N2 KOSPI Vol Matching Strangle ETN

550057·Stock-Stock derivatives-Short Strangle

Introduction

A KOSPI 200 option short-selling strategy ETN that determines option strike prices by considering volatility at the time of short-selling.

Benchmark Index

KOSPI 200 Volatility-Matching Short Strangle Index

Benchmark Index Description

An index reflecting a strategy of selling KOSPI 200 call and put options with strike prices matching monthly volatility.

Issuer

NH INVESTMENT & SECURITIES CO.,LTD.

Brand

Total Fee

0.8

Listing Date

2018-12-12

International Securities Code

KRG551800573

Market Information

Market Capitalization

600,250,000,000KRW

Transaction Amount

180,130KRW

Trading Volume

Shares Outstanding

70,000,000

8,533.54

52-Week High

9,390KRW

52-Week Low

8,010KRW