Index Futures and Options
Effective on 2020/01/20
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 74,000 | 77,000 | 100,000 |
| TE | 65,000 | 68,000 | 88,000 |
| TF | 42,000 | 44,000 | 57,000 |
| MTX | 18,500 | 19,250 | 25,000 |
| TXO_A | 19,000 | 20,000 | 26,000 |
| TXO_B | 10,000 | 10,000 | 13,000 |
| TXO_C | 2,000 | 2,000 | 2,600 |
| T5F | 32,000 | 34,000 | 44,000 |
| TEO_A | 17,000 | 18,000 | 23,000 |
| TEO_B | 9,000 | 9,000 | 12,000 |
| TFO_A | 10,000 | 11,000 | 14,000 |
| TFO_B | 5,000 | 6,000 | 7,000 |
| GTF | 21,000 | 22,000 | 29,000 |
| G2F | 11,000 | 12,000 | 15,000 |
| XIF | 43,000 | 45,000 | 59,000 |
| TJF | 15,000 | 16,000 | 21,000 |
| UDF | 21,000 | 22,000 | 29,000 |
| SPF | 25,000 | 26,000 | 34,000 |
| UNF | 18,000 | 19,000 | 25,000 |
| 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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