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Applicable parameters for VN30 Index futures Contracts
|
No. |
Parameter contents |
Specified parameters |
|
1 |
Initial margin rate |
17% |
|
2 |
Safety rate |
75% |
|
3 |
The level 1 warning threshold: The account stopped opening new positions and required additional mortgage to bring the mortgage usage ratio rate ≤75 % |
80% |
|
4 |
The level 2 warning threshold: Account required additional mortgage to bring the mortgage usage ratio rate ≤75% |
85% |
|
5 |
Treatment threshold: Account forced the processing to bring the mortgage usage ratio rate ≤75% |
90% |
|
6 |
Rate of forced closing of automatic positions: Account is required to sell automatically to bring the mortgage usage ratio rate ≤75% |
95% |
|
7 |
Position limit for individual investor |
Under 5.000 Contracts |
|
8 |
Position limit for institutional investor |
Under 10.000 Contracts |
|
9 |
Position limit for professional investor |
Under 20.000 Contracts |
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Applicable parameters for Government Bond futures Contracts
|
No. |
Parameter contents |
Specified parameters |
|
1 |
Initial margin rate |
6% |
|
2 |
Margin rate guarantees the performance of the contracts at E+1 day |
6% |
|
3 |
Margin rate guarantees the performance of the contracts at E+2 day |
6% |
|
4 |
Safety rate |
75% |
|
5 |
The level 1 warning threshold: Account stopped opening new positions and required additional mortgage to bring the mortgage usage ratio rate ≤75% |
80% |
|
6 |
The level 2 warning threshold: Account required additional mortgage to bring the mortgage usage ratio rate ≤75% |
85% |
|
7 |
Treatment threshold: Account forced processing to bring the mortgage usage ratio rate ≤75% |
90% |
|
8 |
Limit position for institutional investor with 5 years government bond futures contracts |
Under 5.000 Contracts |
|
9 |
Limit position for professional investor with 5 years government bond futures contracts |
Under 10.000 Contracts |
|
10 |
Limit position for institutional professional investor with 10 years government bond futures contracts |
Under 10.000 Contracts |
|
11 |
Limit position for individual professional investor with 10 years government bond futures contracts |
Under 3.000 Contracts |
|
12 |
Limit position for institutional investor with 10 years government bond futures contracts |
Under 5.000 Contracts |
Note: The parameters may change according to PHS regulations each period.
