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
Position Netting
- Legal Basis
Taiwan Futures Exchange OTC Derivative Clearing Enforcement Rules Article 8.2.1 - Netting methods
- Basic Netting: means that the cleared transaction in a netting application must, except for notional amount and trade direction which may vary, have identical designated terms of the transaction as announced by TAIFEX.
- Blending Netting: means that the cleared transaction in a netting application must, except for notional amount, trade direction, and fixed interest rate or forward FX rate which may vary, have identical designated terms of the transaction as announced by TAIFEX.
- Netting Application
- Application time: 9:00 am to 5:00 pm on business days
- Clearing members apply online through the Web Portal, (1) specify the cleared transactions; (2) specify the method of netting, and submit the application after reviewing the correctness.
- After the application is checked by TAIFEX, the netting operation will be executed to make the netting effective.
IRS
| In common |
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Floating rate |
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|---|---|---|---|
| Fixed rate* |
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| In common |
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Forward Rate* |
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