Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Aug 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Aug 17
Jul 17
Year-To-
Month
Volume
Jan-Aug17
%
Change
Jan-Aug17
Jan-Aug16
Open
Interest
Aug 17 Jul 17
Total Futures 314,333 7,229,669 6,086,978 18.8% 49,118,869 -14.3% 629,124
  Hang Seng Index Futures 130,721 3,006,584 2,506,994 19.9% 19,381,211 -12.1% 165,050
  Mini Hang Seng Index Futures 50,104 1,152,401 826,514 39.4% 6,911,456 -17.3% 9,192
  H-shares Index Futures 113,224 2,604,162 2,371,443 9.8% 19,530,504 -13.4% 287,389
  Mini H-shares Index Futures 14,018 322,418 299,007 7.8% 2,292,238 -32.2% 4,430
  HSI Dividend Point Index Futures 115 2,650 701 278.0% 11,028 -28.2% 11,122
  HSCEI Dividend Point Index Futures 2,411 55,463 10,527 426.9% 390,921 -11.0% 119,928
  HSI Volatility Index Futures 0 0 0 - 58 -33.3% 0
  CES China 120 Index Futures 4 101 197 -48.7% 667 68.4% 16
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 27 630 382 64.9% 1,035 - 91
  Hang Seng Mainland Banks Index Futures3 58 1,334 485 175.1% 2,742 - 67
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 58 1,345 286 370.3% 1,643 - 22
  Hang Seng IT Hardware Index Futures6 0 0 2 -100.0% 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 476 10,941 9,402 16.4% 91,307 -45.8% 6,303
  5-Year MOF T-Bond Futures8 30 688 1,006 -31.6% 8,374 - 669
  3-Month HIBOR Futures 0 1 9 -88.9% 10 -16.7% 48
  1-Month HIBOR Futures 0 0 0 - 20 - 0
  RMB Currency Futures - USD/CNH Futures 2,437 56,041 39,825 40.7% 452,357 47.5% 22,922
  RMB Currency Futures - EUR/CNH Futures9 16 360 141 155.3% 1,051 - 69
  RMB Currency Futures - JPY/CNH Futures10 4 90 16 462.5% 133 - 36
  RMB Currency Futures - AUD/CNH Futures11 4 86 32 168.8% 179 - 8
  RMB Currency Futures - CNH/USD Futures12 38 876 850 3.1% 8,043 - 985
  USD Gold Futures13 193 4,448 4,271 4.1% 8,719 - 155
  CNH Gold Futures14 383 8,816 14,763 -40.3% 23,579 - 506
  London Aluminium Mini Futures 1 30 3 900.0% 494 -63.5% 19
  London Zinc Mini Futures 1 15 40 -62.5% 243 -97.7% 12
  London Copper Mini Futures 6 128 17 652.9% 506 -82.0% 80
  London Lead Mini Futures 2 41 38 7.9% 83 1560.0% 5
  London Nickel Mini Futures 1 20 27 -25.9% 266 -97.0% 0
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 646,276 14,864,359 13,161,306 12.9% 86,544,715 29.0% 12,507,370
  Hang Seng Index Options 48,438 1,114,083 863,153 29.1% 6,446,755 4.7% 442,455
  Mini Hang Seng Index Options 6,164 141,772 156,600 -9.5% 1,079,296 24.7% 18,548
  Flexible Hang Seng Index Options 0 0 0 - 0 -100.0% 0
  H-shares Index Options 79,046 1,818,059 1,372,105 32.5% 13,333,646 6.8% 2,985,321
  Mini H-shares Index Options15 1,567 36,031 29,476 22.2% 230,543 0.0% 4,975
  Flexible H-shares Index Options 0 0 0 - 5,000 -49.8% 16,666
  Stock Options 511,005 11,753,123 10,738,883 9.4% 65,443,270 37.7% 9,037,100
  RMB Currency Options - USD/CNH Options16 56 1,291 1,089 18.5% 6,205 0.0% 2,305
Total Futures and Options 960,610 22,094,028 19,248,284 14.8% 135,663,584 9.1% 13,136,494
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 (Aug 2017)
 
Class Volume Open Interest
Agricultural Bank of China Ltd. 0 6
Alibaba Pictures Group Ltd. 0 0
Aluminum Corporation of China Ltd. 0 0
AviChina Industry & Technology Co. Ltd. 0 0
Bank of China Ltd. 89 89
Bank of Communications Co., Ltd. 10 0
The Bank of East Asia Ltd. 0 120
BOC Hong Kong (Holdings) Limited 28 2
Cathay Pacific Airways Limited 0 0
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 36 28
China Cinda Asset Management Co., Ltd. 2 0
China CITIC Bank Corporation Ltd. 0 18
China Coal Energy Co. Ltd. 0 0
China Communications Construction Company Limited 2 0
China Construction Bank Corporation 165 119
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 505 5
China Merchants Bank Co., Ltd. 454 44
China Minsheng Banking Corp., Ltd. 28 3,536
China Mobile Ltd. 405 139
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 9 4
China Shenhua Energy Co. Ltd. 15 2
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 5 0
China Unicom (Hong Kong) Limited 22 25
ChinaAMC CSI 300 Index ETF 21 39
CITIC Ltd. 0 0
CITIC Securities Co. Ltd. 6 0
CLP Holdings Ltd. 0 0
CNOOC Ltd 158 67
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 494 79
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. 1 0
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 21 11
Hang Seng Bank Ltd. 0 0
Henderson Land Development Co. Ltd. 112 2
Hong Kong & China Gas Co Ltd 0 2
Hong Kong Exchanges & Clearing Ltd 3,549 1,174
HSBC Holdings Plc 468 222
Huaneng Power International, Inc. 0 4
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 108 34
iShares FTSE A50 China Index ETF 145 44
Kingsoft Corporation Ltd. 6 6
Li & Fung Limited 0 0
MTR Corporation Limited 259 22
New China Life Insurance Co. Ltd. 22 0
New World Development Co., Ltd. 0 0
Petrochina Company Limited 95 65
PICC Property and Casualty Company Limited 0 8
Ping An Insurance (Group) Co. of China Ltd. 2,501 143
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. 6 15
Sunac China Holdings Ltd. 0 0
Swire Pacific Ltd. - A 0 0
Tencent Holdings Ltd. 1,105 195
The Wharf (Holdings) Ltd. 64 29
Yanzhou Coal Mining Co. Ltd. 0 0
Zijin Mining Group Co., Ltd. 25 5
Total 10,941 6,303
 
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Trading of Stock Options by Class (Aug 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 11,188 9,843 21,031 4,356 9,941 14,297
Agricultural Bank of China Ltd. ($0.001) 20,805 11,561 32,366 13,682 21,116 34,798
AIA Group Limited 43,100 54,150 97,250 31,198 55,026 86,224
Aluminum Corporation of China Ltd. 21,861 23,056 44,917 5,754 5,743 11,497
Anhui Conch Cement Company Limited 23,979 16,968 40,947 15,967 21,939 37,906
Bank of China Ltd. ($0.001) 332,359 191,621 523,980 256,847 466,236 723,083
Bank of Communications Co., Ltd. 27,670 19,157 46,827 18,074 22,814 40,888
The Bank of East Asia Ltd. 16,435 14,613 31,048 7,040 8,615 15,655
Belle International Holdings Limited 0 0 0 0 0 0
BOC Hong Kong (Holdings) Limited 72,491 65,644 138,135 25,492 39,789 65,281
BYD Company Limited 6,184 6,450 12,634 17,493 10,591 28,084
Cathay Pacific Airways Limited 5,781 6,833 12,614 2,823 4,164 6,987
CGN Power Co., Ltd. 2,815 4,887 7,702 2,899 3,706 6,605
CK Hutchison Holdings Ltd. 46,422 34,146 80,568 30,033 42,264 72,297
Cheung Kong Property Holdings Ltd. 17,045 10,992 28,037 6,716 9,400 16,116
China Cinda Asset Management Co., Ltd. 11,518 6,890 18,408 8,667 8,094 16,761
China CITIC Bank Corporation Limited 55,340 14,500 69,840 33,721 24,982 58,703
China Coal Energy Company Limited 23,332 10,189 33,521 6,585 6,218 12,803
China Communications Construction Company Limited 25,388 17,294 42,682 15,032 18,147 33,179
China Construction Bank Corp ($0.001) 520,084 386,977 907,061 346,159 339,935 686,094
China Life Insurance Company Ltd. 271,883 171,722 443,605 141,756 121,207 262,963
China Mengniu Dairy Co. Ltd. 8,118 5,619 13,737 2,586 1,253 3,839
China Merchants Bank Co., Ltd. 104,105 111,807 215,912 35,961 125,000 160,961
China Minsheng Banking Corp., Ltd. 50,602 49,513 100,115 33,228 39,051 72,279
China Mobile Ltd. 177,033 155,027 332,060 100,126 103,042 203,168
China National Building Material Company Limited 103,661 45,935 149,596 23,953 19,829 43,782
China Overseas Land & Investment Limited 26,319 29,926 56,245 18,898 31,868 50,766
China Pacific Insurance (Group) Co., Ltd. 36,115 38,847 74,962 15,406 31,300 46,706
China Petroleum & Chemical Corp. 43,374 32,541 75,915 61,763 69,623 131,386
China Railway Construction Corporation Limited 11,968 11,165 23,133 25,985 16,146 42,131
China Railway Group Limited 20,216 28,040 48,256 15,270 28,084 43,354
China Resources Land Ltd. 10,745 11,855 22,600 7,899 10,513 18,412
China Shenhua Energy Company Limited 69,341 71,532 140,873 59,404 58,842 118,246
China Telecom Corporation Ltd. 18,842 7,803 26,645 33,987 22,455 56,442
China Unicom (Hong Kong) Limited 83,341 54,155 137,496 68,088 55,100 123,188
ChinaAMC CSI 300 Index ETF 43,709 47,650 91,359 20,024 34,175 54,199
CITIC Ltd. 12,765 7,181 19,946 8,375 6,168 14,543
CITIC Securities Co. Ltd. 98,182 33,876 132,058 34,432 25,141 59,573
CLP Holdings Ltd. 5,812 9,021 14,833 2,122 6,119 8,241
CNOOC Ltd 239,255 162,787 402,042 178,627 192,477 371,104
COSCO SHIPPING Holdings Co., Ltd. 9,037 4,760 13,797 5,462 4,490 9,952
CSOP FTSE China A50 ETF 72,926 40,857 113,783 37,602 32,126 69,728
Dongfeng Motor Group Co. Ltd. 6,383 6,773 13,156 2,624 3,509 6,133
Esprit Holdings Ltd. 0 0 0 220 163 383
FIH Mobile Limited 0 1 1 18 281 299
Galaxy Entertainment Group Limited 50,537 43,397 93,934 36,799 33,919 70,718
GCL-Poly Energy Holdings Ltd. 6,371 3,950 10,321 9,784 6,529 16,313
Geely Automobile Holdings Ltd. 13,039 14,031 27,070 5,412 9,461 14,873
Great Wall Motor Company Ltd. 146,815 165,991 312,806 67,987 125,665 193,652
Guangzhou R&F Properties Co., Ltd. 12,634 8,061 20,695 2,178 4,272 6,450
Hang Seng Bank Ltd. 18,491 18,661 37,152 9,901 21,053 30,954
Hang Seng H-Share Index ETF 3,151 4,812 7,963 2,265 2,979 5,244
Haitong Securities Co., Ltd. 30,923 11,852 42,775 14,699 13,788 28,487
Henderson Land Development Co. Ltd. 16,844 14,357 31,201 7,054 7,695 14,749
Hengan International Group Co. Ltd. 8,854 6,617 15,471 1,982 3,085 5,067
Hong Kong & China Gas Co Ltd 7,390 5,008 12,398 2,077 6,740 8,817
Hong Kong Exchanges & Clearing Ltd 636,238 419,871 1,056,109 351,058 217,090 568,148
HSBC Holdings Plc 377,021 290,999 668,020 263,161 210,216 473,377
Huaneng Power International Inc. 10,306 15,351 25,657 6,597 12,953 19,550
Industrial and Commercial Bank ($0.001) 386,594 221,419 608,013 328,210 336,065 664,275
iShares FTSE A50 China Index ETF 34,724 23,709 58,433 43,809 32,873 76,682
Jiangxi Copper Company Limited 64,316 29,277 93,593 15,907 13,214 29,121
Kunlun Energy Co. Ltd. 6,701 4,102 10,803 3,527 2,974 6,501
Kingsoft Corporation Ltd. 16,743 16,753 33,496 9,306 13,272 22,578
Lenovo Group Ltd. 42,263 31,299 73,562 70,050 63,304 133,354
Li & Fung Limited 14,419 9,186 23,605 7,731 8,141 15,872
Link Real Estate Investment Trust 2,501 5,092 7,593 1,359 3,956 5,315
MGM China Holdings Ltd. 13,916 10,967 24,883 21,050 5,046 26,096
MTR Corporation Limited 18,821 14,692 33,513 4,394 8,740 13,134
New China Life Insurance Co. Ltd. 16,206 15,681 31,887 6,409 7,285 13,694
New World Development Co. Ltd. 29,792 14,927 44,719 25,458 12,783 38,241
People's Insurance Co. (Gp) of China Ltd 3,653 2,971 6,624 3,113 3,531 6,644
Petrochina Company Limited 96,250 61,036 157,286 117,830 144,197 262,027
PICC Property and Casualty Company Limited 16,566 15,238 31,804 9,849 23,796 33,645
Ping An Insurance (Group) Co. of China Ltd. 466,434 304,026 770,460 329,766 313,936 643,702
Power Assets Holdings Ltd. 11,491 20,833 32,324 7,708 11,195 18,903
Sands China Ltd. 41,562 67,855 109,417 50,061 77,617 127,678
Standard Chartered PLC 29,289 61,975 91,264 8,909 35,582 44,491
Sun Hung Kai Properties Ltd. 29,756 22,274 52,030 15,650 16,511 32,161
Swire Pacific Ltd. - A 9,060 5,110 14,170 3,360 4,367 7,727
Tencent Holdings Limited 1,020,290 1,014,883 2,035,173 786,973 560,318 1,347,291
Tracker Fund 3,038 2,400 5,438 4,264 3,875 8,139
The Wharf (Holdings) Ltd. 45,928 47,246 93,174 16,228 14,254 30,482
W.I.S.E - CSI 300 China Tracker 0 0 0 0 2 2
Want Want China Holdings Ltd. 7,423 12,567 19,990 3,442 9,080 12,522
Yanzhou Coal Mining Company Limited 45,007 16,426 61,433 8,498 4,184 12,682
Zijin Mining Group Company Limited 10,212 4,959 15,171 4,379 4,327 8,706
Total 6,629,098 5,124,025 11,753,123 4,470,548 4,566,552 9,037,100
 
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