5Y Gov Bond Futures

Heading	Contract Specifications
Underlying Asset	5-Year Thai Government Bond with 5% coupon (semi-annual) represented by the Basket of Eligible Bonds
Ticker Symbol	TGB5
Contract Size	THB 1,000,000
Contract Months	March, June, September, December up to 2 quarters
Price Quotation	Price quoted by percent of par value with 2 decimal points.
Minimum Price Fluctuations	0.01 (or THB100 per contract)
Price Limit	± 5% of the latest settlement price
Trading Hours	Pre-open Trading Hours Morning 09:15 - 09:45 hrs. 09:45 - 12:30 hrs. Afternoon 13:15 - 13:45 hrs. 13:45 - 16:00 hrs.
Speculative Position Limit	Net 10,000 contracts of 5Y Gov Bond 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 series going to expire will be ceased after 16:00 hrs. on the last trading day
Final Settlement Price	- Based on basket of eligible bond – A designated basket of Government Bonds with a minimum issuance size of ฿5,000 million and 4 - 6 year term to maturity on the first calendar day of the contract month.  - Calculated from average yield quoted by primary dealers (4 decimal points)
Settlement Method	Cash Settlement
Exchange Fee	Maximum of THB 10 per contract per side
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.