Another Flash Crash! SK Hynix plunges 30% momentarily on Nextrade, further raising volatility

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South Korean chip giant SK Hynix Inc. saw its second 30% drop in a week, albeit momentarily, on Thursday, August 6, further increasing volatility and uncertainty in a market already battered by heavy selling and sharp swings on either sides.

According to Bloomberg, 11 shares of SK Hynix changed hands at 11,68,000 won each at 8 AM local time. The move triggered a fall of 30% on Nextrade, which is a new bourse launched last year in South Korea to handle transactions before and after regular trading hours. After the flash crash, SK Hynix ended the 50-minute pre-open session lower by 2%.

SK Hynix shares are down 10% on the KOSPI in regular trading on Thursday.

This is the second instance of SK Hynix falling 30%, following a similar instance last Tuesday. Back then too, the stock plunged to its lower limit before subsequently paring losses.

That incident last Tuesday had wiped out long positions worth nearly $60 million within two minutes by holders of a derivative contract tied to SK Hynix, which trade on a crypto exchange.

Since its launch last year, Nextrade is reportedly offering longer trading hours and cheaper fees, thereby leading to an increase in its market share. However, it has managed to grab the spotlight for the wrong reasons, with the SK Hynix flash crash being a case in point, not once, but twice.

Nextrade uses only a single price source, unlike most stock exchanges which use multiple price sources. Most global alternative exchanges have a single source, similar to Nextrade.As a result of these volatile moves, Nextrade plans to introduce a static volatility interruption mechanism starting September 14, which should prevent such incidents from recurring again. According to the new mechanism, in case there are bids at least 10% higher or lower than the previous closing price, the mechanism will be triggered to start a two-minute auction for selecting a price on which most of those trades can be executed.

The KOSPI index is also down 5%. The index has had wild swings this week as well, following last Friday’s 18% upmove.



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