TFEX : Single Stock Futures

Single Stock Futures or SSF is a futures contract with underlying asset announced by TFEX. Investing in SSF generally requires only 5-20% collateral of the underlying asset’s price. There are opportunities to make profit in bullish and bearish markets. Investors can use SSF as a speculation or hedging tool.
 

Contract Specification

A B
Underlying Asset Listed securities in SET which meet TFEX listing criteria. The current list has 125 stocks which are AAV, ADVANC, AEONTS, AMATA, AOT, AP, AWC, BA, BAM, BANPU, BAY, BBL, BCH, BCP, BCPG, BDMS, BEAUTY, BEC, BEM, BGRIM, BH, BJC, BLA, BLAND, BPP, BSRC, BTS, CBG, CENTEL, CHG, CK, CKP, COM7, CPALL, CPF, CPN, CRC, DELTA, EA, EASTW, EGCO, EPG, ERW, GFPT, GLOBAL, GPSC, GULF, GUNKUL, HANA, HMPRO, ICHI, IRPC, ITD, IVL, JAS, JMT, KBANK, KCE, KEX, KKP, KTB, KTC, LH, LPN, M, MAJOR, MBK, MEGA, MINT, MTC, OR, ORI, OSP, PLANB, PRM, PSH, PSL, PTG, PTT, PTTEP, PTTGC, QH, RATCH, RS, S, SAMART, SAWAD, SCB, SCC, SCGP, SGP, SIRI, SPALI, SPCG, SPRC, STA, STEC, STGT, STPI, SUPER, TASCO, TCAP, THAI, THANI, THCOM, THG, TISCO, TKN, TOA, TOP, TPIPL, TPIPP, TQM, TRUE, TTA, TTB, TTCL, TTW, TU, TVO, UNIQ, VGI, VNG, WHA and WHAUP
Contract Size 1,000 shares per contract (except contract adjustment for corporate action)
Contract Months March (H) June (M) September (U) December (Z) up to 4 nearest quarters
Price Quotation THB per share
Minimum Price Fluctuations THB 0.01 (or THB 10 per Contract)
Price Limit ± 30% of the previous day 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 - 16:55 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 volume weighted average value of the underlying share trading transaction during last 15 minutes and at the closing on the last trading day, rounded to the nearest two decimal points.

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