SGX Derivatives Trading Breaks Annual & Monthly Record Volume

SGX is pleased to announce that its derivatives market traded a total of 28,872,913 contracts from January to November this year. This has already exceeded the record annual volume of 27,861,162 contracts set in 1998.

November's trading volume also hit a new monthly record of 3,372,838 contracts, surpassing the previous record of 3,353,661 contracts set in September 2001.

Several daily records were also broken by various futures contracts: -

Futures Contract	New Record Volume	Date	Previous Record	Date
MSCI Taiwan Index	58,322	27 Nov 01	55,996	29 Aug 01
MSCI S'pore Index	9,507	27 Nov 01	7,701	26 Jan 01
Futures Contract	New Record Open Interest	Date	Previous Record	Date
MSCI S'pore Index	11,281	27 Nov 01	10,374	26 July 01

Robust growth was especially recorded in several futures contracts, such as Eurodollar, Euroyen Libor, Singapore Dollar Interest Rate and the MSCI Taiwan Index (as shown in the table below).

Futures Contract	Jan – Nov 01 (No. of contracts)	Jan – Nov 00 (No. of contracts)	% Growth
Eurodollar	16,756,225	9,168,474	83
MSCI Taiwan Index	3,504,986	3,103,260	13
Euroyen LIBOR	435,844	284,910	53
S'pore Dlr Int Rate	108,883	55,260	98

– End –