SET50 Index Futures
Trade the direction of Thailand’s large-cap equity market with MTS Capital through SET50 Index Futures. These contracts reference the SET50 Index and support both bullish and bearish strategies, as well as hedging for a Thai equity portfolio where the exposure is appropriate.
Product highlights
Access Thai large-cap equity exposure through a single index contract.
Use long or short positions to express a market view or hedge a portfolio.
Calculate exposure with a multiplier of THB 200 per index point.
Cash settlement removes the need to deliver underlying shares.
Contract Specification
Heading | Contract Specifications |
|---|---|
Underlying Asset | SET50 Index calculated by SET |
Ticker Symbol | S50 |
Contract Multiplier | THB 200 per index point |
Contract Months | 3 consecutive nearby months plus next 3 quarter-end months |
Price Quotation | SET50 Index price |
Minimum Price Fluctuations | 0.1 index point (or THB 20 per contract) |
Price Limit | ±30% latest settlement |
Trading hours Thailand time | 09:45–12:30 / 13:45–16:55 |
Speculative Position Limit | 100,000 net futures-equivalent positions; SET50 futures/options combined, 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 |
Exchange Fee | Maximum of THB 7 per contract per side |
Brokerage Commission | Negotiable; client rates follow MTS Capital terms |
SET50 Index Options
Build more flexible Thai equity strategies with MTS Capital through SET50 Index Options. Choose calls or puts and select a strike and expiry that match your market view. Option buyers can define their maximum loss as the premium paid plus transaction costs, while option sellers face different margin obligations and risks.
Product highlights
Choose calls for a rising-index view or puts for a falling-index view.
Purchased options offer a defined premium-at-risk; sellers face potentially substantial losses.
Use puts for downside protection or combine options into tailored strategies.
European exercise and cash settlement apply at expiry.
Contract Specification
Heading | Contract Specifications |
|---|---|
Underlying Asset | SET50 Index calculated by SET |
Ticker Symbol | S50C : Call Options |
Contract Multiplier | THB 200 per index point |
Contract Months | 3 consecutive nearby months plus next quarter-end month |
Minimum Price Fluctuations | 0.10 index point |
Price Limit | ±30% latest SET50 index close |
Exercise Style | European |
Strike Price Interval | 10 points; 1 ATM and at least 5 ITM/5 OTM series |
Trading hours Thailand time | 09:45–12:30 / 13:45–16:55 |
Speculative Position Limit | 100,000 net futures-equivalent positions; SET50 futures/options combined, 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 |
Exchange Fee | Maximum of THB 5 per contract per side |
Brokerage Commission | Negotiable; client rates follow MTS Capital terms |
