Margin Query

Margin parameter files: TAIWAN OVERSEA

Product Code
Product Name
Currency
Initial
Maint.
TJF
Product Name
TOPIX Futures ◇
Currency
TWD
Initial
21,000
Maint.
16,000
F1F
Product Name
FTSE® 100 Futures ◇
Currency
TWD
Initial
27,000
Maint.
21,000
UDF
Product Name
DJIA Futures ◇
Currency
TWD
Initial
46,000
Maint.
36,000
SPF
Product Name
S&P 500 Futures ◇
Currency
TWD
Initial
57,000
Maint.
44,000
UNF
Product Name
Nasdaq-100 Futures ◇
Currency
TWD
Initial
50,000
Maint.
39,000
SXF
Product Name
PHLX Semiconductor Sector Futures ◇
Currency
TWD
Initial
26,000
Maint.
20,000
RHF
Product Name
USD/CNH FX Futures ◇
Currency
CNY
Initial
18,360
Maint.
14,080
RTF
Product Name
USD/CNT FX Futures ◇
Currency
CNY
Initial
3,780
Maint.
2,900
XEF
Product Name
EUR/USD FX Futures ◇
Currency
USD
Initial
710
Maint.
540
XJF
Product Name
USD/JPY FX Futures ◇
Currency
JPY
Initial
114,000
Maint.
87,000
XBF
Product Name
GBP/USD FX Futures ◇
Currency
USD
Initial
1,080
Maint.
830
XAF
Product Name
AUD/USD FX Futures ◇
Currency
USD
Initial
800
Maint.
620
BRF
Product Name
Brent Crude Oil Futures ◇
Currency
TWD
Initial
80,000
Maint.
62,000
E4F
Product Name
F4G TIP TW ESG Futures ◎
Currency
TWD
Initial
38,000
Maint.
29,000
BTF
Product Name
TIP Taiwan BIO Futures ◎
Currency
TWD
Initial
18,000
Maint.
14,000
SOF
Product Name
Taiwan Semiconductor 30 Futures ◎
Currency
TWD
Initial
18,000
Maint.
14,000
SHF
Product Name
Shipping and Transportation Sector Futures ◎
Currency
TWD
Initial
17,000
Maint.
13,000
MXFFX
Product Name
Mini-TAIEX Flexible Futures □
Currency
TWD
Initial
41,750
Maint.
32,000
 
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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