Index Futures and Options
Effective on 2020/11/23
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 98,000 | 102,000 | 133,000 |
| TE | 107,000 | 111,000 | 145,000 |
| TF | 45,000 | 47,000 | 61,000 |
| MTX | 24,500 | 25,500 | 33,250 |
| TXO_A | 25,000 | 26,000 | 34,000 |
| TXO_B | 13,000 | 13,000 | 17,000 |
| TXO_C | 2,600 | 2,600 | 3,400 |
| T5F | 42,000 | 44,000 | 57,000 |
| TEO_A | 27,000 | 28,000 | 37,000 |
| TEO_B | 14,000 | 14,000 | 19,000 |
| TFO_A | 12,000 | 13,000 | 17,000 |
| TFO_B | 6,000 | 7,000 | 9,000 |
| XIF | 46,000 | 48,000 | 63,000 |
| GTF | 29,000 | 31,000 | 40,000 |
| G2F | 17,000 | 18,000 | 23,000 |
| E4F | 25,000 | 26,000 | 34,000 |
| 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. | 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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