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/
K200
Derivatives Daily 2016. 1. 26

. KOSPI 200

3
.
232p .
1.5p 231.2p
. 12 .
Derivatives
02)768-7600, gilbert.choi@nhwm.com
K200
KOSPI 200 30
Trading Idea .
.
.

. 1 8,110
1 2,000 .
4,000 3,000 .
.

KOSPI 200 .
0.1%p .
Derivatives Key Driver Chart:
()
3,000
III K200 3
2,600
2,400
IV K200 4
2,200
V 5
2,000
1,800
II Stock Futures Summary2
2,800
1,600
01.22
Contents
VI 6
01.25
VII 7
www.nhwm.com
Stock Futures Summary
()
()
CJ E&M
OCI
F 201603 ( 10)
F 201603 ( 10)
90,500
64,600
5.60
5.56
4,346
1,779
6,121
2,121
85,780
65,134
-400
F 201603 (
10)
73,800
5.43
4,504
7,409
73,651
300
F 201603 (
10)
68,700
5.21
24,017
10,030
68,641
200
68,600
170,000
5.05
4.62
17,507
17,138
11,976
16,029
68,641
170,350
100
-50
POSCO
() (%)
F 201603 ( 10)
F 201603 ( 10)
() ()
F 201603 (
10)
11,500
4.55
894
2,207
11,574
F 201603 (
10)
47,300
4.53
7,016
13,096
47,397
CJ
F 201603 (
F 201603 (
10)
10)
32,700
278,000
4.47
4.32
11,122
3,514
12,446
2,281
32,617
279,073
F 201603 (
10)
259,000
3.60
4,448
4,360
259,533
F 201603 (
10)
45,150
3.20
8,094
3,922
45,243
F 201603 (
F 201603 (
10)
10)
32,600
431,500
3.16
3.11
4,919
375
5,929
429
32,717
428,380
F 201603 (
10)
15,250
3.04
199
5,589
14,831
F 201603 (
10)
25,550
3.02
15,086
20,945
25,703
-100
F 201603 (
F 201603 (
10)
10)
43,750
14,050
2.94
2.93
845
6,935
2,010
12,543
42,589
13,979
-50
100
F 201603 (
10)
15,850
2.92
17,313
28,434
16,033
-150
10)
33,650
2.75
5,426
7,584
33,619
100
28,150
87,200
2.74
2.71
38,168
7,584
66,157
9,080
28,058
87,780
150
-400
300
F 201603 (
SK F 201603 ( 10)
F 201603 ( 10)
LG
F 201603 (
10)
28,800
2.67
3,410
4,999
28,559
GS
F 201603 (
10)
23,450
2.63
17,564
25,485
23,498
4,360
11,250
2.35
2.27
537
5,273
6,283
16,488
4,299
11,073
202,416
ICT F 201603 ( 10)

IPS
F 201603 ( 10)
150
-500
-50
4,000
-25
50
F 201603 (
10)
202,000
2.02
763
949
F 201603 (
10)
66,200
2.00
1,831
2,826
66,737
-400
F 201603 (
F 201603 (
10)
10)
39,300
11,200
1.95
1.82
1,043
6,660
2,282
24,099
39,481
11,173
-100
50
F 201603 (
10)
37,800
0.40
16,740
22,143
37,728
150
10)
260,500
0.39
299
2,166
260,535
500
SK F 201603 ( 10)
F 201603 ( 10)
5,220
48,150
0.38
0.31
362
13,915
14,718
24,363
5,251
48,199
-20
50
F 201603 (
10)
36,000
0.28
9,961
9,263
36,024
50
F 201603 (
10)
8,460
0.24
6,120
49,573
8,467
10
F 201603 (
F 201603 (
10)
10)
22,450
228,000
0.22
0.22
419
1,591
1,999
2,638
22,347
229,973
100
-1,500
F 201603 (
10)*
111,000
0.00
5,226
34,755
113,238
-2,200
F 201603 (
10)
113,000
0.00
675
8,760
113,037
-100
303,000
247,000
-0.16
-0.20
9,656
1,397
8,257
2,269
302,622
248,010
1,000
-500
SDS
F 201603 (
LG
F 201603 ( 10)
F 201603 ( 10)
F 201603 (
7,810
-0.26
53,005
49,369
7,806
20
10)
137,000
-0.36
5,706
12,613
136,781
500
F 201603 ( 10)
F 201603 ( 10)
1,166,000
21,900
-0.43
-0.45
5,025
10,951
23,205
35,270
1,164,392
21,945
4,000
-900
SK F 201603 (
LGD
10)
LG
F 201603 (
10)
84,600
-0.47
1,470
1,695
85,676
SDI
F 201603 (
10)
102,500
-0.49
4,216
6,628
102,711
F 201603 (
F 201603 (
15)*
10)
19,500
54,300
-0.51
-0.73
3,548
5,774
7,862
6,792
19,290
54,211
F 201603 (
10)
30,650
-0.81
194
4,215
30,663
50
F 201603 (
10)
37,200
-0.93
4,423
3,804
37,126
150
SK
F 201603 ( 10)
F 201603 ( 10)
195,000
6,810
-1.02
-1.02
1,780
7,281
5,552
10,375
194,399
6,814
1,000
10
F 201603 (
10)
137,500
-1.08
7,265
20,863
137,783
F 201603 (
10)
98,900
-1.10
1,424
3,544
98,603
500
F 201603 (
F 201603 (
10)
10)
150,500
21,700
-1.63
-2.03
4,906
6,378
97,442
12,369
150,309
21,745
500
F 201603 (
10)
97,600
-3.37
8,233
4,395
97,200
600
F 201603 (
10)
4,100
-9.69
46,150
48,344
4,174
-65
250
200
: NH
www.nhwm.com
KOSPI200

1603
1606
K O SP I200
K O SPI
1603
1606
K O SPI200
K O SP I
230.25
231.15
229.98
1,890.15
231.20
231.80
230.21
1893.43
232.10
232.90
231.37
1,901.22
5MA
228.00
228.86
227.49
1869.70
229.30
230.25
228.99
1,882.74
10MA
229.62
230.49
229.03
1881.30
231.20
231.80
230.21
1,893.43
20MA
233.31
234.18
233.04
1909.34
1.50
1.20
1.42
14.00
0.65%
0.52%
0.62%
0.74%
()
139,590
472
29,640
40,499
P iv o t
()
120,871
408
75,662
315,303
228.07
229.63
230.87
232.43
233.67
230.68
0.52
0.99
0.60
231.00
0.13
0.62
0.82
(%)
Pivot
1)
1) 5 Data .
1.20()
1.21()
1.22()
1.25()
1603
123,521
120,777
118,935
118,137
1606
4,235
4,185
4,021
4,038
127,756
124,962
122,956
122,175
/
()
(+)
()
(%)
()
20,000
19,000
18,000
17,000
16,000
15,000
14,000
13,000
12,000
11,000
10,000
()
200,000
180,000
160,000
140,000
120,000
100,000
80,000
60,000
40,000
20,000
0
0.4
0.2
0
-0.2
-0.4
-0.6
-0.8
-1
-1.2
12.11
12.23
1.7
1.19
1.29
2.15
2.25
(+)
245
240
235
230
225
220
215
210
12.09
3.9
(P)
250
12.16
12.23
1.04
1.11
1.18
1.25
(5)
2
232.3
232.3
231.8
231.8
231.3
231.3
230.8
230.8
230.3
230.3
229.8
229.8
1
229.3
229.3
228.8
228.8
1
09:05
3 10:05 4
6 11:05 7
9
12:05
10
11
12
13:05
13
14
15
14:05
16
17 15:0518
19
232.55
= + 0.5
232.03
= ( ) +
231.51
= - 0.5
230.24
229.39
228.45
= ( ) +
227.52
= - 0.5
16.01.25
16.01.26
0.9240
0.9010
19.2735
24.5775
= ( + + )/3
1.0346
0.9461
= + 0.5
0.9183
0.8807
17.0150
25.7362
1.8707
1.7786
* , .
* / , .
www.nhwm.com
KOSPI200

645,197
9,010
654,207
(P)
1.20
765,574
13,899
779,473
1.00
1,410,771
22,909
1,433,680
0.80
Ratio
1.19
1.54
1.19
284,072
6,346
290,418
308,147
9,871
318,017
592,218
16,216
608,435
Ratio
1.08
1.56
1.10
341,097
62,382
403,479
378,065
78,062
456,127
719,162
140,444
859,606
Ratio
1.11
1.25
1.13
()
0.60
0.40
0.20
0.00
-0.20
-0.40
-0.60
220
222.5
225
227.5
230
232.5
235
237.5
240
235
237.5
240
()
60
25
50
20
40
15
30
10
20
10
0
220
222.5
225
227.5
230
232.5
235
237.5
240
220
222.5
225
227.5
230
232.5
()
G re e k s
220.0
11.40
0.70
34
196
362
-9
22.66
0.846
0.022
0.136
-0.080
222.5
9.20
0.81
63
294
1,325
-49
21.11
0.802
0.029
0.137
-0.084
225.0
7.36
0.56
636
2,335
2,134
-241
21.03
0.707
0.033
0.170
-0.108
227.5
5.49
0.43
2,199
5,945
5,034
-169
19.68
0.626
0.039
0.194
-0.109
230.0
3.76
0.24
14,690
28,298
9,459
-421
17.99
0.526
0.045
0.205
-0.104
232.5
2.43
0.17
72,826
90,965
11,418
-1,690
16.98
0.409
0.047
0.199
-0.095
235.0
1.39
0.04
104,041
76,356
19,311
-832
15.87
0.287
0.044
0.178
-0.078
237.5
0.71
0.00
116,747
44,611
25,567
-2,260
15.02
0.177
0.035
0.148
-0.056
240.0
0.32
-0.02
135,392
24,338
51,849
-1,594
14.38
0.096
0.024
0.078
-0.035
()
G re e k s
220.0
0.76
-0.64
82,284
37,002
27,016
4,227
20.47
-0.142
0.022
0.102
-0.063
222.5
1.06
-0.73
60,558
37,196
12,292
2,343
19.29
-0.195
0.029
0.137
-0.071
225.0
1.51
-0.85
65,730
55,750
13,796
2,399
18.26
-0.267
0.037
0.170
-0.080
227.5
2.12
-1.08
54,054
62,101
8,372
916
17.10
-0.359
0.044
0.194
-0.085
230.0
3.02
-1.11
23,114
35,311
7,800
1,856
16.21
-0.473
0.050
0.205
-0.085
232.5
4.10
-1.29
2,705
5,794
2,653
350
14.69
-0.606
0.053
0.199
-0.072
235.0
5.55
-1.44
455
1,302
1,875
123
13.13
-0.751
0.048
0.179
-0.051
237.5
7.36
-1.47
92
339
390
13
10.90
-0.893
0.033
0.113
-0.019
240.0
9.80
-1.70
45
213
717
12.76
-0.904
0.024
0.078
-0.024
www.nhwm.com
72,469
33,823
12,790
110
1,861
69
72,097
34,431
12,673
145
1,713
372
-608
117
-35
148
-19,357
-6,161
5,276
-1,439
(%)
58.97%
27.84%
10.39%
0.10%
52
109
34
-40
-34
21,639
-509
1.46%
0.07%
(5)
1,401
44
1,329
72
-18
333
236
0.01%
0.04%
0.00%
1.11%
1.21()
4,380
1.22()
3,182
1.25()
372
()
(
2,000
1,500
-3,175
-1,810
-608
1,000
-3,997
-2,852
117
500
231
30
-35
2,455
1,114
148
-67
142
-40
-62
-34
-19
-3
192
259
72
1.21()
-22,911
1.22()
-19,729
1.25()
-19,357
-3,743
-5,553
-6,161
8,011
5,159
5,276
-1,434
-1,404
-1,439
20,377
21,491
21,639
-10,000
-611
-469
-509
78
16
-18
328
325
333
-500
-1,000
-1,500
09:05
09:35
10:05
10:35
11:05
11:35
12:05
12:35
13:05
13:35
14:05
14:35
15:05
()
()
30,000
20,000
10,000
-20,000
-30,000
12.15
12.18
12.23
12.29
1.5
1.8
1.13
1.18
1.21
-95
164
236
()
347,032
179,178
136,722
341
37
148
31
6,448
344,507
181,296
136,360
195
97
69
31
7,382
()
-2,525
2,118
-362
-146
60
-79
934
22,745
-5,270
-18,571
-359
1,056
-128
-60
587
(%)
51.61%
26.90%
20.38%
0.00%
0.00%
0.01%
0.02%
0.00%
0.00%
1.03%
192,874
79,991
24,920
417
27
12
10
1,816
190,750
82,301
24,323
161
130
2,391
()
-2,124
2,310
-597
-256
103
-9
-2
575
(%)
63.92%
27.04%
8.21%
0.00%
0.00%
0.03%
0.00%
0.00%
0.00%
0.70%
()
479,405
202,013
98,857
1,370
96
42
81
14,969
481,480
206,384
93,205
1,240
60
42
75
14,347
()
2,075
4,371
-5,652
-130
-36
-6
-622
62,446
-53,360
-4,060
-120
742
-181
12
-5,479
60.29%
25.63%
12.05%
0.00%
0.00%
0.01%
0.01%
0.01%
0.00%
1.84%
236,491
75,722
18,643
1,178
39
16
69
3,480
235,264
74,604
21,863
919
25
88
2,865
()
-1,227
-1,118
3,220
-259
-14
-7
19
-614
(%)
70.28%
22.39%
6.03%
0.00%
0.00%
0.01%
0.00%
0.02%
0.00%
0.95%
(%)
www.nhwm.com
KOSPI200 /
/Ratio()
/ Ratio()
/Ratio()
/Ratio()
(P)
1.7
(P)
248
1.80
250
1.6
244
1.60
245
240
1.40
240
1.5
1.4
1.20
235
1.3
236
1.2
232
0.80
228
0.60
224
0.40
220
0.20
215
1.1
1.0
0.9
0.8
220
12.09
12.16
12.23
1.04
1.11
1.18
1.25
1.00
230
225
0.00
210
12.09
12.16
1.04
1.11
1.18
1.25
1.20()
1.21( )
1.22()
1.25()
1.20()
1.21()
1.22()
1.25()
366,069,800
410,074,100
406,779,500
295,634,600
429,546
442,608
470,036
471,390
640,221,600
559,459,800
406,633,500
329,689,300
504,729
522,135
541,001
581,168
1.51
1.48
1.35
1.30
1.33
1.28
1.23
1.22
/Ratio()
HPI(Herrick Pay off Index)
Ratio(5)
VIX(S&P500 )
HPI
1.0
12.23
0.5
(P)
250
30
245
25
240
20
235
15
230
10
225
220
VIX
(P)
2,100
S&P500
2,050
2,000
0.0
-0.5
1,950
1,900
1,850
1,800
-1.0
-1.5
12.09
12.16
HPI
12.23
1.04
1.11
1.18
1.25
1,750
1,700
12.09
1.20()
1.21( )
1.22()
1.25()
-1.12
-0.91
-0.40
0.41
223.70
224.90
229.70
231.20
12.16
12.23
1.04
1.11
1.18
1.25
1.20()
1.21()
1.22()
1.25()
VIX
27.59
26.69
22.34
VXN
30.84
30.23
25.74
1.20()
1.21()
1.22()
1.25()
-0.85
-0.89
-0.53
-0.16
255
MACD Osc.
250
Signal
245
Stochastics
240
(slow)
235
%K
13
12
24
35
%D
15
14
19
27
-94
-75
-28
27
34
42
49
97
98
100
Signal
230
CCI
225
Signal
220
215
RSI
Signal
210
205
12.09
12.16
12.23
1.04
1.11
1.18
1.25
95
Momentum
Signal
www.nhwm.com
(:)
( 30)
1.20()
1.21()
1.22()
1.25()
210
107
103
74
137
168
217
157
-73
60
114
83
10,356
9,537
8,017
8,097
100
8,805
11,113
10,350
10,308
50
-1,551
1,576
2,333
2,211
-1,624
1,636
2,447
2,294
19,507
20,924
18,687
18,635
KOSPI
52,403
47,296
43,991
40,499
18.61%
22.12%
21.24%
23.01%
3,724
2,290
2,301
64,397
-4,413
65,158
23,498
48,533
225
7,828
18,084
186
68,121
-4,413
65,158
25,788
50,834
225
7,828
18,084
186
()
200
150
-50
-100
12.09
12.16
12.23
1.04
1.11
1.18
(:)
( 30)
()
( 30)
()
25
1.25
200
150
20
100
50
15
0
-50
10
-100
5
-150
-200
-250
-300
-5
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12.21
01.04
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12.10
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25
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20
20
15
16
10
12
8
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1.25
12.09
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1.04
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1.18
1.25
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