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

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SET50 Index Futures Contract Specifications

www.tfex.co.th at 21 Mar 13

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www.tfex.co.th at 21 Mar 13

Single Stock Futures Contract Specifications

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TFEX’s SET 50 Index Futures

• 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. www.tfex.co.th at 13 Jan 2014 SET 50 index spot = 880.7

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TFEX’s Gold & Single Stock Futures

Gold spot = 19,450 KTB spot = 16.50

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TFEX’s USD and Brent crude Futures

USD spot = 33.02  www.bot.or.th Brent spot = 106.77*33.02 = 3,525

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AFET’s Futures

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Example of Futures Listing on CBOT

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ราคา Gold Spot

13 มค. 2557

ราคา Gold Futures

13 มค. 2557

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www.tfex.co.th as of 22 March 2013

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