TAIWANProduct Code
Product Name
Currency
Initial
Maint.
TXF
Product Name
TAIEX Futures ◎
Currency
TWD
Initial
374,000
Maint.
287,000
MXF
Product Name
Mini-TAIEX Futures ◎
Currency
TWD
Initial
93,500
Maint.
71,750
MXFFX
Product Name
Mini-TAIEX Flexible Futures ◎
Currency
TWD
Initial
93,500
Maint.
71,750
TMF
Product Name
Micro TAIEX Futures ◎
Currency
TWD
Initial
18,700
Maint.
14,350
EXF
Product Name
Electronics Sector Index Futures ◎
Currency
TWD
Initial
523,000
Maint.
401,000
ZEF
Product Name
Mini Electronics Sector Futures ◎
Currency
TWD
Initial
65,375
Maint.
50,125
FXF
Product Name
Finance Sector Index Futures ◎
Currency
TWD
Initial
122,000
Maint.
94,000
ZFF
Product Name
Mini Finance Sector Futures ◎
Currency
TWD
Initial
30,500
Maint.
23,500
GTF
Product Name
Taipei Exchange Stock Index Futures ▲
Currency
TWD
Initial
118,500
Maint.
61,000
G2F
Product Name
TPEx 200 Futures ◎
Currency
TWD
Initial
42,000
Maint.
33,000
XIF
Product Name
Non-Finance Non-Electronics Sub-Index Futures ▲
Currency
TWD
Initial
129,000
Maint.
66,000
E4F
Product Name
F4G TIP TW ESG Futures ◎
Currency
TWD
Initial
83,000
Maint.
64,000
BTF
Product Name
TIP Taiwan BIO Futures ◎
Currency
TWD
Initial
14,000
Maint.
11,000
SOF
Product Name
Taiwan Semiconductor 30 Futures ◎
Currency
TWD
Initial
33,000
Maint.
25,000
SHF
Product Name
Shipping and Transportation Sector Futures ◎
Currency
TWD
Initial
17,000
Maint.
13,000
M1F
Product Name
Taiwan Mid-Cap 100 Futures ◎
Currency
TWD
Initial
15,000
Maint.
12,000
TJF
Product Name
TOPIX Futures ◇
Currency
TWD
Initial
40,000
Maint.
31,000
UDF
Product Name
DJIA Futures ◇
Currency
TWD
Initial
64,000
Maint.
49,000
SPF
Product Name
S&P 500 Futures ◇
Currency
TWD
Initial
103,000
Maint.
79,000
UNF
Product Name
Nasdaq-100 Futures ◇
Currency
TWD
Initial
88,000
Maint.
68,000
|
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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