Market Statistics Report March 2015 Singapore Exchange
SGX Monthly Market Statistics March 2015
SGX Statistics At A Glance Feb 2015
Mar 2015
Number of Trading Days (Securities)
18
22
Securities Market Turnover Volume (million shares)
22,561
31,734
Securities Market Turnover Value ($million)
21,092
25,028
Securities Daily Average ($million)
1,172
1,138
Derivatives Volume
9,721,866
14,815,641
Derivatives Daily Average Volume
590,369
678,126
Total Number of Listed Securities
771
767
Total Market Capitalisation ($million)
1,022,746
1,034,764
1
SGX Monthly Market Statistics March 2015
Securities Market
Securities Market Turnover (1)
SGX Mainboard (S$) SGX Mainboard (Non S$) SGX Catalist SGX Global Quote Exchange Traded Funds Structured Warrants Company Warrants Total Market Turnover Securities Daily Average
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Volume (Million Shares)
58,411
60,197
23,513
15,483
Value ($Million)
58,130
62,956
22,176
Volume (Million Shares)
1,300
1,624
Value ($Million)
3,119
Volume (Million Shares) Value ($Million)
Mar 2015
FYTD 2015(2) CYTD 2015(2) Mar 2014
YoY%
21,201
188,373
60,197
31,146
-32%
18,721
22,059
174,784
62,956
21,049
5%
477
601
546
4,373
1,624
361
51%
4,449
1,548
1,337
1,565
11,384
4,449
1,432
9%
20,127
15,739
6,213
3,645
5,881
67,490
15,739
13,085
-55%
2,828
2,150
907
558
685
8,835
2,150
878
-22%
Volume (Million Shares)
3
9
6
2
2
20
9
106
-99%
Value ($Million)
5
14
9
3
2
25
14
54
-96%
Volume (Million Shares)
71
119
36
21
62
255
119
22
180%
Value ($Million)
625
826
270
195
360
2,097
826
157
130%
Volume (Million Shares)
11,132
10,157
3,818
2,593
3,746
30,670
10,157
3,925
-5%
Value ($Million)
974
966
349
268
349
2,787
966
345
1%
Volume (Million Shares)
1,845
921
410
215
296
7,001
921
486
-39%
Value ($Million)
36
30
11
10
9
154
30
34
-74%
Volume (Million Shares)
92,888
88,767
34,472
22,561
31,734
298,183
88,767
49,131
-35%
Value ($Million)
65,716
71,391
25,270
21,092
25,028
200,066
71,391
23,948
5%
Volume (Million Shares)
1,474
1,455
1,642
1,253
1,442
1,578
1,455
2,340
-38%
Value ($Million)
1,043
1,170
1,203
1,172
1,138
1,059
1,170
1,140
-0%
(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 March 2015
Securities Market Turnover By Country Singapore Companies Overseas Companies (excluding China) China Companies
Total Market Turnover
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
Volume (Million Shares)
47,127
45,971
17,202
12,031
16,738
153,474
45,971
26,934
-38%
Value ($Million)
48,050
53,177
18,929
15,921
18,327
143,611
53,177
16,060
14%
Volume (Million Shares)
32,034
30,566
11,595
8,112
10,859
100,939
30,566
12,790
-15%
Value ($Million)
14,498
15,668
5,273
4,576
5,818
47,413
15,668
6,237
-7%
Volume (Million Shares)
13,727
12,230
5,676
2,418
4,136
43,770
12,230
9,407
-56%
Value ($Million)
3,168
2,546
1,067
595
883
9,042
2,546
1,651
-47%
Volume (Million Shares)
92,888
88,767
34,472
22,561
31,734
298,183
88,767
49,131
-35%
Value ($Million)
65,716
71,391
25,270
21,092
25,028
200,066
71,391
23,948
5%
3
SGX Monthly Market Statistics March 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 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
Volume (Million Shares)
4,706
4,881
2,444
1,162
1,275
16,683
4,881
6,467
-80%
Value ($Million)
927
747
369
179
199
3,009
747
608
-67%
Volume (Million Shares)
8,880
8,953
3,394
2,486
3,072
28,326
8,953
6,490
-53%
Value ($Million)
4,904
3,877
1,337
1,164
1,376
13,598
3,877
2,985
-54%
Volume (Million Shares)
7,417
5,924
2,676
1,460
1,787
21,096
5,924
4,018
-56%
Value ($Million)
6,881
7,360
2,702
2,189
2,468
20,737
7,360
2,072
19%
Volume (Million Shares)
11,364
11,255
4,203
3,082
3,970
36,071
11,255
3,856
3%
Value ($Million)
24,284
29,392
10,536
8,307
10,549
77,133
29,392
8,595
23%
Volume (Million Shares)
5,425
4,777
1,829
1,345
1,603
14,802
4,777
368
335%
Value ($Million)
1,705
1,771
694
471
607
5,073
1,771
176
245%
Volume (Million Shares)
26,126
26,678
9,941
6,765
9,972
89,923
26,678
13,196
-24%
Value ($Million)
11,041
12,953
4,222
4,266
4,466
36,319
12,953
4,596
-3%
Volume (Million Shares)
5,306
4,363
1,855
984
1,524
15,361
4,363
1,523
0%
Value ($Million)
7,231
5,664
2,415
1,703
1,545
18,103
5,664
1,803
-14%
Volume (Million Shares)
3,569
5,045
1,658
1,165
2,223
17,110
5,045
3,159
-30%
Value ($Million)
533
772
282
172
318
2,482
772
303
5%
Volume (Million Shares)
1,584
1,609
481
501
627
4,269
1,609
407
54%
Value ($Million)
5,128
6,053
1,716
1,943
2,394
14,813
6,053
1,439
66%
Volume (Million Shares)
4,579
3,396
1,270
608
1,518
13,210
3,396
4,864
-69%
Value ($Million)
1,074
793
295
158
340
2,860
793
763
-55%
Volume (Million Shares)
78,957
76,881
29,752
19,558
27,571
256,851
76,881
44,349
-38%
Value ($Million)
63,709
69,384
24,568
20,553
24,262
194,127
69,384
23,342
4%
Includes Ordinary Shares, Stapled Security and Unit Trusts.
4
SGX Monthly Market Statistics March 2015
Securities Number of Trades
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
SGX Mainboard (S$)
10,393,352
21,795,360
5,871,664
7,186,202
8,737,494
41,818,710
21,795,360
3,605,714
142%
SGX Catalist
491,364
432,268
179,928
105,686
146,654
1,681,774
432,268
234,722
-38%
SGX Global Quote
718
2,028
1,264
396
368
4,340
2,028
8,852
-96%
Exchange Traded Funds
48,964
61,018
24,388
14,750
21,880
153,142
61,018
15,070
45%
Company Warrants
20,554
18,496
7,264
4,956
6,276
92,342
18,496
11,778
-47%
Total Number Of Trades (4)
10,954,952
22,309,170
6,084,508
7,311,990
8,912,672
43,750,308
22,309,170
3,876,136
130%
(4)
Includes Buy and Sell Trades.
Married Trades (Net Volume and Value)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
Volume (Million Shares)
4,443
4,218
1,676
1,155
1,387
13,309
4,218
1,222
13%
Value ($Million)
4,734
5,515
1,958
1,717
1,840
15,608
5,515
1,758
5%
Percentage of Total Securities Market (Volume)
5%
5%
5%
5%
4%
4%
5%
2%
Percentage of Total Securities Market (Value)
7%
8%
8%
8%
7%
8%
8%
7%
5
SGX Monthly Market Statistics March 2015
Securities Borrowing & Lending
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Volume Transfer (Million Shares)
8,508
7,209
2,628
2,028
2,553
25,695
7,209
CDP SBL Programme
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
Daily Average Outstanding Loan Value
17,045,132
19,533,827
19,873,961
18,362,944
20,251,265
16,810,618
19,533,827
21,743,902
Top 5 Securities On Loan Under CDP SBL Programme By Volume and Value Stock
Average Daily Volume
Stock
Average Daily Value (S$)
China New Town Devt. Co Limited
2,024,742
Sembcorp Marine Ltd
4,967,620
Mirach Energy Ltd
1,898,452
Ezion Holdings Ltd
850,810
Sembcorp Marine Ltd
1,673,903
Noble Group Limited
759,969
Tiger Airways Holdings Ltd
1,379,516
Ascendas Real Estate Inv Trust
755,098
Geo Energy Resources Limited
1,101,290
Genting Singapore Plc
692,535
6
SGX Monthly Market Statistics March 2015
Turnover Velocity (5)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
SGX Overall
36%
39%
40%
39%
37%
35%
39%
40%
SGX Mainboard
35%
38%
39%
39%
37%
34%
38%
38%
SGX Catalist
104%
85%
101%
75%
78%
108%
85%
109%
(5)
Includes Ordinary Shares, Investment Funds, SDR, Stapled Securities and Unit Trusts.
STI Constituent Stocks Market Capitalisation ($Million)
% of Total Trading Value (6)
Ascendas Real Estate Inv Trust
6,231
2%
Capitaland Limited
15,275
3%
Capitamall Trust
7,618
2%
City Developments Limited
9,148
1%
Comfortdelgro Corporation Ltd
6,191
2%
DBS Group Holdings Ltd
50,468
7%
Genting Singapore Plc
11,103
2%
Global Logistic Prop Limited
12,826
3%
Golden Agri-Resources Ltd
5,427
1%
Hongkong Land Holdings Limited
24,434
2%
Hutchison Port Holdings Trust
8,328
1%
Jardine Cycle & Carriage Ltd
14,606
1%
Jardine Matheson Hldgs Ltd
60,054
2%
Jardine Strategic Hldgs Ltd
53,948
1%
Keppel Corporation Limited
16,351
3%
7
SGX Monthly Market Statistics March 2015
STI Constituent Stocks Market Capitalisation ($Million)
% of Total Trading Value (6)
Noble Group Limited
6,200
4%
Olam International Limited
4,845
0%
Oversea-Chinese Banking Corp
42,094
4%
Sembcorp Industries Ltd
7,528
1%
Sembcorp Marine Ltd
6,099
1%
SIA Engineering Co Ltd
4,497
0%
Singapore Airlines Ltd
13,974
1%
Singapore Exchange Limited
8,719
2%
Singapore Press Hldgs Ltd
6,700
1%
Singapore Tech Engineering Ltd
10,818
1%
Singtel
69,829
8%
Starhub Ltd
7,507
1%
Thai Beverage Public Co Ltd
19,209
1%
United Overseas Bank Ltd
36,853
5%
Wilmar International Limited
20,849
1%
Total
567,726
66%
(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 March 2015
STI and FTSE ST Indices Closing Values
Feb 2015
Mar 2015
MoM %
Mar 2014
YoY %
STI
3,402.86
3,447.01
1%
3,188.62
8%
FTSE ST Catalist
709.38
699.51
-1%
972.95
-28%
FTSE ST All-share
818.38
825.48
1%
773.02
7%
FTSE ST Mid Cap
784.03
782.81
0%
724.17
8%
FTSE ST Small Cap
493.69
485.20
-2%
544.00
-11%
FTSE ST Fledgling
820.67
889.35
8%
875.11
2%
FTSE ST China
233.64
237.12
1%
225.22
5%
FTSE ST China Top Index
191.30
195.83
2%
198.82
-2%
FTSE ST Real Estate
803.13
806.08
0%
708.26
14%
FTSE ST Real Estate Holding & Development
815.69
819.39
0%
709.21
16%
FTSE ST Real Estate Investment Trusts
805.26
807.62
0%
720.18
12%
FTSE ST Oil & Gas
558.96
558.97
0%
744.14
-25%
FTSE ST Basic Materials
135.87
131.35
-3%
183.06
-28%
FTSE ST Industrials
832.44
826.24
-1%
805.31
3%
FTSE ST Consumer Goods
481.51
502.86
4%
524.54
-4%
FTSE ST Health Care
1,232.03
1,325.29
8%
1,248.99
6%
FTSE ST Consumer Services
848.32
833.98
-2%
826.07
1%
FTSE ST Telecommunications
1,105.92
1,143.95
3%
965.42
18%
FTSE ST Utilities
469.93
508.59
8%
595.38
-15%
FTSE ST Financials
894.84
903.50
1%
786.96
15%
FTSE ST Technology
413.97
422.95
2%
361.08
17%
FTSE ST Maritime
246.14
247.24
0%
263.89
-6%
FTSE ST Chemicals
142.36
134.08
-6%
163.34
-18%
FTSE ST Basic Resources
192.83
188.70
-2%
270.95
-30%
9
SGX Monthly Market Statistics March 2015
Feb 2015
Mar 2015
MoM %
Mar 2014
YoY %
FTSE ST Construction & Materials Index
850.28
803.64
-5%
813.13
-1%
FTSE ST Industrial Goods & Services Index
836.26
832.29
0%
809.71
3%
FTSE ST Automobiles & Parts Index
705.61
676.81
-4%
781.21
-13%
FTSE ST Food & Beverage Index
584.00
611.89
5%
633.41
-3%
FTSE ST Personal & Household Goods Index
91.46
88.40
-3%
108.79
-19%
FTSE ST Retail Index
1,127.10
1,098.13
-3%
1,170.88
-6%
FTSE ST Media Index
966.24
980.43
1%
955.37
3%
FTSE ST Travel & Leisure Index
763.46
743.85
-3%
726.78
2%
FTSE ST Banks Index
1,073.33
1,091.33
2%
941.62
16%
FTSE ST Insurance Index (7)
N.A.
N.A.
N.A.
N.A.
N.A.
FTSE ST Financials Services
623.40
619.65
-1%
549.28
13%
(7)
FTSE ST Insurance Index is not available as there is currently no constituent within this sector.
10
SGX Monthly Market Statistics March 2015
Derivatives Market
Derivatives Overall Market Volume (8)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
Total Futures Trading Volume
37,828,746
37,026,180
13,839,893
9,008,845
14,177,442
102,420,001
37,026,180
8,669,594
64%
Total Futures Open Interest
1,702,722
1,993,027
1,827,206
1,944,855
1,993,027
1,993,027
1,993,027
1,383,681
44%
Total Options Trading Volume
1,940,758
2,000,282
764,400
666,053
569,829
5,028,763
2,000,282
734,077
-22%
Total Options Open Interest
1,145,500
1,177,687
1,165,185
1,201,884
1,177,687
1,177,687
1,177,687
1,712,660
-31%
Total AsiaClear Cleared Swaps Volume
121,678
106,769
39,599
26,008
41,162
350,534
106,769
76,145
-46%
Total AsiaClear Cleared Swaps Open Interest
50,042
53,519
48,734
49,917
53,519
53,519
53,519
53,927
-1%
Total AsiaClear Cleared Options Volume
72,049
79,553
31,385
20,960
27,208
205,328
79,553
9,905
175%
Total AsiaClear Cleared Options Open Interest
100,488
117,002
110,711
110,425
117,002
117,002
117,002
29,823
292%
Total Trading Volume (9)
39,963,231
39,212,784
14,675,277
9,721,866
14,815,641
108,004,626
39,212,784
9,489,721
56%
Total Open Interest
2,998,752
3,341,235
3,151,836
3,307,081
3,341,235
3,341,235
3,341,235
3,180,091
5%
Average Daily Trading Volume
654,900
673,793
739,336
590,369
678,126
589,645
673,793
463,811
46%
(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 March 2015
Derivatives Market Volume By Contract Types Equity Index Futures Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
FTSE China A50 Index Futures
17,449,776
17,926,712
7,157,414
3,817,693
6,951,605
46,152,765
17,926,712
2,491,507
179%
Mini Nikkei 225 Index Futures
1,865
882
316
241
325
3,542
882
1,087
-70%
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
664
15,540
1,059
5,821
8,660
16,982
15,540
114
7,496%
MSCI Indonesia Index Futures
68,150
62,692
21,231
20,372
21,089
199,980
62,692
21,109
-0%
MSCI Malaysia Index Futures
0
1,514
0
1,357
157
1,514
1,514
0
N.A.
MSCI PSE Philippines Futures
33
2
0
1
1
67
2
0
N.A.
MSCI Singapore Index Futures
836,804
920,900
316,959
272,996
330,945
2,492,479
920,900
296,244
12%
MSCI Taiwan Index Futures
4,426,824
3,778,633
1,360,848
1,003,489
1,414,296
12,670,853
3,778,633
1,478,000
-4%
MSCI Thailand Index Futures
2,096
1,420
513
464
443
4,057
1,420
118
275%
Nikkei 225 Index Futures
8,536,001
6,498,654
2,248,631
1,551,699
2,698,324
20,814,239
6,498,654
2,580,922
5%
SGX CNX Nifty Index Futures
4,734,917
5,691,518
1,991,291
1,793,026
1,907,201
15,127,168
5,691,518
1,536,708
24%
Straits Times Index Futures
32
70
0
50
20
198
70
0
N.A.
USD Nikkei 225 Index Futures
170
8
7
0
1
242
8
26
-96%
Total
36,057,332
34,898,545
13,098,269
8,467,209
13,333,067
97,484,086
34,898,545
8,405,835
59%
12
SGX Monthly Market Statistics March 2015
Dividend Index Futures Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Nikkei Stock Avg Dividend Pt Index Futures
30,323
22,850
4,286
9,248
Total
30,323
22,850
4,286
FY2015 Q2
FY2015 Q3
3-Mth Singapore Interest Rate Futures
0
5-Yr Singapore Government Bond Futures
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
9,316
73,366
22,850
13,279
-30%
9,248
9,316
73,366
22,850
13,279
-30%
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
0
0
0
0
0
0
0
N.A.
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
0
33
33
0
0
33
33
0
N.A.
Japanese Government Bond Futures
0
0
0
0
0
2
0
0
N.A.
Mini Japanese Government Bond Futures
201,677
189,597
54,927
34,493
100,177
577,623
189,597
98,675
2%
Total
201,677
189,630
54,960
34,493
100,177
577,658
189,630
98,675
2%
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
MSCI Singapore Index Options
0
400
0
400
0
400
400
0
N.A.
MSCI Taiwan Index Options
5,482
4,355
720
1,197
2,438
13,463
4,355
2,152
13%
Nikkei 225 Index Options
1,874,148
1,762,478
675,403
586,951
500,124
4,673,636
1,762,478
724,332
-31%
SGX Euro Stoxx 50 Index
0
0
0
0
0
0
0
0
N.A.
SGX CNX Nifty Index Options
31,638
55,029
15,382
18,465
21,182
129,354
55,029
7,593
179%
Total
1,911,268
1,822,262
691,505
607,013
523,744
4,816,853
1,822,262
734,077
-29%
Interest Rates Futures Volume
Equity Index Options Volume
13
SGX Monthly Market Statistics March 2015
Interest Rates Options Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Eurodollar Options
0
0
0
0
Euroyen Libor Options
0
0
0
Euroyen Tibor Options
0
0
Mini Japanese Government Bond Options
0
Total
0
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
0
0
0
0
N.A.
0
0
0
0
0
N.A.
0
0
0
0
0
0
N.A.
0
0
0
0
0
0
0
N.A.
0
0
0
0
0
0
0
N.A.
Foreign Exchange Futures Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
AUD_JPY FX Futures
535
36
4
2
30
3,340
36
578
-95%
AUD_USD FX Futures
184
27
4
0
23
1,760
27
253
-91%
CNY_USD FX Futures
1,370
775
645
36
94
2,145
775
0
N.A.
INR_USD FX Futures
353,723
610,003
206,383
187,405
216,215
1,143,987
610,003
10,615
1,937%
KRW_JPY FX Futures
0
0
0
0
0
0
0
0
N.A.
KRW_USD FX Futures
2,655
6,244
2,198
1,357
2,689
9,453
6,244
231
1,064%
THB_USD FX Futures
9
0
0
0
0
9
0
0
N.A.
USD_SGD FX Futures
11,887
59,072
23,441
14,450
21,181
81,320
59,072
492
4,205%
USD_CNH FX Futures
29,824
23,087
6,548
4,339
12,200
52,911
23,087
0
N.A.
USD_JPY (standard) FX Futures
2,022
58
34
21
3
2,080
58
0
N.A.
USD_JPY (titan) FX Futures
112
12
4
8
0
124
12
0
N.A.
Total
402,321
699,314
239,261
207,618
252,435
1,297,129
699,314
12,169
1,974%
14
SGX Monthly Market Statistics March 2015
Agri-Commodities Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
SICOM RSS3 Rubber Futures
13,875
15,655
6,010
6,932
2,713
42,199
15,655
1,116
143%
SICOM TSR20 Rubber Futures
147,915
130,293
41,325
46,421
42,547
381,774
130,293
38,533
10%
Total
161,790
145,948
47,335
53,353
45,260
423,973
145,948
39,649
14%
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
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.
Energy Futures Volume Mar 2014
YoY%
SGX AsiaClear Cleared Swaps Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
OTC Forward Freight Agreement
9,523
18,470
6,930
6,650
4,890
33,611
18,470
2,112
132%
OTC Iron Ore
107,344
85,510
31,689
17,787
36,034
305,487
85,510
69,710
-48%
OTC API 8 CFR South China Coal
0
0
0
0
0
0
0
25
-100%
OTC IHS Indon Sub Bit Coal
0
0
0
0
0
0
0
10
-100%
OTC Coking Coal
0
0
0
0
0
52
0
0
N.A.
OTC Thermal Coal
0
0
0
0
0
60
0
0
N.A.
OTC Energy
3,873
1,795
359
1,310
126
7,482
1,795
2,648
-95%
OTC HRC Steel
850
950
600
250
100
3,300
950
1,375
-93%
OTC Petrochemicals
28
44
21
11
12
72
44
0
N.A.
OTC Rubber Forward
60
0
0
0
0
470
0
265
-100%
Total
121,678
106,769
39,599
26,008
41,162
350,534
106,769
76,145
-46% 15
SGX Monthly Market Statistics March 2015
SGX AsiaClear Futures Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
SGX Iron Ore 62 %Futures
953,326
1,032,746
388,331
221,666
422,749
2,479,270
1,032,746
91,086
364%
SGX Iron Ore 58% Futures
0
1,950
0
0
1,950
1,950
1,950
0
N.A.
SGX API 8 CFR South China Coal Futures
1,300
800
600
200
0
10,950
800
5,600
-100%
SGX IHS Indon Sub Bit Coal Futures
450
400
0
100
300
3,750
400
2,150
-86%
SGX Coking Coal Futures
3,560
0
0
0
0
4,210
0
0
N.A.
SGX Thermal Coal Futures
500
1,250
400
200
650
2,100
1,250
0
N.A.
SGX Energy Futures
14,080
17,740
4,335
12,660
745
44,070
17,740
150
397%
SGX Forward Freight Agreement Futures
1,785
14,919
2,095
2,055
10,769
16,749
14,919
1,001
976%
SGX HRC Steel Futures
150
0
0
0
0
500
0
0
N.A.
Singapore Kilobar Gold Contract
152
88
21
43
24
240
88
0
N.A.
Total
975,303
1,069,893
395,782
236,924
437,187
2,563,789
1,069,893
99,987
337%
SGX AsiaClear Cleared Options Volume
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
OTC Forward Freight Agreement Options On Swaps
2,985
2,805
735
720
1,350
9,900
2,805
150
800%
OTC Forward Freight Agreement Options On Futures
0
270
45
90
135
270
270
0
N.A.
OTC Iron Ore Options On Swaps
69,064
76,748
30,650
20,240
25,858
195,428
76,748
9,755
165%
OTC Iron Ore Options On Futures
29,490
177,750
72,850
58,950
45,950
211,640
177,750
0
N.A.
Total
101,539
257,573
104,280
80,000
73,293
417,238
257,573
9,905
640%
16
SGX Monthly Market Statistics March 2015
OTC Financial Derivatives Cleared Volume
FY2015 Q2
FY2015 Q3
OTC Interest Rate Swaps (SGD million)
9,169
26,947
10,389
9,758
Non-Deliverable Interest Rate Swaps (USD million)
52
292
193
FX Non-Deliverable Forwards (USD million)
485
465
219
(10)
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Total To Date (10) Feb 2014
YoY%
6,800
48,824
26,947
467,279
5,522
23%
21
78
1,041
292
5,243
N.A.
–
116
130
1,350
465
3,795
24
442%
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 March 2015
Derivatives Market Open Interest By Contract Type Equity Index Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
FTSE China A50 Index Futures
445,034
582,821
439,350
462,195
582,821
276,767
111%
Mini Nikkei 225 Index Futures
88
41
149
161
41
66
-38%
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
21
78
48
58
78
10
680%
MSCI Indonesia Index Futures
6,813
7,609
7,387
7,486
7,609
4,220
80%
MSCI Malaysia Index Futures
0
40
0
50
40
0
N.A.
MSCI PSE Philippines Futures
0
0
0
1
0
0
N.A.
MSCI Singapore Index Futures
59,872
59,101
58,684
68,104
59,101
43,682
35%
MSCI Taiwan Index Futures
191,186
213,417
195,864
220,206
213,417
217,521
-2%
MSCI Thailand Index Futures
165
35
175
141
35
75
-53%
Nikkei 225 Index Futures
291,718
288,351
296,380
351,675
288,351
297,493
-3%
Straits Times Index Futures
0
0
0
40
0
0
N.A
USD Nikkei 225 Index Futures
3,308
2,130
1,371
4,643
2,130
7,940
-73%
Total
998,205
1,153,623
999,408
1,114,760
1,153,623
847,774
36%
Dividend Index Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
Nikkei Stock Avg Dividend Pt Index Futures
50,397
53,025
50,155
50,405
53,025
67,979
-22%
Total
50,397
53,025
50,155
50,405
53,025
67,979
-22%
18
SGX Monthly Market Statistics March 2015
Interest Rates Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 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
3,845
10,118
4,602
8,491
10,118
4,193
141%
Euroyen Libor Futures
0
0
0
0
0
0
N.A.
Euroyen Tibor Futures
39
39
39
39
39
332
-88%
Japanese Government Bond Futures
0
0
0
0
0
0
N.A.
Mini Japanese Government Bond Futures
20,635
17,573
17,775
17,320
17,573
18,483
-5%
Total
24,519
27,730
22,416
25,850
27,730
23,008
21%
Equity Index Options Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
MSCI Singapore Index Options
350
400
350
750
400
0
N.A.
MSCI Taiwan Index Options
1,618
1,930
959
1,546
1,930
909
112%
Nikkei 225 Index Options
1,107,692
1,020,788
1,074,114
1,060,287
1,020,788
1,706,831
-40%
SGX Euro Stoxx 50 Index
0
0
0
0
0
0
N.A.
SGX CNX Nifty Index Options
6,410
8,939
5,197
11,956
8,939
4,920
82%
Total
1,116,070
1,032,057
1,080,620
1,074,539
1,032,057
1,712,660
-40%
19
SGX Monthly Market Statistics March 2015
Interest Rates Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 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 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
AUD_JPY FX Futures
0
0
0
0
0
0
N.A.
AUD_USD FX Futures
0
0
0
0
0
0
N.A.
CNY_USD FX Futures
857
713
984
909
713
0
N.A.
INR_USD FX Futures
1,743
5,286
10,315
16,019
5,286
398
1,228%
KRW_JPY FX Futures
0
0
0
0
0
0
N.A
KRW_USD FX Futures
309
607
213
279
607
130
367%
USD_SGD FX Futures
457
1,138
728
767
1,138
66
1,624%
USD_CNH FX Futures
2,625
3,047
2,299
2,175
3,047
0
N.A.
USD_JPY (standard) FX Futures
21
1
1
1
1
0
N.A.
USD_JPY (titan) FX Futures
4
0
0
0
0
0
N.A.
Total
6,016
10,792
14,540
20,150
10,792
594
1,717%
20
SGX Monthly Market Statistics March 2015
Agri-Commodities Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
SICOM RSS3 Rubber Futures
7,066
3,825
6,777
7,043
3,825
1,313
191%
SICOM TSR20 Rubber Futures
27,687
27,626
25,524
26,614
27,626
21,934
26%
Total
34,753
31,451
32,301
33,657
31,451
23,247
35%
Energy Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 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 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
OTC Forward Freight Agreement
10,065
13,889
11,814
13,593
13,889
14,400
-4%
OTC Iron Ore
36,921
38,751
34,970
34,623
38,751
35,580
9%
OTC API 8 CFT South China Coal
0
0
0
0
0
110
-100%
OTC IHS Indon Sub Bit Coal
0
0
0
0
0
240
-100%
OTC Coking Coal
0
0
0
0
0
0
N.A.
OTC Thermal Coal
0
0
0
0
0
0
N.A.
OTC Energy
2,443
418
1,494
1,296
418
2,142
-80%
OTC HRC Steel
600
450
450
400
450
1,250
-64%
OTC Petrochemicals
13
11
6
5
11
0
N.A.
OTC Rubber Forward
0
0
0
0
0
205
-100%
Total
50,042
53,519
48,734
49,917
53,519
53,927
1% 21
SGX Monthly Market Statistics March 2015
SGX AsiaClear Futures Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
SGX Iron Ore 62% Futures
217,180
285,989
248,601
239,302
285,989
45,430
530%
SGX Iron Ore 58% Futures
0
1,350
0
0
1,350
0
N.A.
SGX API 8 CFT South China Coal Futures
2,050
1,350
2,050
1,700
1,350
2,650
-49%
SGX IHS Indon Sub Bit Coal Futures
600
900
600
700
900
1,900
-53%
SGX Coking Coal Futures
260
0
40
20
0
0
N.A.
SGX Thermal Coal Futures
600
650
500
350
650
0
N.A.
SGX Energy Futures
6,610
5,745
7,520
7,840
5,745
575
899%
SGX Forward Futures
1,426
8,493
2,313
3,115
8,493
1,641
418%
SGX HRC CFR Asean Steel Futures
150
0
0
0
0
0
N.A.
Singapore Kilobar Gold Contract
0
3
5
4
3
0
N.A.
Total
228,876
304,480
261,629
253,031
304,480
52,196
483%
SGX AsiaClear Options Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
OTC Forward Freight Agreement Options On Swaps
5,160
5,940
5,235
5,235
5,940
3,450
72%
OTC Forward Freight Agreement Options On Futures
0
270
45
135
270
0
N.A.
OTC Iron Ore Options On Swaps
95,328
111,062
105,476
105,190
111,062
26,373
321%
OTC Iron Ore Options On Futures
29,430
145,360
84,520
127,210
145,360
0
N.A.
Total
129,918
262,632
195,276
237,770
262,632
29,823
781%
22
SGX Monthly Market Statistics March 2015
Extended Settlement Contracts Month-End Open Interest
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
Extended Settlement Contracts (shares)
8,000
3,000
17,000
8,500
3,000
94,000
-97%
Depository Services Distinct Clients (11)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
FYTD 2015
Mar 2014
YoY%
Number of Distinct Clients
164,572
167,499
105,572
90,267
94,369
268,770
167,499
104,269
-9%
(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.
23
SGX Monthly Market Statistics March 2015
Issuer Services
Number of Listings (month-end)
FY2015 Q2
FY2015 Q3
SGX Mainboard
620
613
- Primary Listings
588 582 587 584 582 595
- Secondary Listings
32 31 32 32 31 31
- IPOs
3 0 0 0 0 0
- Delistings
2
SGX Catalist
155 154 155 155 154 141
- Primary Listings
155 154 155 155 154 141
- Secondary Listings
0 0 0 0 0 0
- IPOs
7 0 0 0 0 0
- Delistings
0
1
0
0
1
1
Total Number of Listed Securities (12)
775
767
774
771
767
767
SGX Global Quote
52
51
52
51
51
57
RTOs into Existing Vehicles
4
1
0
0
1
0
7
Jan 2015
Feb 2015
Mar 2015
Mar 2014
619 616 613 626
1
3
3
3
24
SGX Monthly Market Statistics March 2015
Number of Listings By Industry Classification Benchmark (ICB)
FY2015 Q2
Basic Materials
61
61
61
61
61
59
Consumer Goods
103
103
103
103
103
105
Consumer Services
77
77
77
77
77
75
Financials
125
122
124
122
122
118
Health Care
23
23
23
23
23
21
Industrials
274
267
273
271
267
268
Oil & Gas
37
37
37
37
37
39
Technology
63
61
63
62
61
64
Telecommunications
6
6
6
6
6
7
Utilities
7
7
7
7
7
9
Total Number of Listed Securities
776
764
774
769
764
765
FY2015 Q2
Singapore Companies
484
480
483
482
480
476
Overseas Companies (excluding China)
165
163
165
165
163
158
China Companies
126
124
126
124
124
133
Total Number of Listed Securities (12)
775
767
774
771
767
767
(12)
FY2015 Q3
FY2015 Q3
Jan 2015
Jan 2015
Feb 2015
Feb 2015
Mar 2015
Mar 2015
Mar 2014
Mar 2014
Exclude GDRs, Hedge Funds and Debt Securities.
25
SGX Monthly Market Statistics March 2015
Number of Listings By Industry Classification Benchmark (ICB)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
Company Warrants
54
54
54
54
54
46
Exchange Traded Funds
89
89
89
89
89
89
Structured Warrants
293
193
249
211
193
270
Funds Raised Through IPOs and RTOs ($million)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
SGX Mainboard
624
0
0
0
0
2,442
0
0
N.A.
SGX Catalist
85
0
0
0
25
196
25
0
N.A.
26
SGX Monthly Market Statistics March 2015
Debt Securities
Total Outstanding Bond Listings
FY2015 Q2
FY2015 Q3
Bonds/Notes
1,842
1,872
Jan 2015
Feb 2015
1,812
Mar 2015
1,831
Mar 2014
1,872
1,629
YoY% 15%
Number of New Bond Listings
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
YoY%
New Bond Listings
131
111
26
29
56
373
111
40
40%
Fund Raised ($million)
47,519
46,512
15,593
8,723
22,196
146,873
46,512
17,018
30%
Percentage of Bond Listings by Local and Foreign Issuers
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
Local
21%
24%
23%
21%
27%
25%
24%
33%
Foreign
79%
76%
77%
79%
73%
75%
76%
67%
Percentage of SGD and Non SGD Denominated Bond Listings
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
FYTD 2015
CYTD 2015
Mar 2014
SGD Denominated
20%
14%
12%
21%
13%
20%
14%
23%
Non SGD Denominated
80%
86%
88%
79%
87%
80%
86%
77%
27
SGX Monthly Market Statistics March 2015
Top Issues by Amount Raised Bond Issuer
Amount Raised (million)
Description
The Bank of Tokyo-Mitsubishi UFJ, Ltd.
USD 1,500
US$1,500,000,000 2.3% Senior Notes due 2020
Mizuho Bank, Ltd.
USD 1,000
US$1,000,000,000 2.4% Senior Notes due 2020
The Bank of Tokyo-Mitsubishi UFJ, Ltd.
USD 1,000
US$1,000,000,000 1.7% Senior Notes due 2018
Country Garden Holdings Company Limited
USD 900
US$900,000,000 7.5% Senior Notes due 2020
APT Pipelines Limited
GBP 600
GBP600,000,000 3.5% Notes due 2030
APT Pipelines Limited
EUR 700
EUR700,000,000 1.375% Notes due 2022
BOC Aviation Pte. Ltd.
USD 750
U.S.$750,000,000 3% Notes due 2020
28
SGX Monthly Market Statistics March 2015
Month End Market Capitalisation (S$million)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
SGX Mainboard
683,464 695,984 694,271
692,646
695,984
661,331 5%
- Singapore Companies
540,585 553,800 548,119
551,702
553,800
515,772 7%
- Overseas Companies (excluding China)
117,311 117,306 119,357
116,383
117,306
120,612 -3%
- China Companies
25,568
26,795
24,562
24,877
24,948
SGX Catalist
10,791 10,070 10,801
10,460
10,070
9,645 4%
- Singapore Companies
7,398 7,172 7,416
7,258
7,172
6,541 10%
- Overseas Companies (excluding China)
3,133 2,628 3,111
2,953
2,628
2,727 -4%
- China Companies
260
270
274
249
270
377
-28%
Total Market Capitalisation For Secondary Listed Securities
694,255
706,054
705,072
703,106
706,054
670,976
5%
Primary Listed
24,877
-0%
Secondary Listed SGX Mainboard
303,321 328,709 316,627
319,639
328,709
288,159
14%
- Singapore Companies
36 37 33
37
37
32
16%
- Overseas Companies (excluding China)
299,606 324,390
312,605
315,408
324,390
283,995
14%
- China Companies
3,679
4,283
3,988
4,194
4,283
4,132
4%
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
303,321
328,709
316,627
319,639
328,709
288,159
14%
Total Market Capitalisation
997,576
1,034,764
1,021,698
1,022,746
1,034,764
959,136
8%
(13)
(13)
Total Market Capitalisation of Listed Securities.
29
SGX Monthly Market Statistics March 2015
Month-end Market Capitalisation ($million) by Industry Classification Benchmark (ICB)
FY2015 Q2
FY2015 Q3
Jan 2015
Feb 2015
Mar 2015
Mar 2014
YoY%
Basic Materials
8,367
8,151
8,513
8,272
8,151
9,875
-17%
Consumer Goods
72,253
74,100
72,734
71,703
74,100
78,549
-6%
Consumer Services
115,446
116,786
118,210
116,355
116,786
111,005
5%
Financials
441,110
454,718
448,472
450,963
454,718
389,664
17%
Health Care
28,051
31,212
28,948
30,142
31,212
24,088
30%
Industrials
198,129
208,417
207,723
206,550
208,417
196,286
6%
Oil & Gas
38,449
36,490
37,118
36,801
36,490
49,418
-26%
Technology
8,493
8,021
8,659
8,222
8,021
7,585
6%
Telecommunications
74,384
82,990
77,752
80,381
82,990
80,815
3%
Utilities
12,435
12,944
12,973
12,609
12,944
11,352
14%
Total Market Capitalisation
997,118
1,033,828
1,021,103
1,021,999
1,033,828
958,637
8%
30
SGX Monthly Market Statistics March 2015
Top 15 Companies by Market Capitalisation (as at month-end) Counter Name
Closing Price
Market Capitalisation ($million)
Prudential Plc
USD 21.65
76,561
Singtel
SGD 4.38
69,829
Jardine Matheson Hldgs Ltd
USD 63.20
60,054
Jardine Strategic Hldgs Ltd
USD 35.00
53,948
DBS Group Holdings Ltd
SGD 20.36
50,468
Oversea-Chinese Banking Corp
SGD 10.57
42,094
United Overseas Bank Ltd
SGD 23.00
36,853
Hongkong Land Holdings Limited
USD 7.55
24,434
Wilmar International Limited
SGD 3.26
20,849
Thai Beverage Public Co Ltd
SGD 0.77
19,209
IHH Healthcare Berhad
SGD 2.15
17,591
Dairy Farm Int'l Holdings Ltd
USD 9.39
17,464
Keppel Corporation Limited
SGD 9.00
16,351
Capitaland Limited
SGD 3.58
15,275
Jardine Cycle & Carriage Ltd
SGD 41.06
14,606
31
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