Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Feb 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Feb 17
Jan 17
Year-To-
Month
Volume
Jan-Feb17
%
Change
Jan-Feb17
Jan-Feb16
Open
Interest
Feb 17 Jan 17
Total Futures 293,630 5,872,595 4,964,222 18.3% 10,836,817 -29.4% 659,335
  Hang Seng Index Futures 107,501 2,150,014 1,857,155 15.8% 4,007,169 -29.3% 149,241
  Mini Hang Seng Index Futures 40,497 809,931 668,871 21.1% 1,478,802 -30.0% 9,404
  H-shares Index Futures 123,427 2,468,543 2,071,776 19.2% 4,540,319 -26.4% 307,486
  Mini H-shares Index Futures 14,170 283,396 221,718 27.8% 505,114 -51.9% 4,803
  HSI Dividend Point Index Futures 35 702 350 100.6% 1,052 -66.9% 5,321
  HSCEI Dividend Point Index Futures 4,513 90,252 33,777 167.2% 124,029 -12.3% 131,128
  HSI Volatility Index Futures 1 23 27 -14.8% 50 177.8% 1
  CES China 120 Index Futures 4 72 44 63.6% 116 -10.8% 11
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 6 1 500.0% 7 - 2
  Hang Seng Mainland Banks Index Futures3 8 166 115 44.3% 281 - 12
  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 880 17,608 10,934 61.0% 28,542 -57.1% 6,747
  3-Month HIBOR Futures 0 0 0 - 0 -100.0% 40
  1-Month HIBOR Futures 0 0 20 -100.0% 20 - 0
  RMB Currency Futures - USD/CNH Futures 2,533 50,653 97,560 -48.1% 148,213 11.9% 43,555
  RMB Currency Futures - EUR/CNH Futures8 0 0 69 -100.0% 69 - 52
  RMB Currency Futures - JPY/CNH Futures9 0 0 1 -100.0% 1 - 4
  RMB Currency Futures - AUD/CNH Futures10 0 0 1 -100.0% 1 - 4
  RMB Currency Futures - CNH/USD Futures11 54 1,078 1,654 -34.8% 2,732 - 1,507
  London Aluminium Mini Futures 3 58 44 31.8% 102 -60.0% 1
  London Zinc Mini Futures 0 9 28 -67.9% 37 -97.3% 11
  London Copper Mini Futures 2 32 12 166.7% 44 -92.7% 0
  London Lead Mini Futures 0 0 0 - 0 - 0
  London Nickel Mini Futures 3 52 65 -20.0% 117 50.0% 5
  London Tin Mini Futures 0 0 0 - 0 - 0
Total Options 564,492 11,289,831 7,326,726 54.1% 18,616,557 11.9% 10,880,973
  Hang Seng Index Options 38,791 775,817 654,032 18.6% 1,429,849 -7.4% 332,253
  Mini Hang Seng Index Options 5,737 114,734 113,406 1.2% 228,140 15.9% 12,110
  Flexible Hang Seng Index Options 0 0 0 - 0 0.0% 0
  H-shares Index Options 107,467 2,149,335 1,526,156 40.8% 3,675,491 7.4% 2,641,892
  Mini H-shares Index Options12 1,430 28,590 17,644 62.0% 46,234 0.0% 5,348
  Flexible H-shares Index Options 0 0 0 - 0 -100.0% 11,930
  Stock Options 411,068 8,221,355 5,015,488 63.9% 13,236,843 15.5% 7,877,440
Total Futures and Options 858,121 17,162,426 12,290,948 39.6% 29,453,374 -7.9% 11,540,308
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 (Feb 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 2 11
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 186 60
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 173 148
Bank of Communications Co., Ltd. 502 10
The Bank of East Asia Ltd. 290 520
BOC Hong Kong (Holdings) Limited 17 0
Cathay Pacific Airways Limited 15 3
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 222 272
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 187 30
China Construction Bank Corporation 685 106
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 649 170
China Merchants Bank Co., Ltd. 20 12
China Minsheng Banking Corp., Ltd. 0 4
China Mobile Ltd. 1,386 323
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 37 21
China Shenhua Energy Co. Ltd. 0 1
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 36 11
China Unicom (Hong Kong) Limited 35 60
ChinaAMC CSI 300 Index ETF 9 35
CITIC Ltd. 26 13
CITIC Securities Co. Ltd. 5 0
CLP Holdings Ltd. 7 20
CNOOC Ltd 248 190
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 382 206
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 6 0
FIH Mobile Limited 0 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 22 4
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 0 0
Hang Seng Bank Ltd. 305 5
Henderson Land Development Co. Ltd. 10 17
Hong Kong & China Gas Co Ltd 14 2
Hong Kong Exchanges & Clearing Ltd 6,320 2,072
HSBC Holdings Plc 2,667 1,013
Huaneng Power International, Inc. 179 82
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 179 241
iShares FTSE A50 China Index ETF 397 160
Kingsoft Corporation Ltd. 4 6
Li & Fung Limited 144 25
MTR Corporation Limited 78 55
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 63 20
Petrochina Company Limited 318 181
PICC Property and Casualty Company Limited 221 151
Ping An Insurance (Group) Co. of China Ltd. 1,007 219
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 19 8
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 158 12
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 14 12
Tencent Holdings Ltd. 199 77
The Wharf (Holdings) Ltd. 162 144
Yanzhou Coal Mining Co. Ltd. 2 1
Zijin Mining Group Co., Ltd. 1 0
Total 17,608 6,747
 
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Trading of Stock Options by Class (Feb 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 24,436 15,418 39,854 24,047 20,870 44,917
AIA Group Limited 96,339 59,799 156,138 52,306 55,827 108,133
Aluminum Corporation of China Ltd. 8,247 3,591 11,838 6,039 3,146 9,185
Anhui Conch Cement Company Limited 33,863 22,564 56,427 17,724 23,553 41,277
Bank of China Ltd. ($0.001) 313,693 240,366 554,059 337,652 324,563 662,215
Bank of Communications Co., Ltd. 27,701 11,941 39,642 24,388 34,108 58,496
The Bank of East Asia Ltd. 7,857 12,831 20,688 7,614 14,373 21,987
Belle International Holdings Limited 8,495 6,642 15,137 4,882 8,089 12,971
BOC Hong Kong (Holdings) Limited 13,627 16,792 30,419 21,500 36,810 58,310
BYD Company Limited 6,887 5,839 12,726 9,027 7,756 16,783
Cathay Pacific Airways Limited 1,518 1,264 2,782 1,375 2,839 4,214
CGN Power Co., Ltd. 4,361 1,552 5,913 1,559 1,669 3,228
CK Hutchison Holdings Ltd. 50,722 32,036 82,758 28,500 40,314 68,814
Cheung Kong Property Holdings Ltd. 7,560 7,416 14,976 5,969 9,038 15,007
China Cinda Asset Management Co., Ltd. 3,466 1,514 4,980 3,632 2,338 5,970
China CITIC Bank Corporation Limited 111,465 16,598 128,063 114,006 48,847 162,853
China Coal Energy Company Limited 5,704 3,808 9,512 5,998 4,310 10,308
China Communications Construction Company Limited 68,361 30,804 99,165 14,799 21,917 36,716
China Construction Bank Corp ($0.001) 438,427 240,073 678,500 343,302 290,749 634,051
China Life Insurance Company Ltd. 236,009 193,558 429,567 178,433 148,679 327,112
China Mengniu Dairy Co. Ltd. 3,886 1,554 5,440 1,078 1,150 2,228
China Merchants Bank Co., Ltd. 24,132 22,000 46,132 22,820 48,071 70,891
China Minsheng Banking Corp., Ltd. 9,624 6,231 15,855 34,002 32,572 66,574
China Mobile Ltd. 150,077 97,047 247,124 107,106 83,533 190,639
China National Building Material Company Limited 43,401 40,061 83,462 8,089 10,047 18,136
China Overseas Land & Investment Limited 33,975 35,908 69,883 17,676 33,046 50,722
China Pacific Insurance (Group) Co., Ltd. 15,119 15,618 30,737 11,774 16,715 28,489
China Petroleum & Chemical Corp. 41,533 44,920 86,453 64,323 69,835 134,158
China Railway Construction Corporation Limited 6,810 7,925 14,735 16,206 10,232 26,438
China Railway Group Limited 12,434 9,400 21,834 14,632 9,722 24,354
China Resources Land Ltd. 9,180 11,951 21,131 7,568 11,200 18,768
China Shenhua Energy Company Limited 34,278 34,206 68,484 32,730 41,187 73,917
China Telecom Corporation Ltd. 31,577 16,343 47,920 49,008 40,702 89,710
China Unicom (Hong Kong) Limited 56,778 37,658 94,436 80,729 50,611 131,340
ChinaAMC CSI 300 Index ETF 13,394 12,402 25,796 17,140 14,302 31,442
CITIC Ltd. 5,402 5,557 10,959 6,274 5,674 11,948
CITIC Securities Co. Ltd. 20,930 9,399 30,329 7,921 6,653 14,574
CLP Holdings Ltd. 3,799 4,826 8,625 2,185 4,186 6,371
CNOOC Ltd 156,565 122,326 278,891 127,997 142,235 270,232
COSCO SHIPPING Holdings Co., Ltd. 3,134 7,560 10,694 2,587 8,165 10,752
CSOP FTSE China A50 ETF 31,827 30,953 62,780 61,468 51,309 112,777
Dongfeng Motor Group Co. Ltd. 5,290 3,305 8,595 2,401 8,475 10,876
Esprit Holdings Ltd. 6,524 1,356 7,880 2,257 1,204 3,461
FIH Mobile Limited 1,508 437 1,945 302 453 755
Galaxy Entertainment Group Limited 53,809 60,645 114,454 29,357 38,050 67,407
GCL-Poly Energy Holdings Ltd. 3,759 2,469 6,228 2,028 3,926 5,954
Great Wall Motor Company Ltd. 75,644 62,147 137,791 51,016 76,011 127,027
Guangzhou R&F Properties Co., Ltd. 3,428 1,761 5,189 3,416 2,879 6,295
Hang Seng Bank Ltd. 27,010 31,222 58,232 22,067 47,254 69,321
Hang Seng H-Share Index ETF 4,158 4,947 9,105 1,762 4,613 6,375
Haitong Securities Co., Ltd. 12,222 3,696 15,918 5,891 5,485 11,376
Henderson Land Development Co. Ltd. 3,278 2,510 5,788 2,027 3,436 5,463
Hengan International Group Co. Ltd. 3,468 3,439 6,907 1,544 2,169 3,713
Hong Kong & China Gas Co Ltd 2,683 4,716 7,399 2,835 6,194 9,029
Hong Kong Exchanges & Clearing Ltd 498,631 251,770 750,401 415,733 165,940 581,673
HSBC Holdings Plc 329,706 303,401 633,107 224,971 230,692 455,663
Huaneng Power International Inc. 15,105 18,015 33,120 11,547 19,043 30,590
Industrial and Commercial Bank ($0.001) 267,142 201,458 468,600 263,442 298,608 562,050
iShares FTSE A50 China Index ETF 61,842 19,559 81,401 80,964 36,244 117,208
Jiangxi Copper Company Limited 24,127 21,839 45,966 12,086 15,577 27,663
Kunlun Energy Co. Ltd. 11,682 2,050 13,732 6,186 3,605 9,791
Kingsoft Corporation Ltd. 11,666 6,575 18,241 6,663 6,368 13,031
Lenovo Group Ltd. 63,938 52,094 116,032 49,796 47,234 97,030
Li & Fung Limited 11,494 14,595 26,089 5,695 13,978 19,673
MTR Corporation Limited 6,524 7,723 14,247 4,778 5,978 10,756
MGM China Holdings Ltd. 3,959 5,504 9,463 806 3,184 3,990
New China Life Insurance Co. Ltd. 3,560 3,974 7,534 1,722 3,211 4,933
New World Development Co. Ltd. 13,636 9,811 23,447 9,787 10,643 20,430
People's Insurance Co. (Gp) of China Ltd 2,635 1,929 4,564 2,833 2,293 5,126
Petrochina Company Limited 102,197 66,130 168,327 99,753 81,130 180,883
PICC Property and Casualty Company Limited 17,651 22,098 39,749 13,033 25,212 38,245
Ping An Insurance (Group) Co. of China Ltd. 233,231 144,771 378,002 233,411 201,053 434,464
Power Assets Holdings Ltd. 9,800 15,355 25,155 4,781 7,436 12,217
Sands China Ltd. 86,033 92,466 178,499 55,929 72,943 128,872
Standard Chartered PLC 10,817 18,909 29,726 7,288 14,392 21,680
Sun Hung Kai Properties Ltd. 30,936 19,589 50,525 10,920 16,160 27,080
Swire Pacific Ltd. - A 4,334 3,964 8,298 3,959 8,165 12,124
Tencent Holdings Limited 604,558 381,264 985,822 647,056 343,071 990,127
Tracker Fund 2,983 1,965 4,948 7,963 5,525 13,488
The Wharf (Holdings) Ltd. 6,714 5,415 12,129 6,500 8,116 14,616
W.I.S.E - CSI 300 China Tracker 5 0 5 0 2 2
Want Want China Holdings Ltd. 4,096 2,945 7,041 2,421 4,548 6,969
Yanzhou Coal Mining Company Limited 11,142 5,064 16,206 3,915 4,650 8,565
Zijin Mining Group Company Limited 7,450 3,254 10,704 11,588 2,854 14,442
Total 4,836,968 3,384,387 8,221,355 4,228,494 3,648,946 7,877,440
 
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