[중국 주식방] 대만 주가지수 선물 (SGX:TWN MSCI Taiwan Futures)





[중국 주식방] 중국 주식시장 주가지수, 주가지수 선물(先物 Futures), 상해(SSE) 심천(SZSE) 홍콩(HKEX) 증권거래소 우량주 주식 시세 입니다. 주식 시세와 주가지수 시세를 바탕으로 하는 파생상품인 선물(先物 Futures) 시세는 지연 또는 종가 시세 입니다. 주가지수 선물 시세를 바탕으로 하는 2차 파생상품인 주가지수 CFD 시세는 실시간 입니다. 주가지수 CFD는 선물을 바탕으로 하므로, 약간의 가격 차이가 있지만, 가격 흐름 자체는 선물과 동일하므로, 실시간으로 추세를 읽고 판단하는데에는 별다른 지장이 없습니다. 이곳의 선물 시세는 최근월물 시세입니다. 단기 거래에 참고할 때는, 비록 약간이지만, 선물과 CFD 간의 가격차이, 선물 월물(만기) 간의 가격차이를 가늠하시기 바랍니다.

대만 주가지수 선물 (GX:TWN SGX FTSE Taiwan Index Futures) : 계약단위: S$40 x SGX FTSE Taiwan Index Futures Price. 최소가격변동(틱가치): 0.25 index points = US$10. 결제방식: 현금결제. 최종거래일(대만 영업일 기준): 만기월 마지막 영업일 직전 2번째 영업일. 계약월: 2 nearest serial months and 12 quarterly months on March, June, September and December. 거래시간(싱가폴): (1) 08:45-13:45 (2) 14:15-05:15.

대만 주가지수 선물 (MSCI Taiwan Futures) : MSCI = Morgan Stanley Capital International and MSCI Barra. MSCI 타이완(Taiwan, 대만) 지수는 대만 주식증권시장에서 거래되는 대형주 중형주 소형주를 표본화하여 선정한 종목으로 구성된 지수. 계약단위: US$100 x Index point. 최소가격변동(틱가치): 0.1 = US$10. 결제방식: 현금결제. 최종거래일: 만기월 마지막 영업일 직전 2번째 영업일. 계약월: 매월. 거래시간(싱가폴): (1) 08:45-13:45 (2) 14:15-04:45.

SGX:TWN SGX FTSE Taiwan Index Futures (SGX Contract Specification):
Over 99% correlation with the onshore cash index and futures markets. Based on the FTSE Taiwan RIC Capped Index. USD-denominated futures. The FTSE Taiwan RIC Capped Index adopts a capping methodology, where constituents are capped quarterly so that no more than 20% of the index's weight may be allocated to a single constituent and the sum of the weights of all constituents representing more than 4.5% of the index should not exceed 48% of the total index weight. As a result, the FTSE Taiwan RIC Capped Index is more diversified and less concentrated in top constituent Taiwan Semiconductor Manufacturing Company (TSMC). The FTSE Taiwan RIC Capped Index is highly correlated to both the MSCI Taiwan IndexSM and the Taiwan Capitalization Weighted Stock Index (TWSE).

Product Type: Futures.
Product Category: Equity Index.
Ticker Symbol: TWN (Outright, Strategy Trades), TWNTI (Trade-At-Index-Close).
Contract Size: US$40 x SGX FTSE Taiwan Index Futures Price.
Minimum Price Fluctuation: Outright: 0.25 index points (US$10), Strategy: 0.25 index point (US$10), NLT: 0.01 index point (US$0.4), Trade-At-Index-Close: 0.05 index point (US$2).
Settlement Basis: Cash Settlement.
Trading Hours (Singapore Time):
T Session: Pre - Opening: 8.30 am - 8.43 am, Non - Cancel: 8.43 am - 8.45 am, Opening: 8.45 am - 1.45 pm, Pre - Closing: 1.45 pm - 1.49 pm, Non - Cancel: 1.49 pm - 1.50 pm.
T+1 Session: Pre - Opening: 2.05 pm - 2.13 pm, Non - Cancel: 2.13 pm - 2.15 pm, Opening: 2.15 pm - 5.15 am.
Trading Hours on Last Day: Same as T Session trading hours.
Last Trading Day: The Last Trading Day shall be the second last Taiwan Business Day of the Contract Month.
Contract Months: 2 nearest serial months and 12 quarterly months on March, June, September and December cycle.

Daily Price Limits: Whenever the Initial Price Limits are reached, i.e. the price moves by 10% in either direction from the previous day’s Daily Settlement Price (“DSP”), a Cooling Off Period is triggered where trading within the Initial Price Limits shall continue for a period of ten minutes. After the Cooling Off Period is over, the Final Price Limits, i.e the price moves by 15% in either direction from the previous day’s DSP, come into effect and shall apply for the rest of the trading day. No trades are allowed to take place at prices beyond the Final Price Limits. There shall be no price limits on the Last Trading Day for the expiring contract.
Final Settlement Price: The Final Settlement Price shall be the average of the FTSE Taiwan RIC Capped Index values on the Last Trading Day taken at 1-minute intervals during the last 25 minutes of trading on the FTSE Taiwan RIC Capped Index preceding the commencement of the closing auction session, and the closing index value. The Final Settlement Price shall be rounded to two decimal places.
Position Accountability / Position Limit: Position limit is not applicable to this contract. However, a person owning or controlling more than 10,000 contracts net long or net short in all contract months combined, or such position as the Exchange may prescribe from time to time with prior notification, shall provide, in a timely fashion, upon request by the Exchange, information regarding the nature of the position, trading strategy, and hedging information if applicable.
Negotiated Large Trade: Minimum 50 lots. Note: The minimum volume threshold (MVT) for NLTs will be reduced from 50 lots to 5 lots from 20 July 2020 until 31 January 2021.
Underlying Index Bloomberg Ticker: FTCRTWRP Index. Underlying Index Refinitiv Ticker: .FTFTCRTWNT. Bloomberg Ticker Code: Outright, Strategy Trades:: TWTA . Trade-At-Index-Close : TATA.