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 2024/12/09
| Contracts | Clearing Margin | Maintenance Margin | Initial Margin |
|---|---|---|---|
| TX | 238,000 | 247,000 | 322,000 |
| MTX | 59,500 | 61,750 | 80,500 |
| MXFFX | 59,500 | 61,750 | 80,500 |
| TMF | 11,900 | 12,350 | 16,100 |
| TXO_A | 60,000 | 63,000 | 81,000 |
| TXO_B | 30,000 | 32,000 | 41,000 |
| TXO_C | 6,000 | 6,400 | 8,200 |
| M1F | 8,000 | 9,000 | 11,000 |
| TE | 301,000 | 312,000 | 407,000 |
| ZEF | 37,625 | 39,000 | 50,875 |
| TEO_A | 73,000 | 76,000 | 99,000 |
| TEO_B | 37,000 | 38,000 | 50,000 |
| TF | 87,000 | 91,000 | 118,000 |
| ZFF | 21,750 | 22,750 | 29,500 |
| TFO_A | 22,000 | 23,000 | 30,000 |
| TFO_B | 11,000 | 12,000 | 15,000 |
| XIF | 57,000 | 59,000 | 77,000 |
| GTF | 43,000 | 45,000 | 59,000 |
| G2F | 24,000 | 25,000 | 33,000 |
| E4F | 52,000 | 54,000 | 71,000 |
| BTF | 11,000 | 12,000 | 15,000 |
| SOF | 18,000 | 19,000 | 25,000 |
| SHF | 11,000 | 12,000 | 15,000 |
| TJF | 26,000 | 27,000 | 36,000 |
| UDF | 31,000 | 33,000 | 42,000 |
| SPF | 42,000 | 44,000 | 57,000 |
| UNF | 49,000 | 51,000 | 67,000 |
| SXF | 35,000 | 37,000 | 48,000 |
| F1F | 20,000 | 21,000 | 27,000 |
- 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.
NASDAQ®, Nasdaq-100 Index®, Nasdaq-100® , PHLX® and PHLX Semiconductor SectorTM Index are trademarks of The Nasdaq, Inc., used under license.
