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Annual Report
2015
Derivatives Trading
The derivatives market trading activities rose favorably. In
2015, the average daily trading volume was up 35.86 percent
from 2014 with 199,749 contracts per day. The increase was
mainly due to a rise in trading activities of the SET50 Index
Futures and SET50 Index Option contracts. The number of
derivatives trading accounts also grew significantly reaching
113,575 accounts, up by 12.84 percent in 2015.
Average daily trading volume of TFEX
Products
2015
2014
2013
SET 50 Index Futures
110,142
58,790
23,218
SET 50 Index Options
1,264
444
267
Single Stocks Futures
81,103
80,100
34,351
50 Baht Gold Futures
546
974
2,253
10 Baht Gold Futures
5,469
5,319
6,757
Oil Futures
0
133
190
Silver Futures
0
0
5
Interest rate Futures
0
0
0
USD Futures
1,118
1,265
977
Sector Index Futures
0
0
0
Total
199,642
147,025
68,013
change % (y-o-y)
35.86
116.20
55.21
Source: SETSMART
(no. of contracts)
Source: SETSMART
Trading value of SET and mai by stock type (units: THB million, percent)
NON SET 100
SET 31-50
SET 51-100
SET 11-30
SET 10
2013
2014
2015
12,214
(24%)
7,975
(16%)
50,329
9,261
(18%)
8,172
(18%)
13,250
(26%)
15,226
(34%)
7,630
(15%)
5,403
(12%)
5,566
(13%)
4,221
(10%)
7,501
(17%)
18,008
(40%)
3,012
(6%)
11,543
(25%)
11,117
(25%)
45,466
44,302