Market
Fundamentals
Ownership & Flows
Market
Fundamentals
Ownership & Flows
TX Futures Position Cost: Dealers
TX + MTX + TMF combined, in TX-equivalent contracts Cost resets to the settlement price each month Why other sites show different numbers
Dealers Position Cost 2026-10-07TX only
On 2026-10-07, Dealers were net short 3,872 TX-equivalent contracts in TAIEX futures at a position cost of 47,656; TX futures closed at 49,979, for unrealized P&L of TWD −1.84 B.
Dealers Position Cost vs. TX Close
Position cost TX close Settlement dayThe cost line jumps to near the settlement price on each settlement day. That is the cost reset, not a data error.
What is the Dealers position cost?
Taiwan Stock DataThe Dealers position cost uses the trade value and contract counts TAIFEX publishes for Dealers every day to estimate the average entry price of their open TAIEX futures position. When the close is above cost, a net long position shows a paper gain and a net short one a paper loss. It is an estimate from public data, not the actual cost of Dealers.
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How is this position cost calculated?
- 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.
Why do other sites show different numbers?
Some sites count TX only and, on settlement day, use the average of the expiring month's high and low as the exit price. A different method gives a different cost on the same day, and the gap can go either way.
Switch to “TX only” to compare with sites that count TX only; settlement days are still handled differently.
Daily Detail
| Date | Cost | TX close | Net OI | Change | Unrealized 100M | Realized 100M | Total 100M |
|---|---|---|---|---|---|---|---|
Dealers Position Cost 2026-10-07
On 2026-10-07, Dealers were net short 3,872 TX-equivalent contracts in TAIEX futures at a position cost of 47,656; TX futures closed at 49,979, for unrealized P&L of TWD −1.84 B.
Source: TAIFEX after-hours public data, “Three Major Institutional Investors – by futures contract”; position cost estimated by Blave.
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