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Stock Futures |
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|
 Contract
Specification
| Heading |
Contract specification |
| Underlying Assets |
Listed securities in the SET which meet TFEX listing criteria. List of underlying will be announced by TFEX. |
| Contract Size |
1,000 shares per contract |
| Contract Months |
March, June, September, December up to 4 nearest quarters |
Minimum Price Fluctuations
(Tick Size) |
THB 0.10 |
| Price Limit |
+ 30% of the previous day settlement price |
| Trading Hours |
| Pre-open: |
9:15 - 9:45 hrs. |
| Morning session: |
9:45 - 12:30 hrs. |
| Pre-open: |
14:00 - 14:30 hrs. |
| Afternoon session: |
14:30 - 16:55 hrs. |
|
| Speculative Position limit |
Net 20,000
contracts on one side of the market in any contract month or
all contract months combined. (until further notice) |
| Final Trading Day |
The business day immediately preceding the last business day of the contract month. Time at which trading ceases on Final Trading Day is 16:30 hrs. |
| Final Settlement Price |
The average of the underlying share price during last 15 minutes plus the closing price on the last trading day, rounded to the nearest two decimal points. |
| Settlement Method |
Cash Settlement |
| Exchange and Clearing Fee |
Maximum THB 10 per contract per side |
| Brokerage commission |
Freely negotiable |
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Price
Information
| Reuters |
0#TFX-SSF:, ADVANCfxmy, BANPUfxmy, BAYfxmy, BBLfxmy, ITDfxmy, KBANKfxmy, KTBfxmy, LHfxmy, PTTfxmy, PTTEPfxmy, QHfxmy, SCBfxmy, SCCfxmy, TTAfxmy |
| Bloombergs |
SFUT TB<GO> |
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Margin
The
members shall require its clients to deposit assets as an initial
margin and maintenance margin for the derivative contracts, according
to rules and regulations of Thailand Futures Exchange PCL (TFEX)
and Thailand
Clearing House Co., Ltd. (TCH)
Related
Margin Reference
- TFEX's
Rule and Regulation
- TCH's
Rule and Regulation
- TCH's
margin announcement
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