TFEX

5Y Gov Bond Futures

Summary of 5Y GOV Bond Futures Contract Specification

Heading Contract Specifications
Underlying Asset5-Year Thai Government Bond with 5% coupon (semi-annual)
represented by the Basket of Eligible Bonds
Ticker SymbolTGB5
Contract SizeTHB 1,000,000
Contract MonthsMarch, June, September, December up to 2 quarters
Price QuotationPrice quoted by percent of par value with 2 decimal points.
Minimum Price Fluctuations0.01 (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.
Afternoon13:15 - 13:45 hrs.13:45 - 16:00 hrs.
Speculative Position LimitNet 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 DayThe 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 MethodCash Settlement
Exchange FeeMaximum of THB 10 per contract per side
BTN-Exchange-fee
Brokerage CommissionFreely 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.

The Basket of Eligible Bonds for 5Y Gov Bond Futures:

SeriesIssue CodeISIN CodeMaturity DateCoupon (%)Outstanding Value*
(THB million)
TGB5Z21LB25DATH0623034C0812-Dec-253.850205,270
TGB5Z21LB26DATH0623036C0617-Dec-262.125240,382
TGB5Z21LB27DATH0623037C0117-Dec-271.00045,000
* Data as of September 6, 2021

Quote Vendor Codes
Interest Rate Futures Price

BloombergRefinitivSIX Financial
TOBA<COMDTY>:TGB5my
0#TGB5:
.TGB5TVO.FX
TGB5myy,825