50

composite index
SET Index 16
2538 100

Future
Option
ETF
TDEX
Derivative warrant

SET50 Index Futures

SET50 Index
SET50 Index

SET50 Index Futures

set50

2
long future short future

 future 975

set50
200
set50 1000 long future
25 200 5000
short future 5000

initial
margin 11200

 set50 950 short

future 25 200
5000 long future
5000

SET50 Index Options

SET50

(Exercise Price)

SET50 Index future set

50 200
Set50 index option
set50

1. SET50 Index future

2. SET50 index option

1. SET50 Index
2. long future 1
1000
12000
3. short call 1025 1

4. set50 1025 roll sc

1025 1050
future
5. short future 1
1000 12000
6. short put 975 1

7. set50 975 roll sp

975 950
future

1. sc 1000 + sp1000 1
2. set50 5
future
3. set50 1005 long future 1

4. set50 1025 roll 2

5. Roll sc1000 1025 roll sp 1000 1025
6. future 20
7. set50 set50
future 1

8. portfolio 2

8.1 sc + sp
8.2 set50
future