Daily Market Summary

Monday, December 14, 2015

Stock Market Indexes

2014

2015

Percent Change

November

Dec. 11

Dec. 14

From end
of previous
day

From end
of previous
month

From end
of previous
year

3,942.92

3,937.91

3,868.46

3,838.42

-0.78

-2.53

-2.65

2,711.2

2,898.7

2,482.5

2,344.2

-5.57

-19.13

-13.54

1,915.59

1,991.97

1,948.62

1,927.82

-1.07

-3.22

0.64

3,983.6

4,727.4

4,020.3

4,022.0

0.04

-14.92

0.96

542.97

688.38

653.48

630.37

-3.54

-8.43

16.10

Trade volume
(KRW, billions)

1,970.3

3,557.7

3,060.9

2,868.9

-6.27

-19.36

45.61

Investor
2
Deposits
(KRW, trillions)

15.91

20.85

20.32

20.74

2.07

-0.53

30.36

245.00

244.85

238.00

236.30

-0.71

-3.49

-3.55

143,640

108,663

103,045

108,433

5.23

-0.21

-24.51

108,943

115,237

91,943

95,259

3.61

-17.34

-12.56

0.43/
4.55

2.13/
2.30

2.88/5.30

3.35/5.02

0.47/-0.28

1.22/2.72

2.92/0.47

2,092,017

1,429,531

927,130

939,371

1.32

-34.29

-55.10

1,139,290

1,189,535

636,799

711,987

11.81

-40.15

-37.51

KRX100
1

Trade volume
(KRW, billions)
KOSPI
1

Trade volume
(KRW, billions)
KOSDAQ
1

KOSPI200
3
Futures
1

Trade volume
(No. of contracts)
1

Open interest
(No. of contracts)
KOSPI200
4
Options
1

Trade volume
(No. of contracts)
1

Open interest
(No. of contracts)
1

Daily averages for the year 2014 and for the month of November 2015;
After the closing of the previous trading day;
3
For the contract month of March 2016;
4
For the contract month of March 2016; call/put with the at-the-money (ATM) at 240.0 for the
previous trading day and 237.5 for the latest trading day;
2

Bond Market Indexes

2014

2015

Percent Change

November

Dec. 11

Dec. 14

From end
of previous
day

From end
of previous
month

From end
of previous
year

CD (91-day)

2.13

1.66

1.67

1.67

0.00

0.01

-0.46

3-Year KTB

2.10

1.79

1.75

1.73

-0.02

-0.06

-0.37

5-Year KTB

2.29

1.96

1.94

1.93

-0.01

-0.03

-0.36

10-Year KTB

2.61

2.25

2.24

2.22

-0.02

-0.03

-0.39

Corporate Bonds
(3-Year, AA-)

2.44

2.17

2.16

2.15

-0.01

-0.02

-0.29

Corporate Bonds
(3-Year, BBB-)

8.26

8.12

8.10

8.09

-0.01

-0.03

-0.17

12,282.6

17,271.7

20,776.2

20,996.8

1.06

21.57

70.95

108.20

109.24

109.35

109.4

0.05

0.15

1.11

69,092

88,031

96,982

46,607

-51.94

-47.06

-32.54

215,215

227,673

110,297

51,545

-53.27

-77.36

-76.05

Trade Volume
(KRW, billions)
3-Year KTB
2
Futures
1

Trade volume
(No. of contracts)
1

Open interest
(No. of contracts)
1
2

Daily averages for the year 2014 and for the month of November 2015;
For the contract month of December 2015;

Foreign Exchange Rates

2014

2015

Percent Change

November

Dec. 11

Dec. 14

From end
of previous
day

From end
of previous
month

From end
of previous
year

KRW/USD

1,099.3

1,158.1

1,179.5

1,184.8

0.45

2.31

7.78

Non-Deliverable
Forward
(Jan. 2016)

1,100.9

1,159.2

1,180.6

1,186.0

0.46

2.31

7.73

913.0

943.7

966.5

977.6

1.15

3.59

7.08

120.4

122.7

122.0

121.2

-0.66

-1.22

0.66

1.2134

1.0585

1.0937

1.0962

0.23

3.56

-9.66

1,100.6

1,158.0

1,179.2

1,185.2

0.51

2.35

7.69

76,006

126,626

127,918

131,187

2.56

3.60

72.60

473,381

565,381

545,969

542,546

-0.63

-4.04

14.61

KRW/100 JPY
1

JPY/USD

USD/EUR

USD Futures

Trade volume
(No. of contracts)
3

Open interest
(No. of contracts)
1

Exchange rate from the Tokyo market as of 3:00 p.m. of the trading day;
For the contract month of December 2015;
3
For October, daily average from November 17 to 30;
2

Foreign Investors Net Stock and Bond Purchases (In billions of won)
2014

2015
Month of
November

Dec. 11

Dec. 14

Month of
December

YTD

4,834.8

-1,930.9

-231.2

-295.0

-2,265.5

-2,598.8

KOSDAQ shares

1,032.1

238.2

1.3

-7.1

44.9

-582.8

Sum

5,866.9

-1,692.8

-229.9

-302.1

-2,220.6

-3,181.6

37,090.4

2,123.4

54.1

265.7

985.2

34,132.4

42,957.3

430.6

-175.8

-36.4

-1,235.4

30,950.8

Total transactions

5,953.9

8,285.2

7,251.1

6,890.9

Foreign investors
transactions

2,613.8

2,991.2

2,833.2

2,501.8

43.9

36.1

39.1

36.3

5,599.4

7,509.7

7,161.6

6,721.3

Cumulative
Amount
4
(% of total)

Net Purchase
Stocks
1

KOSPI shares

Bonds

Total
Average Daily
Trading
1

Stocks

Share of foreign
investors transactions
(%)
Bonds
1

Figures from KOSCOM data (on settlement basis);

Listed bonds (on settlement basis), as of 4:00 p.m. of the trading day;
3
On-exchange transactions;
4
Figures from the previous trading day, net bond purchase unchanged at KRW100.5784
trillion net of redemption at maturity;
2

401,347.7
(32.5%)
18,945.3
(10.0%)
420,293.0
(29.5%)
100,578.4
(6.5%)