Contact : 0 2633-6000 press 5
Products |
5Y Gov Bond Futures |
---|---|
Underlying Asset |
Eligible basket bond 5 year, Yield 5%. |
Pricing |
100 minus bond yield with 2 decimal point for example 99.25 99.26 99.27 99.28 99.285 99.29 |
Tick Size |
0.01 point (100 Baht per contract) |
Contract Size |
1,000,000 Baht |
Price Limit |
In the range of +5% of Settlement Price in prior business day (if there is changes of +2.50% and 5%, TFEX will do circuit breaker (temporary stop). |
Trading Hours |
Pre-open: 9:15 - 9:45 hrs. Morning session: 9:45 - 12:30 hrs. Pre-open: 14:00 - 14:30 hrs. Afternoon session: 14:30 - 16:55 hrs. |
Contract Month |
March, June, September and December. Contract will expired on quarterly basis based on 2 nearest quarter. |
Last trading day |
Third Wednesday of settlement month. |
Close time of last trading day |
16.00 |
Final Settlement Price |
Calculated average yield from authorized primary dealer of Thailand Future Exchange using 4 decimal points. Then find pricing from 100-yield with 4 decimal points. |
Daily Settlement Price |
5Y Government Bond Futures of average last 5 Minutes. |
Position Limit |
20,000 contracts. |
Reportable Position |
When holding net 5 Year Government Bond expiring in each particular month or all, beyond 500 contracts. |
Time Period |
Commission rate (Baht/Contract)/per day /per account |
|
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Via Markething Officer |
Via Internet |
|
1/11/2012 onward |
60.10 | 55.10 |
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