TAIFEX 10-Year Government Bond Futures

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TAIFEX 10-Year Government Bond futures trade on the Taiwan Futures Exchange (TAIFEX).

In 2007, TAIFEX 10-Year Government Bond futures traded 151,247 contracts (+271.8 percent YOY)[1].


10-Year Government Bond futures
Exchange Taiwan Futures Exchange
Settlement Cash settled
Contract Size 10-year government bonds having a face value of NT$5M and 3% coupon rate.
Pricing Unit NT$50,000
Tick Value NT$250
Contract Months The three successive months of the March, June, September and December cycle.
Last Trading Day The second Wednesday of the delivery month.
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A 08:45AM - 1:45PM Taiwan Time on regular business days of the Electronic Bond Trading System (EBTS) of the GreTai Securities Market. 08:45AM-12:00AM Taiwan Time on the last trading day of delivery contract.
Ticker Symbol N/A GBF
Price Limits N/A +/-NT$3 of previous day's settlement price.

Notes

Resources

Taiwan Futures Exchange Products

References

  1. Highlights of Annual Trading Volume. Taiwan Futures Exchange.