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1
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Name of contract |
VN30 Index Futures contract |
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2
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Contract ticker/code |
In accordance with naming regulation at the HNX, for example: VN30F1709 |
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3
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Underlying asset |
VN30 Index |
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4
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Contract size |
100.000 VND x VN30 Index price |
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5
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Contract multiplier |
100.000 VND |
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6
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Expiration month |
Current month, following month, last 2 months of two closest quarters
For example: Current month is July. Matured months would be July, August, September and December |
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7
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Transacting time |
Open time is 15 minutes earlier than securities market trading period
Closing time: same with securities market |
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8
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Trading unit |
01 contract |
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9
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Reference price |
Closing price of previous day |
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10
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Allowable fluctuation range |
+/- 7% |
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11
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Tick size |
0.1 Index price |
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12
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Order limit |
500 contracts/order |
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13
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Listing date |
When launching futures contract |
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14
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Last trading date |
Third Thursday of matured month, in case it coincides with holidays, the date will be moved to the closest previous date |
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15
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Last allowable settlement date |
The following working day after last trading day |
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16
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Method of payment |
Cash settlement |
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17
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Method of identifying settlement price |
is the simple arithmetic average of the index in the last 30 minutes of the last trading day (including 15 minutes of continuous order execution and 15 minutes of order execution periodically close), after excluding the 3 highest index values and the 3 lowest index values of the continuous execution session) |