WFE Focus January 2012
Interest rate options and futures
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| Exchange | March 2012 | Trading days Mar 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 | 22 | 553 052 | 29 353,5 | 20 167 692 | 1 008 880,0 |
| Buenos Aires SE | 838 702 | NA | NA | NA | NA | NA | 22 | 2 039 569 | NA | NA | NA |
| CBOE Future Exchange | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| Chicago Board Options Exchange | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| CME Group | 27 033 167 | 19 552 000,0 | 20 925 200 | 97 111 070 | 55 361 800,0 | 13 705 600 | 22 | 73 199 569 | 55 375 300,0 | 274 812 123 | 151 852 000,0 |
| International Securities Exchange | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| MexDer | NA | NA | NA | 14 365 454 | 112 188,0 | 7 981 450 | 21 | NA | NA | 20 708 667 | 162 369,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| NYSE Euronext (US) | 1 569 822 | NA | 885 250 | NA | NA | NA | 22 | 4 738 370 | NA | NA | NA |
| Total region | 29 441 691 | 111 476 524 | 80 530 560 | 315 688 482 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 288 425 | 29 879,3 | 59 458 | 8 954 514 | 3 606 970,0 | 1 685 520 | 22 | 704 928 | 74 664,7 | 20 490 729 | 9 521 590,0 |
| Bombay SE | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| Bursa Malaysia Derivatives | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| Hong Kong Exchanges | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 4 569 351 | 424 651,0 | 195 024 | 21 | NA | NA | 9 406 326 | 881 449,0 |
| National Stock Exchange India | NA | NA | NA | 0 | 0,0 | 0 | 22 | NA | NA | 0 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 156 646 | NA | 17 249 | NA | NA | NA | 285 419 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 0 | 23 | NA | NA | 0 | 0,0 |
| Thailand Futures Exchange | NA | NA | NA | 5 | NA | 5 | 21 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 979 639 | NA | 77 470 | 21 | NA | NA | 2 089 611 | NA |
| Total region | 288 425 | 14 660 155 | 704 928 | 32 272 112 | |||||||
| Europe - Africa - Middle East | |||||||||||
| Athens Derivatives Exchange | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| BME Spanish Exchanges | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 6 941 986 | 1 167 000,0 | 2 049 600 | 44 598 672 | 7 491 240,0 | 2 678 400 | 22 | 18 233 019 | 3 099 360,0 | 103 036 038 | 17 356 100,0 |
| Johannesburg SE | 4 670 | 0,2 | 51 088 | 31 740 | 429,4 | 188 691 | 21 | 51 258 | 10,9 | 358 382 | 7 761,3 |
| London SE Group | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | 0 | 1 158 966 | 398,9 | 450 468 | 21 | 0 | 0,0 | 3 662 739 | 1 270,2 |
| NYSE.Liffe Europe | 8 639 072 | 18 692 300,0 | 31 967 900 | 25 156 653 | 7 487 300,0 | 0 | 22 | 29 380 982 | 57 855 800,0 | 64 720 104 | 23 945 200,0 |
| OMX Nordic Exchange | 39 000 | 5 872,9 | 0 | 3 608 919 | 543 458,0 | 2 170 400 | 22 | 226 500 | 33 612,2 | 10 660 285 | 1 598 900,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | 82 | NA | 82 | NA | 2,7 | NA | 20 | 384 | NA | NA | 11,5 |
| Warsaw SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Wiener Börse | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Total region | 15 624 810 | 74 554 950 | 47 892 143 | 182 437 548 | |||||||
| WFE Total | 45 354 926 | 200 691 629 | 129 127 631 | 530 398 142 | |||||||
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