SET50 Index Futures - SETTrade

400% 

350% 

300% 

250% 

200% 

150% 

100% 

50% 

0% 

-50% 

1 �.�. 55 

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TFEX Plus �� SET50 Index 

TFEX Plus SET50 Index 

31 �.�. 55 

1 ��.�. 55 

31 ��.�. 55 

30 ��.�. 55 

SET50 Index Futures 

30 �.�. 55 

�� TFEX Plus �� 2555 

29 ��.�. 55 

335.34% 

21.04% 

29 ก.�. 55 

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66,500 223,000 

�� 

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(��) 

353 -44 

�� SET50 Index Futures 

28 �.�. 55 

�� SET50 Index �� YTD 21.04% �� 

TFEX Plus Portfolio �� YTD 335.34% (��ก�� 

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Long 151.88% ��ก��กก�� Short 183.46%) 

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TFEX Plus 

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21 ก�� .�. 2555 

Open Close Status Close date P/L (��) P/L (��) P/L (%) Accu return 

718 718 Long 5 �ก�� 2555 0 -1,000 -1.50% -1.50% 

722 732 Long 11 �ก�� 2555 10 9,000 13.53% 12.03% 

727 720 Long 16 �ก�� 2555 -7 -8,000 -12.03% 0.00% 

734 737 Long 19 �ก�� 2555 3 2,000 3.01% 3.01% 

737 743 Long 20 �ก�� 2555 6 5,000 7.52% 10.53% 

737 735 Long 26 �ก�� 2555 -2 -3,000 -4.51% 6.02% 

764 760 Short 2 ก�� 2555 4 3,000 4.51% 10.53% 

761 757 Short 6 ก�� 2555 4 3,000 4.51% 15.04% 

770 768 Long 7 ก�� 2555 -2 -3,000 -4.51% 10.53% 

766 777 Long 8 ก�� 2555 11 10,000 15.04% 25.56% 

784 782 Long 10 ก�� 2555 -2 -3,000 -4.51% 21.05% 

776 772 Short 14 ก�� 2555 4 3,000 4.51% 25.56% 

792 795 Long 20 ก�� 2555 3 2,000 3.01% 28.57% 

803 810 Long 29 ก�� 2555 7 6,000 9.02% 37.59% 

821 817 Short 1 �� 2555 4 3,000 4.51% 42.11% 

824 825 Long 2 �� 2555 1 0 0.00% 42.11% 

822 818 Short 12 �� 2555 4 3,000 4.51% 46.62% 

820 814 Short 13 �� 2555 6 5,000 7.52% 54.14% 

818 816 Long 14 �� 2555 -2 -3,000 -4.51% 49.62% 

850 854 Long 21 �� 2555 4 3,000 4.51% 54.14% 

844 840 Short 22 �� 2555 4 3,000 4.51% 58.65% 

835 837 Short 23 �� 2555 -2 -3,000 -4.51% 54.14% 

839 837 Short 26 �� 2555 2 1,000 1.50% 55.64% 

853 849 Short 28 �� 2555 4 3,000 4.51% 60.15% 

844 842 Short 2 �� 2555 2 1,000 1.50% 61.65% 

848 842 Short 4 �� 2555 6 5,000 7.52% 69.17% 

836 830 Short 5 �� 2555 6 5,000 7.52% 76.69% 

810 814 Long 11 �� 2555 4 3,000 4.51% 81.20% 

813 807 Short 17 �� 2555 6 5,000 7.52% 88.72% 

814 811 Short 18 �� 2555 3 2,000 3.01% 91.73% 

855 857 Short 30 �� 2555 -2 -3,000 -4.51% 87.22% 

870 863 Short 4 �� 2555 7 6,000 9.02% 96.24% 

858 851 Short 10 �� 2555 7 6,000 9.02% 105.26% 

838 833 Short 11 �� 2555 5 4,000 6.02% 111.28% 

830 827 Long 14 �� 2555 -3 -4,000 -6.02% 105.26% 

816 823 Long 15 �� 2555 7 6,000 9.02% 114.29% 

814 818 Long 17 �� 2555 4 3,000 4.51% 118.80% 

806 800 Short 18 �� 2555 6 5,000 7.52% 126.32% 

800 795 Short 21 �� 2555 5 4,000 6.02% 132.33% 

795 793 Long 21 �� 2555 -2 -3,000 -4.51% 127.82% 

795 790 Short 21 �� 2555 5 4,000 6.02% 133.83% 

797 792 Short 22 �� 2555 5 4,000 6.02% 139.85% 

797 790 Short 22 �� 2555 7 6,000 9.02% 148.87% 

765 761 Short 24 �� 2555 4 3,000 4.51% 153.38% 

766 773 Long 24 �� 2555 7 6,000 9.02% 162.41% 

773 781 Long 25 �� 2555 8 7,000 10.53% 172.93% 

775 783 Long 29 �� 2555 8 7,000 10.53% 183.46% 

784 788 Long 31 �� 2555 4 3,000 4.51% 187.97% 

781 774 Short 1 �� 2555 7 6,000 9.02% 196.99% 

778 776 Long 6 �� 2555 -2 -3,000 -4.51% 192.48% 

782 774 Short 7 �� 2555 8 7,000 10.53% 203.01% 

775 770 Short 8 �� 2555 5 4,000 6.02% 209.02% 

780 783 Long 8 �� 2555 3 2,000 3.01% 212.03% 

800 802 Short 12 �� 2555 -2 -3,000 -4.51% 207.52% 

804 808 Long 13 �� 2555 4 3,000 4.51% 212.03% 

805 799 Short 14 �� 2555 6 5,000 7.52% 219.55% 

806 820 Long 18 �� 2555 14 13,000 19.55% 239.10% 

809 816 Long 19 �� 2555 7 6,000 9.02% 248.12% 

796 798 Short 22 �� 2555 -2 -3,000 -4.51% 243.61% 

795 790 Short 25 �� 2555 5 4,000 6.02% 249.62% 

804 808 Long 29 �� 2555 4 3,000 4.51% 254.14% 

824 826 Short 4 ก�ก�� 2555 -2 -3,000 -4.51% 249.62% 

826 828 Short 6 ก�ก�� 2555 -2 -3,000 -4.51% 245.11% 

828 824 Short 9 ก�ก�� 2555 4 3,000 4.51% 249.62% 

829 825 Short 13 ก�ก�� 2555 4 3,000 4.51% 254.14% 

837 839 Long 17 ก�ก�� 2555 2 1,000 1.50% 255.64% 

842 840 Long 19 ก�ก�� 2555 -2 -3,000 -4.51% 251.13% 

837 820 Short 23 ก�ก�� 2555 17 16,000 24.06% 275.19% 

815 807 Short 27 ก�ก�� 2555 8 7,000 10.53% 285.71% 

836 843 Long 20 �� 2555 7 6,000 9.02% 294.74% 

842 844 Long 22 �� 2555 2 1,000 1.50% 296.24% 

848 844 Short 24 �� 2555 4 3,000 4.51% 300.75% 

844 848 Long 24 �� 2555 4 3,000 4.51% 305.26% 

842 846 Long 28 �� 2555 4 3,000 4.51% 309.77% 

829 835 Long 31 �� 2555 6 5,000 7.52% 317.29% 

832 834 Short 31 �� 2555 -2 -3,000 -4.51% 312.78% 

839 845 Long 3 ก�� 2555 6 5,000 7.52% 320.30% 

846 844 Long 4 ก�� 2555 -2 -3,000 -4.51% 315.79% 

841 844 Long 4 ก�� 2555 3 2,000 3.01% 318.80% 

847 851 Long 6 ก�� 2555 4 3,000 4.51% 323.31% 

855 857 Short 10 ก�� 2555 -2 -3,000 -4.51% 318.80% 

852 854 Long 11 ก�� 2555 2 1,000 1.50% 320.30% 

858 856 Long 12 ก�� 2555 -2 -3,000 -4.51% 315.79% 

858 864 Long 12 ก�� 2555 6 5,000 7.52% 323.31% 

878 876 Short 17 ก�� 2555 2 1,000 1.50% 324.81% 

872 880 Long 19 ก�� 2555 8 7,000 10.53% 335.34% 

��ก��ก��ก�� SET50 Futures �� TFEX Plus �� 

2555 

Status Bet Count Win(times) Loss(times) Winning Ratio Avg Profit(��) Avg Loss (��) 

Long 43 31 12 72% 6 -2 

Short 42 34 8 81% 5 -2 

Total 85 65 20 76% 5 -2 

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Tel: 02-680-1859-63


TFEX Plus 

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Tel: 02-680-1859-63 

2 

�� Close Chg %Chg 

SET50 Index 877.22 -2.7 -0.31% 

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Futures (��) Settle Chg %Chg Vol. OI OI Chg 

S50U12 (6 ��) 877.00 -3.9 -0.44% 8,539 38,835 (418) 

S50Z12 (97 ��) 878.30 -3.1 -0.35% 3,745 17,430 520 

S50H13 (189 ��) 877.30 -1.9 -0.22% 210 693 106 

�� Long(Short) : �� Long(Short) �� 

Long Short Net 3 �� 2 �� 1 �� 

�� 8,415 7,002 1,413 943 1,413 3,006 

�� 1,349 1,703 (354) (146) 2,552 (2,276) 

�� 2,738 3,797 (1,059) (797) (3,965) (730) 

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: Apex Bisnews �� 

: Apex Bisnews 

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67,466.02 �� 

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��ก�� Short �� 354 �� ก�� 

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0.4% �� 

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�� Long �� 

17,789 ��ก�� 

��ก 18.97 �� 0.14% �� 

13,596.93, �� S&P 500 �� 0.79 Long �� 9,712 �� 

�� 0.05% �� 

1,460.26 �� Nasdaq �� 6.66 �� 

0.21% �� 

3,175.96 

ก��ก�� SET50 Index Futures 

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Long �� 

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��ก��ก S50Z12 �� ก�� 

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�� ก�� 881-882 �� ก�� 

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�� DAX �� 

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�� 1.27 �� 0.02 % �� 

7,389.49 �� CAC-40 �� 

��ก�� 875-876 �� 

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21.90 �� 0.62 % �� 

3,509.92 

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Short �� 

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S50Z12 �� ก�� 

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Stop Orders ��ก�� 

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BGH , BIGC , CPF , MINT , PS , PTT , SCC , SPALI �� TUF

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Chg %Chg Bloomberg's 

Consensus 

ADVANC 213.00 1.00 0.47 226.86 

BANPU 442.00 - 6.00 - 1.34 546.49 

BAY 36.25 - 0.25 - 0.68 35.68 

BBL 192.00 - 1.00 - 0.52 222.64 

BTS 5.75 0.10 1.77 6.37 

CPALL 34.00 - - 38.79 

CPF 32.50 - 0.25 - 0.76 38.87 

DTAC 87.00 0.25 0.29 97.51 

HMPRO 12.50 - 0.10 - 0.79 13.85 

IRPC 4.40 - 0.10 - 2.22 4.16 

ITD 3.70 0.02 0.54 3.58 

IVL 30.00 - 0.50 - 1.64 37.08 

KBANK 183.50 0.50 0.27 202.36 

KTB 18.00 - 0.20 - 1.10 19.22 

LH 8.35 - - 

8.56 

MINT 15.60 0.10 0.65 17.02 

PS 17.50 - 0.20 - 1.13 19.55 

PTT 337.00 - 3.00 - 0.88 378.02 

PTTEP 160.00 - 0.50 - 0.31 171.59 

QH 1.94 0.07 3.74 2.21 

SCB 162.50 - - 181.13 

SCC 358.00 - - 385.64 

STA 15.70 - 0.40 - 2.48 13.75 

TCAP 37.50 0.25 0.67 38.18 

THAI 21.50 - - 25.71 

TMB 1.75 0.01 0.57 1.51 

TOP 67.25 - 1.75 - 2.54 69.12 

TRUE 5.45 - 0.10 - 1.80 3.56 

TTA 16.80 - 0.20 - 1.18 18.02 

TUF 71.00 - 1.25 - 1.73 83.06 

�� Basis = Futures Price - Spot Price 

Single Stock Futures 

Upside Futures IM Leverage 

Settle 

Price 

6.5% ADVANU12 14,440 14.75 214.30 

23.6% BANPUU12 43,921 10.06 438.50 

-1.6% BAYU12 2,850 12.72 34.00 

16.0% BBLU12 13,300 14.44 191.50 

10.7% BTSU12 76 75.66 5.80 

14.1% CPALLU12 4,180 8.13 34.50 

19.6% CPFU12 2,470 13.16 32.98 

12.1% DTACU12 6,077 14.32 87.50 

10.8% HMPROU12 1,087 11.50 12.00 

-5.4% IRPCU12 380 11.58 4.43 

-3.2% ITDU12 266 13.91 3.74 

23.6% IVLU12 4,180 7.18 29.90 

10.3% KBANKU12 11,780 15.58 183.00 

6.8% KTBU12 1,026 17.54 18.05 

2.6% LHU12 798 10.46 8.35 

9.1% MINTU12 1,902 8.20 15.00 

11.7% PSU12 3,040 5.76 17.00 

12.2% PTTU12 24,700 13.64 337.00 

7.2% PTTEPU12 12,350 12.96 159.45 

14.1% QHU12 190 10.21 1.96 

11.5% SCBU12 9,500 17.11 162.00 

7.7% SCCU12 26,600 13.46 360.00 

-12.4% STAU12 1,520 10.33 15.70 

1.8% TCAPU12 2,660 14.10 37.00 

19.6% THAIU12 3,610 5.96 21.65 

-13.4% TMBU12 152 11.51 1.77 

2.8% TOPU12 6,270 10.73 67.36 

-34.7% TRUEU12 684 7.97 5.52 

7.3% TTAU12 1,406 11.95 17.19 

17.0% TUFU12 5,452 13.02 74.00 

Bloomberg’s Consensus ��ก�� 

Fair Value ��ก�� 

Update �� 3 �� 

�� 

: Bloomberg , TFEX Strategy Department 

TFEX Plus 

��ก�� 

21 ก�� .�. 2555 



Tel: 02-680-1859-63 

3 

Basis Vol. OI OI Chg 

1.30 4 

-3.50 18 

-2.25 - 

-0.50 4 

0.05 9 

0.50 - 

0.48 16 

0.50 7 

-0.50 - 

0.03 296 

0.04 210 

-0.10 119 

-0.50 8 

0.05 3,755 

0.00 32 

-0.60 - 

-0.50 - 

0.00 5 

-0.55 22 

0.02 116 

-0.50 7 

2.00 1 

0.00 21 

-0.50 7 

0.15 802 

0.02 48 

0.11 20 

0.07 2,069 

0.39 23 

3.00 - 

62 

299 

617 

344 

175 

122 

556 

60 

100 

1,561 

2,009 

345 

1,189 

3,777 

839 

1 

62 

263 

385 

3,670 

933 

123 

575 

123 

873 

2,477 

60 

5,994 

184 

13 

-2 

-5 

0 

0 

0 

0 

-7 

0 

0 

-122 

114 

-102 

-3 

-501 

-16 

0 

0 

-3 

-16 

-66 

-2 

-1 

-14 

-1 

800 

-10 

-5 

2007 

-3 

0

ราคา Bloomberg 

ป�ดวานนี้ 

Consensus Upside 

PX_LAST 

BEST_TARGET_MEDIAN 

32.50 

32.50 

337.00 

337.00 

21.50 

21.50 

15.70 

15.70 

162.50 

162.50 

160.00 

160.00 

18.70 

15.60 

56.50 

71.00 

17.50 

185.00 

107.00 

39.11 

39.11 

380.00 

380.00 

26.00 

26.00 

Derivative Warrants ��กก�� 

3 �� 

20.3% CPF08CF 27 Feb 13 159 8:1 33.00 OTM 0.60 

TFEX Plus 

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21 ก�� .�. 2555 

PX_LAST OPT_INTRINSIC_VAL OPT_TIME_VAL OPT_DAY_DECAY_7 OPT_THEOR_VALUE VOLATILITY_30D 

OPT_IMPLIED_VOLATILITY_LAST 



Tel: 02-680-1859-63 

4 

0.00 0.60 37.80 16.3% 3.88 0.01 0.28 21.42 55.65 #VALUE! 

20.3% CPF08PC 27 Feb 13 159 8:1 38.00 ITM#N/A N/A 0.69 #VALUE! #VALUE! #VALUE! #VALUE! 0.01 0.71 21.42 #N/A N/A #VALUE! 

12.8% PTT08CE 20 Feb 13 152 50:1 340.00 OTM 1.06 

12.8% PTT08PC 20 Feb 13 152 100:1 410.00 ITM 1.07 

20.9% THAI08CB 22 Jan 13 123 5:1 18.00 ITM 1.10 

0.00 1.06 393.00 16.6% 3.70 0.02 0.43 16.41 59.43 #VALUE! 

0.73 0.34 303.00 -10.1% -1.78 0.01 0.71 16.41 70.32 #VALUE! 

0.70 0.40 23.50 9.3% 2.90 0.02 0.78 18.06 72.32 0.59 

20.9% THAI08PA 22 Jan 13 123 5:1 21.00 OTM#N/A N/A 0.00 #VALUE! #VALUE! #VALUE! #VALUE! 0.02 0.22 18.06 #N/A N/A #VALUE! 

14.10 -10.2% STA08CB 22 Jan 13 123 6:1 14.60 ITM 0.59 

14.10 -10.2% STA08PA 22 Jan 13 123 5:1 19.50 ITM 1.32 

185.00 

185.00 

170.00 

170.00 

19.00 

17.00 

61.75 

84.00 

21.00 

198.00 

114.00 

ราคา Bloomberg' 

ป�ดวานนี้ 

s Fair Value Upside 

87.00 

183.50 

183.50 

24.20 

192.00 

192.00 

36.25 

36.25 

442.00 

442.00 

63.75 

63.75 

45.00 

5.45 

5.45 

67.25 

67.25 

34.00 

34.00 

37.50 

37.50 

213.00 

213.00 

30.00 

30.00 

358.00 

358.00 

32.50 

32.50 

หุ�นอ�างอิง 

หุ�นอ�างอิง 

99.00 

200.00 

200.00 

25.18 

219.50 

219.50 

34.50 

34.50 

560.00 

560.00 

69.00 

69.00 

49.00 

13.8% SCB08CE 21 Jan 13 122 30:1 145.00 ITM 1.02 

13.8% SCB08PC 21 Jan 13 122 25:1 160.00 OTM 1.05 

6.3% PTTE08CD 21 Jan 13 122 35:1 155.00 ITM 0.72 

6.3% PTTE08PB 21 Jan 13 122 35:1 170.00 ITM 1.15 

0.18 0.41 18.14 15.5% 2.93 0.01 0.32 36.92 81.10 0.02 

0.76 0.56 12.90 -17.8% -1.16 0.02 0.77 36.92 112.84 0.00 

0.58 0.44 175.60 8.1% 3.76 0.02 0.72 19.40 55.15 0.02 

0.00 1.05 133.75 -17.7% -2.37 0.03 0.28 19.40 76.94 #VALUE! 

0.14 0.58 180.20 12.6% 3.91 0.02 0.41 20.28 59.51 0.04 

0.29 0.86 129.75 -18.9% -1.69 0.02 0.45 20.28 94.74 0.02 

1.6% SPAL08CB 15 Jan 13 116 4:1 15.75 ITM#N/A N/A 0.75 #VALUE! #VALUE! #VALUE! #VALUE! 0.02 0.81 26.16 #N/A N/A #VALUE! 

9.0% MINT08CB 15 Jan 13 116 5:1 14.00 ITM 0.59 

9.3% CPN08CB 15 Jan 13 116 15:1 45.00 ITM 1.01 

18.3% TUF08CD 14 Jan 13 115 20:1 69.00 ITM 0.58 

20.0% PS08CC 14 Jan 13 115 6:1 16.00 ITM 0.66 

7.0% BIGC08CB 14 Jan 13 115 50:1 179.00 ITM 0.77 

0.32 0.27 16.95 8.7% 3.69 0.01 0.44 24.22 57.99 0.00 

0.77 0.24 60.15 6.5% 2.94 0.01 0.81 30.22 67.28 1.64 

0.10 0.48 80.60 13.5% 3.76 0.01 0.27 23.31 64.71 0.01 

0.25 0.41 19.96 14.1% 2.97 0.02 0.37 22.41 81.40 0.00 

0.12 0.65 217.50 17.6% 3.02 0.02 0.38 25.60 84.42 0.00 

6.5% BGH08CB 14 Jan 13 115 30:1 90.00 ITM#N/A N/A 0.57 #VALUE! #VALUE! #VALUE! #VALUE! 0.01 0.62 23.10 #N/A N/A #VALUE! 

Derivative Warrants ��ก�� 

3 �� 

13.8% DTAC08CD 20 Nov 12 60 15:1 70.01 ITM 1.42 

9.0% KBAN08CC 19 Nov 12 59 30:1 145.00 ITM 1.40 

9.0% KBAN08PA 19 Nov 12 59 30:1 170.00 OTM 0.47 

4.0% BCP08CB 19 Nov 12 59 6:1 21.00 ITM 0.71 

14.3% BBL08CB 19 Nov 12 59 40:1 185.00 ITM 0.56 

14.3% BBL08PB 19 Nov 12 59 20:1 170.00 OTM 0.52 

-4.8% BAY08CD 6 Nov 12 46 8:1 25.67 ITM 1.21 

-4.8% BAY08PC 6 Nov 12 46 10:1 31.60 OTM 0.17 

26.7% BANP08CC 5 Nov 12 45 120:1 450.00 OTM 0.36 

26.7% BANP08PB 5 Nov 12 45 100:1 520.00 ITM 0.95 

8.2% PTTG08CB 5 Nov 12 45 15:1 68.97 OTM 0.32 

8.2% PTTG08PA 5 Nov 12 45 10:1 63.05 OTM 0.67 

8.9% BLA08CB 5 Nov 12 45 12:1 43.65 ITM 0.45 

3.60 -33.9% TRUE08CC 22 Oct 12 31 1:1 3.20 ITM 2.36 

3.60 -33.9% TRUE08PA 22 Oct 12 31 1:1 4.00 OTM 0.06 

68.50 

68.50 

40.00 

40.00 

37.75 

37.75 

224.50 

224.50 

38.00 

38.00 

390.00 

390.00 

39.11 

39.11 

DW 

DW 

�� Investment Consultants 

วะนซื้อขาย 

สุดท�าย 

วะนซื้อขาย 

สุดท�าย 

จํานวนวะน 

คงเหลือ 

จํานวนวะน 

คงเหลือ 

อะตราใช�สิทธ 

(DW:Stock) 

Exercise 

Price 

อะตราใช�สิทธ Exercise 

(DW:Stock) Price 

Money 

ness 

Money 

ness 

ราคาป�ด 

วานนี้ 

ราคาป�ด 

วานนี้ 

1.9% TOP08CD 22 Oct 12 31 10:1 78.00 OTM 0.28 

1.9% TOP08PA 22 Oct 12 31 10:1 65.00 OTM 0.48 

17.6% CPAL08CC 9 Oct 12 18 15:1 60.00 OTM 0.01 

17.6% CPAL08PA 9 Oct 12 18 12:1 70.00 ITM 3.14 

0.7% TCAP08CC 9 Oct 12 18 8:1 29.00 ITM 1.05 

0.7% TCAP08PA 9 Oct 12 18 4:1 32.00 OTM 0.17 

5.4% ADVA08CB 8 Oct 12 17 34:1 165.22 ITM 1.48 

5.4% ADVA08PA 8 Oct 12 17 24:1 189.52 OTM 0.18 

26.7% IVL08CD 8 Oct 12 17 15:1 32.34 OTM 0.11 

26.7% IVL08PB 8 Oct 12 17 8:1 35.28 ITM 0.91 

8.9% SCC08CC 24 Sep 12 3 49:1 345.14 ITM 0.31 

8.9% SCC08PB 24 Sep 12 3 49:1 345.14 OTM 0.10 

20.3% CPF08CE 24 Sep 12 3 8:1 32.90 OTM 0.07 

20.3% CPF08PB 24 Sep 12 3 8:1 37.74 ITM 0.83 

Intrinsic 

Value 

Intrinsic 

Value 

Time Value 

Time Value 

Break 

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Break 

Even 

%Break 

Even 

%Break 

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Effective 

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Gearing 

1W Time 

Value 

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Value 

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B-S-M 

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Price 

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Price 

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Volatility Volatility 

มูลค�าซื้อ 

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มูลค�าซื้อ 

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1.16 0.26 90.73 4.3% 3.18 0.04 1.04 21.78 90.61 0.00 

1.28 0.12 187.00 1.9% 3.84 0.02 1.31 24.57 54.83 0.09 

0.00 0.47 155.90 -15.0% -4.32 0.04 0.08 24.57 71.05 0.00 

0.53 0.18 25.26 4.4% 4.33 0.02 0.56 15.07 59.82 0.39 

0.18 0.39 207.40 8.0% 5.28 0.03 0.30 19.94 58.38 0.37 

0.00 0.52 159.60 -16.9% -5.08 0.05 0.04 19.94 66.35 0.05 

1.34 -0.13 35.23 -2.8% #VALUE! 0.02 1.30 29.70 #N/A N/A 0.02 

0.00 0.17 29.92 -17.5% -5.69 0.02 0.03 29.70 67.74 0.01 

0.00 0.36 493.20 11.6% 5.43 0.03 0.16 27.82 71.29 0.12 

0.78 0.17 425.00 -3.8% -3.23 0.03 0.79 27.82 68.37 0.05 

0.00 0.32 73.69 15.6% 5.77 0.03 0.09 29.29 76.21 0.02 

0.00 0.67 56.45 -11.4% -4.09 0.05 0.29 29.29 76.64 0.09 

0.11 0.34 49.01 8.9% 4.97 0.03 0.19 17.06 74.00 0.01 

2.25 0.11 5.56 2.0% 2.13 0.02 2.26 40.94 137.30 1.92 

0.00 0.06 3.94 -27.7% -7.78 0.02 0.00 40.94 77.96 0.02 

0.00 0.28 80.80 20.1% 7.44 0.04 0.05 27.84 73.17 0.00 

0.00 0.48 60.20 -10.5% -5.31 0.06 0.19 27.84 72.47 0.09 

0.00 0.01 60.15 76.9% 9.18 0.01 0.00 19.43 116.53 0.00 

3.00 0.14 32.32 -4.9% -0.72 0.02 2.99 19.43 243.57 0.00 

1.06 -0.01 37.40 -0.3% 3.93 0.03 1.00 27.88 83.05 0.29 

0.00 0.17 31.32 -16.5% -9.74 0.06 0.01 27.88 67.93 0.17 

1.40 0.08 215.57 1.2% 3.42 0.08 1.24 32.18 133.60 0.88 

0.00 0.18 185.15 -13.1% -10.12 0.07 0.01 32.18 67.39 0.04 

0.00 0.11 33.95 13.2% 7.16 0.03 0.02 33.58 96.11 0.11 

0.67 0.24 28.14 -6.2% -2.95 0.03 0.75 33.58 113.12 0.01 

0.26 0.05 360.42 0.7% 18.34 0.06 0.27 20.40 35.38 0.01 

0.00 0.10 340.21 -5.0% -21.16 0.10 0.01 20.40 52.30 0.04 

0.00 0.07 33.44 2.9% 21.36 0.07 0.02 21.42 52.88 0.29 

0.68 0.15 31.31 -3.7% -3.58 0.01 0.67 21.42 163.27 0.11 

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23,610 23,750 Long 21 �� 2555 140 6,000 5.74% 113.88% 

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Dollar Index 

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Commodity Price 

US Gold Spot (USD/OZ) 

US Silver Spot (US$/OZ) 

Platinum (US$/OZ) 

Nymex Oil (USD/Barrel) 

Close Chg %Chg %1Week In THB 

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FUTURES (��) Settle. Chg %Chg Vol. OI OI Chg 

GFV12 (39 ��) 25,960 

GFZ12 (97 ��) 26,080 

GFG13 (159 ��) 26,180 

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1,722 25,123 25,204 25,286 25,368 25,450 25,532 25,614 30 914 917 920 923 926 929 

1,732 25,268 25,350 25,433 25,515 25,597 25,680 25,762 31 945 948 951 954 957 960 

1,742 25,413 25,496 25,579 25,662 25,745 25,827 25,910 32 975 978 982 985 988 991 

1,752 25,559 25,642 25,725 25,809 25,892 25,975 26,058 33 1,006 1,009 1,012 1,016 1,019 1,022 

1,762 25,704 25,788 25,872 25,955 26,039 26,123 26,207 34 1,036 1,040 1,043 1,047 1,050 1,053 

1,772 25,850 25,934 26,018 26,102 26,186 26,271 26,355 35 1,067 1,071 1,074 1,077 1,081 1,084 

1,782 25,995 26,080 26,164 26,249 26,334 26,418 26,503 36 1,098 1,101 1,105 1,108 1,112 1,116 

1,792 26,140 26,226 26,311 26,396 26,481 

1,802 26,286 26,371 26,457 26,543 26,628 

1,812 26,431 26,517 26,603 26,690 26,776 

1,822 26,577 26,663 26,750 26,836 26,923 

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26,566 

26,714 

26,862 

27,010 

26,651 

26,800 

26,948 

27,096 

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38 1,159 1,163 1,166 1,170 1,174 1,178 

39 1,189 1,193 1,197 1,201 1,205 1,209 

40 1,220 1,224 1,228 1,232 1,236 1,240 


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963 

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1,119 

1,150 

1,181 

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22:15 1,762.40 

22:00 1,762.11 

21:45 1,762.41 

21:30 1,764.00 

21:15 1,760.04 

21:00 1,760.59 

20:45 1,758.06 

20:30 1,762.11 

20:15 1,763.96 

20:00 1,764.94 

19:45 1,765.48 

19:30 1,764.60 

19:15 1,763.70 

18:15 1,760.10 

18:00 1,759.82 

17:45 1,759.80 

17:30 1,758.59 

17:15 1,757.75 

17:00 1,757.40 

16:45 1,758.39 

16:30 1,759.89 

16:15 1,760.49 

16:00 1,760.64 

15:45 1,763.48 

15:30 1,763.11 

15:15 1,761.94 

15:00 1,761.93 

14:45 1,761.80 

14:30 1,762.11 

14:15 1,760.29 

14:00 1,758.39 

12:30 1,762.53 

12:15 1,763.34 

12:00 1,764.46 

11:45 1,763.69 

11:30 1,765.44 

11:15 1,766.09 

11:00 1,764.81 

10:45 1,764.59 

10:30 1,766.01 

10:15 1,766.45 

10:00 1,766.81 

9:45 1,767.04 

GF �ก�� 

26,000 

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26,000 

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25,990 

26,000 

25,960 

26,010 

26,010 

26,030 

26,030 

26,030 

26,020 

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25,980 

25,990 

26,000 

26,010 

26,010 

26,000 

26,000 

25,990 

26,000 

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26,000 

26,000 

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26,010 

26,010 

26,000 

26,020 

26,020 

26,020 

26,020 

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Est. Thai Spot 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,800 

25,800 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

25,900 

�� 

-��ก 

�� real time 

http://www.gloryskygroup.com/index.aspx?lang=en 

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http://www.kitco.com/

800% 

640% 

480% 

320% 

160% 

0% 

-160% 

�� 

TFEX Plus �� Brent Index 

604.51% 

TFEX Plus BRT Index 

Oil Futures 

�� TFEX Plus �� 2555 

-3.40% 

1 �.�. 55 

16 �.�. 55 

31 �.�. 55 

15 ก.�. 55 

1 ��.�. 55 

16 ��.�. 55 

31 ��.�. 55 

15 ��.�. 55 

30 ��.�. 55 

15 �.�. 55 

30 �.�. 55 

14 ��.�. 55 

29 ��.�. 55 

14 ก.�. 55 

29 ก.�. 55 

13 �.�. 55 

28 �.�. 55 

12 ก.�. 55 

�� ก�� (��) 

19,950 120,600 

�� 

(��) �� 

(��) 

1569 -321 

�� Oil Futures ��ก TFEX Plus �� 2555 

�� 

Brent �� YTD -3.40% �� 

TFEX 

Plus Portfolio �� YTD 604.51% (��ก��ก�� 

�� ก��ก��กก�� Long 

521.30% ��ก��กก�� Short 83.21%) 

�� 

21 �� 

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40 ��) ��กก��ก�� 

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(Stop Loss) �� 

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Let Profit Run (�� 

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143 ��) ��ก��กก�� 

�� 3.6 �� 

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TFEX Plus 

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21 ก�� .�. 2555 

Open Close Status Close date P/L (��) P/L (��) P/L (%) Accu return 

3275 3598 Long 11 �ก�� 2555 323 32,100 160.90% 160.90% 

3540 3540 Short 16 �ก�� 2555 0 -200 -1.00% 159.90% 

3487 3627 Long 14 ก�� 2555 140 13,800 69.17% 229.07% 

3655 3760 Long 28 ก�� 2555 105 10,300 51.63% 280.70% 

3865 3800 Long 16 �� 2555 -65 -6,700 -33.58% 247.12% 

3865 3835 Long 20 �� 2555 -30 -3,200 -16.04% 231.08% 

3740 3690 Short 24 �� 2555 50 4,800 24.06% 255.14% 

3650 3492 Short 16 �� 2555 158 15,600 78.20% 333.33% 

3370 3400 Short 21 �� 2555 -30 -3,200 -16.04% 317.29% 

3400 3390 Short 25 �� 2555 10 800 4.01% 321.30% 

3120 3210 Short 11 �� 2555 -90 -9,200 -46.12% 275.19% 

3080 3090 Short 18 �� 2555 -10 -1,200 -6.02% 269.17% 

3010 2906 Short 25 �� 2555 104 10,200 51.13% 320.30% 

2980 2960 Long 28 �� 2555 -20 -2,200 -11.03% 309.27% 

3000 3270 Long 16 ก�ก�� 2555 270 26,800 134.34% 443.61% 

3290 3380 Long 20 ก�ก�� 2555 90 8,800 44.11% 487.72% 

3250 3240 Short 26 ก�ก�� 2555 10 800 4.01% 491.73% 

3380 3689 Long 16 �� 2555 309 30,700 153.88% 645.61% 

3600 3616 Short 23 �� 2555 -16 -1,800 -9.02% 636.59% 

3600 3600 Long 4 ก�� 2555 0 -200 -1.00% 635.59% 

3600 3540 Long 18 ก�� 2555 -60 -6,200 -31.08% 604.51% 

��ก��ก��ก�� Oil Futures �� TFEX Plus �� 

�� 2555 

Status Count Win Loss W Ratio Avg P(��) Avg L(��) AvgP/AvgL 

Long 11 6 5 55% 206 -35 5.9 

Short 10 5 5 50% 66 -29 2.3 

Total 21 11 10 52% 143 -40 3.6 

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Close Chg %Chg %Chg5D %Chg1Y in THB 

ICE Brent ($/bbl) 110.29 1.6 1.51% 1.51% 4.55% 3,405.76 

West Texas ($/bbl) 92.14 0.2 0.18% -6.87% 7.43% 

Dubai ($/bbl) 108.48 3.2 3.00% -5.42% 12.03% 

Futures (�� Settle Chg %Chg Vol. OI OI Chg 

BRV12 (25 ��) 3,320 -114.0 -3.32% 718 792 -122 

BRX12 (55 ��) 3,309 -108.0 -3.16% 211 221 -70 

BRZ12 (84 ��) 3,302 -119.0 -3.48% 47 89 39 

�� Long(Short) : �� Long(Short) 


�� 553 762 (209) 108 388 680 

�� 293 169 124 (57) (360) (685) 

�� 130 45 85 (51) (28) 5 

�� Futures �� BR Futures �� 

ก�� 

Brent 

�� BRV12 

Brent Oil 


Price 30.58 30.68 30.78 30.88 30.98 

108.11 3,313 3,324 3,334 3,345 3,356 

108.61 3,328 3,339 3,350 3,361 3,372 

109.11 3,343 3,354 3,365 3,376 3,387 

109.61 3,359 3,370 3,381 3,392 3,403 

110.11 3,374 3,385 3,396 3,407 3,418 

110.61 3,389 3,400 3,412 3,423 3,434 

111.11 3,405 3,416 3,427 3,438 3,449 

111.61 3,420 3,431 3,442 3,454 3,465 

112.11 3,435 3,447 3,458 3,469 3,480 

112.61 3,451 3,462 3,473 3,485 3,496 

113.11 3,466 3,477 3,489 3,500 3,511 


3% �� 

�� 

: APEX Bisnews, TFEX Strategy Department Estimation 


31.08 

3,367 

3,383 

3,398 

3,414 

3,429 

3,445 

3,460 

3,476 

3,492 

3,507 

3,523 

31.18 

3,378 

3,393 

3,409 

3,425 

3,440 

3,456 

3,472 

3,487 

3,503 

3,518 

3,534 

TFEX Plus 

��ก�� 

21 ก�� .�. 2555 



Tel: 02-680-1859-63 

6 

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�� 

�� 

��110 ��/�� ก 

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�� ก�� 3 ��กก�� 7% 

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�� 

1.84 

�� 1.7% �� 

110.03 ��/�� 

�� 107.10-110.14 �� 

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Reuters 

ก��ก�� Oil Futures 

● ��ก�� Long 

��ก��ก�� 

● ��ก�� Short 

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�� 

Short BRV12 �� 

3,450 �� 

�� ก��ก�� 

3,410 �� ก�� 

�� 

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�� 

�� Short BRV12 �� ก�� 

�� 3,440 �� ก��ก��


http://www.facebook.com/aspderivatives 

TFEX Plus 

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21 ก�� .�. 2555 



Tel: 02-680-1859-63 

7

SET50 Index Futures - SETTrade

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