Index Futures and Options
Effective on 2019/10/02
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 76,000 | 79,000 | 103,000 |
| TE | 59,000 | 62,000 | 80,000 |
| TF | 38,000 | 40,000 | 52,000 |
| MTX | 19,000 | 19,750 | 25,750 |
| TXO_A | 19,000 | 20,000 | 26,000 |
| TXO_B | 10,000 | 10,000 | 13,000 |
| TXO_C | 1,000 | 1,000 | 1,300 |
| T5F | 29,000 | 31,000 | 40,000 |
| TEO_A | 15,000 | 16,000 | 21,000 |
| TEO_B | 8,000 | 8,000 | 11,000 |
| TFO_A | 9,000 | 10,000 | 13,000 |
| TFO_B | 5,000 | 5,000 | 7,000 |
| GTF | 19,000 | 20,000 | 26,000 |
| G2F | 10,000 | 11,000 | 14,000 |
| XIF | 39,000 | 41,000 | 53,000 |
| TJF | 13,000 | 14,000 | 18,000 |
| UDF | 19,000 | 20,000 | 26,000 |
| SPF | 22,000 | 23,000 | 30,000 |
| UNF | 16,000 | 17,000 | 22,000 |
| Note: | |
| 1. | All the MTX contracts, including weekly ones, have the same margin requirements. |
| 2. | All the TXO contracts, including weekly ones, have the same margin requirements. |
| 3. | The short Straddle/Strangle Additional Margin(C-value) will not be listed in the margin table if the value is zero. |
| 4. | 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. |
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