Derivatives Market Monthly Statistics
 
 
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Derivatives Market Highlights (Sep 2017)
 
Contracts Average
Daily
Volume
Monthly
Volume
%
Change
Sep 17
Aug 17
Year-To-
Month
Volume
Jan-Sep17
%
Change
Jan-Sep17
Jan-Sep16
Open
Interest
Sep 17 Aug 17
Total Futures 306,766 6,442,080 7,229,669 -10.9% 55,560,949 -14.3% 623,229
  Hang Seng Index Futures 130,504 2,740,579 3,006,584 -8.8% 22,121,790 -11.3% 161,569
  Mini Hang Seng Index Futures 47,576 999,094 1,152,401 -13.3% 7,910,550 -16.8% 9,313
  Hang Seng China Enterprises Index Futures 108,080 2,269,690 2,604,162 -12.8% 21,800,194 -14.4% 289,770
  Mini-Hang Seng China Enterprises Index Futures 14,244 299,129 322,418 -7.2% 2,591,367 -32.2% 4,473
  HSI Dividend Point Index Futures 19 400 2,650 -84.9% 11,428 -26.1% 11,422
  HSCEI Dividend Point Index Futures 1,196 25,122 55,463 -54.7% 416,043 -16.3% 116,855
  HSI Volatility Index Futures 0 0 0 - 58 -33.3% 0
  CES China 120 Index Futures 12 244 101 141.6% 911 111.4% 16
  CES Gaming Top 10 Index Futures1 0 0 0 - 0 - 0
  Hang Seng Mainland Oil & Gas Index Futures2 16 342 630 -45.7% 1,377 - 25
  Hang Seng Mainland Banks Index Futures3 56 1,176 1,334 -11.8% 3,918 - 124
  Hang Seng Mainland Healthcare Index Futures4 0 0 0 - 0 - 0
  Hang Seng Mainland Properties Index Futures5 74 1,546 1,345 14.9% 3,189 - 28
  Hang Seng IT Hardware Index Futures6 0 0 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 275 5,782 10,941 -47.2% 97,089 -47.6% 5,243
  5-Year MOF T-Bond Futures8 2 35 688 -94.9% 8,409 - 135
  3-Month HIBOR Futures 14 298 1 29700.0% 308 2466.7% 310
  1-Month HIBOR Futures 0 0 0 - 20 - 0
  RMB Currency Futures - USD/CNH Futures 3,961 83,180 56,041 48.4% 535,537 57.3% 22,036
  RMB Currency Futures - EUR/CNH Futures9 15 317 360 -11.9% 1,368 - 127
  RMB Currency Futures - JPY/CNH Futures10 5 104 90 15.6% 237 - 37
  RMB Currency Futures - AUD/CNH Futures11 3 66 86 -23.3% 245 - 0
  RMB Currency Futures - CNH/USD Futures12 68 1,438 876 64.2% 9,481 - 866
  USD Gold Futures13 226 4,740 4,448 6.6% 13,459 - 167
  CNH Gold Futures14 395 8,292 8,816 -5.9% 31,871 - 619
  London Aluminium Mini Futures 13 266 30 786.7% 760 -49.3% 10
  London Zinc Mini Futures 7 146 15 873.3% 389 -96.6% 2
  London Copper Mini Futures 2 37 128 -71.1% 543 -82.6% 80
  London Lead Mini Futures 2 45 41 9.8% 128 1728.6% 0
  London Nickel Mini Futures 1 12 20 -40.0% 278 -97.2% 2
  London Tin Mini Futures 0 0 0 - 0 -100.0% 0
Total Options 526,649 11,059,635 14,864,359 -25.6% 97,604,350 25.7% 11,291,819
  Hang Seng Index Options 39,922 838,354 1,114,083 -24.7% 7,285,109 3.5% 408,078
  Mini Hang Seng Index Options 5,569 116,949 141,772 -17.5% 1,196,245 19.3% 8,429
  Flexible Hang Seng Index Options 0 0 0 - 0 -100.0% 0
  Hang Seng China Enterprises Index Options 84,016 1,764,346 1,818,059 -3.0% 15,097,992 3.6% 2,913,158
  Mini-Hang Seng China Enterprises Index Options15 1,581 33,191 36,031 -7.9% 263,734 0.0% 4,657
  Flexible Hang Seng China Enterprises Index Options 0 0 0 - 5,000 -54.2% 16,666
  Stock Options 395,430 8,304,039 11,753,123 -29.3% 73,747,309 34.2% 7,937,540
  RMB Currency Options - USD/CNH Options16 131 2,756 1,291 113.5% 8,961 0.0% 3,291
Total Futures and Options 833,415 17,501,715 22,094,028 -20.8% 153,165,299 7.5% 11,915,048
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-Hang Seng China Enterprises 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 (Sep 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. 4 71
Bank of Communications Co., Ltd. 23 13
The Bank of East Asia Ltd. 15 12
BOC Hong Kong (Holdings) Limited 0 2
Cathay Pacific Airways Limited 0 0
CGN Power Co., Ltd. 0 0
CK Hutchison Holdings Ltd. 36 6
China Cinda Asset Management Co., Ltd. 0 0
China CITIC Bank Corporation Ltd. 3 18
China Coal Energy Co. Ltd. 2 2
China Communications Construction Company Limited 0 0
China Construction Bank Corporation 104 129
China Evergrande Group 0 0
China Huishan Dairy Holdings Co. Ltd. 0 0
China Hongqiao Group Ltd. 0 0
China Life Insurance Company Ltd. 12 4
China Merchants Bank Co., Ltd. 44 1
China Minsheng Banking Corp., Ltd. 26 3,538
China Mobile Ltd. 190 54
China Oilfield Services Ltd. 0 0
China Petroleum & Chemical Corp. 1 0
China Shenhua Energy Co. Ltd. 0 0
China South City Holdings Ltd. 0 0
China Southern Airlines Co. Ltd. 0 0
China Telecom Corporation Ltd. 0 0
China Unicom (Hong Kong) Limited 124 12
ChinaAMC CSI 300 Index ETF 17 4
CITIC Ltd. 1 1
CITIC Securities Co. Ltd. 14 0
CLP Holdings Ltd. 0 0
CNOOC Ltd 51 0
CRRC Corporation Ltd. 0 0
CSOP FTSE China A50 ETF 311 112
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 0
Guangzhou Automobile Group Co., Ltd 0 0
Guangzhou Baiyunshan Pharmaceutical Hldg 0 0
Haitong Securities Co., Ltd. 5 16
Hang Seng Bank Ltd. 2 0
Henderson Land Development Co. Ltd. 215 38
Hong Kong & China Gas Co Ltd 0 0
Hong Kong Exchanges & Clearing Ltd 2,184 837
HSBC Holdings Plc 266 23
Huaneng Power International, Inc. 0 1
Huatai Securities Co., Ltd. 0 0
Industrial and Commercial Bank of China Limited 44 2
iShares FTSE A50 China Index ETF 112 35
Kingsoft Corporation Ltd. 7 3
Li & Fung Limited 0 0
MTR Corporation Limited 242 5
New China Life Insurance Co. Ltd. 0 0
New World Development Co., Ltd. 14 2
Petrochina Company Limited 49 49
PICC Property and Casualty Company Limited 4 5
Ping An Insurance (Group) Co. of China Ltd. 1,035 73
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. 56 5
Sunac China Holdings Ltd. 1 1
Swire Pacific Ltd. - A 3 3
Tencent Holdings Ltd. 552 153
The Wharf (Holdings) Ltd. 1 0
Yanzhou Coal Mining Co. Ltd. 0 0
Zijin Mining Group Co., Ltd. 12 7
Total 5,782 5,243
 
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Trading of Stock Options by Class (Sep 2017)
 
Class Volume Open Interest
Call Put Total Call Put Total
AAC Technologies Holdings Inc. 10,884 8,892 19,776 4,229 4,893 9,122
Agricultural Bank of China Ltd. ($0.001) 7,800 10,115 17,915 7,430 19,146 26,576
AIA Group Limited 44,847 41,952 86,799 31,409 44,645 76,054
Aluminum Corporation of China Ltd. 28,321 25,840 54,161 7,573 6,300 13,873
Anhui Conch Cement Company Limited 72,027 37,029 109,056 16,799 18,025 34,824
Bank of China Ltd. ($0.001) 115,078 125,366 240,444 231,533 361,440 592,973
Bank of Communications Co., Ltd. 7,914 10,093 18,007 13,049 15,304 28,353
The Bank of East Asia Ltd. 11,473 8,997 20,470 5,700 7,056 12,756
Belle International Holdings Limited 0 0 0 0 0 0
BOC Hong Kong (Holdings) Limited 51,934 36,480 88,414 24,235 32,737 56,972
BYD Company Limited 37,284 18,769 56,053 16,377 14,335 30,712
Cathay Pacific Airways Limited 2,509 2,498 5,007 2,656 2,923 5,579
CGN Power Co., Ltd. 2,409 2,653 5,062 2,548 3,282 5,830
CK Hutchison Holdings Ltd. 16,926 18,371 35,297 22,685 33,307 55,992
CK Asset Holdings Ltd. 7,713 8,519 16,232 5,029 8,653 13,682
China Cinda Asset Management Co., Ltd. 7,267 4,606 11,873 11,597 7,619 19,216
China CITIC Bank Corporation Limited 42,863 43,976 86,839 27,266 26,754 54,020
China Coal Energy Company Limited 18,367 10,867 29,234 8,405 7,637 16,042
China Communications Construction Company Limited 9,844 14,919 24,763 12,354 16,832 29,186
China Construction Bank Corp ($0.001) 301,713 326,379 628,092 264,501 339,644 604,145
China Life Insurance Company Ltd. 176,145 110,252 286,397 139,193 108,717 247,910
China Mengniu Dairy Co. Ltd. 10,432 7,717 18,149 2,454 1,322 3,776
China Merchants Bank Co., Ltd. 35,086 68,997 104,083 25,197 95,558 120,755
China Minsheng Banking Corp., Ltd. 11,016 22,782 33,798 31,169 42,073 73,242
China Mobile Ltd. 81,507 100,482 181,989 76,160 88,237 164,397
China National Building Material Company Limited 81,020 52,667 133,687 27,446 19,156 46,602
China Overseas Land & Investment Limited 34,296 30,394 64,690 21,021 26,437 47,458
China Pacific Insurance (Group) Co., Ltd. 24,474 38,484 62,958 12,813 30,774 43,587
China Petroleum & Chemical Corp. 20,989 19,333 40,322 46,661 62,475 109,136
China Railway Construction Corporation Limited 5,300 18,050 23,350 20,619 13,182 33,801
China Railway Group Limited 37,520 9,248 46,768 26,669 16,812 43,481
China Resources Land Ltd. 14,109 10,098 24,207 7,345 8,626 15,971
China Shenhua Energy Company Limited 44,241 68,901 113,142 32,906 52,673 85,579
China Telecom Corporation Ltd. 8,376 6,446 14,822 15,062 14,274 29,336
China Unicom (Hong Kong) Limited 45,408 25,152 70,560 35,351 33,761 69,112
ChinaAMC CSI 300 Index ETF 30,082 15,670 45,752 24,227 27,922 52,149
CITIC Ltd. 7,489 5,620 13,109 9,040 5,962 15,002
CITIC Securities Co. Ltd. 72,514 38,731 111,245 34,815 30,412 65,227
CLP Holdings Ltd. 3,548 6,846 10,394 2,719 6,235 8,954
CNOOC Ltd 216,641 119,026 335,667 134,917 130,383 265,300
COSCO SHIPPING Holdings Co., Ltd. 8,065 11,439 19,504 4,799 6,666 11,465
CSOP FTSE China A50 ETF 36,803 37,447 74,250 37,874 32,196 70,070
Dongfeng Motor Group Co. Ltd. 6,244 4,177 10,421 3,177 3,297 6,474
Esprit Holdings Ltd. 0 0 0 190 60 250
FIH Mobile Limited 0 11 11 6 0 6
Galaxy Entertainment Group Limited 57,782 54,093 111,875 29,311 29,027 58,338
GCL-Poly Energy Holdings Ltd. 16,939 9,507 26,446 7,808 6,393 14,201
Geely Automobile Holdings Ltd. 18,937 18,338 37,275 5,687 10,097 15,784
Great Wall Motor Company Ltd. 162,804 124,278 287,082 85,438 109,736 195,174
Guangzhou R&F Properties Co., Ltd. 13,244 13,596 26,840 2,462 5,642 8,104
Hang Seng Bank Ltd. 14,179 14,396 28,575 6,571 12,337 18,908
Hang Seng H-Share Index ETF 1,720 3,915 5,635 979 3,821 4,800
Haitong Securities Co., Ltd. 22,660 16,014 38,674 16,847 12,657 29,504
Henderson Land Development Co. Ltd. 26,290 21,785 48,075 7,698 6,891 14,589
Hengan International Group Co. Ltd. 6,182 7,266 13,448 1,647 2,880 4,527
Hong Kong & China Gas Co Ltd 3,289 4,274 7,563 2,151 5,432 7,583
Hong Kong Exchanges & Clearing Ltd 326,742 230,508 557,250 221,537 182,782 404,319
HSBC Holdings Plc 245,917 173,113 419,030 278,382 186,683 465,065
Huaneng Power International Inc. 5,341 7,194 12,535 7,046 11,511 18,557
Industrial and Commercial Bank ($0.001) 175,074 124,336 299,410 304,776 275,685 580,461
iShares FTSE A50 China Index ETF 33,437 21,307 54,744 37,286 24,342 61,628
Jiangxi Copper Company Limited 29,526 24,494 54,020 14,616 10,976 25,592
Kunlun Energy Co. Ltd. 3,588 1,901 5,489 3,379 2,788 6,167
Kingsoft Corporation Ltd. 12,422 19,676 32,098 11,017 18,515 29,532
Lenovo Group Ltd. 53,626 29,913 83,539 69,988 44,624 114,612
Li & Fung Limited 16,965 8,184 25,149 9,036 5,548 14,584
Link Real Estate Investment Trust 3,434 6,431 9,865 1,579 4,374 5,953
MGM China Holdings Ltd. 15,338 11,583 26,921 24,413 7,716 32,129
MTR Corporation Limited 5,126 7,636 12,762 4,025 7,419 11,444
New China Life Insurance Co. Ltd. 11,467 10,195 21,662 4,795 5,352 10,147
New World Development Co. Ltd. 42,911 25,951 68,862 21,449 13,304 34,753
People's Insurance Co. (Gp) of China Ltd 3,249 3,444 6,693 2,175 4,055 6,230
Petrochina Company Limited 75,181 57,304 132,485 111,307 118,627 229,934
PICC Property and Casualty Company Limited 11,907 16,288 28,195 9,512 20,260 29,772
Ping An Insurance (Group) Co. of China Ltd. 382,977 215,866 598,843 378,826 278,199 657,025
Power Assets Holdings Ltd. 3,579 6,296 9,875 6,020 7,480 13,500
Sands China Ltd. 118,779 66,071 184,850 66,596 54,321 120,917
Standard Chartered PLC 12,920 13,706 26,626 8,021 28,262 36,283
Sun Hung Kai Properties Ltd. 43,328 38,432 81,760 15,550 17,871 33,421
Swire Pacific Ltd. - A 5,101 4,089 9,190 2,845 3,581 6,426
Tencent Holdings Limited 745,191 685,142 1,430,333 721,467 516,333 1,237,800
Tracker Fund 2,443 1,672 4,115 2,493 2,553 5,046
The Wharf (Holdings) Ltd. 14,696 25,532 40,228 16,189 14,643 30,832
W.I.S.E - CSI 300 China Tracker 0 0 0 0 2 2
Want Want China Holdings Ltd. 3,284 3,725 7,009 2,723 4,673 7,396
Yanzhou Coal Mining Company Limited 12,693 10,512 23,205 7,230 4,529 11,759
Zijin Mining Group Company Limited 6,546 6,493 13,039 4,410 5,385 9,795
Total 4,575,292 3,728,747 8,304,039 4,022,492 3,915,048 7,937,540
 
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