TAIEX
^TWIITXFJ6-MUpdated 09:43:51 UTC · refreshes every 60s
Implied Opening Price
49,290.66▼
−11.30−0.02%
1σ 48,509.74 – 50,071.57VIX 25.1%
Spot vs Implied Open
Cost-of-Carry Model
Full methodology →Model Inputs
| Variable | Value | Source |
|---|---|---|
| Futures Price (F) | 49,269.00 | TXFJ6-M |
| Spot Price (S) | 49,301.96 | ^TWII |
| Risk-Free Rate (r) | 1.68% | TAIBOR 3-month |
| Dividend Yield (q) | 3.50% | Yahoo Finance ETF |
| Time to Expiry (t) | 8.8d | Oct 21, 2026 |
About this instrument
The TAIEX implied open is derived from the front-month TAIEX futures using the cost-of-carry fair-value model: the futures price is discounted by the TWD risk-free rate net of expected index dividends over the remaining time to contract expiry.
The Taipei cash session runs 9:00–13:30 local time; the projection estimates where TAIEX could open when it begins. The 1σ band around the projection is sized from the TWVIX 30-day implied-volatility index, with source and quote age shown separately. The implied opening level is an estimate, not a guaranteed opening price.
This is not financial advice.← Back
