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) 15/10/2551 16/10/2551 15/10/2551 16/10/2551 15/10/2551 16/10/2551 15/10/2551 16/10/2551 S50Z08 328.9 320.6 12,773 17,020 23,270 25,298 231 2,028 S50H09 327.7 319 436 780 516 792 3 276 S50M09 328.6 320.3 14 113 102 96 -7 -6 S50U09 328 319.7 8 53 19 20 3 1 13,231 17,966 23,907 26,206 230 2,299
ÁÙŤèÒ¡Òë×éͧ͢¹Ñ¡Å§·Ø¹ ¸ØáÃÃÁÇѹ·Õè 16 µ.¤. 2551 ¸ØáÃÃÁÊÐÊÁÂé͹ËÅѧ Long Short Net µÑé§áµè 1 µ.¤. – 16 µ.¤. ʶҺѹ㹻ÃÐà·È 6,366 5,415 951 2,069 ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È 822 2,559 -1,737 -289 ¹Ñ¡Å§·Ø¹ã¹»ÃÐà·È 10,778 9,992 786 -1,780 ÃÇÁ 17,966 17,966
á¹Çâ¹éÁ SET50 SET 50 »Ô´·Õè 333.27 Ŵŧ 1.81 ¨Ø´ SET50 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤à¡Ô´ÃٻẺ¡ÒôմµÑÇÃÐÂÐÊÑé¹ áµèÂѧÍÂÙèãµé mav. 10 ´Ñ§¹Ñ鹡ÒÃà¤Å×è͹äËÇã¹Çѹ¹Õé ¨Ðà»ç¹ÅѡɳРsideway - sideway up
¡Ãͺ¡ÒÃà¤Å×è͹äËÇ SET50 à¤Å×è͹äËÇ㹡Ãͺ 326-345 »ÃÔÁÒ³¡Òë×éÍ¢Ò à¾ÔèÁ¢Öé¹ 35.7% ¨Ò¡Çѹ¡è͹˹éÒ ÊÑÒ·ÕèÁÕʶҹФ§¤éÒ§ à¾ÔèÁ¢Öé¹ 9.6% ¨Ò¡Çѹ¡è͹˹éÒ ÃÒ¤Ò»Ô´¢Í§ÊÑÒ S50Z08 = -8.3(320.6) S50H09 = -8.7 (319.0)
»Ñ¨¨Ñ·ÕèÁÕÍÔ·¸Ô¾ÅÇѹ¹Õé SET50 Sideway up - µÅÒ´¹ÔÇÂÍÃì¡»Ô´à¾ÔèÁ¢Öé¹ 401.35 ¨Ø´ à¹×èͧ¨Ò¡¹Ñ¡Å§·Ø¹à¢éÒ«×éÍËØé¹ÍÂèÒ§¤Ö¡¤Ñ¡ËÅѧ¨Ò¡ÃÒ¤Ò¹éÓÁѹ´ÔºÅ´Å§ µèÓ¡ÇèÒÃдѺ 70 ´ÍÅÅÒÃì/ºÒÃìàÃÅ ÍÂèÒ§äáçµÒÁ ÀÒÇСÒë×éÍ¢Ò¤è͹¢éÒ§¼Ñ¹¼Ç¹à¹×èͧ¨Ò¡¹Ñ¡Å§·Ø¹Âѧ¤§ÇÔµ¡¡Ñ§ÇÅà¡ÕèÂǡѺ ¢éÍÁÙÅàÈÃÉ°¡Ô¨·Õ諺à«Ò ÃÇÁ¶Ö§¢éÍÁÙÅÀÒ¤¡ÒüÅÔµáÅÐÂÍ´¤éÒ»ÅÕ¡ - ÃÒ¤Ò¹éÓÁѹ´Ôºã¹µÅÒ´Åèǧ˹éÒ NYMEX »Ô´Å´Å§ 4.69 ´ÍÅÅÒÃìÁÒ»Ô´µÅÒ´·Õè 69.85 ´ÍÅÅÒÃìµèͺÒÃìàÃÅ - ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È Short ÊØ·¸Ô 1,737 ÊÑÒ - µÅÒ´ spot ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È¢ÒÂÊØ·¸Ô 685 ÅéÒ¹ºÒ· ¡ÅÂØ·¸ì¡ÒÃŧ·Ø¹ TFEX Close Short / Open Long (Trading range) - ÊÑÒ³·Ò§à·¤¹Ô¤ÅèÒÊØ´¢Í§ S50Z08 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤à¡Ô´¨Ø´¡ÅѺµÑÇÃÐÂÐÊÑé¹ ·ÓãËéÀÒ¾¡ÒûÃѺŧ ÍÒ¨äÁèà¡Ô´¢Öé¹µÒÁ·Õè¤Ò´ áµè¹èÒ¨Ðà»ç¹ÅѡɳÐá¡Ç觵ÑÇ㹡Ãͺ 318-340 ¨Ø´ á¹Ð¹Ó »Ô´Ê¶Ò¹Ð Short áÅÐà¡ç§¡Óäà ÃÐÂÐÊÑé¹µÒÁà§×è͹䢡ÒÃŧ·Ø¹ ¡Ãͺ¡ÒÃà¤Å×è͹äËÇ S50Z08 à¤Å×è͹äËÇ㹡Ãͺ 318-340 à§×è͹䢡ÒÃŧ·Ø¹ : ¶éÒ S50Z08 > 328 Long S50Z08 < 308 Short
â´ÂʶҺѹÇԨѹ¤ÃËÅǧä·Â »ÃШÓÇѹ·Õè 17 µØÅÒ¤Á 2551
Create Date : 17 µØÅÒ¤Á 2551 |
Last Update : 17 µØÅÒ¤Á 2551 14:01:57 ¹. |
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