Contract Months
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March, June, September, December up to 4 quarters
From October 29th , 2012 onwards :*
The contract months will be changed to “3 nearest consecutive months plus 1 quarterly month”
<<download the detail of the modification>>
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Minimum Price fluctuations
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0.10 index
points
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Price Limit
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+30% of the previous day's SET50 Index |
Strike Price Interval
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10 points (at least 5 in-the-money strikes, 5 out-of-the-money strikes and 1 at-the-money strike).
From October 29th , 2012 onwards :**
25 points (at least 2 in-the-money strikes, 2 out-of-the-money strikes and 1 at-the-money strike). |
Trading
Hours
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Pre-Open:
Morning session:
Pre-Open:
Afternoon session: |
9:15 a.m. - 9:45 a.m.
9:45 a.m. - 12:30 p.m.
1:45 p.m. - 2:15 p.m.
2:15 p.m. - 4:55 p.m.
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Speculative
Position Limit
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Net 20,000 delta equivalent SET50 Index Futures contracts on one side of the market in any contract months of SET50 Index Futures and SET50 Index Options combined.
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Last Trading Day
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The business day immediately preceding the last business day of the contract month. Time at which trading ceases on Last Trading Day is 16:30 hrs.
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Final Settlement
Price
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The final settlement price shall be the numerical value of the SET50 Index, rounded down to the nearest two decimal points as determined by the exchange, and shall be the average value of the SET50 Index taken during last 15 minutes and the closing index value, after deleting the three highest and three lowest values.
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