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 ...

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