Derivatives: Contract Specification

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Underlying Asset

Listed securities in the SET which meet TFEX listing criteria. List of underlying will be announced by TFEX.

Contract Size

1,000 shares per contract

Contract Months

March, June, September, December up to 4 nearest quarters

Minimum Price Fluctuations
(Tick Size)

THB 0.01

Price Limit

+- 30% of the previous day settlement price

Trading Hour

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. - 4:55 p.m.

Speculative Position Limit

Net 20,000 contracts on one side of the market in any contract month or all contract months combined. (until further notice)

Final Trading Day

Net 500 contracts.

Final Trading Day

The business day immediately preceding the last business day of the contract month. Time at which trading ceases on Final Trading Day is 16.30 hrs.

Final Settlement Price

The average of the underlying share price during last 15 minutes plus the closing price on the last trading day, rounded to the nearest two decimal points.

Settlement Method

Cash Settlement