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1 Ms. SIEV Sosikha, Senior Manager Market Operations Department

Real example on continuous trading

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Page 1: Real example on continuous trading

1

Ms. SIEV Sosikha, Senior Manager

Market Operations Department

Page 2: Real example on continuous trading

Case 1: Single-Price Auction Method

2

Method and Mechanism of Trade Execution

Total

4,180

4,200

4,220

Buy Orders Price Sell Orders

4,240

1,000

500

1,500

Trade: 2,000 x 4,220 R = 8,440,000 R

1,000

500

(500)

Page 3: Real example on continuous trading

Case 2: Multiple-Price Auction Method

3

Method and Mechanism of Trade Execution

Total

4,200

4,220

4,240

Buy Orders Price Sell Orders

1,000

1,500

1,000 1,500

Trade: 1. 1,000 x 4,200 R = 4,200,000 R 2. 1,500 x 4,240 R = 6,360,000 R 10,560,000R

Page 4: Real example on continuous trading

Method and Mechanism of Trade Execution

Case3:Multiple-Price Auction Method

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Total

4,220

4,240

4,260

4,280

Buy Orders Price Sell Orders

1,200 800

900 1,000

Trade: 1. 600 x 4,260 R = 2,556,000 R 2. 400 x 4,260 R = 1,704,000 R 3. 500 x 4,260 R = 2,130,000 R 4. 1. 500 x 4,220 R = 2,110,000 R 2. 300 x 4,240 R = 1,272,000 R

600

500

400

700

500

300 (400)

Accumulative(trading value)= 9,772,000 R

Page 5: Real example on continuous trading

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THANK YOU!