Market
Sectors
Fundamentals
Ownership & Flows
Market
Sectors
Fundamentals
Ownership & Flows
TX Futures Position Cost: Dealers
Cost resets to the settlement price each month Why other sites show different numbers
Dealers Position Cost 2026-10-27TX only
46,653
TX futures closed at 46,081, 572 points below cost
On 2026-10-27, Dealers were net short 3,117 TX-equivalent contracts in TAIEX futures at a position cost of 46,653; TX futures closed at 46,081, for unrealized P&L of TWD 301 M.
Net open interest
−3,117
Net short
Daily change
−1,724
Unrealized P&L
+301 M
P&L this settlement cycle
+332 M
Since the 10-21 settlement
Dealers Position Cost vs. TX Close
Position cost TX close Settlement day
Net open interest (TX-equivalent)
Net long
Net short
Auto Read
Daily Detail
| Date | Cost | TX close | Net OI | Change | Unrealized 100M | Realized 100M | Total 100M |
|---|---|---|---|---|---|---|---|
Dealers Position Cost 2026-10-27
On 2026-10-27, Dealers were net short 3,117 TX-equivalent contracts in TAIEX futures at a position cost of 46,653; TX futures closed at 46,081, for unrealized P&L of TWD 301 M.
Position cost
46,653
Net open interest
−3,117
Unrealized P&L
+301 M
About This Metric
Definition
An estimate of the average entry price of institutions' open TAIEX futures positions.
How to Read
Close above cost: a net long shows a paper gain, a net short a paper loss.
- Contracts: TX, MTX and TMF open interest are combined, with MTX counted as 1/4 and TMF as 1/20 of a TX contract.
- Entry price: that institution's average trade price in the same direction that day (trade value ÷ contracts ÷ TWD 200 per point).
- Adding in the same direction takes a weighted average; reducing leaves the cost unchanged and books the difference as realized P&L.
- Each monthly settlement day starts a new cycle: cost resets to that day's settlement price and realized P&L goes back to zero.
- Some sites count only TX contracts and use the average of the expiring month's high and low as the exit price on settlement day; a different method gives a different cost.
Source
TAIFEX
Caveat
An estimate from public data, not the institutions' actual cost.
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