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SPECIFICATION
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Underlying Instrument
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US Dollars
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Trading Unit
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US $10,000
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Price Quotation
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Korean Won(KRW) per US Dollar(USD) to two decimal places
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Exercise Style
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European
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Strike Price Intervals
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10.00 (Total 7 strike prices are initially listed: one “ at-the-money
” + three “ in-the-money ” + three “ out-of-money ”)
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Minimum Price Fluctuation
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0.1 1or a value of KRW 1,000 per tick
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Contract Months
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The first three consecutive contract months (two serial expirations
and one quarterly expiration) plus the next one months in the quarterly
cycle(March, June, September, December)
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Number of Contracts Iisted
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4 contract months
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Margins
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Margin of Sellers will change according to the premium.
Buyers of call and put options just pay the premium.
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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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Exercise Date
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Last trading day of the contract month
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Last Trading Day
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Second trading day preceding the final settlement day
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Settlement Method
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Delivery settlement
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Trading Hours
(Korean Standard Time)
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Mon-Fri: 09:00 ~ 15:05, 15:05 ~ 15:15(SPA)
Last trading day: 09:00 ~ 11:20, 11:20 ~ 11:30(SPA)
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Trading Method
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Electronic trading
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Listing Date
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April 23, 1999
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Price Information Sources
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Reuters:o#KRW
Telerate:KR@USKR.1yym
Bloomberg:KUA Curncy OTO
Internet: http://eng.krx.co.kr/index.html
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