TAIFEX MiNi-TAIEX Futures
TAIFEX MiNi-TAIEX futures and TAIEX options trade on the Taiwan Futures Exchange (TAIFEX).
In 2007, TAIFEX MiNi-TAIEX futures and TAIEX options traded 2,964,042 contracts (+68.4 percent YOY) and 92,585,637 contracts (-4.5 percent YOY)[1].
MiNi-TAIEX futures | ||
---|---|---|
Exchange | Taiwan Futures Exchange | |
Settlement | Cash settled | |
Contract Size | NT$50 x Index | |
Pricing Unit | Need pricing unit! | |
Tick Value | One index point (NT$50) | |
Contract Months | Spot month, the next calendar month, and the next three quarterly months. | |
Last Trading Day | The third Wednesday of the delivery month of each contract. | |
Note: This contract is electronic ONLY -- no open outcry | ||
No Open Outcry | Electronic | |
Trading Hours | N/A | 08:45AM-1:45PM Taiwan time Monday through Friday of the regular business days of the Taiwan Stock Exchange. |
Ticker Symbol | N/A | MTX |
Price Limits | N/A | +/- 7% of previous day's settlement price. |
MiNi-TAIEX options | ||
Trade Unit | One futures contract | |
Point Value | NT$ 50 (One index point) | |
Tick Value | < 10 points: NT$5
| |
Option Months | Spot month, the next two calendar months, and the next two quarterly months | |
Strike Prices | Strike price below 3000 points: 50 index points in spot month and the next two calendar months, 100 index points in the two quarterly months
| |
Exercise Style | European | |
No Open Outcry | Electronic | |
Trading Hours | N/A | 08:45AM - 1:45 PM Taiwan time Monday through Friday of the regular Taiwan Stock Exchange business days |
Ticker Symbol | N/A | N/A |
Price Limits | N/A | +/- 7% of previous day's closing price of the underlying index |
Notes[edit]
Resources[edit]
Taiwan Futures Exchange Products
References[edit]
- ↑ Highlights of Annual Trading Volume. Taiwan Futures Exchange.