Korea / Special Situations, Clepsydra Capital

Sanghyun Park

I investigate special situations in Korea.

Korea / Special Situations

KOSPI 200 Futures Calendar Spread Trading: Latest on Year-End Dividend Record Date Changes

Key Points to Consider at This Stage Regarding the Year-End Ex-Dividend Play

Finally, a Risk-Free Dividend Arbitrage Trading Opportunity Is Presented in Korea: Feat. SK Inc

Korea / Special Sits, Pairs, Index Rebalancing

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>The data is crucial for year-end dividend arbitrage. We can strategically target Single-stock futures' spread basis widening due to information timeliness disparities, focusing on companies with high dividend yields.</li>
<li>Furthermore, it offers valuable insights into assessing the December-March spread levels, potentially leading to a rollover distortion in KOSPI 200 futures' calendar spread trading.</li>
<li>Postponed yearend dividend record dates to March may clash with first-quarter dividends, offering a new trading opportunity. this unique situation could significantly impact spot and futures prices.</li>
</ul>


The data is crucial for year-end dividend arbitrage. We can strategically target Single-stock futures' spread basis widening due to information timeliness disparities, focusing on companies with high dividend yields.
Furthermore, it offers valuable insights into assessing the December-March spread levels, potentially leading to a rollover distortion in KOSPI 200 futures' calendar spread trading.
Postponed yearend dividend record dates to March may clash with first-quarter dividends, offering a new trading opportunity. this unique situation could significantly impact spot and futures prices.


Comprehensive List: 359 Companies on KOSPI & KOSDAQ Deferring Yearend Dividend Record Dates

Shinhan Financial

Comprehensive List: 359 Companies on KOSPI & KOSDAQ Deferring Yearend Dividend Record Dates