Stock index futures

Highlight specifications of STOCK FUTURES

Stock futures is stock index futures. It is a type of futures traded in TFEX. The buyer and the seller agree today at what price and how many stocks will be traded. With this characteristic, stock futures is an interesting product for current stock traders and other interested persons. It is a new alternative to make a profit in two ways by "buy-before-sell" or "sell-before-buy" transactions. Investors therefore can make a profit in all market conditions with high return at low cost and capital gain tax is exempt. Stock Futures was launched in TFEX on 24 November 2008


Heading Contract Specifications
Underlying Asset Listed securities in SET as announced by TFEX.
(List of underlying stocks)
Ticker Symbol Securities Symbol
Contract Size 1,000 shares per contract
Contract Months March, June, September, December 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: 13:45 - 14:15 hrs.
Afternoon Session: 14:15 - 16:55 hrs.
Speculative Position Limit The maximum amount of contract any investor may hold on one side of the market in any contract month or all contract months combined may not exceed the Position Limit as announce by TFEX.

Position Limit Download

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.
Settlement Method Cash Settlement