08.19.2022

Eurex KOSPI Derivatives Record Volumes

08.19.2022
Eurex KOSPI Derivatives Record Volumes
  • In H1 2022, the total Eurex/KRX Link volume surged 160% YoY with close to 20 million contracts
  • More than three million KOSPI Weekly Options contracts were traded within the first four months, with a monthly ADV of 83K in June; Night/Day ratio achieved a record high of 29.1% on 11 August 2022
  • Amidst persistent inflation and a strong USD, trading activity in the USDKRW Futures grew 81% YoY to a 2022 ADV of 2.8K
  • Mini-KOSPI Futures trading volume continued to grow, with over 8.7K contracts traded daily in 2022 and the Night/Day ratio increased 3.1 percentage points to hit 7.9%; It also achieved record high trading activity during its May expiration, with over 22K contracts traded in a single night
  • KOSPI 200 Futures have shown consistent growth, with monthly ADV rising steadily throughout 2022. In June 2022, it reached a monthly ADV of 15.8K, an increase of 403% as compared to June 2021

1_KOSPI 200 Options volume

Source: Eurex

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