Published On: Fri, Oct 1st, 2010

KRX Releases New Indices – KRX SRI Eco and KOSPI 200 Strategy Indices

KRX releases three new indices from October 1, 2010; KRX SRI Eco, KOSPI 200 Covered Call (C-KOSPI 200) and KOSPI 200 Protective Put (P-KOSPI 200). Also, KRX changes the name of KOSPI 200 Volatility Index from ‘VKOSPI’ to ‘V-KOSPI 200.’

SRI Eco index consists of 30 KRX listed companies with high Environmental Evaluation Grade, which is one of three factors of Environmental, Social and Corporate Governance (ESG) in assessing Social Responsibility Index (SRI).

C-KOSPI 200 and P-KOSPI 200 are investment strategy indices and the strategy of C-KOSPI 200 is to long KOSPI 200 index constituents and short KOSPI 200 call option simultaneously. With this, excessive profit is expected when KOSPI 200 index goes down or moderately surges. However, the strategy of P-KOSPI 200 is to long both KOSPI 200 constituents and KOSPI 200 put option and loss is fixed when KOSPI 200 index plunges significantly.

◦ KRX SRI Eco Index
– Base Date : January 2, 2009
– Base Value : 1,000p
– Number of Constituents : 30
– Details of Constituents : Please refer to the attached file.

◦ KOSPI 200 Strategy Indices (C-KOSPI 200, P-KOSPI 200)
– Base Date : January. 11, 2007
– Base Value : 176.26p

Constituents of KRX SRI Eco
000100 Yuhan 10,626,355 85 100.00
000210 DaelimInd 34,800,000 80 100.00
000270 KiaMtr 394,279,320 65 100.00
000830 SamsungC&T 156,217,764 85 100.00
003300 HanilCement 7,545,313 70 100.00
003490 KAL 71,971,631 70 100.00
003550 LG Corp. 172,557,131 55 100.00
004150 HansolPapr 43,624,470 75 100.00
005380 HyundaiMtr 220,276,479 70 100.00
005490 POSCO 87,186,835 85 100.00
005930 SamsungElec 147,299,337 75 67.16
006400 SAMSUNG SDI CO.,LTD. 45,558,341 75 100.00
009540 HHI 76,000,000 65 100.00
009830 HanwhaChem 140,283,511 55 100.00
011780 KumhoPetrochem 25,424,447 30 100.00
015760 KEPCO 641,567,712 50 100.00
018000 UNISON 23,319,183 50 100.00
020560 Asiana Airlines 176,173,547 55 100.00
030200 KT 261,111,808 85 100.00
036460 Kogas 77,284,510 40 100.00
042660 DSME 191,390,758 70 100.00
042670 DSINFRA 168,413,784 45 100.00
046890 SSC 58,305,400 65 100.00
051900 LGH&H 15,618,197 60 100.00
051910 LGCHEM 66,271,100 70 100.00
066570 LGELECTRONICS 144,647,814 65 100.00
068870 LGLS 16,576,990 70 100.00
077970 STXEngine 28,676,833 75 100.00
090430 AMOREPACIFIC 5,845,849 55 100.00
096770 SK ENERGY 92,465,564 75 100.00
Constituents of KRX SRI Eco
* Adjusting Weight ratio is derived from the constituent capitalization limit given to each index.
** Capitalization of a constituent

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