Databank Name: Taiwan
Futures Exchange Statistical Databank.
Filename:
FEX.
Coverage: This
databank consists of two parts:
(1) Daily Market Report
released by Taiwan Futures Exchange;
(2)
Annual Trading Volume and Domestic Futures
Trading Statistics.
Number of Time Series:
31 annual and monthly series and
196 daily series.
Source: Taiwan Futures
Exchange.
Starting Date of Each
Series: Please refer to Chapter 2- Retrieval Code Index.
Updating Frequency:
Daily data are updated every trading day, other data are updated
monthly.
In Chapter 2, we will list all retrieval
codes of FEX.
We hope you may easily find the retrieval
codes for the data you need in Chapter 2. However, it might be helpful if you
are familiar with how we construct these retrieval codes. The following
descriptions apply to "Daily Market Report" part.
(1) The first part consists of a certain
English abbreviation representing a particular "product" in the futures
market. For example:
|
MTX: |
Mini-TAIEX
Futures |
|
T5F: |
Taiwan
50 Futures |
|
TE: |
TSE
Electronic Sector Index Futures |
|
TF: |
TSE
Banking And Insurance Sector Index Futures |
|
TX: |
TAIEX
Futures |
(2) The second part is a "modifier"
following an "@" sign and placed right behind the initial English abbreviation.
The 7 modifiers are: OP, HI, LO, CL, VOL, SP, and OI. For example, TX1 is the
code for "TAIEX
Futures- Spot Month", then the
retrieval codes of the 7 series for "TAIEX
Futures- Spot Month" are:
|
TX1@OP: |
OPening
price
|
|
TX1@HI: |
HIghest
price
|
|
TX1@LO: |
LOwest
price
|
|
TX1@CL: |
CLosing
price
|
|
TX1@VOL: |
trading VOLume
|
|
TX1@SP: |
Settlement
Price |
|
TX1@OI: |
Open
Interest |
(3) Different delivery months are distinguished
with 1, 2, 3, 4, 5 after product codes, for example,
|
TX1： |
TAIEX
Futures- Spot Month |
|
TX2： |
TAIEX
Futures- The Next Calendar Month |
|
TX3： |
TAIEX
Futures- The 1st Quarter Month Following the next Calendar Month |
|
TX4： |
TAIEX
Futures- The 2nd Quarter Month Following the next Calendar Month |
|
TX5： |
TAIEX
Futures- The 3rd Quarter Month Following the next Calendar Month |
(4) In addition to the above introduced TSE
index futures, there are also
"10-Year Government Bond
Futures". There are only 3 relevant retrieval codes, and their units are all
"Price Quoted by per NT$100 Face Value".
|
GB1： |
10-Year Government Bond
Futures-
The 1st Quarter Month Following the
Transaction |
|
GB2： |
10-Year Government Bond
Futures-
The 2nd Quarter Month Following the
Transaction |
|
GB3： |
10-Year Government Bond
Futures-
The 3rd Quarter Month Following the
Transaction |