the market is open on christmas monday for japan and korea. I've attached a spreadsheet for Asian holidays for Dec/Jan (kindly put together by Steve @ IB).
http://baby.boom.com.hk/portfolio/holiday.asp For general use, but Def/Steves sheet also includes non regular hours. Thanks Def/Steve
The SGX sent out an amended holiday schedule. Please find attached a new schedule for the Asian exchanges. (a) is the only change. SGXNK and STW will be open on 26th December. The updated file is attached:
1. the front month settles into cash. It does not have to line up to the march future 2. stock loan is expensive 3. to sell stock there is a 50bps stamp tax 4. DIVIDENDS
What happened to the Kospi? The hoilday speadsheet shows it as being open on monday the 2nd of January but I don't have any quotes.
Can anyone advise the risk free interest rate to be used when calculating approx KOSPI option values please?