DERIVATIVES FOCUS 8 March 2017 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research


ก กก  

ก ก
   ก  !"ก # $  !  SET50 * +, $ 
 S50H17  30 .. 17

 

   ก!ก: Short S50H17 ก'() 960 , -!. 974.8 , ก 12ก: Long S50H17 ) 960 , ก'( 967-970 , -!. 958 ,

S50H17P975  30 .. 17

USDH17  30 .. 17

TRUEH17X  30 .. 17

KTBH17  30 .. 17

GFJ17 27 1.. 17

ก(1ก8 ก'(9:; Long Put = Index Futures (D)1EF ATM ED
L MD (N  )O!1,ก(!P

Long TRUEH17X ก'( 6.65-6.70 T -!. 6.40 T Short KTBH17 ก'( 19.45-19.50 T -!. 19.78 T Short GFJ17 ก'() $1,200-1,205/Oz -!. $1,225/Oz

SET50 Index Futures:  1EFTกกMD12)M   _Short` ก!ก: Short S50H17 ก'() 960 , -!. 974.8 , ก  12 ก: Long S50H17 ) 960 , ก'( 967-970 , -! . 958 , ก   S50H17   !ก"#$% &!' ( )$ '*+ )), 980-983 1) 2) ( )$ ก&' 978.40 1) &$56กก",1)! 2)758',$!), *9ก ,1"'  ก  1)1 )*:;< Long ,

974.80 1) ,A#$5)2กBก,AกA :;< Long (' 'B) &!', B ,6 ก'    9(&""ก   S50H17 , C5,, 6 &8 2ก"B'BDDE Short # ,1ก   I+ *$6!& B$ '7 "ก5ก!*) (, 960-963 1) 57  # 86ก1,KLก+&  A#$ Trading :;< Short !& 2 $ ( ก' I+ !'ก  , ก$#$ Long B 56)')$ 1 81)(Q ' $   (;    ก))   กก กก&B6 ,1 !'  8!6 & "กRก,1 , (Q " *+ A , ' ! กก# ก("+ )ก") E, (;"ก '$ #$% # 8'  ก$ (;)$ BC5' , B,$ ก("!56 + 1$ #D'" ! 8' SCC &&"กL I+ ,A#$8 ',A#$ Downside '(X)ก$ ,  Multiple Model FSSDS1.1 . 1(= 1EFT )( !TM 1O2)!)1d (-)36% ,h  =1Ei
L

Short

Baht/USD

0.14%

Gold Bar

-0.24%

SPDR Gold

0.00%

U.S. T-Yield10Y

1.20%

Dollar Index

0.12%

S&P 500

-0.29% -0.16%

Brent Oil Silver -1.52% Gold

-0.80%

-2.0% -1.5% -1.0% -0.5%

หนา 1 จาก 3

0.0%

0.5%

1.0%

1.5%

DERIVATIVES FOCUS 8 March 2017 Analyst: Natapon Khamthakrue Register No.: 026637

8

www.fnsyrus.com, FB: Finansia Syrus Research

SET50 Index Options: ED
L MD

USD Futures: USD/THB 1()O ก(d!ก-!M

ED
L MD

SET50 # Line Chart &ก'# ก" Parallel Downtrend Channel ,A#$B , 5ก!!'# ก\E Sideway to sideway down 2)ก"'9', 960 1)&ก"" , 980 1) กก%กA  :;< Long Put # Index Futures 1' , (Q ATM +6 )9 'B #

ED
L MD (N  )O!1,ก(!P

USD/THB 6  !ก" !,6R, Dollar Index , ))!+ " & 2 $ก("+ )ก" 2") &ก ! !R\gก6Bgh I+ !&!'กB()L  ก(X)i$9 C& , )'ก !+ ก')ก' E, (; "ก"$  '8) +,A#$ก&B6 ,6R, ก !'  )ก" 35.00-35.20 ",/)'LBgh

Single Stock Futures: Long TRUEH17X Long TRUEH17X ก'( 6.65-6.70 T -!. 6.40 T  TRUEH17X ("!56 + กก6)ก""!B$ '7  5 & 10  I+ ก("!56 + , 5$(6EกI  ,  & ' &)8 "'8, B'BDDE86"ก ,A#$1$ ("!56 + !'ก"& !$ *) (&* 6.65-6.70 ", ) ก"ก  , 6.40-6.70 ",

Single Stock Futures: Short KTBH17 Short KTBH17 ก'( 19.45-19.50 T -!. 19.78 T  KTBH17 & 2 $' !# B ก*1)B$ '7  5  &* 19.75 ", 2) Downside , B$ '7  25  &* 19.50 ", +&  A#$ Trading Short 5 ก%กA ! & 2 $, (Q "# B )ก"ก  , 19.50-19.78 ",

หนา 2 จาก 3

DERIVATIVES FOCUS 8 March 2017 Analyst: Natapon Khamthakrue Register No.: 026637

www.fnsyrus.com, FB: Finansia Syrus Research

Gold Futures: Trading Short Short GFJ17 ก'() $1,200-1,205/Oz -!. $1,225/Oz &  A#$('B* '  ก& 2 $ก  , )9 (Q " & Dollar Index , ("!56 + !'  ก i)B I B6 $C2 ก 'i6)'ก E, ก(X)i!$ Bgh , 6 !&!'  2) ADP (Q i9$),A!$ Cก8 I+ !))) ก.5. 17 ,

184,000  ก 246,000  กก)ก') ก)) #$ ,A' ! &!'*$ก&'ก')  1 #$,A ("!56 + ' ก%! !'#$!ก&'ก') ' ' ' 1 #$ ,A("!56 + )$ก ก 5!$), !$ กCก\!, (X)i  R1กL !)), 185,000  ก )ก' , 227,000  +)',A2ก  &"" Sideway down &  A Trading Short GFJ17 # ก"&", $1,200-1,205/Oz

DISCLAIMER:  7"" ),A2)"6\,ก,5L X  I IB Aก) (8 ) p"6\,q $9, (กr#  7"" *9ก),A+ " 5  g &'$9, 8 ' 8 ' '8 *  &/ *9ก!$ ' ก%!"6\, '"*9ก!$"*$ $9)ก' $9&% , (กr9'#  7"" ก(  &( &ก$   56 !6 )$ !)2) '!$&$#$,"' $ "6\, '(BL, 8ก9 88 #$i9$,1 ,1 I  ก,5L!, (กr#  7""  ,"6\, ' )$"(ก i!"&,   ก,5L!$9, (กr&!''#) "6\,+ '"i6)8"!'B#)s , ก6)+ กก A$9 % #  7""  (#8$ ''กE#)ก%! i9$,1 R+ก\$9& #8$)156 6'""# ก!)B6 #,1 "6\,B 6B6,K6t# $9&% , (กr9'#  7""  $6#$i9$#) A$9&% #  7""  (#8$(28 L )ก ))&( ,AIA Aก&B) i&5'!' BKE8 '',) "B' 2) ' )$" 1D!(Q ก\ELก\ก"6\,' $ ก,1 # ก,5LB  i9$,1 R+ก\$9&56E'""ก' ก!)B6 # ,1 "6\,ก,5L X  I IB Aก) (8 ) (Q i9$)9&BC5' (Market Maker) &i9$ก#"BAD&B)B6,K6 15 KL (Derivative Warrants) " ก,5L, (กx9'#  7""  2) "6\,h ),A",6Lก,5L$6)ก'  )  ก,1 R+ก\)#  B 88 #"BAD&B)B6,K6 15 KL)ก'ก' !)B6 #,1

หนา 3 จาก 3