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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