Margin Query

Margin parameter files: TAIWAN OVERSEA

Product Code
Currency
Initial
Maint.
STF◇
Currency
TWD
Initial
13.50%
Maint.
10.35%
DKF
Currency
TWD
Initial
16.20%
Maint.
12.42%
DBF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
LQF
Currency
TWD
Initial
16.20%
Maint.
12.42%
FEF◇
Currency
TWD
Initial
13.50%
Maint.
10.35%
SAF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
NJF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
FYF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
GHF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
GUF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
HBF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
PSF
Currency
TWD
Initial
16.20%
Maint.
12.42%
IPF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
IRF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
JBF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
JFF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
FBF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
RWF◇
Currency
TWD
Initial
20.25%
Maint.
15.53%
DXF
Currency
TWD
Initial
20.25%
Maint.
15.53%
NAF◇
Currency
TWD
Initial
16.20%
Maint.
12.42%
 
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