TAIFEX NonFinance NonElectronics Sub-Index Futures
Jump to navigation
Jump to search
TAIFEX NonFinance NonElectronics Sub-Index futures and options trade on the Taiwan Futures Exchange (TAIFEX).
Over the first 60 trading days in 2007, TAIFEX NonFinance NonElectronics Sub-Index futures and options traded 37,197 contracts and 186,161 contracts, respectively[1].
NonFinance NonElectronics Sub-Index futures | ||
---|---|---|
Exchange | Taiwan Futures Exchange | |
Settlement | Cash settled | |
Contract Size | NT$100 x futures contract price | |
Pricing Unit | Need pricing unit! | |
Tick Value | 1 index point (NT$100) | |
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 | 08:45AM-1:45PM Taiwan time Monday through Friday of the regular business days of the Taiwan Stock Exchange. |
Ticker Symbol | N/A | XIF |
Price Limits | N/A | +/- 7% of previous day's settlement price. |
NonFinance NonElectronics Sub-Index options | ||
Trade Unit | One futures contract | |
Point Value | NT$25 per index point | |
Tick Value | < 20 points: 0.2 points (NT$5)
>=20 points,<100 points: 1 point (NT$ 25) >=100 points, <1000 points: 2 points (NT$ 50) >=1000 points, <2,000 points: 10 points (NT$ 250) >=2,000 points: 20 points (NT$ 500) | |
Option Months | Spot month, the next two calendar months, and the next two quarterly months | |
Strike Prices |
| |
Exercise Style | European | |
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 | XIO |
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.