SET50 Index Futures Contract Specifications www.tfex.co.th at 21 - PDF document

SET50 Index Futures Contract Specifications www.tfex.co.th at 21 Mar 13 1 Single Stock Futures Contract Specifications www.tfex.co.th at 21 Mar 13 2

TFEX’s SET 50 Index Futures SET 50 index spot = 880.7 www.tfex.co.th at 13 Jan 2014  Settlement price (SP): this usually is an average of the prices of the last few trades of the day. The settlement price is used to mark-to-market the position.  Volume: A number of contracts traded  Open interest (OI): The number of futures contracts outstanding at any given in time. 3 TFEX’s Gold & Single Stock Futures Gold spot = 19,450 KTB spot = 16.50 4

TFEX’s USD and Brent crude Futures USD spot = 33.02  www.bot.or.th Brent spot = 106.77*33.02 = 3,525 5 AFET’s Futures 6

Example of Futures Listing on CBOT 7 8

ราคา Gold Spot 13 มค . 2557 ราคา Gold Futures 13 มค . 2557 9 10

www.tfex.co.th as of 22 March 2013 11 11 www.set.or.th, www.tfex.co.th, www.goldtraders.or.th as of 29 March 2013 12 12