TAIWAN
Product Code
Product Name
Currency
Initial
Maint.
TXF
Product Name
TAIEX Futures ◎
Currency
TWD
Initial
322,000
Maint.
247,000
EXF
Product Name
Electronics Sector Index Futures ◎
Currency
TWD
Initial
407,000
Maint.
312,000
TMF
Product Name
Micro TAIEX Futures ◎
Currency
TWD
Initial
16,100
Maint.
12,350
FXF
Product Name
Finance Sector Index Futures ◎
Currency
TWD
Initial
118,000
Maint.
91,000
MXF
Product Name
Mini-TAIEX Futures ◎
Currency
TWD
Initial
80,500
Maint.
61,750
ZEF
Product Name
Mini Electronics Sector Futures ◎
Currency
TWD
Initial
50,875
Maint.
39,000
ZFF
Product Name
Mini Finance Sector Futures ◎
Currency
TWD
Initial
29,500
Maint.
22,750
TXO
Product Name
TAIEX Options value_A ▽
Currency
TWD
Initial
86,000
Maint.
66,000
TXO
Product Name
TAIEX Options value_B ▽
Currency
TWD
Initial
43,000
Maint.
33,000
TXO
Product Name
TAIEX Options value_C ▽
Currency
TWD
Initial
8,600
Maint.
6,600
G2F
Product Name
TPEx 200 Futures ◎
Currency
TWD
Initial
33,000
Maint.
25,000
GDF
Product Name
TAIFEX Gold Futures ●
Currency
USD
Initial
2,900
Maint.
1110
XIF
Product Name
Non-Finance Non-Electronics Sub-Index Futures ▲
Currency
TWD
Initial
115,500
Maint.
59,000
GTF
Product Name
Taipei Exchange Stock Index Futures ▲
Currency
TWD
Initial
88,500
Maint.
45,000
TGF
Product Name
TAIFEX NT Dollar Gold Futures ▲
Currency
TWD
Initial
85,500
Maint.
44,000
TEO
Product Name
Electronics Sector Index Options value_A ▲
Currency
TWD
Initial
148,500
Maint.
76,000
TEO
Product Name
Electronics Sector Index Options value_B ▲
Currency
TWD
Initial
75,000
Maint.
38,000
TFO
Product Name
Finance Sector Index Options value_A ▲
Currency
TWD
Initial
45,000
Maint.
23,000
TFO
Product Name
Finance Sector Index Options value_B ▲
Currency
TWD
Initial
22,500
Maint.
12,000
TGO
Product Name
Gold Options value_A ▲
Currency
TWD
Initial
43,500
Maint.
22,000
|
NOTES：
|
|
| 1、 | ▲、●For our company to strengthen the risk management of the commodity, also to secure the transaction, which requires additional margin ( additional 50% initial margin; additional 100% initial margin) |
| 2、 | According to the official letter launched on the March 28th, 2018 by the Financial Supervisory Commission and on May 16th, 2018 by the Chinese National Futures Association, for the commodity of the Taiwan Futures Exchange: ★：According to the risk margin (value A) and the minimum risk margin value (value B), additional 20% of the initial margin will be charged for non-Professional Institutional Investor. ◎：If the due delivery month is “besides the Spot month and the next two calendar month”, it will be charged additional 20% initial margin based on the amount in the table above. ◇：If the expiry delivery month is “besides the Spot month and the next calendar month”, it will be charged additional 20% initial margin based on the amount in the table above. ▽：If the strike price is out of money but more than 500 points and less than 1,000 points, the risk margin (value A) and the minimum value of the risk margin (value B) will be charged additional 20% initial based on the amount in the table above and additional 50% if it’s over 1,000 points. |
| 3、 | For the C-value option commodities Taiwan Futures Exchange announces, the C-value will be charged when ordering or O.I. straddle/strangle position. |
| 4、 | In case of margin adjustment by Taiwan Futures Exchange, it will take effect after the end of the regular trading hours of the day. |
| 5、 | Option sell margin = premium market value + MAX (A value - Out-of-the-money value, B value) A is a futures margin, and the B value is half of the A value. |
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