Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

KRX Official: Key Points of Earlier Derivatives Market Opening & Market Impacts to Consider

KRX's Official Selection Results of SSF & SSO Adds/Deletes: New Rules & Trading Ramifications

KRX Plans to List Single-Stock Futures of All KS200 & KQ150 Constituents

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>It is highly probable that SP trading will increase after July 31st, as this will provide a more conducive environment for the seamless rollover of large positions.</li>
<li>Considering the actual impact on the market, we may have to pay more attention to the potential surge in trading volume for single-stock futures SP.</li>
<li>We see a rise in aggressive position setups in event trading, including rights offerings. This may lead to a more substantial price impact by increasing the intensity of such trading.</li>
</ul>


It is highly probable that SP trading will increase after July 31st, as this will provide a more conducive environment for the seamless rollover of large positions.
Considering the actual impact on the market, we may have to pay more attention to the potential surge in trading volume for single-stock futures SP.
We see a rise in aggressive position setups in event trading, including rights offerings. This may lead to a more substantial price impact by increasing the intensity of such trading.


Impact of Allowing Negotiated Block Trades for Eight Futures Spreads, Incl. SSF SP

Mini Kospi 200 Futures

Impact of Allowing Negotiated Block Trades for Eight Futures Spreads, Incl. SSF SP