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Monthly Market Statistics of TFEX 2013

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Monthly Market Statistics of TFEX 2013 Powered By Docstoc
					Monthly Market Statistics of TFEX 2013
(As of28/02/2013)                                                           Jan       Feb
Volume (Contracts)
                                         Futures                          1,486,252 1,284,694
                                         - Energy Futures                     8,338     6,672
                                         - Metal Futures                    297,098   316,312
                                         - Currency Futures                  29,665    21,833
                                         - Interest Rate Futures
                                         - SET50 Index Futures             376,003    386,400
                                         - Sector Index Futures
                                         - Single Stock Futures             775,148   553,477
                                         Options                              4,730     3,064
                                         - SET50 Index                        4,730     3,064
                                                       - Call                 1,782     1,607
                                                       - Put                  2,948     1,457
                                                       - Put/Call Ratio        1.65      0.91
                                         Total Market - Volume            1,490,982 1,287,758
Value* (M.Baht)
                                         Futures
                                         - Energy Futures
                                         - Metal Futures
                                         - Currency Futures
                                         - Interest Rate Futures
                                         - SET50 Index Futures
                                         - Sector Index Futures
                                         - Single Stock Futures
                                         Options
                                         - SET50 Index
                                                       - Call
                                                       - Put
                                         Total Market - Value
Open Interest
                                         Futures                           438,731    469,525
                                         - Energy Futures                      750        839
                                         - Metal Futures                    42,825     26,668
                                         - Currency Futures                 15,249     12,578
                                         - Interest Rate Futures
                                         - SET50 Index Futures              39,008     38,841
                                         - Sector Index Futures                  5          5
                                         - Single Stock Futures            340,894    390,594
                                         Options                             4,021      5,118
                                         - SET50 Index                       4,021      5,118
                                                       - Call                1,170      1,673
                                                       - Put                 2,851      3,445
                                          Total Market - Open Interest                   442,752   474,643
Number of Transaction - Number of Transaction (Deals)
                                          Futures                                        369,986   369,051
                                          - Energy Futures                                 5,965     4,576
                                          - Metal Futures                                 98,133    96,790
                                          - Currency Futures                               2,972     1,426
                                          - Interest Rate Futures
                                          - SET50 Index Futures                          210,759   208,664
                                          - Sector Index Futures
                                          - Single Stock Futures                          52,157    57,595
                                          Options                                          2,575     1,825
                                          - SET50 Index                                    2,575     1,825
                                                        - Call                             1,130       925
                                                        - Put                              1,445       900
                                          Total Market - Number of Transaction           372,561   370,876
Daily Average Volume - Volume (Contracts)
                                          Futures                                         67,557    67,615
                                          - Energy Futures                                   379       351
                                          - Metal Futures                                 13,504    16,648
                                          - Currency Futures                               1,348     1,149
                                          - Interest Rate Futures
                                          - SET50 Index Futures                           17,091    20,337
                                          - Sector Index Futures
                                          - Single Stock Futures                          35,234    29,130
                                          Options                                            215       161
                                          - SET50 Index                                      215       161
                                                        - Call                                81        85
                                                        - Put                                134        77
                                                        - Daily Average Put/Call Ratio      1.65      0.91
                                          Total Market - Volume                           67,772    67,777
Daily Average Value (M.Baht)
                                          Futures
                                          - Energy Futures
                                          - Metal Futures
                                          - Currency Futures
                                          - Interest Rate Futures
                                          - SET50 Index Futures
                                          - Sector Index Futures
                                          - Single Stock Futures
                                          Options
                                          - SET50 Index
                                                        - Call
                                                        - Put
                                          Total Market - Value
Daily Average Transaction (Deals)
                                             Futures                                             16,818   19,424
                                             - Energy Futures                                       271      241
                                             - Metal Futures                                      4,461    5,094
                                             - Currency Futures                                     135       75
                                             - Interest Rate Futures
                                             - SET50 Index Futures                                9,580   10,982
                                             - Sector Index Futures
                                             - Single Stock Futures                               2,371    3,031
                                             Options                                                117       96
                                             - SET50 Index                                          117       96
                                                           - Call                                    51       49
                                                           - Put                                     66       47
                                             Total Market - Number of Transaction                16,935   19,520
*Value = [Traded Price * (Multiplier or Contract Size) * Volume], in which Price for Options is Premium

				
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posted:3/24/2013
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