Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Jul 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Jul 17
Jun 17
Year-To-
Month
Volume
Jan-Jul17
%
Change
Jan-Jul17
Jan-Jul16
Open
Interest
Jul 17 Jun 17
Total Futures 289,856 6,086,978 6,415,175 -5.1% 41,889,200 -17.3% 665,478
  Hang Seng Index Futures 119,381 2,506,994 2,550,545 -1.7% 16,374,627 -15.7% 164,770
  Mini Hang Seng Index Futures 39,358 826,514 853,415 -3.2% 5,759,055 -22.0% 12,154
  H-shares Index Futures 112,926 2,371,443 2,590,663 -8.5% 16,926,342 -15.3% 316,694
  Mini H-shares Index Futures 14,238 299,007 324,662 -7.9% 1,969,820 -34.7% 4,113
  HSI Dividend Point Index Futures 33 701 3,800 -81.6% 8,378 -45.5% 9,822
  HSCEI Dividend Point Index Futures 501 10,527 16,223 -35.1% 335,458 -14.2% 120,989
  HSI Volatility Index Futures 0 0 5 -100.0% 58 -33.3% 5
  CES China 120 Index Futures 9 197 25 688.0% 566 64.5% 11
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 18 382 0 - 405 - 22
  Hang Seng Mainland Banks Index Futures3 23 485 383 26.6% 1,408 - 28
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 14 286 0 - 298 - 12
  Hang Seng IT Hardware Index Futures6 0 2 0 - 2 - 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 9,402 12,724 -26.1% 80,366 -47.8% 7,121
  5-Year MOF T-Bond Futures8 48 1,006 1,930 -47.9% 7,686 - 704
  3-Month HIBOR Futures 0 9 0 - 9 -25.0% 48
  1-Month HIBOR Futures 0 0 0 - 20 - 0
  RMB Currency Futures - USD/CNH Futures 1,896 39,825 59,259 -32.8% 396,316 38.7% 27,338
  RMB Currency Futures - EUR/CNH Futures9 7 141 87 62.1% 691 - 132
  RMB Currency Futures - JPY/CNH Futures10 1 16 10 60.0% 43 - 18
  RMB Currency Futures - AUD/CNH Futures11 2 32 12 166.7% 93 - 28
  RMB Currency Futures - CNH/USD Futures12 40 850 992 -14.3% 7,167 - 970
  USD Gold Futures13 267 4,271 0 - 4,271 - 133
  CNH Gold Futures14 923 14,763 0 - 14,763 - 334
  London Aluminium Mini Futures 0 3 180 -98.3% 464 -62.7% 1
  London Zinc Mini Futures 2 40 34 17.6% 228 -97.8% 1
  London Copper Mini Futures 1 17 220 -92.3% 378 -86.0% 20
  London Lead Mini Futures 2 38 0 - 42 740.0% 0
  London Nickel Mini Futures 1 27 6 350.0% 246 -96.7% 10
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 626,729 13,161,306 11,153,512 18.0% 71,680,356 24.3% 11,848,730
  Hang Seng Index Options 41,103 863,153 771,212 11.9% 5,332,672 -1.3% 392,097
  Mini Hang Seng Index Options 7,457 156,600 160,186 -2.2% 937,524 26.5% 12,916
  Flexible Hang Seng Index Options 0 0 0 - 0 -100.0% 0
  H-shares Index Options 65,338 1,372,105 1,491,437 -8.0% 11,515,587 5.9% 2,813,702
  Mini H-shares Index Options15 1,404 29,476 31,788 -7.3% 194,512 0.0% 4,822
  Flexible H-shares Index Options 0 0 5,000 -100.0% 5,000 -49.8% 16,666
  Stock Options 511,375 10,738,883 8,693,333 23.5% 53,690,147 32.1% 8,606,800
  RMB Currency Options - USD/CNH Options16 52 1,089 556 95.9% 4,914 0.0% 1,727
Total Futures and Options 916,585 19,248,284 17,568,687 9.6% 113,569,556 4.8% 12,514,208
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 USD Gold Futures commenced on 10 Jul 2017
14 Trading in CNH Gold Futures commenced on 10 Jul 2017
15 Trading in Mini H-shares Index Options commenced on 05 Sep 2016
16 Trading in RMB Currency Options - USD/CNH Options commenced on 20 Mar 2017
 
 
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Trading of Stock Futures by Class (Jul 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 1 6
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 4 0
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 105 83
Bank of Communications Co., Ltd. 14 0
The Bank of East Asia Ltd. 0 120
BOC Hong Kong (Holdings) Limited 30 30
Cathay Pacific Airways Limited 0 0
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 6 3
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 3 18
China Coal Energy Co. Ltd. 1 0
China Communications Construction Company Limited 5 2
China Construction Bank Corporation 399 138
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 349 200
China Merchants Bank Co., Ltd. 114 159
China Minsheng Banking Corp., Ltd. 6 3,508
China Mobile Ltd. 419 191
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 2 0
China Shenhua Energy Co. Ltd. 4 1
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 0 5
China Unicom (Hong Kong) Limited 72 27
ChinaAMC CSI 300 Index ETF 35 31
CITIC Ltd. 3 0
CITIC Securities Co. Ltd. 0 0
CLP Holdings Ltd. 0 0
CNOOC Ltd 34 86
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 377 135
Digital China Holdings Ltd. 0 0
Esprit Holdings Ltd. 0 0
FIH Mobile Limited 0 0
Fosun International Ltd. 0 0
GOME Electrical Appliances Holding Ltd. 0 0
Great Wall Motor Co. Ltd. 0 1
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 3 18
Hang Seng Bank Ltd. 0 0
Henderson Land Development Co. Ltd. 30 30
Hong Kong & China Gas Co Ltd 0 2
Hong Kong Exchanges & Clearing Ltd 2,620 1,622
HSBC Holdings Plc 666 163
Huaneng Power International, Inc. 0 4
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 86 16
iShares FTSE A50 China Index ETF 184 77
Kingsoft Corporation Ltd. 16 4
Li & Fung Limited 0 0
MTR Corporation Limited 45 15
New China Life Insurance Co. Ltd. 2 0
New World Development Co., Ltd. 3 0
Petrochina Company Limited 266 97
PICC Property and Casualty Company Limited 5 8
Ping An Insurance (Group) Co. of China Ltd. 2,693 86
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. 22 20
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 0 0
Tencent Holdings Ltd. 751 183
The Wharf (Holdings) Ltd. 3 30
Yanzhou Coal Mining Co. Ltd. 0 0
Zijin Mining Group Co., Ltd. 24 2
Total 9,402 7,121
 
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Trading of Stock Options by Class (Jul 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 15,289 16,468 31,757 4,682 10,675 15,357
Agricultural Bank of China Ltd. ($0.001) 10,435 27,991 38,426 9,953 19,830 29,783
AIA Group Limited 88,400 50,987 139,387 37,096 54,107 91,203
Aluminum Corporation of China Ltd. 18,778 5,915 24,693 2,987 2,987 5,974
Anhui Conch Cement Company Limited 35,189 26,377 61,566 15,247 25,711 40,958
Bank of China Ltd. ($0.001) 190,343 171,446 361,789 195,470 414,720 610,190
Bank of Communications Co., Ltd. 12,277 16,178 28,455 15,705 25,558 41,263
The Bank of East Asia Ltd. 6,685 7,595 14,280 6,250 8,558 14,808
Belle International Holdings Limited 4,705 4,578 9,283 0 0 0
BOC Hong Kong (Holdings) Limited 39,346 40,451 79,797 15,867 29,831 45,698
BYD Company Limited 16,921 5,062 21,983 24,862 10,250 35,112
Cathay Pacific Airways Limited 3,104 2,789 5,893 2,242 3,709 5,951
CGN Power Co., Ltd. 2,627 3,074 5,701 1,760 2,244 4,004
CK Hutchison Holdings Ltd. 28,339 20,697 49,036 26,055 36,108 62,163
Cheung Kong Property Holdings Ltd. 11,872 9,793 21,665 8,276 8,247 16,523
China Cinda Asset Management Co., Ltd. 11,238 5,672 16,910 7,375 5,769 13,144
China CITIC Bank Corporation Limited 51,118 19,054 70,172 46,010 24,967 70,977
China Coal Energy Company Limited 13,422 13,744 27,166 5,383 6,160 11,543
China Communications Construction Company Limited 29,230 17,968 47,198 17,075 18,141 35,216
China Construction Bank Corp ($0.001) 641,483 251,597 893,080 488,445 308,971 797,416
China Life Insurance Company Ltd. 235,859 141,342 377,201 105,533 119,765 225,298
China Mengniu Dairy Co. Ltd. 3,609 3,687 7,296 1,419 1,232 2,651
China Merchants Bank Co., Ltd. 92,442 66,005 158,447 36,154 106,287 142,441
China Minsheng Banking Corp., Ltd. 52,879 48,433 101,312 33,760 38,167 71,927
China Mobile Ltd. 186,313 96,946 283,259 114,750 81,763 196,513
China National Building Material Company Limited 56,374 32,946 89,320 16,052 19,827 35,879
China Overseas Land & Investment Limited 48,855 25,376 74,231 26,649 31,053 57,702
China Pacific Insurance (Group) Co., Ltd. 24,513 20,717 45,230 11,530 22,551 34,081
China Petroleum & Chemical Corp. 34,726 33,229 67,955 49,840 64,573 114,413
China Railway Construction Corporation Limited 15,235 16,000 31,235 21,030 13,758 34,788
China Railway Group Limited 16,831 13,168 29,999 5,155 22,693 27,848
China Resources Land Ltd. 12,683 6,174 18,857 7,757 9,075 16,832
China Shenhua Energy Company Limited 100,691 115,937 216,628 76,124 64,997 141,121
China Telecom Corporation Ltd. 11,571 16,811 28,382 33,563 26,303 59,866
China Unicom (Hong Kong) Limited 66,614 22,828 89,442 48,321 33,886 82,207
ChinaAMC CSI 300 Index ETF 48,393 50,901 99,294 25,569 28,545 54,114
CITIC Ltd. 6,038 5,698 11,736 8,827 4,584 13,411
CITIC Securities Co. Ltd. 35,280 24,790 60,070 22,654 19,324 41,978
CLP Holdings Ltd. 4,919 5,949 10,868 2,156 5,327 7,483
CNOOC Ltd 115,304 101,407 216,711 139,292 181,656 320,948
COSCO SHIPPING Holdings Co., Ltd. 8,491 2,732 11,223 4,368 4,571 8,939
CSOP FTSE China A50 ETF 30,085 28,594 58,679 31,019 31,946 62,965
Dongfeng Motor Group Co. Ltd. 2,186 1,399 3,585 1,131 1,397 2,528
Esprit Holdings Ltd. 0 0 0 220 163 383
FIH Mobile Limited 30 304 334 37 310 347
Galaxy Entertainment Group Limited 52,109 55,339 107,448 29,423 36,935 66,358
GCL-Poly Energy Holdings Ltd. 12,968 6,138 19,106 9,702 6,600 16,302
Geely Automobile Holdings Ltd. 12,282 13,277 25,559 4,952 15,200 20,152
Great Wall Motor Company Ltd. 264,978 240,755 505,733 135,521 136,672 272,193
Guangzhou R&F Properties Co., Ltd. 8,139 7,507 15,646 3,001 4,767 7,768
Hang Seng Bank Ltd. 10,402 9,993 20,395 11,810 19,372 31,182
Hang Seng H-Share Index ETF 3,895 2,824 6,719 3,597 3,448 7,045
Haitong Securities Co., Ltd. 14,089 14,182 28,271 11,812 15,455 27,267
Henderson Land Development Co. Ltd. 7,079 5,395 12,474 3,762 5,136 8,898
Hengan International Group Co. Ltd. 8,290 6,880 15,170 2,903 3,982 6,885
Hong Kong & China Gas Co Ltd 2,616 4,975 7,591 2,363 6,759 9,122
Hong Kong Exchanges & Clearing Ltd 724,690 395,580 1,120,270 349,247 213,577 562,824
HSBC Holdings Plc 492,330 296,428 788,758 400,945 239,109 640,054
Huaneng Power International Inc. 13,273 8,521 21,794 7,182 11,498 18,680
Industrial and Commercial Bank ($0.001) 305,373 182,185 487,558 261,432 303,399 564,831
iShares FTSE A50 China Index ETF 47,441 19,600 67,041 42,919 28,881 71,800
Jiangxi Copper Company Limited 77,575 26,816 104,391 16,288 11,621 27,909
Kunlun Energy Co. Ltd. 5,858 2,493 8,351 3,615 2,138 5,753
Kingsoft Corporation Ltd. 8,772 12,662 21,434 5,778 9,901 15,679
Lenovo Group Ltd. 32,738 46,496 79,234 76,458 81,406 157,864
Li & Fung Limited 5,974 2,701 8,675 8,575 9,229 17,804
Link Real Estate Investment Trust 5,857 8,661 14,518 1,681 6,930 8,611
MGM China Holdings Ltd. 15,306 6,302 21,608 11,494 3,881 15,375
MTR Corporation Limited 9,838 12,290 22,128 7,832 12,777 20,609
New China Life Insurance Co. Ltd. 21,579 14,345 35,924 9,773 5,677 15,450
New World Development Co. Ltd. 28,053 7,368 35,421 17,761 7,327 25,088
People's Insurance Co. (Gp) of China Ltd 7,128 3,409 10,537 3,097 3,217 6,314
Petrochina Company Limited 139,364 98,823 238,187 103,406 148,729 252,135
PICC Property and Casualty Company Limited 24,009 16,998 41,007 10,306 21,701 32,007
Ping An Insurance (Group) Co. of China Ltd. 517,902 275,548 793,450 254,095 271,896 525,991
Power Assets Holdings Ltd. 14,931 18,066 32,997 8,282 12,690 20,972
Sands China Ltd. 115,601 94,312 209,913 58,172 78,273 136,445
Standard Chartered PLC 14,720 16,227 30,947 7,139 15,946 23,085
Sun Hung Kai Properties Ltd. 28,019 19,261 47,280 13,127 16,560 29,687
Swire Pacific Ltd. - A 6,974 4,626 11,600 3,317 4,872 8,189
Tencent Holdings Limited 884,917 724,981 1,609,898 695,263 485,325 1,180,588
Tracker Fund 2,928 1,272 4,200 4,254 3,370 7,624
The Wharf (Holdings) Ltd. 6,350 5,578 11,928 4,153 6,999 11,152
W.I.S.E - CSI 300 China Tracker 0 0 0 0 2 2
Want Want China Holdings Ltd. 3,127 4,252 7,379 3,068 5,891 8,959
Yanzhou Coal Mining Company Limited 18,892 18,975 37,867 6,065 4,565 10,630
Zijin Mining Group Company Limited 6,882 4,063 10,945 3,262 4,309 7,571
Total 6,423,970 4,314,913 10,738,883 4,370,482 4,236,318 8,606,800
 
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