TAIFEX-MSCI Taiwan Index Futures

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TAIFEX MSCI Taiwan Index futures trade on the Taiwan Futures Exchange (TAIFEX). The MSCI Taiwan Index is a free-float weighted equity index with the base value set at 100 as of December 31 1987[1]. There are also SGX MSCI Taiwan Index futures[2] contracts and iShares MSCI Taiwan Index (ETF)[3] trading with the same underlying index as TAIFEX MSCI Taiwan Index futures.


In 2007, TAIFEX MSCI Taiwan Index futures traded 1,132 contracts (-86.4 percent YOY)[4].



TAIFEX MSCI Taiwan Index futures
Exchange Taiwan Futures Exchange
Settlement Cash settled
Contract Size US$100 x futures contract price.
Pricing Unit One index points (US$100 per contract)
Tick Value 0.1 index points (US$10 per contract)
Contract Months Spot month, the next calendar month, and the next three quarterly months.
Last Trading Day The third Wednesday of the delivery month.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A 8:45am-1:45pm on regular business days of the Taiwan Stock Exchange
Ticker Symbol N/A MSF
Price Limits N/A +/- 7% of previous day's settlement price

Notes

Resources

Taiwan Futures Exchange Products

References

  1. MSCI TAIWAN. Bloomberg.com.
  2. SGX MSCI Taiwan Index (SGX TiMSCI) Futures. Singapore Exchange.
  3. iShares MSCI Taiwan Index (ETF). International Google Finance.
  4. Highlights of Annual Trading Volume. Taiwan Futures Exchange.