Index Futures and Options
Effective on 2022/02/08
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 136,000 | 141,000 | 184,000 |
| MTX | 34,000 | 35,250 | 46,000 |
| TXO_A | 35,000 | 37,000 | 48,000 |
| TXO_B | 18,000 | 19,000 | 24,000 |
| TXO_C | 1,800 | 1,900 | 2,400 |
| TE | 133,000 | 138,000 | 180,000 |
| ZEF | 16,625 | 17,250 | 22,500 |
| TEO_A | 34,000 | 36,000 | 46,000 |
| TEO_B | 17,000 | 18,000 | 23,000 |
| 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 |
| T5F | 55,000 | 57,000 | 75,000 |
| XIF | 72,000 | 75,000 | 98,000 |
| GTF | 35,000 | 37,000 | 48,000 |
| G2F | 20,000 | 21,000 | 27,000 |
| 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. |
| 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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