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 |