TFEX : 3M BIBOR Futures

3M BIBOR Futures

is futures contracts with 3 month Bangkok interbank offered rate as the underlying asset.

Contract Specification
A B
Underlying Asset 3M BIBOR is 3 month Bangkok interbank offered rate (BB3)
Contract Size THB 10,000,000
Contract Months March (H) June (M) September (U) and December (Z) up to 2 quarters
Price Quotation In terms of index 100.000 - Yield (on annual basis with 3 decimal points)
Minimum Price Fluctuations 0.005 (or THB125 per contract)
Price Limit ±2.5% of the latest settlement price
Trading Hours 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 - 16:00 hrs.
Last Trading Day The third Wednesday of the contract month and the trading of expiring contract will be ceased after 11:00 hrs. on the last trading day
Final Settlement Price Calculated from 3M BIBOR fixed at 11:00 hrs. (BKK time) as announced by Bank of Thailand on the last trading day (4 decimal points)

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