Volume of Financial Futures
Traded by Association Members and Special Participants
(April 1994 - September 2011)
1. On-exchange financial futures transactions (Domestic and Overseas)
unit:1,000 contracts
| Fiscal year | Domestic | Overseas | Total | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Customer account | Prop account | Total | Customer account | Prop account | Total | Customer account | Prop account | Total | |
| 1994 | 17,526 | 62,852 | 80,378 | 4,331 | 40,264 | 44,596 | 21,857 | 103,117 | 124,975 |
| 1995 | 14,558 | 48,846 | 63,404 | 4,287 | 33,578 | 37,866 | 18,845 | 82,425 | 101,270 |
| 1996 | 14,561 | 40,733 | 55,294 | 5,592 | 33,435 | 39,027 | 20,153 | 74,168 | 94,322 |
| 1997 | 15,518 | 40,556 | 56,074 | 4,623 | 32,612 | 37,235 | 20,141 | 73,169 | 93,310 |
| 1998 | 12,479 | 25,194 | 37,674 | 4,677 | 33,198 | 37,876 |
17,157 | 58,392 | 75,550 |
| 1999 | 9,325 | 21,549 | 30,874 | 6,585 | 30,426 | 37,012 | 15,910 | 51,975 | 67,886 |
| 2000 | 11,987 | 22,746 | 34,733 | 6,433 | 33,034 | 39,468 | 18,420 | 55,781 | 74,202 |
| 2001 | 8,005 | 6,366 | 14,372 | 6,932 | 30,043 | 36,975 | 14,937 | 36,410 | 51,348 |
| 2002 | 3,849 | 4,047 | 7,896 | 8,497 | 29,210 | 37,707 | 12,346 | 33,257 | 45,603 |
| 2003 | 6,551 | 6,647 | 13,199 | 7,588 | 26,125 | 33,714 | 14,140 | 32,772 | 46,913 |
| 2004 | 9,909 | 8,730 | 18,640 | 8,103 | 23,253 | 31,356 | 18,012 | 31,984 | 49,997 |
| 2005 | 28,754 | 11,693 | 40,447 | 7,414 | 21,636 | 29,051 | 36,168 | 33,329 | 69,498 |
| 2006 | 87,698 | 25,124 | 112,822 | 7,022 | 28,140 | 35,163 | 94,721 | 53,265 | 147,986 |
| 2007 | 111,773 | 21,114 | 132,888 | 6,904 | 27,754 | 34,659 | 118,678 | 48,869 | 167,547 |
| 2008 | 87,806 | 10,609 | 98,415 | 6,052 | 31,129 | 37,181 | 93,858 | 41,738 | 135,596 |
| 2009 | 105,821 | 8,016 | 113,837 | 7,404 | 18,674 | 26,079 | 113,225 | 26,690 | 139,916 |
| 2010 | 153,652 | 7,641 | 161,294 | 7,046 | 18,655 | 25,702 | 160,699 | 26,297 | 186,996 |
| 2011 Apr-Jun |
44,088 | 536 | 44,624 | 1,563 | 4,002 | 5,565 | 45,651 | 4,539 | 50,190 |
| 2011 Apr-Jun |
41,258 | 1,181 | 42,439 | 1,375 | 3,492 | 4,868 | 42,634 | 4,674 | 47,308 |
- *
- "Domestic" contains financial futures transactions (including options on interest rate futures and currency options) conducted on TFX, and "Overseas" contains those conducted on such overseas futures exchanges as CME, LIFFE and CBOT.
2. Overseas (largest three exchanges)
CME
unit : 1,000 contracts
| Fiscal year | Customer account | Prop account | Total |
|---|---|---|---|
| 1994 | 1,133 | 25,738 | 26,872 |
| 1995 | 1,257 | 20,142 | 21,399 |
| 1996 | 1,643 | 17,991 | 19,634 |
| 1997 | 1,141 | 16,520 | 17,662 |
| 1998 | 905 | 15,849 | 16,754 |
| 1999 | 1,192 | 14,745 | 15,937 |
| 2000 | 1,401 | 16,956 | 18,357 |
| 2001 | 1,799 | 16,594 | 18,394 |
| 2002 | 2,444 | 15,658 | 18,103 |
| 2003 | 2,551 | 14,435 | 16,986 |
| 2004 | 4,900 | 15,874 | 20,774 |
| 2005 | 4,983 | 14,945 | 19,929 |
| 2006 | 4,964 | 16,651 | 21,615 |
| 2007 | 4,747 | 15,454 | 20,201 |
| 2008 | 4,122 | 11,826 | 15,948 |
| 2009 | 4,564 | 11,467 | 16,031 |
| 2010 | 4,317 | 11,703 | 16,021 |
| 2011 Apr-Jun |
1,054 | 2,534 | 3,589 |
| 2011 Jul-Sep |
867 | 2,233 | 3,101 |
LIFFE
unit : 1,000 contracts
| Fiscal year | Customer account | Prop account | Total |
|---|---|---|---|
| 1994 | 1,435 | 8,574 | 10,009 |
| 1995 | 1,295 | 8,336 | 9,632 |
| 1996 | 1,828 | 10,065 | 11,893 |
| 1997 | 1,479 | 10,232 | 11,711 |
| 1998 | 1,593 | 12,218 | 13,811 |
| 1999 | 2,181 | 10,851 | 13,032 |
| 2000 | 1,741 | 10,772 | 12,514 |
| 2001 | 1,753 | 9,324 | 11,078 |
| 2002 | 1,706 | 9,168 | 10,875 |
| 2003 | 1,496 | 8,277 | 9,774 |
| 2004 | 1,106 | 5,681 | 6,788 |
| 2005 | 1,212 | 5,864 | 7,077 |
| 2006 | 1,221 | 10,731 | 11,952 |
| 2007 | 1,314 | 11,542 | 12,856 |
| 2008 | 1,232 | 18,885 | 20,117 |
| 2009 | 1,976 | 6,954 | 8,930 |
| 2010 | 2,196 | 6,621 | 8,817 |
| 2011 Apr-Jun |
337 | 1,401 | 1,739 |
| 2011 Jul-Sep |
388 | 1,135 | 1,523 |
3. OTC financial futures transactions
unit : 100 million yen
| Margin FX | Currency option | NDF | Others | Total | |
|---|---|---|---|---|---|
| 2006 Jan-Mar |
507,305 | 67,898 | 1,034 | 1,903 | 578,141 |
| 2006 Apr-Jun |
684,206 | 65,716 | 550 | 2,342 | 752,816 |
| 2006 Jul-Sep |
706,350 | 73,347 | 440 | 1,134 | 781,272 |
| 2006 Oct-Dec |
798,111 | 67,858 | 590 | 470 | 867,030 |
| 2007 Jan-Mar |
1,141,755 | 113,949 | 1,029 | 692 | 1,257,425 |
| 2006/Apr -2007/Mar |
3,330,422 | 320,872 | 2,610 | 4,639 | 3,658,545 |
| 2007 Apr-Jun |
1,200,409 | 85,747 | 516 | 82 | 1,286,756 |
| 2007 Jul-Sep |
1,849,918 | 105,069 | 686 | 6,793 | 1,962,468 |
| 2007 Oct-Dec |
1,764,831 | 68,650 | 491 | 2,346 | 1,836,319 |
| 2008 Jan-Mar |
2,128,667 | 75,983 | 654 | 2,575 | 2,207,880 |
| 2007/Apr -2008/Mar |
6,943,827 | 335,449 | 2,348 | 11,798 | 7,293,424 |
| 2008 Apr-Jun |
2,749,586 | 46,188 | 428 | 495 | 2,796,700 |
| 2008 Jul-Sep |
4,457,032 | 57,267 | 1,519 | 361 | 4,516,182 |
| 2008 Oct-Dec |
4,617,481 | 42,501 | 490 | 269 | 4,660,743 |
| 2009 Jan-Mar |
5,870,237 | 29,114 | 572 | 148 | 5,900,073 |
| 2008 Apr -2009 Mar |
17,694,338 | 175,072 | 3,011 | 1,276 | 17,873,699 |
| 2009 Apr-Jun |
5,021,239 | 21,594 | 608 | 171 | 5,043,613 |
| 2009 Jul-Sep |
4,986,806 | 28,263 | 442 | 989 | 5,016,501 |
| 2009 Oct-Dec |
5,185,766 | 27,239 | 518 | 1,182 | 5,214,707 |
| 2010 Jan-Mar |
5,739,072 | 26,734 | 577 | 352 | 5,766,736 |
| 2009 Apr - 2010 Mar |
20,932,885 | 103,831 | 2,146 | 2,696 | 21,041,559 |
| 2010 Apr-Jun |
6,458,267 | 22,659 | 905 | 1,711 | 6,483,544 |
| 2010 Jul-Sep |
4,182,553 | 41,105 | 1,262 | 965 | 4,225,887 |
| 2010 Oct-Dec |
4,102,315 | 24,803 | 721 | 379 | 4,128,221 |
| 2011 Jan-Mar |
4,188,973 | 29,640 | 576 | 64 | 4,219,256 |
| 2010 Apr - 2011 Mar |
18,932,110 | 118,209 | 3,466 | 3,123 | 19,056,910 |
| 2011 Apr-Jun |
4,703,001 | 23,451 | 4,948 | 166 | 4,731,567 |
| 2011 Apr-Jun |
4,238,740 | 29,796 | 2,849 | 364 | 4,271,750 |
- Notes:
- 1. Figures above are based on the report by Members and Special Participants of the Association.
- 2. These volumes are the aggregate of sale and purchase transactions, and "Customer account" includes the volume of intermediary transactions.
- 3. Any fraction less than 1,000 contracts (or 100 million yen) is discarded.
- 4. Foreign currencies are translated into Japanese yen at foreign exchange rates as of the end of each term.
Corrections were made by Association members for 1. On-exchange financial futures transactions (Domestic and Overseas) July-September, October-December and January-March 2010 and April-June 2011 , and 3. OTC financial futures transactions April-June 2011 reports according to corrections.¡Ê2011/11/11 update¡Ë
