20 trading days
Average daily trading volume (futures & options): 267,005 contracts
Contract | Volume | Month-end Open Interest |
TAIEX Futures | 665,876 | 37,146 |
TE Futures | 153,224 | 18,896 |
TF Futures | 295,125 | 19,232 |
Mini-TAIEX Futures | 97,351 | 5,815 |
Taiwan 50 Futures | 18 | 1 |
GBF Futures | 4,575 | 675 |
TAIEX Options | 4,122,883 | 651,578 |
Equity Options | 1,040 | 1,932 |
TOTAL | 5,340,092 | 735,275 |
TAIEX Futures:Taiwan Stock Exchange Capitalization Weighted Stock Index Future, contract inception since July 21, 1998
TE Futures: Taiwan Stock Exchange Electronic Sector Index Futures, contract inception since July 21, 1999
TF Futures: Taiwan Stock Exchange Finance Sector Index Futures, contract inception since July 21, 1999
Mini-TAIEX Futures: Mini version of the Taiwan Stock Exchange Capitalization Weighted Stock Index Future Contract inception since April 9, 2001
TAIEX Options: Taiwan Stock Exchange Capitalization Weighted Stock Index Options, contract inception since December 24, 2001
Equity Options: Options (calls and puts) contracts on individual stocks, contract inception since Monday, January 20th, 2003. The underlying of the contracts are five stocks that currently listed on the Taiwan Stock Exchange (TSEC), including Taiwan Semiconductor Manufacturing Company Ltd (TSMC), United Microelectronics Corporation (UMC), China Steel Corporation (China Steel), Fubon Financial Holdings Co. Ltd (Fubon Financial), and Nan Ya Plastic (NPC)
Taiwan 50 Futures: TSEC Taiwan 50 Index Futures, contract inception since June 30, 2003
GBF: Taiwan Futures Exchange 10-year Government Bond Futures, contract inception since January 2, 2004