Guide to Index
Other Series_F-USDKRW
F-USDKRW refers to the index derived from the price of nearest month contract in the KRX US Dollar futures market it is used as a guide to track US dollar and inverse ETF and others F-USDKRW has been calculated and published since January 18.2010 with base value of 1.000p as of January 2.2007
General Information
- Name of Stock Index: F-USDKRW
- Purpose: to be used as index to track US dollar and inverse ETF and others
* Method of Calculation: It is derived from the price of nearest month contract in the KRX US Dollar futures market
Here, the agreed upon amount of futures contract is calculated by multiplying the US Dollar futures index by the transaction multiplier (10,000). - Roll-over of base month constituent: The carryover is retroactive from two days (T-2) prior to the last trading day to reduce the burden of volume when the settlement month constituents are exchanged.
- Last Trading Day (T Day): The price of the second nearest month contract is used.
- Day before the last trading day (T-1 Day): The weighted average price of the second nearest month contract (2/3) and the nearest month contract (1/3) is used.
- Two days before the last trading day (T-2 day): The weighted average price of the second nearest month contract (1/3) and the nearest month contract (2/3) is used.
- Base Day: January 02, 2007
- Base Value: 1,000
※ Data and information on the KRX website are provided for the purpose of improving availability of information for investment, not for trading securities. In spite of the efforts made in ensuring the accuracy of data and information, the KRX recognizes that unintentional and chance errors and delays occur. The KRX is not responsible for any loss resulted from the investments made using the data and information provided on its website.
