MacroMicro

Taiwan Market ×

Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Open Interest of Foreign Investors vs. TAIEX

This chart shows the open interest from foreign investors in the Taiwanese futures market. It's indicative of TAIEX becasue before pouring huge funds into Taiwanese stock market, foreign investors buy in TAIEX futures, which follows the rise and fall of TAIEX, so they can generate profits from the futures market.

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Latest Stats
  • Net Positions on Open Interest Foreign Investors (L)
    2022-01-18
    -24,203.00
  • Taiwan Stock Exchange Weighted Index (R)
    2022-01-18
    18,378.64
Source
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Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan Put/call Open Interest Ratio

Options put / call ratio = ( put / call -1 ) * 100%

Option selling yields limited profits but involves unlimited risks. In Taiwan's options market, big investors such as institutional legal persons are usually buyers because they can take greater risks and have better judgement on market trends than individual investors do. Individual investors are usually buyers.

If the ratio comes out greater than 0, put net positions are bigger than call net positions and TAIEX rises.

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Latest Stats
  • Taiwan Put/call Open Interest Ratio (L)
    2022-01-18
    7.40
  • Taiwan Stock Exchange Weighted Index (R)
    2022-01-18
    18,378.64
Source
Feedback
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan Mini-TAIEX Futures Long / Short Ratio

Taiwan Mini-TAIEX Futures Long / Short Ratio
= Retail Investor's Open Interest / Total Open Interest
= -1 * Institutional Investor's OI / Total OI

Long / short ratio of mini-TAIEX futures serves as a barometer of investor's sentiment. A high reading in the positive territory indicates bullish sentiment.

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Latest Stats
  • Taiwan Mini-TAIEX Futures Long / Short Ratio
    2022-01-18
    1.51%
  • TSEC Weighted Stock Index (TAIEX)
    2022-01-18
    18,378.64
Source
Feedback
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan Number of Effective Trading Account

Taiwan Stock Exchange (TWSE) releases monthly the number of effective trading account in the secondary market. It shows the level of confidence the investors have towards the stock market, and it also shows signs of overheating, if any.

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Latest Stats
  • Number of Effective Trading Account (R)
    2021-12
    3,161,056.00
  • Taiwan Stock Exchange Weighted Index (L)
    2022-01-18
    18,378.64
Source
Feedback
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan M1B - M2 (YoY)

M1B makes up funds people possess and can utilize at their disposal. M2 is the sum of M1B and the funds circulating in the market and has lower liquidity than M1B.

M1A = net currency + check deposits + demand deposits
M1B = M1A + demand saving deposits
M2 = M1B + reserve currency
*reserve currency includes time deposits, postal savings, and forex savings

A result greater than 1 means circulating funds are active and outgrow time deposits.
During the past few cycles, (M1B - M2) leads 3 to 6 months ahead of TAIEX.

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Latest Stats
  • Taiwan M1B - M2 (Daily Average, YoY, L)
    2021-11
    5.92%
  • Taiwan M2 (YoY)
    2021-11
    8.26%
  • Taiwan M1B (YoY)
    2021-11
    14.18%
  • TSEC weighted index（R）
    2022-01-18
    18,378.64
Source
Feedback
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan stocks' cumulative entrusted buying volume for the day

此數據為台股當日 9:00 開盤當下的累積委託買量、賣量及淨買量。代表著台股投資人在綜合各方資訊後，當日開盤當下願意進場買入或賣出的張數。

累積淨委買量 = 累積委買量 - 累積委賣量

若累積委買量較昨日有明顯減少，代表買盤不足，當日指數收低機率高
若累積委賣量較昨日有明顯減少，代表賣壓不大，當日指數收高機率高

若淨委買量大於一定張數，通常代表當日多方力道較大
若淨委買量小於一定張數，通常代表當日空方力道較大


註：資料不含零股、鉅額、盤後定價、拍賣及標購

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Latest Stats
  • Taiwan-Accumulative Bid Volume
    2022-01-18
    3,713,274.00
  • Taiwan-Accumulative Ask Volume
    2022-01-18
    1,592,549.00
  • Taiwan-Accumulative Net Bid-Ask Volume
    2022-01-18
    2,120,725.00
  • TSEC weighted index
    2022-01-18
    18,378.64
Source
Feedback
Related ETF
發行地 投資標的 Price 1 Month YTD Expense ratio
iShares MSCI Taiwan ETF $66.67 4.25% 0.09% 0.57%
Franklin FTSE Taiwan ETF $46.58 4.20% 0.15% 0.19%
Yuanta Taiwan Top 50 ETF $150.30 6.86% 3.30% 0.43%
Yuanta Taiwan Dividend Plus ETF $33.45 0.12% -0.39% 0.66%
Yuanta Daily Taiwan 50 Bear -1X ETF $5.07 -4.70% -0.59% 1.19%
#Equity-Region: Taiwan

Save Taiwan Index Futures Spread

台指期為「台灣指數期貨(TAIMEX)」的簡稱，俗稱「大台」，是以加權股價指數(TAIEX)作為標的物的期貨種類。當台指期價格高於現貨時，稱為「正價差」，反之為「逆價差」。

可注意到台指期長期是處於逆價差，一是因為低利環境使持有期貨的成本較大(無法拿股利)，造成期貨的理論價格較低，加上市場上持有大量現貨的法人和大戶會以台指期來做風險對沖，因此會壓低台指期的價格。

在除權息旺季時，逆價差通常會擴大，除了因除權息將蒸發部分指數外，還有法人為避免股價波動而預先避險的因素在。

台指期價差可搭配未平倉量來做行情的判斷：
1. 正價差擴大、未平倉量增加：多方上攻的企圖心較強烈，續漲可能性高
2. 正價差擴大、但未平倉量減少：空方回補的上漲行情，行情可能接近尾聲
3. 逆價差擴大、未平倉量增加：空方做空力道強烈，續跌可能性高
4. 逆價差擴大、未平倉量減少：空單逐漸在回補，反彈機會大

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Latest Stats
  • TSEC weighted index
    2022-01-18
    18,378.64
  • Taiwan Stock index Futures
    2022-01-18
    18,349.00
  • 台灣-台指期[FX] - 台灣-加權股價指數
    0.00
Source
Feedback

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