The month of September also saw new records set by various products including the Nikkei 225 and SiMSCI futures contracts. In particular, MSCI Taiwan options broke its open interest record 6 consecutive times within the month (see table below) :-
Contract | Item | New Record (No. of contracts) | Date | Previous Record (No. of contracts) | Date |
Nikkei 225 futures | Mthly Vol | 896,192 | Sep 03 | 750,429 | Mar 99 |
Nikkei 225 futures | Average Daily Vol | 44,810 | Sep 03 | 36,740 | Feb 95 |
Nikkei 225 futures | Open Int | 246,252 | 11/9/03 | 225,802 | 12/3/98 |
SiMSCI futures | Mthly Vol | 97,981 | Sep 03 | 94,097 | Mar 03 |
MSCI Taiwan options | Mthly Vol | 7,450 | Sep 03 | 6,517 | May 01 |
MSCI Taiwan options | Average Daily Vol | 355 | Sep 03 | 296 | May 01 |
MSCI Taiwan options | Open Int | 8,216 | 25/9/03 | 8,166 | 24/9/03 |
Robust trading volume growth, year-on-year, was also seen in several contracts such as the Nikkei 225 futures & options, SiMSCI futures and Mini Japanese Government Bond futures & options (see table below) :-
Trading Volume (No. of Contracts)
Contract Jan - Sep 03 Jan - Sep 02 Growth
Nikkei 225 Stock Index futures 5,235,385 3,688,494 41.9%
Nikkei 225 Stock Index options 188,870 150,558 25.5%
SiMSCI futures 755,000 503,888 49.8%
Mini Jap Govt Bond futures 613,424 488,286 25.6%
Mini Jap Govt Bond options 1,242 247 402.8%