Korea Exchange (KRX): Analysis Of Trading Of Mini KOSPI 200 Futures And Options 30 Trading Days After Listing

Quantitative Aspect: As daily trading volume of Mini products has continued to increase, Mini KOSPI200 Futures and Options reached 30 thousand contracts level and 70 thousand contracts level, respectively.

Qualitative aspect: there is almost no price disparity between Mini products and original index products, and qualitative indicators such as bid/ask spread and market depth are constantly improving.

Outlooks: Considering other global exchanges’ cases and recent expanded volatility tendency, etc., demand for Mini products is expected to expand.

File: 20150909 Analysis of Mini KOSPI 200 trading activity.pdf

※ Period analyzed: Jul.20, 2015 ~ Aug. 31, 2015 (30 trading days)