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Global futures and options data - Q1 2018

31 May 2018

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Volume Data Teaser

Global futures and options data, based on the number of ontracts traded and/or cleared at 80 exchanges worldwide, from Jan. 1 to March 31, 2018. 

For more information, contact Will Acworth at wacworth@fia.org.

Total Q1 2018 volume

Asset Class Q1 2018 Vol Q1 2017 Vol % Change
Futures 4,059,219,446 3,520,695,700 15.3%
Options 3,307,367,833 2,449,340,995 35.0%
Total 7,366,587,279 5,970,036,695 23.4%

 

Global futures and options volume by region

Region  Q1 2018 Vol Q1 2017 Vol % Change
North America 2,877,529,940 2,247,511,356 28.0%
Asia-Pacific 2,422,009,039 1,889,372,606 28.2%
Europe 1,303,465,102 1,266,817,197 2.9%
Latin America 639,040,810 452,818,223 41.1%
Other 124,542,388 113,517,313 9.7%
Total 7,366,587,279 5,970,036,695 23.4%

 

Global futures and options volume by category

Category Q1 2018 Vol  Q1 2017 Vol % Change
Equity Index 2,518,652,042 1,738,792,681 44.9%
Individual Equity 1,401,622,185 1,108,544,455 26.4%
Interest Rates 1,256,636,861 1,064,194,526 18.1%
Currency 822,654,986 691,463,108 19.0%
Energy 528,295,439 505,736,968 4.5%
Non-Precious Metals 363,050,037 322,661,106 12.5%
Agriculture 309,144,224 354,167,121 -12.7%
Other 92,149,945 116,811,347 -21.1%
Precious Metals 74,381,560 67,665,383 9.9%
Total 7,366,587,279 5,970,036,695 23.4%

 

OTC volume

Asset Class Q1 2018 Vol  Q1 2017 Vol % Change
Interest Rate 193,714.43 162,718.86 19.0%
Credit 5,491.09 3,257.45 68.6%
FX 2,143.09 1,217.35 76.0%

 

SEF trading 

Asset Class March 2018 March 2017 % Change
Interest Rate 705.38 665.20 6.0%
Credit 61.91 44.69 38.5%
FX 61.33 42.37 44.8%

 

Top 20 exchanges

Exchange  Q1 2018 Vol Q1 2017 Vol % Change
CME Group 1,354,443,559 1,059,822,056 27.8%
National Stock Exchange of India 762,092,301 548,583,529 38.9%
Intercontinental Exchange 617,021,663 532,797,424 15.8%
B3 594,920,683 420,765,226 41.4%
CBOE Holdings 577,098,901 440,639,046 31.0%
Nasdaq 508,012,004 422,863,907 20.1%
Eurex 504,260,548 446,142,619 13.0%
Moscow Exchange 354,111,157 391,896,366 -9.6%
Korea Exchange 2 334,407,227 170,055,965 96.6%
Shanghai Futures Exchange 248,727,563 268,306,013 -7.3%
Dalian Commodity Exchange 228,050,158 261,050,525 -12.6%
BSE 203,523,642 110,628,285 84.0%
Zhengzhou Commodity Exchange 131,525,311 144,392,639 -8.9%
Hong Kong Exchanges and Clearing 127,701,022 85,979,423 48.5%
Japan Exchange 109,993,932 78,805,476 39.6%
Miami International Holdings 1 96,528,571 57,385,559 68.2%
Taiwan Futures Exchange 77,990,836 51,919,818 50.2%
ASX 63,412,879 60,736,181 4.4%
JSE Securities Exchange 60,303,108 58,605,148 2.9%
Multi Commodity Exchange of India 54,511,559 47,166,357 15.6%

 

Top contracts - rates

Contract Q1 2018 Vol Q1 2017 Vol % Change
Eurodollar Futures, Chicago Mercantile Exchange 247,674,659 192,623,431 28.6%
10 Year Treasury Note Futures, Chicago Board of Trade 118,331,727 96,780,480 22.3%
One Day Inter-Bank Deposit Futures, B3 87,753,098 80,979,094 8.4%
5 Year Treasury Note Futures, Chicago Board of Trade 73,665,683 60,124,330 22.5%
Eurodollar - Mid-Curve Options, Chicago Mercantile Exchange 61,397,236 52,006,380 18.1%
Eurodollar Options, Chicago Mercantile Exchange 59,887,233 47,855,482 25.1%
3 Month Euribor Futures, ICE Futures Europe 58,566,124 61,094,517 -4.1%
3 Month Sterling Futures, ICE Futures Europe 57,065,552 46,755,348 22.1%
Euro-Bund Futures, Eurex 51,337,352 55,932,303 -8.2%
10 Year Treasury Note Options, Chicago Board of Trade 43,809,546 31,612,040 38.6%

 

Top contracts - foreign exchange

Contract Q1 2018 Vol Q1 2017 Vol % Change
US Dollar/Russian Ruble Futures, Moscow Exchange 112,742,853 165,450,209 -31.9%
US Dollar/Indian Rupee Futures, BSE 99,747,737 58,286,256 71.1%
US Dollar/Indian Rupee Options, BSE 98,472,658 49,968,214 97.1%
US Dollar/Indian Rupee Futures, National Stock Exchange of India 96,883,708 72,069,511 34.4%
US Dollar/Indian Rupee Options, National Stock Exchange of India 92,825,891 90,043,262 3.1%
Mini US Dollar Futures, B3 48,154,467 27,944,580 72.3%
US Dollar Futures, Rosario Futures Exchange 41,248,213 28,216,470 46.2%
US Dollar Futures, B3 21,751,220 16,845,280 29.1%
Turkish Lira/US Dollar Futures, Borsa Istanbul 17,825,695 19,533,320 -8.7%
US Dollar Futures, Korea Exchange 17,553,770 15,896,921 10.4%

 

Top contracts - equity indices

Contract Q1 2018 Vol Q1 2017 Vol % Change
Bank Nifty Index Options, National Stock Exchange of India 257,002,375 163,323,140 57.4%
SPDR S&P 500 ETF Options * 253,316,013 168,566,698 50.3%
CNX Nifty Index Options, National Stock Exchange of India 187,153,945 128,520,813 45.6%
Kospi 200 Options, Korea Exchange * 183,713,628 81,242,783 126.1%
Bovespa Mini Index Futures, B3 139,255,373 53,066,169 162.4%
E-mini S&P 500 Futures, Chicago Mercantile Exchange 119,549,461 98,781,888 21.0%
S&P 500 Index (SPX) Options, Chicago Board Options Exchange 99,761,601 72,964,152 36.7%
Euro Stoxx 50 Index Futures, Eurex 85,728,406 75,443,932 13.6%
Euro Stoxx 50 Index Options, Eurex 81,308,826 67,248,341 20.9%
Nikkei 225 Mini Futures, Japan Exchange 77,382,492 55,625,293 39.1%

 

Top contracts - cnergy

Contract Q1 2018 Vol Q1 2017 Vol % Change
Brent Oil Futures, Moscow Exchange 99,084,517 89,707,676 10.5%
WTI Light Sweet Crude Oil (CL) Futures, New York Mercantile Exchange 80,291,006 69,374,562 15.7%
Brent Crude Oil Futures, ICE Futures Europe 58,064,015 58,048,161 0.0%
Henry Hub Natural Gas (NG) Futures, New York Mercantile Exchange 29,930,257 26,631,948 12.4%
Crude Oil Mini Futures, Multi Commodity Exchange of India 15,133,306 12,625,577 19.9%
WTI Light Sweet Crude Oil Futures, ICE Futures Europe 14,756,097 13,876,102 6.3%
Bitumen Futures, Shanghai Futures Exchange 13,058,659 29,813,924 -56.2%
RBOB Gasoline Physical (RB) Futures, New York Mercantile Exchange 12,098,436 12,562,491 -3.7%
NY Harbor ULSD (HO) Futures, New York Mercantile Exchange 12,084,630 10,152,651 19.0%
Hard Coking Coal Futures, Dalian Commodity Exchange 11,343,588 3,611,482 214.1%

 

Top contracts - metals

Contract Q1 2018 Vol Q1 2017 Vol % Change
Steel Rebar Futures, Shanghai Futures Exchange 111,008,634 123,323,902 -10.0%
Iron Ore Futures, Dalian Commodity Exchange 70,061,693 52,743,248 32.8%
Nickel Futures, Shanghai Futures Exchange 30,897,581 14,693,892 110.3%
Gold (GC) Futures, Commodity Exchange (COMEX) 23,276,524 16,490,614 41.2%
Hot Rolled Coil Futures, Shanghai Futures Exchange 18,984,960 11,067,076 71.5%
Zinc Futures, Shanghai Futures Exchange 16,816,281 21,765,075 -22.7%
Aluminium Futures, London Metal Exchange 15,705,045 13,731,110 14.4%
Aluminum Futures, Shanghai Futures Exchange 13,395,453 13,588,983 -1.4%
Copper Futures, Shanghai Futures Exchange 12,821,195 13,211,769 -3.0%
Silver Futures, Shanghai Futures Exchange 11,393,772 14,312,351 -20.4%

 

Top contracts - agriculture

Contract Q1 2018 Vol Q1 2017 Vol % Change
Soybean Meal Futures, Dalian Commodity Exchange 44,379,802 45,840,133 -3.2%
Corn Futures, Chicago Board of Trade 26,047,955 20,292,241 28.4%
Rapeseed Meal (RM) Futures, Zhengzhou Cmdty Exchange 18,798,740 21,332,704 -11.9%
Corn Futures, Dalian Commodity Exchange 17,204,591 57,572,828 -70.1%
Soybean Futures, Chicago Board of Trade 15,982,628 12,794,788 24.9%
Rubber Futures, Shanghai Futures Exchange 13,907,692 17,823,725 -22.0%
Apple (AP) Futures, Zhengzhou Commodity Exchange* 12,832,472 n/a n/a
Soybean Oil Futures, Dalian Commodity Exchange 11,707,279 14,635,815 -20.0%
RBD Palm Olein Futures, Dalian Commodity Exchange 10,619,786 19,277,347 -44.9%
Sugar #11 Futures, ICE Futures U.S. 9,744,397 8,537,017 14.1%

 

Notes and sources on data

SPDR S&P 500 ETF Options are traded on multiple U.S. options exchanges.

In March 2017, the Korea Exchange changed the size of the Kospi 200 index options and futures from 500,000 won to 250,000 won.

Apple (AP) futures on the Zhengzhou Commodity Exchange began trading in December 2017.

GLOBAL FUTURES AND OPTIONS

Other includes contracts such as weather, plastics and freight.

TOP 20 EXCHANGES

Ranked by consolidated volume at parent company level.

OTC CLEARING

  • IRS reported volume includes the following exchanges: ASX, CME, Eurex, HKEX, JSCC, LCH SwapClear, Nasdaq OMX and SGX
  • CDS reported volume includes the following exchanges: CME, ICE Clear Credit, ICE Clear Europe, JSCC and LCH Clearnet
  • FX reported volume includes CME, HKEX, LCH ForexClear and SGX

SEF TRADING

Interest Rate SEFs include: BGC, Bloomberg, GFI, LatAm, NEX, TP ICAP, Tradeweb, Tradition and trueEx

Interest rate volume includes both Non-FRA and FRA

  • Credit SEFs include: BGC, Bloomberg, GFI, ICAP, ICE, MarketAxess, TP ICAP, Tradeweb and Tradition
  • FX SEFs include: 360T, BGC, Bloomberg, CBOE FX, GFI, LatAm, NEX, SwapEx, Thomson Reuters, TP ICAP and Tradition
  • FX volume includes Options, Forwards, Non- Deliverable Forwards, Non-Deliverable Swaps, and Other

The data in this report were collected from exchanges, clearinghouses and swap execution facilities. The data are subject to revision by the exchanges and may contain errors or omissions. Volume for exchange-traded futures and options is measured by the number of contracts traded on a round-trip basis to avoid double-counting. Open interest for exchangetraded futures and options is measured by the number of contracts outstanding at the end of each month.contracts outstanding at the end of each month. ©FIA. Data downloaded from the MarketVoice website may not be published or redistributed without attribution to FIA.

For more information, contact Will Acworth at wacworth@fia.org.

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