Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Jun 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Jun 17
May 17
Year-To-
Month
Volume
Jan-Jun17
%
Change
Jan-Jun17
Jan-Jun16
Open
Interest
Jun 17 May 17
Total Futures 291,599 6,415,175 6,081,205 5.5% 35,802,222 -19.1% 649,885
  Hang Seng Index Futures 115,934 2,550,545 2,412,562 5.7% 13,867,633 -17.2% 154,581
  Mini Hang Seng Index Futures 38,792 853,415 851,293 0.2% 4,932,541 -22.6% 10,210
  H-shares Index Futures 117,757 2,590,663 2,449,388 5.8% 14,554,899 -17.6% 310,182
  Mini H-shares Index Futures 14,757 324,662 283,556 14.5% 1,670,813 -38.1% 5,474
  HSI Dividend Point Index Futures 173 3,800 0 - 7,677 -50.0% 9,621
  HSCEI Dividend Point Index Futures 737 16,223 24,322 -33.3% 324,931 -11.6% 120,002
  HSI Volatility Index Futures 0 5 0 - 58 -31.8% 5
  CES China 120 Index Futures 1 25 48 -47.9% 369 35.2% 11
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 0 0 6 -100.0% 23 - 0
  Hang Seng Mainland Banks Index Futures3 17 383 90 325.6% 923 - 4
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 0 0 2 -100.0% 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 578 12,724 10,753 18.3% 70,964 -50.4% 6,563
  5-Year MOF T-Bond Futures8 88 1,930 2,320 -16.8% 6,680 - 666
  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 2,694 59,259 45,759 29.5% 356,491 34.4% 31,243
  RMB Currency Futures - EUR/CNH Futures9 4 87 116 -25.0% 550 - 63
  RMB Currency Futures - JPY/CNH Futures10 0 10 4 150.0% 27 - 4
  RMB Currency Futures - AUD/CNH Futures11 1 12 6 100.0% 61 - 10
  RMB Currency Futures - CNH/USD Futures12 45 992 783 26.7% 6,317 - 1,196
  London Aluminium Mini Futures 8 180 96 87.5% 461 -58.4% 0
  London Zinc Mini Futures 2 34 43 -20.9% 188 -98.0% 1
  London Copper Mini Futures 10 220 32 587.5% 361 -82.2% 5
  London Lead Mini Futures 0 0 0 - 4 0.0% 0
  London Nickel Mini Futures 0 6 26 -76.9% 219 -92.6% 4
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 506,978 11,153,512 10,333,315 7.9% 58,519,050 16.4% 10,665,345
  Hang Seng Index Options 35,055 771,212 709,616 8.7% 4,469,519 -4.1% 352,037
  Mini Hang Seng Index Options 7,281 160,186 132,184 21.2% 780,924 23.1% 13,928
  Flexible Hang Seng Index Options 0 0 0 - 0 -100.0% 0
  H-shares Index Options 67,793 1,491,437 1,630,291 -8.5% 10,143,482 6.4% 2,695,657
  Mini H-shares Index Options13 1,445 31,788 26,541 19.8% 165,036 0.0% 3,102
  Flexible H-shares Index Options 227 5,000 0 - 5,000 -49.8% 16,666
  Stock Options 395,152 8,693,333 7,834,331 11.0% 42,951,264 21.2% 7,582,918
  RMB Currency Options - USD/CNH Options14 25 556 352 58.0% 3,825 0.0% 1,037
Total Futures and Options 798,577 17,568,687 16,414,520 7% 94,321,272 -0.2% 11,315,230
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 (Jun 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 3 5
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 0 0
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 300 150
Bank of Communications Co., Ltd. 0 0
The Bank of East Asia Ltd. 110 120
BOC Hong Kong (Holdings) Limited 5 0
Cathay Pacific Airways Limited 0 0
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 3 2
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 3 15
China Coal Energy Co. Ltd. 3 3
China Communications Construction Company Limited 0 0
China Construction Bank Corporation 162 109
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 143 45
China Merchants Bank Co., Ltd. 274 139
China Minsheng Banking Corp., Ltd. 3,500 3,502
China Mobile Ltd. 263 154
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 18 6
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. 5 5
China Unicom (Hong Kong) Limited 30 35
ChinaAMC CSI 300 Index ETF 152 25
CITIC Ltd. 6 3
CITIC Securities Co. Ltd. 5 0
CLP Holdings Ltd. 0 0
CNOOC Ltd 101 164
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 648 143
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. 11 1
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 7 15
Hang Seng Bank Ltd. 0 0
Henderson Land Development Co. Ltd. 3 0
Hong Kong & China Gas Co Ltd 15 2
Hong Kong Exchanges & Clearing Ltd 2,671 1,080
HSBC Holdings Plc 991 130
Huaneng Power International, Inc. 14 4
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 192 1
iShares FTSE A50 China Index ETF 168 50
Kingsoft Corporation Ltd. 3 4
Li & Fung Limited 40 0
MTR Corporation Limited 108 40
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 0 3
Petrochina Company Limited 181 189
PICC Property and Casualty Company Limited 4 13
Ping An Insurance (Group) Co. of China Ltd. 1,346 211
Poly Property Group Co., Ltd. 0 0
Power Assets Holdings Ltd. 0 0
Semiconductor Manufacturing Int'l Corp 0 0
SOHO China Ltd. 0 0
Sun Hung Kai Properties Ltd. 144 30
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 2 0
Tencent Holdings Ltd. 1,063 118
The Wharf (Holdings) Ltd. 9 31
Yanzhou Coal Mining Co. Ltd. 12 0
Zijin Mining Group Co., Ltd. 2 14
Total 12,724 6,563
 
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Trading of Stock Options by Class (Jun 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 10,653 9,837 20,490 3,116 8,726 11,842
Agricultural Bank of China Ltd. ($0.001) 13,475 10,827 24,302 11,309 17,908 29,217
AIA Group Limited 35,433 36,652 72,085 24,922 48,454 73,376
Aluminum Corporation of China Ltd. 8,133 4,346 12,479 1,773 3,323 5,096
Anhui Conch Cement Company Limited 20,918 35,880 56,798 13,591 27,515 41,106
Bank of China Ltd. ($0.001) 68,696 76,359 145,055 176,308 399,414 575,722
Bank of Communications Co., Ltd. 4,530 17,769 22,299 11,494 26,265 37,759
The Bank of East Asia Ltd. 5,381 4,497 9,878 4,432 5,833 10,265
Belle International Holdings Limited 1,555 3,297 4,852 3,072 8,078 11,150
BOC Hong Kong (Holdings) Limited 32,948 40,927 73,875 12,114 27,855 39,969
BYD Company Limited 30,776 9,113 39,889 20,740 10,157 30,897
Cathay Pacific Airways Limited 3,193 2,754 5,947 2,050 3,195 5,245
CGN Power Co., Ltd. 963 790 1,753 756 1,114 1,870
CK Hutchison Holdings Ltd. 21,571 28,593 50,164 25,209 37,663 62,872
Cheung Kong Property Holdings Ltd. 12,468 11,260 23,728 7,437 6,646 14,083
China Cinda Asset Management Co., Ltd. 2,292 1,473 3,765 2,460 2,141 4,601
China CITIC Bank Corporation Limited 9,305 5,802 15,107 13,964 13,620 27,584
China Coal Energy Company Limited 9,836 4,328 14,164 4,368 4,518 8,886
China Communications Construction Company Limited 21,727 27,666 49,393 12,807 20,463 33,270
China Construction Bank Corp ($0.001) 452,710 285,748 738,458 436,729 291,184 727,913
China Life Insurance Company Ltd. 146,177 114,305 260,482 66,703 102,707 169,410
China Mengniu Dairy Co. Ltd. 1,668 1,272 2,940 1,469 1,093 2,562
China Merchants Bank Co., Ltd. 82,388 63,463 145,851 41,384 103,035 144,419
China Minsheng Banking Corp., Ltd. 11,014 10,425 21,439 31,641 39,362 71,003
China Mobile Ltd. 84,775 66,857 151,632 85,954 73,253 159,207
China National Building Material Company Limited 40,801 30,617 71,418 12,004 15,804 27,808
China Overseas Land & Investment Limited 33,011 28,512 61,523 25,038 30,981 56,019
China Pacific Insurance (Group) Co., Ltd. 17,953 15,904 33,857 9,271 21,204 30,475
China Petroleum & Chemical Corp. 33,210 32,660 65,870 42,682 58,124 100,806
China Railway Construction Corporation Limited 6,991 11,989 18,980 20,594 13,986 34,580
China Railway Group Limited 7,652 10,872 18,524 4,329 20,669 24,998
China Resources Land Ltd. 7,238 4,832 12,070 6,276 8,804 15,080
China Shenhua Energy Company Limited 159,044 163,956 323,000 126,921 125,741 252,662
China Telecom Corporation Ltd. 17,130 9,409 26,539 40,275 22,711 62,986
China Unicom (Hong Kong) Limited 36,052 23,461 59,513 42,631 35,515 78,146
ChinaAMC CSI 300 Index ETF 60,824 31,049 91,873 27,897 16,311 44,208
CITIC Ltd. 6,317 3,775 10,092 8,045 3,722 11,767
CITIC Securities Co. Ltd. 25,238 16,773 42,011 15,251 11,065 26,316
CLP Holdings Ltd. 2,328 5,272 7,600 1,766 4,517 6,283
CNOOC Ltd 103,207 118,016 221,223 138,985 180,805 319,790
COSCO SHIPPING Holdings Co., Ltd. 1,472 1,380 2,852 1,904 3,702 5,606
CSOP FTSE China A50 ETF 42,703 33,408 76,111 28,613 31,519 60,132
Dongfeng Motor Group Co. Ltd. 5,292 2,981 8,273 1,447 1,605 3,052
Esprit Holdings Ltd. 0 340 340 220 163 383
FIH Mobile Limited 0 327 327 17 386 403
Galaxy Entertainment Group Limited 57,019 71,521 128,540 29,477 39,083 68,560
GCL-Poly Energy Holdings Ltd. 9,836 5,571 15,407 7,611 5,415 13,026
Geely Automobile Holdings Ltd. 13,506 22,477 35,983 3,752 15,855 19,607
Great Wall Motor Company Ltd. 402,000 196,331 598,331 152,588 117,562 270,150
Guangzhou R&F Properties Co., Ltd. 4,242 2,944 7,186 2,358 2,798 5,156
Hang Seng Bank Ltd. 7,448 8,840 16,288 9,916 19,247 29,163
Hang Seng H-Share Index ETF 716 3,589 4,305 918 4,123 5,041
Haitong Securities Co., Ltd. 11,035 13,777 24,812 10,814 11,757 22,571
Henderson Land Development Co. Ltd. 10,277 8,079 18,356 4,038 5,447 9,485
Hengan International Group Co. Ltd. 7,963 7,993 15,956 1,620 2,663 4,283
Hong Kong & China Gas Co Ltd 5,446 6,192 11,638 2,269 5,119 7,388
Hong Kong Exchanges & Clearing Ltd 559,168 272,446 831,614 276,741 167,587 444,328
HSBC Holdings Plc 418,384 201,531 619,915 263,086 164,378 427,464
Huaneng Power International Inc. 6,244 10,820 17,064 6,159 10,197 16,356
Industrial and Commercial Bank ($0.001) 208,698 151,662 360,360 200,937 262,990 463,927
iShares FTSE A50 China Index ETF 50,827 29,806 80,633 44,627 28,208 72,835
Jiangxi Copper Company Limited 40,720 18,328 59,048 12,658 12,492 25,150
Kunlun Energy Co. Ltd. 2,127 2,007 4,134 2,387 2,437 4,824
Kingsoft Corporation Ltd. 7,260 12,680 19,940 4,184 8,445 12,629
Lenovo Group Ltd. 70,889 38,242 109,131 83,854 71,376 155,230
Li & Fung Limited 5,890 8,707 14,597 7,563 9,639 17,202
Link Real Estate Investment Trust 4,243 10,953 15,196 2,043 6,570 8,613
MGM China Holdings Ltd. 5,544 5,642 11,186 1,736 3,177 4,913
MTR Corporation Limited 8,467 14,678 23,145 6,442 13,963 20,405
New China Life Insurance Co. Ltd. 6,740 8,556 15,296 3,450 5,230 8,680
New World Development Co. Ltd. 26,407 10,418 36,825 9,269 7,532 16,801
People's Insurance Co. (Gp) of China Ltd 1,852 2,158 4,010 1,725 2,109 3,834
Petrochina Company Limited 47,815 71,098 118,913 79,227 123,686 202,913
PICC Property and Casualty Company Limited 8,560 9,647 18,207 5,417 19,658 25,075
Ping An Insurance (Group) Co. of China Ltd. 390,715 213,355 604,070 240,017 230,123 470,140
Power Assets Holdings Ltd. 4,597 6,731 11,328 3,625 5,818 9,443
Sands China Ltd. 61,456 72,609 134,065 43,528 64,025 107,553
Standard Chartered PLC 13,044 16,556 29,600 6,610 13,751 20,361
Sun Hung Kai Properties Ltd. 24,978 25,324 50,302 11,321 16,120 27,441
Swire Pacific Ltd. - A 8,846 6,609 15,455 2,896 5,073 7,969
Tencent Holdings Limited 733,680 672,500 1,406,180 563,458 481,490 1,044,948
Tracker Fund 1,116 1,253 2,369 2,775 3,024 5,799
The Wharf (Holdings) Ltd. 9,387 7,365 16,752 4,376 6,766 11,142
W.I.S.E - CSI 300 China Tracker 0 0 0 0 2 2
Want Want China Holdings Ltd. 1,532 4,304 5,836 2,603 5,595 8,198
Yanzhou Coal Mining Company Limited 32,472 20,547 53,019 6,415 6,328 12,743
Zijin Mining Group Company Limited 4,806 4,714 9,520 5,324 5,422 10,746
Total 4,995,000 3,698,333 8,693,333 3,699,782 3,883,136 7,582,918
 
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