Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Mar 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Mar 17
Feb 17
Year-To-
Month
Volume
Jan-Mar17
%
Change
Jan-Mar17
Jan-Mar16
Open
Interest
Mar 17 Feb 17
Total Futures 301,787 6,941,094 5,872,595 18.2% 17,777,911 -21.1% 669,064
  Hang Seng Index Futures 115,224 2,650,158 2,150,014 23.3% 6,657,327 -20.2% 158,358
  Mini Hang Seng Index Futures 42,432 975,929 809,931 20.5% 2,454,731 -20.5% 9,241
  H-shares Index Futures 119,959 2,759,051 2,468,543 11.8% 7,299,370 -19.7% 329,224
  Mini H-shares Index Futures 14,251 327,770 283,396 15.7% 832,884 -44.5% 4,799
  HSI Dividend Point Index Futures 71 1,625 702 131.5% 2,677 -64.3% 6,071
  HSCEI Dividend Point Index Futures 6,213 142,901 90,252 58.3% 266,930 16.0% 114,305
  HSI Volatility Index Futures 0 0 23 -100.0% 50 66.7% 0
  CES China 120 Index Futures 2 56 72 -22.2% 172 20.3% 17
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 6 6 0.0% 13 - 0
  Hang Seng Mainland Banks Index Futures3 4 94 166 -43.4% 375 - 22
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 10 0 - 10 - 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 493 11,328 17,608 -35.7% 39,870 -57.1% 5,250
  3-Month HIBOR Futures 0 0 0 - 0 -100.0% 40
  1-Month HIBOR Futures 0 0 0 - 20 - 0
  RMB Currency Futures - USD/CNH Futures 3,063 70,445 50,653 39.1% 218,658 18.5% 40,103
  RMB Currency Futures - EUR/CNH Futures8 9 202 0 - 271 - 80
  RMB Currency Futures - JPY/CNH Futures9 1 12 0 - 13 - 6
  RMB Currency Futures - AUD/CNH Futures10 1 23 0 - 24 - 19
  RMB Currency Futures - CNH/USD Futures11 60 1,374 1,078 27.5% 4,106 - 1,483
  London Aluminium Mini Futures 2 47 58 -19.0% 149 -60.2% 14
  London Zinc Mini Futures 1 26 9 188.9% 63 -97.3% 16
  London Copper Mini Futures 0 0 32 -100.0% 44 -96.0% 0
  London Lead Mini Futures 0 2 0 - 2 - 2
  London Nickel Mini Futures 2 35 52 -32.7% 152 -76.1% 14
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 466,296 10,724,805 11,289,831 -5.0% 29,341,362 17.5% 9,662,756
  Hang Seng Index Options 38,363 882,353 775,817 13.7% 2,312,202 2.5% 327,038
  Mini Hang Seng Index Options 6,027 138,625 114,734 20.8% 366,765 26.1% 11,064
  Flexible Hang Seng Index Options 0 0 0 - 0 0.0% 0
  H-shares Index Options 82,531 1,898,215 2,149,335 -11.7% 5,573,706 8.7% 2,633,448
  Mini H-shares Index Options12 1,627 37,413 28,590 30.9% 83,647 0.0% 5,602
  Flexible H-shares Index Options 0 0 0 - 0 -100.0% 11,930
  Stock Options 337,695 7,766,975 8,221,355 -5.5% 21,003,818 21.5% 6,673,563
  RMB Currency Options - USD/CNH Options13 122 1,224 0 - 1,224 0.0% 111
Total Futures and Options 768,083 17,665,899 17,162,426 2.9% 47,119,273 -0.8% 10,331,820
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
13 Trading in RMB Currency Options - USD/CNH Options commenced on 20 Mar 2017
 
 
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Trading of Stock Futures by Class (Mar 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 13 0
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 120 90
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 273 199
Bank of Communications Co., Ltd. 10 15
The Bank of East Asia Ltd. 74 472
BOC Hong Kong (Holdings) Limited 1 1
Cathay Pacific Airways Limited 29 4
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 205 260
China Cinda Asset Management Co., Ltd. 1 1
China CITIC Bank Corporation Ltd. 9 9
China Coal Energy Co. Ltd. 0 0
China Communications Construction Company Limited 268 37
China Construction Bank Corporation 416 37
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 278 96
China Merchants Bank Co., Ltd. 52 40
China Minsheng Banking Corp., Ltd. 2 0
China Mobile Ltd. 1,460 264
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 43 9
China Shenhua Energy Co. Ltd. 24 1
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 42 15
China Unicom (Hong Kong) Limited 200 64
ChinaAMC CSI 300 Index ETF 24 0
CITIC Ltd. 47 44
CITIC Securities Co. Ltd. 9 1
CLP Holdings Ltd. 3 2
CNOOC Ltd 948 244
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 343 165
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 6 1
FIH Mobile Limited 16 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 57 2
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 0 0
Hang Seng Bank Ltd. 117 8
Henderson Land Development Co. Ltd. 19 12
Hong Kong & China Gas Co Ltd 24 13
Hong Kong Exchanges & Clearing Ltd 1,815 1,080
HSBC Holdings Plc 1,094 420
Huaneng Power International, Inc. 146 82
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 144 212
iShares FTSE A50 China Index ETF 234 87
Kingsoft Corporation Ltd. 18 6
Li & Fung Limited 99 81
MTR Corporation Limited 53 43
New China Life Insurance Co. Ltd. 2 0
New World Development Co., Ltd. 13 5
Petrochina Company Limited 320 211
PICC Property and Casualty Company Limited 186 85
Ping An Insurance (Group) Co. of China Ltd. 786 335
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 116 114
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 365 35
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 27 8
Tencent Holdings Ltd. 464 97
The Wharf (Holdings) Ltd. 312 243
Yanzhou Coal Mining Co. Ltd. 1 0
Zijin Mining Group Co., Ltd. 0 0
Total 11,328 5,250
 
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Trading of Stock Options by Class (Mar 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
Agricultural Bank of China Ltd. ($0.001) 19,218 12,637 31,855 16,502 17,602 34,104
AIA Group Limited 50,474 53,950 104,424 40,945 45,961 86,906
Aluminum Corporation of China Ltd. 3,425 5,539 8,964 2,394 4,298 6,692
Anhui Conch Cement Company Limited 26,855 23,131 49,986 16,765 21,310 38,075
Bank of China Ltd. ($0.001) 156,045 173,689 329,734 205,693 320,809 526,502
Bank of Communications Co., Ltd. 10,944 13,283 24,227 18,253 23,562 41,815
The Bank of East Asia Ltd. 5,030 6,095 11,125 6,444 7,076 13,520
Belle International Holdings Limited 4,685 11,712 16,397 2,790 11,325 14,115
BOC Hong Kong (Holdings) Limited 21,338 17,860 39,198 15,934 28,347 44,281
BYD Company Limited 5,012 4,911 9,923 7,312 7,071 14,383
Cathay Pacific Airways Limited 3,163 3,131 6,294 1,580 2,742 4,322
CGN Power Co., Ltd. 1,367 1,481 2,848 689 1,383 2,072
CK Hutchison Holdings Ltd. 49,872 41,517 91,389 28,383 37,438 65,821
Cheung Kong Property Holdings Ltd. 10,688 11,131 21,819 6,390 10,760 17,150
China Cinda Asset Management Co., Ltd. 8,588 5,433 14,021 6,090 2,963 9,053
China CITIC Bank Corporation Limited 13,207 9,189 22,396 68,688 40,567 109,255
China Coal Energy Company Limited 5,964 3,678 9,642 5,898 4,023 9,921
China Communications Construction Company Limited 37,599 22,037 59,636 14,958 16,056 31,014
China Construction Bank Corp ($0.001) 322,924 303,189 626,113 307,806 270,091 577,897
China Life Insurance Company Ltd. 145,503 151,462 296,965 108,138 117,700 225,838
China Mengniu Dairy Co. Ltd. 3,274 3,330 6,604 1,315 1,014 2,329
China Merchants Bank Co., Ltd. 24,328 34,497 58,825 19,093 43,904 62,997
China Minsheng Banking Corp., Ltd. 41,715 45,436 87,151 28,819 31,938 60,757
China Mobile Ltd. 245,971 166,735 412,706 115,132 83,417 198,549
China National Building Material Company Limited 25,290 29,681 54,971 5,452 12,552 18,004
China Overseas Land & Investment Limited 38,640 49,027 87,667 15,816 35,509 51,325
China Pacific Insurance (Group) Co., Ltd. 10,206 15,942 26,148 8,908 19,863 28,771
China Petroleum & Chemical Corp. 48,812 40,072 88,884 49,529 62,877 112,406
China Railway Construction Corporation Limited 4,696 6,119 10,815 14,737 8,613 23,350
China Railway Group Limited 10,761 5,796 16,557 10,014 5,251 15,265
China Resources Land Ltd. 11,270 16,510 27,780 6,826 8,532 15,358
China Shenhua Energy Company Limited 89,077 113,653 202,730 57,662 78,857 136,519
China Telecom Corporation Ltd. 27,492 37,334 64,826 39,313 47,088 86,401
China Unicom (Hong Kong) Limited 79,217 49,839 129,056 42,646 46,777 89,423
ChinaAMC CSI 300 Index ETF 13,091 12,589 25,680 12,739 13,311 26,050
CITIC Ltd. 8,492 7,174 15,666 8,190 5,583 13,773
CITIC Securities Co. Ltd. 11,364 6,089 17,453 7,178 5,900 13,078
CLP Holdings Ltd. 3,591 4,683 8,274 1,606 3,730 5,336
CNOOC Ltd 155,136 155,163 310,299 135,441 137,408 272,849
COSCO SHIPPING Holdings Co., Ltd. 6,156 3,300 9,456 3,442 6,418 9,860
CSOP FTSE China A50 ETF 43,610 30,299 73,909 27,035 28,414 55,449
Dongfeng Motor Group Co. Ltd. 6,679 8,101 14,780 2,541 4,845 7,386
Esprit Holdings Ltd. 2,737 1,157 3,894 1,078 1,338 2,416
FIH Mobile Limited 257 321 578 242 506 748
Galaxy Entertainment Group Limited 66,519 60,649 127,168 24,056 34,332 58,388
GCL-Poly Energy Holdings Ltd. 2,896 2,788 5,684 2,191 4,184 6,375
Great Wall Motor Company Ltd. 105,092 110,787 215,879 59,623 84,665 144,288
Guangzhou R&F Properties Co., Ltd. 7,623 7,071 14,694 2,678 2,983 5,661
Hang Seng Bank Ltd. 18,454 25,769 44,223 20,793 28,118 48,911
Hang Seng H-Share Index ETF 1,339 3,140 4,479 1,025 3,928 4,953
Haitong Securities Co., Ltd. 5,835 7,715 13,550 5,660 7,752 13,412
Henderson Land Development Co. Ltd. 10,117 5,745 15,862 3,977 3,989 7,966
Hengan International Group Co. Ltd. 5,749 7,725 13,474 2,193 3,290 5,483
Hong Kong & China Gas Co Ltd 3,520 4,365 7,885 3,115 5,441 8,556
Hong Kong Exchanges & Clearing Ltd 349,154 200,495 549,649 225,364 134,332 359,696
HSBC Holdings Plc 235,203 184,545 419,748 226,350 193,286 419,636
Huaneng Power International Inc. 14,182 15,029 29,211 6,129 17,435 23,564
Industrial and Commercial Bank ($0.001) 141,028 168,273 309,301 229,602 239,937 469,539
iShares FTSE A50 China Index ETF 12,524 13,457 25,981 44,182 28,476 72,658
Jiangxi Copper Company Limited 17,171 23,886 41,057 9,380 12,768 22,148
Kunlun Energy Co. Ltd. 11,442 3,915 15,357 7,519 3,259 10,778
Kingsoft Corporation Ltd. 21,366 13,080 34,446 10,503 8,162 18,665
Lenovo Group Ltd. 58,527 54,571 113,098 72,898 71,486 144,384
Li & Fung Limited 16,011 16,500 32,511 8,672 14,464 23,136
MTR Corporation Limited 5,417 14,622 20,039 3,898 11,184 15,082
MGM China Holdings Ltd. 3,776 5,468 9,244 1,547 2,600 4,147
New China Life Insurance Co. Ltd. 2,347 3,110 5,457 1,266 2,595 3,861
New World Development Co. Ltd. 9,035 10,944 19,979 5,657 8,678 14,335
People's Insurance Co. (Gp) of China Ltd 4,000 1,317 5,317 4,867 1,719 6,586
Petrochina Company Limited 64,820 52,255 117,075 70,918 76,704 147,622
PICC Property and Casualty Company Limited 21,361 25,123 46,484 15,769 22,143 37,912
Ping An Insurance (Group) Co. of China Ltd. 206,250 146,610 352,860 183,451 181,850 365,301
Power Assets Holdings Ltd. 7,584 12,945 20,529 4,987 8,240 13,227
Sands China Ltd. 88,840 86,494 175,334 50,416 74,631 125,047
Standard Chartered PLC 15,054 12,393 27,447 8,924 13,558 22,482
Sun Hung Kai Properties Ltd. 23,989 24,369 48,358 10,632 13,155 23,787
Swire Pacific Ltd. - A 4,428 6,386 10,814 3,945 8,146 12,091
Tencent Holdings Limited 756,324 526,642 1,282,966 482,197 301,761 783,958
Tracker Fund 2,370 2,088 4,458 6,040 5,065 11,105
The Wharf (Holdings) Ltd. 11,673 10,343 22,016 2,892 5,784 8,676
W.I.S.E - CSI 300 China Tracker 0 7 7 0 6 6
Want Want China Holdings Ltd. 2,355 4,852 7,207 1,512 4,301 5,813
Yanzhou Coal Mining Company Limited 6,548 2,729 9,277 2,042 2,454 4,496
Zijin Mining Group Company Limited 4,874 12,311 17,185 7,120 11,577 18,697
Total 4,158,560 3,608,415 7,766,975 3,330,396 3,343,167 6,673,563
 
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