Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Dec 2016)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Dec 16
Nov 16
Year-To-
Month
Volume
Jan-Dec16
%
Change
Jan-Dec16
Jan-Dec15
Open
Interest
Dec 16 Nov 16
Total Futures 292,140 5,842,808 7,249,300 -19.4% 84,100,129 14.5% 625,456
  Hang Seng Index Futures 106,672 2,133,435 2,774,691 -23.1% 32,313,994 52.1% 123,004
  Mini Hang Seng Index Futures 43,403 868,063 1,123,814 -22.8% 12,477,552 24.2% 9,572
  H-shares Index Futures 121,698 2,433,969 2,803,779 -13.2% 33,031,130 -1.0% 322,024
  Mini H-shares Index Futures 14,223 284,456 414,872 -31.4% 4,870,262 -35.1% 4,399
  HSI Dividend Point Index Futures 46 920 500 84.0% 16,886 76.4% 4,621
  HSCEI Dividend Point Index Futures 843 16,855 35,820 -52.9% 589,188 187.0% 109,112
  HSI Volatility Index Futures 0 0 0 - 87 -81.3% 0
  CES China 120 Index Futures 7 145 26 457.7% 642 -97.7% 16
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 6 0 - 6 - 1
  Hang Seng Mainland Banks Index Futures3 9 182 5 3540.0% 285 - 8
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 5 0 - 5 - 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 794 15,885 15,317 3.7% 225,978 -69.0% 5,365
  3-Month HIBOR Futures 2 40 0 - 52 -42.2% 40
  1-Month HIBOR Futures 0 0 0 - 0 -100.0% 0
  3-Year Exchange Fund Note Futures8 - - - - 0 - -
  RMB Currency Futures - USD/CNH Futures 4,324 86,490 77,767 11.2% 538,594 105.2% 45,635
  RMB Currency Futures - EUR/CNH Futures9 9 175 162 8.0% 952 - 98
  RMB Currency Futures - JPY/CNH Futures10 1 13 1 1200.0% 390 - 6
  RMB Currency Futures - AUD/CNH Futures11 1 14 10 40.0% 88 - 8
  RMB Currency Futures - CNH/USD Futures12 95 1,903 878 116.7% 4,867 - 1,494
  London Aluminium Mini Futures 1 11 140 -92.1% 1,829 -84.2% 2
  London Zinc Mini Futures 3 62 477 -87.0% 12,394 -25.6% 17
  London Copper Mini Futures 0 8 150 -94.7% 3,354 -87.8% 3
  London Lead Mini Futures13 0 0 0 - 7 - 0
  London Nickel Mini Futures14 9 171 891 -80.8% 11,550 - 31
  London Tin Mini Futures15 0 0 0 - 37 - 0
Total Options 435,892 8,717,831 10,024,598 -13.0% 104,050,543 -10.6% 8,670,654
  Hang Seng Index Options 38,532 770,632 824,711 -6.6% 9,353,749 24.5% 249,699
  Mini Hang Seng Index Options 6,944 138,881 148,341 -6.4% 1,424,379 37.8% 11,917
  Flexible Hang Seng Index Options 0 0 0 - 560 -89.4% 0
  H-shares Index Options 79,002 1,580,033 1,876,958 -15.8% 19,475,726 27.3% 2,066,340
  Mini H-shares Index Options16 1,984 39,685 63,425 -37.4% 197,399 0.0% 3,265
  Flexible H-shares Index Options 26 530 1,400 -62.1% 16,616 -58.3% 11,930
  Stock Options 309,404 6,188,070 7,109,763 -13.0% 73,582,114 -20.4% 6,327,503
Total Futures and Options 728,032 14,560,639 17,273,898 -15.7% 188,150,672 -0.9% 9,296,110
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 (Dec 2016)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 36 11
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 314 15
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 345 247
Bank of Communications Co., Ltd. 209 15
The Bank of East Asia Ltd. 160 280
BOC Hong Kong (Holdings) Limited 41 10
Cathay Pacific Airways Limited 7 25
CGN Power Co., Ltd. 1 1
CK Hutchison Holdings Ltd. 327 235
China Cinda Asset Management Co., Ltd. 2 0
China CITIC Bank Corporation Ltd. 0 14
China Coal Energy Co. Ltd. 3 0
China Communications Construction Company Limited 178 101
China Construction Bank Corporation 504 176
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 1,126 248
China Merchants Bank Co., Ltd. 50 38
China Minsheng Banking Corp., Ltd. 1 4
China Mobile Ltd. 2,029 471
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 64 6
China Shenhua Energy Co. Ltd. 21 0
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 9 4
China Unicom (Hong Kong) Limited 299 70
ChinaAMC CSI 300 Index ETF 69 72
CITIC Ltd. 56 19
CITIC Securities Co. Ltd. 23 0
CLP Holdings Ltd. 15 7
CNOOC Ltd 173 132
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 521 362
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 8 8
China Evergrande Group 0 0
FIH Mobile Limited 21 19
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 37 0
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 4 0
Hang Seng Bank Ltd. 108 4
Henderson Land Development Co. Ltd. 13 7
Hong Kong & China Gas Co Ltd 52 11
Hong Kong Exchanges & Clearing Ltd 2,540 800
HSBC Holdings Plc 2,430 554
Huaneng Power International, Inc. 158 137
Huatai Securities Co., Ltd. 0 0
Hutchison Whampoa Ltd. 0 0
Industrial and Commercial Bank of China Limited 719 228
iShares FTSE A50 China Index ETF 125 83
Kingsoft Corporation Ltd. 16 6
Li & Fung Limited 12 0
MTR Corporation Limited 155 39
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 34 19
Petrochina Company Limited 414 118
PICC Property and Casualty Company Limited 72 73
Ping An Insurance (Group) Co. of China Ltd. 1,486 533
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 4 4
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 188 10
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 31 2
Tencent Holdings Ltd. 254 53
The Wharf (Holdings) Ltd. 411 92
Yanzhou Coal Mining Co. Ltd. 2 0
Zijin Mining Group Co., Ltd. 8 2
Total 15,885 5,365
 
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Trading of Stock Options by Class (Dec 2016)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 12,069 9,326 21,395 21,178 17,139 38,317
AIA Group Limited 57,310 84,176 141,486 44,724 42,990 87,714
Aluminum Corporation of China Ltd. 4,273 11,390 15,663 2,480 10,837 13,317
Anhui Conch Cement Company Limited 10,177 13,270 23,447 10,424 11,212 21,636
Bank of China Ltd. ($0.001) 140,948 126,403 267,351 312,948 177,769 490,717
Bank of Communications Co., Ltd. 10,120 24,611 34,731 15,498 35,317 50,815
The Bank of East Asia Ltd. 7,903 4,680 12,583 6,695 8,538 15,233
Belle International Holdings Limited 10,003 11,154 21,157 6,505 10,189 16,694
BOC Hong Kong (Holdings) Limited 22,980 25,334 48,314 15,107 28,822 43,929
BYD Company Limited 6,921 10,690 17,611 7,994 5,588 13,582
Cathay Pacific Airways Limited 495 1,535 2,030 1,017 3,759 4,776
CGN Power Co., Ltd. 482 1,820 2,302 448 1,316 1,764
CK Hutchison Holdings Ltd. 19,799 33,854 53,653 15,595 31,342 46,937
Cheung Kong Property Holdings Ltd. 5,461 9,801 15,262 5,024 7,550 12,574
China Cinda Asset Management Co., Ltd. 2,662 1,846 4,508 4,411 2,295 6,706
China CITIC Bank Corporation Limited 36,364 5,580 41,944 39,880 20,253 60,133
China Coal Energy Company Limited 3,003 3,512 6,515 6,829 5,054 11,883
China Communications Construction Company Limited 9,003 17,152 26,155 12,916 23,300 36,216
China Construction Bank Corp ($0.001) 348,926 198,322 547,248 310,334 213,612 523,946
China COSCO Holdings Company Limited 1,302 2,610 3,912 2,426 5,303 7,729
China Life Insurance Company Ltd. 137,020 113,345 250,365 136,263 120,467 256,730
China Mengniu Dairy Co. Ltd. 1,726 2,709 4,435 881 1,594 2,475
China Merchants Bank Co., Ltd. 21,902 29,667 51,569 22,197 45,641 67,838
China Minsheng Banking Corp., Ltd. 6,376 6,866 13,242 31,350 30,209 61,559
China Mobile Ltd. 131,324 111,265 242,589 99,187 67,312 166,499
China National Building Material Company Limited 10,851 7,995 18,846 4,777 4,769 9,546
China Overseas Land & Investment Limited 23,967 33,155 57,122 17,199 32,983 50,182
China Pacific Insurance (Group) Co., Ltd. 7,518 10,159 17,677 7,216 11,122 18,338
China Petroleum & Chemical Corp. 39,556 29,540 69,096 35,038 50,275 85,313
China Railway Construction Corporation Limited 6,573 4,709 11,282 8,424 6,778 15,202
China Railway Group Limited 8,527 8,970 17,497 7,982 8,680 16,662
China Resources Land Ltd. 4,588 7,800 12,388 6,295 8,953 15,248
China Shenhua Energy Company Limited 30,194 32,603 62,797 30,866 38,967 69,833
China Telecom Corporation Ltd. 10,115 14,352 24,467 32,253 36,393 68,646
China Unicom (Hong Kong) Limited 32,268 29,475 61,743 64,156 38,480 102,636
ChinaAMC CSI 300 Index ETF 22,939 25,040 47,979 22,772 11,684 34,456
CITIC Ltd. 3,192 4,070 7,262 4,010 4,496 8,506
CITIC Securities Co. Ltd. 9,109 7,947 17,056 6,507 4,280 10,787
CLP Holdings Ltd. 3,594 6,200 9,794 2,733 5,298 8,031
CNOOC Ltd 155,622 118,513 274,135 94,451 97,063 191,514
CSOP FTSE China A50 ETF 50,919 56,752 107,671 60,787 54,653 115,440
Dongfeng Motor Group Co. Ltd. 3,916 4,756 8,672 1,633 8,825 10,458
Esprit Holdings Ltd. 651 580 1,231 416 929 1,345
FIH Mobile Limited 13 115 128 40 568 608
Galaxy Entertainment Group Limited 52,535 58,257 110,792 24,845 31,869 56,714
GCL-Poly Energy Holdings Ltd. 1,225 1,309 2,534 2,386 2,811 5,197
Great Wall Motor Company Ltd. 38,800 43,836 82,636 36,145 65,571 101,716
Guangzhou R&F Properties Co., Ltd. 1,667 1,809 3,476 1,146 3,171 4,317
Hang Seng Bank Ltd. 8,727 11,736 20,463 13,426 42,069 55,495
Hang Seng H-Share Index ETF 1,360 7,113 8,473 3,375 5,099 8,474
Haitong Securities Co., Ltd. 7,125 5,448 12,573 6,225 5,079 11,304
Henderson Land Development Co. Ltd. 1,749 2,207 3,956 1,683 3,010 4,693
Hengan International Group Co. Ltd. 2,539 3,628 6,167 1,317 2,143 3,460
Hong Kong & China Gas Co Ltd 1,811 6,460 8,271 2,262 6,656 8,918
Hong Kong Exchanges & Clearing Ltd 254,767 229,515 484,282 358,703 142,716 501,419
HSBC Holdings Plc 236,300 207,960 444,260 176,164 158,295 334,459
Huaneng Power International Inc. 5,958 9,677 15,635 5,078 10,600 15,678
Hutchison Whampoa Ltd. 0 0 0 0 0 0
Industrial and Commercial Bank ($0.001) 216,734 134,921 351,655 259,621 230,429 490,050
iShares FTSE A50 China Index ETF 22,690 50,891 73,581 46,337 34,668 81,005
Jiangxi Copper Company Limited 21,324 19,139 40,463 11,765 10,304 22,069
Kunlun Energy Co. Ltd. 929 1,477 2,406 1,377 2,743 4,120
Kingsoft Corporation Ltd. 3,366 7,462 10,828 4,623 5,995 10,618
Lenovo Group Ltd. 23,135 21,951 45,086 39,248 33,309 72,557
Li & Fung Limited 9,105 6,414 15,519 4,153 6,849 11,002
MTR Corporation Limited 6,848 9,383 16,231 6,831 4,968 11,799
MGM China Holdings Ltd. 1,419 2,663 4,082 572 903 1,475
New China Life Insurance Co. Ltd. 2,296 4,362 6,658 1,388 5,136 6,524
New World Development Co. Ltd. 7,134 8,335 15,469 5,572 6,745 12,317
People's Insurance Co. (Gp) of China Ltd 2,242 1,481 3,723 3,114 1,709 4,823
Petrochina Company Limited 145,270 54,263 199,533 76,112 50,226 126,338
PICC Property and Casualty Company Limited 5,917 9,003 14,920 9,448 16,195 25,643
Ping An Insurance (Group) Co. of China Ltd. 117,352 124,953 242,305 182,512 135,937 318,449
Power Assets Holdings Ltd. 4,107 8,492 12,599 2,905 4,726 7,631
Sands China Ltd. 84,114 82,677 166,791 49,883 51,428 101,311
Standard Chartered PLC 6,626 7,821 14,447 4,041 8,209 12,250
Sun Hung Kai Properties Ltd. 12,684 22,144 34,828 7,193 16,155 23,348
Swire Pacific Ltd. - A 3,142 5,344 8,486 2,668 7,110 9,778
Tencent Holdings Limited 502,881 460,956 963,837 609,491 314,851 924,342
Tracker Fund 3,425 5,731 9,156 5,088 6,066 11,154
The Wharf (Holdings) Ltd. 2,231 6,100 8,331 1,313 5,804 7,117
W.I.S.E - CSI 300 China Tracker 0 4 4 10 27 37
Want Want China Holdings Ltd. 1,733 1,827 3,560 1,693 3,351 5,044
Yanzhou Coal Mining Company Limited 3,732 9,230 12,962 3,343 5,763 9,106
Zijin Mining Group Company Limited 7,086 3,696 10,782 9,806 3,476 13,282
Total 3,264,746 2,923,324 6,188,070 3,522,728 2,804,775 6,327,503
 
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