What is SSF Block Trade
Krungsri Securities Public Company Limited offers a block trading service for Single Stock Futures (SSF), acting as the counterparty to investors on both long and short positions, according to their trading direction and volume needs. Transactions reference the market price of the underlying shares on the SET main board. This service enables investors to access SSF leverage without worrying about liquidity constraints on the main board, offering a convenient solution for those requiring large lot sizes or facing limited SSF liquidity.
SSF Block Trade ’s attractiveness
Highlights of SSF Block Trade with KSS
The cost of SSF Block Trade transaction
- SSF Block Trade fees
- Long position 5.25% per annum
- Short position 5.56% per annum
- Commission fee of 0.1% of the contract value
- Trading fee
- Average stock price last month was less than or equal to 100 baht, the trading fee is 0.51 baht per contract.
- Average stock price last month was exceeded 100 baht, the trading fee is 5.10 baht per contract.
- VAT 7%
Things to know before doing SSF Block Trade
- When investors open SSF Block Trade with KSS, investor must also close those positions with KSS. Closing positions through other brokers or directly on the exchange is not permitted.
- When SSF Block Trade approaches expiration, investors cannot let it expire. However, they may roll over the position into the next contract month.
- In the case where the underlying stock announces a cash dividend payment.
- Long position: Will receive 90% compensation of the dividends announced by the company.
- Short position: Will be recalled 1 day before the XD date.
Minimum Contracts
1. Minimum contract amount : 20 Contracts
| ADVANC | AEONTS | AOT | BBL | BH | CBG | CPALL | CPN | DELTA | EGCO |
| KBANK | KKP | PTTEP | SCB | SCC | TISCO | TOP |
2. Minimum contract amount : 100 Contracts
| AMATA | AP | BA | BCH | BCP | BDMS | BGRIM | BJC | BLA | CENTEL |
| CK | COM7 | CPF | CRC | GFPT | GLOBAL | GPSC | GULF | HANA | HMPRO |
| ICHI | IVL | JMT | KCE | KTB | KTC | M | MEGA | MINT | MTC |
| OR | OSP | PTT | PTTGC | RATCH | SAWAD | SCGP | SPALI | STA | STECON |
| TASCO | TCAP | THCOM | TOA | TRUE | TU |
3. Minimum contract amount : 500 Contracts
| AAV | AWC | BAM | BANPU | BEM | BTS | CHG | ERW | GUNKUL | IRPC |
| LH | PLANB | PRM | SIRI | SPRC | STGT | TTB | VGI | WHA |
as of 1 JUL 2025
Risks of SSF Block Trade
1. SSF Block Trade is a leveraged investment, so investors should cut their losses when market expectations are incorrect and avoid investing all their available capital.
2. While holding SSF Block Trade position, the contract is marked to market based on the futures price, which may trigger a margin call or force close even if the underlying stock price remains unchanged.
3. In the event of a corporate action, price adjustments will be made on a case-by-case basis in accordance with TFEX guidelines. In certain situations, the company reserves the right to require position closure.
2. While holding SSF Block Trade position, the contract is marked to market based on the futures price, which may trigger a margin call or force close even if the underlying stock price remains unchanged.
3. In the event of a corporate action, price adjustments will be made on a case-by-case basis in accordance with TFEX guidelines. In certain situations, the company reserves the right to require position closure.
Q & A of SSF Block Trade
Q: How much margin is required for an SSF Block Trade?
A: The required margin depends on the underlying stock. Please check the specific margin requirements accordingly. Click
Q: How can investors place SSF Block Trade orders?
A: SSF Block Trade orders must be placed through an investment advisor. At present, KSS provides a system that enables investment advisor to submit SSF Block Trade orders directly to the Stock Exchange. In the future, KSS may develop additional order placement channels for clients.
A: The required margin depends on the underlying stock. Please check the specific margin requirements accordingly. Click
Q: How can investors place SSF Block Trade orders?
A: SSF Block Trade orders must be placed through an investment advisor. At present, KSS provides a system that enables investment advisor to submit SSF Block Trade orders directly to the Stock Exchange. In the future, KSS may develop additional order placement channels for clients.
SSF Block Trade opening account
New customer
- Sign the form Derivatives Account Application
- Sign the form Block Trade Agreement
- Attachment with certified true copy on :
- Copy of ID card
- Copy of house registration
- Financial statement (show 6 months movement and must disclose the balance more than 100K )
Existing customer (Derivative Account)
- To contact Krungsri Securities Investment Advisor
- Sign the form Block Trade Agreement
- Attachment with certified true copy on :
- Financial statement (for increase Buy limit request)