WFE Focus July 2012
Interest rate options and futures
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| Exchange | June 2012 | Trading days Jun 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 | 8 478 242,0 | 598 581,0 | 20 096 100 | 25 607 921 | 1 151 600,0 | 15 117 300 | 20 | 65 986 394 | 4 891 010,0 | 194 302 527 | 9 305 640,0 |
| Buenos Aires SE | 503 995,0 | NA | NA | 0 | 0,0 | 0 | 20 | 3 371 598 | NA | 0 | 0,0 |
| CBOE Future Exchange | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Chicago Board Options Exchange | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| CME Group | 18 934 684,0 | 13 632 000,0 | 17 399 200 | 87 298 222 | 46 273 300,0 | 13 161 400 | 21 | 132 401 975 | 96 222 400,0 | 544 313 774 | 289 529 000,0 |
| ICE Futures Canada | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| ICE Futures US | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| International Securities Exchange | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| MexDer | NA | NA | NA | 908 909 | 7 316,7 | 7 769 360 | 21 | NA | NA | 25 120 441 | 196 349,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| NYSE Euronext (US) | 974 753,0 | NA | 888 378 | NA | NA | NA | 21 | 7 756 446 | NA | NA | NA |
| Total region | 28 891 674,0 | 113 815 052 | 209 516 413 | 763 736 742 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 158 710,0 | 16 267,9 | 26 115 | 9 111 381 | 3 896 820,0 | 1 773 930 | 21 | 1 475 325 | 152 183,0 | 44 582 037 | 21 525 000,0 |
| Bombay SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Bursa Malaysia Derivatives | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Hong Kong Exchanges | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 4 020 531 | 374 801,0 | 276 010 | 20 | NA | NA | 19 184 657 | 1 784 240,0 |
| National Stock Exchange India | NA | NA | NA | NA | NA | NA | 21 | NA | NA | 11 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 109 008 | NA | 19 306 | NA | NA | NA | 549 584 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 0 | 21 | NA | NA | 1 | 0,0 |
| Thailand Futures Exchange | NA | NA | NA | 0 | NA | 5 | 20 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 958 084 | NA | 79 571 | 21 | NA | NA | 4 551 385 | NA |
| Total region | 158 710,0 | 14 199 004 | 1 475 325 | 68 867 702 | |||||||
| Europe - Africa - Middle East | |||||||||||
| Athens Derivatives Exchange | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| BME Spanish Exchanges | 0,0 | 0,0 | 0 | 9 657 | 1 225,5 | 913 | 21 | 0 | 0,0 | 9 657 | 1 225,5 |
| Budapest SE | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 7 158 147,0 | 1 206 510,0 | 1 973 540 | 45 384 044 | 7 500 560,0 | 2 526 850 | 21 | 37 022 310 | 6 215 910,0 | 212 967 349 | 35 523 900,0 |
| ICE Futures Europe | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 9 780,0 | 0,9 | 53 382 | 57 169 | 673,3 | 258 090 | 22 | 130 021 | 15,5 | 857 377 | 17 516,4 |
| London SE Group | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| MICEX / RTS | 0,0 | 0,0 | NA | 3 376 964 | 1 051,3 | 624 590 | 20 | 0 | 0,0 | 10 491 969 | 3 416,6 |
| NYSE.Liffe Europe | 9 026 386,0 | 17 553 600,0 | 30 582 500 | 23 683 442 | 8 095 100,0 | 0 | 21 | 57 924 184 | 117 621 000,0 | 133 404 534 | 48 742 400,0 |
| OMX Nordic Exchange | 63 200,0 | 9 149,3 | 0 | 3 099 216 | 448 667,0 | 1 809 620 | 21 | 364 700 | 53 641,8 | 19 303 068 | 2 836 380,0 |
| Oslo Børs | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 21 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | 0,0 | NA | 0 | NA | NA | NA | 20 | 422 | NA | NA | 12,5 |
| Warsaw SE | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| Wiener Börse | 0,0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| Total region | 16 257 513,0 | 75 610 492 | 95 441 637 | 377 033 954 | |||||||
| WFE Total | 45 307 897,0 | 203 624 548 | 306 433 375 | 1209 638 398 | |||||||
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