DERIVATIVES FOCUS 17 February 2017 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research

กก  ก  ก     ! " #$% & SET50 #,!ก$% !  S50H17  30 .. 17

S50H17C950  30 .. 17

USDH17  30 .. 17

ITDH17  30 .. 17

KTBH17  30 .. 17

GFG17  27 ก.. 17

 

     ก!ก: Trading Long S50H17  ก ,-. 992-996 3 4!5 981 3 ก 78ก: Short S50H17 . 992-996 3 4!5 997.5 3  ก ,- 983-986 3 <=> ?= -@  .A!73ก-!B

<=> ?= -@  .A!73ก-!B

Long ITDH17  ก ,- 5.40-5.50 G 4!5 5.07 G Long KTBH17  ก ,- 19.65-19.70 G 4!5 19.45 G 7กL ก ,-MNO Long GFG17  ก ,-. $1,250/Oz 4!5 $1,229/Oz

SET50 Index Futures: Zก7 4= 3ก - [8B5 M-!.  >G! ก!ก: Trading Long S50H17  ก ,-. 992-996 3 4!5 981 3 ก 78ก: Short S50H17 . 992-996 3 4!5 997.5 3   ก ,- 983-986 3 S50H17        !!"  992 %&' () 996 %&' ! (+!'   ! !ก!-ก!( "&%). /'/ ก () !0ก!12!  3 Open Interest %).  !  ก"  ' Short Sales 1 / @A2 &ก(& SET50 กD   %!ก ก !! 18%  G"  1,151 (! !" !)ก)/ "&! I! " JK%% ก ( ! !ก" /&'ก  !  (กก(  !Jก' ก!12 &() Long  Index Futures 1,432 (! !" () 6,378 / @@! 2 1,250 (!!" 0)"  T!ก!A(2.  & ก(& ( !กD!%).'   &%!ก!A!+!  '"     0.5% / &!' @"   กV /2/! AOT () SCC กD  D/ @@!012 T!! I  Iก  % )+!  Trading Long 2(&"+!ก+!."  992-996 %&' ' %&' '!'"&"  981 %&' !B B Multiple Model FSSDS1.1 5 7-   _7<`> Long ? ?=3 7
Trading by Investor Types 6,378 4,617

Contracts

Institution

หนา 1 จาก 3

Foreign

-10,995 Local

DERIVATIVES FOCUS 17 February 2017 Analyst: Natapon Khamthakrue Register No.: 026637

I

www.fnsyrus.com, FB: Finansia Syrus Research

SET50 Index Options: <=> ?=

USD Futures: USD/THB 7-.A ก-d!ก4!?

<=> ?=

SET50 T!! / '! VI)(ก! 3 990-1,000 %&'  !) .' &%!ก/A![(  ()' I  I " Jก % "+!  T!) )ก(! .   2% )ก! ก  J ) )/ 2  ' %&'(  !(  G"  982 %&' !ก3 +!( ! %)ก' / @@!0! ! 970-972 %&' ) ) ! )+! ( /3!)!  Index Options 2

<=> ?= -@  .A!73ก-!B

USD/THB  ( 2 '  !"" D A!. .' !%!ก K%% 2`! !!" '  /  A!'!%)Ja(%!กก! "ก1  b". 0)"  ก!. ( ก)/ "&! I!"  ก(  !. (! 32!"-"! . I '% !) . (!กก( . ก(  ! % A!'! USD/THB %)ก ก'!! กA"  34.90-35.10 !"/'((!V/  `c

Single Stock Futures: Long ITDH17 Long ITDH17  ก ,- 5.40-5.50 G 4!5 5.07 G !A! ITDH17 ก ก'!! กA2 !)`! !A!% )ก! ก  ก! ก`!J) ) "+! A!'! Downside %) Gก%+!ก 'I A! 1 3! !ก3 . +!ก! 5.07 !" A!'  ก!' '  !ก3 5.40-5.50 !" A!'ก ก!A(2. "  5.07-5.40 !"

Single Stock Futures: Long KTBH17 Long KTBH17  ก ,- 19.65-19.70 G 4!5 19.45 G !A! KTBH17      !  & / A![(  ()' I  I " / / @@!0I ก ' T!) )/  ก !' "'/3 19.65-19.70 !" A!'กก! A(2. ) )/ "  19.45-19.65 !"

หนา 2 จาก 3

DERIVATIVES FOCUS 17 February 2017 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research

Gold Futures: 7กL Long !Bh 7กL ก ,-MNO Long GFG17  ก ,-. $1,250/Oz 4!5 $1,229/Oz !A!" A+!(ก    ก(Dก %!ก Dollar Index () (!' &/  `c "   ก ( ' A! "  (-f`ก%/  `c / @ก !' ก!A!' ' [!) '&@!ก/! "  J 1.29 (! ( %!ก 1.23 (! ( ()' I T!Aก!a( g'/!!gh (!'gu "  J 43.3 %&' !กก! 'ก()A!'ก!0V (!'"  23.6 %&' () 18.5 %&' % "+!  Upside  !A!" A+!J.  ! %+!ก '  ! .กD! &  2 %!ก 2A2 "+! ! A!'  ก!   !A!" A+! ! $1,250/Oz %!กK%% "! "AA" .' & %!ก/A![(  ()' I  I " JกI '% !ก ()I  K%% 2`!" A.' &%!ก Dollar Index  3  ! a(" b / `c " (กก(  ! ( /ก "& SPDR Gold Trust 32A " A+!"  "  843.54  

DISCLAIMER: ! ![  % '"+!' f " ( ก"  V gh 1 .1 / %+!ก ' ( !I) kf "l  G(" !กm! ![  3Gก% '"+!2`!  (  G(" I2! 2AI2! A! !I232 ()/ 2 A! 3Gก  ! .กD! f ".   A! 3Gก A3  G(' ก(!  G(()A!  D" !กm G! ![  !% ก!(  ( ก. 2  .' ('(!' .  %  "!( ! f ".  A! )/ AV" %)I ก%G 2I I aG( "& ( "&12 2! ( ก"  V! " !กm! ![    "  f ". .' )ก a(" 2 !A! ( ก"  V!  G(" !กm ! ' f "% .  a'IA! / ! 'n " ก'%!กก!+! G( 2A!  D! ![  .I. !ก0 'กD! aG( "&A-กf! G(() I'&( % ! Aก! '/%( "& f "/ (/"bo G(()A!  D" !กm G! ![   !  aG'+! G(()A!  D! ![  .I) IV A '(ก ' '( "+!1+! +!ก/' 2a  /!b!0I. !"  ' 2! / ' . .' &@!J(! ( กf0V กf%!กf "( ! ก!( "& ( ก"  V A! /  aG( "&A-กf! G(()%!0! ! Aกก! '/% ( "& f " ( ก"  V gh 1 .1 / %+!ก ' ( !I) !%JaG'G(/T!A( (Market Maker) ()aGก/+!A @/' /"b& bV (Derivative Warrants)  ( ก"  V" !กt G! ![   ' f "c !%% '"+!"A!) V ( ก"  V!  ' ก(!  '    ก( "&A-กf!! () '  /2I I /+!A @/' /"b& bV' ก(!ก '/%( "&

หนา 3 จาก 3

DERIVATIVES FOCUS

Feb 17, 2017 - Open Interest F F ก Short Sales F F. F ก F SET50 ก ก กF F 18% F 1,151 F. F ก F ก ก กF F. กก ก ก F Long Index Futures 1,432 F. 6,378 1,250 F ก ...

368KB Sizes 2 Downloads 275 Views

Recommend Documents

DERIVATIVES FOCUS
Jan 9, 2017 - F F F 5 ก 1,911 F Net Long. Index Futures 424 90 F ก ก. ก กก F ก F F F SET50. ก ก F ก Open Interest (OI). Index Futures F ก F Long. F ก OI ก F ก.

DERIVATIVES FOCUS
Mar 8, 2017 - ก F F Fก ก. F ก 35.00-35.20 / F F . Single Stock Futures: Long TRUEH17X. Long TRUEH17X ก 6.65-6.70 6.40. TRUEH17X ก ก ก F. F 5 10 ก F ก. F F F ก F F. F ก F 6.65-6.70. ก ก 6.40-6.70. Single Stock Futures:

derivatives focus - FSS
Mar 6, 2017 - Main Strategy: Short the S50H17. ... Alternative Strategy: Long the S50H17 at 972-975. Cash in ... considerable taint in the big picture.

derivatives focus - Finansia Syrus
Sep 19, 2016 - ก F ก ( ) F F (Market Maker) F ก F(Derivative Warrants) ก F ก F F ก F. F ก F ก ก F ก F กF. Gold Futures: Short F ก ก F ก. Short GFV16 ก $1,300/Oz ...

derivatives focus - SBITO
Oct 29, 2015 - 15 F ก ก ก F 5% ก. F 2 ก F ก F ก ก ก F. S50Z15 ก ก 914-917 F F. 996 F F 1,075 F Net Short Index. Futures 10,890 1,975 F ก F F Basis. S50Z15 ...

derivatives focus - Finansia Syrus
May 30, 2017 - ก ก Memorial Day F ก ก. F F F ก F F ก Safe Haven F. ก F F F. ก F F F SET50 S50M17. ก F ก F F S50M17 ก F 1. ก F Basis ก ก +0.93 ก +0.03 ก ...

DERIVATIVES FOCUS (Night) - Finansia Syrus
DERIVATIVES FOCUS (Night). 30 May 2017. Analyst: Natapon Khamthakrue Register No.: 026637 Tel. 02-646-9820 www.fnsyrus.com, FB: Finansia Syrus ...

DERIVATIVES FOCUS (Night) - Finansia Syrus
DERIVATIVES FOCUS (Night). 22 May 2017. Analyst: Natapon Khamthakrue Register No.: 026637 Tel. 02-646-9820 www.fnsyrus.com, FB: Finansia Syrus ...

DERIVATIVES FOCUS (Night) - Finansia Syrus
DERIVATIVES FOCUS (Night). 2 June 2017. Analyst: Natapon Khamthakrue Register No.: 026637 Tel. 02-646-9820 www.fnsyrus.com, FB: Finansia Syrus ...

DERIVATIVES FOCUS (Night) - Finansia Syrus
DERIVATIVES FOCUS (Night). 30 March 2017. Analyst: Natapon Khamthakrue Register No.: 026637 Tel. 02-646-9820 www.fnsyrus.com, FB: Finansia Syrus ...

Ethylene derivatives and pesticides containing said derivatives
Oct 24, 2001 - T. Eicher et al., “Zur Reaktion von Triafulvenen mit Isoni trilen, Eine ... constructions, circulating Water systems in thermal and atomic poWer ...

Ethylene derivatives and pesticides containing said derivatives
Oct 24, 2001 - rnonoalkylarninothiocarbonyl group, a C3—C9 dialkylarni nothiocarbonyl group, a C2—C5 cyanoalkyl group, a C3—C9 alkoxycarbonylalkyl ...

Camptothecin derivatives
Nov 29, 1984 - Jul. 8, 1980. [30]. Foreign Application Priority Data. Jul. 10, 1979 [JP] ...... The analytical data of this compound were identical with those of the ...

Camptothecin derivatives
Nov 29, 1984 - (1978). Primary Examiner—-Donald G. Daus. Assistant Examiner-Diana G. Rivers. Attorney, Agent, or Firm—Birch, Stewart, Kolasch and. Birch.

Daily Focus
Apr 4, 2018 - concerns over its CoF and deposit base which might be affected by other banks' decision to remove their fund transfer fee. However, we believe TMB will see limited impact. The bank is the first and the only one that has never imposed a

Interpreting focus
... instance of what in the presupposition literature has come to be known as the 'binding problem'. ...... Linguistics and Philosophy 19: 259-294. Geurts, B. 1997: ...

credit derivatives
On the macro level, CDs can be used to create “synthetic” securitized positions that alter the risk and return characteristics of a large number of exposures at once. The development of CDs is a logical extension of two of the most significant de

pyridine derivatives - Arkivoc
Jun 17, 2018 - DOI: https://doi.org/10.24820/ark.5550190.p010.526. Page 1. ©ARKAT USA, Inc. The Free Internet Journal for Organic Chemistry. Paper.

pyrimidine derivatives - Arkivoc
E-mail: [email protected]; [email protected]. DOI: http://dx.doi.org/10.3998/ark.5550190.p009.062. Abstract. A simple high-yielding procedure for the ...

KTZ Derivatives - settrade.com
Mar 30, 2017 - 92,700 Open Int. 291,384. : S50H17. SET50. S50H17 SET50. S50H17. S50M17: Settle 983.60 +9.80. Vol.7,237 Open Int. 12,869. : S50M17.

Pleuromutilin derivatives as antimicrobials
Oct 27, 1998 - described in the chemical literature (see I O Sutherland,. Comprehensive ..... To lessen the risk of encouraging the development of resistant ...

derivatives daring -
Tgts achieved. 15-May-07 NDTV. Buy. 382-383. 377.5. 390-395. 1-2 days. Tgts achieved. 11-May-07 IDBI 95 Call. Buy. 3.5-4. -. 8--10. 8-10 Days. Profit Booked.

Focus-Gamelan-Music-Of-Indonesia-Focus-On ...
Focus-Gamelan-Music-Of-Indonesia-Focus-On-World-Music-Series.pdf. Focus-Gamelan-Music-Of-Indonesia-Focus-On-World-Music-Series.pdf. Open. Extract.