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

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

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

Korea Stock Exchange KOSPI 200 / Event-Driven

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>The derivatives market will commence trading 15 minutes earlier, starting from July 31st. On July 7, KRX published guidelines that consolidate crucial factors for traders to consider regarding this alteration.</li>
<li>From a theoretical standpoint, the early discovery of derivative prices influenced by pre-market external variables can help mitigate excessive shocks in the spot market.</li>
<li>Considering suspected matched order fraud, particularly involving large-cap battery stocks, we should anticipate attempts to further exacerbate volatility in the early stages of the spot market using this earlier opening.</li>
</ul>


The derivatives market will commence trading 15 minutes earlier, starting from July 31st. On July 7, KRX published guidelines that consolidate crucial factors for traders to consider regarding this alteration.
From a theoretical standpoint, the early discovery of derivative prices influenced by pre-market external variables can help mitigate excessive shocks in the spot market.
Considering suspected matched order fraud, particularly involving large-cap battery stocks, we should anticipate attempts to further exacerbate volatility in the early stages of the spot market using this earlier opening.


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