| Exchange |
Stock Exchange of Thailand |
| Type |
Index |
| Underlying |
SET 50 Index |
| Currency |
Thai Bhat (THB) |
| Contract Size |
1000 THB x Index |
| Tick Size |
0.10 Index point |
| Tick Value |
100 THB |
| Pre-Open 1 |
09:15 - 09:45 |
| Trading Session 1 |
09:00 - 11:00 |
| Pre-Open 2 |
14:00 - 14:30 |
| Trading Session 2 |
14:30pm - 16:55pm (16:35pm expiration date) |
| Pre-Open T+1 |
No T+1 Session |
| Trading Session T+1 |
No T+1 Session |
| Last Trading Day |
The business day preceding the last business day of each contract month |
| Final Settlement Day |
The second Friday of the delivery month |
| Final Settlement Price |
The numerical value of the SET 50 Index rounded down to the nearest two decimal points as determined by the Exchange, and shall be the average value of the SET 50 Index taken at one minute intervals between 16:00 and 16:30 plus the closing index value after deleting the three highest and three lowest values. |
| Settlement Type |
Cash |
| Contract Months |
March quarterly cycle: Mar, Jun, Sep, Dec |
| First Trading Day |
|
| Position Limit |
|
| Initial Margin (outright) |
|
| Maintenance Margin (outright) |
|
| Clearinghouse Margin (outright) |
|
| Listed Spread |
Yes |
| Initial Margin (spread) |
|
| Maintenance Margin (spread) |
|
| Clearinghouse Margin (spread) |
|
| Daily Price Limit |
|
| Options |
No |
| Exchange Symbol |
BC |
| Reuters Symbol |
|
| Bloomberg Symbol |
|
| ISIN Symbol |
|
| SEDOL |
|
| Notes |
|
