Korea / Special Situations, Clepsydra Capital

Sanghyun Park

I investigate special situations in Korea.

Korea / Special Situations

Samsung Electronics Stock Split Event - Trade Idea Using VKOSPI Futures

Samsung Electronics Stock Split - Short Selling Opportunity Checkup

Looking into Samsung Electronics' Price Fall During Feb 2-9 and Rise Since Then

Event-Driven

As well expected, KOSPI 200 Futures trade volume fell from 207,601 contracts on Apr 27 to 112,744 contracts on Apr 30 and 135,377 contracts on May 2. By the way, the KOSPI 200 Futures (ending June) market basis reached -1.63pt on May 2. As of now (12:30 PM), the KOSPI 200 Futures market basis is hovering at -2.12pt which is the lowest level (quite strong level of backwardation). <table class="table table-striped"><tbody>
<tr>
<td style="width: 135px;" data-sheets-value='{"1":2,"2":"일자"}'>KOSPI 200 Futures</td>
<td style="text-align: right; width: 89px;" data-sheets-value='{"1":2,"2":"종가"}'>Closing</td>
<td style="text-align: right; width: 110px;" data-sheets-value='{"1":2,"2":"거래량 (계약)"}'>Trade volume</td>
<td style="text-align: right; width: 106px;" data-sheets-value='{"1":2,"2":"계약금액 (백만원)"}'>Trade value (₩ mil)</td>
<td style="text-align: right; width: 67.5313px;" data-sheets-value='{"1":2,"2":"현물가"}'>KOSPI 200 Index</td>
<td style="text-align: right; width: 100px;" data-sheets-value='{"1":2,"2":"베이시스_시장"}'>Market basis</td>
</tr>
<tr>
<td style="width: 135px;" data-sheets-value='{"1":2,"2":"2018/05/02 (주간)"}'>
2018/05/03
* As of 12:30 PM
</td>
<td style="text-align: right; width: 89px;" data-sheets-value='{"1":2,"2":"320.90"}'>-</td>
<td style="text-align: right; width: 110px;" data-sheets-value='{"1":2,"2":"135,377"}'>108.590</td>
<td style="text-align: right; width: 106px;" data-sheets-value='{"1":2,"2":"10,877,389"}'>8,</td>
</tr>
</tbody></table>…

As well expected, KOSPI 200 Futures trade volume fell from 207,601 contracts on Apr 27 to 112,744 contracts on Apr 30 and 135,377 contracts on May 2. By the way, the KOSPI 200 Futures (ending June) market basis reached -1.63pt on May 2. As of now (12:30 PM), the KOSPI 200 Futures market basis is hovering at -2.12pt which is the lowest level (quite strong level of backwardation). 

KOSPI 200 Futures
Closing
Trade volume
Trade value (₩ mil)
KOSPI 200 Index
Market basis



2018/05/03
* As of 12:30 PM

-
108.590
8,

…

SamE 거래 중단 기간 중 VKOSPI 선물 거래에 대한 업데이트