DERIVATIVES FOCUS 19 September 2016 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research


     BOJ  ! FED
%&'()*!ก!
& %,%(ก-%
 S50U16  29 ก.. 16

S50U16P950  29 ก.. 16

USDU16  29 ก.. 16

KTBU16  29 ก.. 16

TRUEU16  29 ก.. 16

GFV16  30
.. 16

 

   Long S50U16 ก"#$% 955-958 ( )*+ 932 ( ./0
1 20

Long USDU16 ก"#$%ก#4 35.00-10 4///0#6
#*78 )*+ 34.50 4///0#6
#*78 Long KTBU16 ก"#$% 18.20-18.40 4 )*+ 17.70 4 Long TRUEU16 ก"#$% 7.40-7.50 4 )*+ 6.90 4 Short GFV16 ก"# $1,300/Oz )*+ $1,330/Oz

SET50 Index Futures: QR Flow ( (#

ก/U6/*ก: Long S50U16 ก"#$% 955-958 ( )*+ 932 ( SET50  S50U16 ก ก !ก" #$%ก!&"ก ' Long ,#'$-.-/ 0'1,.2ก3"1  ก!&"$%. $    4 564,  %    '  78 ก 4 2 .9:  ก61, . #  % ก . FTSE 6   1 <=' %!  % ก /1 9ก1  .<= ' $  2#  329>  %.= '  6?1ก.ก9@6'"24,/A. <, '@ก0 ก1642 40@-9 9B00ก-%'ก C10-.2%!$% SET50 9@61,.'$4.กก

-14,529 Institution

Foreign acc. Long

9/16/16

8/19/16 9/2/16

7/5/16

7/21/16 8/4/16

6/6/16 6/20/16

5/4/16 5/23/16

4/19/16

1050 1000 950 900 850 800 750 700 650 600 3/16/16 3/30/16

200,000 180,000 160,000 140,000 120,000 100,000 80,000 60,000 40,000 20,000 0

S50_CON

หนา 1 จาก 3

-14,856 Local

Foreign

2/2/16

C9B004,0@2=' ก9 !.&2กR4,9!_ C%`a$4, 20-21 ก.. 16 4

Contracts

2/16/16 3/2/16

0$%#%ก'ก9@' S50U16 .กกก9@'-9 U %0ก4, S50U16 =%='C2\4, 10  25 .- #$%ก1 CRR3 Long '=,'%C2\4, 75 7 955-958 0! 0% 7' %0ก4'-.,#ก 932 0!

29,385

1/5/16 1/19/16

6 ก@.'' Net Long $ Index Futures '14,C87 29,385 CRR%='9 .3 5,500 @ <,#$%'C C.9S61,.   .'8 4, 150,206 C R R (9:  U<@''C C.$'@4 ) 7= ' 9:  011ก!1@ก4,'0C/@ก'ก' SET50  S50U16 =,'0ก9:ก Long 4.กC!$9S4 .C%,'09:/0กก Roll Over 0กก4, S50U16 $ก%.'! 29 ก.. 16  /0กก61,. '$%6'" SET50 .ก61,.#%ก4,ก 'C!&14,.ก 42%4ก4,-.-4,0 42.1@ก

Trading by Investor Types

DERIVATIVES FOCUS 19 September 2016 Analyst: Natapon Khamthakrue Register No.: 026637



www.fnsyrus.com, FB: Finansia Syrus Research

SET50 Index Options: ./0
1 20

USD Futures: Q 4ก/* +X 0# 
*Y

./0
1 20

กb212' SET50 84 -.794, U.0ก@9:@ก 6 กbcd61,-2,'!4,9@ $ 'กก'%  4@4-.ก@.CCRR31@ก '. ก-9กก#-$ Index Option 4,.42.C4, C562''8 0'0' '6=,''81 4,0ก'

Long USDU16 ก"#$%ก#4 35.00-10 4///0#6
#*78 )* + 34.75 4///0#6
#*78 ก2=,'-%' USD/THB 61กก@.'' <,.ก@ ก2=,'-%' Dollar Index 4-%!0กก9>/  l`ก10C%`a4,''ก.C$C  U.ก9@'ก@4' b <,0 9:/0ก9B00\6 ก-%'ก C1 Cก-%''ก$58.152 (20-21 ก.. 16) 2 9กmก3"40 '8-. 0 #$% Long USDU16 '-9ก'

Single Stock Futures: Long KTBU16 Long KTBU16 ก"#$% 18.20-18.40 4 )*+ 17.70 4 2 KTBU16 9@61,.'=,' .0 .40% 6ก@ .4 Long Cก@. 3 4, 56212- %!0กCRR3 Positive Divergence $56,U. 2.0 9:$ก9@61,.'0C8ก4,0 61กก@.'' $4  #กก#-qBr Long 2ก'@ 17.70-18.40 @

Single Stock Futures: Long TRUEU16 Long TRUEU16 ก"#$% 7.40-7.50 4 )*+ 6.90 4 2 TRUEU16 1,. 'ก9@ bcdก@=%='C 2\4,  C6'.4@44,CCRR31@ก #$%.4! 9@61,.'$กl3 Technical Rebound %C2\4,   ก77 7.40-7.50 @

หนา 2 จาก 3

DERIVATIVES FOCUS 19 September 2016 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research

Gold Futures:
*__` Short * "01aก*ก/ ก". Short GFV16 ก"# $1,300/Oz )*+ $1,330/Oz 2'2#61กก@.'''=,'.C%`a0 9>/' 1b}' (-..'% 6) 61,..'84, 2.3% 0ก ก'4, 2.2%  42.=,'.,'.11ก0 %=' 89.8 0! ,#ก24, 90.8 0! <,9:C7 ก3"4,'=''กกก#-$ '2#$` %6ก14  2=,'.='$ก9}'ก2. C4,0ก1b}' C '$%%7011ก!4,9:@ 0ก 2.ก$/9 !. FOMC 'b4, 20-21 ก.. 16 4,'0C CRR39@''ก@4 6 \  @$4,9 กก-..42.0  .!..'1.'-9ก' 2=' 22'2#0 ก''ก1 @'-9 U7'1ก'@ก2=,'-%$กl3 Parallel Downtrend Channel 2.42.C4,4,0 ''%ก'@7 $1,300/Oz

RSS3 Futures: $bก
2% +cYก#44Q ./0
1 20

2 TOCOM '8$6ก %0ก9@-.C.7 =%=' 180 - 3 4, '"-.-''201 (''284 61กก@.) #$%56$%R78กก.%ก2. C.'52'21%.='C12U5253ƒ"'=, .=,'/กก@'!94, 1,.''ก.ก0ก9B00?8ก #$%2 Upside 0 '8$ก'@ 0#ก  .42.C4,4,0 ''%ก'@''@ Sideway 4, 140-180   #$% 'ก! 6 -..4C562' 7 'ก$%='ก=qBr Short 2ก'@ก2=,'-%4, 140-180 

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หนา 3 จาก 3