In February 2020, VN30F2002 expired on 20/02/2020 and HNX additionally listed code VN30F2004 on 21/02/2020. Therefore, at the end of February 2020, there were 4 contract codes traded namely:  VN30F2003, VN30F2004, VN30F2006 and VN30F2009 and 3 codes of Government bond futures namely: GB05F2003, GB05F2006 and GB05F2009.
About VN30 futures, in February 2020, the market liquidity increased strongly compared to the previous month, the average trading volume reached 133,904 contracts/ session, increased by 70.36% compared to the previous month. In particular, the session had highest trading volume was on 28/02/2020 with 204,584 contracts, increased by 1.46 times compared to the highest number of the previous month.


Table 1: Summary of VN30 Futures in February 2020

No.

Indicator

Unit

January 2020

February 2020

Increas/Decrease (%)

1

Average trading volume

Contract

78,600

133,904

70.36%

2

OI volume (end of term)

Contract

16,327

17,095

2.83%

 

The volume of Open Interests (OI) increased by 2.83% compared to January 2020. It reached 17,095 contracted on the last trading day of February 2020. The highest number of OI in February 2020 was 20,802 contracts in the trading sessions on 27/02/2020, equivalent to the highest OI number in January 2020.

For Government bonds futures, there was no trading contracts in February 2020 as well as no OI volume at the end of the month.
The proportion of transactions of domestic individual investors increased by 2.15% compared to the previous month, accounting for 86.4% of the total market trading volume, the proportion of transactions of domestic institutional investors slightly decreased, accounting for 12.58%. In which, the proportion of proprietary trading of securities companies decreased compared to the previous month, only accounting for a small part (1.7%), the rest was from other organizations.
The trading volume of foreign investors in February 2020 increased by 39/2% compared to the previous month, reached 54,545 contracts, accounting for 1.02% of the total trading volume of the whole market, of which foreign investors only traded VN30 Futures.
The number of derivatives trading accounts continued to increased with a smaller increase than the previous month. At the end of February 2020, the number of derivatives trading accounts reached 97,427 accounts, increased by 1.93% compared to the previous month.