Sector Index Futures
Focus your Thai equity strategy on a specific industry with MTS Capital through Sector Index Futures. Contracts reference banking, information and communication technology, energy, commerce, and food and beverage indices. They can be used to express sector views or manage exposure in a portfolio concentrated in a particular industry.
Product highlights
Target an industry trend without selecting individual shares.
Use long and short positions, including relative sector strategies.
Select exposure using the multiplier and tick value of each sector contract.
Cash settlement applies; review contract liquidity before placing orders.
Contract Specification
Symbol | Underlying | Multiplier THB per point | Tick points and THB value | TFEX fee THB per contract per side |
|---|---|---|---|---|
BANK | Banking | 1,000 | 0.1 = 100 | 20 |
ICT | Information and Communication Technology | 1,000 | 0.1 = 100 | 5 |
ENERG | Energy and Utilities | 10 | 1 = 10 | 10 |
COMM | Commerce | 10 | 1 = 10 | 10 |
FOOD | Food and Beverage | 10 | 1 = 10 | 5 |
Items | Description |
|---|---|
Underlying | SET sector indices listed above |
Settlement Month | 4 nearest quarterly months: Mar, Jun, Sep, Dec |
Price Quotation | Sector index price |
Daily Price Limit | ±30% latest settlement |
Trading hours Thailand time | 09:45–12:30 / 13:45–16:55 |
Speculative Position Limit | 20,000 net contracts per sector, any month or all months |
Last Trading Day | Business day before the last business day of the expiry month; ends 16:30 |
Final Settlement Price | Mean of final 15-minute index observations and closing value; exclude highest/lowest three each; two decimals |
Settlement Method | Cash settlement |
Brokerage Commission | Negotiable; client rates follow MTS Capital terms |
