Derivatives Market Monthly Statistics
 
 
Back
 
    
Derivatives Market Highlights (Nov 2016)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Nov 16
Oct 16
Year-To-
Month
Volume
Jan-Nov16
%
Change
Jan-Nov16
Jan-Nov15
Open
Interest
Nov 16 Oct 16
Total Futures 329,514 7,249,300 6,202,741 16.9% 78,257,321 17.1% 673,462
  Hang Seng Index Futures 126,122 2,774,691 2,470,845 12.3% 30,180,559 60.6% 136,527
  Mini Hang Seng Index Futures 51,082 1,123,814 977,911 14.9% 11,609,489 25.7% 7,708
  H-shares Index Futures 127,444 2,803,779 2,319,797 20.9% 30,597,161 0.0% 287,784
  Mini H-shares Index Futures 18,858 414,872 349,368 18.7% 4,585,806 -34.8% 5,720
  HSI Dividend Point Index Futures 23 500 0 - 15,966 66.8% 7,381
  HSCEI Dividend Point Index Futures 1,628 35,820 39,375 -9.0% 572,333 205.9% 178,985
  HSI Volatility Index Futures 0 0 0 - 87 -81.0% 0
  CES China 120 Index Futures 1 26 40 -35.0% 497 -98.2% 11
  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 5 7 -28.6% 103 - 4
  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 696 15,317 9,611 59.4% 210,093 -69.1% 5,885
  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 3,535 77,767 33,987 128.8% 452,104 108.5% 42,257
  RMB Currency Futures - EUR/CNH Futures9 7 162 13 1146.2% 777 - 36
  RMB Currency Futures - JPY/CNH Futures10 0 1 4 -75.0% 377 - 1
  RMB Currency Futures - AUD/CNH Futures11 0 10 2 400.0% 74 - 9
  RMB Currency Futures - CNH/USD Futures12 40 878 785 11.8% 2,964 - 1,062
  London Aluminium Mini Futures 6 140 178 -21.3% 1,818 -83.4% 5
  London Zinc Mini Futures 22 477 361 32.1% 12,332 -13.7% 36
  London Copper Mini Futures 7 150 75 100.0% 3,346 -86.9% 2
  London Lead Mini Futures13 0 0 0 - 7 - 0
  London Nickel Mini Futures14 40 891 382 133.2% 11,379 - 49
  London Tin Mini Futures15 0 0 0 - 37 - 0
Total Options 455,664 10,024,598 7,671,480 30.7% 95,332,712 -13.0% 10,591,989
  Hang Seng Index Options 37,487 824,711 716,936 15.0% 8,583,117 23.9% 340,254
  Mini Hang Seng Index Options 6,743 148,341 134,022 10.7% 1,285,498 33.3% 10,535
  Flexible Hang Seng Index Options 0 0 0 - 560 -75.7% 2,975
  H-shares Index Options 85,316 1,876,958 1,442,948 30.1% 17,895,693 28.7% 2,965,250
  Mini H-shares Index Options16 2,883 63,425 34,701 82.8% 157,714 0.0% 7,406
  Flexible H-shares Index Options 64 1,400 3,780 -63.0% 16,086 -58.1% 18,749
  Stock Options 323,171 7,109,763 5,339,093 33.2% 67,394,044 -23.2% 7,246,820
Total Futures and Options 785,177 17,273,898 13,874,221 24.5% 173,590,033 -1.6% 11,265,451
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
 
 
Top
 
    
Trading of Stock Futures by Class (Nov 2016)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 28 11
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 587 326
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 51 165
Bank of Communications Co., Ltd. 966 10
The Bank of East Asia Ltd. 90 200
BOC Hong Kong (Holdings) Limited 19 21
Cathay Pacific Airways Limited 60 68
CGN Power Co., Ltd. 1 0
CK Hutchison Holdings Ltd. 415 110
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 0 14
China Coal Energy Co. Ltd. 3 3
China Communications Construction Company Limited 938 82
China Construction Bank Corporation 93 14
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 1,326 461
China Merchants Bank Co., Ltd. 125 10
China Minsheng Banking Corp., Ltd. 3 3
China Mobile Ltd. 1,309 466
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 10 2
China Shenhua Energy Co. Ltd. 16 3
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 16 10
China Unicom (Hong Kong) Limited 164 48
ChinaAMC CSI 300 Index ETF 53 36
CITIC Ltd. 50 47
CITIC Securities Co. Ltd. 48 3
CLP Holdings Ltd. 20 8
CNOOC Ltd 231 114
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 430 152
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 2 0
China Evergrande Group 0 0
FIH Mobile Limited 40 40
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 75 5
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 2 0
Hang Seng Bank Ltd. 42 52
Henderson Land Development Co. Ltd. 5 1
Hong Kong & China Gas Co Ltd 37 17
Hong Kong Exchanges & Clearing Ltd 2,679 1,026
HSBC Holdings Plc 1,232 240
Huaneng Power International, Inc. 12 124
Huatai Securities Co., Ltd. 0 0
Hutchison Whampoa Ltd. 0 0
Industrial and Commercial Bank of China Limited 373 71
iShares FTSE A50 China Index ETF 592 463
Kingsoft Corporation Ltd. 50 21
Li & Fung Limited 0 0
MTR Corporation Limited 150 37
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 17 15
Petrochina Company Limited 217 146
PICC Property and Casualty Company Limited 142 73
Ping An Insurance (Group) Co. of China Ltd. 1,535 937
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. 199 22
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 49 26
Tencent Holdings Ltd. 600 99
The Wharf (Holdings) Ltd. 184 83
Yanzhou Coal Mining Co. Ltd. 0 0
Zijin Mining Group Co., Ltd. 31 0
Total 15,317 5,885
 
Top
 
    
Trading of Stock Options by Class (Nov 2016)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 9,044 8,172 17,216 20,792 22,007 42,799
AIA Group Limited 50,448 75,258 125,706 47,867 57,358 105,225
Aluminum Corporation of China Ltd. 10,209 5,117 15,326 3,087 4,269 7,356
Anhui Conch Cement Company Limited 13,831 14,757 28,588 14,890 19,069 33,959
Bank of China Ltd. ($0.001) 177,147 187,285 364,432 319,282 227,710 546,992
Bank of Communications Co., Ltd. 14,761 13,199 27,960 17,146 37,057 54,203
The Bank of East Asia Ltd. 7,775 6,563 14,338 6,712 9,452 16,164
Belle International Holdings Limited 7,131 12,740 19,871 5,438 10,490 15,928
BOC Hong Kong (Holdings) Limited 22,733 21,843 44,576 17,426 34,205 51,631
BYD Company Limited 3,358 3,765 7,123 6,385 15,965 22,350
Cathay Pacific Airways Limited 824 3,691 4,515 2,263 3,866 6,129
CGN Power Co., Ltd. 664 1,147 1,811 635 1,105 1,740
CK Hutchison Holdings Ltd. 22,388 32,576 54,964 25,382 31,883 57,265
Cheung Kong Property Holdings Ltd. 7,207 10,694 17,901 4,629 8,228 12,857
China Cinda Asset Management Co., Ltd. 1,887 1,439 3,326 5,529 2,132 7,661
China CITIC Bank Corporation Limited 9,742 18,272 28,014 44,512 32,339 76,851
China Coal Energy Company Limited 4,645 3,401 8,046 7,532 5,823 13,355
China Communications Construction Company Limited 31,462 21,930 53,392 25,854 26,747 52,601
China Construction Bank Corp ($0.001) 226,899 236,079 462,978 270,106 271,885 541,991
China COSCO Holdings Company Limited 9,101 4,235 13,336 3,476 5,104 8,580
China Life Insurance Company Ltd. 230,675 188,300 418,975 180,981 150,240 331,221
China Mengniu Dairy Co. Ltd. 3,220 2,610 5,830 1,284 1,732 3,016
China Merchants Bank Co., Ltd. 18,998 37,227 56,225 28,919 65,551 94,470
China Minsheng Banking Corp., Ltd. 7,360 8,489 15,849 38,903 36,383 75,286
China Mobile Ltd. 154,067 124,378 278,445 99,091 72,803 171,894
China National Building Material Company Limited 20,877 15,063 35,940 5,284 6,524 11,808
China Overseas Land & Investment Limited 37,518 39,077 76,595 24,244 40,463 64,707
China Pacific Insurance (Group) Co., Ltd. 6,222 8,214 14,436 9,584 16,450 26,034
China Petroleum & Chemical Corp. 24,731 37,184 61,915 49,445 61,718 111,163
China Railway Construction Corporation Limited 3,365 3,971 7,336 5,292 7,470 12,762
China Railway Group Limited 6,105 3,812 9,917 2,745 5,037 7,782
China Resources Land Ltd. 4,285 9,065 13,350 6,933 10,823 17,756
China Shenhua Energy Company Limited 54,819 56,893 111,712 36,207 44,470 80,677
China Telecom Corporation Ltd. 13,569 25,281 38,850 29,970 37,766 67,736
China Unicom (Hong Kong) Limited 71,351 48,705 120,056 66,997 38,774 105,771
ChinaAMC CSI 300 Index ETF 22,384 14,496 36,880 18,557 13,733 32,290
CITIC Ltd. 4,623 5,439 10,062 5,956 5,988 11,944
CITIC Securities Co. Ltd. 14,392 9,214 23,606 7,071 7,682 14,753
CLP Holdings Ltd. 6,491 11,790 18,281 3,506 6,041 9,547
CNOOC Ltd 142,897 118,888 261,785 125,909 120,279 246,188
CSOP FTSE China A50 ETF 79,010 34,623 113,633 85,475 60,178 145,653
Dongfeng Motor Group Co. Ltd. 2,312 6,383 8,695 1,781 8,169 9,950
Esprit Holdings Ltd. 425 945 1,370 1,410 1,738 3,148
FIH Mobile Limited 0 156 156 72 679 751
Galaxy Entertainment Group Limited 44,515 57,760 102,275 16,280 37,499 53,779
GCL-Poly Energy Holdings Ltd. 1,452 1,734 3,186 2,297 3,152 5,449
Great Wall Motor Company Ltd. 49,757 49,973 99,730 53,367 67,366 120,733
Guangzhou R&F Properties Co., Ltd. 471 3,218 3,689 710 3,564 4,274
Hang Seng Bank Ltd. 10,194 15,287 25,481 12,345 45,792 58,137
Hang Seng H-Share Index ETF 2,965 3,781 6,746 3,014 4,914 7,928
Haitong Securities Co., Ltd. 13,231 6,329 19,560 11,228 11,249 22,477
Henderson Land Development Co. Ltd. 2,513 4,436 6,949 1,987 4,207 6,194
Hengan International Group Co. Ltd. 3,691 5,184 8,875 1,974 2,254 4,228
Hong Kong & China Gas Co Ltd 3,866 9,314 13,180 2,553 6,874 9,427
Hong Kong Exchanges & Clearing Ltd 373,330 199,750 573,080 377,747 157,620 535,367
HSBC Holdings Plc 201,665 212,541 414,206 166,691 216,948 383,639
Huaneng Power International Inc. 8,742 18,442 27,184 7,221 13,215 20,436
Hutchison Whampoa Ltd. 0 0 0 0 0 0
Industrial and Commercial Bank ($0.001) 116,562 183,248 299,810 206,032 280,962 486,994
iShares FTSE A50 China Index ETF 75,849 31,907 107,756 67,907 50,618 118,525
Jiangxi Copper Company Limited 35,549 16,979 52,528 10,455 7,237 17,692
Kunlun Energy Co. Ltd. 978 3,554 4,532 2,636 3,634 6,270
Kingsoft Corporation Ltd. 5,643 6,727 12,370 6,241 5,963 12,204
Lenovo Group Ltd. 28,444 17,048 45,492 42,993 40,652 83,645
Li & Fung Limited 2,162 3,943 6,105 2,100 6,406 8,506
MTR Corporation Limited 10,150 12,795 22,945 6,909 6,078 12,987
MGM China Holdings Ltd. 2,757 2,814 5,571 1,088 942 2,030
New China Life Insurance Co. Ltd. 2,916 3,656 6,572 3,690 4,884 8,574
New World Development Co. Ltd. 10,023 16,363 26,386 4,208 7,720 11,928
People's Insurance Co. (Gp) of China Ltd 2,235 2,605 4,840 2,032 2,936 4,968
Petrochina Company Limited 61,014 52,962 113,976 91,833 77,331 169,164
PICC Property and Casualty Company Limited 12,207 12,617 24,824 12,618 17,532 30,150
Ping An Insurance (Group) Co. of China Ltd. 216,614 150,460 367,074 250,176 233,381 483,557
Power Assets Holdings Ltd. 5,150 6,720 11,870 3,301 4,838 8,139
Sands China Ltd. 62,974 66,370 129,344 25,924 54,624 80,548
Standard Chartered PLC 6,041 12,220 18,261 5,896 11,634 17,530
Sun Hung Kai Properties Ltd. 20,629 30,854 51,483 9,408 17,808 27,216
Swire Pacific Ltd. - A 3,537 5,933 9,470 3,787 7,838 11,625
Tencent Holdings Limited 792,877 572,606 1,365,483 624,285 389,249 1,013,534
Tracker Fund 3,367 7,304 10,671 5,317 6,977 12,294
The Wharf (Holdings) Ltd. 3,200 9,522 12,722 2,208 8,753 10,961
W.I.S.E - CSI 300 China Tracker 10 29 39 10 31 41
Want Want China Holdings Ltd. 2,977 4,002 6,979 1,896 4,481 6,377
Yanzhou Coal Mining Company Limited 8,214 10,522 18,736 6,382 6,908 13,290
Zijin Mining Group Company Limited 10,983 5,482 16,465 11,232 12,827 24,059
Total 3,780,406 3,329,357 7,109,763 3,752,537 3,494,283 7,246,820
 
Top