Securities Clearing and Settlement Statistics

Securities Clearing and Settlement Statistics

15/05/2012

May 11 - Apr 12

Daily Average of Stock Exchange Trades Processed in CCASS (including CNS trades, isolated trades and cross trades)
MMM-YY	Number of CCASS Trades	% of Exchange Trades	Value of Trades (HK$ Billion)	Number of Shares (Billion)
May-11	821,603	100.00	64.83	141.08
Jun-11	842,820	100.00	69.66	168.80
Jul-11	794,642	100.00	66.86	164.17
Aug-11	981,685	100.00	78.73	163.27
Sep-11	937,988	100.00	71.10	169.28
Oct-11	1,039,005	100.00	71.43	171.71
Nov-11	851,759	100.00	59.98	174.45
Dec-11	682,069	100.00	46.43	136.72
Jan-12	793,097	100.00	55.58	145.84
Feb-12	940,742	100.00	68.38	177.12
Mar-12	884,941	100.00	64.43	156.63
Apr-12	726,146	100.00	50.21	127.86

Daily Average of Netting Efficiency of CNS Trades - In Stock Positions
MMM-YY	Number of CNS Stock Positions	Netting Efficiency (%)
May-11	67,952	95.63
Jun-11	65,189	95.94
Jul-11	65,781	95.65
Aug-11	66,598	96.37
Sep-11	58,320	96.65
Oct-11	61,807	96.81
Nov-11	58,185	96.35
Dec-11	50,375	95.97
Jan-12	55,695	96.19
Feb-12	70,143	96.02
Mar-12	63,622	96.15
Apr-12	53,273	96.07

Daily Average of Netting Efficiency of CNS Trades - In Money Obligations
MMM-YY	Money Obligations Arising from Novated Contracts (HK$ Billion)	Money Obligations after Netting (HK$ Billion)	Funds Netting Efficiency (%)
May-11	121.33	14.91	87.71
Jun-11	130.41	14.49	88.88
Jul-11	121.71	12.24	89.95
Aug-11	146.26	16.51	88.71
Sep-11	133.37	13.62	89.79
Oct-11	135.22	13.85	89.76
Nov-11	111.34	11.49	89.68
Dec-11	86.72	9.78	88.73
Jan-12	103.68	13.53	86.95
Feb-12	127.90	12.14	90.51
Mar-12	115.50	11.00	90.48
Apr-12	89.66	9.50	89.40

Daily Average of Settlement Efficiency of CNS Stock Positions
MMM-YY	S Day (%)	S+1 Day (%)
May-11	99.85	99.99
Jun-11	99.90	99.99
Jul-11	99.89	99.99
Aug-11	99.86	99.99
Sep-11	99.86	99.99
Oct-11	99.88	99.99
Nov-11	99.88	99.99
Dec-11	99.91	99.99
Jan-12	99.90	99.99
Feb-12	99.91	99.99
Mar-12	99.90	99.99
Apr-12	99.92	99.99

Daily Average of Settlement Instructions (SIs) Settled in CCASS (both delivering and receiving SIs are counted)
MMM-YY	Number of SIs	SIs by Market Value (HK$ Billion)	SIs by Shares (Billion)
May-11	83,673	216.92	47.65
Jun-11	85,604	236.25	48.39
Jul-11	82,056	204.32	48.08
Aug-11	87,543	233.36	50.81
Sep-11	83,932	225.15	52.27
Oct-11	84,249	206.97	50.38
Nov-11	74,283	181.23	43.62
Dec-11	72,126	171.63	39.20
Jan-12	74,583	160.76	38.57
Feb-12	84,540	180.39	42.05
Mar-12	79,745	195.17	43.41
Apr-12	72,121	174.67	41.44

Daily Average of Investor Settlement Instructions (ISIs) Settled in CCASS (one sided ISIs are counted)
MMM-YY	Number of ISIs	ISIs by Market Value (HK$ Billion )	ISIs by Shares (Billion)
May-11	473	0.15	0.07
Jun-11	504	0.35	0.09
Jul-11	425	0.28	0.08
Aug-11	531	0.44	0.13
Sep-11	505	0.42	0.17
Oct-11	467	0.10	0.11
Nov-11	314	0.11	0.08
Dec-11	249	0.08	0.06
Jan-12	333	0.23	0.04
Feb-12	385	0.30	0.10
Mar-12	333	0.26	0.07
Apr-12	319	0.22	0.06

Daily Average of Transactions Handled by CCASS Depository (both deposit and withdrawal transactions are counted)
MMM-YY	Number of Transactions	Number of Share Certificates Processed
May-11	1,204	5,000
Jun-11	1,148	4,000
Jul-11	1,067	5,000
Aug-11	1,086	4,000
Sep-11	913	3,000
Oct-11	840	6,000
Nov-11	664	3,000
Dec-11	630	3,000
Jan-12	763	4,000
Feb-12	933	5,000
Mar-12	841	4,000
Apr-12	744	3,000

Securities Under CCASS Custody (balances at the end of each month)
MMM-YY	Number of Securities Admitted into CCASS	Number of Shares (Billion)	% of Issued Shares of Admitted Securities	Market Value (HK$ Billion)	% of Market Capitalization of Admitted Securities
May-11	7,733	3,891.04	71.70	12,054.20	50.08
Jun-11	7,189	3,707.09	69.37	11,612.87	50.11
Jul-11	7,081	3,693.28	70.34	11,643.80	50.10
Aug-11	7,185	3,771.13	71.37	10,761.71	50.78
Sep-11	7,080	3,771.07	71.19	8,909.87	49.96
Oct-11	6,806	3,722.76	70.75	10,199.21	50.44
Nov-11	6,865	3,732.14	70.82	9,393.01	50.58
Dec-11	6,617	3,694.24	70.17	9,599.91	50.23
Jan-12	6,631	3,697.37	70.13	10,557.88	50.33
Feb-12	6,920	3,744.67	70.37	11,435.42	50.50
Mar-12	6,906	3,751.61	70.60	10,833.95	50.26
Apr-12	6,788	3,709.07	70.14	11,101.54	50.41

Note: No. of securities, share quantity and market value of securities in non-HKD currencies are included.

Index at the End of Each Month
	Main Board		Gem Board
MMM-YY	Hang Seng Index	% Change Over One Month	S&P/ HKEx GEM Index	% Change Over One Month
May-11	23684	(0.15)	744	(4.00)
Jun-11	22398	(5.43)	695	(6.59)
Jul-11	22440	0.19	649	(6.62)
Aug-11	20534	(8.49)	541	(16.64)
Sep-11	17592	(14.33)	441	(18.48)
Oct-11	19864	12.91	484	9.75
Nov-11	17989	(9.44)	467	(3.51)
Dec-11	18434	2.47	474	1.50
Jan-12	20390	10.61	467	(1.48)
Feb-12	21680	6.33	497	6.42
Mar-12	20555	(5.19)	447	(10.06)
Apr-12	21094	2.62	433	(3.13)