Clearing
- Exchange Traded Derivatives Clearing
- Clearing Members
- Clearing Mechanism
- Clearing Mechanism Developing History
- Clearing Mechanism
- Clearing Process
- Intraday Profit & Loss Trial Balance
- Daily Settlement Price
- Formula for Calculating Final Settlement Prices
- Clearing Margin Accounts
- Position Management
- Safeguard System
- Products exempted and not exempted from liquidation on behalf of a principal in the after-hour session
- Notice for Foreign Currency Denominated Contracts Settlement
- Margining
- Market Information
Clearing
Collateral Standard
Type of Security | Acceptable collateral | Haircuts/Net collateral value | Total ceilings | Collateral ratio |
---|---|---|---|---|
Government Bonds | Book-Entry Central Government Bonds | The net collateral value shall be calculated by applying the haircut rate to the market price which is the weighted average price-per-hundred or theoretical prices in the electronic bond trading system disclosed by Taipei Exchange.The haircut rate applied to Book-Entry Central Government Bonds according to their remaining maturity is as follows: 0-5 years: 2.1% 5-10 years:4.2% 10-20 years: 8.8% 20-30 years:17.3% Effective on 2024/10/08 |
None | The ratio of securities posted as collateral to the required clearing margin is 100% |