SET50 Index Futures
SET50 Index Futures is a futures contract on a underlying SET50 Index. It is calculated from the stock price of the top 50 listed companies on SET in terms of large market capitalization and high liquidity.
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SET50 Index Futures Contract Specification
Heading | SET50 Index Futures |
|---|---|
Underlying Asset | SET50 Index which is compiled, computed and disseminated by the Stock Exchange of Thailand |
Ticker Symbol | S50 |
Contract Multiplier | THB 200 per index point |
Contract Months | 3 nearest consecutive months plus the next 3 quarterly months |
Price Quotation | SET50 Index price |
Minimum Price Fluctuations | 0.1 index point (or THB 20 per contract) |
Price Limit | ± 30% of the latest settlement price |
Trading Hours | Pre-open: 09:15 - 09:45 hrs. |
Speculative Position Limit | Net 100,000 delta equivalent SET50 Index Futures contracts on one side of the market in any contract months of SET50 Index Futures and SET50 Index Options combined. |
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 final settlement price shall be the numerical value of the SET50 Index, rounded to the nearest two decimal points as determined by the exchange, and shall be the average value of the SET50 Index taken during last 15 minutes and the closing index value, after deleting the three highest and three lowest values. |
Settlement Method | Cash Settlement |
Commission Rates for SET50 Index Futures
Commission rate (Baht/Contract)
No. of contract (per day per account) | Via Marketing Officer | Via Internet |
|---|---|---|
From 1st - 25th contract | 87.00 | 79.00 |
From 26th - 100th contract | 67.00 | 61.00 |
From 101st - 500th contract | 47.00 | 43.00 |
From 501st contract onward | 37.00 | 34.00 |
SET50 Index Options
SET50 Index Options is a contract that gives the buyer the right, but not the obligation, to buy or sell SET50 Index at a specific price on or before a certain date. An option, just like a stock or bond, is a security. It is also a binding contract with strictly defined terms and properties. The advantage of options is that you aren't limited to making a profit only when the market goes up. Because of the versatility of options, you can also make money when the market goes down or even sideways.
SET50 Index Options Contract Specification
Heading | Contract Specification |
|---|---|
Underlying Asset | SET50 Index which is compiled, computed and disseminated by the Stock Exchange of Thailand |
Ticker Symbol | S50C: Call Options |
Contract Multiplier | THB 200 per index point |
Contract Months | 3 nearest consecutive months plus 1 quarterly month |
Minimum Price Fluctuations | 0.1 index point (or THB 20 per contract) |
Price Limit | ± 30% of the previous day's SET50 Index |
Exercise Style | European |
Strike Price Interval | 25 points (at least 2 in-the-money strikes, 2 out-of-the-money strikes and 1 at-the-money strike). |
Trading Hours | Pre-open: 09:15 - 09:45 hrs. |
Speculative Position Limit | Net 20,000 delta equivalent SET50 Index Futures contracts on one side of the market in any contract months of SET50 Index Futures and SET50 Index Options combined. |
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 final settlement price shall be the numerical value of the SET50 Index, rounded to the nearest two decimal points as determined by the exchange, and shall be the average value of the SET50 Index taken during last 15 minutes and the closing index value, after deleting the three highest and three lowest values. |
Settlement Method | Cash Settlement |
Commission Rates for SET50 Index Options
Commission rate (Baht/Contract)
No. of contract (per day per account) | Via Marketing Officer | Via Internet |
|---|---|---|
From 1st - 25th contract | 85.00 | 77.00 |
From 26th - 100th contract | 65.00 | 59.00 |
From 101st - 500th contract | 45.00 | 41.00 |
From 501st contract onward | 35.00 | 32.00 |
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