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Margin
 

Outright Margin 
Spread Margin 

 

Outright Margin

Effective on June 14, 2010

1. Delivery Contract

Unit: baht/contract
Commodity Outright Long or Short
Normal Month Spot Month
MM IM T* to LTD* - 1 LTD* to LDD*
MM IM MM IM
RSS3 15,000 20,000 32,000 42,000 60,000 60,000

2. Both Options Contract

Unit: baht/contract
Commodity Outright Long or Short
Normal Month Spot Month
MM IM T* to LTD* LTD* + 1 to LDD*
MM IM MM IM
BWR5 14,000 19,000 14,000 19,000 78,800 78,800
BHMR 16,500 22,000 16,500 22,000 94,000 94,000
TC 7,500 10,000 7,500 10,000 75,000 75,000

Spread Margin

Effective on June 14, 2010

Unit: baht/spread
Commodity Spread Margin
MM IM
BWR5 14,000 19,000
BHMR 16,500 22,000
RSS3 15,000 20,000
TC 7,500 10,000

*Remark
T = First day of Spot-Month margin
LTD = Last trading day
LDD = Last business day of delivery month

 

Last Updated : Friday, June 11, 2010
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