HKEX: A Month of Strong Growth for HKEX’s MSCI Index Derivatives

MSCI open interest is rolling to HKEX! The MSCI derivatives suite listed at HKEX saw a month of strong growth in October as investors migrate open interest (OI) to Hong Kong to take advantage of tighter spreads and better price discovery.

During the month, the monthly Average Daily Volume (ADV) of all newly-listed MSCI index futures at HKEX reached 8,810 contracts (compared to 5,072 contracts in September) while accumulated OI grew to 94,847 contracts (notional value: US$5.03 billion) from 44,066 contracts (notional: USD 2.06 billion) a month ago. More notably, the CFTC-certified MSCI EM Asia NTR (USD) Index Futures recorded strong inflow, with OI hitting 28,263 contracts (notional: US$1.9 billion) after the October roll. See the full list of MSCI products at HKEX here >

Nov/Dec roll for MSCI contracts at HKEX is this week. Migrate open interest to Hong Kong now!

HKEX. The future of MSCI index derivatives trading.