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