TAIFEX-Single Stock Futures
| Product Code | Currency | Initial | Maint. |
|---|---|---|---|
| STF◇ | TWD | 13.50% | 10.35% |
| CSF◇ | TWD | 16.20% | 12.42% |
| CXF◇ | TWD | 16.20% | 12.42% |
| CYF◇ | TWD | 16.20% | 12.42% |
| CZF◇ | TWD | 16.20% | 12.42% |
| DAF◇ | TWD | 20.25% | 15.53% |
| DHF◇ | TWD | 16.20% | 12.42% |
| DJF◇ | TWD | 16.20% | 12.42% |
| QRF◇ | TWD | 16.20% | 12.42% |
| DRF◇ | TWD | 16.20% | 12.42% |
| DKF◇ | TWD | 20.25% | 15.53% |
| DWF◇ | TWD | 13.50% | 10.35% |
| DXF◇ | TWD | 20.25% | 15.53% |
| EKF◇ | TWD | 13.50% | 10.35% |
| EPF◇ | TWD | 16.20% | 12.42% |
| EYF◇ | TWD | 13.50% | 10.35% |
| FBF◇ | TWD | 13.50% | 10.35% |
| FFF◇ | TWD | 20.25% | 15.53% |
| QMF◇ | TWD | 20.25% | 15.53% |
| FVF◇ | TWD | 16.20% | 12.42% |
| FGF◇ | TWD | 20.25% | 15.53% |
| SVF◇ | TWD | 20.25% | 15.53% |
| FSF◇ | TWD | 16.20% | 12.42% |
| FTF◇ | TWD | 16.20% | 12.42% |
| FQF◇ | TWD | 16.20% | 12.42% |
| FZF◇ | TWD | 16.20% | 12.42% |
| GCF◇ | TWD | 16.20% | 12.42% |
| GHF◇ | TWD | 20.25% | 15.53% |
| SLF◇ | TWD | 20.25% | 15.53% |
| GLF◇ | TWD | 16.20% | 12.42% |
| GNF◇ | TWD | 16.20% | 12.42% |
| GOF◇ | TWD | 16.20% | 12.42% |
| UZF◇ | TWD | 16.20% | 12.42% |
| GRF◇ | TWD | 16.20% | 12.42% |
| GUF◇ | TWD | 20.25% | 15.53% |
| GYF◇ | TWD | 16.20% | 12.42% |
| GZF◇ | TWD | 16.20% | 12.42% |
| HAF◇ | TWD | 16.20% | 12.42% |
| HIF◇ | TWD | 16.20% | 12.42% |
| HQF◇ | TWD | 16.20% | 12.42% |
| IIF◇ | TWD | 16.20% | 12.42% |
| IMF◇ | TWD | 16.20% | 12.42% |
| IPF◇ | TWD | 20.25% | 15.53% |
| IQF◇ | TWD | 16.20% | 12.42% |
| IRF◇ | TWD | 16.20% | 12.42% |
| IXF◇ | TWD | 16.20% | 12.42% |
| IYF◇ | TWD | 20.25% | 15.53% |
| IZF◇ | TWD | 13.50% | 10.35% |
| JBF◇ | TWD | 20.25% | 15.53% |
| RWF◇ | TWD | 20.25% | 15.53% |
| JFF◇ | TWD | 16.20% | 12.42% |
| RFF◇ | TWD | 16.20% | 12.42% |
| JMF◇ | TWD | 20.25% | 15.53% |
| RGF◇ | TWD | 20.25% | 15.53% |
| JWF◇ | TWD | 16.20% | 12.42% |
| KBF◇ | TWD | 16.20% | 12.42% |
| KGF◇ | TWD | 16.20% | 12.42% |
| KSF◇ | TWD | 16.20% | 12.42% |
| SCF◇ | TWD | 16.20% | 12.42% |
| KUF◇ | TWD | 20.25% | 15.53% |
| KWF◇ | TWD | 16.20% | 12.42% |
| LEF◇ | TWD | 16.20% | 12.42% |
| QJF◇ | TWD | 16.20% | 12.42% |
| LWF◇ | TWD | 16.20% | 12.42% |
| LYF◇ | TWD | 20.25% | 15.53% |
| QSF◇ | TWD | 20.25% | 15.53% |
| LQF◇ | TWD | 16.20% | 12.42% |
| MJF◇ | TWD | 16.20% | 12.42% |
| NAF◇ | TWD | 16.20% | 12.42% |
| QIF◇ | TWD | 16.20% | 12.42% |
| NDF◇ | TWD | 20.25% | 15.53% |
| NGF◇ | TWD | 16.20% | 12.42% |
| NLF◇ | TWD | 16.20% | 12.42% |
| NMF◇ | TWD | 16.20% | 12.42% |
| NUF◇ | TWD | 16.20% | 12.42% |
| NVF◇ | TWD | 16.20% | 12.42% |
| NWF◇ | TWD | 16.20% | 12.42% |
| QNF◇ | TWD | 16.20% | 12.42% |
| OPF◇ | TWD | 16.20% | 12.42% |
| SEF◇ | TWD | 16.20% | 12.42% |
| ORF◇ | TWD | 16.20% | 12.42% |
| OSF◇ | TWD | 13.50% | 10.35% |
| OTF◇ | TWD | 21.60% | 16.56% |
| OVF◇ | TWD | 20.25% | 15.53% |
| OUF◇ | TWD | 16.20% | 12.42% |
| OXF◇ | TWD | 16.20% | 12.42% |
| OYF◇ | TWD | 16.20% | 12.42% |
| OZF◇ | TWD | 16.20% | 12.42% |
| PAF◇ | TWD | 16.20% | 12.42% |
| PCF◇ | TWD | 20.25% | 15.53% |
| PDF◇ | TWD | 13.50% | 10.35% |
| PEF◇ | TWD | 16.20% | 12.42% |
| PHF◇ | TWD | 20.25% | 15.53% |
| PNF◇ | TWD | 20.25% | 15.53% |
| PQF◇ | TWD | 24.30% | 18.63% |
| PIF◇ | TWD | 20.25% | 15.53% |
| RSF◇ | TWD | 20.25% | 15.53% |
| PJF◇ | TWD | 16.20% | 12.42% |
| SFF◇ | TWD | 16.20% | 12.42% |
| PPF◇ | TWD | 16.20% | 12.42% |
| PRF◇ | TWD | 16.20% | 12.42% |
| PSF◇ | TWD | 16.20% | 12.42% |
| PTF◇ | TWD | 20.25% | 15.53% |
| ULF◇ | TWD | 20.25% | 15.53% |
| PVF◇ | TWD | 20.25% | 15.53% |
| PWF◇ | TWD | 20.25% | 15.53% |
| PXF◇ | TWD | 16.20% | 12.42% |
| PYF◇ | TWD | 16.20% | 12.42% |
| PZF◇ | TWD | 20.25% | 15.53% |
| QAF◇ | TWD | 20.25% | 15.53% |
| QLF◇ | TWD | 20.25% | 15.53% |
| QOF◇ | TWD | 20.25% | 15.53% |
| QQF◇ | TWD | 16.20% | 12.42% |
| QWF◇ | TWD | 20.25% | 15.53% |
| QXF◇ | TWD | 20.25% | 15.53% |
| QYF◇ | TWD | 16.20% | 12.42% |
| RAF◇ | TWD | 20.25% | 15.53% |
| UHF◇ | TWD | 20.25% | 15.53% |
| RBF◇ | TWD | 16.20% | 12.42% |
| RCF◇ | TWD | 16.20% | 12.42% |
| REF◇ | TWD | 16.20% | 12.42% |
| RJF◇ | TWD | 16.20% | 12.42% |
| RKF◇ | TWD | 16.20% | 12.42% |
| RLF◇ | TWD | 16.20% | 12.42% |
| RNF◇ | TWD | 16.20% | 12.42% |
| ROF◇ | TWD | 16.20% | 12.42% |
| RUF◇ | TWD | 20.25% | 15.53% |
| SWF◇ | TWD | 20.25% | 15.53% |
| SAF◇ | TWD | 16.20% | 12.42% |
| SDF◇ | TWD | 16.20% | 12.42% |
| SJF◇ | TWD | 16.20% | 12.42% |
| SYF◇ | TWD | 16.20% | 12.42% |
| SZF◇ | TWD | 16.20% | 12.42% |
| UAF◇ | TWD | 20.25% | 15.53% |
| UBF◇ | TWD | 20.25% | 15.53% |
| UCF◇ | TWD | 20.25% | 15.53% |
| UGF◇ | TWD | 16.20% | 12.42% |
| UIF◇ | TWD | 16.20% | 12.42% |
| UMF◇ | TWD | 20.25% | 15.53% |
| UOF◇ | TWD | 20.25% | 15.53% |
| UPF◇ | TWD | 13.50% | 10.35% |
| UQF◇ | TWD | 13.50% | 10.35% |
| UTF◇ | TWD | 20.25% | 15.53% |
| UUF◇ | TWD | 16.20% | 12.42% |
| UVF◇ | TWD | 20.25% | 15.53% |
| UWF◇ | TWD | 20.25% | 15.53% |
| UXF◇ | TWD | 16.20% | 12.42% |
| UYF◇ | TWD | 16.20% | 12.42% |
TAIFEX-Single Stock Option
| Product Code | Currency | Initial | Maint. |
|---|---|---|---|
| STO value_A▲ | TWD | 20.25% | 10.35% |
| STO value_B▲ | TWD | 10.13% | 5.18% |
| DHO value_A ▲ | TWD | 24.30% | 12.42% |
| DHO value_B ▲ | TWD | 12.15% | 6.21% |
| CHO value_A ▲ | TWD | 20.25% | 10.35% |
| CHO value_B ▲ | TWD | 10.13% | 5.18% |
| CSO value_A ▲ | TWD | 24.30% | 12.42% |
| CSO value_B ▲ | TWD | 12.15% | 6.21% |
| CZO value_A ▲ | TWD | 24.30% | 12.42% |
| CZO value_B ▲ | TWD | 12.15% | 6.21% |
| DJO value_A ▲ | TWD | 24.30% | 12.42% |
| DJO value_B ▲ | TWD | 12.15% | 6.210% |
| DKO value_A ▲ | TWD | 30.38% | 15.53% |
| DKO value_B ▲ | TWD | 15.19% | 7.77% |
| DQO value_A ▲ | TWD | 20.25% | 10.35% |
| DQO value_B ▲ | TWD | 10.13% | 5.18% |
| DXO value_A ▲ | TWD | 30.38% | 15.53% |
| DXO value_B ▲ | TWD | 15.19% | 7.77% |
| IRO value_A ▲ | TWD | 24.30% | 12.42% |
| IRO value_B ▲ | TWD | 12.15% | 6.21% |
| OZO value_A ▲ | TWD | 24.30% | 12.42% |
| OZO value_B ▲ | TWD | 12.15% | 6.21% |
TAIFEX-ETF Futures
| Product Code | Currency | Initial | Maint. |
|---|---|---|---|
| NYF◇ | TWD | 40,000 | 31,000 |
| NY1◇ | TWD | 157,000 | 121,000 |
| OAF◇ | TWD | 29,000 | 22,000 |
| OBF◇ | TWD | 29,000 | 22,000 |
| OJF◇ | TWD | 21,000 | 16,000 |
| OKF◇ | TWD | 13,000 | 10,000 |
| OOF◇ | TWD | 15,000 | 12,000 |
| PFF◇ | TWD | 23,000 | 18,000 |
| RIF◇ | TWD | 14,000 | 11,000 |
| RXF◇ | TWD | 13,000 | 10,000 |
| RYF◇ | TWD | 17,000 | 13,000 |
| RZF◇ | TWD | 19,000 | 15,000 |
| SGF◇ | TWD | 32,000 | 24,000 |
| SIF◇ | TWD | 15,000 | 12,000 |
| SMF◇ | TWD | 15,000 | 12,000 |
| SNF◇ | TWD | 13,000 | 10,000 |
| SQF◇ | TWD | 22,000 | 17,000 |
| SRF◇ | TWD | 4,000 | 3,100 |
| SR1◇ | TWD | 15,700 | 12,100 |
| SSF◇ | TWD | 2,300 | 1,800 |
| SUF◇ | TWD | 7,000 | 6,000 |
| UJF◇ | TWD | 11,000 | 9,000 |
| UKF◇ | TWD | 21,000 | 16,000 |
| URF◇ | TWD | 107,000 | 82,000 |
| USF◇ | TWD | 10,700 | 8,200 |
TAIFEX-ETF Option
| Product Code | Currency | Initial | Maint. |
|---|---|---|---|
| NYO value_A★ | TWD | 48,000 | 31,000 |
| NYO value_B★ | TWD | 24,000 | 16,000 |
| NYO value_A | TWD | 40,000 | 31,000 |
| NYO value_B | TWD | 20,000 | 16,000 |
| NYA value_A★ | TWD | 188,400 | 121,000 |
| NYA value_B★ | TWD | 94,800 | 61,000 |
| NYA value_A | TWD | 157,000 | 121,000 |
| NYA value_B | TWD | 79,000 | 61,000 |
| OAO value_A★ | TWD | 34,800 | 22,000 |
| OAO value_B★ | TWD | 18,000 | 11,000 |
| OAO value_A | TWD | 29,000 | 22,000 |
| OAO value_B | TWD | 15,000 | 11,000 |
| OBO value_A★ | TWD | 34,800 | 22,000 |
| OBO value_B★ | TWD | 18,000 | 11,000 |
| OBO value_A | TWD | 29,000 | 22,000 |
| OBO value_B | TWD | 15,000 | 11,000 |
| OJO value_A★ | TWD | 26,400 | 17,000 |
| OJO value_B★ | TWD | 13,200 | 9,000 |
| OJO value_A | TWD | 22,000 | 17,000 |
| OJO value_B | TWD | 11,000 | 9,000 |
| OKO value_A★ | TWD | 16,800 | 11,000 |
| OKO value_B★ | TWD | 8,400 | 6,000 |
| OKO value_A | TWD | 14,000 | 11,000 |
| OKO value_B | TWD | 7,000 | 6,000 |
| OOO value_A★ | TWD | 18,000 | 12,000 |
| OOO value_B★ | TWD | 9,600 | 6,000 |
| OOO value_A | TWD | 15,000 | 12,000 |
| OOO value_B | TWD | 8,000 | 6,000 |
|
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. |
Share Links