Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Oct 2016)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Oct 16
Sep 16
Year-To-
Month
Volume
Jan-Oct16
%
Change
Jan-Oct16
Jan-Oct15
Open
Interest
Oct 16 Sep 16
Total Futures 310,137 6,202,741 7,520,292 -17.5% 71,008,021 18.1% 751,484
  Hang Seng Index Futures 123,542 2,470,845 2,885,799 -14.4% 27,405,868 69.8% 150,230
  Mini Hang Seng Index Futures 48,896 977,911 1,148,180 -14.8% 10,485,675 25.9% 8,324
  H-shares Index Futures 115,990 2,319,797 2,932,704 -20.9% 27,793,382 -0.7% 360,598
  Mini H-shares Index Futures 17,468 349,368 441,928 -20.9% 4,170,934 -36.4% 5,247
  HSI Dividend Point Index Futures 0 0 100 -100.0% 15,466 63.3% 7,081
  HSCEI Dividend Point Index Futures 1,969 39,375 57,840 -31.9% 536,513 212.6% 179,076
  HSI Volatility Index Futures 0 0 0 - 87 -80.2% 0
  CES China 120 Index Futures 2 40 35 14.3% 471 -98.3% 10
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 0 0 - 0 - 0
  Hang Seng Mainland Banks Index Futures3 0 7 6 16.7% 98 - 1
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 0 0 - 0 - 0
  Hang Seng IT Hardware Index Futures6 0 0 0 - 0 - 0
  Hang Seng Software & Services Index Futures7 0 0 0 - 0 - 0
  IBOVESPA Futures 0 0 0 - 0 - 0
  MICEX Index Futures 0 0 0 - 0 - 0
  S&P BSE Sensex Index Futures 0 0 0 - 0 - 0
  FTSE/JSE Top40 Futures 0 0 0 - 0 - 0
  Stock Futures 481 9,611 16,768 -42.7% 194,776 -69.8% 3,775
  3-Month HIBOR Futures 0 0 0 - 12 -86.7% 0
  1-Month HIBOR Futures 0 0 0 - 0 -100.0% 0
  3-Year Exchange Fund Note Futures8 - - - - 0 - -
  RMB Currency Futures - USD/CNH Futures 1,699 33,987 33,569 1.2% 374,337 92.0% 35,995
  RMB Currency Futures - EUR/CNH Futures9 1 13 140 -90.7% 615 - 21
  RMB Currency Futures - JPY/CNH Futures10 0 4 42 -90.5% 376 - 0
  RMB Currency Futures - AUD/CNH Futures11 0 2 40 -95.0% 64 - 2
  RMB Currency Futures - CNH/USD Futures12 39 785 524 49.8% 2,086 - 891
  London Aluminium Mini Futures 9 178 147 21.1% 1,678 -80.8% 45
  London Zinc Mini Futures 18 361 771 -53.2% 11,855 1.7% 87
  London Copper Mini Futures 4 75 312 -76.0% 3,196 -86.9% 5
  London Lead Mini Futures13 0 0 2 -100.0% 7 - 0
  London Nickel Mini Futures14 19 382 1,382 -72.4% 10,488 - 96
  London Tin Mini Futures15 0 0 3 -100.0% 37 - 0
Total Options 383,574 7,671,480 10,573,116 -27.4% 85,308,114 -16.7% 9,503,198
  Hang Seng Index Options 35,847 716,936 881,855 -18.7% 7,758,406 21.8% 299,716
  Mini Hang Seng Index Options 6,701 134,022 137,471 -2.5% 1,137,157 29.7% 10,239
  Flexible Hang Seng Index Options 0 0 0 - 560 -62.7% 2,975
  H-shares Index Options 72,147 1,442,948 2,086,483 -30.8% 16,018,735 26.8% 2,775,349
  Mini H-shares Index Options16 1,735 34,701 59,588 -41.8% 94,289 0.0% 5,550
  Flexible H-shares Index Options 189 3,780 942 301.3% 14,686 -60.2% 17,349
  Stock Options 266,955 5,339,093 7,406,777 -27.9% 60,284,281 -26.9% 6,392,020
Total Futures and Options 693,711 13,874,221 18,093,408 -23.3% 156,316,135 -3.8% 10,254,682
1 Trading in CES Gaming Top 10 Index Futures commenced on 09 May 2016
2 Trading in Hang Seng Mainland Oil & Gas Index Futures commenced on 09 May 2016
3 Trading in Hang Seng Mainland Banks Index Futures commenced on 09 May 2016
4 Trading in Hang Seng Mainland Healthcare Index Futures commenced on 09 May 2016
5 Trading in Hang Seng Mainland Properties Index Futures commenced on 09 May 2016
6 Trading in Hang Seng IT Hardware Index Futures commenced on 09 May 2016
7 Trading in Hang Seng Software & Services Index Futures commenced on 09 May 2016
8 Trading in 3-Year Exchange Fund Note Futures suspended with effect from 14 Sep 2015
9 Trading in RMB Currency Futures - EUR/CNH Futures commenced on 30 May 2016
10 Trading in RMB Currency Futures - JPY/CNH Futures commenced on 30 May 2016
11 Trading in RMB Currency Futures - AUD/CNH Futures commenced on 30 May 2016
12 Trading in RMB Currency Futures - CNH/USD Futures commenced on 30 May 2016
13 Trading in London Lead Mini Futures commenced on 14 Dec 2015
14 Trading in London Nickel Mini Futures commenced on 14 Dec 2015
15 Trading in London Tin Mini Futures commenced on 14 Dec 2015
16 Trading in Mini H-shares Index Options commenced on 05 Sep 2016
 
 
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Trading of Stock Futures by Class (Oct 2016)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 0 9
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 0 0
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 17 141
Bank of Communications Co., Ltd. 12 10
The Bank of East Asia Ltd. 110 208
BOC Hong Kong (Holdings) Limited 58 14
Cathay Pacific Airways Limited 12 10
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 652 81
China Cinda Asset Management Co., Ltd. 2 0
China CITIC Bank Corporation Ltd. 16 15
China Coal Energy Co. Ltd. 0 0
China Communications Construction Company Limited 526 393
China Construction Bank Corporation 155 39
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 1,288 456
China Merchants Bank Co., Ltd. 75 15
China Minsheng Banking Corp., Ltd. 0 0
China Mobile Ltd. 656 222
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 14 1
China Shenhua Energy Co. Ltd. 3 2
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 2 1
China Unicom (Hong Kong) Limited 155 72
ChinaAMC CSI 300 Index ETF 2 47
CITIC Ltd. 12 15
CITIC Securities Co. Ltd. 2 0
CLP Holdings Ltd. 11 4
CNOOC Ltd 152 107
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 177 89
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 0 0
China Evergrande Group 0 0
FIH Mobile Limited 0 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 23 4
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 2 0
Hang Seng Bank Ltd. 160 50
Henderson Land Development Co. Ltd. 4 2
Hong Kong & China Gas Co Ltd 0 0
Hong Kong Exchanges & Clearing Ltd 2,033 801
HSBC Holdings Plc 1,254 143
Huaneng Power International, Inc. 18 126
Huatai Securities Co., Ltd. 0 0
Hutchison Whampoa Ltd. 0 0
Industrial and Commercial Bank of China Limited 82 44
iShares FTSE A50 China Index ETF 120 89
Kingsoft Corporation Ltd. 0 5
Li & Fung Limited 0 0
MTR Corporation Limited 18 21
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 84 14
Petrochina Company Limited 248 139
PICC Property and Casualty Company Limited 291 79
Ping An Insurance (Group) Co. of China Ltd. 393 209
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 0 0
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 317 29
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 16 10
Tencent Holdings Ltd. 345 54
The Wharf (Holdings) Ltd. 87 4
Yanzhou Coal Mining Co. Ltd. 3 0
Zijin Mining Group Co., Ltd. 4 1
Total 9,611 3,775
 
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Trading of Stock Options by Class (Oct 2016)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 16,878 10,776 27,654 23,391 23,400 46,791
AIA Group Limited 55,455 72,703 128,158 45,425 64,138 109,563
Aluminum Corporation of China Ltd. 2,506 1,824 4,330 2,647 2,138 4,785
Anhui Conch Cement Company Limited 17,824 18,770 36,594 16,056 19,219 35,275
Bank of China Ltd. ($0.001) 185,002 121,442 306,444 275,292 198,449 473,741
Bank of Communications Co., Ltd. 7,013 26,283 33,296 13,781 33,841 47,622
The Bank of East Asia Ltd. 9,330 8,926 18,256 5,512 8,665 14,177
Belle International Holdings Limited 11,501 17,757 29,258 4,671 15,169 19,840
BOC Hong Kong (Holdings) Limited 23,027 24,578 47,605 17,162 33,059 50,221
BYD Company Limited 4,615 4,031 8,646 6,098 18,350 24,448
Cathay Pacific Airways Limited 1,963 4,003 5,966 2,645 5,035 7,680
CGN Power Co., Ltd. 193 1,306 1,499 401 1,217 1,618
CK Hutchison Holdings Ltd. 17,366 28,425 45,791 23,469 25,814 49,283
Cheung Kong Property Holdings Ltd. 2,100 4,494 6,594 1,778 5,610 7,388
China Cinda Asset Management Co., Ltd. 2,887 1,211 4,098 5,742 1,707 7,449
China CITIC Bank Corporation Limited 31,810 8,912 40,722 62,468 33,934 96,402
China Coal Energy Company Limited 3,019 2,241 5,260 6,887 5,479 12,366
China Communications Construction Company Limited 26,965 19,465 46,430 23,171 28,901 52,072
China Construction Bank Corp ($0.001) 141,924 184,547 326,471 238,604 248,128 486,732
China COSCO Holdings Company Limited 859 524 1,383 687 2,705 3,392
China Life Insurance Company Ltd. 121,279 144,683 265,962 143,806 146,984 290,790
China Mengniu Dairy Co. Ltd. 978 1,374 2,352 813 841 1,654
China Merchants Bank Co., Ltd. 13,197 43,595 56,792 29,404 66,408 95,812
China Minsheng Banking Corp., Ltd. 9,009 4,407 13,416 38,523 34,022 72,545
China Mobile Ltd. 120,228 106,861 227,089 70,860 73,216 144,076
China National Building Material Company Limited 7,059 15,315 22,374 3,988 9,182 13,170
China Overseas Land & Investment Limited 41,947 46,631 88,578 21,086 38,875 59,961
China Pacific Insurance (Group) Co., Ltd. 4,532 6,280 10,812 9,863 16,268 26,131
China Petroleum & Chemical Corp. 34,152 35,432 69,584 47,471 46,515 93,986
China Railway Construction Corporation Limited 2,114 4,031 6,145 4,419 7,563 11,982
China Railway Group Limited 2,875 3,683 6,558 2,630 5,310 7,940
China Resources Land Ltd. 4,861 8,245 13,106 6,484 7,134 13,618
China Shenhua Energy Company Limited 52,610 41,479 94,089 22,494 32,491 54,985
China Telecom Corporation Ltd. 8,622 14,662 23,284 25,900 34,636 60,536
China Unicom (Hong Kong) Limited 21,554 20,561 42,115 22,802 28,621 51,423
ChinaAMC CSI 300 Index ETF 9,845 11,340 21,185 8,839 11,588 20,427
CITIC Ltd. 4,598 5,782 10,380 8,244 8,536 16,780
CITIC Securities Co. Ltd. 4,793 6,187 10,980 3,644 4,837 8,481
CLP Holdings Ltd. 3,480 6,957 10,437 3,009 4,943 7,952
CNOOC Ltd 179,275 147,678 326,953 136,256 129,464 265,720
CSOP FTSE China A50 ETF 46,293 24,227 70,520 50,367 50,037 100,404
Dongfeng Motor Group Co. Ltd. 2,771 5,616 8,387 1,271 5,405 6,676
Esprit Holdings Ltd. 804 556 1,360 1,600 1,777 3,377
FIH Mobile Limited 179 189 368 166 653 819
Galaxy Entertainment Group Limited 44,096 44,643 88,739 19,183 33,222 52,405
GCL-Poly Energy Holdings Ltd. 1,496 1,176 2,672 2,125 2,694 4,819
Great Wall Motor Company Ltd. 49,687 69,321 119,008 38,141 57,930 96,071
Guangzhou R&F Properties Co., Ltd. 1,207 4,126 5,333 1,030 2,642 3,672
Hang Seng Bank Ltd. 4,381 8,436 12,817 9,017 43,351 52,368
Hang Seng H-Share Index ETF 1,272 4,301 5,573 1,999 5,774 7,773
Haitong Securities Co., Ltd. 5,022 5,840 10,862 9,156 11,312 20,468
Henderson Land Development Co. Ltd. 1,991 3,409 5,400 1,221 3,362 4,583
Hengan International Group Co. Ltd. 2,311 4,371 6,682 1,612 2,267 3,879
Hong Kong & China Gas Co Ltd 1,842 3,340 5,182 2,001 5,286 7,287
Hong Kong Exchanges & Clearing Ltd 231,025 162,765 393,790 308,342 162,848 471,190
HSBC Holdings Plc 162,599 157,285 319,884 163,541 204,028 367,569
Huaneng Power International Inc. 6,535 16,287 22,822 6,172 14,148 20,320
Hutchison Whampoa Ltd. 0 0 0 0 0 0
Industrial and Commercial Bank ($0.001) 99,650 168,673 268,323 206,513 269,332 475,845
iShares FTSE A50 China Index ETF 35,797 25,167 60,964 54,112 49,197 103,309
Jiangxi Copper Company Limited 7,976 7,364 15,340 5,526 3,652 9,178
Kunlun Energy Co. Ltd. 2,138 1,975 4,113 2,691 2,870 5,561
Kingsoft Corporation Ltd. 7,302 4,528 11,830 5,776 5,659 11,435
Lenovo Group Ltd. 23,107 30,369 53,476 32,290 49,625 81,915
Li & Fung Limited 2,457 5,135 7,592 2,449 6,249 8,698
MTR Corporation Limited 4,379 7,833 12,212 3,149 4,405 7,554
MGM China Holdings Ltd. 1,340 1,625 2,965 466 936 1,402
New China Life Insurance Co. Ltd. 1,472 1,504 2,976 3,288 2,943 6,231
New World Development Co. Ltd. 4,681 11,846 16,527 4,644 3,912 8,556
People's Insurance Co. (Gp) of China Ltd 1,379 2,039 3,418 1,422 2,696 4,118
Petrochina Company Limited 106,227 59,159 165,386 83,165 66,124 149,289
PICC Property and Casualty Company Limited 6,669 12,092 18,761 9,346 17,549 26,895
Ping An Insurance (Group) Co. of China Ltd. 151,122 121,090 272,212 211,039 214,717 425,756
Power Assets Holdings Ltd. 5,363 12,027 17,390 3,027 6,258 9,285
Sands China Ltd. 54,414 58,668 113,082 24,336 60,301 84,637
Standard Chartered PLC 5,121 6,907 12,028 6,733 8,997 15,730
Sun Hung Kai Properties Ltd. 12,251 17,387 29,638 8,267 15,448 23,715
Swire Pacific Ltd. - A 2,200 4,559 6,759 3,392 7,020 10,412
Tencent Holdings Limited 315,908 346,106 662,014 413,704 352,959 766,663
Tracker Fund 3,136 5,434 8,570 4,851 6,612 11,463
The Wharf (Holdings) Ltd. 2,262 3,518 5,780 1,879 7,080 8,959
W.I.S.E - CSI 300 China Tracker 0 0 0 0 32 32
Want Want China Holdings Ltd. 536 3,150 3,686 1,068 4,312 5,380
Yanzhou Coal Mining Company Limited 13,561 12,332 25,893 8,307 8,560 16,867
Zijin Mining Group Company Limited 4,093 8,020 12,113 6,303 14,338 20,641
Total 2,647,297 2,691,796 5,339,093 3,111,109 3,280,911 6,392,020
 
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