Investment Newsletter: 2556

108 1009
Single Stock Futures
, ,

New High
Basis Trading Basis Basis
Futures

Basis = Futures - Spot

KTB 20.50 Futures KTB

20.66 Basis 20.66 - 20.50 = 0.16 Basis trading
Basis 2
Long Basis Short Basis

1. Basis Long Basis Long Futures

2. Basis Short Basis Short Futures

Basis
Basis
Basis Basis
KTB 19.80 Futures KTB 20.13 Basis
0.33 Short Basis
Short Futures KTB 20.13 KTB 19.80 2
KTB 21.3 Futures KTB 21.11 Basis -0.19

KTB : 21.3 - 19.80 = 1.5

Short Futures KTB : 20.13 - 21.11 = - 0.98
Short Basis : 1.5 - 0.98 = 0.52

Basis 0.33 -0.19 Short Basis

0.52 Basis 0.33
 Investment Newsletter: 2556

108 1009
Single Stock Futures

Basis KTB KTB Futures

1 : Basis KTB Futures

Basis


Single Stock Futures
Basis Trading
Bid-Ask Spread

Chutikans@ phillip.co.th Werajakj@phillip.co.th

( 37928)


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