TFEX

USD/THB Futures

Summary of USD/THB Futures Contract Specification

Heading Contract Specifications
Underlying AssetUSD/THB Exchange rate
Ticker SymbolUSD
Contract Size1,000 USD
Settlement Months3 nearest consecutive months plus the next quarterly months (March, June, September, or December)
Price QuotationTHB per US Dollar (with 2 decimal points)
Minimum Price FluctuationsTHB 0.01 (or THB 10 per contract)
Daily Price LimitInitial price limit is +2% of the latest settlement price 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 Trading Hours
Morning 09:15 - 09:45 hrs.09:45 - 12:30 hrs.
Afternoon13:15 - 13:45 hrs.13:45 - 16:55 hrs.
Night 18:45 - 18:50 hrs.18:50 - 03:00 hrs. (T+1)
Speculative Position LimitNet 20,000 delta equivalent position on one side of the market in any contract months of USD/THB Futures and USD/THB Options combined
Last Trading DayThe 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 PriceCalculated from the exchange rate announced by Thomson Reuters at 11:00 hrs (BKK time) on the last trading day
Settlement TypeCash Settlement
Exchange FeeMaximum of THB 1 per contract per side
Group 19932
Brokerage CommissionFreely negotiable

Remark :The above is a summary of the contract specification. Please refer to the Regulations and Procedures Chapter 600: Listing of Derivatives Contracts for the official contract specifications.

Quote Vendor Codes
USD/THB Futures Price

BloombergRefinitivSIX Financial
USTA Curncy <GO>USDmy
0#USD:
.USDTVO.FX
USDmyy,825

Thai Baht Spot Fixing (AM)

Refinitiv
WM/Reuters 4 a.m. GMT Spot Rate