Single-Stock Futures

A single-stock futures contract has one listed stock as its underlying and is listed by TAIFEX. The contract unit differs per contract: the same stock can have both a standard contract of 2,000 shares per lot and a mini contract of 100 shares per lot, so a “lot” does not mean the same thing across the two and the volumes cannot be compared directly. That is why this table groups by contract unit and shows one group at a time.

The two contracts on one stock (TSMC's CDF and QFF, for example) are two separate markets — the prices track each other, but volume, open interest and who is trading them often do not.

High volume does not mean easy to trade. The volume / open interest ratio is structure, not quality: a high ratio means day trading and short holds dominate, a low one means positions are mostly carried. This table only answers which single-stock futures have liquidity; it takes no directional view on any of them. These contracts settle on the third Wednesday of each month, and both volume and open interest jump around the rollover.