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Nanfang, which had doubled down on Hynix, saw its market value plummet by over 80 billion Hong Kong dollars in a month, marking a nearly 75% decline from its June high.
Svmuu News: On-chain analyst "Aunt Ai" posted on X, stating that amid extreme market volatility, the narrative behind Southern Fund’s 2x long position in Hynix is unraveling. The stock has retreated nearly 75% from its June high, with its market capitalization evaporating by over 80 billion Hong Kong dollars in just one month. South Korean regulators have already intervened and emphasized “deleveraging.” Taking Hynix’s stock price and the ETF’s initial price—both at 1 yuan—as an example, assuming no significant decline, if Hynix’s stock price fluctuated within a 10% daily range for 20 days, the final price after 20 days would be 0.9984, essentially returning to the starting point; the Southern 2x Hynix Long ETF’s net asset value would be only 0.7978, representing a loss of over 20%. These 2x or 3x leveraged ETFs are subject to “volatility erosion.” To maintain the goal of “double daily returns,” they must rebalance their positions after each daily close—buying more when prices rise and selling more when prices fall. The Southern Double Long Hynix ETF has now fallen to the price level of April 30, when the underlying Hynix stock was trading at 1.3 million KRW; however, even after several rounds of declines, Hynix’s current price remains at 1.65 million KRW.
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