TAIFEX-MSCI Taiwan Index Futures
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TAIFEX MSCI Taiwan Index futures trade on the Taiwan Futures Exchange (TAIFEX). The MSCI Taiwan Index is a free-float weighted equity index with the base value set at 100 as of December 31 1987[1]. There are also SGX MSCI Taiwan Index futures[2] contracts and iShares MSCI Taiwan Index (ETF)[3] trading with the same underlying index as TAIFEX MSCI Taiwan Index futures.
In 2007, TAIFEX MSCI Taiwan Index futures traded 1,132 contracts (-86.4 percent YOY)[4].
| TAIFEX MSCI Taiwan Index futures | ||
|---|---|---|
| Exchange | Taiwan Futures Exchange | |
| Settlement | Cash settled | |
| Contract Size | US$100 x futures contract price. | |
| Pricing Unit | One index points (US$100 per contract) | |
| Tick Value | 0.1 index points (US$10 per contract) | |
| 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 | 8:45am-1:45pm on regular business days of the Taiwan Stock Exchange |
| Ticker Symbol | N/A | MSF |
| Price Limits | N/A | +/- 7% of previous day's settlement price |
Notes[edit]
Resources[edit]
Taiwan Futures Exchange Products
References[edit]
- ↑ MSCI TAIWAN. Bloomberg.com.
- ↑ SGX MSCI Taiwan Index (SGX TiMSCI) Futures. Singapore Exchange.
- ↑ iShares MSCI Taiwan Index (ETF). International Google Finance.
- ↑ Highlights of Annual Trading Volume. Taiwan Futures Exchange.