Derivatives Market Monthly Statistics
 
 
Back
 
    
Derivatives Market Highlights (May 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
May 17
Apr 17
Year-To-
Month
Volume
Jan-May17
%
Change
Jan-May17
Jan-May16
Open
Interest
May 17 Apr 17
Total Futures 304,060 6,081,205 5,527,931 10.0% 29,387,047 -19.7% 631,362
  Hang Seng Index Futures 120,628 2,412,562 2,247,199 7.4% 11,317,088 -18.2% 154,521
  Mini Hang Seng Index Futures 42,565 851,293 773,102 10.1% 4,079,126 -20.4% 9,778
  H-shares Index Futures 122,469 2,449,388 2,215,478 10.6% 11,964,236 -18.2% 291,313
  Mini H-shares Index Futures 14,178 283,556 229,711 23.4% 1,346,151 -40.6% 4,760
  HSI Dividend Point Index Futures 0 0 1,200 -100.0% 3,877 -74.6% 7,171
  HSCEI Dividend Point Index Futures 1,216 24,322 17,456 39.3% 308,708 -11.5% 116,362
  HSI Volatility Index Futures 0 0 3 -100.0% 53 -36.1% 0
  CES China 120 Index Futures 2 48 124 -61.3% 344 34.4% 16
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 6 4 50.0% 23 - 0
  Hang Seng Mainland Banks Index Futures3 4 90 75 20.0% 540 - 9
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 2 0 - 12 - 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 538 10,753 7,617 41.2% 58,240 -53.7% 4,165
  5-Year MOF T-Bond Futures8 116 2,320 2,430 -4.5% 4,750 - 970
  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 2,288 45,759 32,815 39.4% 297,232 27.3% 40,835
  RMB Currency Futures - EUR/CNH Futures9 6 116 76 52.6% 463 - 40
  RMB Currency Futures - JPY/CNH Futures10 0 4 0 - 17 - 6
  RMB Currency Futures - AUD/CNH Futures11 0 6 19 -68.4% 49 - 13
  RMB Currency Futures - CNH/USD Futures12 39 783 436 79.6% 5,325 - 1,350
  London Aluminium Mini Futures 5 96 36 166.7% 281 -66.0% 0
  London Zinc Mini Futures 2 43 48 -10.4% 154 -98.0% 5
  London Copper Mini Futures 2 32 65 -50.8% 141 -92.3% 5
  London Lead Mini Futures 0 0 2 -100.0% 4 33.3% 0
  London Nickel Mini Futures 1 26 35 -25.7% 213 -84.3% 3
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 516,666 10,333,315 7,690,861 34.4% 47,365,538 16.2% 10,994,905
  Hang Seng Index Options 35,481 709,616 676,489 4.9% 3,698,307 -0.7% 349,495
  Mini Hang Seng Index Options 6,609 132,184 121,789 8.5% 620,738 19.5% 11,860
  Flexible Hang Seng Index Options 0 0 0 - 0 0.0% 0
  H-shares Index Options 81,515 1,630,291 1,448,048 12.6% 8,652,045 9.9% 2,937,474
  Mini H-shares Index Options13 1,327 26,541 23,060 15.1% 133,248 0.0% 4,861
  Flexible H-shares Index Options 0 0 0 - 0 -100.0% 11,930
  Stock Options 391,717 7,834,331 5,419,782 44.6% 34,257,931 19.7% 7,678,577
  RMB Currency Options - USD/CNH Options14 18 352 1,693 -79.2% 3,269 0.0% 708
Total Futures and Options 820,726 16,414,520 13,218,792 24.2% 76,752,585 -0.8% 11,626,267
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
 
 
Top
 
    
Trading of Stock Futures by Class (May 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 1 2
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 55 0
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 313 153
Bank of Communications Co., Ltd. 55 40
The Bank of East Asia Ltd. 0 470
BOC Hong Kong (Holdings) Limited 16 5
Cathay Pacific Airways Limited 1 2
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 104 163
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 14 14
China Coal Energy Co. Ltd. 6 6
China Communications Construction Company Limited 46 7
China Construction Bank Corporation 489 318
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 142 133
China Merchants Bank Co., Ltd. 400 182
China Minsheng Banking Corp., Ltd. 1 2
China Mobile Ltd. 851 146
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 29 4
China Shenhua Energy Co. Ltd. 2 0
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 9 3
China Unicom (Hong Kong) Limited 66 59
ChinaAMC CSI 300 Index ETF 73 31
CITIC Ltd. 158 3
CITIC Securities Co. Ltd. 2 5
CLP Holdings Ltd. 1 13
CNOOC Ltd 103 134
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 424 229
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 1 1
FIH Mobile Limited 0 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 5 0
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 12 8
Hang Seng Bank Ltd. 0 0
Henderson Land Development Co. Ltd. 4 12
Hong Kong & China Gas Co Ltd 14 8
Hong Kong Exchanges & Clearing Ltd 1,700 574
HSBC Holdings Plc 1,414 542
Huaneng Power International, Inc. 264 18
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 158 194
iShares FTSE A50 China Index ETF 257 68
Kingsoft Corporation Ltd. 14 1
Li & Fung Limited 0 0
MTR Corporation Limited 75 27
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 8 7
Petrochina Company Limited 320 66
PICC Property and Casualty Company Limited 34 19
Ping An Insurance (Group) Co. of China Ltd. 1,516 280
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 118 6
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 148 26
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 2 1
Tencent Holdings Ltd. 1,243 98
The Wharf (Holdings) Ltd. 47 60
Yanzhou Coal Mining Co. Ltd. 24 11
Zijin Mining Group Co., Ltd. 14 14
Total 10,753 4,165
 
Top
 
    
Trading of Stock Options by Class (May 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 12,906 16,951 29,857 6,722 9,560 16,282
Agricultural Bank of China Ltd. ($0.001) 12,199 9,131 21,330 14,784 23,715 38,499
AIA Group Limited 48,561 51,216 99,777 29,177 61,109 90,286
Aluminum Corporation of China Ltd. 9,129 5,543 14,672 1,787 5,215 7,002
Anhui Conch Cement Company Limited 17,391 31,029 48,420 15,635 30,434 46,069
Bank of China Ltd. ($0.001) 102,246 202,010 304,256 209,060 484,679 693,739
Bank of Communications Co., Ltd. 7,837 14,100 21,937 15,379 25,939 41,318
The Bank of East Asia Ltd. 2,928 3,161 6,089 4,683 7,775 12,458
Belle International Holdings Limited 1,770 3,854 5,624 2,626 8,432 11,058
BOC Hong Kong (Holdings) Limited 24,971 18,881 43,852 17,677 30,014 47,691
BYD Company Limited 4,288 5,423 9,711 10,356 8,177 18,533
Cathay Pacific Airways Limited 3,792 3,972 7,764 2,139 4,548 6,687
CGN Power Co., Ltd. 1,011 1,202 2,213 771 1,263 2,034
CK Hutchison Holdings Ltd. 37,275 33,894 71,169 23,210 38,854 62,064
Cheung Kong Property Holdings Ltd. 5,364 4,524 9,888 5,363 9,104 14,467
China Cinda Asset Management Co., Ltd. 4,341 1,209 5,550 2,159 2,895 5,054
China CITIC Bank Corporation Limited 14,766 9,191 23,957 58,482 46,634 105,116
China Coal Energy Company Limited 2,721 5,543 8,264 4,099 6,754 10,853
China Communications Construction Company Limited 28,679 23,128 51,807 13,128 21,678 34,806
China Construction Bank Corp ($0.001) 348,547 226,978 575,525 367,854 299,732 667,586
China Life Insurance Company Ltd. 199,394 149,848 349,242 89,524 119,864 209,388
China Mengniu Dairy Co. Ltd. 1,769 1,693 3,462 864 1,005 1,869
China Merchants Bank Co., Ltd. 78,056 99,502 177,558 46,720 97,086 143,806
China Minsheng Banking Corp., Ltd. 49,375 50,091 99,466 33,220 39,446 72,666
China Mobile Ltd. 117,385 83,132 200,517 111,285 83,697 194,982
China National Building Material Company Limited 31,148 22,313 53,461 9,328 12,107 21,435
China Overseas Land & Investment Limited 52,201 36,217 88,418 28,621 36,672 65,293
China Pacific Insurance (Group) Co., Ltd. 15,125 19,809 34,934 10,781 23,031 33,812
China Petroleum & Chemical Corp. 27,083 29,186 56,269 56,435 64,479 120,914
China Railway Construction Corporation Limited 10,104 9,843 19,947 21,743 12,973 34,716
China Railway Group Limited 6,129 17,749 23,878 3,279 18,651 21,930
China Resources Land Ltd. 6,256 7,655 13,911 9,309 11,763 21,072
China Shenhua Energy Company Limited 94,393 101,987 196,380 78,567 126,204 204,771
China Telecom Corporation Ltd. 19,148 12,234 31,382 35,267 42,550 77,817
China Unicom (Hong Kong) Limited 46,833 17,796 64,629 54,755 43,009 97,764
ChinaAMC CSI 300 Index ETF 26,065 14,937 41,002 13,254 14,074 27,328
CITIC Ltd. 6,883 4,787 11,670 7,404 4,634 12,038
CITIC Securities Co. Ltd. 12,316 10,910 23,226 12,282 9,831 22,113
CLP Holdings Ltd. 4,128 5,194 9,322 1,991 4,707 6,698
CNOOC Ltd 103,673 124,584 228,257 152,590 172,790 325,380
COSCO SHIPPING Holdings Co., Ltd. 1,857 1,740 3,597 2,750 4,085 6,835
CSOP FTSE China A50 ETF 33,263 23,035 56,298 34,742 31,724 66,466
Dongfeng Motor Group Co. Ltd. 2,793 2,274 5,067 1,318 4,331 5,649
Esprit Holdings Ltd. 354 238 592 340 518 858
FIH Mobile Limited 526 740 1,266 229 811 1,040
Galaxy Entertainment Group Limited 60,956 63,807 124,763 33,259 42,260 75,519
GCL-Poly Energy Holdings Ltd. 5,294 3,042 8,336 6,765 5,699 12,464
Geely Automobile Holdings Ltd. 10,795 14,359 25,154 4,654 9,487 14,141
Great Wall Motor Company Ltd. 67,857 99,943 167,800 97,210 118,928 216,138
Guangzhou R&F Properties Co., Ltd. 3,348 4,689 8,037 1,436 2,585 4,021
Hang Seng Bank Ltd. 7,744 12,015 19,759 11,358 28,200 39,558
Hang Seng H-Share Index ETF 3,628 2,349 5,977 2,719 2,728 5,447
Haitong Securities Co., Ltd. 12,241 6,234 18,475 11,150 9,249 20,399
Henderson Land Development Co. Ltd. 5,562 5,794 11,356 3,878 3,498 7,376
Hengan International Group Co. Ltd. 2,205 3,847 6,052 953 2,977 3,930
Hong Kong & China Gas Co Ltd 1,893 2,479 4,372 2,002 4,817 6,819
Hong Kong Exchanges & Clearing Ltd 319,302 198,985 518,287 256,130 168,734 424,864
HSBC Holdings Plc 203,150 150,989 354,139 160,526 159,547 320,073
Huaneng Power International Inc. 15,847 10,834 26,681 7,852 10,872 18,724
Industrial and Commercial Bank ($0.001) 85,764 139,630 225,394 203,313 277,454 480,767
iShares FTSE A50 China Index ETF 32,802 20,128 52,930 57,220 29,588 86,808
Jiangxi Copper Company Limited 16,370 14,846 31,216 10,480 13,057 23,537
Kunlun Energy Co. Ltd. 3,814 2,949 6,763 5,024 4,969 9,993
Kingsoft Corporation Ltd. 13,057 15,125 28,182 7,391 10,512 17,903
Lenovo Group Ltd. 64,587 64,172 128,759 76,534 87,733 164,267
Li & Fung Limited 3,128 4,291 7,419 7,184 9,508 16,692
Link Real Estate Investment Trust 2,399 3,733 6,132 1,213 2,551 3,764
MGM China Holdings Ltd. 4,039 3,487 7,526 1,504 3,815 5,319
MTR Corporation Limited 20,494 31,665 52,159 6,766 16,816 23,582
New China Life Insurance Co. Ltd. 7,773 8,376 16,149 3,295 4,403 7,698
New World Development Co. Ltd. 4,182 5,627 9,809 4,414 8,460 12,874
People's Insurance Co. (Gp) of China Ltd 1,517 1,383 2,900 1,569 1,972 3,541
Petrochina Company Limited 41,332 75,437 116,769 74,214 102,310 176,524
PICC Property and Casualty Company Limited 14,329 15,361 29,690 15,179 26,942 42,121
Ping An Insurance (Group) Co. of China Ltd. 346,343 225,760 572,103 238,643 227,063 465,706
Power Assets Holdings Ltd. 5,723 10,136 15,859 3,934 6,025 9,959
Sands China Ltd. 39,466 67,601 107,067 41,346 74,869 116,215
Standard Chartered PLC 9,441 11,187 20,628 8,743 11,919 20,662
Sun Hung Kai Properties Ltd. 14,226 16,422 30,648 12,341 15,646 27,987
Swire Pacific Ltd. - A 4,543 5,397 9,940 3,273 7,890 11,163
Tencent Holdings Limited 908,480 938,929 1,847,409 516,424 491,567 1,007,991
Tracker Fund 2,496 845 3,341 5,168 4,806 9,974
The Wharf (Holdings) Ltd. 3,771 6,898 10,669 3,611 5,955 9,566
W.I.S.E - CSI 300 China Tracker 0 0 0 0 14 14
Want Want China Holdings Ltd. 2,042 2,773 4,815 2,110 4,272 6,382
Yanzhou Coal Mining Company Limited 15,646 9,337 24,983 4,073 5,119 9,192
Zijin Mining Group Company Limited 3,298 7,173 10,471 6,199 4,462 10,661
Total 4,027,863 3,806,468 7,834,331 3,542,746 4,135,831 7,678,577
 
Top