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 |
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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.
Series | Issue Code | ISIN Code | Maturity Date | Coupon (%) | Outstanding Value* (THB million) |
TGB5Z21 | LB25DA | TH0623034C08 | 12-Dec-25 | 3.850 | 205,270 |
TGB5Z21 | LB26DA | TH0623036C06 | 17-Dec-26 | 2.125 | 240,382 |
TGB5Z21 | LB27DA | TH0623037C01 | 17-Dec-27 | 1.000 | 45,000 |
Bloomberg | Refinitiv | SIX Financial |
TOBA<COMDTY> | :TGB5my 0#TGB5: .TGB5TVO.FX | TGB5myy,825 |