I. VN30 Index Futures Contract
Vn30-index futures contract is the kind of future contracts with the underlying asset is VN30, simulating the expected price of the VN30 at the time of maturity.
– Vn30-index futures contract traded with 4 codes corresponding to 4 months of maturity: Current month, next month, last 2 months of the last 2 quarters.
– The VN30 index is calculated based on a basket of 30 stocks with market capitalization and highest liquidity on the HOSE
VN30 INDEX FUTURES CONTRACT INFORMATION
RULES | DESCRIPTION |
Contract name | VN30 Index Futures Contract |
Contract Code | VN30FYYMM |
Underlying asset | VN30 index |
Multiplication factor | VND 100,000 |
Contract scale | VND 100,000 x base index point |
Due month | Current month, next month, last 2 months of the next two quarters |
TRANSACTION INFORMATION | ||
Price fluctuation range | +/- 7% | |
Price step | 0.1 index point (equivalent to VND 10,000) | |
Transaction unit | 01 contract | |
Minimum trading volume | 01 contract | |
The last transaction day | The fifth day of the third week in the due month | |
Last payment date | The working day immediately after the last transaction day | |
Payment method: | Payment in cash | |
The method of determining the final payment price | Closing value of the underlying index on the last transaction day of Futures Contract. | |
Reference price | The settlement price at the end of the day of the previous transaction day or the theoretical price (in the first transaction day) | |
TRANSACTION TIME | ||
Transaction method | Order matching & agreement | |
Transaction time | ATO Session: 8h45’ – 9h00’ | |
Morning continuous session: 9h00’ – 11h30’ | ||
Afternoon continuous session: 13h00’ – 14h30’ | ||
ATC session: 14h30’ – 14h45’ |
II. HNX30 Index Futures Contract
HNX30-index futures contract is the kind of future contracts with the underlying asset is HNX30, simulating the expected price of the HNX30 at the time of maturity.
– HNX30-index futures contract traded with 4 codes corresponding to 4 months of maturity: Current month, next month, last 2 months of the nearest 2 quarters.
– The HNX30 index is calculated based on a basket of 30 stocks with market capitalization and highest liquidity on the HNX
III. Government Bonds Futures Contract
Government Bonds Futures Contract (government bonds) is a type of futures contract with the underlying asset that is a hypothetical government bond as standardized by the Stock Exchange, including (year of maturity, month of maturity, date of maturity, nominal interest rate, form of principal payment, interest, loss of bonds accepted for transfer, method of due payment (in cash / material transfer), ..)