Heading |
Individual
Contract specification |
| Underlying index |
SET50 Index which is compiled, computed
and disseminated by the Stock Exchange of Thailand |
Contract Months
|
3 nearest consecutive months plus next 3 quarterly months |
Minimum Price Fluctuations
|
0.10 index point (or THB 20 per contract) |
Price Limit
|
+30% of the previous settlement price |
| Trading Hours |
| Pre-open: |
09:15 - 09:45 hrs. |
| Morning session: |
09:45 - 12:30 hrs. |
| Pre-open: |
13:45 - 14:15 hrs. |
| Afternoon session: |
14:15 - 16:55 hrs |
|
Speculative Position Limit
|
Net 100,000 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. |
Last Trading Day
|
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. |
Final Settlement Price
|
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. |
