KRX releases three new indices from October 1, 2010; KRX SRI Eco, KOSPI 200 Covered Call (C-KOSPI 200) and KOSPI 200 Protective Put (P-KOSPI 200). Also, KRX changes the name of KOSPI 200 Volatility Index from 'VKOSPI' to 'V-KOSPI 200.'
SRI Eco index consists of 30 KRX listed companies with high Environmental Evaluation Grade, which is one of three factors of Environmental, Social and Corporate Governance (ESG) in assessing Social Responsibility Index (SRI).
C-KOSPI 200 and P-KOSPI 200 are investment strategy indices and the strategy of C-KOSPI 200 is to long KOSPI 200 index constituents and short KOSPI 200 call option simultaneously. With this, excessive profit is expected when KOSPI 200 index goes down or moderately surges. However, the strategy of P-KOSPI 200 is to long both KOSPI 200 constituents and KOSPI 200 put option and loss is fixed when KOSPI 200 index plunges significantly. (KRX)
Details of the New Indices
KRX SRI Eco Index- Base Date : January 2, 2009
- Base Value : 1,000p
- Number of Constituents : 30
- Details of Constituents : Please refer to the attached file.
- Base Date : January. 11, 2007
- Base Value : 176.26p
