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CONTRACT SPECIFICATION OF VN30 INDEX FUTURE
| No. | Provisions | Descriptions |
|---|---|---|
| 1 | Contract name | VN30 index future |
| 2 | Contract code | According to trading code introduced by VNX |
| 3 | Underlying asset | VN30 index |
| 4 | Contract size | VND 100,000 × VN30 Index point |
| 5 | Multiplier | VND 100,000 |
| 6 | Listing date | 10/08/2017 |
| 7 | Trading method | Order matching and Negotiation |
| 8 | Expiry month | Current month, next month, 2 end months of the next 2 quarters. For example: current month is April. Expiry months are April, May, June and September. |
| 9 | Trading time | Open 15 minutes prior to the underlying market Close at the same time as the underlying market |
| 10 | Tick size | 0.1 index point |
| 11 | Trading unit | 01 contract |
| 12 | Reference price | Daily settlement price of the previous trading day or theoretical price |
| 13 | Trading collar | +/-7% |
| 14 | Order limit | 500 contracts per order |
| 15 | Position limit | Regulated by VSD |
| 16 | Final trading day | The third Thursday of the expiry month. In case it is a holiday, it will be the previous trading day |
| 17 | Final settlement day | The working day after the final trading day |
| 18 | Settlement method | Cash settlement |
| 19 | Daily settlement price | Regulated by VSD |
| 20 | Final settlement price | Simplified arithmetic value of the index in the last 30 minutes of the last trading day (including 15 minutes of continuous order matching and 15 minutes of post-trading periodic order matching), having ruled out three highest index values and three lowest ones of the continuous order matching. |
| 21 | Margin requirement | Regulated by VSD |
| 22 | Trading fee | Regulated by Ministry of Finance |
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