Index Futures and Options
Effective on 2024/03/07
Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
---|---|---|---|
TX | 132,000 | 137,000 | 179,000 |
MTX | 33,000 | 34,250 | 44,750 |
MXFFX | 33,000 | 34,250 | 44,750 |
TXO_A | 33,000 | 35,000 | 45,000 |
TXO_B | 17,000 | 18,000 | 23,000 |
TXO_C | 3,400 | 3,600 | 4,600 |
TE | 152,000 | 158,000 | 206,000 |
ZEF | 19,000 | 19,750 | 25,750 |
TEO_A | 38,000 | 40,000 | 52,000 |
TEO_B | 19,000 | 20,000 | 26,000 |
TF | 58,000 | 61,000 | 79,000 |
ZFF | 14,500 | 15,250 | 19,750 |
TFO_A | 14,000 | 15,000 | 19,000 |
TFO_B | 7,000 | 8,000 | 10,000 |
XIF | 46,000 | 48,000 | 63,000 |
GTF | 35,000 | 37,000 | 48,000 |
G2F | 18,000 | 19,000 | 25,000 |
E4F | 31,000 | 33,000 | 42,000 |
BTF | 11,000 | 12,000 | 15,000 |
SOF | 13,000 | 14,000 | 18,000 |
SHF | 10,000 | 11,000 | 14,000 |
TJF | 17,000 | 18,000 | 23,000 |
UDF | 28,000 | 29,000 | 38,000 |
SPF | 42,000 | 44,000 | 57,000 |
UNF | 37,000 | 39,000 | 50,000 |
SXF | 25,000 | 26,000 | 34,000 |
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. |
6. | The TAIFEX’s rules governing day trading margin reduction methods and standards are applicable to the nearby two months’ contracts of TAIEX Futures, Mini-TAIEX Futures, Electronic Sector Index Futures and Finance Sector Index Futures, where clearing margins, maintenance margins, and initial margins for day trades are set at 50% of the margins for ordinary trades in the same contracts, rounded up to the nearest NT$1,000. The day trading margin reduction mechanism is adopted during the regular trading session, not applicable to after-hour trading. |
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