WFE Focus January 2013
Interest rate options and futures
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| Exchange | December 2012 | Trading days Dec 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 | 7 532 490 | 533 945,0 | 28 411 600 | 28 594 282 | 1 275 380,0 | 19 182 300 | 18 | 124 149 573 | 8 868 500,0 | 376 917 889 | 17 472 400,0 |
| Bourse de Montreal | NA | NA | NA | 625 377 | 63 400,6 | 251 098 | 19 | NA | NA | 10 160 655 | 1 024 670,0 |
| Buenos Aires SE | 386 884 | NA | NA | NA | NA | NA | 18 | 6 287 714 | NA | 0 | 0,0 |
| Chicago Board Options Exchange | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| CME Group | 11 865 373 | 6 087 250,0 | 12 048 000 | 60 968 147 | 32 273 200,0 | 13 427 500 | 20 | 227 833 251 | 153 835 000,0 | 995 269 254 | 520 649 000,0 |
| Colombia SE | NA | NA | NA | 6 929 | 1 038,9 | NA | 19 | NA | NA | 124 745 | 18 868,9 |
| ICE Futures Canada | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| ICE Futures US | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| International Securities Exchange | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| MexDer | NA | NA | NA | 710 380 | 5 655,2 | 6 723 740 | 19 | NA | NA | 30 779 087 | 241 044,0 |
| NASDAQ OMX (US) | NA | NA | NA | NA | NA | NA | 20 | NA | NA | NA | NA |
| NYSE Euronext (US) | 461 176 | NA | 723 559 | 68 848 | NA | 57 526 | 20 | 11 774 796 | NA | 404 807 | NA |
| Total region | 20 245 923 | 90 973 963 | 370 045 334 | 1413 656 437 | |||||||
| Asia - Pacific | |||||||||||
| ASX Derivatives Trading | NA | NA | NA | NA | NA | NA | 19 | NA | NA | NA | NA |
| ASX SFE Derivatives Trading | 135 131 | 14 029,4 | 570 | 7 198 739 | 2 764 930,0 | 1 742 390 | 19 | 3 025 478 | 319 837,0 | 88 024 801 | 41 857 700,0 |
| 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 |
| China Financial Futures Exchange | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Dalian Commodity Exchange | NA | NA | NA | NA | NA | NA | 21 | NA | NA | NA | NA |
| Hong Kong Exchanges | NA | NA | NA | NA | NA | NA | 18 | NA | NA | NA | NA |
| Korea Exchange | NA | NA | NA | 2 845 542 | 290 960,0 | 245 985 | 18 | NA | NA | 42 773 176 | 4 110 110,0 |
| National Stock Exchange India | NA | NA | NA | NA | NA | NA | 20 | NA | NA | 11 | 0,0 |
| Osaka SE | NA | NA | NA | NA | NA | NA | 19 | NA | NA | NA | NA |
| Singapore Exchange | NA | NA | NA | 127 406 | NA | 16 716 | NA | NA | 1 025 944 | NA | |
| TAIFEX | NA | NA | NA | 0 | NA | 1 | 21 | NA | NA | 3 | 0,5 |
| Thailand Futures Exchange | NA | NA | NA | 0 | NA | 0 | 18 | NA | NA | 27 | NA |
| Tokyo SE Group | NA | NA | NA | 957 860 | NA | 77 841 | 19 | NA | NA | 8 897 349 | NA |
| Total region | 135 131 | 11 129 547 | 3 025 478 | 140 721 311 | |||||||
| Europe - Africa - Middle East | |||||||||||
| Athens Derivatives Exchange | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 18 | 0 | 0,0 | 0 | 0,0 |
| BME Spanish Exchanges | 0 | 0,0 | 0 | 1 342 | 176,9 | 354 | 19 | 0 | 0,0 | 44 099 | 10 931,5 |
| Budapest SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 17 | 0 | 0,0 | 0 | 0,0 |
| EUREX | 0 | 3 801 540,0 | 379 013 | 1 343 713 | 37 670 100,0 | 3 733 060 | 17 | 49 260 260 | 37 552 400,0 | 276 782 211 | 244 226 000,0 |
| ICE Futures Europe | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 0 | 0 | 0,0 | 0 | 0,0 |
| Johannesburg SE | 300 | 0,5 | 108 869 | 85 949 | 1 244,7 | 244 442 | 18 | 457 726 | 73,8 | 2 291 510 | 39 418,0 |
| London SE Group | NA | NA | NA | NA | NA | NA | 18 | NA | NA | NA | NA |
| MICEX / RTS | 0 | 0,0 | 0 | 1 284 626 | 51 617,9 | 823 274 | 20 | 0 | 0,0 | 21 240 884 | 58 126,5 |
| NYSE.Liffe Europe | 6 153 078 | 7 798 470,0 | 11 483 500 | 23 968 122 | 25 372 400,0 | 6 536 160 | 19 | 111 699 284 | 134 420 000,0 | 339 013 379 | 335 322 000,0 |
| OMX Nordic Exchange | 99 200 | 15 178,2 | 0 | 1 306 608 | 199 919,0 | 1 696 210 | 17 | 770 050 | 114 975,0 | 32 356 552 | 7 286 190,0 |
| Oslo Børs | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 17 | 0 | 0,0 | 0 | 0,0 |
| Tel Aviv SE | NA | NA | NA | NA | NA | NA | 22 | 422 | NA | NA | 12,5 |
| Warsaw SE | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 17 | 0 | 0,0 | 0 | 0,0 |
| Wiener Börse | 0 | 0,0 | 0 | 0 | 0,0 | 0 | 17 | 0 | 0,0 | 0 | 0,0 |
| Total region | 6 252 578 | 27 990 360 | 162 187 742 | 671 728 635 | |||||||
| WFE Total | 26 633 632 | 130 093 870 | 535 258 554 | 2226 106 383 | |||||||
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