結算商品 (Clearing Specification)

• 新臺幣利率交換契約
  New Taiwan Dollar Interest Rate Swap Contract Specification
• 新臺幣無本金交割遠期外匯契約
  New Taiwan Dollar Interest Non-Deliverable Forward Contract Specification

結算制度 (Clearing System)

• 結算制度介紹
  Clearing System Introduction
• 擔保型與損益型結算契約之研析比較
  Introduction to Settled-to-market (STM) and Collateralized-to-market (CTM)

法令規章 (Rules and Regulations)

• 市場規章
  Clearing Rules
• 結算會員內部控制制度原則性規範
  Clearing Member Internal Control Principle
• 契約範本
  Agreement Templates
• QCCP資訊揭露
  Qualifying Central Counterparty (QCCP) Disclosure
• 量化資訊揭露
  Quantitative Disclosure

市場資訊 (Market Information)

• 行事曆
  Calendar
• 費率
  Clearing Fee Schedule
• 外幣參考匯率
  Daily Foreign Exchange Rates
• 可抵繳保證金之有價證券
  Collateral Standard
• 評價曲線
  Evaluation Yield Curve
• 保證金模擬試算系統
  Margin Simulation System

市場參與者 (List of Clearing Participants)

• 結算會員 Clearing Member
  • 結算會員名冊
    Clearing Member Table

  • 結算會員申請程序
    Clearing Member Application

  (個別結算會員主要工作及預估時程圖)

  
  

  (一般結算會員主要工作及預估時程圖)

  


• 客戶 Clients
  • 客戶名冊
    Client Table

  • 客戶上線準備 (Client Preparation)

  (客戶上線準備預估時程圖)

  

公告 (Notice)

• 官網公告
  Notice
  • 店頭衍生性金融商品集中結算連線處理費優惠方案 (2024/1/2)
  • 結算會員辦理轉付中央登錄公債利息扣繳說明 (2022/12/22)

宣導專區 (Propaganda)

• 研討講座
  Seminar
  • 113年11月27日說明會
    2024/11/27 Presentation
  • 112年5月25日說明會
    2023/5/25 Presentation
  • 111年6月28日說明會
    2022/6/28 Presentation
• 媒體報導
  News Report
  • 期交所獲ESMA核准為Tier 1 TC-CCP後 再獲核准新增新臺幣NDF結算商品服務 (2024/6/27)
    ESMA Approved TAIFEX’s New Clearing Service in TWD NDF (2024/6/27)
  • 期交所店頭集中結算業務取得CFTC Exempt DCO資格 (2024/2/22)
    CFTC Recognizes Taiwan Futures Exchange as an Exempt DCO (2024/2/22)
  • 期交所獲日本金融廳認可為新台幣IRS合格結算機構 (2023/11/13)
    Taiwan Futures Exchange Has Been Granted an Exemption from Licensing for TWD IRS Clearing Service by the JFSA(2023/11/13)
  • 期交所獲ESMA認可為歐盟境外第三國集中結算機構 (2023/1/16)
    Taiwan Futures Exchange recognized as TC-CCP by ESMA (2023/1/16)
  • 期交所店頭集中結算業務獲金管會認可為合格集中結算交易對手(QCCP) (2022/6/13)
    TAIFEX has been recognized as a qualifying CCP (QCCP) by the Financial Supervisory Commission (FSC) for its OTC derivatives clearing services. (2022/06/15)

資料下載 (Data Download)

• 結算會員申請書件
  Clearing Member Application Form
• 結算作業表單
  Clearing Form
• 店頭衍生性商品集中結算電腦連線申請說明書、電信公司專線租用及異動申請書
• 期貨交易所店頭衍生性商品集中結算(CCP)FAQ
• 相關手冊 (Related Manuals)
  • 店頭衍生性金融商品結算會員營運手冊 (2024/7)
    Taiwan Futures Exchange OTC Derivatives Clearing Member Manual (July 2024)
  • 店頭衍生性商品集中結算系統入口網站使用者手冊
    TAIFEX OTC Derivatives Clearing System Web Portal User Handbook
  • 店頭衍生性商品集中結算系統SFTP報表服務規範 Version: 1.2.10 (2024/9/5)
    TAIFEX OTC Clearing System SFTP Report Service Specification Version: 1.2.10 (2024/9/5)