Contact : 0 2633-6000 press 5
Products |
THB FIX 6 month Futures |
---|---|
Underlying Asset |
THBFIX 6 Month Rate. |
Pricing |
100 minus bond yield with 3 decimal point for example 99.250 99.251 99.252 99.253 99.254 99.255 |
Tick Size |
0.005 point (250 Baht per contract) |
Contract Size |
10,000,000 Baht. |
Price Limit |
In the range of +2.5% of Settlement Price in prior business day (if there is changes of +1.25% and 2.5%, 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 - 16:00 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 |
11.00 |
Final Settlement Price |
100-6 Month THBFIX rate announced from Bank of Thailand on 11.00 at last trading day using 4 decimal points. |
Daily Settlement Price |
6M THBFIX Futures of average last 5 Minutes. |
Position Limit |
2,000 contracts. |
Reportable Position |
When holding net 6M THBFIX expiring in each particular month or all, beyond 500 contracts. |
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