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Title TAIFEX USD/CNH FX Futures Contract Specifications CH
Date 2018.11.13 ( AMENDMENT )

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┌───────┬──────────────────────┐
│Item          │Description                                 │
├───────┼──────────────────────┤
│Ticker Symbol │RHF                                         │
├───────┼──────────────────────┤
│Underlying    │USD/ RMB(Renminbi) FX rate                  │
├───────┼──────────────────────┤
│Trading Hours │‧Trading days are the same as TAIFEX       │
│              │  business days in Taiwan                   │
│              │‧Regular trading session:08:45AM-4:15PM    │
│              │  Taiwan time, 08:45AM-11:00AM on the last  │
│              │  trading day for the delivery month        │
│              │  contract                                  │
│              │‧After-hours trading session: 05:25PM on   │
│              │  trading day - 05:00AM of the following day│
│              │  ; no after-hours trading session on the   │
│              │  last trading day for the delivery month   │
│              │  contract                                  │
├───────┼──────────────────────┤
│Contract Size │USD 100,000                                 │
├───────┼──────────────────────┤
│Delivery      │‧Spot month, the next calendar month, and  │
│Months        │  the next four quarterly months.           │
│              │‧Upon expiration of near month, new        │
│              │  contract month will be listed for trading │
│              │  beginning on the next regular trading     │
│              │  session                                   │
├───────┼──────────────────────┤
│Daily         │The daily settlement price is the volume    │
│Settlement    │weighted average price, which is calculated │
│Price         │by dividing the value of trades by the      │
│              │volume within the last one minute of regular│
│              │trading session, or as otherwise determined │
│              │by TAIFEX according to the Trading Rules.   │
├───────┼──────────────────────┤
│Daily Price   │3-Level Price Limits at ±3%, ±5% and ±7% of │
│Limit         │the daily settlement price of the preceding │
│              │regular trading session.                    │
├───────┼──────────────────────┤
│Price         │RMB per USD                                 │
│Quotation     │                                            │
├───────┼──────────────────────┤
│Minimum Price │RMB 0.0001 per USD (RMB 10 per contract)    │
│Fluctuation   │                                            │
├───────┼──────────────────────┤
│Last Trading  │The third Wednesday of the delivery month   │
│Day           │                                            │
├───────┼──────────────────────┤
│Final         │The same day as the last trading day        │
│Settlement Day│                                            │
├───────┼──────────────────────┤
│Final         │USD/CNY (HK) Spot Rate published at 11:30   │
│Settlement    │a.m. on the Last Trading Day by Treasury    │
│Price         │Markets Association (TMA) of Hong Kong      │
├───────┼──────────────────────┤
│Settlement    │Cash settlement                             │
├───────┼──────────────────────┤
│Position Limit│‧Any trader's aggregate open same-side     │
│              │  positions in the Contract for various     │
│              │  delivery months at any time shall not     │
│              │  exceed the limit standards announced by   │
│              │  TAIFEX.                                   │
│              │‧These position limits are not applicable  │
│              │  to omnibus accounts, with the exception of│
│              │  undisclosed omnibus accounts, which       │
│              │  accounts are subject to the limits for    │
│              │  institutional traders.                    │
├───────┼──────────────────────┤
│Margin        │‧The trading margin and the maintenance    │
│              │  margin may not be lower than the publicly │
│              │  announced TAIFEX standard for the initial │
│              │  margin and the maintenance margin.        │
│              │‧The initial margin and maintenance margin │
│              │  announced by the TAIFEX shall be based on │
│              │  the clearing margin calculated according  │
│              │  to the Taiwan Futures Exchange Corporation│
│              │   Methods and Standards for Receipt of     │
│              │  Clearing Margins plus a percentage        │
│              │  prescribed by the TAIFEX.                 │
│              │‧Payment/receipt of the principal's margins│
│              │  resulted from margin call and loss may be │
│              │  in New Taiwan Dollars or in a foreign     │
│              │  currency publicly announced by the TAIFEX,│
│              │  as stipulated between the principal and   │
│              │  the futures commission merchant, with the │
│              │  futures commission merchant acting as     │
│              │  foreign exchange settlement agent. The    │
│              │  futures commission merchant shall conduct │
│              │  the required exchange settlements in      │
│              │  accordance with the Regulations Governing │
│              │  the Declaration of Foreign Exchange       │
│              │  Receipts and Disbursements or Transactions│
│              │  prescribed by the Central Bank of the     │
│              │  Republic of China (Taiwan).               │
└───────┴──────────────────────┘
    *The USD/CNY (HK) Spot Rate published by the Treasury Markets Association of Hong Kong is subject to the disclaimer and copyright notice regarding information set out on its website.
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