Gold Futures Express
25 #$#%&'( .). 2555
DPM  2555
#$%&#'$%&()*&'+*+
DPM )()*&',--./'
ThGoldBullion
152.63%
#0)'
104,500
1+6'789+: (&' ')
4,650
1 #.'. 55
1 (3.2. 55
1 .'. 55
1 1(.2. 55
1 (.'. 55
-1.04%
1 #.. 55
1 (.'. 55
DPM Port
180%
160%
140%
120%
100%
80%
60%
40%
20%
0%
-20%
1+-2'30 (&')
159,500
1+;'789+: (&' ')
-720
Gold Futures ,- Commodity
Express  2555
Open
Close
Status
Close Date
P/L (&' ') P/L (&') P/L (%)
Accu return
24,250
23,920 Short
4 (#$&'( 2555
330
15,500
14.83%
14.83%
24,230
24,200 Long
4 (#$&'( 2555
-30
-2,500
-2.39%
12.44%
24,250
24,650 Long
6 (#$&'( 2555
400
19,000
18.18%
30.62%
25,230
25,200 Long
17 (#$&'( 2555
-30
-2,500
-2.39%
28.23%
25,190
25,090 Short
23 (#$&'( 2555
100
4,000
3.83%
32.06%
25,700
25,740 Long
3 #(e& 2555
40
1,000
0.96%
33.01%
25,390
25,420 Short
7 #(e& 2555
-30
-2,500
-2.39%
30.62%
25,450
25,340 Short
15 #(e& 2555
110
4,500
4.31%
34.93%
25,200
25,370 Short
17 #(e& 2555
-170
-9,500
-9.09%
25.84%
25,770
24,990 Short
12 (&'( 2555
780
38,000
36.36%
62.20%
24,850
24,430 Short
16 (&'( 2555
420
20,000
19.14%
81.34%
24,600
24,700 Long
26 (&'( 2555
100
4,000
3.83%
85.17%
24,710
24,800 Long
27 (&'( 2555
90
3,500
3.35%
88.52%
24,400
24,480 Short
30 (&'( 2555
-80
-5,000
-4.78%
83.73%
24,520
24,590 Long
4 1(g&2 2555
70
2,500
2.39%
86.12%
24,200
24,100 Short
5 1(g&2 2555
100
4,000
3.83%
89.95%
24,300
24,380 Short
11 1(g&2 2555
-80
-5,000
-4.78%
85.17%
24,200
24,200 Short
19 1(g&2 2555
0
-1,000
-0.96%
84.21%
24,400
24,430 Short
30 1(g&2 2555
-30
-2,500
-2.39%
81.82%
24,400
24,000 Short
8 hge&'( 2555
400
19,000
18.18%
100.00%
23,650
23,680 Short
10 hge&'( 2555
-30
-2,500
-2.39%
97.61%
23,600
23,630 Short
11 hge&'( 2555
-30
-2,500
-2.39%
95.22%
23,600
23,260 Short
17 hge&'( 2555
340
16,000
15.31%
110.53%
23,600
23,570 Long
18 hge&'( 2555
-30
-2,500
-2.39%
108.13%
23,610
23,750 Long
21 hge&'( 2555
140
6,000
5.74%
113.88%
23,730
23,500 Short
24 hge&'( 2555
230
10,500
10.05%
123.92%
23,800
23,770 Long
29 hge&'( 2555
-30
-2,500
-2.39%
121.53%
24,360
24,280 Long
7 (3Y&2 2555
-80
-5,000
-4.78%
116.75%
24,200
24,000 Short
7 (3Y&2 2555
200
9,000
8.61%
125.36%
24,100
24,400 Long
14 (3Y&2 2555
300
14,000
13.40%
138.76%
24,240
24,270 Short
20 (3Y&2 2555
-30
-2,500
-2.39%
136.36%
24,140
23,850 Short
25 (3Y&2 2555
290
13,500
12.92%
149.28%
23,910
23,950 Long
27 (3Y&2 2555
40
1,000
0.96%
150.24%
23,890
23,800 Short
29 (3Y&2 2555
90
3,500
3.35%
153.59%
24,120
24,200 Long
5 #$#%&'( 2555
80
3,000
2.87%
156.46%
24090 Short
10 #$#%&'( 2555
0
-1,000
-0.96%
155.50%
24090
$&'&:;'<&=;?@BCD:E= YTD -1.04% GHI DPM Model
Portfolio ?@BCD:E= YTD 152.63% (@#'&?MN&2?#&$OPQ:G&2
1$2E$:2=C RS2=2#1TVS#<&V$N&##&$1TSXY&I Long 37.32%
=CIVS#<&V$N&##&$1TSXY&I Short 115.31%)
RS2($&2CI1:2SG:;'<&=I<&S;D: VTQ '<&=I<&Q;X3Q 37 '$Q;
MI 21 '$Q; = 16 '$Q;
#&$ Futures X&(&$Y1CVSQ;G&G^Q=CIG&C; <&?@(R:#&XX$&;
BCD:E=VS 1 X(:V(  & S M N IB B(&#=' V @ :#N&#Q @ &#
X;1#D'<&=I<&G:;1$& NI1@_&?'$Q;=(# &$G&S:2&;N<&#S
('$Q;=G&S1`C2 45 E&D:$:E) 1P:;N&##&$(32?#&$C;
RS2#&$DQ; NSD SG&S (Stop Loss) :2& ;1'$;'$ S =CIX&(&$Y
MS1M2S2#<&V$(&##&?'$Q;MIN&##&$ Let Profit Run ('$Q;
MI( #< & V$1`C 2:2b 221 E&D : $:E) '3 S 1T #< & V$1`C 2(&## &
G&S1`C2Y^; 4.9 1& <&?@RS2$(X&(&$YX$&;BCD:E=VS&
:?N =CIXb;#&BCD:E=G:; benchmark
Status
Long
Short
Total
.0*0-#-W-2 Gold Futures DPM *78** 2555
Count Win Loss
W Ratio
Avg P(&') Avg L(&') AvgP/AvgL
14
9
5
64%
140
-40
3.5
23
12
11
52%
283
-47
6.0
37
21
16
57%
221
-45
4.9
: !"#$%&'(% () %&*! ". $',- . , #/0"!' %)'("/$&)&&
$%! %%/! 1 '2/$- "!'3 !&2&$45-'&2($2/$- #/2! $#/$.$$',-! 1 !2".$ $',-$ !1 &0% %%"/2!"%'$%* 0"2"464&0% !%%(&$,7/
0,! 1 ". $',- . , #/0"!' %%4!
Gold Futures Express
Derivatives Product Management Department
www.asiaplus.co.th
Gold & Silver Futures
Gold Futures Express
25 #$#%&'( .). 2555
'*):])-
-\/8%1$8
'#'_
:;'<&=;
:;$bT$$H
\/8
23,600
23,237
%
23,700
24,100
%Chg %1Week
-0.63%
0.00%
0.00%
-2.27%
%1Year
3.95%
2.16%
Foreign Exchange
Thai Baht (Baht/USD)
Japan Yen (Yen/USD)
Euro (Euro/USD)
Dollar Index
Close
31.76
78.18
0.83
84.05
Chg
0.04
-0.15
0.00
0.29
%Chg %1Week
0.13%
0.28%
-0.19%
-1.09%
0.39%
1.91%
0.35%
1.22%
%1Year
6.83%
-0.13%
19.16%
13.48%
Close
1,576
26.80
567
88.50
103.10
Chg
-1.12
-0.20
-1.00
0.36
-0.32
%Chg %1Week
-0.07%
-0.34%
-0.74%
-1.65%
-0.18%
-1.95%
0.41%
-0.81%
-0.31%
-1.37%
In THB
23,791
851
Chg
20
10
30
%Chg
0.08%
0.04%
0.12%
Vol.
1,990
273
17
OI
7,338
2,065
343
OI Chg
-105
59
6
11
11
11
1.29%
1.28%
1.25%
94
0
10
217
56
25
34
0
0
Commodity Price
US Gold Spot (USD/OZ)
US Silver Spot (US$/OZ)
Platinum (US$/OZ)
Nymex Oil (USD/Barrel)
Brent Oil (USD/Barrel)
FUTURES (%) Settle.
GFQ12 (36 )
23,870
GFV12 (97 )
23,980
GFZ12 (155 )
24,090
SVQ12 (36 )
SVV12 (97 )
SVZ12 (155 )
865
869
893
. Long(Short): 7ii
Long
Short
%%%
2,849
3,693
*6*0
741
492
.&7
6,121
5,526
Net
(844)
249
595
$&'&:;'<&T$EDCSC; 0.07% TSDC&S 1,575.93
S:CC&$ =# ; D ?#$:E 1,568.81-1,583.30 S:CC&$ RS2
$ # g&$IS E '&(=G_ ; =#$ ; V V S S #  & DC&S@ 1T X:;
D3SD:# ?GHI#C;1G&OPQ::;?i&IX3$2('&(
TC:Se2Xb ; @C;N&#1N &@ &X@e&2R $T (:2b) '&S#&$H &
#$O:&NN<&1TD:;T$ER'$;X$&; @Q13(1D3( ?GHIRC@I1;3
T$EDCSC; 0.74% TSDC&S 26.80 S:CC&$ =#;D?#$:E
26.62-27.14 S:CC&$
● SPDR Gold Trust #:; ETF :;'<&?@lXS?
RC# YP: '$:;:;'<& =; V( 1TC 2=TC; C& XS YP: '$:; $IS E
1,254.64 D RS2D T Y^; TN N E (# &$YP : '$:;:;'< &13(G^Q 0.07 D
3,274
● iShare Silver Trust #:; ETF RC@I1;3?@l
XS?RC# YP:'$:;RC@I1;3=;V(1TC2=TC; C&XSYP:'$:;
$ISE 9,708.75 D RS2DTY^;TNNE(#&$YP:'$:;RC@I1;3
13(G^Q 102.99 D
(&: Reuters, Bloomberg, DPM
+ Long(Short)
3 2 XTS&@
1 1SP:
800
7,219
6,140
(601)
(4,287)
(3,251)
(199)
(2,932)
(2,889)
XY&I Futures $(1`&I Gold =CI Silver Futures
#1W&2\*97&*0:*+
-:j:76$9])- ' ])9#0 && real time
http://www.gloryskygroup.com/index.aspx?lang=en
-1, +#+*, ',])9#0
http://www.kitco.com/
(& Bisnews
-./' SPDR Gold Trust
2,000
1,900
1,800
1,700
1,600
1,500
1,400
1,300
1,200
1,100
1,000
900
800
-./])9#0 iShare Silver
1,500
1,581.25
50
45
40
35
30
25
20
15
10
5
0
1,400
1,300
1,254.64
1,200
1,100
1,000
26.96
9,000
9,708.75
8,000
52
52
52
52
52
53
53
53
53
53
53
54
54
54
54
54
54
55
55
55
55
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
7,000
52
52
52
52
52
53
53
53
53
53
53
54
54
54
54
54
54
55
55
55
55
US Gold Price (USD/Troy Ounce)
11,000
10,000
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
#.2.
.2.
(.'.
(.'.
.'.
#.'.
900
12,000
US Silver Price (USD/Troy Ounce)
SPDR Holdings (metric tons)
ishares Silver Holdings (metric tons)
(& : Bloomberg
(& : Bloomberg
D3SD&(=CI:&E31'$&I@2:@C;B&1_EVODVS http://www.asp-derivatives.com
2
Derivatives Product Management Department
Gold Futures Express
www.asiaplus.co.th
Gold & Silver Futures
Gold Futures Express
25 #$#%&'( .). 2555
-)%'3-)' Gold Futures
$&'&:;'<&2;';O^( =#;D?#$:E='E1M1S3( #$:E$&'& 1,564 Y^ ; 1,589 S:CC&$ 1P :;N&#( ' &(
'C(1'$P:G:;Q;&2:TX;'=CI:T& RS2#C;V(=?N
& NIYP : :;'< & V ? i&IX3 $ 2 TC:Se 2 @$P : X3 $ 2
1X2;#= @C;N&#3#hD@QX3?T$I1)=YE2bR$RO(&
 & NIC # C&(E&TC&2: # '$Q ;
?GHI #&$T$ E D G^Q Xb
NSXb;XS?@(G:; Dollar Index XI:Y^;'&(#;CD:3#hD
@QS;#C&
S21@D#&$HS;#C& <&?@#&$1TSXY&I1(P:$&'&
IC=D&@$P:IC=$E NI1T#&$TC:Se2#& &;1$&
=I<&?@#C;:S$:N;@IS;#C&
-k'*):97l
● 97&-#:. Long
@&#$&'&:;'<&RC#X&(&$Y2P1@P: 1,590 S:CC&$
VS @$P: GFQ12 X&(&$Y2P 1@P : $ISE 24,200 E& =I< &
?@#C;1TS Long GFQ12 24,200/24,250 E&RS2(
1T &@(&2< & #<& V$ 24,550 E& =CI( NS D SG&S 30
E&
-k:76$#097l (Dollar Index)
● 97&-#:. Short
@&#$&'&:;'< & RC#V( X &(&$Y2P 1@P : 1,570
S:CC&$ V S @$P : 1 2 E1 & GFQ12
$&'& 23,800 E&
=I<&?@#C;1TS Short GFQ12 RS2(1T&@(&2<&#<&V$
23,550 E& =CI(NSDSG&S 30 E&
@$P:@&# GFQ12 SSDVT=CISX:E 24,200 E&
=C2PV(VS?@#C; follow short 24,200/24,180E&
RS2(1T&@(&2<&#<&V$ 23,550 E& =CI(NSDSG&S
30 E&
(& : Bisnews
*+o GFQ12
*+o SVQ12
#0&' (THB/USD)
Gold
Price
31.53
31.63
31.73
31.83
31.93
32.03
1,533
23,044
23,116
23,189
23,262
23,335
23,408
#0&' (THB/USD)
32.13
Silver
Price
31.53
31.63
31.73
31.83
31.93
32.03
32.13
23,481
22
697
699
701
703
705
708
710
1,543
23,193
23,267
23,340
23,413
23,487
23,560
23,633
23
728
730
733
735
737
740
742
1,553
23,343
23,417
23,491
23,565
23,639
23,712
23,786
24
760
762
764
767
769
772
774
25
791
794
796
799
801
804
806
1,563
23,493
23,567
23,642
23,716
23,790
23,865
23,939
1,573
23,643
23,718
23,793
23,867
23,942
24,017
24,092
26
823
825
828
830
833
836
838
1,583
23,793
23,868
23,943
24,019
24,094
24,169
24,244
27
854
857
860
862
865
868
870
1,593
23,943
24,018
24,094
24,170
24,246
24,321
24,397
28
886
889
891
894
897
900
903
1,603
24,093
24,169
24,245
24,321
24,397
24,474
24,550
29
917
920
923
926
929
932
935
1,613
24,243
24,319
24,396
24,473
24,549
24,626
24,702
30
949
952
955
958
961
964
967
1,623
24,392
24,470
24,547
24,624
24,701
24,778
24,855
31
980
983
986
990
993
996
999
1,633
24,542
24,620
24,697
24,775
24,853
24,930
25,008
32
1,012
1,015
1,018
1,021
1,025
1,028
1,031
T$I(&H#&$HRS2?M cost of carry model S:#1E2
Q 3% D:T
T$I(&H#&$HRS2?M cost of carry model S:#1E2
Q 3% D:T
(& : Bisnews, DPM Estimate
(& : Bisnews, DPM Estimate
3
Derivatives Product Management Department
Gold Futures Express
www.asiaplus.co.th
Gold Futures Express
Gold & Silver Futures
D3SD&(=CI:&E31'$&I@2:@C;B&1_EVODVS http://www.asp-derivatives.com
25 #$#%&'( .). 2555
-k7*1'*])9#0*):97l
&$& '( 7/24/12
($/)
Gold Silver Ratio
?#$H GSR (Gold Silver Ratio) T$EDG^Q E;MQ&$&'&:;'<&
T$ED13(G^Q(&##&RC@I1;3 ?&;#CE#@&# GSR T$EDCSC;
E;MQ&$&'&RC@I1;3T$EDG^Q(&##&$&'&:;'<&
RS2=I<&?@N<&Xll&1TS'b#D&(D&$&;G&;C&;Q
H 25 #.'. 12
:1 GSR
7&*71q8
Long GFQ12,
Short SVQ12
:1 GSR
7&*71)
Short GFQ12,
Long SVQ12
,1
7ii
1
3
+j)
+o
238,700
259,500
22:15
22:00
21:45
21:30
21:15
21:00
20:45
20:30
20:15
20:00
19:45
19:30
19:15
18:15
18:00
17:45
17:30
17:15
17:00
16:45
16:30
16:15
16:00
15:45
15:30
15:15
15:00
14:45
14:30
14:15
14:00
12:30
12:15
12:00
11:45
11:30
11:15
11:00
10:45
10:30
10:15
10:00
9:45
1,576.91
1,576.91
1,578.76
1,578.01
1,577.10
1,578.60
1,581.16
1,581.85
1,581.11
1,579.00
1,578.45
1,575.04
1,574.76
1,574.04
1,574.31
1,572.80
1,572.50
1,573.40
1,573.30
1,573.44
1,574.40
1,574.10
1,575.40
1,575.80
1,575.20
1,575.86
1,573.91
1,572.96
1,574.54
1,575.62
1,575.61
1,576.64
1,576.19
1,577.07
1,577.54
1,576.26
1,576.51
1,576.40
1,575.15
1,575.21
1,575.50
1,575.70
1,575.74
!
"#$
23,890
23,880
23,900
23,900
23,900
23,910
23,920
23,930
23,940
23,920
23,920
23,890
23,870
23,870
23,870
23,860
23,870
23,870
23,860
23,870
23,850
23,840
23,850
23,870
23,880
23,890
23,880
23,880
23,880
23,880
23,870
23,870
23,870
23,870
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,900.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
23,800.00
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Derivatives Product Management Department
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Derivatives Product Management Department
Gold Futures Express
www.asiaplus.co.th