1. SET50 Index Futures SET50 Index Options2. [20:33:49] RATT: 3. - [20:34:06] RATT: 4. 3 - [20:34:28] RATT: 5. 2 2 [20:34:53] RATT: 6. + [20:35:18] RATT: [20:36:28] RATT: leverage[20:36:44] RATT: leverage /

set50 1000 10 1%[20:37:25] RATT: 11400 10 2000 [20:37:41] RATT: 17% 1%[20:37:59] RATT: [20:38:26] RATT: [20:38:49] RATT: [20:39:04] RATT: VI etc. [20:39:17] RATT:

[20:40:39 | 20:40:58] RATT: 10 Enter [20:41:17] RATT: [20:41:37] RATT: [20:42:00] RATT: [20:42:17] RATT: [20:42:55] RATT: [20:43:47] RATT: [20:44:15] RATT: [20:44:30] RATT: [20:44:40] RATT: [20:44:50] RATT: [20:44:56] RATT: SET50 SET50 Index Futures [20:45:00] RATT: 5 [20:45:04] RATT: efin efin [20:45:18] RATT:

TFEX +OPTIONS25 255823:01

1 1

[20:45:18] RATT: [20:45:23] RATT:

2 [20:47:35] RATT: [20:47:39] RATT: Set50 2 s50m15 insert

[20:53:27] RATT: [20:53:49] RATT: 2 [20:53:54] RATT: [20:54:12] RATT:

[20:54:51] RATT: 108 1009

[20:55:33] RATT: timeframe [20:55:46] RATT: [20:56:07] RATT: [20:56:33] RATT: [20:57:02] RATT: timeframe time frame [20:58:26] RATT: timeframe timeframe [20:59:00] RATT: timeframe [20:59:34] RATT: 5 [20:59:57] RATT: [21:00:06] RATT: timeframe [21:00:37] RATT: [21:00:48] RATT: [21:01:20] RATT: [21:01:50] RATT: (worry)[21:02:17] RATT: (Hedging) [21:03:04] RATT: Set50 Index [21:03:21] RATT: 2

1 2

[21:03:21] RATT: 2 [21:03:31] RATT: SET50 [21:03:43] RATT: S50M15 www.tfex.co.th Set 50 Index Futures Set50, Set 50 Index Options Set50 [21:05:06] RATT: [21:05:21] RATT: 2 [21:05:32] RATT: 1 Set 50 Index Futures2 Set 50 Index Options[21:05:54] RATT: 2 [21:06:02 | 21:06:26] RATT: ?

2 50 Set50 Index

[21:09:13] RATT: [21:09:32] RATT: 1.Set 50 Index Futures [21:09:44] RATT: S50H15, S50M15, S50U15, S50Z15[21:10:15] RATT: S50 Set50[21:10:23] RATT: H15 2015[21:10:28] RATT: M15 2015[21:10:34] RATT: U15 2015[21:10:39] RATT: Z15 2015[21:11:08] RATT: S50M15 . .[21:11:26] RATT: S50J15 [21:11:47] RATT: Set50 [21:12:07] RATT: 4 H M U Z

2.Set 50 Index Options [21:12:57] RATT: S50H15C1000, S50M15P950[21:13:03] RATT: S50 Set50[21:13:07] RATT: H15 2015[21:13:16] RATT: M15 2015[21:13:22] RATT: U15 2015[21:13:26] RATT: Z15 2015[21:13:33] RATT: C Call[21:13:38] RATT: P Put[21:13:46] RATT: 1000 (strike price) 1000[21:13:53] RATT: 950 (strike price) 950[21:14:21] RATT:

S50J15Cxxxx S50J15Pxxxx

4 H M U Z

3 [21:24:48] RATT: M [21:26:01] RATT: FUTURES, OPTIONS LONG l FUTURES, OPTIONS SHORT s[21:26:42] RATT: 200 [21:27:14] RATT: 1 200

1 3

[21:27:14] RATT: 1 200 200

80 80 [21:28:52] RATT: [21:29:05] RATT: 100 100[21:29:26] RATT: FUTURES OPTIONS 200 1 [21:29:52] RATT: FUTURES(lf) 1000 lf 1001[21:30:12] RATT: CALL OPTION (sc) 1025 30 sc 29[21:30:33] RATT: FUTURES

1. Set 50 Index Futures 2 Long(lf) Short(sf)[21:33:07] RATT: A 1020 B[21:33:19] RATT: A Long Futures lf 1021[21:33:36] RATT: - lf lf 200 [21:33:45] RATT: lf 200 B Short Futures sf 1019[21:34:35] RATT: sf [21:34:48] RATT: sf 200 [21:34:56] RATT: sf 200 [21:35:13] RATT: 1040[21:35:34] RATT: A B (1040 - 1020) * 200 = 4000 200 3800[21:36:05] RATT: 1020 1040 20 [21:36:14] RATT: B A (1020 - 1040) * 200 = 4000 200 4200[21:36:26] RATT: [21:36:40] RATT: 1005[21:36:48] RATT: A B (1005 - 1020) * 200 = 3000 200 3200[21:36:57 | 21:42:38] RATT: B A (1020 - 1005) * 200 = 3000 200 2800[21:37:16] RATT: 11400

7980 7980 (Call Margin)[21:38:01] RATT: oi A B OI

1 future 100 2 margin contract

oi = open interest[21:44:57] RATT: 1 future 100 2 margin contract 1

io

[21:46:52] RATT: efin

1 4

[21:46:52] RATT: efin[21:47:03] RATT: [21:47:05] RATT: +[21:47:40] RATT: add indicator to new to active panel [21:47:54] RATT: data[21:48:03] RATT: Open Interest [21:48:49 | 21:48:57] RATT: oi

a lf b sf 1000 oi 1[21:50:57] RATT: 1 a b[21:51:13] RATT: 1010[21:52:10] RATT: a C [21:52:36] RATT: a sf[21:52:44] RATT: C lf[21:52:58] RATT: oi 1[21:53:28] RATT: b c

call margin 15000 sf 1020 1040 [21:54:40] RATT: [21:54:41] RATT: http://www.tfex.co.th/files/MarginRate_20150122_th.pdf[21:54:52] RATT: [21:55:04] RATT: maintenance magin[21:55:22] RATT: 7980[21:55:51] RATT: 1020 1040 20 *200 4000[21:56:16 | 21:58:37] RATT: 15000 11000 [21:56:28] RATT: OI oi

maintenance magin[21:59:51] RATT: [22:00:27] RATT: Outright Spread[22:00:42] RATT: Outright

[22:18:56] RATT:

1 5

[22:18:56] RATT: [22:19:02] RATT: [22:19:07] RATT:

set50[26/3/2015 20:33:38] RATT: set50 1000

1 1000[26/3/2015 20:35:15] RATT: [26/3/2015 20:35:44] RATT: SET50 1000 * 1000 = 1,000,000 [26/3/2015 20:36:04] RATT: 1 [26/3/2015 20:36:14] RATT: set50

set50 [26/3/2015 20:36:54] RATT: [26/3/2015 20:37:15] RATT: set50 1 [26/3/2015 20:37:52] RATT: s 200[26/3/2015 20:38:08] RATT: s 5 [26/3/2015 20:38:50] RATT: [26/3/2015 20:39:13] RATT: set50 1% 10 [26/3/2015 20:39:43] RATT: 1 [26/3/2015 20:40:06] RATT: 1 [26/3/2015 20:40:15] RATT: [26/3/2015 20:40:26] RATT: [26/3/2015 20:40:41] RATT: [26/3/2015 20:40:49] RATT:

[26/3/2015 20:41:06 | 20:41:17] RATT: [26/3/2015 20:41:34] RATT: [26/3/2015 20:41:46] RATT: [26/3/2015 20:41:58] RATT: [26/3/2015 20:42:18] RATT: [26/3/2015 20:42:30] RATT: [26/3/2015 20:42:50] RATT: [26/3/2015 20:43:03] RATT: [26/3/2015 20:43:16] RATT: [26/3/2015 20:43:20] RATT: [26/3/2015 20:43:25] RATT:

[26/3/2015 20:43:38] RATT: 5

[26/3/2015 20:48:19] RATT: [26/3/2015 20:48:28] RATT: [26/3/2015 20:48:59] RATT: SET TFEX [26/3/2015 20:52:28] RATT: [26/3/2015 20:52:33] RATT: [26/3/2015 20:52:50 | 20:52:55] RATT: [26/3/2015 20:53:18] RATT: sf (short tfex)[26/3/2015 20:53:29] RATT: [26/3/2015 20:53:50] RATT: OPEN[26/3/2015 20:54:38] RATT: m[26/3/2015 20:54:49 | 20:54:56] RATT: s50m15

Short[26/3/2015 20:56:42] RATT: s

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s[26/3/2015 20:57:22] RATT: pin enter [26/3/2015 20:57:46] RATT: [26/3/2015 20:57:51] RATT: [26/3/2015 20:57:55] RATT: Close / long / s50m15 / / /[26/3/2015 20:59:21] RATT: TFEX[26/3/2015 20:59:50] RATT:

[26/3/2015 21:01:25] RATT: [26/3/2015 21:01:40] RATT: short

[26/3/2015 21:02:44] RATT: [26/3/2015 21:03:10] RATT: [26/3/2015 21:03:27] RATT: [26/3/2015 21:03:40] RATT: [26/3/2015 21:03:47] RATT: [26/3/2015 21:03:53] RATT: [26/3/2015 21:04:07] RATT: 1 set50[26/3/2015 21:04:23] RATT: set50[26/3/2015 21:04:29] RATT: set50[26/3/2015 21:04:43] RATT: set50 [26/3/2015 21:05:12] RATT: [26/3/2015 21:05:17] RATT: [26/3/2015 21:06:19] RATT: s [26/3/2015 21:07:24] RATT: s [26/3/2015 21:07:42] RATT: [26/3/2015 21:07:48] RATT: [26/3/2015 21:08:17] RATT: 1000[26/3/2015 21:08:32] RATT: s [26/3/2015 21:08:42] RATT: 990[26/3/2015 21:09:00] RATT: 1000 [26/3/2015 21:09:22] RATT: 990 [26/3/2015 21:12:10 | 21:12:34] RATT: [26/3/2015 21:12:16] RATT: focus [26/3/2015 21:14:06] RATT: [26/3/2015 21:14:09] RATT: [26/3/2015 21:14:24] RATT:

[26/3/2015 21:15:11] RATT: [26/3/2015 21:15:23] RATT: [26/3/2015 21:16:37] RATT: streaming [26/3/2015 21:17:00] RATT: [26/3/2015 21:17:17] RATT: [26/3/2015 21:17:25] RATT: [26/3/2015 21:17:38] RATT: [26/3/2015 21:18:02] RATT: [26/3/2015 21:18:10] RATT: lf sf

1 7

lf sf[26/3/2015 21:19:46] RATT: open [26/3/2015 21:19:56] RATT: [26/3/2015 21:20:02] RATT: [26/3/2015 21:20:12] RATT: lf[26/3/2015 21:20:23] RATT: sf[26/3/2015 21:20:28] RATT: sf[26/3/2015 21:20:34 | 21:20:40] RATT: lf lfOPEN LONG lfCLOSE SHORT sfOPEN SHORT sfCLOSE LONG [26/3/2015 21:27:05] RATT: 2 spread[26/3/2015 21:27:13] RATT: [26/3/2015 21:27:15] RATT: [26/3/2015 21:27:32] RATT: 2 [26/3/2015 21:27:35] RATT: [26/3/2015 21:27:42] RATT: sf s50m15[26/3/2015 21:27:54] RATT: lf s50u15 u m[26/3/2015 21:28:46] RATT: m u[26/3/2015 21:29:02 | 21:29:12] RATT: [26/3/2015 21:29:19] RATT: Set 50 Index Options[26/3/2015 21:36:14] RATT: TFEX[26/3/2015 21:36:33] RATT: ---- Options ---- .Set50 Index Options Jun 15[26/3/2015 21:36:38] RATT: Jun [26/3/2015 21:36:48] RATT: http://www.tfex.co.th/th/products/set50options-mktdata.html[26/3/2015 21:37:35] RATT: Options [26/3/2015 21:38:02] RATT: [26/3/2015 21:38:20] RATT: Options 2 Call Put[26/3/2015 21:39:06] RATT: Call call call [26/3/2015 21:39:22] : JUN March June OI [26/3/2015 21:39:39] RATT: Put put put [26/3/2015 21:39:59] RATT: Call long Call lc [26/3/2015 21:40:18] RATT: Call short Call sc [26/3/2015 21:40:33] RATT: Put long Put lp [26/3/2015 21:41:01] RATT: Put short Put sp [26/3/2015 21:41:10] RATT: [26/3/2015 21:41:36] RATT:

1 8

[26/3/2015 21:41:36] RATT: [26/3/2015 21:41:51] RATT: strike price [26/3/2015 21:42:10] RATT: Call Put[26/3/2015 21:42:30] RATT: ATM [26/3/2015 21:42:43] RATT: [26/3/2015 21:43:03] RATT: ATM Set50 ATM [26/3/2015 21:43:30] RATT: OTM call put [26/3/2015 21:44:00] RATT: ITM call ATM put Set50 992.82[26/3/2015 21:45:10] RATT: strike price 1000[26/3/2015 21:45:32] RATT: OTM Call 992.82 ATM

OTM Put 992.82 [26/3/2015 21:46:05] RATT: ATM = 992.82[26/3/2015 21:46:17] RATT: ITM Call 992.82 [26/3/2015 21:46:30] RATT: ITM Put 992.82 [26/3/2015 21:46:39] RATT:

[26/3/2015 21:46:48] : strike price 25 [26/3/2015 21:46:58] : FIX [26/3/2015 21:47:15] RATT:

[26/3/2015 21:49:23] RATT: 1000 992 ATM = 992.82 = SET50[26/3/2015 21:50:06] RATT: ATM

Options ITM [26/3/2015 21:53:48 | 21:53:57] RATT: [26/3/2015 21:54:21] RATT: 1. lc sc OTM[26/3/2015 21:54:38] RATT: Set50 987 A B 2 [26/3/2015 21:54:56] RATT: A call B strike price 1000 15 [26/3/2015 21:55:09] RATT: A lc1000 15 B sc1000 15

1 9

[26/3/2015 21:55:09] RATT: A lc1000 15 B sc1000 15 [26/3/2015 21:55:16] RATT: ATM = 987[26/3/2015 21:55:21] RATT: OTM Call 987 [26/3/2015 21:55:30] RATT: OTM Put 987 [26/3/2015 21:55:38] RATT: ITM Call 987 [26/3/2015 21:55:46] RATT: ITM Put 987 [26/3/2015 21:55:54] RATT: strike price 1000 call OTM[26/3/2015 21:56:17] RATT: A B Call Options (15*200) = 3000 200 lc A 16 3200 [26/3/2015 21:56:24] RATT: B A Call Options (15*200) = 3000 200 B sc 14 2800 [26/3/2015 21:57:05] RATT: Options [26/3/2015 21:57:21] RATT: 1048.5 C1000 ITM A B [26/3/2015 21:57:48] RATT: A : 1048.5( ) - 1000( 1000 ) - 16( lc ) = 32.5 * 200 = 6500 [26/3/2015 21:58:09] RATT: B : 1000( 1000 ) - 1048.5( ) + 14( sc ) = -34.5 * 200 = -6900 [26/3/2015 21:58:31] RATT: 999.9 C1000 OTM Call Options [26/3/2015 21:58:42] RATT: A 3200 lc 1000[26/3/2015 21:58:57] RATT: B A 2800 A 1000 [26/3/2015 21:59:03] RATT: [26/3/2015 21:59:06] RATT:

OTM ITM [26/3/2015 22:03:04] RATT: ATM set50 [26/3/2015 22:03:17] RATT: ATM

997 A [26/3/2015 22:06:42] RATT: a b

1000[26/3/2015 22:07:08] RATT: 997 [26/3/2015 22:07:18] RATT: [26/3/2015 22:07:27] RATT: [26/3/2015 22:07:41] RATT: [26/3/2015 22:08:04] RATT: 997 [26/3/2015 22:08:24] RATT: 600

1005 option a b [26/3/2015 22:11:46] RATT: [26/3/2015 22:11:58] RATT:

A B 3 B [26/3/2015 22:21:12] RATT: a b [26/3/2015 22:21:25] RATT: 1000[26/3/2015 22:21:36 | 22:21:51] RATT: b

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a b [26/3/2015 22:24:37 | 22:24:47] RATT: b a [26/3/2015 22:25:11] RATT: b a 15 [26/3/2015 22:25:51] RATT: b buffer 15[26/3/2015 22:25:59] RATT: [26/3/2015 22:27:05] RATT: 15 b a[26/3/2015 22:27:19] RATT:

1003 15 b 15 [26/3/2015 22:30:35] RATT: [26 2558 21:57] RATT:

<<< 1048.5 C1000 ITM A B A : 1048.5( ) -1000( 1000 ) - 16( lc ) = 32.5 * 200 = 6500 B : 1000( 1000 ) - 1048.5( ) + 14( sc ) = -34.5 * 200 = -6900 [26/3/2015 22:30:58] RATT: 1048.5 1003

A lc1000 15 1003 3 15+1 13 x200 2600 b sc1000 15 1003 3 15-1 11 x200 =2200

[21:37:32] RATT: Set50 987 A B 2 [21:37:48] RATT: A call B strike price 900 90 [21:37:55] RATT: A lc900 90 B sc900 90 [21:38:03] RATT: ATM = 987OTM Call 987 OTM Put 987 ITM Call 987 ITM Put 987 [21:38:57] RATT: strike price 900 call ITM[21:39:29] RATT: A B Call Options (90*200) = 18000 200 lc A 91 18200 [21:39:40] RATT: B A Call Options (90*200) = 18000 200 B sc 89 17800 [21:40:03] RATT: Options [21:40:14] RATT: 1074.5 C900 ITM A B [21:40:55] RATT: A : 1074.5( ) - 900( 900 ) - 91( lc ) = 83.5 * 200 = 16700 [21:41:17] RATT: B : 900( 900 ) - 1074.5( ) + 89( sc ) = -85.5 * 200 = -17100 [21:41:42] RATT: 899.9 C900 OTM Call Options [21:41:58] RATT: A 18200 lc

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[21:41:58] RATT: A 18200 lc 900 call put put calldw option[21:53:11] RATT: [21:53:57] RATT: 83.5 A : 1074.5( ) - 900( 900 ) - 91( lc ) = 83.5 * 200 = 16700

put [21:58:35] RATT: lp sp OTM[21:59:03] RATT: Set50 987 A B 2 [21:59:16] RATT: A put B strike price 900 4 ATM = 987OTM Call 987 OTM Put 987 ITM Call 987 ITM Put 987 strike price 900 put OTM[22:00:53] RATT: A B Put Options (4*200) = 800 200 lp A 5 1000 [22:01:11] RATT: B A Put Options (4*200) = 800 200 B sp 3 600 [22:01:25] RATT: Options [22:01:39] RATT: 895 P900 ITM A B [22:02:00] RATT: A : 900( 900 ) - 895( ) - 5( lp ) = 0 * 200 = 0 [22:02:18] RATT: B : 895( ) - 900( 900 ) + 3( sp ) = -2 * 200 = -400 [22:02:36] RATT: 902 P900 OTM Put Options [22:02:48] RATT: A 1000 lp 900[22:03:00] RATT: B A 600 A 900 [22:18:57] RATT: [22:19:08] RATT: [22:19:18] RATT: [22:19:31] RATT: lp sp itm[22:20:06] RATT: Set50 987 A B 2 [22:20:25] RATT: A put B strike price 1075 90 [22:20:38] RATT: A lp1075 90 B sp1075 90 [22:21:03] RATT: ATM = 987OTM Call 987 OTM Put 987 ITM Call 987 ITM Put 987 strike price 1075 put ITM[22:21:31] RATT: A B Put Options (90*200) = 18000 200 lp A 91 18200 [22:21:50] RATT: B A Put Options (90*200) = 18000 200 B sp 89

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18000 200 B sp 89 17800 [22:22:00] RATT: Options [22:22:22] RATT: 1025 P1075 ITM A B [22:22:52] RATT: A : 1075( 1075 ) - 1025( ) - 91( lp) = -41 * 200 = -8200 [22:23:21] RATT: B : 1025( ) - 1075( 1075 ) + 89( sp) = 39 * 200 = 7800 [22:23:37] RATT: 1075 P1075 ATM Put Options [22:23:51] RATT: A 18200 lp 1075[22:24:16] RATT: B A 17800 A 1075 [22:24:23] RATT: [22:24:37] RATT: [22:24:58] RATT: lc sc lp sp

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