||THB FIX 6 month Futures|
||THBFIX 6 Month Rate.
||100 minus bond yield with 3 decimal point
for example 99.250 99.251 99.252 99.253 99.254 99.255
||0.005 point (250 Baht per contract)|
||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).
||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.
||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
|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.
||When holding net 6M THBFIX expiring in each particular month or all, beyond 500 contracts.