WFE Focus December 2012
Interest rate options and futures
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| Exchange | November 2012 | Trading days Nov 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 | 7 841 731 | NA | 27 560 300 | 27 570 696 | 1 184 050,0 | 17 740 400 | 19 | 116 617 083 | 7 814 510,0 | 348 323 607 | 16 197 000,0 |
| Bourse de Montreal | NA | NA | NA | 1 258 238 | 127 648,0 | 302 707 | 22 | NA | NA | 9 535 278 | 961 266,0 |
| Buenos Aires SE | 501 541 | NA | NA | NA | NA | NA | 20 | 5 900 830 | 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 | 14 082 818 | 7 377 370,0 | 16 047 300 | 81 963 735 | 34 786 700,0 | 14 395 500 | 21 | 215 967 878 | 147 748 000,0 | 934 301 107 | 488 376 000,0 |
| 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 | 716 575 | 5 689,0 | 7 294 210 | 20 | NA | NA | 30 068 707 | 235 389,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| NYSE Euronext (US) | 612 583 | NA | 879 850 | 69 899 | NA | 51 906 | 21 | 11 313 620 | NA | 335 959 | NA |
| Total region | 23 038 673 | 111 579 143 | 349 799 411 | 1322 564 658 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 263 128 | 27 452,1 | 18 806 | 6 680 439 | 3 653 740,0 | 2 008 620 | 22 | 2 890 347 | 305 808,0 | 80 826 062 | 39 092 800,0 |
| Bombay SE | NA | NA | NA | NA | NA | NA | 20 | 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 | 22 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 3 099 253 | 316 225,0 | 279 159 | 22 | NA | NA | 39 927 634 | 3 819 150,0 |
| National Stock Exchange India | NA | NA | NA | NA | NA | NA | 20 | NA | NA | 11 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 59 873 | NA | 25 015 | NA | NA | NA | 898 538 | NA |
| TAIFEX | NA | NA | NA | 0 | 0,0 | 1 | 22 | NA | NA | 3 | 0,5 |
| Thailand Futures Exchange | NA | NA | NA | 0 | NA | 0 | 22 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 641 295 | NA | 3 838 | 21 | NA | NA | 7 939 489 | NA |
| Total region | 263 128 | 10 480 860 | 2 890 347 | 129 591 764 | |||||||
| 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 | 3 794 | 493,4 | 602 | 22 | 0 | 0,0 | 42 757 | 10 754,6 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 20 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 0 | 7 324 140,0 | 724 791 | 1 403 283 | 37 378 300,0 | 3 758 650 | 22 | 49 260 260 | 33 750 900,0 | 275 438 498 | 206 556 000,0 |
| ICE Futures Europe | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 683 | 0,1 | 108 769 | 55 489 | 895,3 | 195 382 | 22 | 457 426 | 73,3 | 2 205 561 | 38 173,3 |
| London SE Group | NA | NA | NA | NA | NA | NA | 22 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | NA | 1 306 045 | 442,1 | 890 948 | 21 | 0 | 0,0 | 19 956 258 | 6 508,6 |
| NYSE.Liffe Europe | 8 323 811 | 10 185 600,0 | 14 930 500 | 26 463 342 | 25 110 800,0 | 7 504 980 | 22 | 105 546 206 | 126 622 000,0 | 315 045 257 | 309 949 000,0 |
| OMX Nordic Exchange | 80 800 | 12 141,4 | 0 | 2 248 981 | 337 943,0 | 1 907 480 | 23 | 670 850 | 99 797,1 | 31 049 944 | 7 086 270,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 22 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | NA | NA | NA | NA | NA | NA | 21 | 422 | NA | NA | 12,5 |
| 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 | 8 405 294 | 31 480 934 | 155 935 164 | 643 738 275 | |||||||
| WFE Total | 31 707 095 | 153 540 937 | 508 624 922 | 2095 894 697 | |||||||
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