TAIBIR 02 Secondary Market Fixing Rate

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Date:2020-08-12
Updated Time:
Enquiry Time:00:37:42
Unit:%
Panel Contributor\Maturity 10 20 30 60 90 120 150 180 365 Latest Quotation Delivery Time
Bid Ask Bid Ask Bid Ask Bid Ask Bid Ask Bid Ask Bid Ask Bid Ask Bid Ask
MEGA BILLS
CHINA BILLS
INT' L BILLS
DAH CHUNG BILLS
TAIWAN BILLS
GRAND BILLS
TA CHING BILLS
TW CO BILLS
BOT
LBOT
TCB
FCB
HNCB
CHB
SCSB
TFCB
CUB
MEGA BANK
UBOT
TAISHIN BANK
CTCB
YUANTA BANK
SINOPAC
Fixing Rate
Note:
1. Panel Contributors are displayed in order of Participant Identification Code.
2. The Fixing rate is calculated at 11:00am every business day.
3. Calculation:
(1) Median rate is the average of both bid and ask rates: (Bid Rate+ Ask Rate)/2,rounded to the fourth decimal place).
(2) Rank the median rates in ascending order.
(3) Eliminate one-fifth of the highest and lowest median rates.
(4) Calculate the total number of contributors who contributed the rates and then divide by 5.
Example: There are 21 contributors in total. 21/5=4.2 (panel contributor whom fail to deliver quotes by 11:00am is viewed the lowest median rate).
(5) Discarded the top 4 and bottom 4 contributors.
(6) Averages the remaining rates (rounded to the fourth decimal place).