Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Apr 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Apr 17
Mar 17
Year-To-
Month
Volume
Jan-Apr17
%
Change
Jan-Apr17
Jan-Apr16
Open
Interest
Apr 17 Mar 17
Total Futures 325,172 5,527,931 6,941,094 -20.4% 23,305,842 -20.9% 672,053
  Hang Seng Index Futures 132,188 2,247,199 2,650,158 -15.2% 8,904,526 -19.0% 158,342
  Mini Hang Seng Index Futures 45,477 773,102 975,929 -20.8% 3,227,833 -20.8% 10,669
  H-shares Index Futures 130,322 2,215,478 2,759,051 -19.7% 9,514,848 -19.9% 323,613
  Mini H-shares Index Futures 13,512 229,711 327,770 -29.9% 1,062,595 -44.2% 4,578
  HSI Dividend Point Index Futures 71 1,200 1,625 -26.2% 3,877 -69.5% 7,171
  HSCEI Dividend Point Index Futures 1,027 17,456 142,901 -87.8% 284,386 1.8% 117,151
  HSI Volatility Index Futures 0 3 0 - 53 -10.2% 1
  CES China 120 Index Futures 7 124 56 121.4% 296 68.2% 11
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 4 6 -33.3% 17 - 0
  Hang Seng Mainland Banks Index Futures3 4 75 94 -20.2% 450 - 15
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 0 10 -100.0% 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 448 7,617 11,328 -32.8% 47,487 -56.2% 4,533
  5-Year MOF T-Bond Futures8 187 2,430 0 - 2,430 - 323
  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 1,930 32,815 70,445 -53.4% 251,473 19.8% 44,135
  RMB Currency Futures - EUR/CNH Futures9 4 76 202 -62.4% 347 - 46
  RMB Currency Futures - JPY/CNH Futures10 0 0 12 -100.0% 13 - 6
  RMB Currency Futures - AUD/CNH Futures11 1 19 23 -17.4% 43 - 14
  RMB Currency Futures - CNH/USD Futures12 26 436 1,374 -68.3% 4,542 - 1,356
  London Aluminium Mini Futures 2 36 47 -23.4% 185 -72.9% 20
  London Zinc Mini Futures 3 48 26 84.6% 111 -96.7% 14
  London Copper Mini Futures 4 65 0 - 109 -93.4% 5
  London Lead Mini Futures 0 2 2 0.0% 4 - 0
  London Nickel Mini Futures 2 35 35 0.0% 187 -82.2% 10
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 452,404 7,690,861 10,724,805 -28.3% 37,032,223 13.8% 10,276,968
  Hang Seng Index Options 39,793 676,489 882,353 -23.3% 2,988,691 0.4% 332,618
  Mini Hang Seng Index Options 7,164 121,789 138,625 -12.1% 488,554 18.1% 12,857
  Flexible Hang Seng Index Options 0 0 0 - 0 0.0% 0
  H-shares Index Options 85,179 1,448,048 1,898,215 -23.7% 7,021,754 7.9% 2,770,113
  Mini H-shares Index Options13 1,356 23,060 37,413 -38.4% 106,707 0.0% 3,400
  Flexible H-shares Index Options 0 0 0 - 0 -100.0% 11,930
  Stock Options 318,811 5,419,782 7,766,975 -30.2% 26,423,600 16.8% 7,145,637
  RMB Currency Options - USD/CNH Options14 100 1,693 1,224 38.3% 2,917 0.0% 413
Total Futures and Options 777,576 13,218,792 17,665,899 -25.2% 60,338,065 -2.7% 10,949,021
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 5-Year MOF T-Bond Futures commenced on 10 Apr 2017
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 Mini H-shares Index Options commenced on 05 Sep 2016
14 Trading in RMB Currency Options - USD/CNH Options commenced on 20 Mar 2017
 
 
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Trading of Stock Futures by Class (Apr 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 1 1
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 84 5
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 142 124
Bank of Communications Co., Ltd. 207 15
The Bank of East Asia Ltd. 9 475
BOC Hong Kong (Holdings) Limited 12 11
Cathay Pacific Airways Limited 1 5
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 199 208
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 11 0
China Coal Energy Co. Ltd. 0 0
China Communications Construction Company Limited 152 32
China Construction Bank Corporation 153 39
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 180 147
China Merchants Bank Co., Ltd. 20 60
China Minsheng Banking Corp., Ltd. 3 1
China Mobile Ltd. 977 291
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 52 9
China Shenhua Energy Co. Ltd. 2 2
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 11 9
China Unicom (Hong Kong) Limited 60 74
ChinaAMC CSI 300 Index ETF 27 12
CITIC Ltd. 56 60
CITIC Securities Co. Ltd. 9 5
CLP Holdings Ltd. 15 14
CNOOC Ltd 264 224
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 196 47
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 2 0
FIH Mobile Limited 0 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 17 1
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 14 2
Hang Seng Bank Ltd. 8 0
Henderson Land Development Co. Ltd. 3 11
Hong Kong & China Gas Co Ltd 25 8
Hong Kong Exchanges & Clearing Ltd 1,212 866
HSBC Holdings Plc 1,175 407
Huaneng Power International, Inc. 33 74
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 125 198
iShares FTSE A50 China Index ETF 90 94
Kingsoft Corporation Ltd. 19 9
Li & Fung Limited 170 0
MTR Corporation Limited 31 24
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 13 9
Petrochina Company Limited 383 133
PICC Property and Casualty Company Limited 124 48
Ping An Insurance (Group) Co. of China Ltd. 339 370
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 32 122
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 260 99
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 4 0
Tencent Holdings Ltd. 652 82
The Wharf (Holdings) Ltd. 31 103
Yanzhou Coal Mining Co. Ltd. 2 1
Zijin Mining Group Co., Ltd. 10 2
Total 7,617 4,533
 
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Trading of Stock Options by Class (Apr 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 6,256 6,476 12,732 4,250 4,648 8,898
Agricultural Bank of China Ltd. ($0.001) 9,033 12,315 21,348 14,105 23,223 37,328
AIA Group Limited 60,664 56,303 116,967 49,346 56,839 106,185
Aluminum Corporation of China Ltd. 8,015 3,454 11,469 6,422 3,086 9,508
Anhui Conch Cement Company Limited 21,533 26,181 47,714 14,586 27,303 41,889
Bank of China Ltd. ($0.001) 105,017 277,530 382,547 212,262 453,361 665,623
Bank of Communications Co., Ltd. 5,776 7,054 12,830 17,365 24,011 41,376
The Bank of East Asia Ltd. 4,657 3,225 7,882 5,679 6,436 12,115
Belle International Holdings Limited 1,542 1,089 2,631 2,695 9,614 12,309
BOC Hong Kong (Holdings) Limited 8,612 13,961 22,573 12,942 28,057 40,999
BYD Company Limited 8,577 5,040 13,617 10,419 7,003 17,422
Cathay Pacific Airways Limited 704 1,128 1,832 1,488 2,998 4,486
CGN Power Co., Ltd. 713 1,204 1,917 617 1,406 2,023
CK Hutchison Holdings Ltd. 27,448 26,239 53,687 23,657 37,773 61,430
Cheung Kong Property Holdings Ltd. 5,110 7,651 12,761 5,953 9,473 15,426
China Cinda Asset Management Co., Ltd. 1,225 1,596 2,821 4,821 2,960 7,781
China CITIC Bank Corporation Limited 10,841 12,971 23,812 61,523 46,038 107,561
China Coal Energy Company Limited 4,582 4,953 9,535 4,078 5,273 9,351
China Communications Construction Company Limited 13,570 14,217 27,787 11,045 18,084 29,129
China Construction Bank Corp ($0.001) 185,889 230,760 416,649 312,247 285,601 597,848
China Life Insurance Company Ltd. 114,581 100,120 214,701 95,174 117,012 212,186
China Mengniu Dairy Co. Ltd. 2,117 2,053 4,170 919 1,070 1,989
China Merchants Bank Co., Ltd. 26,920 44,444 71,364 23,244 59,558 82,802
China Minsheng Banking Corp., Ltd. 4,014 9,496 13,510 30,528 36,613 67,141
China Mobile Ltd. 100,491 84,252 184,743 117,128 88,829 205,957
China National Building Material Company Limited 18,556 16,936 35,492 6,361 10,783 17,144
China Overseas Land & Investment Limited 24,288 25,524 49,812 19,273 35,279 54,552
China Pacific Insurance (Group) Co., Ltd. 8,327 9,652 17,979 8,735 18,974 27,709
China Petroleum & Chemical Corp. 18,413 21,031 39,444 49,549 62,935 112,484
China Railway Construction Corporation Limited 5,083 7,180 12,263 17,909 10,582 28,491
China Railway Group Limited 3,709 10,739 14,448 3,854 9,955 13,809
China Resources Land Ltd. 6,529 8,447 14,976 8,486 10,813 19,299
China Shenhua Energy Company Limited 62,474 85,718 148,192 60,410 108,015 168,425
China Telecom Corporation Ltd. 15,822 10,201 26,023 36,488 43,420 79,908
China Unicom (Hong Kong) Limited 36,838 18,794 55,632 43,500 44,044 87,544
ChinaAMC CSI 300 Index ETF 10,345 8,643 18,988 13,273 13,263 26,536
CITIC Ltd. 2,792 4,693 7,485 6,796 5,305 12,101
CITIC Securities Co. Ltd. 9,091 6,135 15,226 9,816 6,312 16,128
CLP Holdings Ltd. 3,687 5,419 9,106 2,143 4,474 6,617
CNOOC Ltd 67,652 87,722 155,374 132,358 141,360 273,718
COSCO SHIPPING Holdings Co., Ltd. 2,104 4,221 6,325 2,480 6,783 9,263
CSOP FTSE China A50 ETF 14,535 15,826 30,361 28,249 26,785 55,034
Dongfeng Motor Group Co. Ltd. 2,408 3,741 6,149 1,863 5,694 7,557
Esprit Holdings Ltd. 430 1,596 2,026 742 1,152 1,894
FIH Mobile Limited 26 519 545 23 658 681
Galaxy Entertainment Group Limited 39,246 48,176 87,422 24,022 38,385 62,407
GCL-Poly Energy Holdings Ltd. 3,421 1,977 5,398 4,044 4,826 8,870
Geely Automobile Holdings Ltd. 6,381 8,466 14,847 3,030 3,665 6,695
Great Wall Motor Company Ltd. 127,669 110,051 237,720 96,997 110,895 207,892
Guangzhou R&F Properties Co., Ltd. 3,368 2,777 6,145 1,541 2,841 4,382
Hang Seng Bank Ltd. 9,673 15,948 25,621 12,566 30,116 42,682
Hang Seng H-Share Index ETF 596 2,559 3,155 550 3,250 3,800
Haitong Securities Co., Ltd. 7,596 5,765 13,361 8,317 8,389 16,706
Henderson Land Development Co. Ltd. 4,381 4,516 8,897 3,534 4,175 7,709
Hengan International Group Co. Ltd. 3,140 6,742 9,882 1,183 3,424 4,607
Hong Kong & China Gas Co Ltd 1,646 2,287 3,933 2,300 5,553 7,853
Hong Kong Exchanges & Clearing Ltd 158,924 124,755 283,679 225,454 134,998 360,452
HSBC Holdings Plc 143,467 127,596 271,063 219,896 194,842 414,738
Huaneng Power International Inc. 5,413 9,143 14,556 5,881 11,559 17,440
Industrial and Commercial Bank ($0.001) 104,547 181,401 285,948 225,119 286,267 511,386
iShares FTSE A50 China Index ETF 8,347 17,518 25,865 44,279 35,259 79,538
Jiangxi Copper Company Limited 12,583 11,376 23,959 10,055 12,448 22,503
Kunlun Energy Co. Ltd. 12,378 6,117 18,495 7,289 6,623 13,912
Kingsoft Corporation Ltd. 13,719 14,178 27,897 10,779 9,501 20,280
Lenovo Group Ltd. 68,778 42,566 111,344 79,755 75,021 154,776
Li & Fung Limited 7,042 7,252 14,294 8,761 12,654 21,415
Link Real Estate Investment Trust 1,010 1,931 2,941 489 1,220 1,709
MGM China Holdings Ltd. 3,224 4,254 7,478 1,768 3,599 5,367
MTR Corporation Limited 4,236 9,089 13,325 3,822 8,494 12,316
New China Life Insurance Co. Ltd. 2,722 3,023 5,745 1,440 2,768 4,208
New World Development Co. Ltd. 3,814 3,203 7,017 4,270 7,608 11,878
People's Insurance Co. (Gp) of China Ltd 614 1,535 2,149 1,417 1,911 3,328
Petrochina Company Limited 52,962 46,204 99,166 66,055 85,366 151,421
PICC Property and Casualty Company Limited 28,813 21,011 49,824 18,035 28,305 46,340
Ping An Insurance (Group) Co. of China Ltd. 129,768 99,466 229,234 179,104 173,284 352,388
Power Assets Holdings Ltd. 7,657 13,833 21,490 4,268 9,559 13,827
Sands China Ltd. 49,835 65,411 115,246 52,138 76,239 128,377
Standard Chartered PLC 12,238 12,514 24,752 9,476 16,357 25,833
Sun Hung Kai Properties Ltd. 16,729 17,150 33,879 11,628 15,030 26,658
Swire Pacific Ltd. - A 2,976 4,518 7,494 2,985 7,537 10,522
Tencent Holdings Limited 456,619 452,989 909,608 529,980 361,646 891,626
Tracker Fund 2,051 2,433 4,484 5,270 5,381 10,651
The Wharf (Holdings) Ltd. 3,077 4,195 7,272 3,020 5,156 8,176
W.I.S.E - CSI 300 China Tracker 0 20 20 0 14 14
Want Want China Holdings Ltd. 1,536 2,514 4,050 1,586 3,810 5,396
Yanzhou Coal Mining Company Limited 6,485 8,503 14,988 2,640 4,090 6,730
Zijin Mining Group Company Limited 2,863 5,831 8,694 6,029 15,144 21,173
Total 2,582,540 2,837,242 5,419,782 3,395,573 3,750,064 7,145,637
 
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