Log in to view more.

Already have an account? Log in
Upgrade to Pro to see the full data

TX Futures Position Cost: Foreign Investors

Cost resets to the settlement price each month Why other sites show different numbers

Foreign Investors Position Cost 2026-10-27

On 2026-10-27, Foreign Investors were net short 87,066 TX-equivalent contracts in TAIEX futures at a position cost of 47,017; TX futures closed at 46,081, for unrealized P&L of TWD 15.79 B.

Position cost
47,017
Net open interest
−87,066
Unrealized P&L
+15.79 B

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.

How much time do you spend wiring APIs, pulling data, and debugging — instead of thinking about strategy? Describe the signal, and Blave Agent researches and backtests it.

See what Blave Agent can do →