TAIFEX Taiwan 50 Futures

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TAIFEX Taiwan 50 futures trade on the Taiwan Futures Exchange (TAIFEX). TAIFEX Taiwan 50 futures' underlying index, TSEC Taiwan 50 Index, is a capitalization-weighted index consisting of 50 shares trading on the Taiwan Stock Exchange, which the Taiwan Stock Exchange and FTSE jointly developed, with the base level set at 5000 as of April 30, 2002[1].

In 2007, TAIFEX Taiwan 50 futures traded only 506 contracts (+52.4 percent YOY)[2].



Taiwan 50 Futures futures
Exchange Taiwan Futures Exchange
Settlement Cash settled
Contract Size NT$100 x Index
Pricing Unit Need pricing unit!
Tick Value One index point (NT$100)
Contract Months Five delivery months, including spot month, the next calendar month plus next three quarterly months of the March, June, September, and December cycle.
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 08:45AM-1:45PM Taiwan time Monday through Friday of the regular business days of the Taiwan Stock Exchange.
Ticker Symbol N/A T5F
Price Limits N/A +/- 7% of previous day's settlement price.

Notes

Resources

Taiwan Futures Exchange Products

References

  1. TSEC Taiwan 50 Index. FTSE.
  2. Highlights of Annual Trading Volume. Taiwan Futures Exchange.