Index Futures and Options
Effective on 2020/08/24
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 109,000 | 113,000 | 148,000 |
| TE | 127,000 | 132,000 | 172,000 |
| TF | 58,000 | 61,000 | 79,000 |
| MTX | 27,250 | 28,250 | 37,000 |
| TXO_A | 30,000 | 32,000 | 41,000 |
| TXO_B | 15,000 | 16,000 | 21,000 |
| TXO_C | 3,000 | 3,200 | 4,200 |
| T5F | 50,000 | 52,000 | 68,000 |
| TEO_A | 32,000 | 34,000 | 44,000 |
| TEO_B | 16,000 | 17,000 | 22,000 |
| TFO_A | 15,000 | 16,000 | 21,000 |
| TFO_B | 8,000 | 8,000 | 11,000 |
| XIF | 56,000 | 58,000 | 76,000 |
| GTF | 34,000 | 36,000 | 46,000 |
| G2F | 20,000 | 21,000 | 27,000 |
| E4F | 28,000 | 29,000 | 38,000 |
| BTF | 15,000 | 16,000 | 21,000 |
| TJF | 15,000 | 16,000 | 21,000 |
| UDF | 34,000 | 36,000 | 46,000 |
| SPF | 42,000 | 44,000 | 57,000 |
| UNF | 32,000 | 34,000 | 44,000 |
| 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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