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Title TAIFEX TPEx 200 Index Futures Contract Specifications CH
Date 2019.07.22 ( PROMULGATED )

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┌────────┬─────────────────────┐
│Item            │Description                               │
├────────┼─────────────────────┤
│Underlying Index│TPEx 200 Index                            │
├────────┼─────────────────────┤
│Ticker Symbol   │G2F                                       │
├────────┼─────────────────────┤
│Trading Hours   │08:45AM-1:45PM Taiwan time Monday through │
│                │Friday of the regular business days of    │
│                │the Taipei Exchange                       │
│                │                                          │
│                │08:45AM-1:30PM on the last trading day for│ 
│                │the delivery month contract               │
├────────┼─────────────────────┤
│Contract Size   │NTD 50 x per index point                  │
├────────┼─────────────────────┤
│Delivery Months │Spot month, the next two calendar months, │
│                │and the next three quarterly months       │
├────────┼─────────────────────┤
│Daily Settlement│The daily settlement price is the volume  │
│Price           │weighted average price, which is          │
│                │calculated by dividing the value of trades│ 
│                │by the volume within the last one minute  │
│                │or otherwise determined by TAIFEX         │
│                │according to the Trading Rules.           │
├────────┼─────────────────────┤
│Daily Price     │+/- 10% of previous day's settlement price│
│Limit           │                                          │
├────────┼─────────────────────┤
│Minimum Price   │1 index point (NTD 50)                    │
│Fluctuation     │                                          │
├────────┼─────────────────────┤
│Last Trading    │The third Wednesday of the delivery month │
│Day             │                                          │
├────────┼─────────────────────┤
│Settlement      │Cash settlement                           │
├────────┼─────────────────────┤
│Final Settlement│The same day as the last trading day      │
│Day             │                                          │
├────────┼─────────────────────┤
│Final Settlement│The average price of the underlying index │
│Price           │disclosed within the last 30 minutes prior│ 
│                │to the close of trading on the final      │
│                │settlement day. Method used to calculate  │
│                │final settlement price.                   │
├────────┼─────────────────────┤
│Position Limit  │Any investor'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.                                   │
│                │                                          │
│                │Institutional investors may apply for an  │
│                │exemption from the above limit on trading │
│                │accounts for hedging purpose.             │
│                │                                          │
│                │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 investors.                  │
├────────┼─────────────────────┤
│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                  │
└────────┴─────────────────────┘
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