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
Index Futures and Options
Effective on 2025/06/16
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 264,000 | 274,000 | 357,000 |
| MTX | 66,000 | 68,500 | 89,250 |
| MXFFX | 66,000 | 68,500 | 89,250 |
| TMF | 13,200 | 13,700 | 17,850 |
| TXO_A | 68,000 | 71,000 | 92,000 |
| TXO_B | 34,000 | 36,000 | 46,000 |
| TXO_C | 6,800 | 7,200 | 9,200 |
| M1F | 11,000 | 12,000 | 15,000 |
| TE | 317,000 | 329,000 | 428,000 |
| ZEF | 39,625 | 41,125 | 53,500 |
| TEO_A | 77,000 | 80,000 | 104,000 |
| TEO_B | 39,000 | 40,000 | 52,000 |
| TF | 111,000 | 115,000 | 150,000 |
| ZFF | 27,750 | 28,750 | 37,500 |
| TFO_A | 29,000 | 31,000 | 40,000 |
| TFO_B | 15,000 | 16,000 | 20,000 |
| XIF | 76,000 | 79,000 | 103,000 |
| GTF | 58,000 | 61,000 | 79,000 |
| G2F | 27,000 | 28,000 | 37,000 |
| E4F | 70,000 | 73,000 | 95,000 |
| BTF | 11,000 | 12,000 | 15,000 |
| SOF | 20,000 | 21,000 | 27,000 |
| SHF | 14,000 | 15,000 | 19,000 |
| TJF | 42,000 | 44,000 | 57,000 |
| UDF | 57,000 | 59,000 | 77,000 |
| SPF | 76,000 | 79,000 | 103,000 |
| UNF | 72,000 | 75,000 | 98,000 |
| SXF | 47,000 | 49,000 | 64,000 |
| F1F | 23,000 | 24,000 | 32,000 |
- The margining table is expressed in the currency denomination of the contracts.
- All the MTX contracts, including weekly ones, have the same margin requirements.
- All the TXO contracts, including weekly ones, have the same margin requirements.
- The short Straddle/Strangle Additional Margin(C-value) will not be listed in the margin table if the value is zero.
- 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.
- 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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