Kospi 200

Discussion in 'Index Futures' started by gfmchina, Jan 11, 2007.

  1. gfmchina


    The volume on this contract is great (K200 in IB). For example, 470,000 contracts today.

    Want to get some pros and cons from some people currently trading this contract. KiwiTrader, et al.. What do you think?

  2. gfmchina


    Here is 20 range chart for today. Nice intraday swings today.

    A 1 pt move is equal to 500,000 KRW or about U$450.
  3. gfmchina


    pils13: Here is the Ensign study window that "colors' the bars via their relationship to the Parabolic SAR study in Ensign.
  4. pilgs13


    Thank you very much.
  5. Billf2


    The Kospi is still the largest contract around.

    "The FIA survey ranks individual derivatives contracts by trading volume (measured by the number of contracts and not the notional value). By far the largest is the option on the Kospi 200 equity index. There were 2,837 million of these contracts traded on the Korean Stock Exchange in 2003, and the second greatest trading volume was for the Euro-bund futures, traded on Eurex, with 244 million contracts traded. The former king of the hill, the 30-year U.S. Treasury bond futures traded on the Chicago Board of Trade is now ranked 15th, while the CBOT's 10-year and 5-year Treasury Note contracts are 7th and 12th. In addition to the Kospi 200 option, emerging market derivatives in the top 10 also included the Mexican Mexder's TIIE 28 futures contract (ranked 4th)."