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Contract Specification Margin
Contract Specification

   Home > knowledgw > Futures > Interest Rate Futures >3 Month BIBOR > Contract Specification


3 Month BIBOR Futures

Underlying Assets

 3 Month BIBOR
Contract size
10,000,000 Baht
Settlement Month
 2 nearest quarter months on March June September December cycle
Minimum Price Fluctuation (Tick size) 0.005 (Equivalent to 125 Baht per contract)

Price Limit

 +- 2.50% of previous day settlement price

Trading Hours
Pre-open: 9:15 a.m. - 9:45 a.m.
Morning session: 9:45 a.m. - 12:30 p.m.
Pre-open: 1:45 p.m. - 2:15 p.m.
Afternoon session: 2:15 p.m. - 4:00 p.m.
Speculative Position limit
 Net 2,000 contracts of 5 Year Government Bond Futures on one side of the market in any contract month or all contract months combined
Final Trading Day
 The third Wednesday of the contract month
Final Settlement Price

Final settlement Price = 100 - 3 Month BIBOR announced by Bank of Thailand at 11.00 (Bangkok) on last trading day

Settlement Method
 Cash Settlement
 
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