About the trading of VN30 futures, in April 2020, the liquidity of the market continuously increased compared to the previous month, the average trading volume reached 206,603 contracts/session, increased by 18.86% compared to the previous month. In particular the session had highest volume was on 23rd April 2020 with 261,000 contracts, the highest number since the launch of derivatives market.

Table 1: Summary of VN30 Futures in April 2020

No

Indicator

Unit

March 2020

April 2020

Increase/Decrease (%)

1

Average trading volume

Contract

173,827

206,603

18.86%

2

OI volume (end of term)

Contract

19,098

32,588

70.64%

 

The volume of Open Interests (OI) increased strongly by 70.64% compared to March 2020 and on the last trading day of April, OI reached 32,588 contracts. The highest number of OI in April 2020 reached 35,921 contracts at the trading session on 28th April 2020.
For Government bonds futures, there was no trading contract in April as well as no OI volume at the end of the month.
The proportion of transaction of domestic individual investors continously increased from 87.82% in March 2020 to 88.23% in April 2020 of the total market trading volume; the proportion of transactions of domestic institutional investors slightly decreased, accounting for 10.9% of the total market trading volume; the proportion of proprietary trading of securities companies decreased compared to the previous month, accounting for 0.87%; the rest was from other organizations.
The trading volume of foreign investors in April 2020 increased by 38.5% compared to the previous month, reached 72,171 contracts, accounting to 0.87% 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 April 2020, number of derivatives trading accounts reached 110,458 accounts, increased by 7.48% compared to the previous month.