SGX Reports Market Statistics For October 2017

Securities

• Total Securities market turnover value was at S$24.0 billion, up 10% month-on-month (m-o-m) and up 22% year-on-year (y-o-y), over 21 trading days. There were 20 trading days in September 2017 and 21 in October 2016.
• Securities daily average value (SDAV) was S$1.1 billion, up 5% m-o-m and up 22% y-o-y.
• Market turnover value of Exchange Traded Funds (ETFs) was S$162 million, down 4% m-o-m and down 58% y-o-y.
• Market turnover value of structured warrants was S$1.6 billion, down 15% m-o-m and up 161% y-o-y.
• There were 59 new bond listings, raising S$23.4 billion.
• Total market capitalisation value of 749 listed companies stood at S$1.1 trillion as at end-October 2017.

Derivatives

• Total Derivatives volume was 14.9 million, down 7% month-on-month (m-o-m) and up 29% year-on-year (y-o-y).
• Equity Index Futures volume was 11.3 million, down 7% m-o-m and up 19% y-o-y.
• FTSE China A50 Index Futures remained the most active contract with volume of 4.9 million, down 6% m-o-m and up 17% y-o-y.
• SGX Nifty 50 Index Futures volume was 1.9 million, down 2% m-o-m and up 8% y-o-y.
• Nikkei 225 Index Futures volume was 1.9 million, down 16% m-o-m and up 52% y-o-y.
• MSCI Taiwan Index Futures volume was 1.6 million, down 4% m-o-m and flat y-o-y.
• MSCI Singapore Index Futures volume was 871,488, flat m-o-m and up 47% y-o-y.
• MSCI India Net Total Return Index Futures volume was 10,722, up 14% m-o-m*.
• Total FX Futures volume was 1.0 million, down 20% m-o-m and up 109% y-o-y.
• SGX INR/USD Futures volume was 823,149, down 18% m-o-m and up 89% y-o-y.
• SGX USD/CNH Futures volume was 208,235, down 25% m-o-m and up 277% y-o-y.
• Value of cleared OTC SGD Interest Rate Swaps was S$11.3 billion, up 44% m-o-m and down 4% y-o-y.