|
62,188
|
-4
|
-4,875
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
0
|
0
|
0
|
0
|
0
|
0
|
4
|
4,874
|
0
|
0
|
4
|
4,874
|
||
14 |
BTF |
Dealers
|
5
|
1,001
|
7
|
1,400
|
-2
|
-399
|
0
|
0
|
7
|
1,378
|
-7
|
-1,378
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
0
|
0
|
1
|
204
|
-1
|
-204
|
0
|
0
|
1
|
196
|
-1
|
-196
|
||
15 |
SOF |
Dealers
|
457
|
137,564
|
525
|
157,723
|
-68
|
-20,159
|
0
|
0
|
173
|
52,673
|
-173
|
-52,673
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
36
|
10,832
|
36
|
10,823
|
0
|
9
|
0
|
0
|
0
|
0
|
0
|
0
|
||
16 |
SHF |
Dealers
|
1
|
205
|
0
|
0
|
1
|
205
|
0
|
0
|
0
|
0
|
0
|
0
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
17 |
TJF |
Dealers
|
17
|
9,273
|
21
|
11,462
|
-4
|
-2,189
|
0
|
0
|
4
|
2,184
|
-4
|
-2,184
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
108
|
59,226
|
73
|
39,928
|
35
|
19,298
|
0
|
0
|
121
|
65,998
|
-121
|
-65,998
|
||
18 |
SPF |
Dealers
|
13
|
15,759
|
12
|
14,527
|
1
|
1,232
|
0
|
0
|
114
|
138,687
|
-114
|
-138,687
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
70
|
85,064
|
84
|
102,254
|
-14
|
-17,190
|
158
|
194,021
|
234
|
285,779
|
-76
|
-91,758
|
||
19 |
UNF |
Dealers
|
35
|
37,273
|
50
|
52,639
|
-15
|
-15,366
|
2
|
2,148
|
603
|
648,169
|
-601
|
-646,021
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
1
|
1,074
|
0
|
0
|
1
|
1,074
|
||
FINI
|
3,282
|
3,494,727
|
3,478
|
3,697,545
|
-196
|
-202,818
|
355
|
386,098
|
1,795
|
1,930,155
|
-1,440
|
-1,544,057
|
||
20 |
UDF |
Dealers
|
51
|
45,810
|
50
|
44,981
|
1
|
829
|
23
|
20,608
|
9
|
8,064
|
14
|
12,544
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
4
|
3,584
|
0
|
0
|
4
|
3,584
|
||
FINI
|
1,744
|
1,569,854
|
2,147
|
1,930,940
|
-403
|
-361,086
|
852
|
766,549
|
117
|
105,288
|
735
|
661,261
|
||
21 |
SXF |
Dealers
|
573
|
232,633
|
510
|
207,273
|
63
|
25,360
|
289
|
117,143
|
120
|
48,504
|
169
|
68,639
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
17
|
6,846
|
0
|
0
|
17
|
6,846
|
||
FINI
|
584
|
236,502
|
736
|
297,645
|
-152
|
-61,143
|
226
|
91,006
|
1,262
|
509,416
|
-1,036
|
-418,410
|
||
22 |
F1F |
Dealers
|
138
|
57,689
|
119
|
49,677
|
19
|
8,012
|
46
|
19,275
|
0
|
0
|
46
|
19,275
|
Investment Trust
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
0
|
||
FINI
|
178
|
74,193
|
197
|
82,231
|
-19
|
-8,038
|
0
|
0
|
32
|
13,436
|
-32
|
-13,436
|
||
Sub Total |
Dealers |
218,017
|
230,320,985
|
227,558
|
236,550,554
|
-9,541
|
-6,229,569
|
80,964
|
47,869,006
|
312,636
|
130,712,557
|
-231,672
|
-82,843,551
|
|
Investment Trust |
3,046
|
10,382,196
|
2,774
|
11,769,071
|
272
|
-1,386,875
|
37,890
|
157,846,235
|
7,995
|
30,864,447
|
29,895
|
126,981,788
|
||
FINI |
1,388,830
|
1,842,092,428
|
1,343,705
|
1,795,340,616
|
45,125
|
46,751,812
|
145,938
|
144,107,970
|
394,417
|
382,924,495
|
-248,479
|
-238,816,525
|
||
Total
|
1,609,893
|
2,082,795,609
|
1,574,037
|
2,043,660,241
|
35,856
|
39,135,368
|
264,792
|
349,823,211
|
715,048
|
544,501,499
|
-450,256
|
-194,678,288
|
- This ul includes index futures, index options, single stock futures and equity options contracts.
- Buy futures, buy calls and sell puts are grouped as long positions.
- Sell futures, sell calls and buy puts are grouped as short positions.
- Trading value and contract value are calculated as below:
- (1)The trading value of a futures contract = trading volume × contract multiplier × futures price.
- (2)The trading value of an options contract = trading volume × contract multiplier × options premium.
- (3)The contract value = open interest × contract multiplier × settlement price.
- Dealers here are limited to Futures Proprietary Merchants and Securities Dealers.
- Investment Trust here are limited to Securities Investment Trust Companies and Futures Trust Funds.
- FINI here are limited to onshore and offshore foreign institutional investors.
- The Market Data of Major Institutional Traders published by TAIFEX contains trading information for Dealers, Investment Trust, and FINI. These three groups aggregate information about a number of institutional traders. The data published, whether long, short, or net amount, represents the net result of the actions of many institutional traders, rather than the trading strategies of individual institutional traders, and is not representative of institutional traders’ overall strategies.
- The Market Data of Major Institutional Traders is published to provide a daily market overview for the reference of market participants. When quoting this data to the public, FCMs and the media should take especial care to avoid misleading the market.
- Please note that block trading volume has been included in disclosed transaction data since December 19, 2011.
- Note:
- (1)Daily transaction data published prior to the disclosure of open interest of Taifex products closed at 13:45 excludes the volume of block trading and ETFs products whose underlying assets are composed of foreign securities or offshore ETFs.
- (2)The volume of block trading is included in daily transaction data after open interest of Taifex products closed at 13:45 p.m. is disclosed.
- (3)The volume of ETFs products whose underlying assets are composed of foreign securities or offshore ETFs is included in daily transaction data after open interest of Taifex products closed at 16:15 is disclosed.
- TXO includes weekly contracts since November 14, 2012.
- Mini-TAIEX Futures includes weekly contracts since July 31, 2013.