Market Statistics Report August 2015 Singapore Exchange
SGX Monthly Market Statistics August 2015
SGX Statistics At A Glance Jul 2015
Aug 2015
Number of Trading Days (Securities)
22
19
Securities Market Turnover Volume (million shares)
41,768
35,455
Securities Market Turnover Value ($million)
24,187
28,125
Securities Daily Average ($million)
1,099
1,480
Derivatives Volume
21,470,762
16,997,254
Derivatives Daily Average Volume
942,137
813,947
Total Number of Listed Securities
770
771
Total Market Capitalisation ($million)
969,462
898,945
1
SGX Monthly Market Statistics August 2015
Securities Market
Securities Market Turnover (1)
SGX Mainboard (S$) SGX Mainboard (Non S$) SGX Catalist SGX Global Quote Exchange Traded Funds Structured Warrants Company Warrants Total Market Turnover Securities Daily Average
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016 (2) CYTD 2015 (2) Aug 2014
YoY%
Volume (Million Shares)
60,197
76,748
19,853
26,684
25,425
52,109
189,053
21,943
16%
Value ($Million)
62,956
65,210
21,495
20,749
25,185
45,933
174,100
17,864
41%
Volume (Million Shares)
1,624
1,400
490
613
485
1,098
4,122
561
-13%
Value ($Million)
4,449
4,699
1,765
1,870
1,753
3,623
12,771
1,293
36%
Volume (Million Shares)
15,739
26,024
6,893
9,339
6,453
15,792
57,555
10,750
-40%
Value ($Million)
2,150
2,501
809
886
579
1,465
6,116
1,261
-54%
Volume (Million Shares)
9
6
2
2
4
6
21
3
62%
Value ($Million)
14
4
2
2
2
4
22
2
15%
Volume (Million Shares)
119
71
30
29
43
72
262
23
86%
Value ($Million)
826
687
237
256
307
563
2,075
219
40%
Volume (Million Shares)
10,157
10,365
4,182
4,159
2,887
7,045
27,568
2,727
6%
Value ($Million)
966
1,142
419
421
294
715
2,822
261
13%
Volume (Million Shares)
921
2,446
525
941
158
1,100
4,467
1,553
-90%
Value ($Million)
30
25
4
4
4
8
63
26
-85%
Volume (Million Shares)
88,767
117,059
31,974
41,768
35,455
77,223
283,048
37,558
-6%
Value ($Million)
71,391
74,267
24,731
24,187
28,125
52,312
197,970
20,927
34%
Volume (Million Shares)
1,455
1,888
1,523
1,899
1,866
1,883
1,726
1,788
4%
Value ($Million)
1,170
1,198
1,178
1,099
1,480
1,276
1,207
997
49%
(1)
Includes Primary and Secondary Listed Securities. Due to Operational constraints and system cut-off times, the statistics may not always be able to take into account cancelled trades that occur near the end of the month. The adjusted statistics will instead be carried over to the following month’s report.
(2)
FYTD refers to Financial Year-to-Date, and CYTD refers to Calendar Year-to-Date. Financial Year is between July to June, and Calendar Year is between January to December.
2
SGX Monthly Market Statistics August 2015
Securities Market Turnover By Country Singapore Companies Overseas Companies (excluding China) China Companies
Total Market Turnover
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Volume (Million Shares)
45,968
66,057
17,480
22,106
19,880
41,986
154,011
19,089
4%
Value ($Million)
53,175
54,560
18,566
17,722
21,685
39,407
147,141
13,942
56%
Volume (Million Shares)
30,566
33,095
10,617
12,030
11,118
23,148
86,808
12,697
-12%
Value ($Million)
15,668
15,907
5,338
5,453
5,762
11,215
42,790
5,829
-1%
Volume (Million Shares)
12,233
17,907
3,877
7,632
4,458
12,089
42,229
5,773
-23%
Value ($Million)
2,548
3,800
827
1,013
678
1,691
8,039
1,155
-41%
Volume (Million Shares)
88,767
117,059
31,974
41,768
35,455
77,223
283,048
37,558
-6%
Value ($Million)
71,391
74,267
24,731
24,187
28,125
52,312
197,970
20,927
34%
3
SGX Monthly Market Statistics August 2015
Securities Market Turnover By Industry Classification Benchmark (ICB)
Basic Materials Consumer Goods Consumer Services Financials Health Care Industrials Oil & Gas Technology Telecommunications Utilities Total Market Turnover (3)
(3)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Volume (Million Shares)
4,881
6,887
1,500
1,278
992
2,270
14,039
2,680
-63%
Value ($Million)
747
731
148
122
114
236
1,714
491
-77%
Volume (Million Shares)
8,953
9,757
2,486
6,657
4,859
11,516
30,226
3,708
31%
Value ($Million)
3,877
3,792
1,094
1,435
1,347
2,782
10,452
1,923
-30%
Volume (Million Shares)
5,924
5,749
1,707
1,738
1,921
3,659
15,332
2,087
-8%
Value ($Million)
7,360
7,259
2,553
2,426
2,571
4,997
19,616
2,104
22%
Volume (Million Shares)
11,255
14,561
4,818
4,844
5,083
9,927
35,743
4,560
11%
Value ($Million)
29,392
30,509
10,454
10,344
13,486
23,829
83,731
7,710
75%
Volume (Million Shares)
4,777
5,811
2,177
1,958
1,390
3,348
13,936
1,619
-14%
Value ($Million)
1,771
2,028
764
755
528
1,284
5,082
547
-3%
Volume (Million Shares)
26,678
35,537
8,053
12,089
10,458
22,548
84,763
11,611
-10%
Value ($Million)
12,953
13,065
3,943
4,295
4,462
8,757
34,776
3,990
12%
Volume (Million Shares)
4,363
5,332
1,420
1,586
2,233
3,818
13,513
1,910
17%
Value ($Million)
5,664
5,410
1,555
1,366
1,933
3,299
14,373
1,688
15%
Volume (Million Shares)
5,045
11,092
2,995
3,432
4,039
7,471
23,608
2,863
41%
Value ($Million)
772
1,233
414
265
395
660
2,665
439
-10%
Volume (Million Shares)
1,609
1,959
767
556
683
1,239
4,808
310
120%
Value ($Million)
6,053
7,141
2,904
2,153
2,521
4,674
17,868
1,160
117%
Volume (Million Shares)
3,396
4,336
633
1,085
585
1,671
9,402
1,420
-59%
Value ($Million)
793
1,022
173
211
106
317
2,132
244
-56%
Volume (Million Shares)
76,882
101,022
26,557
35,224
32,243
67,467
245,371
32,767
-2%
Value ($Million)
69,384
72,190
24,001
23,371
27,465
50,835
192,409
20,296
35%
Includes Ordinary Shares, Stapled Security and Unit Trusts.
4
SGX Monthly Market Statistics August 2015
Securities Number of Trades
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
SGX Mainboard (S$)
21,795,360
26,502,220
9,061,434
9,390,166
10,008,228
19,398,394
67,695,974
3,274,200
206%
SGX Catalist
432,268
632,278
205,880
236,730
186,390
423,120
1,487,666
251,942
-26%
SGX Global Quote
2,028
1,164
580
294
470
764
3,956
526
-11%
Exchange Traded Funds
61,018
88,384
26,298
28,370
39,908
68,278
217,680
12,530
218%
Company Warrants
18,496
18,462
3,078
3,492
3,726
7,218
44,176
13,784
-73%
Total Number Of Trades (4)
22,309,170
27,242,508
9,297,270
9,659,052
10,238,722
19,897,774
69,449,452
3,552,982
188%
(4)
Includes Buy and Sell Trades.
Married Trades (Net Volume and Value) FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%%
Volume (Million Shares)
4,218
4,188
1,058
1,533
801
2,334
10,740
741
8%
Value ($Million)
5,515
6,474
2,252
2,288
1,452
3,740
15,730
1,397
4%
Percentage of Total Securities Market (Volume)
5%
4%
3%
4%
2%
3%
4%
2%
Percentage of Total Securities Market (Value)
8%
9%
9%
9%
5%
7%
8%
7%
5
SGX Monthly Market Statistics August 2015
Securities Borrowing & Lending Volume Transfer (Million Shares)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
7,209
11,204
2,955
2,615
4,054
43,568
25,082
CDP SBL Programme Daily Average Outstanding Loan Value
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
19,533,827
20,350,888
19,079,733
21,572,663
21,531,315
21,551,989
20,354,727
11,953,538
Top 5 Securities On Loan Under CDP SBL Programme By Volume and Value Stock
Average Daily Volume
Stock
Average Daily Value (S$)
Sino Grandness Food Ind Gp Ltd
2,917,097
Sembcorp Marine Ltd
4,369,961
Vallianz Holdings Ltd
2,855,161
Neptune Orient Lines Limited
1,522,113
Jaya Holdings Ltd
2,203,161
Ezion Holdings Limited
1,351,225
Ezion Holdings Limited
1,881,484
Genting Singapore Plc
1,032,172
Tiger Airways Holdings Ltd
1,878,065
Osim Internaltional Ltd
891,364
6
SGX Monthly Market Statistics August 2015
Turnover Velocity (5)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
SGX Overall
39%
39%
39%
38%
57%
47%
41%
33%
SGX Mainboard
38%
39%
38%
37%
57%
46%
40%
31%
SGX Catalist
85%
98%
98%
103%
86%
96%
92%
133%
(5)
Includes Ordinary Shares, Investment Funds, SDR, Stapled Securities and Unit Trusts.
STI Constituent Stocks Market Capitalisation ($Million)
% of Total Trading Value (6)
Ascendas Real Estate Inv Trust
5,369
2%
Capitaland Limited
12,035
4%
City Developments Limited
7,993
1%
Comfortdelgro Corporation Ltd
6,037
1%
DBS Group Holdings Ltd
44,464
11%
Genting Singapore Plc
9,237
2%
Global Logistic Prop Limited
10,615
5%
Golden Agri-Resources Ltd
4,011
1%
Hongkong Land Holdings Limited
23,000
2%
Hutchison Port Holdings Trust
6,461
1%
Jardine Cycle & Carriage Ltd
11,304
1%
Jardine Matheson Hldgs Ltd
49,290
2%
Jardine Strategic Hldgs Ltd
45,172
1%
Keppel Corporation Limited
12,414
4%
7
SGX Monthly Market Statistics August 2015
STI Constituent Stocks Market Capitalisation ($Million)
% of Total Trading Value (6)
Noble Group Limited
3,562
4%
Olam International Limited
5,052
0%
Oversea-Chinese Banking Corp
36,175
6%
Sembcorp Industries Ltd
6,098
2%
Sembcorp Marine Ltd
4,993
0%
SIA Engineering Co Ltd
3,931
0%
Singapore Airlines Ltd
11,554
1%
Singapore Exchange Limited
7,769
2%
Singapore Press Hldgs Ltd
6,294
1%
Singapore Tech Engineering Ltd
9,533
1%
Singtel
59,629
8%
Starhub Ltd
6,324
1%
Thai Beverage Public Co Ltd
17,828
1%
United Overseas Bank Ltd
31,052
7%
Wilmar International Limited
18,125
2%
Total
475,323
74%
(6)
Trading Value of counter as a percentage of Trading Value of Total Securities Market excluding SGX GlobalQuote, Exchange Traded Funds and Company Warrants.
8
SGX Monthly Market Statistics August 2015
STI and FTSE ST Indices Closing Values
Jul 2015
Aug 2015
MoM %
Aug 2014
YoY %
STI
3,202.50
2,921.44
-9%
3,327.09
-12%
FTSE ST Catalist
621.89
555.52
-11%
904.40
-39%
FTSE ST All-share
768.29
699.89
-9%
809.23
-14%
FTSE ST Mid Cap
732.82
669.98
-9%
779.05
-14%
FTSE ST Small Cap
455.28
403.49
-11%
552.28
-27%
FTSE ST Fledgling
878.01
807.84
-8%
876.26
-8%
FTSE ST China
226.72
207.70
-8%
228.80
-9%
FTSE ST China Top Index
186.09
169.34
-9%
198.21
-15%
FTSE ST Real Estate
752.43
697.84
-7%
759.90
-8%
FTSE ST Real Estate Holding & Development
766.14
708.25
-8%
760.18
-7%
FTSE ST Real Estate Investment Trusts
752.60
700.07
-7%
773.41
-9%
FTSE ST Oil & Gas
464.75
424.27
-9%
736.91
-42%
FTSE ST Basic Materials
120.83
107.48
-11%
166.22
-35%
FTSE ST Industrials
721.17
677.05
-6%
820.61
-17%
FTSE ST Consumer Goods
468.70
428.35
-9%
520.14
-18%
FTSE ST Health Care
1,512.43
1,382.79
-9%
1,267.26
9%
FTSE ST Consumer Services
782.86
726.29
-7%
850.74
-15%
FTSE ST Telecommunications
1,059.04
972.10
-8%
1,024.49
-5%
FTSE ST Utilities
481.88
438.60
-9%
514.05
-15%
FTSE ST Financials
865.63
778.12
-10%
847.86
-8%
FTSE ST Technology
387.13
296.81
-23%
447.76
-34%
FTSE ST Maritime
236.17
204.57
-13%
269.59
-24%
FTSE ST Chemicals
100.70
90.56
-10%
102.98
-12%
FTSE ST Basic Resources
226.60
160.71
-29%
301.73
-47%
9
SGX Monthly Market Statistics August 2015
Jul 2015
Aug 2015
MoM %
Aug 2014
YoY %
FTSE ST Construction & Materials Index
911.79
579.74
-36%
713.42
-19%
FTSE ST Industrial Goods & Services Index
940.84
686.12
-27%
764.11
-10%
FTSE ST Automobiles & Parts Index
880.71
544.33
-38%
642.61
-15%
FTSE ST Food & Beverage Index
656.45
523.58
-20%
540.84
-3%
FTSE ST Personal & Household Goods Index
86.34
65.83
-24%
90.65
-27%
FTSE ST Retail Index
1,138.59
849.54
-25%
941.49
-10%
FTSE ST Media Index
1,619.46
919.62
-43%
920.54
0%
FTSE ST Travel & Leisure Index
831.45
647.54
-22%
703.77
-8%
FTSE ST Banks Index
1,401.41
933.15
-33%
921.75
1%
FTSE ST Insurance Index (7)
N.A.
N.A.
N.A.
N.A.
N.A.
FTSE ST Financials Services
745.26
550.98
-26%
613.08
-10%
(7)
FTSE ST Insurance Index is not available as there is currently no constituent within this sector.
10
SGX Monthly Market Statistics August 2015
Derivatives Market
Derivatives Overall Market Volume (8)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Total Futures Trading Volume
37,026,180
51,394,586
21,121,828
20,873,219
16,443,089
37,316,308
125,737,074
8,951,017
84%
Total Futures Open Interest
1,993,027
1,889,552
1,889,552
1,878,066
1,925,176
1,925,176
1,925,176
1,582,002
22%
Total Options Trading Volume
2,000,282
1,647,205
544,048
534,573
502,818
1,037,391
4,684,878
360,152
40%
Total Options Open Interest
1,177,687
1,190,921
1,190,921
1,294,270
1,363,412
1,363,412
1,363,412
1,511,165
-10%
Total AsiaClear Cleared Swaps Volume
106,769
105,459
35,014
31,070
34,717
65,787
278,015
36,402
-5%
Total AsiaClear Cleared Swaps Open Interest
53,519
59,242
59,242
58,301
59,545
59,545
59,545
49,267
21%
Total AsiaClear Cleared Options Volume
79,553
83,018
30,184
31,900
16,630
48,530
211,101
8,330
100%
Total AsiaClear Cleared Options Open Interest
117,002
118,675
118,675
120,755
120,915
120,915
120,915
55,113
119%
Total Trading Volume (9)
39,212,784
53,230,268
21,731,074
21,470,762
16,997,254
38,468,016
130,911,068
9,355,901
82%
Total Open Interest
3,341,235
3,258,390
3,258,390
3,351,392
3,469,048
3,469,048
3,469,048
3,197,547
8%
Average Daily Trading Volume
673,802
863,033
1,021,885
942,137
813,947
882,018
802,882
453,421
80%
(8) (9)
Include Metal, Rubber Futures and SGX AsiaClear Futures, Swaps and Options. Futures & Options Trading Volume represents the number of contracts traded.
11
SGX Monthly Market Statistics August 2015
Derivatives Market Volume By Contract Types Equity Index Futures Volume
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
FTSE China A50 Index Futures
17,926,712
32,012,144
13,973,554
14,149,600
8,425,481
22,575,081
72,513,937
3,714,367
127%
Mini Nikkei 225 Index Futures
882
1,005
541
386
519
905
2,792
226
130%
MSCI Asia Apex 50 Index Futures
0
0
0
0
0
0
0
0
N.A.
MSCI Hong Kong Index Futures
0
0
0
0
0
0
0
0
N.A.
MSCI India Index Futures
15,540
142,764
55,769
46,731
48,830
95,561
253,865
132
36,892%
MSCI Indonesia Index Futures
62,692
66,851
20,750
18,319
23,130
41,449
170,992
21,759
6%
MSCI Malaysia Index Futures
1,514
16
2
1
0
1
1,531
0
N.A.
MSCI PSE Philippines Futures
2
41
30
0
0
0
43
10
-100%
MSCI Singapore Index Futures
920,900
890,593
278,112
325,336
372,378
697,714
2,509,207
245,838
51%
MSCI Taiwan Index Futures
3,778,633
4,460,692
1,415,765
1,498,910
1,643,783
3,142,693
11,382,018
1,496,737
10%
MSCI Thailand Index Futures
1,420
1,161
255
265
325
590
3,171
128
154%
Nikkei 225 Index Futures
6,498,654
5,881,386
2,654,495
1,970,255
2,775,000
4,745,255
17,125,295
1,740,622
59%
SGX CNX Nifty Index Futures
5,691,518
5,456,206
1,803,160
1,725,713
2,000,974
3,726,687
14,874,411
1,460,441
37%
Straits Times Index Futures
70
148
6
28
5
33
251
2
150%
USD Nikkei 225 Index Futures
8
1,045
1,031
175
117
292
1,345
30
290%
Total
34,898,545
48,914,052
20,203,470
19,735,719
15,290,542
35,026,261
118,838,858
8,680,292
76%
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Nikkei Stock Avg Dividend Pt Index Futures
22,850
27,275
6,173
7,956
7,372
15,328
65,453
5,889
25%
Total
22,850
27,275
6,173
7,956
7,372
15,328
65,453
5,889
25%
Dividend Index Futures Volume
12
SGX Monthly Market Statistics August 2015
Interest Rates Futures Volume
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
3-Mth Singapore Interest Rate Futures
0
0
0
0
0
0
0
0
N.A.
5-Yr Singapore Government Bond Futures
0
0
0
0
0
0
0
0
N.A.
Eurodollar Futures
0
0
0
0
0
0
0
0
N.A.
Euroyen Libor Futures
0
0
0
0
0
0
0
0
N.A.
Euroyen Tibor Futures
33
29
29
37
0
37
99
0
N.A.
Japanese Government Bond Futures
0
0
0
0
0
0
0
2
-100%
Mini Japanese Government Bond Futures
189,597
185,360
101,934
31,858
34,123
65,981
440,938
38,607
-12%
Total
189,630
185,389
101,963
31,895
34,123
66,018
441,037
38,609
-12%
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
MSCI Singapore Index Options
400
0
0
1,000
6,825
7,825
8,225
0
N.A.
MSCI Taiwan Index Options
4,355
3,953
699
376
263
639
8,947
485
-46%
Nikkei 225 Index Options
1,762,478
1,338,827
426,311
364,400
384,983
749,383
3,850,688
346,997
11%
SGX CNX Nifty Index Options
55,029
50,460
11,748
8,787
13,603
22,390
127,879
12,170
12%
Total
1,822,262
1,393,240
438,758
374,563
405,674
780,237
3,995,739
359,652
13%
Equity Index Options Volume
13
SGX Monthly Market Statistics August 2015
Interest Rates Options Volume
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Eurodollar Options
0
0
0
0
0
0
0
0
N.A.
Euroyen Libor Options
0
0
0
0
0
0
0
0
N.A.
Euroyen Tibor Options
0
0
0
0
0
0
0
0
N.A.
Mini Japanese Government Bond Options
0
0
0
0
0
0
0
0
N.A.
Total
0
0
0
0
0
0
0
0
N.A.
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
AUD_JPY FX Futures
36
110
0
10
9
19
165
551
-98%
AUD_USD FX Futures
27
6
2
24
4
28
61
87
-95%
CNY_USD FX Futures
775
551
183
218
397
615
1,941
0
N.A.
EUR_CNH FX Futures
0
0
0
0
10
10
10
0
N.A.
INR_USD FX FFutures
610,003
760,622
286,959
327,557
469,633
797,190
2,167,815
48,570
867%
KRW_JPY FX Futures
0
0
0
0
0
0
0
0
N.A.
KRW_USD FX Futures
6,244
13,767
5,483
1,957
1,899
3,856
23,867
117
1,523%
THB_USD FX Futures
0
0
0
0
0
0
0
0
N.A.
USD_SGD FX Futures
59,072
9,078
2,015
2,404
3,529
5,933
74,083
2,396
47%
USD_CNH FX Futures
23,087
21,004
8,780
20,334
40,066
60,400
104,491
0
N.A.
USD_JPY (standard) FX Futures
58
123
15
8
20
28
209
0
N.A.
USD_JPY (titan) FX Futures
12
12
0
0
0
0
24
0
N.A.
Total
699,314
805,273
303,437
352,512
515,567
868,079
2,372,666
51,721
897%
Foreign Exchange Futures Volume
14
SGX Monthly Market Statistics August 2015
Agri-Commodities Volume
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
SICOM RSS3 Rubber Futures
15,655
11,438
3,971
4,568
5,886
10,454
37,547
4,034
46%
SICOM TSR20 Rubber Futures
130,293
171,193
58,164
50,343
54,161
104,504
405,990
26,724
103%
Total
145,948
182,631
62,135
54,911
60,047
114,958
443,537
30,758
95%
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Fuel Oil 380 Futures
0
0
0
0
0
0
0
0
N.A.
Total
0
0
0
0
0
0
0
0
N.A.
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
OTC Forward Freight Agreement
18,470
10,775
2,625
2,083
1,465
3,548
32,793
1,605
-9%
OTC Iron Ore
85,510
90,664
30,921
28,018
32,466
60,484
236,658
33,533
-3%
OTC Iron Ore Lump Premium
0
0
0
0
50
50
50
0
N.A.
OTC Coking Coal
0
20
0
0
0
0
20
52
-100%
OTC Thermal Coal
0
0
0
0
0
0
0
60
-100%
OTC Energy
1,795
3,108
1,030
305
373
678
5,581
427
-13%
OTC HRC Steel
950
600
300
500
300
800
2,350
600
-50%
OTC Petrochemicals
44
292
138
164
63
227
563
0
N.A.
OTC Rubber Forward
0
0
0
0
0
0
0
125
-100%
Total
106,769
105,459
35,014
31,070
34,717
65,787
278,015
36,402
-5%
Energy Futures Volume
SGX AsiaClear Cleared Swaps Volume
15
SGX Monthly Market Statistics August 2015
SGX AsiaClear Futures Volume
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
SGX Iron Ore 62 %Futures
1,032,746
1,223,811
420,693
665,461
514,046
1,179,507
3,436,064
135,988
278%
SGX Iron Ore 58% Futures
1,950
50
0
0
0
0
2,000
0
N.A.
SGX Iron Ore Lump Premium Futures
0
0
0
0
1,150
1,150
1,150
0
N.A.
SGX Coking Coal Futures
0
130
0
100
160
260
390
400
N.A.
SGX Thermal Coal Futures
2,450
870
60
0
400
400
3,720
50
700%
SGX Energy Futures
17,740
18,305
3,540
130
165
295
36,340
2,495
-93%
SGX Forward Freight Agreement Futures
14,919
36,653
20,235
24,270
19,464
43,734
95,306
15
129,660%
SGX HRC Steel Futures
0
0
0
0
0
0
0
100
-100%
Singapore Kilobar Gold Contract
88
47
22
15
1
16
151
0
N.A.
Electricity Futures
0
100
100
250
52
302
402
0
N.A.
Total
1,069,893
1,279,966
444,650
690,226
535,438
1,225,664
3,575,523
139,048
285%
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
OTC Forward Freight Agreement Options On Swaps
2,805
3,180
180
2,340
930
3,270
9,255
0
N.A.
OTC Forward Freight Agreement Options On Futures
270
1,080
990
2,940
6,375
9,315
10,665
0
N.A.
OTC Iron Ore Options On Swaps
76,748
79,838
30,004
29,560
15,700
45,260
201,846
8,330
88%
OTC Iron Ore Options On Futures
177,750
252,885
104,300
157,070
90,769
247,839
678,474
500
18,054%
Total
257,573
336,983
135,474
191,910
113,774
305,684
900,240
8,830
1,188%
SGX AsiaClear Cleared Options Volume
16
SGX Monthly Market Statistics August 2015
OTC Financial Derivatives Cleared Volume
FY2015 Q3
FY2015 Q4
OTC Interest Rate Swaps (SGD million)
20,154
24,070
7,100
14,037
Non-Deliverable Interest Rate Swaps (USD million)
292
395
45
FX Non-Deliverable Forwards (USD million)
465
384
93
(10)
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Total To Date (10) Aug 2014
YoY%
6,460
20,497
71,514
511,846
4,187
54%
151
147
298
985
5,936
221
-33%
332
242
574
1,423
4,753
68
258%
Note: Total To Date refers to total from date of product launch. Launch date for OTC Interest Rate Swaps is November 2010, Non-Deliverable Interest Rate Swaps is April 2014 and FX Non-Deliverable Forwards is October 2011.
17
SGX Monthly Market Statistics August 2015
Derivatives Market Open Interest By Contract Type Equity Index Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
FTSE China A50 Index Futures
582,821
585,287
585,287
527,685
553,831
384,923
44%
Mini Nikkei 225 Index Futures
41
76
76
191
175
120
46%
MSCI Asia Apex 50 Index Futures
0
0
0
0
0
0
N.A.
MSCI Hong Kong Index Futures
0
0
0
0
0
0
N.A.
MSCI India Index Futures
78
683
683
68
1,012
8
12,550%
MSCI Indonesia Index Futures
7,609
6,603
6,603
6,396
6,556
6,488
1%
MSCI Malaysia Index Futures
40
0
0
0
0
0
N.A.
MSCI PSE Philippines Futures
0
0
0
0
0
0
N.A.
MSCI Singapore Index Futures
59,101
44,266
44,266
45,736
48,816
51,054
-4%
MSCI Taiwan Index Futures
213,417
158,191
158,191
145,077
154,844
210,563
-26%
MSCI Thailand Index Futures
35
62
62
28
83
41
102%
Nikkei 225 Index Futures
288,351
289,146
289,146
283,704
289,107
304,227
-5%
SGX CNX Nifty Index Futures
411,926
340,843
340,843
344,233
306,953
360,853
-15%
Straits Times Index Futures
0
0
0
5
0
0
N.A.
USD Nikkei 225 Index Futures
2,130
1,274
1,274
643
1,987
14,711
-86%
Total
1,565,549
1,426,431
1,426,431
1,353,766
1,363,364
1,332,988
2%
Dividend Index Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
Nikkei Stock Avg Dividend Pt Index Futures
53,025
32,899
32,899
33,603
33,332
47,317
-30%
Total
53,025
32,899
32,899
33,603
33,332
47,317
-30%
18
SGX Monthly Market Statistics August 2015
Interest Rates Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
3-Mth Singapore Interest Rate Futures
0
0
0
0
0
0
N.A.
5-Yr Singapore Government Bond Futures
0
0
0
0
0
0
N.A.
Eurodollar Futures
10,118
11,966
11,966
15,493
13,147
4,500
192%
Euroyen Libor Futures
0
0
0
0
0
0
N.A.
Euroyen Tibor Futures
39
9
9
9
9
101
-91%
Japanese Government Bond Futures
0
0
0
0
0
2
-100%
Mini Japanese Government Bond Futures
17,573
14,827
14,827
16,686
21,144
20,910
1%
Total
27,730
26,802
26,802
32,188
34,300
25,513
34%
Equity Index Options Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
MSCI Singapore Index Options
400
400
400
1,400
5,095
350
1,356%
MSCI Taiwan Index Options
1,930
1,370
1,370
1,301
1,309
790
66%
Nikkei 225 Index Options
1,020,788
892,365
892,365
910,189
951,503
1,494,952
-36%
SGX CNX Nifty Index Options
8,939
6,631
6,631
4,005
11,400
14,573
-22%
Total
1,032,057
900,766
900,766
916,895
969,307
1,510,665
-36%
19
SGX Monthly Market Statistics August 2015
Interest Rates Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
Eurodollar Options
0
0
0
0
0
0
N.A.
Euroyen Libor Options
0
0
0
0
0
0
N.A.
Euroyen Tibor Options
0
0
0
0
0
0
N.A.
Mini Japanese Government Bond Options
0
0
0
0
0
0
N.A.
Total
0
0
0
0
0
0
N.A.
Foreign Exchange Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
AUD_JPY FX Futures
0
0
0
0
1
15
-93%
AUD_USD FX Futures
0
0
0
0
0
0
N.A.
CNY_USD FX Futures
713
651
651
801
687
0
N.A.
INR_USD FX Futures
5,286
29,193
29,193
17,893
16,446
4,306
282%
KRW_JPY FX Futures
0
0
0
0
0
0
N.A.
KRW_USD FX Futures
607
647
647
757
591
5
11,720%
USD_SGD FX Futures
1,138
515
515
1,107
1,384
138
903%
USD_CNH FX Futures
3,047
2,276
2,276
7,480
9,434
0
N.A.
USD_JPY (standard) FX Futures
1
0
0
0
0
0
N.A.
USD_JPY (titan) FX Futures
0
0
0
0
0
0
N.A.
Total
10,792
33,282
33,282
28,038
28,543
4,464
539%
20
SGX Monthly Market Statistics August 2015
Agri-Commodities Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
SICOM RSS3 Rubber Futures
3,825
3,512
3,512
4,388
5,517
4,417
25%
SICOM TSR20 Rubber Futures
27,626
27,162
27,162
26,858
27,406
23,146
18%
Total
31,451
30,674
30,674
31,246
32,923
27,563
19%
Energy Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
Fuel Oil 380 Futures
0
0
0
0
0
0
N.A.
Total
0
0
0
0
0
0
N.A.
SGX AsiaClear Swaps Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
OTC Forward Freight Agreement
13,889
13,832
13,832
12,811
11,866
11,374
4%
OTC Iron Ore
38,751
43,931
43,931
44,284
46,529
35,863
30%
OTC Iron Ore Lump Premium
0
0
0
0
20
0
N.A.
OTC Coking Coal
0
0
0
0
0
0
N.A.
OTC Thermal Coal
0
0
0
0
0
190
-100%
OTC Energy
418
1,108
1,108
263
254
610
-58%
OTC HRC Steel
450
300
300
800
800
1,075
-26%
OTC Petrochemicals
11
71
71
143
76
0
N.A.
OTC Rubber Forward
0
0
0
0
0
155
-100%
Total
53,519
59,242
59,242
58,301
59,545
49,267
21%
21
SGX Monthly Market Statistics August 2015
SGX AsiaClear Futures Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
SGX Iron Ore 62% Futures
285,989
320,713
320,713
376,912
409,255
132,031
210%
SGX Iron Ore 58% Futures
1,350
0
0
0
0
0
N.A.
Sgx Iron Ore Lump Premium Futures
0
0
0
0
1,100
0
N.A.
SGX Coking Coal Futures
0
50
50
100
160
400
-60%
SGX Thermal Coal Futures
2,900
1,050
1,050
900
900
6,200
N.A.
SGX Energy Futures
5,745
1,340
1,340
490
410
3,765
-89%
SGX Forward Futures
8,493
16,223
16,223
20,576
20,590
1,411
1,359%
SGX HRC CFR Asean Steel Futures
0
0
0
0
0
350
-100%
Singapore Kilobar Gold Contract
3
0
0
0
0
0
N.A.
Electricity Futures
0
88
88
247
299
0
N.A.
Total
304,480
339,464
339,464
399,225
432,714
144,157
200%
SGX AsiaClear Options Month-End Open Interest
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
OTC Forward Freight Agreement Options On Swaps
5,940
7,155
7,155
8,715
8,685
4,895
77%
OTC Forward Freight Agreement Options On Futures
270
810
810
3,435
8,490
0
N.A.
OTC Iron Ore Options On Swaps
111,062
111,520
111,520
112,040
112,230
50,218
123%
OTC Iron Ore Options On Futures
145,360
289,345
289,345
373,940
385,615
500
77,023%
Total
262,632
408,830
408,830
498,130
515,020
55,613
826%
22
SGX Monthly Market Statistics August 2015
Depository Services Distinct Clients (11)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
Number of Distinct Clients
167,477
166,358
92,846
101,106
121,608
158,842
262,097
101,931
19%
(11)
Distinct Clients represent the number of unique trading accounts participating in the market. Each account is reflected as one count regardless of number of transactions made.
Issuer Services
Number of Listings (month-end)
FY2015 Q3
FY2015 Q4
SGX Mainboard
613
610
610
608
607
622
- Primary Listings
582
579
579
577
576
589
- Secondary Listings
31
31
31
31
31
33
- IPOs
0
1
0
0
0
3
- Delistings
7
2
0
1
1
4
SGX Catalist
154
158
158
162
164
148
- Primary Listings
154
158
158
162
164
148
- Secondary Listings
0
0
0
0
0
0
- IPOs
0
3
1
3
2
0
1
1
1
0
0
0
767
768
768
770
771
770
SGX Global Quote
51
52
52
48
48
55
RTOs into Existing Vehicles
1
0
0
0
0
1
- Delistings Total Number of Listed Securities
(12)
Jun 2015
Jul 2015
Aug 2015
Aug 2014
23
SGX Monthly Market Statistics August 2015
Number of Listings By Industry Classification Benchmark (ICB)
FY2015 Q3
FY2015 Q4
Basic Materials
61
62
62
62
63
61
Consumer Goods
103
102
102
103
104
102
Consumer Services
77
76
76
76
76
77
Financials
122
124
124
123
124
122
Health Care
23
24
24
25
26
21
Industrials
268
266
266
266
267
274
Oil & Gas
37
37
37
38
37
37
Technology
61
61
61
62
63
63
Telecommunications
6
6
6
6
6
7
Utilities
7
7
7
7
7
7
Total Number of Listed Securities
765
765
765
768
773
771
FY2015 Q3
FY2015 Q4
Singapore Companies
480
480
480
481
483
479
Overseas Companies (excluding China)
163
164
164
165
165
161
China Companies
124
124
124
124
123
130
Total Number of Listed Securities (12)
767
768
768
770
771
770
(12)
Jun 2015
Jun 2015
Jul 2015
Jul 2015
Aug 2015
Aug 2015
Aug 2014
Aug 2014
Exclude GDRs, Hedge Funds and Debt Securities.
24
SGX Monthly Market Statistics August 2015
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
Company Warrants
54
52
52
49
48
51
Exchange Traded Funds
89
87
87
87
87
89
Structured Warrants
193
194
194
193
214
220
Funds Raised Through IPOs and RTOs ($million)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
SGX Mainboard
0
0
0
0
0
0
0
1,356
-100%
SGX Catalist
25
56
11
47
40
87
168
0
–
25
SGX Monthly Market Statistics August 2015
Debt Securities
Total Outstanding Bond Listings
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
Bonds/Notes
1,872
1,951
1,951
1,978
1,994
1,773
12%
Number of New Bond Listings
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
YoY%
New Bond Listings
111
114
37
50
23
73
298
32
-28%
Fund Raised ($million)
46,512
37,890
14,568
23,640
7,398
31,038
115,440
8,252
-10%
Percentage of Bond Listings by Local and Foreign Issuers
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
Local
24%
32%
32%
12%
26%
16%
25%
34%
Foreign
79%
68%
68%
88%
74%
84%
75%
66%
Percentage of SGD and Non SGD Denominated Bond Listings
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
FYTD 2016
CYTD 2015
Aug 2014
SGD Denominated
14%
25%
19%
16%
26%
19%
19%
34%
Non SGD Denominated
86%
75%
81%
84%
74%
81%
81%
66%
26
SGX Monthly Market Statistics August 2015
Top Issues by Amount Raised Bond Issuer
Amount Raised (million)
Description
DBS Bank Ltd
USD 1,000
US$1,000,000,000 1.625 Per Cent. Covered Bonds due 2018
Universal Entertainment Corporation
USD 600
US$600,000,000 12% Corporate Notes due 2020
ICICI Bank Limited (Acting through its Dubai branch)
USD 500
US$500,000,000 3.125% Notes due 2020
Double Charm Limited
USD 450
US$450,000,000 2.875% Credit Enhanced Bonds due 2018
Royal Capital B.V.
USD 450
US$450,000,000 Senior Guaranteed Perpetual Capital Securities
27
SGX Monthly Market Statistics August 2015
Month End Market Capitalisation (S$million)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
SGX Mainboard
695,984
682,354
682,354 650,603 592,492 696,595 -15%
- Singapore Companies
553,800
539,166
539,166 515,195 469,256 543,602 -14%
- Overseas Companies (excluding China)
117,306
116,339 116,339 111,034
100,811 128,255 -21%
- China Companies
24,877
26,848
22,425
SGX Catalist
10,070
9,868 9,868 9,885 8,916 11,410 -22%
- Singapore Companies
6,970
7,198 7,198 7,120 6,498 8,134 -20%
- Overseas Companies (excluding China)
2,628
2,220 2,220 2,305 2,019 3,017 -33%
- China Companies
472
449
449
459
399
259
54%
Total Market Capitalisation for Primary Listed Securities
706,054
692,222
692,222
660,487
601,408
708,005
-15%
SGX Mainboard
328,709
317,901 317,901
308,975
297,538 309,397
- Singapore Companies
37
26 26 26
36 30 20%
- Overseas Companies (excluding China)
324,390
312,935 312,935 304,061
293,372 306,189 -4%
- China Companies
4,283
4,940
4,940
4,887
4,129
3,178
30%
SGX Catalist
0
0
0
0
0
0
N.A.
- Singapore Companies
0
0
0
0
0
0
N.A.
- Overseas Companies (excluding China)
0
0
0
0
0
0
N.A.
- China Companies
0
0
0
0
0
0
N.A.
Total Market Capitalisation For Secondary Listed Securities
328,709
317,901
317,901
308,975
297,538
309,397
-4%
Total Market Capitalisation
1,034,764
1,010,123
1,010,123
969,462
898,945
1,017,402
-12%
Primary Listed
26,848
24,374
24,737
-9%
Secondary Listed
(13)
(13)
-4%
Total Market Capitalisation of Listed Securities.
28
SGX Monthly Market Statistics August 2015
Month-end Market Capitalisation ($million) by Industry Classification Benchmark (ICB)
FY2015 Q3
FY2015 Q4
Jun 2015
Jul 2015
Aug 2015
Aug 2014
YoY%
Basic Materials
8,151
8,002
8,002
7,702
7,114
9,013
-21%
Consumer Goods
74,100
72,607
72,607
69,796
64,381
77,847
-17%
Consumer Services
116,786
111,528
111,528
107,531
98,176
118,419
-17%
Financials
454,718
462,142
462,142
442,912
410,930
426,656
-4%
Health Care
31,212
31,592
31,592
32,133
29,562
29,017
2%
Industrials
208,630
188,753
188,753
180,858
171,286
202,951
-16%
Oil & Gas
36,490
34,003
34,003
30,917
28,309
48,263
-41%
Technology
8,021
7,685
7,685
7,382
5,813
8,835
-34%
Telecommunications
82,990
79,201
79,201
76,946
70,712
84,562
-16%
Utilities
12,944
13,728
13,728
12,470
11,956
11,511
4%
Total Market Capitalisation
1,034,041
1,009,240
1,009,240
968,648
898,238
1,017,074
-12%
29
SGX Monthly Market Statistics August 2015
Top 15 Companies by Market Capitalisation (as at month-end) Counter Name
Closing Price
Market Capitalisation ($million)
Prudential Plc
USD 21.80
79,180
Singtel
SGD 3.74
59,629
Jardine Matheson Hldgs Ltd
USD 49.94
49,290
Jardine Strategic Hldgs Ltd
USD 28.53
45,172
DBS Group Holdings Ltd
SGD 17.76
44,464
Oversea-Chinese Banking Corp
SGD 8.93
36,175
United Overseas Bank Ltd
SGD 19.38
31,052
Hongkong Land Holdings Limited
USD 6.92
23,000
Wilmar International Limited
SGD 2.85
18,125
Thai Beverage Public Co Ltd
SGD 0.71
17,828
IHH Healthcare Berhad
SGD 1.93
15,871
Dairy Farm Int'l Holdings Ltd
USD 6.50
12,416
Keppel Corporation Limited
SGD 6.84
12,414
Capitaland Limited
SGD 2.82
12,035
Singapore Airlines Ltd
SGD 9.92
11,554
30
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