Derivative Market - ʶҺѹÇԨѹ¤ÃËÅǧä·Â
Futures Trading Strategy : SET 50 Index ÊÑÅѡɳì ÃÒ¤Ò»Ô´ »ÃÔÁÒ³¡Òë×éÍ¢Ò ʶҹФ§¤éÒ§ ¡ÒÃà»ÅÕè¹á»Å§Ê¶Ò¹Ð¤§¤éÒ§ (¨Ø´) (ÊÑÒ) (ÊÑÒ) (ÊÑÒ) 14/10/2551 15/10/2551 14/10/2551 15/10/2551 14/10/2551 15/10/2551 14/10/2551 15/10/2551 S50Z08 352.8 328.9 15,706 12,773 23,039 23,270 -868 231 S50H09 352.3 327.7 535 436 513 516 10 3 S50M09 351 328.6 61 14 109 102 -3 -7 S50U09 351.9 328 4 8 16 19 3 3 16,306 13,231 23,677 23,907 -858 230
ÁÙŤèÒ¡Òë×éͧ͢¹Ñ¡Å§·Ø¹ ¸ØáÃÃÁÇѹ·Õè 15 µ.¤. 2551 ¸ØáÃÃÁÊÐÊÁÂé͹ËÅѧ Long Short Net µÑé§áµè 1 µ.¤. – 15 µ.¤.4 ʶҺѹ㹻ÃÐà·È 4,273 3,643 630 1,118 ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È 938 1,569 -631 1,448 ¹Ñ¡Å§·Ø¹ã¹»ÃÐà·È 8,020 8,019 1 -2,566 ÃÇÁ 13,231 13,231
á¹Çâ¹éÁ SET50 SET 50 »Ô´·Õè 335.08 Ŵŧ 16.85 ¨Ø´ SET50 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤à¡Ô´¡ÒûÃѺŧ·ÐÅØ mav. 5 Çѹ¤ÃÑé§ãËÁè ·ÓãËéÊÑÒ³·Õ辺àÃÔèÁà¡Ô´à»ç¹ÊÑÒ³¢Òŧ¤ÃÑé§ãËÁèáÅéÇ
¡Ãͺ¡ÒÃà¤Å×è͹äËÇ SET50 à¤Å×è͹äËÇ㹡Ãͺ 310-335 »ÃÔÁÒ³¡Òë×éÍ¢Ò Ŵŧ 18.8% ¨Ò¡Çѹ¡è͹˹éÒ ÊÑÒ·ÕèÁÕʶҹФ§¤éÒ§ à¾ÔèÁ¢Öé¹ 0.9% ¨Ò¡Çѹ¡è͹˹éÒ ÃÒ¤Ò»Ô´¢Í§ÊÑÒ S50Z08 = -23.9 (328.9) S50H09 = -24.6 (327.7)
»Ñ¨¨Ñ·ÕèÁÕÍÔ·¸Ô¾ÅÇѹ¹Õé SET50 Sideway down - µÅÒ´¹ÔÇÂÍÃ졻ԴŴŧ 733.08 ¨Ø´ ËÅѧ¨Ò¡·Ò§¡ÒÃÊËÃÑ°à»Ô´à¼Â¢éÍÁÙÅàÈÃÉ°¡Ô¨·ÕèÍè͹áÍáÅк觪ÕéÇèÒ àÈÃÉ°¡Ô¨ÊËÃÑ°ÍÒ¨¶´¶ÍÂàÃçÇ¡ÇèÒ·Õè»ÃÐàÁÔ¹äÇéã¹àº×éͧµé¹ ÃÇÁ¶Ö§ÂÍ´¤éÒ»ÅÕ¡»ÃШÓà´×͹¡.Â.·Õè·ÃØ´µÑÇŧà¡Ô¹¤ÇÒÁ¤Ò´ËÁÒ - ÃÒ¤Ò¹éÓÁѹ´Ôºã¹µÅÒ´Åèǧ˹éÒ NYMEX »Ô´Å´Å§ 4.09 ´ÍÅÅÒÃìÁÒ»Ô´µÅÒ´·Õè 74.54 ´ÍÅÅÒÃìµèͺÒÃìàÃÅ - ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È Short ÊØ·¸Ô 631 ÊÑÒ - µÅÒ´ spot ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È¢ÒÂÊØ·¸Ô 341 ÅéÒ¹ºÒ·
¡ÅÂØ·¸ì¡ÒÃŧ·Ø¹ TFEX Close Long / Open Short ÊÑÒ³·Ò§à·¤¹Ô¤ÅèÒÊØ´¢Í§ S50Z08 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤à¡Ô´¡ÒûÃѺ°Ò¹ãµé mav. 5 ¤ÃÑé§ãËÁè áÅлÃѺŧ µèÓ¡ÇèÒ 336 µÒÁà§×è͹䢡ÒÃŧ·Ø¹·Ò§ ShortàÁ×èÍÇÒ¹¹Õé·Õè á¹Ð¹Ó »Ô´Ê¶Ò¹Ð Long áÅÐà»ÅÕè¹à»ç¹à»Ô´Ê¶Ò¹Ð Short
¡Ãͺ¡ÒÃà¤Å×è͹äËÇ S50Z08 à¤Å×è͹äËÇ㹡Ãͺ 305-328 à§×è͹䢡ÒÃŧ·Ø¹ : ¶éÒ S50Z08 > 336 Long S50Z08 < 336 Short
â´ÂʶҺѹÇԨѹ¤ÃËÅǧä·Â »ÃШÓÇѹ·Õè 16 µØÅÒ¤Á 2551
Create Date : 16 µØÅÒ¤Á 2551 |
Last Update : 16 µØÅÒ¤Á 2551 10:30:47 ¹. |
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