"第一通知日"、"最後交易日"、"結算日"
1. 第一通知日(First notice day) FND
2. 最後交易日(Last Trading Day) LTD
3. 結算日/交割日(Settlement Date)
除指數期貨外,多數的金融期貨與商品期貨在到期時都須進行現貨(實物)交割,而依照各期貨契約的規定,期貨契約的賣方可以以向交易所提出要求買方交割的第一個日子稱為「第一通知日」,此通知日因期貨契約與交易所而異。換言之,當手上持有期貨多單,進入第一通知日後,就有可能被要求履約進行實物交割。
最後交易日是指在期貨合約交割月份的最後一個交易日,最後交易日後尚未清算的期貨合約,須通過相關現貨商品或現金結算方式平倉,目前大部分期貨商品最後交易日通常就是結算日。
2. 最後交易日(Last Trading Day) LTD
3. 結算日/交割日(Settlement Date)
除指數期貨外,多數的金融期貨與商品期貨在到期時都須進行現貨(實物)交割,而依照各期貨契約的規定,期貨契約的賣方可以以向交易所提出要求買方交割的第一個日子稱為「第一通知日」,此通知日因期貨契約與交易所而異。換言之,當手上持有期貨多單,進入第一通知日後,就有可能被要求履約進行實物交割。
最後交易日是指在期貨合約交割月份的最後一個交易日,最後交易日後尚未清算的期貨合約,須通過相關現貨商品或現金結算方式平倉,目前大部分期貨商品最後交易日通常就是結算日。
此外,並不是每個實物交割的期貨就有「第一通知日」,例如日本TOCOM的商品期貨,只有最後交易日;也有些商品第一通知日跟最後交易日是同一天,如歐元。
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
台指/電子/金融/小台指/ 台灣50/台指選擇權/30天利率 |
1/15 | 2/19 | 3/19 | 4/16 | 5/21 | 6/18 | 7/16 | 8/20 | 9/17 | 10/15 | 11/19 | 12/17 | ||||||||||||
十年期公債(季月) | 3/12 | 6/11 | 9/10 | 12/10 | ||||||||||||||||||||
黃金期貨(雙月數) | 2/25 | 4/28 | 6/26 | 8/27 | 10/29 | 12/29 | ||||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
摩根台指(STW) | 1/24 | 2/26 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
日經指數(SSI) | 3/13 | 6/12 | 9/11 | 12/11 | ||||||||||||||||||||
印度指數(SIN) | 1/30 | 2/26 | 3/27 | 4/23 | 5/29 | 6/26 | 7/31 | 8/28 | 9/25 | 10/30 | 11/27 | 12/24 | ||||||||||||
新加坡指數(SSG) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
富時中國A50指數期貨(SCN) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
恆生指數(HSI) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
小型恆生指數(MHI) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
H股指數(HHI) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
小型H股(MCH) | 1/29 | 2/27 | 3/28 | 4/29 | 5/29 | 6/27 | 7/30 | 8/28 | 9/29 | 10/30 | 11/27 | 12/30 | ||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
大阪日經(JNI) | 3/13 | 6/12 | 9/11 | 12/11 | ||||||||||||||||||||
大阪小日經(JNM) | 3/13 | 6/12 | 9/11 | 12/11 | ||||||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
美國長期政府公債 (US) | 2/28 | 3/20 | 5/30 | 6/19 | 8/29 | 9/19 | 11/28 | 12/19 | ||||||||||||||||
十年美國中期債券(TY) | 2/28 | 3/20 | 5/30 | 6/19 | 8/29 | 9/19 | 11/28 | 12/19 | ||||||||||||||||
五年美國中期債券 (FV) | 2/28 | 3/31 | 5/30 | 6/30 | 8/29 | 9/30 | 11/28 | 12/31 | ||||||||||||||||
二年美國中期債券(TU) | 2/28 | 3/31 | 5/30 | 6/30 | 8/29 | 9/30 | 11/28 | 12/31 | ||||||||||||||||
小麥 (W) | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 8/29 | 9/12 | 11/28 | 12/12 | ||||||||||||||
黃豆 (S) | 2013/12/31 | 1/14 | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 7/31 | 8/14 | 8/29 | 9/12 | 10/31 | 11/14 | ||||||||||
黃豆油 (BO) | 2013/12/31 | 1/14 | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 7/31 | 8/14 | 8/29 | 9/12 | 9/30 | 10/14 | 11/28 | 12/12 | ||||||||
黃豆粉(SM) | 2013/12/31 | 1/14 | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 7/31 | 8/14 | 8/29 | 9/12 | 9/30 | 10/14 | 11/28 | 12/12 | ||||||||
粗米(RR) | 2013/12/31 | 1/14 | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 8/29 | 9/12 | 10/31 | 11/14 | ||||||||||||
玉米(C) | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 8/29 | 9/12 | 11/28 | 12/12 | ||||||||||||||
燕麥(O) | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 8/29 | 9/12 | 11/28 | 12/12 | ||||||||||||||
小型玉米(YC) | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 8/29 | 9/12 | 11/28 | 12/12 | ||||||||||||||
小型黃豆(YK) | 2013/12/31 | 1/14 | 2/28 | 3/14 | 4/30 | 5/14 | 6/30 | 7/14 | 7/31 | 8/14 | 8/29 | 9/12 | 10/31 | 11/14 | ||||||||||
道瓊工業股價指數 (DJ) | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
迷你道瓊(YM) | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
美元日經225(NK) | 3/13 | 6/12 | 9/11 | 12/11 | ||||||||||||||||||||
S&P500股價指數 (SP) | 3/20 | 6/19 | 9/18 | 12/18 | ||||||||||||||||||||
Mini-S&P股價指數 (ES) | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
NASDAQ100指數 (ND) | 3/20 | 6/19 | 9/18 | 12/18 | ||||||||||||||||||||
Mini-NASDAQ (NQ) | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
日圓(JY) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
大小歐元 (EC、E7、ECM) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
瑞士法郎 (SF) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
英鎊 (BP) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
加幣 (CD) | 3/18 | 6/17 | 9/16 | 12/16 | ||||||||||||||||||||
澳幣(AD) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
紐幣(NE) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
墨西哥披索(MP) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
歐元兌英鎊(UE) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
歐元兌日幣(RY) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
歐洲美元(ED) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
活牛(LC) | 2/10 | 2/28 | 4/7 | 4/30 | 6/9 | 6/30 | 8/4 | 8/29 | 10/6 | 10/31 | 12/8 | 12/31 | ||||||||||||
肉牛(FC) | 1/30 | 3/27 | 4/17 | 5/22 | 8/28 | 9/25 | 10/30 | 11/20 | ||||||||||||||||
瘦肉豬(LH) | 2/14 | 4/14 | 5/14 | 6/13 | 7/15 | 8/14 | 10/14 | 12/12 | ||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
咖啡 (KC) | 2/20 | 3/19 | 4/22 | 5/19 | 6/20 | 7/21 | 8/21 | 9/18 | 11/19 | 12/18 | ||||||||||||||
11號國際糖 (SB) | 3/3 | 2/28 | 5/1 | 4/30 | 7/1 | 6/30 | 10/1 | 9/30 | ||||||||||||||||
可可豆 (CC) | 2/14 | 3/14 | 4/16 | 5/14 | 6/17 | 7/16 | 8/18 | 9/15 | 11/14 | 12/15 | ||||||||||||||
棉花 (CT) | 2/24 | 3/7 | 4/24 | 5/7 | 6/24 | 7/9 | 11/21 | 12/8 | ||||||||||||||||
濃縮凍橘汁 (OJ) | 1/2 | 1/10 | 3/3 | 3/11 | 5/1 | 5/9 | 7/1 | 7/11 | 9/2 | 9/10 | 11/3 | 11/7 | ||||||||||||
美元指數 (DX) | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
熱燃油 (HO) | 1/3 | 2013/12/31 | 2/4 | 1/31 | 3/4 | 2/28 | 4/2 | 3/31 | 5/2 | 4/30 | 6/3 | 5/30 | 7/2 | 6/30 | 8/4 | 7/31 | 9/3 | 8/29 | 10/2 | 9/30 | 11/4 | 10/31 | 12/2 | 11/28 |
無鉛汽油 (RB) | 1/3 | 2013/12/31 | 2/4 | 1/31 | 3/4 | 2/28 | 4/2 | 3/31 | 5/2 | 4/30 | 6/3 | 5/30 | 7/2 | 6/30 | 8/4 | 7/31 | 9/3 | 8/29 | 10/2 | 9/30 | 11/4 | 10/31 | 12/2 | 11/28 |
天然氣 (NG) | 2013/12/30 | 2013/12/27 | 1/30 | 1/29 | 2/27 | 2/26 | 3/28 | 3/27 | 4/29 | 4/28 | 5/29 | 5/28 | 6/27 | 6/26 | 7/30 | 7/29 | 8/28 | 8/27 | 9/29 | 9/26 | 10/30 | 10/29 | 11/26 | 11/25 |
輕原油 (CL) | 2013/12/23 | 2013/12/19 | 1/23 | 1/21 | 2/24 | 2/20 | 3/24 | 3/20 | 4/24 | 4/22 | 5/22 | 5/20 | 6/24 | 6/20 | 7/24 | 7/22 | 8/22 | 8/20 | 9/24 | 9/22 | 10/23 | 10/21 | 11/24 | 11/20 |
小原油(QM) | 2013/12/18 | 1/17 | 2/19 | 3/19 | 4/21 | 5/19 | 6/19 | 7/21 | 8/19 | 9/19 | 10/20 | 11/19 | ||||||||||||
黃金、微黃金(GC、MGC) | 1/31 | 2/26 | 3/31 | 4/28 | 5/30 | 6/26 | 7/31 | 8/27 | 11/28 | 12/29 | ||||||||||||||
白銀(SI) | 2/28 | 3/27 | 4/30 | 5/28 | 6/30 | 7/29 | 8/29 | 9/26 | 11/28 | 12/29 | ||||||||||||||
銅(HG) | 2/28 | 3/27 | 4/30 | 5/28 | 6/30 | 7/29 | 8/29 | 9/26 | 11/28 | 12/29 | ||||||||||||||
白金 (PL) | 2013/12/31 | 1/29 | 3/31 | 4/28 | 6/30 | 7/29 | 9/30 | 10/29 | ||||||||||||||||
鈀金(PA) | 2/28 | 3/27 | 5/30 | 6/26 | 8/29 | 9/26 | 11/28 | 12/29 | ||||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
倫敦五號糖(LSU) | 2/14 | 2/13 | 4/16 | 4/15 | 7/17 | 7/16 | 9/16 | 9/15 | 11/17 | 11/14 | ||||||||||||||
羅布斯塔咖啡(LKD) | 1/2 | 1/31 | 3/3 | 3/31 | 5/1 | 5/30 | 7/1 | 7/31 | 9/1 | 9/30 | 11/3 | 11/28 | ||||||||||||
可可(LCC) | 3/17 | 3/14 | 5/15 | 5/14 | 7/17 | 7/16 | 9/16 | 9/15 | 12/15 | 12/12 | ||||||||||||||
金融時報指數100(FFI) | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
英國10年長期債券(LG) | 2/27 | 3/27 | 5/29 | 6/26 | 8/28 | 9/26 | 11/27 | 12/29 | ||||||||||||||||
THREE MONTH STERLING (SHORT STERLING) , FSS | 3/19 | 6/18 | 9/17 | 12/17 | ||||||||||||||||||||
THREE MONTH EURO (EURIBOR) , FEI | 3/17 | 6/16 | 9/15 | 12/15 | ||||||||||||||||||||
100oz黃金(ZG) | 1/31 | 2/26 | 3/31 | 4/28 | 5/30 | 6/26 | 7/31 | 8/27 | 11/28 | 12/29 | ||||||||||||||
小型黃金(YG) | 1/31 | 2/26 | 3/31 | 4/28 | 5/30 | 6/26 | 7/31 | 8/27 | 11/28 | 12/29 | ||||||||||||||
小型白銀(YI) | 2/28 | 3/27 | 4/30 | 5/28 | 6/30 | 7/29 | 8/29 | 9/26 | 11/28 | 12/29 | ||||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
布蘭特原油(LCO) | 2013/12/16 | 1/16 | 2/13 | 3/14 | 4/15 | 5/15 | 6/13 | 7/16 | 8/14 | 9/15 | 10/16 | 11/13 | ||||||||||||
布蘭特製氣油(LGO) | 1/10 | 2/12 | 3/12 | 4/10 | 5/12 | 6/12 | 7/10 | 8/12 | 9/11 | 10/10 | 11/12 | 12/11 | ||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
法國巴黎指數 (FCE) | 1/17 | 2/21 | 3/21 | 4/17 | 5/16 | 6/20 | 7/18 | 8/14 | 9/19 | 10/17 | 11/21 | 12/19 | ||||||||||||
年/月份 | Jan-14 | Feb-14 | Mar-14 | Apr-14 | May-14 | Jun-14 | Jul-14 | Aug-14 | Sep-14 | Oct-14 | Nov-14 | Dec-14 | ||||||||||||
商品/代號 | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD | FND | LTD |
FESX藍籌50指數期貨 | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
DAX 法蘭克福證交所指數 | 3/21 | 6/20 | 9/19 | 12/19 | ||||||||||||||||||||
歐元債券(2、5、10、30) | 3/6 | 6/6 | 9/8 | 12/8 |
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