When is the last trading day for TAIEX?

The TAIFEX may, in the regular trading session on the Wednesday in a given trading week, add the weekly options for which the initial trading day is the given Wednesday and the last trading day is the next Wednesday. The exception is the second Wednesday of each month.

Are there limits to open positions in TAIEX futures?

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 purposes.

How is the daily settlement price calculated on TAIFEX?

The daily settlement price is the volume weighted average price, which is calculated 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.

When is the after hours trading session for TWSE?

After-hours trading session: 03:00PM on trading day of TWSE- 05:00AM of the following day; no after-hours trading session on the last trading day for the delivery month contract +/- 10% of daily settlement price of preceding regular trading session.

How is the TAIEX options volatility index calculated?

The TAIEX Options Volatility Index is compiled according to the CBOE VIX methodology. Note: From 23 November 2020, TAIFEX discloses TAIEX Options Volatility Index averaged in the last minute. TAIFEX’s TAIEX Options Volatility Index (hereinafter, “the Index”) is calculated using the VIX formula developed by the Chicago Board Options Exchange.

Are there limits on open positions on TAIFEX?

Any investor’s aggregate open same-side positions in the Contract for various delivery months and weeks 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 purposes.

When is the final settle for Taiwan Futures?

2021/06/23 The Taiwan Futures Exchange has announced the final settle… 2021/06/21 The Taiwan Futures Exchange (TAIFEX) has announced the fin… 2021/06/21 The Taiwan Futures Exchange (TAIFEX) has announced the fin…