Summary of 3M BIBOR Futures Contract Specification
| Heading | Contract Specifications | |||||||||
| Underlying Asset | 3M BIBOR | |||||||||
| Ticker Symbol | BB3 | |||||||||
| Contract Size | THB 10,000,000 | |||||||||
| Contract Months | March, June, September, December up to 2 quarters | |||||||||
| Price Quotation | In terms of index 100.000 - Yield (on annual basis with 3 decimal points) | |||||||||
| Minimum Price Fluctuations | 0.005 (or THB125 per contract) | |||||||||
| Price Limit | ±2.5% of the latest settlement price | |||||||||
| Trading Hours |
| |||||||||
| Speculative Position Limit | Net 2,000 contracts of 3M BIBOR Futures on one side of the market in any contract month or all contract months combined. | |||||||||
| Last Trading Day | The third Wednesday of the contract month and the trading of expiring contract will be ceased after 11:00 hrs. on the last trading day | |||||||||
| Final Settlement Price | Calculated from 3M BIBOR fixed at 11:00 hrs. (BKK time) as announced by Bank of Thailand on the last trading day (4 decimal points) | |||||||||
| Settlement Method | Cash Settlement | |||||||||
| Exchange Fee | Maximum of THB 20 per contract per side.svg) | |||||||||
| 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
Interest Rate Futures Price
| Bloomberg | Refinitiv | SIX Financial |
| TORA<COMDTY> | :BB3my 0#BB3: .BB3TVO.FX | BB3myy,825 |