Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Jan 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Jan 17
Dec 16
Year-To-
Month
Volume
Jan-Jan17
%
Change
Jan-Jan17
Jan-Jan16
Open
Interest
Jan 17 Dec 16
Total Futures 261,275 4,964,222 5,842,808 -15.0% 4,964,222 -44.3% 642,072
  Hang Seng Index Futures 97,745 1,857,155 2,133,435 -13.0% 1,857,155 -44.1% 134,869
  Mini Hang Seng Index Futures 35,204 668,871 868,063 -22.9% 668,871 -44.6% 9,604
  H-shares Index Futures 109,041 2,071,776 2,433,969 -14.9% 2,071,776 -41.8% 321,900
  Mini H-shares Index Futures 11,669 221,718 284,456 -22.1% 221,718 -65.6% 4,749
  HSI Dividend Point Index Futures 18 350 920 -62.0% 350 38.9% 4,721
  HSCEI Dividend Point Index Futures 1,778 33,777 16,855 100.4% 33,777 -53.4% 112,898
  HSI Volatility Index Futures 1 27 0 - 27 80.0% 1
  CES China 120 Index Futures 2 44 145 -69.7% 44 -48.2% 11
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 1 6 -83.3% 1 - 0
  Hang Seng Mainland Banks Index Futures3 6 115 182 -36.8% 115 - 15
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 0 5 -100.0% 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 575 10,934 15,885 -31.2% 10,934 -76.5% 6,400
  3-Month HIBOR Futures 0 0 40 -100.0% 0 -100.0% 40
  1-Month HIBOR Futures 1 20 0 - 20 - 0
  RMB Currency Futures - USD/CNH Futures 5,135 97,560 86,490 12.8% 97,560 49.5% 45,191
  RMB Currency Futures - EUR/CNH Futures8 4 69 175 -60.6% 69 - 93
  RMB Currency Futures - JPY/CNH Futures9 0 1 13 -92.3% 1 - 4
  RMB Currency Futures - AUD/CNH Futures10 0 1 14 -92.9% 1 - 4
  RMB Currency Futures - CNH/USD Futures11 87 1,654 1,903 -13.1% 1,654 - 1,537
  London Aluminium Mini Futures 2 44 11 300.0% 44 -68.6% 6
  London Zinc Mini Futures 1 28 62 -54.8% 28 -97.3% 10
  London Copper Mini Futures 1 12 8 50.0% 12 -96.7% 1
  London Lead Mini Futures 0 0 0 - 0 - 0
  London Nickel Mini Futures 3 65 171 -62.0% 65 12.1% 18
  London Tin Mini Futures 0 0 0 - 0 - 0
Total Options 385,617 7,326,726 8,717,831 -16.0% 7,326,726 -26.1% 9,236,257
  Hang Seng Index Options 34,423 654,032 770,632 -15.1% 654,032 -28.6% 289,560
  Mini Hang Seng Index Options 5,969 113,406 138,881 -18.3% 113,406 0.8% 12,269
  Flexible Hang Seng Index Options 0 0 0 - 0 0.0% 0
  H-shares Index Options 80,324 1,526,156 1,580,033 -3.4% 1,526,156 -23.1% 2,324,389
  Mini H-shares Index Options12 929 17,644 39,685 -55.5% 17,644 0.0% 3,813
  Flexible H-shares Index Options 0 0 530 -100.0% 0 0.0% 11,930
  Stock Options 263,973 5,015,488 6,188,070 -18.9% 5,015,488 -27.3% 6,594,296
Total Futures and Options 646,892 12,290,948 14,560,639 -15.6% 12,290,948 -34.7% 9,878,329
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 RMB Currency Futures - EUR/CNH Futures commenced on 30 May 2016
9 Trading in RMB Currency Futures - JPY/CNH Futures commenced on 30 May 2016
10 Trading in RMB Currency Futures - AUD/CNH Futures commenced on 30 May 2016
11 Trading in RMB Currency Futures - CNH/USD Futures commenced on 30 May 2016
12 Trading in Mini H-shares Index Options commenced on 05 Sep 2016
 
 
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Trading of Stock Futures by Class (Jan 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 2 13
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 146 86
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 74 206
Bank of Communications Co., Ltd. 13 10
The Bank of East Asia Ltd. 0 230
BOC Hong Kong (Holdings) Limited 17 12
Cathay Pacific Airways Limited 18 6
CGN Power Co., Ltd. 1 0
CK Hutchison Holdings Ltd. 250 249
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 0 14
China Coal Energy Co. Ltd. 0 0
China Communications Construction Company Limited 89 39
China Construction Bank Corporation 384 232
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 395 226
China Merchants Bank Co., Ltd. 38 0
China Minsheng Banking Corp., Ltd. 0 4
China Mobile Ltd. 893 244
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 59 37
China Shenhua Energy Co. Ltd. 1 1
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 3 3
China Unicom (Hong Kong) Limited 27 63
ChinaAMC CSI 300 Index ETF 194 49
CITIC Ltd. 109 13
CITIC Securities Co. Ltd. 21 3
CLP Holdings Ltd. 52 42
CNOOC Ltd 237 141
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 1,033 154
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 2 0
FIH Mobile Limited 19 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 26 0
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 0 0
Hang Seng Bank Ltd. 1 1
Henderson Land Development Co. Ltd. 14 17
Hong Kong & China Gas Co Ltd 20 10
Hong Kong Exchanges & Clearing Ltd 1,814 1,140
HSBC Holdings Plc 2,678 2,009
Huaneng Power International, Inc. 38 140
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 78 227
iShares FTSE A50 China Index ETF 244 110
Kingsoft Corporation Ltd. 8 6
Li & Fung Limited 4 4
MTR Corporation Limited 80 52
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 46 26
Petrochina Company Limited 215 100
PICC Property and Casualty Company Limited 112 120
Ping An Insurance (Group) Co. of China Ltd. 810 165
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 19 9
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 178 40
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 12 10
Tencent Holdings Ltd. 246 57
The Wharf (Holdings) Ltd. 213 77
Yanzhou Coal Mining Co. Ltd. 1 1
Zijin Mining Group Co., Ltd. 0 2
Total 10,934 6,400
 
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Trading of Stock Options by Class (Jan 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 6,597 9,031 15,628 22,248 17,568 39,816
AIA Group Limited 46,271 52,932 99,203 43,172 48,837 92,009
Aluminum Corporation of China Ltd. 8,811 6,473 15,284 4,519 5,801 10,320
Anhui Conch Cement Company Limited 24,842 19,502 44,344 17,034 18,814 35,848
Bank of China Ltd. ($0.001) 97,715 158,230 255,945 233,443 239,486 472,929
Bank of Communications Co., Ltd. 10,301 6,135 16,436 17,474 31,128 48,602
The Bank of East Asia Ltd. 4,343 6,213 10,556 6,379 11,165 17,544
Belle International Holdings Limited 4,040 5,976 10,016 5,128 8,122 13,250
BOC Hong Kong (Holdings) Limited 27,531 21,549 49,080 22,262 35,235 57,497
BYD Company Limited 4,607 3,317 7,924 9,302 5,520 14,822
Cathay Pacific Airways Limited 3,235 2,816 6,051 1,427 3,194 4,621
CGN Power Co., Ltd. 1,760 2,860 4,620 1,548 2,126 3,674
CK Hutchison Holdings Ltd. 20,296 32,769 53,065 18,034 31,216 49,250
Cheung Kong Property Holdings Ltd. 4,935 9,750 14,685 4,792 7,892 12,684
China Cinda Asset Management Co., Ltd. 2,096 723 2,819 4,851 1,973 6,824
China CITIC Bank Corporation Limited 43,583 27,624 71,207 59,808 38,678 98,486
China Coal Energy Company Limited 5,524 2,500 8,024 6,980 4,742 11,722
China Communications Construction Company Limited 10,208 12,623 22,831 12,729 21,758 34,487
China Construction Bank Corp ($0.001) 185,373 213,776 399,149 257,727 240,745 498,472
China Life Insurance Company Ltd. 121,760 97,012 218,772 148,684 127,708 276,392
China Mengniu Dairy Co. Ltd. 890 1,867 2,757 678 1,114 1,792
China Merchants Bank Co., Ltd. 21,427 20,443 41,870 21,953 49,189 71,142
China Minsheng Banking Corp., Ltd. 1,687 1,142 2,829 30,505 29,545 60,050
China Mobile Ltd. 102,988 86,892 189,880 91,834 69,844 161,678
China National Building Material Company Limited 23,648 25,062 48,710 7,457 8,421 15,878
China Overseas Land & Investment Limited 22,528 31,567 54,095 16,859 32,010 48,869
China Pacific Insurance (Group) Co., Ltd. 4,996 4,630 9,626 6,699 11,874 18,573
China Petroleum & Chemical Corp. 64,776 41,546 106,322 66,186 53,442 119,628
China Railway Construction Corporation Limited 7,673 3,675 11,348 13,812 6,802 20,614
China Railway Group Limited 2,907 2,580 5,487 7,454 8,987 16,441
China Resources Land Ltd. 4,699 7,694 12,393 6,528 9,593 16,121
China Shenhua Energy Company Limited 38,631 30,097 68,728 33,731 37,247 70,978
China Telecom Corporation Ltd. 7,791 11,266 19,057 34,147 36,534 70,681
China Unicom (Hong Kong) Limited 41,467 27,194 68,661 72,791 41,875 114,666
ChinaAMC CSI 300 Index ETF 18,224 19,182 37,406 24,513 11,909 36,422
CITIC Ltd. 3,224 3,256 6,480 4,138 4,116 8,254
CITIC Securities Co. Ltd. 3,468 5,896 9,364 5,169 5,253 10,422
CLP Holdings Ltd. 3,818 3,850 7,668 2,724 4,470 7,194
CNOOC Ltd 158,928 135,099 294,027 105,052 113,933 218,985
COSCO SHIPPING Holdings Co., Ltd. 5,533 7,149 12,682 3,796 6,891 10,687
CSOP FTSE China A50 ETF 30,766 39,229 69,995 63,015 58,661 121,676
Dongfeng Motor Group Co. Ltd. 8,610 8,653 17,263 7,653 8,294 15,947
Esprit Holdings Ltd. 1,565 941 2,506 1,796 1,510 3,306
FIH Mobile Limited 0 135 135 40 550 590
Galaxy Entertainment Group Limited 31,966 33,978 65,944 20,528 33,031 53,559
GCL-Poly Energy Holdings Ltd. 1,410 1,288 2,698 2,009 3,620 5,629
Great Wall Motor Company Ltd. 34,325 27,164 61,489 37,809 69,223 107,032
Guangzhou R&F Properties Co., Ltd. 1,943 1,253 3,196 2,373 2,731 5,104
Hang Seng Bank Ltd. 6,715 11,069 17,784 13,911 42,703 56,614
Hang Seng H-Share Index ETF 4,494 3,491 7,985 3,855 3,880 7,735
Haitong Securities Co., Ltd. 1,601 2,546 4,147 5,101 5,102 10,203
Henderson Land Development Co. Ltd. 1,987 2,382 4,369 1,576 2,924 4,500
Hengan International Group Co. Ltd. 2,780 2,497 5,277 1,276 1,907 3,183
Hong Kong & China Gas Co Ltd 2,416 3,316 5,732 2,261 5,212 7,473
Hong Kong Exchanges & Clearing Ltd 179,423 144,814 324,237 367,878 148,550 516,428
HSBC Holdings Plc 173,753 153,665 327,418 189,715 196,086 385,801
Huaneng Power International Inc. 9,743 8,971 18,714 9,229 12,040 21,269
Industrial and Commercial Bank ($0.001) 88,388 109,918 198,306 211,923 239,576 451,499
iShares FTSE A50 China Index ETF 32,646 18,244 50,890 57,825 31,020 88,845
Jiangxi Copper Company Limited 27,657 13,014 40,671 12,189 10,834 23,023
Kunlun Energy Co. Ltd. 2,751 1,549 4,300 2,659 3,114 5,773
Kingsoft Corporation Ltd. 3,171 4,532 7,703 5,219 5,099 10,318
Lenovo Group Ltd. 48,994 27,170 76,164 47,926 33,115 81,041
Li & Fung Limited 4,627 10,216 14,843 4,347 10,558 14,905
MTR Corporation Limited 7,246 4,458 11,704 5,305 4,957 10,262
MGM China Holdings Ltd. 1,841 3,123 4,964 903 2,364 3,267
New China Life Insurance Co. Ltd. 1,801 4,657 6,458 1,279 2,383 3,662
New World Development Co. Ltd. 8,535 9,539 18,074 7,490 8,663 16,153
People's Insurance Co. (Gp) of China Ltd 1,899 2,530 4,429 3,474 2,463 5,937
Petrochina Company Limited 86,809 53,434 140,243 80,013 59,661 139,674
PICC Property and Casualty Company Limited 8,172 15,265 23,437 10,537 20,915 31,452
Ping An Insurance (Group) Co. of China Ltd. 114,662 102,312 216,974 201,215 162,409 363,624
Power Assets Holdings Ltd. 7,229 10,593 17,822 3,788 5,569 9,357
Sands China Ltd. 49,141 58,760 107,901 48,643 58,620 107,263
Standard Chartered PLC 16,732 7,949 24,681 10,192 8,766 18,958
Sun Hung Kai Properties Ltd. 13,179 19,279 32,458 7,481 16,242 23,723
Swire Pacific Ltd. - A 4,157 3,609 7,766 3,415 7,257 10,672
Tencent Holdings Limited 366,822 317,801 684,623 581,128 314,374 895,502
Tracker Fund 5,860 3,036 8,896 7,901 6,268 14,169
The Wharf (Holdings) Ltd. 5,791 7,536 13,327 3,924 7,359 11,283
W.I.S.E - CSI 300 China Tracker 31 29 60 5 2 7
Want Want China Holdings Ltd. 1,833 2,794 4,627 2,010 4,331 6,341
Yanzhou Coal Mining Company Limited 3,750 4,078 7,828 3,342 4,304 7,646
Zijin Mining Group Company Limited 9,589 2,832 12,421 12,687 2,880 15,567
Total 2,589,941 2,425,547 5,015,488 3,520,412 3,073,884 6,594,296
 
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