Single Stock Futures
Single Stock Futures
Underlying asset Underlying Asset List(SSF) (Click)
Month of settlement Two per month (Jan. - Nov.), three per month (Dec.)
Last trading day 2nd Thursday of the contract month
First trading day The 1st business day after the last trading day
Trading hours 09:00 ~ 15:45 (09:00 ~ 15:20 on the last trading day)
Contract size 10 shares
Price indication Price of equity futures (KRW)
Final settlement date Following day of the final trading day
Tick size
Tick Size
The price of single stock futures Tick size
KOSPI Market KOSDAQ Market
Less than KRW 1,000 KRW 10 KRW 1
KRW 1,000 ~ Less than KRW 5,000 KRW 5
KRW 5,000 ~ Less than KRW 10,000 KRW 10
KRW 10,000 ~ Less than KRW 50,000 KRW 50 KRW 50
KRW 50,000 ~ Less than KRW 100,000 KRW 100 KRW 100
KRW 100,000 ~ Less than KRW 500,000 KRW 500
KRW 500,000 or more KRW 1,000
Daily price limit ① 10% ② 20% ③ 30% price limits are applied to the futures base price
Maximum order quantity 1,000 contracts
Margin requirement Set according to respective riskiness of underlying equities
Periodic call auction When the market opens (08:00 - 09:00) and trading ends except the final trading day (15:35 - 15:45)
Trading suspension if necessary
(Circuit Breakers)
Trading of equity futures is suspended temporarily when the stock price changes dramatically.
Position limit (contracts) Position Limit (Click)
Position Limit Rate Change History
Position Limit Rate Change History
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Real-time Price Banding
Real-time Price Banding
Underlying Stock Rate of Price Fluctuation
Samsung Electronics, SK telecom, KT, KEPCO, Hyundai Motors, KIA Motors, Hyundai Steel, KT&G, Hyundai Heavy Industries, Hana Financial Group, SK Innovation, KB Financial Group, Doosan Infracore, GS E&C, NAVER, Korean Air 3%
POSCO, Shinhan Financial Group, Samsung C&T, LG Electronics, LG Display, Daewoo Securities, SK Hynix.Inc, Woori Financial Group 5%
Price banding is not applied to underlying stocks which is not described above. (ex. Emart, etc.) (As of 2014.9.1)
Content Manager
  • CCP Risk Management 051-662-2744