Find
Jul 30, 2018

Eurex | Eurex Clearing

Paper: how Eurex offers synthetic exposure to the MSCI Korea Index

As institutional investors increasingly shift their focus towards emerging markets, and in particular towards the Korean Peninsula, the South Korean market is gaining more and more attention. We have now published a paper illustrating how Eurex creates synthetic exposure to the MSCI Korea Index and showing how this exposure could be achieved at substantially below 1 percent tracking error from 2012 to 2017.

Currently, no listed market place offers a future on the MSCI Korea Index. Earlier this year, we at Eurex became the first exchange with a listed solution to extrapolate the Korean exposure when we expanded our MSCI offering; now, we can