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- Securities daily average value (SDAV) on 31 May 2018 was the highest single day SDAV at S$3.53 billion since 31 May 2013, ahead of changes from MSCI’s May 2018 semi-annual review of its equity indexes
- Open interest in SGX FTSE China A50 Index futures grew 25% month-on-month, as investors geared up for MSCI’s A-Shares inclusion
Securities
- Total Securities market turnover value was at S$28.2 billion, up 6% month-on-month (m-o-m) and up 6% year-on-year (y-o-y), over 21 trading days. There were 21 trading days in April 2018 and 21 in May 2017.
- Securities daily average value (SDAV) was S$1.34 billion, up 6% m-o-m and up 6% y-o-y.
- Market turnover value of Exchange Traded Funds (ETFs) was S$236 million, up 18% m-o-m and down 8% y-o-y.
- Market turnover value of structured warrants and Daily Leveraged Certificates (DLCs) was S$1.40 billion, down 18% m-o-m and up 23% y-o-y*.
- There was 1 new Catalist listing during the month, raising S$15.6 million.
- There were 102 new bond listings, raising S$37.77 billion.
- Total market capitalisation value of 745 listed companies stood at S$1.02 trillion as of end-May 2018.
Derivatives
- Total Derivatives volume was 16.63 million, up 9% month-on-month (m-o-m) and up 13% year-on-year (y-o-y).
- Equity Index Futures volume was 12.42 million, up 4% m-o-m and up 5% y-o-y.
- FTSE China A50 Index Futures remained the most active contract with volume of 6.24 million, up 8% m-o-m and up 7% y-o-y.
- SGX Nifty 50 Index Futures volume was 1.72 million, up 4% m-o-m and down 4% y-o-y.
- Nikkei 225 Index Futures volume was 1.45 million, down 10% m-o-m and down 5% y-o-y.
- MSCI Taiwan Index Futures volume was 1.66 million, down 1% m-o-m and up 1% y-o-y.
- MSCI Singapore Index Futures volume was 912,183, down 3% m-o-m and up 5% y-o-y.
- MSCI India NTR Futures volume was 94,152, up 322% m-o-m**.
- Total FX Futures volume was 1.68 million, up 55% m-o-m and up 125% y-o-y.
- SGX INR/USD Futures volume was 1,316,576, up 67% m-o-m and up 108% y-o-y.
- SGX USD/CNH Futures volume was 356,473, up 26% m-o-m and up 235% y-o-y.
- Value of cleared OTC SGD Interest Rate Swaps was S$11.98 billion, down 17% m-o-m and up 12% y-o-y.
Commodities
- SGX Commodities Derivatives volume was 1.25 million, up 8% month-on-month (m-o-m) and down 18% year-on-year (y-o-y).
- Iron Ore Derivatives volume was 1,036,198, up 11% m-o-m and down 24% y-o-y.
- Forward Freight Derivatives volume was 51,458, down 12% m-o-m and up 57% y-o-y.
- Volume of SICOM Rubber Futures, the world’s price benchmark for physical rubber, was 150,291, up 2% m-o-m and up 39% y-o-y.
The full report can be found here.
*DLCs launched in July 2017.
**Product launched in June 2017 so no comparable volume available.
