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Summary of USD Futures Contract Specification First Trading on June 5, 2012

  Heading      Contract Specification
  Underlying Asset US Dollar  
  Ticker Symbol USD  
  Contract Size 1,000 USD  
  Settlement Months 3 nearest consecutive months plus the next quarterly months (March, June, September, or December)  
  Price Quotation The price is quoted in term of Baht per 1 US Dollar (with 2 decimal points)  
  Minimum Price Fluctuation Tick size is 0.01 Baht (10 Baht per contract)  
  Daily Price Limit Initial price limit is +2% from the latest settlement price. Should traded price reach the limit, trading will be halted for a certain period announced by TFEX. After trading resumes, the price limit will be expanded to +4% of the latest settlement price  
  Trading Hours
Pre-open: 09:15 - 09:45 hrs.
Morning session: 09:45 - 12:30 hrs.
Pre-open: 13:45 - 14:15 hrs.
Afternoon session: 14:15 - 16:55 hrs
 
  Speculative Position Limit Net 10,000 contracts on one side of the market in any contract month or all contract months combined  
  Last Trading Day The business day immediately preceding the last business day of the contract month. The trading of an expire-series shall be ceased on 11:00 hrs.  
Final Settlement Price Calculated from the exchange rate announced by Thomson Reuters at 11:00 hrs (BKK time) on the last trading day (4 decimal points)  
  Settlement Method Cash Settlement  
  Exchange Fee
THB 1 per contract


 
  Brokerage Commission Freely negotiable  
 
       
 
  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.
 
     
 
     
  Quote Vendor Codes  
 
USD Futures Price    
Bloomberg Thomson Reuters Six Telekurs
 USTA Curncy <GO>        USDmy
    0#USD:
    .USDTVO.FX
  USDmyy,825
Thai Baht Spot Fixing (AM)  
Thomson Reuters         
   <TFEXTHBFIX>   
 
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