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[edit]
Resources[edit]
Taiwan Futures Exchange Products
References[edit]
- ↑ Highlights of Annual Trading Volume. Taiwan Futures Exchange.