Template contract
VN30
VN100
5-year government bond futures
10-year government bond futures
| No. | Provisions | Dataset Description |
|---|---|---|
| 1 | Contract name | VN30 Index Futures |
| 2 | Contact code | According to regulations on trading code of HNX, for example: VN30F1709 |
| 3 | Underlying asset | VN30 Index |
| 4 | Contract size | VND 100,000 x VN30 Index point |
| 5 | Multiplier | 100,000 VND |
| 6 | Expiry month | Current month, next month, 2 end months of the 2 latest quarters. For example: current month is April. Expiry months are April, May, June and September. |
| 7 | Trading time | Open 15 minutes prior to the underlying market Close at the same time as the underlying market |
| 8 | Transaction method | Matching and Negotiation |
| 9 | Trading unit | 01 contract |
| 10 | Reference price | Daily settlement price of the previous trading day or theoretical price |
| 11 | Trading collar | +/-7% |
| 12 | Tick size | 0.1 index point |
| 13 | Order limit | 500 contracts per order |
| 14 | Listing date | 10/08/2017 |
| 15 | Final trading day | The third Thursday of the expiry month. In case it is a holiday, it will be the previous trading day |
| 16 | Final settlement day | The working day after the final trading day |
| 17 | Settlement method | Cash settlement |
| 18 | Daily settlement price | Regulated by VSD |
| 19 | Final settlement price | Simplified arithmetic value of the index in the last 30 minutes of the last trading day (including 15 minutes of continuous order matching and 15 minutes of post-trading periodic order matching), having ruled out three highest index values and three lowest ones of the continuous order matching. |
| 20 | Position limit | Regulated by VSD |
| 21 | Margin requirement | Regulated by VSD |
| No. | Provisions | Dataset Description |
|---|---|---|
| 1 | Contract name | VN100 index futures |
| 2 | Contract code | According to trading code introduced by VNX |
| 3 | Underlying asset | VN100 index |
| 4 | Contract size | VND 100,000 × VN100 Index point |
| 5 | Multiplier | VND 100,000 |
| 6 | Listing date | 10/10/2025 |
| 7 | Trading method | Order matching and Put-through |
| 8 | Expiry month | Current month, next month, 2 end months of the next 2 quarters.For example: current month is April.Expiry months are April, May, June and September. |
| 9 | Trading time | Open 15 minutes prior to the underlying market. Close at the same time as the underlying market |
| 10 | Tick size | 0.1 index point |
| 11 | Trading unit | 01 contract |
| 12 | Trading unit | Daily settlement price of the previous trading day or theoretical price |
| 13 | Trading collar | +/-7% |
| 14 | Order limit | 500 contracts per order |
| 15 | Position limit | Regulated by the VSDC |
| 16 | Final trading day | The third Thursday of the expiry month. In case it is a holiday, final trading day is adjusted to the preceding one |
| 17 | Final settlement day | The working day after the final trading day |
| 18 | Settlement method | Cash settlement |
| 19 | Daily settlement price | Regulated by the VSDC |
| 20 | Final settlement price | Simplified arithmetic value of the index in the last 30 minutes of the last trading day (including 15 minutes of continuous order matching and 15 minutes of call auction), having ruled out three highest index values and three lowest ones of the continuous order matching. |
| 21 | Margin requirement | Regulated by the VSDC |
| 22 | Trading fee | Regulated by the Ministry of Finance |
| No. | Provisions | Dataset Description |
|---|---|---|
| 1 | Contract name | 5-year government bond futures |
| 2 | Contract code | According to regulations on trading code of HNX |
| 3 | Underlying asset | 5-year Government Bond, par value: VND 100,000, coupon: 5%/year, periodic interest payment at the end of every 12-month period, one-time principal payment at maturity date |
| 4 | Contract size | VND 1 billion |
| 5 | Multiplier | 10.000 |
| 6 | Listing date | 04/07/2019 |
| 7 | Trading method | Order matching and Negotiation |
| 8 | Expiry month | Three last months of three nearest quarters |
| 9 | Trading time | Open 15 minutes prior to the underlying market. Close in tandem with the underlying market |
| 10 | Tick size | VND 1 |
| 11 | Trading unit | 1 contract |
| 12 | Reference price | Daily settlement price of the previous trading day or theoretical price (on the first trading day) |
| 13 | Trading collar | +/- 3% |
| 14 | Order limit | 500 contracts per order |
| 15 | Position limit | Regulated by VSDC |
| 16 | Final trading day | The fifteenth day of the expiry month. In case it is a holiday, it will be the previous trading day |
| 17 | Final settlement day | The third working day after the final trading day |
| 18 | Settlement method | Physical settlement |
| 19 | Daily settlement price | Regulated by VSDC |
| 20 | Final settlement price | Daily settlement price of final trading day |
| 21 | Criteria of deliverable bonds | Government Bonds issued by Vietnam State Treasury, with remaining maturity from three to seven years on final settlement day, with the minimum of VND 2,000 billion in listing value. Conversion factor is calculated on the basis of coupon (5% per year) |
| 22 | Margin requirement | Regulated by VSDC |
| No. | Provisions | Dataset Description |
|---|---|---|
| 1 | Contract name | 10-year government bond futures |
| 2 | Contract code | According to regulations on trading code of HNX |
| 3 | Underlying asset | 10-year Government Bond, par value: VND 100,000, coupon: 5%/year, periodic interest payment at the end of every 12-month period, one time principal payment at maturity date |
| 4 | Contract size | VND 1 billion |
| 5 | Multiplier | 10.000 |
| 6 | Listing date | 28/06/2021 |
| 7 | Trading method | Order matching and Negotiation |
| 8 | Expiry month | Three last months of three nearest quarters |
| 9 | Trading time | Open 15 minutes prior to the underlying market. Close at the same time as the underlying market |
| 10 | Tick size | VND 1 |
| 11 | Trading unit | 1 contract |
| 12 | Reference price | Daily settlement price of the previous trading day or theoretical price (on the first trading day) |
| 13 | Trading collar | +/- 3% |
| 14 | Order limit | 500 contracts per order |
| 15 | Position limit | Regulated by VSDC |
| 16 | Final trading day | The 25th day of the expiry month. In case it is a holiday, it will be the previous trading day. |
| 17 | Final settlement day | The third working day after the final trading day |
| 18 | Settlement method | Physical settlement |
| 19 | Daily settlement price | Regulated by VSDC |
| 20 | Final settlement price | Daily settlement price of final trading day |
| 21 | Criteria of deliverable bonds | Government Bonds issued by Vietnam State Treasury, periodic interest payment at the end of every 12-month period, one time principal payment at maturity date, with remaining maturity from eight to eleven years on final settlement day, a minimum of VND 2,000 billion listing value. Conversion factor is calculated on the basis of coupon (5% per year) |
| 22 | Margin requirement | Regulated by VSDC |
