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SPECIFICATION
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Underlying Instrument
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3-year treasury bond with 8% coupon
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Trading Unit
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KRW 100million (face value)
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Price Quotation
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KRW 100nominal value, to two decimal places
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Minimum Price Fluctuation
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0.01or a value of KRW 10,000 per tick
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Contract Months
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March, June, September and December
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Number of Contracts Iisted
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2 contract months
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Margins
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Initial Margin Rate : 1.5%
Maintenance Margin Rate :1.0%
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Daily Price Limit
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None
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Position Limit
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It can be adopted when KOFEX determines to be necessary
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Last Trading Day
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Third Tuesday of the contract month
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Final Settlement Day
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First trading day preceding the last trading day
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Settlement Method
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Cash settlement
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Trading Hours
(Korean Standard Time)
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Single Price Auction:
Orders gathered during the pre-open session between 8:00 ~ 9:00 Local
time
09:00 ~15:05 (Mon-Fri) , 15:05 ~15:15(SPA)
09:00 ~11:30 (Last trading day)
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Trading Method
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Electronic trading
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Listing Date
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September 29, 1999
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Price Information Sources
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Reuters:o#KTB:
Telerate:KR@KTByym
Bloomberg:KEA Comdty
Internet: http://eng.krx.co.kr/index.html
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