TAIEX Futures
Contract Specifications
| Underlying Index | TAIEX | ||
| Opening Date | July 19, 2016 | ||
| Trading hours | 8:45-15:45 (Note) Not available for trading in the night session. Trading Hours |
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| Contract Months | 2 consecutive near-term months, plus 3 months in the March quarterly cycle (March, June, September and December). | ||
| Last Trading Day | A trading day which ends on the business day immediately preceding the third Wednesday（to be moved down accordingly if it falls on a day which TAIEX is not calculated) | ||
| SQ Day | The business day following the last trading day. | ||
| Contract Unit | TAIEX × ¥100 | ||
| Tick Size | 1 point | ||
| Price Limits |
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| Circuit Breaker Rule (SCB) | N/A Price Limits/ Circuit Breaker Rule |
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| Strategy Trades | The calendar spread trading is available. | ||
| J-NET Trading | N/A J-NET Trading |
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| Holiday Trading | Available Holiday Trading |
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| Settlement | Last traded price, etc. from 3:30 p.m. until the end of the Day Session *If necessary, notwithstanding the above, the settlement price will be adjusted as deemed appropriate by JSCC. |
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| Final Settlement Price | The final settlement price for a contract month will be the same as the value for the contract month of TAIFEX (Taiwan Futures Exchange Corporation) TAIEX futures whose last trading day falls in the same month. | ||
| Margin | Calculated by VaR Method Margin Calculation Method (VaR Method) for Futures and Options (JSCC) |
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| Settlement method |
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| Give-Up | Available Give-Up System |
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| Position-Transfer | Available Position Transfer System（JSCC）  |