WFE Focus August 2012
Interest rate options and futures
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| Exchange | July 2012 | Trading days Jul 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 | 21 | 65 986 394 | 4 891 010,0 | 194 302 527 | 9 305 640,0 |
| Buenos Aires SE | 299 456 | NA | NA | NA | NA | NA | 21 | 3 671 054 | 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 | 17 574 536 | 12 678 100,0 | 17 610 800 | 64 028 893 | 35 244 000,0 | 13 441 600 | 21 | 149 976 511 | 108 901 000,0 | 608 342 667 | 324 773 000,0 |
| Colombia SE | NA | NA | NA | 6 236 | 973,9 | 3 957 | 20 | NA | NA | 84 150 | 12 826,1 |
| 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 | 1 192 708 | 9 211,9 | 8 102 510 | 22 | NA | NA | 26 313 149 | 205 561,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| NYSE Euronext (US) | 719 355 | NA | 968 313 | 44 199 | NA | 16 034 | 22 | 8 475 801 | NA | 44 199 | NA |
| Total region | 18 593 347 | 65 272 036 | 228 109 760 | 829 086 692 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 237 441 | 27 380,1 | 32 572 | 6 251 657 | 3 059 440,0 | 1 966 900 | 22 | 1 712 766 | 179 563,0 | 50 833 694 | 24 584 400,0 |
| 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 | 21 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 4 590 833 | 438 626,0 | 269 323 | 22 | NA | NA | 23 775 490 | 2 222 860,0 |
| National Stock Exchange India | NA | NA | NA | NA | NA | NA | 22 | NA | NA | 11 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 44 793 | NA | 20 781 | NA | NA | NA | 594 377 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 0 | 22 | NA | NA | 1 | 0,0 |
| Thailand Futures Exchange | NA | NA | NA | 0 | NA | 5 | 22 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 559 700 | NA | 87 253 | 21 | NA | NA | 5 111 085 | NA |
| Total region | 237 441 | 11 446 983 | 1 712 766 | 80 314 685 | |||||||
| 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 | 8 019 | 987,6 | 714 | 22 | 0 | 0,0 | 17 676 | 2 213,1 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 5 701 172 | 923 133,0 | 1 896 780 | 27 479 333 | 4 449 750,0 | 2 766 790 | 22 | 42 723 482 | 7 139 050,0 | 240 446 682 | 39 973 600,0 |
| ICE Futures Europe | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 67 150 | 9,9 | 89 622 | 427 657 | 8 729,1 | 282 637 | 22 | 197 171 | 25,3 | 1 285 034 | 26 245,5 |
| London SE Group | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | 0 | 2 986 515 | 958,0 | 741 850 | 22 | 0 | 0,0 | 13 478 484 | 4 374,6 |
| NYSE.Liffe Europe | 12 836 374 | 17 813 000,0 | 26 243 300 | 20 863 681 | 8 511 070,0 | 0 | 22 | 70 760 558 | 135 434 000,0 | 154 268 215 | 57 253 500,0 |
| OMX Nordic Exchange | 29 300 | 4 323,5 | 0 | 1 695 101 | 250 127,0 | 1 913 890 | 22 | 394 000 | 57 965,2 | 20 998 169 | 3 086 510,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | 0 | NA | 0 | NA | NA | NA | 22 | 422 | NA | NA | 12,5 |
| 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 | 18 633 996 | 53 460 306 | 114 075 633 | 430 494 260 | |||||||
| WFE Total | 37 464 784 | 130 179 325 | 343 898 159 | 1339 895 637 | |||||||
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