is a futures contract with sector index as an underlying. Initially there will be a total of 5 underlying sectors available for trading: Banking, Information and Communication Technology, Energy and Utilities, Commerce and Food and Beverage
Underlying Asset | Sector Index computed and disseminated by the Stock Exchange of Thailand |
- Banking (BANK) - Information &CommunicationTechnology (ICT) - Energy & Utilities (ENERG) - Commerce (COMM) - Food and Beverage (FOOD) |
|
Contract Multiplier | - THB 1,000 per index point - THB 10 per index point |
Contract Months | March (H) June (M) September (U) December (Z) up to 4 quarters |
Price Quotation | Sector index price |
Minimum Price Fluctuations | - 0.10 index point(or THB 100 per contract) - 1 index point(or THB 10 per contract) |
Price Limit | ± 30% of the latest settlement price |
Trading Hour | Pre-open:09:15 - 09:45 hrs. Morning session:09:45 - 12:30 hrs. Pre-open:13:15 - 13:45 hrs. Afternoon session:13:45 - 16:55 hrs. |
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 Sector Indices, rounded to the nearest two decimal points as determined by the exchange, and shall be the average value of the Sector Indices taken during last 15 minutes and the closing index value, after deleting the three highest and three lowest values. |
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