Margin Query

Margin parameter files：TAIWAN OVERSEA

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%
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%
EYF◇	TWD	13.50%	10.35%
FBF◇	TWD	13.50%	10.35%
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%
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%
GRF◇	TWD	16.20%	12.42%
GUF◇	TWD	16.20%	12.42%
GYF◇	TWD	16.20%	12.42%
GZF◇	TWD	16.20%	12.42%
HAF◇	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	20.25%	15.53%
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	16.20%	12.42%
RGF◇	TWD	16.20%	12.42%
KBF◇	TWD	16.20%	12.42%
KGF◇	TWD	16.20%	12.42%
KUF◇	TWD	13.50%	10.35%
KWF◇	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%
NMF◇	TWD	16.20%	12.42%
NUF◇	TWD	16.20%	12.42%
NVF◇	TWD	16.20%	12.42%
NWF◇	TWD	13.50%	10.35%
QNF◇	TWD	13.50%	10.35%
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	20.25%	15.53%
OVF◇	TWD	20.25%	15.53%
OXF◇	TWD	16.20%	12.42%
OYF◇	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%
PIF◇	TWD	20.25%	15.53%
RSF◇	TWD	20.25%	15.53%
PJF◇	TWD	16.20%	12.42%
SFF◇	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%
PZF◇	TWD	20.25%	15.53%
QAF◇	TWD	20.25%	15.53%
QLF◇	TWD	16.20%	12.42%
QQF◇	TWD	16.20%	12.42%
QWF◇	TWD	20.25%	15.53%
QXF◇	TWD	20.25%	15.53%
QYF◇	TWD	13.50%	10.35%
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%
UMF◇	TWD	20.25%	15.53%
UOF◇	TWD	20.25%	15.53%
UPF◇	TWD	13.50%	10.35%
UQF◇	TWD	13.50%	10.35%

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%
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%

TAIFEX-ETF Futures

Product Code	Currency	Initial	Maint.
NYF◇	TWD	149,000	114,000
OAF◇	TWD	38,000	29,000
OBF◇	TWD	38,000	29,000
OJF◇	TWD	27,000	21,000
OKF◇	TWD	17,000	13,000
OOF◇	TWD	19,000	15,000
PFF◇	TWD	25,000	19,000
RIF◇	TWD	14,000	11,000
RXF◇	TWD	9,000	7,000
RYF◇	TWD	15,000	12,000
RZF◇	TWD	15,000	12,000
SGF◇	TWD	22,000	17,000
SIF◇	TWD	15,000	12,000
SMF◇	TWD	15,000	12,000
SNF◇	TWD	13,000	10,000
SQF◇	TWD	18,000	14,000
SRF◇	TWD	14,900	11,400
SSF◇	TWD	2,500	1,900
SUF◇	TWD	7,000	6,000
UJF◇	TWD	9,000	7,000
UKF◇	TWD	15,000	12,000
URF◇	TWD	87,000	67,000
USF◇	TWD	8,700	6,700

TAIFEX-ETF Option

Product Code	Currency	Initial	Maint.
NYO value_A★	TWD	178,800	114,000
NYO value_B★	TWD	90,000	57,000
NYO value_A	TWD	149,000	114,000
NYO value_B	TWD	75,000	57,000
OAO value_A★	TWD	45,600	29,000
OAO value_B★	TWD	22,800	15,000
OAO value_A	TWD	38,000	29,000
OAO value_B	TWD	19,000	15,000
OBO value_A★	TWD	45,600	29,000
OBO value_B★	TWD	22,800	15,000
OBO value_A	TWD	38,000	29,000
OBO value_B	TWD	19,000	15,000
OJO value_A★	TWD	34,800	22,000
OJO value_B★	TWD	18,000	11,000
OJO value_A	TWD	29,000	22,000
OJO value_B	TWD	15,000	11,000
OKO value_A★	TWD	21,600	14,000
OKO value_B★	TWD	10,800	7,000
OKO value_A	TWD	18,000	14,000
OKO value_B	TWD	9,000	7,000
OOO value_A★	TWD	25,200	16,000
OOO value_B★	TWD	13,200	8,000
OOO value_A	TWD	21,000	16,000
OOO value_B	TWD	11,000	8,000

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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