Structured Transactions of Interbank Deposit Spot Rate Volatility
- Specifications
Underlying | Call or Put Option on Average One-Day Interbank Deposit Rate Index Contract (IDI) and the One-Day Interbank Deposit Futures Contract (DI1), in a delta-hedge proportion. |
Ticker | VID |
Contract size | 1 contract = 1 option. |
Quotation | Option premium in index points. |
Round-lot | Multiples of 5 contracts, with not less than 50 contracts. |
Contract months | All months. |
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