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Monday pre-open: overnight futures quiet, focus on KOSDAQ after Friday’s drop — Korea Market Pre-Open, Aug 24, 2026

It is Monday, 24 August 2026, before the open in Seoul.Overnight futures barely moved: S&P 500 futures +0.23%, Nasdaq 100 futures 0.00% and Nikkei (CME) futures -0.2%, measured on the 05:00 KST bar of 22 August against the 15:00 KST bar of 21 August.In Friday’s US cash session the Dow rose +0.98

The Silmari
A daily data newsletter on the Korean stock market — silmari, ‘a clue: the loose end that unravels the knot’
① Pre-Open 07:302026.08.24 Mon · No. 21Sentiment — neutral (composite 0.894 · 20-day realised volatility in the 93rd percentile)
① Pre-Open · published 07:30 KST · before the open
01 · VerdictRegular session confirmed 15:30 KST

Today’s Calls

Monday pre-open: overnight futures quiet, focus on KOSDAQ after Friday’s drop

It is Monday, 24 August 2026, before the open in Seoul.Overnight futures barely moved: S&P 500 futures +0.23%, Nasdaq 100 futures 0.00% and Nikkei (CME) futures -0.2%, measured on the 05:00 KST bar of 22 August against the 15:00 KST bar of 21 August.In Friday’s US cash session the Dow rose +0.98%, the Nasdaq +0.43% and the S&P 500 +0.43%, while the Philadelphia Semiconductor IndexAn index of roughly thirty semiconductor companies compiled on the Philadelphia exchange in the United States.It tends to move in the same direction as Korea’s large semiconductor names, so it is used as a reference for the next Korean session. semiconductor index alone fell -0.51%.Today is the first session after KOSDAQ fell -4.63% on Friday, a day when KOSPI rose +0.88% and the two indices split; the evening review recorded that the cause of that drop could not be confirmed in the news flow.

Key points
01All three overnight futures stayed inside ±0.25%: S&P 500 +0.23%, Nasdaq 100 0.00%, Nikkei -0.2%. It is a morning with little directional signal.
02The SOX semiconductor index fell -0.51% on Friday, moving against the three main US indices. When the semiconductor leg and the broad index diverge, which one Korea follows is the first thing to watch today.
03KOSDAQ closed -4.63% on Friday. The evening review noted several individual names falling close to their daily limit, while stating that the cause could not be confirmed in the news flow. Today opens with that drop still unexplained.
04The crash-precursor score stands at 3 (crash watch). Both contributing items are stale, however: the US-listed SK hynix American Depositary Receipt (ADR)A certificate issued by a US bank that allows shares of a non-US company to be traded on a US market.It shows where the same company traded in the United States before the Korean market opens. reading is from 28 July and the short-selling balance is dated 18 August.
02 · Prediction2 calls · posted 07:30 KST

Today’s Calls

Where the day’s calls are placed by number — grading starts with the Early Session edition

Today’s forecast is placed as a range, not a direction

Two forecasts were placed before the open today, on KOSPI and on KOSDAQ.Neither states a direction. Each is placed as a range — -5.82~+5.82% for KOSPI and -4.51~+4.51% for KOSDAQ — a 70% band, meaning roughly seven days in ten should land inside it.Splitting the overnight signals apart, none of them stood up well enough to lean one way, so no direction was placed.

calls placed today
2 issues
posted 07:30 KST
Direction grading
from the 10:00 Early Session edition
Magnitude grading
settled in the 20:00 Final Edition
Call ① KOSPINo directional edge
70% band -5.82~+5.82% · full session
Morning rationaleVIX fell -5.50% overnight, placing it in the ≤-5% bucket; across n=453 past days in that bucket the next session rose 71% of the time, averaging +0.55%, with the middle half between -0.11% and +1.10%. SOX -0.51% (n=1,189 · up 56%) and the Nasdaq +0.43% (n=1,624 · 56%) are close to a coin toss, so this rests on the VIX strand alone.
Call ② KOSDAQNo directional edge
70% band -4.51~+4.51% · full session
Morning rationaleIn the same VIX bucket KOSDAQ rose 68% of the time (n=453), averaging +0.60%, with the middle half between -0.29% and +1.43%; its SOX link is weak at 55% (n=1,189). KOSDAQ closed -4.63% last Friday while KOSPI closed +0.88%, so this is placed on its own rather than read across from KOSPI.

Friday’s scorecard came in at 9/17. KOSPI and SK hynix were right; KOSDAQ was called flat against an actual -4.63% and missed badly.Two things went wrong that day: reading KOSDAQ across from a rising KOSPI, and drawing the range too narrow.Today the two indices are placed separately and the ranges are not narrowed.

03 · OvernightOvernight, confirmed — previous U.S. session

The world overnight — how the US session ended

A window on what happened in the US market overnight

The three main US indices rose while semiconductors alone fell

Nasdaq26180.46 (+0.43%· as of 2026-08-21)
S&P5007674.37 (+0.43%· as of 2026-08-21)
SOX semiconductors11740.37 (−0.51%· as of 2026-08-21)
Dow53277.01 (+0.98%· as of 2026-08-21)
iShares MSCI South Korea ETFAn exchange-traded fund listed in the United States that holds Korean equities.Because it trades while the Korean market is closed, it gives an early read on how foreign investors are pricing Korea.(Korea ETF)178.34 (+0.10%· as of 2026-08-21)
Dollar index98.8 (−0.10%· as of 2026-08-21)
U.S. 10-year Treasury4.74 (+0.89%· as of 2026-08-21)
Nikkei 225 (prior session)66016.36 (−0.30%· as of 2026-08-21)
USD/KRW (prior Seoul session)1387.0 (−0.56%· as of 2026-08-21)

In Friday’s US cash session the Dow closed +0.98%, with the Nasdaq and the S&P 500 each at +0.43%.The SOX semiconductor index alone went the other way at -0.51%, so the semiconductor leg split from the broad index inside the US market itself.The US 10-year Treasury yield moved +0.89% to 4.738%, and Japan’s Nikkei 225 closed -0.3% at 66,016.36, so neither rates nor the neighbouring market point one way.

04 · Cross-followingMeasured in 2026

Korea–U.S. mutual following — overnight grading

A window on which market followed which

Year to date Korea followed the US on 39 days, the US followed Korea on 30

The US readings available for comparison this morning are Friday’s closes: the Nasdaq +0.43%, the S&P 500 +0.43% and the Dow +0.98% all rose, while the SOX semiconductor index diverged at -0.51%.EWY, the US-listed Korea ETF, was nearly unchanged at +0.10%. It normally previews how foreign investors view Korea, but this morning it offers no direction.

On the year, Korea followed the US on 39 days, the US followed Korea on 30, both moved together on 46 and neither followed on 24, out of a sample of 139.That puts the no-follow case at roughly one day in six, which is why an overnight US move should not be read straight across into the Korean session.

Days Korea followed the U.S.39 days
Days the U.S. followed Korea30 days
Both ways46 days
Sample139 days

Overnight SOX ↔ same-day KOSPI in the same direction (|SOX| ≥ 0.5%) = Korea following · same-day KOSPI ↔ that night’s SOX in the same direction (|KOSPI| ≥ 0.5%) = the U.S. following

05 · Night windowOvernight indicators

Night window —EWYofficial indicator

A window on what overnight futures foreshadow for the next day’s open

All three overnight US and Nikkei futures held a narrow range

Nasdaq26180.46 (+0.43%· as of 2026-08-21)
S&P5007674.37 (+0.43%· as of 2026-08-21)
SOX semiconductors11740.37 (−0.51%· as of 2026-08-21)

Overnight world futures stood at 7,691.25 for S&P 500 futures (+0.23%), 29,387.75 for Nasdaq 100 futures (0.00%) and 65,915.0 for Nikkei (CME, yen) futures (-0.2%), measured on the 05:00 KST bar of 22 August against the previous Korean close bar at 15:00 KST on 21 August.With all three inside a narrow range they give no advance reading on the direction of the open, and being an hourly approximation they can carry about an hour of timing error.

06 · Pre-openPre-open check

Pre-open08:00~09:00single-price auction (open/close)The single-price auction window (before the open and just before the close), where orders are pooled and matched at once.When large volume crowds into this window, a gap is created.forecast

A window on where the pre-open auction is pulling the opening price

The Call auctionA method that collects orders over a set period and settles them all at a single price.Orders gathered between 08:30 and 09:00 set the first price of the day, so the opening GapThe difference between the previous close and the first traded price of the day.It shows in one move how much of the overnight overseas material has been priced in at the open. is decided there. has not started; watch KOSDAQ’s response rather than the gap

At 07:30, when this edition goes out, the pre-open call auction running from 08:30 to 09:00 has not begun, so today’s prices are not in this page.On overnight material alone there are two things to watch: how the semiconductor split seen in the US carries into Korean large caps, and whether KOSDAQ, down -4.63% on Friday, retraces in the first hour or extends.

KOSPIClose6,912.95· same-day+0.88%
KOSDAQClose801.94· same-day−4.63%
Historical contextThere have been 29 Mondays in 2026, on which KOSPI averaged -0.46%, rose on 59% of them and moved 3.43% on an average day — a spread too wide for any single average to describe today.
07 · ReviewConfirmed, previous session (08.21)

Previous-Day Review

A window that retraces what happened in the previous session

Friday: right on KOSPI, badly wrong on KOSDAQ

KOSPIClose6,912.95· same-day+0.88%
KOSDAQClose801.94· same-day−4.63%
08 · Fear gaugeStanding gauge8 components · as of the previous session (08.21) · percentile: current regime (2026)

The Silmari Fear Gauge

A window measuring market anxiety through volatility, margin lending and Short sellingBorrowing shares to sell them first and buying them back later at a lower price to keep the difference.A sudden rise in the balance indicates that capital has gathered behind a fall in that name.

Sentiment reads neutral, with only the volatility component near the top

Volatility percentile
93
0-100 · higher = louder warning · current-regime (2026) basis · as of 08.21 (previous trading day — today’s reading lands after the close)
Margin balance, 5-day change4.82 Easing · bottom 6%· change in margin-bought positions — the more they grow, the greater the forced-liquidation pressure in a decline
Forced-liquidation share4.4 Elevated · top 12%· share of forcibly liquidated positions — the higher, the stronger the mechanical selling pressure
Short-interest surge multiple15.4 — Short bets multiplied how many times in 5 days — Steep surge is a warning signal ·As of 08.19
Retail buying intensity on down days0.0 — N/A — Not a down day (0.88%)
Consecutive no-trigger down days0.0 — N/A — No-trigger declines did not continue
KOSPI 20-day realised volatility5.97 Elevated · top 7%· Recent 1-month volatility size — dashboard’s core metric
Leveraged-ETF share of turnover12.63 Elevated · top 6%· Leveraged product fund concentration — short-term sentiment gauge

The composite sentiment score is 0.894, placing the stage at neutral.Broken into components, only one stands out: 20-day realised volatility sits in the 93th percentile and the Leveraged exchange-traded fundA fund designed to track twice the daily move of an underlying index.When its share of trading rises, a small index decline can force selling from doubly exposed holders and deepen the fall.-ETF share in the 94th, while the rest do not.Margin lending (4.85) and Forced liquidationA broker selling a client’s shares without instruction when stock bought with borrowed money falls below a threshold.The selling happens regardless of the holder’s intent, which deepens declines in a falling market. (1.0) are dated 20 August: the Korea Financial Investment Association publishes them a day late, so this morning shows Thursday’s readings.

The sentiment gauge has read neutral on 47 days so far this year.On the following session KOSPI averaged -0.38% with a median of +0.65% and rose on 63.8% of those days, spanning -1.00% at the lower quartile to +2.11% at the upper: a range too wide to narrow the direction.Days with a composite score in today’s 60-80% band number only 28, and their next-day average was -1.05%: too small a sample to lean on for direction.

Today is not a day on which the gauge tripped a specific trigger. The component counted only on down days, the retail buying share, is marked not applicable because Friday was an up day.The domestic sentiment gauge is measured after the Korean close, so it is used here to explain today rather than to bet on tomorrow; this year’s measurements found no next-day predictive power in it.

09 · FX windowFX window — previous close

The won — the signal is the speed of the move, not its direction

A window on the pressure the won-dollar rate puts on foreign flows

The won rate is not in this morning’s data set, so only the dollar index is shown

Won / US dollarNot collected this morning — insufficient sample
Dollar index (DXY)98.861 (+0.06% · 23 Aug)
US 10-year Treasury4.738% (+0.89% · 21 Aug)

The won-dollar and yen-won rates were not collected this morning for want of sample. That does not mean the values do not exist, only that they have not reached us yet; they will be carried once a later edition fills them in.What can be shown is the dollar index, at 98.861 as of 23 August, a move of +0.06%, which is too small to call a direction.

10 · KOSDAQ windowBased on the confirmed close of 2026-08-21 · today’s prices come after the open

The SilmariDecouplingWhen two markets that used to move together break apart and move separately.The wider the gap, the less any single index can tell you about the market.Gauge

A window on the pattern in the KOSPI–KOSDAQ decoupling

KOSDAQ enters its first session after Friday’s drop

KOSPI · KOSDAQ close (08.21)6,912.95 · 801.94
Previous session change+0.88% · −4.63%
Previous-session gap (KOSPI − KOSDAQ)+5.51%p
Cumulative year to date (through 08.21)+60.41% · −15.19%
Silmari Decoupling Gauge — year-to-date gap+75.60%p
11 · WarningToday’s warning score of 3 = crash alert — thresholds: 3+ crash alert · 2 caution (small sample)

Warning

A window flagging in advance where today’s session calls for caution

Crash-precursor score of 3, but both contributing readings are stale

The crash-precursor score stands at 3, which carries the crash-watch grade. Two items lifted it: the US-listed SK hynix depositary receipt at 2 points and a short-selling surge at 1 point.Both should be read together with their dates. The depositary receipt reading of -16.7% is from the US session of 28 July, and the short-selling balance is dated 18 August, which the exchange discloses two days later.Selling acceleration and the sentiment-above-90 item both score 0 today. The watch grade rests on those two stale readings, not on the flow through Friday.

Sources: Korea Exchange · NXT · own measurements · regular session confirmed 15:30 KST · The Silmari editorial desk.
This edition organises and explains publicly available market data. It is not investment advice. Predictions and their scores are preserved without revision — the judgement is yours.