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)
10/10/2551 13/10/2551 10/10/2551 13/10/2551 10/10/2551 13/10/2551 10/10/2551 13/10/2551
S50Z08 304.4 333.6 13,204 15,268 23,725 23,907 -165 182
S50H09 303.8 333.3 499 585 520 503 -21 -17
S50M09 309.9 334.5 4 97 131 112 -1 -19
S50U09 303.5 332.7 15 8 12 13 -5 1
13,722 15,958 24,388 24,535 -192 147
ÁÙŤèÒ¡Òë×éͧ͢¹Ñ¡Å§·Ø¹ ¸ØáÃÃÁÇѹ·Õè 13 µ.¤. 2551 ¸ØáÃÃÁÊÐÊÁÂé͹ËÅѧ
Long Short Net µÑé§áµè 1 µ.¤. – 13 µ.¤.
ʶҺѹ㹻ÃÐà·È 5,517 5,550 -33 -939
¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È 1,478 732 746 1,389
¹Ñ¡Å§·Ø¹ã¹»ÃÐà·È 8,963 9,676 -713 -450
ÃÇÁ 15,958 15,958
á¹Çâ¹éÁ SET50 SET 50 »Ô´·Õè 333.16 à¾ÔèÁ¢Öé¹ 22.00 ¨Ø´
SET50 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤à¡Ô´ÊÑÒ³¡ÅѺµÑÇ¢Öé¹ÃÐÂÐÊÑé¹ ËÅѧ¨Ò¡¤Å×è͹äËÇãµé mav. 5 ã¹ÅѡɳзÕèŧµèÍà¹×èͧ
à»ç¹àÇÅÒ¹Ò¹ 10 Çѹ¤Ò´ÇèÒ¨ÐÁÕ¡ÒÃâÍ¡ÒÊ´Õ´µÑÇ¢Öé¹¼èÒ¹ mav. 5 Çѹ
¡Ãͺ¡ÒÃà¤Å×è͹äËÇ SET50 à¤Å×è͹äËÇ㹡Ãͺ 330-352
»ÃÔÁÒ³¡Òë×éÍ¢Ò à¾ÔèÁ¢Öé¹ 16.3% ¨Ò¡Çѹ¡è͹˹éÒ
ÊÑÒ·ÕèÁÕʶҹФ§¤éÒ§ à¾ÔèÁ¢Öé¹ 0.6% ¨Ò¡Çѹ¡è͹˹éÒ
ÃÒ¤Ò»Ô´¢Í§ÊÑÒ S50Z08 = +29.2 (333.6) S50H09 = +29.5 (333.3)
»Ñ¨¨Ñ·ÕèÁÕÍÔ·¸Ô¾ÅÇѹ¹Õé SET50 Sideway up
- µÅÒ´¹ÔÇÂÍÃì¡»Ô´à¾ÔèÁ¢Öé¹ 936.42 ¨Ø´ à¹×èͧ¨Ò¡¹Ñ¡Å§·Ø¹¢Ò¹ÃѺ¢èÒÇ»ÃÐà·ÈÂÑ¡ÉìãËè·ÑèÇâÅ¡ÃèÇÁÁ×͡ѹãªéÁҵáÒÿ×鹿Ù
Ãкº¡ÒÃà§Ô¹ áÅФ³Ð·Ó§Ò¹¢Í§»ÃиҹҸԺ´Õ¨ÍÃì¨ ´ÑºàºÔéÅÂÙ ºØª ä´é¨Ñ´»ÃЪØÁÃèÇÁ¡Ñº¼ÙéºÃÔËÒø¹Ò¤ÒêÑé¹¹Óà¾×èÍËÒÃ×͡ѹàÃ×èͧ
á¼¹¡Òë×éÍ˹ÕéàÊÕ¢ͧʶҺѹ¡ÒÃà§Ô¹
- ÃÒ¤Ò¹éÓÁѹ´Ôºã¹µÅÒ´Åèǧ˹éÒ NYMEX »Ô´à¾ÔèÁ¢Öé¹ 3.49 ´ÍÅÅÒÃìÁÒ»Ô´µÅÒ´·Õè 81.19 ´ÍÅÅÒÃìµèͺÒÃìàÃÅ
- ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È Long ÊØ·¸Ô 746 ÊÑÒ
- µÅÒ´ spot ¹Ñ¡Å§·Ø¹µèÒ§»ÃÐà·È¢ÒÂÊØ·¸Ô 470 ÅéÒ¹ºÒ·
¡ÅÂØ·¸ì¡ÒÃŧ·Ø¹ TFEX Long position
ÊÑÒ³·Ò§à·¤¹Ô¤ÅèÒÊØ´¢Í§ S50Z08 ã¹ÁØÁÁͧ·Ò§à·¤¹Ô¤¼èÒ¹à§×è͹䢡ÒÃŧ·Ø¹àÁ×èÍÇÒ¹¹Õé·Õè 322 ¨Ø´ áÅмèÒ¹
¤èÒà©ÅÕè 5 Çѹ+ÃٻẺÃÒ¤Òà»ç¹¢Ò¢Öé¹á¹Ð¹Ó Long position ËÃ×Ͷ×ÍʶҹРLong
¡Ãͺ¡ÒÃà¤Å×è͹äËÇ S50Z08 à¤Å×è͹äËÇ㹡Ãͺ 330-352
à§×è͹䢡ÒÃŧ·Ø¹ : ¶éÒ S50Z08 > 322 Long
S50Z08 < 322 Short
â´ÂʶҺѹÇԨѹ¤ÃËÅǧä·Â »ÃШÓÇѹ·Õè 14 µØÅÒ¤Á 2551
| Create Date : 14 µØÅÒ¤Á 2551 |
| Last Update : 14 µØÅÒ¤Á 2551 10:40:23 ¹. |
|
0 comments
|
| Counter : 300 Pageviews. |
 |
|
|
|
|
½Ò¡¢éͤÇÒÁËÅѧäÁ¤ì
Rss Feed
¼ÙéµÔ´µÒÁºÅçÍ¡ : 1 ¤¹ [