VN30 Index Futures
| Transaction method | Total Share Volume | Total Value | OI |
|---|---|---|---|
| Opening auction | 2,247 | 243 | |
| Continuous order matching | 232,406 | 25,200 | |
| Closing auction | |||
| Put-Through | 500 | 54 | |
| Market transactions | 235,153 | 25,496 | 56,077 |
VN30F1M | VN30F2M
Top stocks contributing to increase: Top stocks contributing to decrease:
| 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 |
