Underlying Asset | KOSPI 200 Volatility(V-KOSPI 200) | |
---|---|---|
Contract Size | V-KOSPI 200 Futures price times KRW 250,000 | |
Listed Contracts | The six consecutive near months | |
Trading Hours | 08:45~15:45 (08:45~15:35 on the last trading day) | |
Tick Size & Value | 0.05 point(KRW 12,500) | |
Last Trading Day | 30 days(calendar day) prior to the following month's KOSPI200 options last trading day. | |
Final Settlement Day | The following day of the last trading day | |
Final Settlement | Cash | |
Daily Price Limit | ① 30% ② 45% ③ 60% price limits are applied to the futures base price (only the 1st phase price limit is applied during 08:45~09:00) |
|
Position Limit | Individual | 10,000 contracts |
Others | 20,000 contracts | |
Trading Halts | When the KOSPI200 options trading halts, V-KOSPI Futures trading halts for the same period of time | |
Listing date | Nov 17, 2014 |