Among the top performing Derivatives' futures contracts were the Singapore Dollar Interest Rate Futures contract, 5-year Singapore Government Bond Futures contract and the MSCI Taiwan Index contract.
The new 5-year Singapore Government Bond Futures contract, launched only on 29th June, recorded strong performances by breaking several records in the month of July, while the Singapore Dollar Interest Rate Futures contract broke four records for the same month. The MSCI Taiwan Futures Contract also set a new daily trading volume record on 26 July 2001, the second time in two months.
The record breaking trade-days and records are as shown in the table below.
- S'pore Dlr Int Rate, Daily Vol, New Record (No. of contracts): 2,315, 12 Jul '01, Previous Record (No. of contracts): 1,518, 21 Aug '00
- S'pore Dlr Int Rate, Monthly Vol, New Record (No. of contracts): 18,123, Jul '01, Previous Record (No. of contracts): 14,573, Oct '00
- S'pore Dlr Int Rate, Ave Vol, New Record (No. of contracts): 824, Jul '01, Previous Record (No. of contracts): 694, Oct '00
- S'pore Dlr Int Rate, Open Int, New Record (No. of contracts): 6,700, 27 Jul '01, Previous Record (No. of contracts): 6,121, 26 Jul '01
- S'pore Govt Bond, Daily Vol, New Record (No. of contracts): 2,178, 30 Jul '01, Previous Record (No. of contracts): 1,591, 26 Jul '01
- S'pore Govt Bond, Monthly Vol, New Record (No. of contracts): 18,446, Jul '01, Previous Record (No. of contracts): 989, Jun '01
- S'pore Govt Bond, Open Int, New Record (No. of contracts): 3,284, 31 Jul '01, Previous Record (No. of contracts): 3,121, 26 Jul '01
- MSCI Taiwan Index, Daily Vol, New Record (No. of contracts) : 47,828, 26 Jul '01, Previous Record (No. of contracts): 46,872, 26 Jun '01
