DERIVATIVES FOCUS 29 October 2015 Analyst: Natapon Khamthakrue Tel. 02-646-9820




 

www.fnsyrus.com, FB: Finansia Syrus Research

  

S50Z15

กก: Trading Long %%&'&()*++ก&()* ก,(-. 914-917 34 54'4&67.+5.ก*8 904 34 ก &7+ก: Short S50Z15 &67.+4 904 34 ก,(-. 887-897 34 54'4&67.+
< ก*8 909 34

S50Z15C900 S50Z15P900 PTTEPZ15

?7+ Short Straddle B4ก( Short S50Z15C900  Short S50Z15P900

TMBZ15

?7+ Long ก,('JK&DL 2.80-2.83 % 54'4&67.+5.ก*8 2.63 %

GFV15

Trading Short ก,(-.ก(+%(+ Bก $1,150-1,155/Oz 54'4&67.+
< ก*8 $1,180/Oz

BRX15

Trading Long ก,(-. $50.0/%(&( 54'4&67.+5.ก*8 $47.0/%(&(

&DE4 Long ก,(-. 77.50-78.00 % 54'4&67.+5.ก*8 72.25 %

SET50 Index Futures: &8 Long
*ก(
& -.,++ก กก: Trading Long %%&'&()*++ก&()*] S50Z15 ก,(-. 914-917 34 54'4&67.+5.ก*8 904 34 ก &7+ก: Short S50Z15 &67.+4 904 34 ก,(-. 887-897 34 54'4&67.+
< ก*8 909 34 S50Z15     905  ! ก# $%!  &ก'ก   ก( ก))* ก( ก+,-  $ './ก*/0 1 &1$ #!2 + !13)#4 5#5( ก#$3  ก &)ก6*ก#! )15#   15-16 2.). 15 $%!    $:) $3 !) 6  ก! ก$3 ก  5% ก: !#4 2 #=& ก  &*กก5* ก$ ก! !6(* S50Z15 +,- ก*ก  1 914-917 5 @&  $&2( *  996   $&* 1,075   ! Net Short ( Index Futures 10,890 PP*Q 1,975   $%!  ก $ )  Basis S50Z15  &U   -3  W36ก ) X.Y  )ก#!% 1-2  ก: !#4 #=&  &6ก Downside (*ก S50Z15  ก   (  ) )  /   &U 1 904  *ก&5  5*ก ก: ! 5*: ก+,- ก\!$&กก 5#( \]&  *)3ก  Parallel 1 914   1* !กPP% Short W3 #4 PP% +,-  @& Downside 15# &U  ก  887-897     &ก:ก65`=a Long $: ก: !(*$   Q * 904  SET50 Index Options: ?7+ Short Straddle &_( SET50  ,68`4

Basis มีโอกาสเดงกลับระยะสั้น

T rading by Investor T ypes 8,471 2,419

Contracts -10,890 Institution

Foreign

Local

P/L: Short Straddle @ 900

Point 60

 Q ก)  SET50 !ก  ก $ 3 ! 6(*1Q Short Straddle @&ก Short S50Z15C900 ! Short S50Z15P900 @&ก&2g   ก65!*  &U :ก  &  1*ก SET50  &U ( ก  850-950  Q )ก6* ! ก65ก ) ) 0 8-48  @&!ก(*)6 ! 6ก&2g$ &Q SET50  '  

40 20 0 -20 -40 -60 -80 790

810

830

850

870

890

910

930

950

970

990 SET50

DERIVATIVES FOCUS www.fnsyrus.com, FB: Finansia Syrus Research

29 October 2015

Single Stock Futures: &DE4 Long PTTEPZ15 &DE4 Long PTTEPZ15 ก,(-. 77.50-78.00 % 54'4&67.+5. ก*8 72.25 % ) PTTEPZ15 &6/ 1 70.00   Long ก ] กPP%$& กก MACD ( \]&  6(* @ ก ก Technical Rebound  * ก 1 77.50-78.00  I.M. 12,160   7   Single Stock Futures: ?7+ Long TMBZ15 ?7+ Long TMBZ15 ก,('JK&DL 2.80-2.83 % 54'4&67.+5. ก*8 2.63 % TMBZ15 ]กก* กก )g  ]!&5 *1 &  (*1 2.63  !&ก'ก  ก( ก) 3&  +,- ก* ) h & 5 *Q 10  1 2.67-2.68 5 I.M. 228   11   Gold Futures: 5* D(58 c &DL]3]?7+ Short

Oil Futures: &(.64-4ก%&()*

Trading Short ] GFV15 ก,(-. $1,150/Oz 54'4&67.+
<

ก*8 $1,172/Oz ) )6@ก1Uกก : $ก 6ก65`=a Short $   $1,150-1,155/Oz *p#!  FOMC $ + (*)*: ) $ 6*ก#$3  ก &( ก#! )15#   15-16 2.). 15 $%!  ก  SPDR Gold Trust 1 !1Q )   )6 1.20   &U   694.34  1Q #4 #=&ก) )6(  &ก ))U 5#กก $3 :$  Dollar Index ! p  ] 2*/0 3&  #4 กก)  )6 5# @&  #=&  )Q ก#ip& GDP3Q15 !& pU$ ก  &#*g*/0 *ก ก

  Q !#4 #=&ก ) )6] )ก  $1,1501,172/Oz

Trading Long ] BRX15 ก,(-. $50.0/%(&( 54'4 &67.+5.ก*8 $47.0/%(&( ) Brent #]$3 ก  5%  WTI ก 2 *p*ก )Q & : ก 6 */0$  EIA  ]$3  &ก ) ! \!'./ก*/0$ +  $3 ก ก#!  FOMC )ก $%!  : ก 6  W! W */0]ก ก  3.0 ! 1.1  g! (**: 13 #)g  ก ( \]) ) กก! ก$3 ก 5 ก 1-2    *ก &U   $50.0/g &Q * Q 5!ก! ก$3  * $52.0/g )ก ก)Q 5*   $47.0-50.0/g

& h 6@&.*ก]&g +i  W & 5W 6ก (* ) (l.m) $ U #กn( & h 1Uก6$3  ]Q / $ * $ U  Q  *Q ) Q   )  Q 1Q !/*Q  )1Uก  & 5ก:.5   )1Uก )1 $ $ Uก  $ U!)*:  #กn &U ( & h   ก# & # ก5$ *Q ]5 @&5  (* *  .5  )#!)g ! กU*Q   (*pU  WQ *Q $& *ก]&g #กn( & h  .5 5#!ก p  *Q )$ *ก]&g$ U #กn & ( .35 p  ) &*&(q  ก$3 กก 6$ U*Q )*: ( & h 5 #( 5   ก%

(ก: pU )'3ก.$ U!( &]  &  ) ( ก ( .$  $2(r $ U!)*:  #กn &U ( & h  *(*p(U  6$ U!)*: 5#( #!@& g ) ก # 6W6 6 ก*Q p&]  2% 5  **Q   @&5 5 P#4 &ก.%g ก.ก.  *  ก ( *ก]&g ) & pU )'3ก.$ U!]% &  ) ก ก (