is futures contracts with 5 years government bond as the underlying asset.
Underlying Asset | 5-Year Thai Government Bond with 5% coupon (semi-annual) (TGB5) |
Contract Size | THB 1,000,000 |
Contract Months | March (H) June (M) September (U) and December (Z) up to 2 quarters |
Price Quotation | Price quoted by percent of par value with 2 decimal points. |
Minimum Price Fluctuations | 0.01 (or THB100 per contract) |
Price Limit | ± 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 series going to expire will be ceased after 16:00 hrs. on the last trading day |
Final Settlement Price | - Based on basket of eligible bond – A designated basket of Government Bonds with a minimum issuance size of ฿5,000 million and 4 - 6 year term to maturity on the first calendar day of the contract month. - Calculated from average yield quoted by primary dealers (4 decimal points) |
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