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Title: TAIFEX USD/CNT FX Futures Contract Specifications
Date: 2015.06.29 ( Announced )
Date: 2018.01.12 ( Amended )

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┌───────┬──────────────────────┐
│Item          │Description                                 │
├───────┼──────────────────────┤
│Ticker Symbol │RTF                                         │
├───────┼──────────────────────┤
│Underlying    │USD/ RMB(Renminbi) FX rate                  │
├───────┼──────────────────────┤
│Trading Hours │‧Trading days are the same as bank business│
│              │  day in Taiwan                             │
│              │‧Regular trading session:08:45AM-4:15PM    │
│              │  Taiwan time, 08:45AM-11:00AM on the last  │
│              │  trading day for the delivery month        │
│              │  contract                                  │
│              │‧After-hours trading session: 05:25PM on   │
│              │  trading day - 05:00AM of the following day│
│              │  ; no after-hours trading session on the   │
│              │  last trading day for the delivery month   │
│              │  contract                                  │
├───────┼──────────────────────┤
│Contract Size │USD 20,000                                  │
├───────┼──────────────────────┤
│Delivery      │‧Spot month, the next calendar month, and  │
│Months        │  the next four quarterly months.           │
│              │‧Upon expiration of near month, new        │
│              │  contract month will be listed for trading │
│              │  beginning on the next regular trading     │
│              │  session                                   │
├───────┼──────────────────────┤
│Daily         │The daily settlement price is the volume    │
│Settlement    │weighted average price, which is calculated │
│Price         │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.   │
├───────┼──────────────────────┤
│Daily Price   │3-Level Price Limits at ±3%, ±5% and ±7% of │
│Limit         │the daily settlement price of the preceding │
│              │regular trading session.                    │
├───────┼──────────────────────┤
│Price         │RMB per USD                                 │
│Quotation     │                                            │
├───────┼──────────────────────┤
│Minimum Price │RMB 0.0001 per USD (RMB 2 per contract)     │
│Fluctuation   │                                            │
├───────┼──────────────────────┤
│Last Trading  │The third Wednesday of the delivery month   │
│Day           │                                            │
├───────┼──────────────────────┤
│Final         │The same day as the last trading day        │
│Settlement Day│                                            │
├───────┼──────────────────────┤
│Final         │Spot USD/CNY (TW) fixing published at 11:15 │
│Settlement    │a.m. on the Last Trading Day by Taipei      │
│Price         │Foreign Exchange Market Development         │
│              │Foundation                                  │
├───────┼──────────────────────┤
│Settlement    │Cash settlement                             │
├───────┼──────────────────────┤
│Position Limit│‧Any trader'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.                                   │
│              │‧These position limits are not applicable  │
│              │  to omnibus accounts, with the exception of│
│              │  undisclosed omnibus accounts, which       │
│              │  accounts are subject to the limits for    │
│              │  institutional traders.                    │
├───────┼──────────────────────┤
│Margin        │‧The trading margin and the maintenance    │
│              │  margin may not be lower than the publicly │
│              │  announced TAIFEX standard for the initial │
│              │  margin and the maintenance margin.        │
│              │‧The initial margin and maintenance margin │
│              │  announced by the TAIFEX shall be based on │
│              │  the clearing margin calculated according  │
│              │  to the Taiwan Futures Exchange Corporation│
│              │  Methods and Standards for Receipt of      │
│              │  Clearing Margins plus a percentage        │
│              │  prescribed by the TAIFEX.                 │
│              │‧Payment/receipt of the principal's margins│
│              │  resulted from margin call and loss may be │
│              │  in New Taiwan Dollars or in a foreign     │
│              │  currency publicly announced by the TAIFEX,│
│              │  as stipulated between the principal and   │
│              │  the futures commission merchant, with the │
│              │  futures commission merchant acting as     │
│              │  foreign exchange settlement agent. The    │
│              │  futures commission merchant shall conduct │
│              │  the required exchange settlements in      │
│              │  accordance with the Regulations Governing │
│              │  the Declaration of Foreign Exchange       │
│              │  Receipts and Disbursements or Transactions│
│              │  prescribed by the Central Bank of the     │
│              │  Republic of China (Taiwan).               │
└───────┴──────────────────────┘
    If any of the following circumstances occurs on the last trading day, then the next business day shall be the last trading day, provided that the TAIFEX may adjust that date in view of the following circumstances:
  1. The last trading day falls on a TAIFEX holiday, or trading cannot proceed due to a force majeure event.
  2. Other factors affect the trading or settlement of the Contracts.