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HKEx Monthly Market Highlights - March 2012
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31/03/2012
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Highlights
- Securities Market
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The average daily turnover for the first three months of 2012 was $63,210 million, a decrease of 17 per cent when compared with $75,917 million for the same period last year.
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The average daily turnover of CBBCs for the first three months of 2012 was $7,612 million, an increase of 29 per cent when compared with $5,921 million for the same period last year.
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There were 18 newly listed companies for the first three months of 2012, an increase of 6 per cent when compared with 17* for the same period last year.
*included four companies which transferred listing from GEM to Main Board
- Derivatives Market
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The average daily turnover of futures and options for the first three months of 2012 was 493,555 contracts, a decrease of 10 per cent when compared with 546,164 contracts for the same period last year.
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On 27 March 2012, the open interest of HSCEI Dividend Point Index Futures reached a record high of 51,705 contracts.
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On 28 March 2012, the open interest of H-shares Index Options reached a record high of 448,971 contracts.
Listed Securities (Main Board and GEM)
Month-end figures
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No. of listed companies |
1,510 |
1,426 |
1,496 |
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Total market capitalisation ($Bil.) |
19,775 |
21,397 |
17,537 |
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No. of newly listed companies * |
4 |
7 |
101 |
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No. of listed securities |
7,029 |
8,370 |
6,723 |
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No. of equity warrants |
15 |
25 |
15 |
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No. of derivatives warrants |
4,094 |
5,689 |
4,027 |
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No. of CBBC |
1,097 |
974 |
901 |
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No. of unit trusts |
100 |
82 |
88 |
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No. of debt securities |
209 |
170 |
192 |
* Includes the number of transfers of listing from GEM to Main Board
Securities Market Turnover (Main Board and GEM)
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Monthly turnover ($Mil.) * |
1,418,032 |
1,436,658 |
-1% |
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Average daily turnover by value ($Mil.) * |
64,456 |
68,412 |
-6% |
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No. of trading days |
22 |
21 |
- |
* Turnover value for traded in non-HKD currency securities have been included start from 29 November 2010
Turnover by Type of Securities (Main Board and GEM)
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Equities |
1,023,727.02
(72.2%) |
1,002,019.40
(69.7%) |
2.2% |
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Derivative warrants |
191,533.62
(13.5%) |
206,461.55
(14.4%) |
-7.2% |
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CBBC |
161,642.34
(11.4%) |
175,188.28
(12.2%) |
-7.7% |
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Debt securities |
101.47
(0.0%)
(less than 0.1%) |
152.90
(0.0%)
(less than 0.1%) |
-33.6% |
( ) % of market total
Turnover value for traded in non-HKD currency securities have been included start from 29 November 2010
Mainland Enterprises (Main Board and GEM)
Month-end figures
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No. of H shares |
167 |
163 |
168 |
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No. of Red chips Stocks |
107 |
103 |
107 |
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No. of Mainland private enterprises |
415* |
334 |
365 |
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Market capitalisation (% of market total) |
58.2% |
57.2% |
55.5% |
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Turnover value (% of equity turnover) |
65.0% |
65.0% |
66.0% |
* Revised methodology for classification of listed companies took effect from 1 January 2012 (Mainland private enterprises were classified as Non-H Share Mainland Private Enterprises, or NHMPE before revision).
Index Performance
Month-end figures
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S&P/HKEx LargeCap Index |
24778.87 |
-5.6% |
-11.6% |
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S&P/HKEx GEM Index |
447.66 |
-10.1% |
-41.8% |
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Hang Seng Index |
20555.58 |
-5.2% |
-12.6% |
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Hang Seng China Enterprises Index# |
10640.16 |
-10.0% |
-20.1% |
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Hang Seng China-Affiliated Corporations Index* |
3986.72 |
-5.5% |
-6.1% |
# - tracks H shares
* - tracks Red chips
Derivatives Market Turnover
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Mar 2012 |
Feb 2012 |
% Change |
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Total Futures |
207,769 |
199,617 |
4.1% |
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Hang Seng Index Futures |
90,084 |
85,625 |
5.2% |
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Mini Hang Seng Index Futures |
42,185 |
39,643 |
6.4% |
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H-shares Index Futures |
66,660 |
64,916 |
2.7% |
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Mini H-shares Index Futures |
6,763 |
7,006 |
-3.5% |
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HSI Dividend Point Index Futures |
39 |
71 |
-45.1% |
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HSCEI Dividend Point Index Futures |
711 |
955 |
-25.5% |
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HSI Volatility Index Futures 1 |
10 |
9 |
11.1% |
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IBOVESPA Futures 2 |
0 |
0 |
- |
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MICEX Index Futures 3 |
0 |
0 |
- |
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Sensex Index Futures 4 |
5 |
0 |
- |
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FTSE/JSE Top40 Futures 5 |
0 |
0 |
- |
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Stock Futures |
1,314 |
1,396 |
-5.9% |
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3-Month HIBOR Futures |
3 |
1 |
200.0% |
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1-Month HIBOR Futures |
0 |
0 |
- |
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3-Year Exchange Fund Note Futures |
0 |
0 |
- |
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Gold Futures |
0 |
0 |
- |
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Total Options |
294,251 |
285,514 |
3.1% |
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Hang Seng Index Options |
39,431 |
33,365 |
18.2% |
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Mini Hang Seng Index Options |
3,896 |
3,554 |
9.6% |
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Flexible Hang Seng Index Options |
0 |
0 |
- |
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H-shares Index Options |
24,919 |
20,253 |
23.0% |
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Flexible H-shares Index Options |
0 |
62 |
-100.0% |
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Stock Options |
226,006 |
228,280 |
-1.0% |
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Total Futures and Options |
502,021 |
485,131 |
3.5% |
1 Trading in HSI Volatility Index Futures commenced on 20 Feb 2012
2 Trading in IBOVESPA Futures commenced on 30 Mar 2012
3 Trading in MICEX Index Futures commenced on 30 Mar 2012
4 Trading in Sensex Index Futures commenced on 30 Mar 2012
5 Trading in FTSE/JSE Top40 Futures commenced on 30 Mar 2012
Clearing and Settlement
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Average daily number of exchange trades handled by CCASS |
884,941 |
940,742 |
-5.93% |
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Average daily number of settlement instructions (SIs) settled by CCASS |
79,745 |
84,540 |
-5.67% |
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Average daily number of investor SIs (ISIs) settled by CCASS |
333 |
385 |
-13.51% |
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Average daily settlement efficiency of CNS stock positions on due day (T+2) |
99.90 |
99.91 |
N/A |
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Shares deposited in the CCASS depository
– % of total issued shares
– % of the total market capitalisation |
70.60%
50.26%
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70.37%
50.50%
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N/A
N/A
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DCASS Statistics (derivatives market) |
Mar 2012 |
Feb 2012 |
% Change |
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Month-end Open Interest (contracts) |
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– Equity Index Futures |
282,124 |
289,847 |
-2.7% |
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– Stock Futures |
14,178 |
14,930 |
-5.0% |
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– Interest Rates Futures |
95 |
49 |
93.9% |
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– Gold Futures |
0 |
0 |
- |
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– Equity Index Options |
593,478 |
662,192 |
-10.4% |
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– Stock Options |
4,971,657 |
6,844,363 |
-27.4% |
Year-to-date Statistics
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No. of newly listed companies # |
18 |
17 |
6% |
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Average daily turnover by value ($Mil.) ^ |
63,210 |
75,917 |
-17% |
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Average share traded per trading day (Mil. Shares) |
160,507 |
164,900 |
-3% |
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Average no. of trades per trading day |
877,396 |
855,156 |
3% |
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Fund raised by IPOs ($Mil.) |
9,797 |
17,770 |
-45% |
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Total funds raised (including IPOs) ($Mil.)* |
53,308 |
66,726 |
-20% |
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Derivatives Market |
Mar 2012
YTD |
Mar 2011
YTD |
% Change |
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Average daily volume (contracts) |
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– Equity Index Futures |
193,625 |
184,258 |
5.1% |
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– Stock Futures |
1,293 |
1,758 |
-26.5% |
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– Interest Rates Futures |
2 |
3 |
-33.3% |
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– Gold Futures |
- |
26 |
- |
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– Equity Index Options |
60,191 |
60,642 |
-0.7% |
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– Stock Options |
238,445 |
299,477 |
-20.4% |
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Clearing & Settlement |
Mar 2012
YTD |
Mar 2011
YTD |
% Change |
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Average daily number of exchange trades handled by CCASS |
877,050 |
855,117 |
2.56% |
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Average daily number of settlement instructions (SIs) settled by CCASS |
79,872 |
86,292 |
-7.44% |
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Average daily number of investor SIs (ISIs) settled by CCASS |
351 |
516 |
-31.98% |
# Includes the number of transfers of listing from GEM to Main Board
^ Turnover value for traded in non-HKD currency securities have been included start from 29 November 2010
* Provisional figures only
Historical Records
up to 31 March 2012
Top 10 Hang Seng Index Closes
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1 |
2007/10/30 |
31638.22 |
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2 |
2007/10/29 |
31586.90 |
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3 |
2007/11/01 |
31492.88 |
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4 |
2007/10/31 |
31352.58 |
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5 |
2007/11/02 |
30468.34 |
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6 |
2007/10/26 |
30405.22 |
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7 |
2007/10/25 |
29854.49 |
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8 |
2007/11/07 |
29708.93 |
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9 |
2007/12/06 |
29558.92 |
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10 |
2007/10/15 |
29540.78 |
Top 10 Daily Market Turnover
(Main Board and GEM)
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1 |
2007/10/03 |
210,505,533,155 |
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2 |
2007/10/16 |
201,413,369,933 |
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3 |
2007/10/12 |
195,962,197,177 |
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4 |
2007/10/30 |
185,681,499,300 |
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5 |
2007/10/11 |
179,409,273,541 |
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6 |
2007/10/29 |
178,382,190,802 |
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7 |
2007/10/15 |
174,984,449,067 |
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8 |
2007/11/06 |
170,352,755,573 |
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9 |
2007/10/18 |
169,121,203,305 |
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10 |
2007/10/25 |
165,926,117,174 |
Top 10 Market Capitalisation
(Main Board and GEM)
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1 |
2007/10/30 |
23,196,977,098,941 |
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2 |
2007/11/01 |
23,176,749,100,222 |
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3 |
2007/10/29 |
23,070,544,404,276 |
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4 |
2007/10/31 |
23,069,877,573,111 |
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5 |
2007/11/02 |
22,518,847,046,433 |
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6 |
2011/04/21 |
22,324,252,903,664 |
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7 |
2010/11/08 |
22,297,367,476,072 |
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8 |
2007/10/26 |
22,285,176,719,928 |
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9 |
2011/04/08 |
22,235,055,909,162 |
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10 |
2007/11/07 |
22,202,420,942,652 |
Record High for Top-10 Derivatives Market Products (Based on Contract Volume)
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Contracts |
Date |
Contracts |
Date |
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Stock Options |
805,947 |
2008/03/27 |
9,218,955 |
2011/11/28 |
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Hang Seng Index Futures |
235,385 |
2011/08/09 |
198,789 |
2007/06/27 |
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H-shares Index Futures |
220,600 |
2011/09/27 |
177,892 |
2011/09/28 |
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Hang Seng Index Options |
116,835 |
2011/08/05 |
483,835 |
2011/09/28 |
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Mini Hang Seng Index Futures |
86,812 |
2011/08/09 |
21,682 |
2011/06/17 |
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H-shares Index Options |
43,238 |
2012/02/17 |
448,971 |
2012/03/28 |
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Stock Futures |
27,966 |
2007/03/28 |
26,482 |
2011/08/25 |
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Mini H-shares Index Futures |
19,556 |
2011/08/09 |
6,030 |
2011/06/17 |
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HSCEI Dividend Point Index Futures |
15,000 |
2011/09/14 |
51,705 |
2012/03/27 |
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Mini Hang Seng Index Options |
10,618 |
2011/08/05 |
22,086 |
2011/08/29 | |
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