SGX Reports Market Statistics For February 2018

• Securities daily average value (SDAV) highest since May 2013.
• Good underlying volumes across financial derivatives complex during a traditionally low activity Lunar New Year month.

Securities

• Total Securities market turnover value was at S$32.8 billion, up 12% month-on-month (m-o-m) and up 16% year-on-year (y-o-y), over 19 trading days. There were 22 trading days in January 2018 and 20 in February 2017.
• Securities daily average value (SDAV) was S$1.7 billion, up 29% m-o-m and up 22% y-o-y.
• Market turnover value of Exchange Traded Funds (ETFs) was S$344 million, up 36% m-o-m and up 44% y-o-y.
• Market turnover value of structured warrants and Daily Leveraged Certificates (DLCs) was S$2.1 billion, up 45% m-o-m and up 78% y-o-y*.
• There were 93 new bond listings, raising S$40.2 billion.
• Total market capitalisation value of 746 listed companies stood at S$1.1 trillion as at end-February 2018.

Derivatives

• Total Derivatives volume was 18.1 million, unchanged month-on-month (m-o-m) and up 45% year-on-year (y-o-y).
• Equity Index Futures volume was 14.7 million, up 1% m-o-m and up 48% y-o-y.
• FTSE China A50 Index Futures remained the most active contract with volume of 7.1 million, down 8% m-o-m and up 53% y-o-y.
• SGX Nifty 50 Index Futures volume was 2.2 million, up 9% m-o-m and up 41% y-o-y.
• Nikkei 225 Index Futures volume was 2.3 million, up 29% m-o-m and up 66% y-o-y.
• MSCI Taiwan Index Futures volume was 1.8 million, down 3% m-o-m and up 20% y-o-y.
• MSCI Singapore Index Futures volume was 970,227, up 4% m-o-m and up 30% y-o-y.
• MSCI India NTR Futures volume was 41,715, up 114% m-o-m**.
• Total FX Futures volume was 1.2 million, down 19% m-o-m and up 99% y-o-y.
• SGX INR/USD Futures volume was 915,032, down 19% m-o-m and up 87% y-o-y.
• SGX USD/CNH Futures volume was 243,089, down 18% m-o-m and up 164% y-o-y.
• Value of cleared OTC SGD Interest Rate Swaps was S$11.5 billion, up 15% m-o-m and down 12% y-o-y.