WFE Focus January 2012
Interest rate options and futures
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| Exchange | February 2012 | Trading days Feb 2012 |
Year-to-date | ||||||||
| Interest rate options | Interest rate futures | Interest rate options | Interest rate futures | ||||||||
| Number of contracts traded |
Notional turnover |
Open interest |
Number of contracts traded |
Notional turnover |
Open interest |
Number of contracts traded |
Notional turnover |
Number of contracts traded |
Notional turnover |
||
| Americas | |||||||||||
| BM&FBOVESPA | NA | NA | NA | NA | NA | NA | 19 | 553 052 | 29 353,5 | 20 167 692 | 1 008 880,0 |
| Bourse de Montreal | NA | NA | NA | 1 098 846 | 111 759,0 | 224 223 | 20 | NA | NA | 1 673 261 | 167 975,0 |
| Buenos Aires SE | 761 688 | NA | NA | NA | NA | NA | 18 | 181 200 867 | NA | NA | |
| CBOE Future Exchange | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| Chicago Board Options Exchange | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| CME Group | 22 934 572 | 17 918 300,0 | 22 864 400 | 96 884 937 | 48 584 000,0 | 14 498 000 | 20 | 46 166 402 | 35 823 300,0 | 177 701 053 | 96 490 700,0 |
| Colombia SE | NA | NA | NA | 21 592 | 3 295,1 | 2 685 | 21 | NA | NA | 38 333 | 5 811,2 |
| International Securities Exchange | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| MexDer | NA | NA | NA | 3 133 794 | 25 063,6 | 20 672 600 | 20 | NA | NA | 6 343 213 | 50 181,2 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| NYSE Euronext (US) | 1 500 348 | NA | 879 922 | NA | NA | NA | 20 | 3 168 548 | NA | NA | NA |
| Total region | 25 196 608 | 101 139 169 | 51 088 869 | 205 923 552 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 294 194 | 31 787,6 | 44 696 | 7 042 367 | 3 707 880,0 | 1 952 770 | 21 | 416 503 | 44 785,3 | 11 536 215 | 5 914 620,0 |
| Bombay SE | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| Bursa Malaysia Derivatives | NA | NA | NA | NA | NA | NA | 18 | NA | NA | NA | NA |
| Hong Kong Exchanges | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 2 847 641 | 269 540,0 | 202 338 | 21 | NA | NA | 4 836 975 | 456 798,0 |
| National Stock Exchange India | NA | NA | NA | 0 | 0,0 | 0 | 20 | NA | NA | 0 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 76 936 | NA | 24 039 | NA | NA | NA | 128 773 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 0 | 20 | NA | NA | 0 | 0,0 |
| Thailand Futures Exchange | NA | NA | NA | 2 | NA | 2 | 21 | NA | NA | 22 | NA |
| Tokyo SE Group | NA | NA | NA | 673 631 | NA | 90 357 | 21 | NA | NA | 1 109 972 | NA |
| Total region | 294 194 | 10 640 577 | 416 503 | 17 611 957 | |||||||
| Europe - Africa - Middle East | |||||||||||
| Athens Derivatives Exchange | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| BME Spanish Exchanges | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 5 522 206 | 953 551,0 | 1 129 760 | 30 940 962 | 5 280 490,0 | 2 960 690 | 21 | 11 291 033 | 1 932 360,0 | 58 437 366 | 9 864 820,0 |
| ICE Futures Europe | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 638 | 0,1 | 46 588 | 18 301 | 922,7 | 184 575 | 21 | 46 588 | 10,7 | 326 642 | 7 331,8 |
| London SE Group | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | 0 | 1 312 782 | 466,4 | 419 030 | 20 | 0 | 0,0 | 2 503 773 | 871,3 |
| NYSE.Liffe Europe | 7 277 755 | 20 538 900,0 | 25 825 900 | 18 956 096 | 8 279 620,0 | 0 | 21 | 20 741 910 | 39 163 500,0 | 39 563 451 | 16 457 900,0 |
| OMX Nordic Exchange | 35 000 | 5 302,3 | 0 | 4 119 822 | 624 127,0 | 2 527 310 | 21 | 187 500 | 27 739,3 | 7 051 366 | 1 055 440,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | 151 | NA | 148 | NA | 4,2 | NA | 19 | 302 | NA | NA | 8,8 |
| Warsaw SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| Wiener Börse | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| Total region | 12 835 750 | 55 347 963 | 32 267 333 | 107 882 598 | |||||||
| WFE Total | 38 326 552 | 167 127 709 | 83 772 705 | 331 418 107 | |||||||
Notes:
NASDAQ OMX Nordic Exchange : includes Copenhagen, Helsinki and Stockholm Exchanges only ; derivatives are not traded on other OMX Exchanges
NA : Not available
Source : World Federation of Exchanges members