Index Futures and Options
Effective on 2021/04/28
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 123,000 | 128,000 | 167,000 |
| TE | 142,000 | 147,000 | 192,000 |
| TF | 45,000 | 47,000 | 61,000 |
| MTX | 30,750 | 32,000 | 41,750 |
| TXO_A | 31,000 | 33,000 | 42,000 |
| TXO_B | 16,000 | 17,000 | 21,000 |
| TXO_C | 3,200 | 3,400 | 4,200 |
| T5F | 55,000 | 57,000 | 75,000 |
| TEO_A | 37,000 | 39,000 | 50,000 |
| TEO_B | 19,000 | 20,000 | 25,000 |
| TFO_A | 12,000 | 13,000 | 17,000 |
| TFO_B | 6,000 | 7,000 | 9,000 |
| XIF | 60,000 | 63,000 | 81,000 |
| GTF | 29,000 | 31,000 | 40,000 |
| G2F | 17,000 | 18,000 | 23,000 |
| E4F | 32,000 | 34,000 | 44,000 |
| BTF | 11,000 | 12,000 | 15,000 |
| TJF | 15,000 | 16,000 | 21,000 |
| UDF | 34,000 | 36,000 | 46,000 |
| SPF | 42,000 | 44,000 | 57,000 |
| UNF | 37,000 | 39,000 | 50,000 |
| F1F | 20,000 | 21,000 | 27,000 |
| Note: | |
| 1. | The margining table is expressed in the currency denomination of the contracts. |
| 2. | All the MTX contracts, including weekly ones, have the same margin requirements. |
| 3. | All the TXO contracts, including weekly ones, have the same margin requirements. |
| 4. | The short Straddle/Strangle Additional Margin(C-value) will not be listed in the margin table if the value is zero. |
| 5. | The domestic investors should deposit the margin in the nominated currency of each individual contract while foreign investors should use the currency approved by the Exchange as margin deposit. |
NASDAQ®, Nasdaq-100 Index®, Nasdaq-100® are trademarks of The Nasdaq, Inc., used under license.
