Index Futures and Options
Effective on 2019/10/21
Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
---|---|---|---|
TX | 67,000 | 70,000 | 91,000 |
TE | 59,000 | 62,000 | 80,000 |
TF | 38,000 | 40,000 | 52,000 |
MTX | 16,750 | 17,500 | 22,750 |
TXO_A | 17,000 | 18,000 | 23,000 |
TXO_B | 9,000 | 9,000 | 12,000 |
TXO_C | 1,800 | 1,800 | 2,400 |
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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