WFE Focus September 2012
Interest rate options and futures
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| Exchange | August 2012 | Trading days Aug 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 | 23 | 65 986 394 | 4 891 010,0 | 194 302 527 | 9 305 640,0 |
| Buenos Aires SE | 368 791 | NA | NA | NA | NA | NA | 22 | 4 039 845 | NA | 0 | 0,0 |
| CBOE Future Exchange | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| Chicago Board Options Exchange | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| CME Group | 17 576 761 | 10 549 100,0 | 17 613 200 | 90 515 941 | 43 034 400,0 | 13 656 800 | 23 | 167 553 272 | 119 450 000,0 | 698 858 608 | 367 807 000,0 |
| Colombia SE | NA | NA | NA | 11 288 | 1 722,4 | 3 090 | 21 | NA | NA | 95 438 | 14 548,5 |
| ICE Futures Canada | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| ICE Futures US | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| International Securities Exchange | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| MexDer | NA | NA | NA | 681 087 | 5 325,1 | 8 100 460 | 23 | NA | NA | 26 994 236 | 210 886,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| NYSE Euronext (US) | 953 885 | NA | 971 598 | 70 807 | NA | 32 208 | 23 | 9 429 686 | NA | 115 006 | NA |
| Total region | 18 899 437 | 91 279 123 | 247 009 197 | 920 365 815 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 283 526 | 29 347,6 | 43 593 | 6 919 286 | 3 202 050,0 | 1 766 520 | 23 | 1 996 292 | 208 911,0 | 57 752 980 | 27 786 500,0 |
| Bombay SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Bursa Malaysia Derivatives | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| Hong Kong Exchanges | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 4 476 006 | 430 402,0 | 263 712 | 22 | NA | NA | 28 251 496 | 2 653 260,0 |
| National Stock Exchange India | NA | NA | NA | NA | NA | NA | 21 | NA | NA | 11 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 23 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 71 396 | NA | 15 490 | NA | NA | NA | 665 773 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 0 | 22 | NA | NA | 1 | 0,0 |
| Thailand Futures Exchange | NA | NA | NA | 0 | NA | 5 | 21 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 767 498 | NA | 85 717 | 23 | NA | NA | 5 878 583 | NA |
| Total region | 283 526 | 12 234 186 | 1 996 292 | 92 548 871 | |||||||
| 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 | 4 682 | 5 901,9 | 417 | 23 | 0 | 0,0 | 22 358 | 8 115,0 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 23 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 6 536 778 | 1 086 950,0 | 1 484 980 | 29 624 420 | 37 343 300,0 | 3 046 230 | 23 | 49 260 260 | 8 225 990,0 | 270 071 102 | 77 316 900,0 |
| ICE Futures Europe | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 45 260 | 4,2 | 87 806 | 135 607 | 2 305,7 | 311 685 | 22 | 242 431 | 29,5 | 1 420 641 | 28 551,2 |
| London SE Group | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | 0 | 1 538 216 | 492,7 | 751 102 | 23 | 0 | 0,0 | 15 016 700 | 4 867,3 |
| NYSE.Liffe Europe | 6 923 505 | 8 334 040,0 | 15 825 000 | 25 996 963 | 32 770 700,0 | 7 158 830 | 23 | 83 112 968 | 99 179 300,0 | 227 738 867 | 231 753 000,0 |
| OMX Nordic Exchange | 119 050 | 17 969,1 | 0 | 2 236 101 | 2 818 730,0 | 1 999 280 | 23 | 513 050 | 75 934,3 | 23 234 270 | 5 905 240,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 23 | 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 | 13 624 593 | 59 535 989 | 133 129 131 | 537 503 938 | |||||||
| WFE Total | 32 807 556 | 163 049 298 | 382 134 620 | 1550 418 624 | |||||||
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