Knowledge
VN30 Index Futures Contract
| Items | Description |
|---|---|
| Contract Name | VN30 Index Futures Contract |
| Ticker | VN30FYYMM |
| Underlying Asset | VN30 Index |
| Multiplier | VND100,000 |
| Contract Value | 100,000 x VN30 Index point |
| Delivery Month | Spot month, the next month, the last two months of the next two quarters |
| Tick Size | 0.1 Index Point (equivalent to VND10,000) |
| Final Transaction Date | The 3rd Thursday of the delivery month |
| Final settlement price | The final settlement price of VN30 Index futures contract is: The simple arithmetic mean of the VN30 Index for the last 30 minutes of the last trading day (including 15 minutes of the Continuous session and 15 minutes of the Closing session), after excluding the 3 highest Index values and the 3 lowest Index values of the Continuous session. FSP is rounded to two decimal places |
| Final Settlement Date | The working day right after the last trading day |
| Method of payment | Cash |
| Trading Method | Trading Time |
|---|---|
| Opening Periodic Order Matching | 08:45 – 09:00 |
| Continuous Order Matching Morning Session | 09:00 – 11:30 |
| Continuous Order Matching Afternoon Session | 13:00 – 14:30 |
| Closing Periodic Order Matching | 14:30 – 14:45 |
| Put-through | 08:45 – 14:45 |
- ±7%
- Reference price is the daily settlement price of the previous trading day or theoretical price of the first trading day.
- 500 contracts
- Individual investors: 5,000 contracts/account
- Institutional investors: 10,000 contracts/account
- Professional Investors: 20,000 contracts/account
- Order matching and put-through
- 1 contract
- 1 contract
- ATO, LO, MTL, MOK, MAK, ATC
- Orders can only be amended or cancelled during continues order matching sessions and if the orders or parts of the orders have not been matched.
- Orders cannot be amended or cancelled during the opening and closing periodic order matching sessions.
- Put-through transactions cannot be amended or cancelled.