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Stock Futures
is intended to be a useful hedging tool to manage the equity
market risks and to provide investors with an alternative
investments as another means to profit from the price movement
of stocks. With the characteristic of futures contracts,
investors can profit from both bull and bear market. Currently
TFEX have 30 stocks futures available.
Please
click here to view the complete list. Single Stock Futures
was first launched on November 24th, 2008.
Summary of Stock Futures Contract Specification
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Heading |
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Contract specification |
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Underlying
Asset |
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Listed securities in SET which meet TFEX listing criteria.
List of underlying will be announced by TFEX.
(List of
underlying stocks) |
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Ticker
Symbol |
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Securities
Symbol |
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Contract Size |
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1,000 shares per contract |
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Contract Months |
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March, June, September, December up to 4 nearest quarters |
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Price Quotation |
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Baht per share |
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Minimum Price fluctuations |
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THB 0.01 |
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Price Limit |
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+30% of the previous day settlement price |
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Trading Hours |
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| Pre-open: |
09:15 - 09:45 hrs. |
| Morning session: |
09:45 - 12:30 hrs. |
| Pre-open: |
14:00 - 14:30 hrs. |
| Afternoon session: |
14:30 - 16:55 hrs |
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Speculative Position Limit |
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Net 20,000 contracts on one side
of the market in any contract month or all contract months
combined. |
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Last Trading Day |
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The business day immediately preceding the last business day of the contract month. Time at which trading ceases on Last Trading Day is
16:30 hrs. |
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Final Settlement Price |
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The average of the underlying share price during last 15 minutes
and the closing price on the last trading day, rounded to the nearest two decimal points. |
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Settlement Method
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Cash Settlement |
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Exchange Fee
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Maximum THB 10 per contract per side
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Brokerage Commission |
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Freely negotiable |
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Remark :
The above description is a summary of the contract
specification. Please refer to
the procedures of listing of Derivatives Contracts
for the official contract specification. |
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Quote Vendor Codes |
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 Bloomberg |
Thomson
Reuters |
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| SFUT TB<GO> |
0#TFX-SSF |
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