In December, there was 1 contract code VN30F1910 expired on 19 December 2019 and HNX additionally listed VN30F2006 as replacement on 20 December 2019; and 1 contract code GB05F1912 expired on 13 December 2019 and replaced by contract code GB05F2009. At the end of December, there were 4 index futures codes traded including VN30F2001, VN30F2002 and VN30F2003, VN30F2006 and 3 government bond futures codes traded including GB05F2003, GB05F2006 and GB05F2009.
Trading of VN30 futures in December 2019 increased by 30.97% relative to last month, average trading volume were 79,899 contracts/session. The session with the highest trading volume of 131.911 contracts was on 3 December 2019, increased by 37.2% relative to last month.

Table 1: Trading of VN30 index futures in December 2019

No

Item

Unit

December 2019

December 2019

Increase/decrease (%)

1

Average trading volume

Contract

 
61,005

 
79,899

30.97%

2

OI volume (end of term)

Contract

17,643

16,625

-5.77%


OI volume decreased by 5.77% relative to end of the month, amounting at 16,625 contracts at the end of December. The trading session on 17 December 2019 had the highest OI volume at 21,402 contracts, increasing by 21.3% relative to the highest OI of November.
Regarding trading of Government bond futures, in December 2019, there were 10 bond futures contracts traded. OI volume at the end of December was 0.


Table 2: Trading of Government Bond futures

Item

November 2019

December 2019

Increase/decrease

Total trading volume

10

10

-4.55%

Average trading volume (contract)

0.518

0.49

-5.27%

OI volume (contract)

11

0

- 100%

 

Trading volume of foreign investors in December slightly increased relative to last month, reaching 35,413 contracts, accounting for 1.01% of the total trading volume of the market.