Published On: Sun, Jul 8th, 2012

SGX Derivatives, Commodities, Clearing Volumes Up

Singapore Exchange (SGX) said July 4 derivatives, commodities and clearing activities grew in June from a year earlier while securities turnover was lower.

Securities
* In June, securities turnover fell 25% year-on-year and 18% month-on-month to S$21.2 billion; securities daily average value declined 21% year-on-year and 14% month-on-month to S$1.0 billion.
* June ETF turnover was 56% lower year-on-year at S$350 million while GlobalQuote activity was down 17% to S$97 million.
* For the financial year to end-June (FY2012), SDAV was S$1.3 billion, down 19% from a year earlier.
* In FY2012, ETF turnover fell 23% to S$7.3 billion while GlobalQuote trading declined 73% to S$1.4 billion.

Derivatives
* Derivatives volume was up 7% year-on-year at 6.6 million contracts in June; derivatives daily average volume grew 12% to 314,055 contracts.
* In June, China A50 futures trading doubled year-on-year to 669,752 contracts and Nikkei 225 futures volume was up 9% at 2.6 million contracts. MSCI Taiwan futures activity fell 13% to 1.4 million contracts while Nifty futures trading fell 8% to 1.2 million contracts. Nikkei 225 options volume grew 73% to 252,340 contracts.
* In FY2012, derivatives daily average volume grew 15% to 307,991 contracts.
* In FY2012, China A50 futures volume more than tripled to 5.6 million contracts while Nikkei 225 futures trading slid 1.3% to 28.9 million contracts. MSCI Taiwan futures activity grew 12% to 17.8 million contracts and Nifty futures trading increased 19% to 15.0 million contracts.
* Total open interest for all our equity index and interest-rate futures, and equity index option contracts was up 33% as at the end of FY2012.

Fixed Income
* Bond listings totalled S$11 billion in June, up 47% from a year earlier.
Commodities
* SICOM rubber futures volume grew 38% year-on-year and 20% month-on-month in June to 28,859 contracts.
* SGX AsiaClear cleared 21,347 commodity contracts in June, up 90% year-on-year but down 13% from May.
* In FY2012, SICOM rubber futures trading rose 27% to 259,928 contracts while clearing volume for commodity contracts grew 52%.

Clearing of financial derivatives
* New OTC interest rate swap transactions cleared was S$8.1 billion notional in June, up 70% year-on-year.
* Since the start of IRS clearing in November 2010, SGX has cleared a total S$273 billion notional of IRS.

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