* KOSPI hits a more than six-month low

* Korean won posts worst day in two months

* South Korea benchmark jumps to 11-month high

* For the midday report, please click

SEOUL, Oct 4 (Reuters) - Round-up of South Korean financial markets:

** South Korean shares dropped more than 2% on Wednesday, as investors returned from holidays with worries over a surge in U.S. Treasury yields.

** The benchmark KOSPI closed down 59.38 points, or 2.41%, at 2,405.69, logging its lowest closing level since March 21 and the biggest one-day loss since March 14.

** The domestic market was on a four-day holiday break till Tuesday.

** U.S. Treasury yields rose to 16-year highs on a growing prospect of the Federal Reserve's tight monetary policy continuing for longer.

** The yields overshadowed optimistic domestic data - from August factory output growing at its fastest rate in more than three years, to September exports, which reported their mildest decline in 12 months.

** "It is inevitable for the market to go through correction for some time, as there are not many events that can stop bond yields from rising immediately," said Park Kwang-nam, an analyst at Mirae Asset Securities.

** South Korea's finance ministry and central bank said they would take market stabilising measures if needed.

** Among index heavyweights, chipmaker Samsung Electronics fell 1.32% but peer SK Hynix gained 0.61%, while battery maker LG Energy Solution slumped 4.30%.

** Major growth stocks of search engine Naver and instant messenger Kakao plunged 5.11% and 5.35%, respectively.

** Samsung Biologics rose 1.47% as the biopharmaceutical manufacturer raised its revenue forecast.

** Of the total 933 traded issues, only 77 shares advanced, while 835 declined.

** Foreigners were net sellers of shares worth 399.3 billion won ($293.06 million) for the day on the main board.

** The won ended onshore trade at 1,363.5 per dollar, 1.04% lower than its previous close. It was the currency's weakest level since Nov. 10, 2022, and the worst daily performance in two months.

** The most liquid three-year Korean treasury bond yield rose by 20.2 basis points (bps) to 4.077% and the benchmark 10-year yield by 32.1 bps to 4.333%. They hit their highest levels since early November 2022. ($1 = 1,362.5400 won) (Reporting by Jihoon Lee; editing by Eileen Soreng)