|
No. |
Terms |
Description |
|
1 |
Contract Name |
VN100 Index Futures Contract |
|
2 |
Contract Code |
The Hanoi Stock Exchange assigns trading codes for futures contracts in accordance with the trading code structure specified by the Vietnam Stock Exchange. |
|
3 |
Underlying Asset |
VN100 Index |
|
4 |
Contract size |
100,000 VND × VN100 Index Points |
|
5 |
Contract multiplier |
100,000 VND |
|
6 |
Expiration month |
Current month, next month, last two months of the next two quarters. Example: The current month is April. The expiration months are April, May, June, and September. |
|
7 |
Trading time |
Opens 15 minutes before the underlying market Closes: Same as the underlying market |
|
8 |
Trading Method |
Order matching method and put-through method |
|
9 |
Trading unit |
01 contract |
|
10 |
Reference Price |
The settlement price of the previous trading day or the theoretical price |
|
11 |
Price fluctuation range |
+/- 7% relative to the reference price |
|
12 |
Price step/Quotation unit |
0.1 index points |
|
13 |
Order limit |
500 contracts/order |
|
14 |
Last trading day |
The third Thursday of the expiration month; if it falls on a holiday, it will be adjusted to the previous trading day |
|
15 |
Final settlement date |
The business day immediately following the last trading day. |
|
16 |
Payment method |
Cash payment |
|
17 |
Daily settlement price determination method |
According to VSDC regulations |
|
18 |
Method for determining the final settlement price |
This is the simple arithmetic average of the index over the last 30 minutes of the final trading day (including 15 minutes of continuous trading and 15 minutes of periodic closing trading), after excluding the three highest and three lowest index values of the continuous trading session. |
