HOME>Market Information>Trading Volume and Interest : Interest Rate Futures Contracts
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| EY | EYO | |||||
|---|---|---|---|---|---|---|
| Monthly Volume |
Daily Average |
Month-end Open Interest |
Monthly Volume |
Daily Average |
Month-end Open Interest |
|
| 2010. 6 | 885,061 | 40,230 | 876,051 | 0 | 0 | 0 |
| 2010. 5 | 920,412 | 51,134 | 1,093,042 | 0 | 0 | 1,100 |
| 2010. 4 | 912,121 | 43,434 | 1,021,501 | 0 | 0 | 1,100 |
| 2010. 3 | 956,096 | 43,459 | 914,128 | 0 | 0 | 1,100 |
| 2010. 2 | 640,763 | 33,724 | 1,081,260 | 0 | 0 | 2,710 |
| 2010. 1 | 637,601 | 33,558 | 1,000,136 | 400 | 21 | 2,710 |
| 2009.12 | 1,125,342 | 53,588 | 962,534 | 250 | 12 | 2,310 |
| 2009.11 | 738,562 | 38,872 | 1,064,847 | 600 | 32 | 13,260 |
| 2009.10 | 1,150,054 | 54,764 | 1,009,200 | 1,100 | 52 | 12,660 |
| 2009. 9 | 1,079,983 | 56,841 | 967,762 | 1,000 | 53 | 11,960 |
| 2009. 8 | 1,075,696 | 51,224 | 1,124,322 | 0 | 0 | 12,605 |
| 2009. 7 | 1,053,772 | 47,899 | 1,093,449 | 1,160 | 53 | 12,765 |
| 2009. 6 | 1,385,389 | 62,972 | 1,033,863 | 820 | 37 | 11,605 |
| 2009. 5 | 1,039,122 | 57,729 | 1,270,432 | 10,350 | 575 | 33,457 |
| 2009. 4 | 1,279,262 | 60,917 | 1,120,393 | 3,320 | 158 | 23,357 |
| 2009. 3 | 1,221,320 | 58,158 | 944,291 | 4,056 | 193 | 22,457 |
| 2009. 2 | 910,771 | 47,935 | 1,344,128 | 1,034 | 54 | 67,139 |
| 2009. 1 | 1,006,747 | 52,987 | 1,295,482 | 8,398 | 442 | 66,473 |
| 2008.12 | 1,067,218 | 50,820 | 1,241,443 | 22,968 | 1,094 | 63,125 |
| 2008.11 | 883,818 | 49,101 | 1,705,342 | 46,005 | 2,556 | 164,196 |
| 2008.10 | 1,340,156 | 60,916 | 1,696,277 | 53,312 | 2,423 | 159,152 |
| 2008. 9 | 1,736,724 | 86,836 | 1,641,018 | 48,264 | 2,413 | 148,201 |
| 2008. 8 | 1,930,571 | 91,932 | 2,137,333 | 96,411 | 4,591 | 255,767 |
| 2008. 7 | 1,654,329 | 75,197 | 2,009,578 | 29,667 | 1,349 | 186,247 |
| 2008. 6 | 2,474,997 | 117,857 | 1,901,359 | 87,730 | 4,178 | 191,953 |
| 2008. 5 | 1,840,052 | 92,003 | 2,362,952 | 61,742 | 3,087 | 596,760 |
| 2008. 4 | 2,518,029 | 119,906 | 2,202,978 | 218,610 | 10,410 | 608,512 |
| 2008. 3 | 2,042,078 | 102,104 | 1,919,606 | 132,069 | 6,603 | 579,159 |
| 2008. 2 | 2,247,221 | 112,361 | 2,621,641 | 243,293 | 12,165 | 1,036,339 |
| 2008. 1 | 2,636,940 | 138,786 | 2,602,488 | 211,296 | 11,121 | 962,760 |
| 2007.12 | 2,103,876 | 110,730 | 2,215,711 | 207,267 | 10,909 | 866,745 |
| 2007.11 | 2,509,356 | 119,493 | 2,805,960 | 156,009 | 7,429 | 1,040,811 |
| 2007.10 | 2,655,940 | 120,725 | 2,703,536 | 351,555 | 15,980 | 996,535 |
| 2007. 9 | 2,363,836 | 131,324 | 2,496,237 | 376,430 | 20,913 | 890,259 |
| 2007. 8 | 5,086,511 | 221,153 | 3,107,898 | 741,006 | 32,218 | 923,700 |
| 2007. 7 | 2,892,816 | 137,753 | 3,001,326 | 130,240 | 6,202 | 641,751 |
| 2007. 6 | 4,118,686 | 196,128 | 2,773,006 | 357,013 | 17,001 | 593,261 |
| 2007. 5 | 3,567,966 | 169,903 | 3,061,164 | 305,673 | 14,556 | 679,883 |
| 2007. 4 | 3,090,646 | 154,532 | 2,572,937 | 242,343 | 12,117 | 511,709 |
| 2007. 3 | 3,000,880 | 142,899 | 2,219,386 | 158,519 | 7,549 | 378,477 |
| 2007. 2 | 3,856,049 | 202,950 | 3,032,324 | 402,756 | 21,198 | 792,498 |
| 2007. 1 | 3,705,991 | 195,052 | 2,667,219 | 231,862 | 12,203 | 575,224 |
EY : Three-Month Euroyen Futures
EYO : Options on Three-Month Euroyen Futures
| Over-Night Call Rate Futures | Spot-Next Repo Rate Futures | |||||
|---|---|---|---|---|---|---|
| Monthly Volume |
Daily Average |
Month-end Open Interest |
Monthly Volume |
Daily Average |
Month-end Open Interest |
|
| 2010. 6 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2010. 5 | - | - | - | - | - | - |
| 2010. 4 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2010. 3 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2010. 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2010. 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009.12 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009.11 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009.10 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 9 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 8 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 7 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 6 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 5 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 4 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 3 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2009. 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008.12 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008.11 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008.10 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008. 9 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008. 8 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008. 7 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008. 6 | 0 | 0 | 500 | 0 | 0 | 0 |
| 2008. 5 | 0 | 0 | 500 | 0 | 0 | 0 |
| 2008. 4 | 0 | 0 | 500 | 0 | 0 | 0 |
| 2008. 3 | 0 | 0 | 500 | 0 | 0 | 0 |
| 2008. 2 | 0 | 0 | 700 | 0 | 0 | 0 |
| 2008. 1 | 2,299 | 121 | 3,201 | 0 | 0 | 0 |
| 2007.12 | 2,957 | 156 | 1,902 | 100 | 5 | 0 |
Annual| EY | EYO | |||||
|---|---|---|---|---|---|---|
| Annual Volume |
Daily Average |
Year-end Open Interest |
Annual Volume |
Daily Average |
Year-end Open Interest |
|
| 2009 | 13,066,020 | 53,770 | 962,534 | 32,088 | 132 | 2,310 |
| 2008 | 22,372,133 | 91,315 | 1,241,443 | 1,251,367 | 5,108 | 63,125 |
| 2007 | 38,952,553 | 158,990 | 2,215,711 | 3,660,673 | 14,942 | 866,745 |
| 2006 | 31,495,084 | 126,996 | 2,326,719 | 3,976,697 | 16,035 | 481,355 |
| 2005 | 10,977,591 | 44,806 | 1,418,937 | 41,204 | 168 | 32,500 |
| 2004 | 7,259,779 | 29,511 | 1,077,642 | 2,000 | 8 | 2,000 |
| 2003 | 4,155,800 | 16,962 | 637,813 | 3 | 0 | 0 |
| 2002 | 4,470,763 | 18,174 | 516,248 | 0 | 0 | 0 |
| 2001 | 7,624,711 | 30,995 | 648,151 | 13,553 | 55 | 2,302 |
| 2000 | 17,077,791 | 68,862 | 773,845 | 98,281 | 396 | 13,756 |
| 1999 | 14,572,255 | 59,479 | 1,125,084 | 271,487 | 1,108 | 40,261 |
| 1998 | 21,162,012 | 85,676 | 1,014,377 | 500,002 | 2,024 | 48,868 |
| 1997 | 25,523,583 | 104,178 | 1,554,497 | 535,895 | 2,187 | 111,918 |
| 1996 | 29,334,830 | 118,764 | 1,364,990 | 567,793 | 2,299 | 105,754 |
| 1995 | 36,329,959 | 145,903 | 1,216,178 | 361,920 | 1,453 | 44,939 |
| 1994 | 37,425,846 | 151,522 | 1,127,285 | 570,237 | 2,309 | 86,650 |
| 1993 | 23,386,958 | 95,069 | 1,005,426 | 686,514 | 2,791 | 81,595 |
| 1992 | 14,959,373 | 60,320 | 439,263 | 485,727 | 1,959 | 60,951 |
| 1991 | 14,665,521 | 59,375 | 252,786 | 332,048 | 2,722 | 27,445 |
| 1990 | 14,413,693 | 58,355 | 309,489 | - | - | - |
| 1989 | 4,495,076 | 35,394 | 149,961 | - | - | - |
EY : Three-Month Euroyen Futures
EYO : Options on Three-Month Euroyen Futures
| Over-Night Call Rate Futures | Spot-Next Repo Rate Futures | |||||
|---|---|---|---|---|---|---|
| Annual Volume |
Daily Average |
Year-end Open Interest |
Annual Volume |
Daily Average |
Year-end Open Interest |
|
| 2009 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008 | 2,299 | 9 | 0 | 0 | 0 | 0 |
| 2007 | 2,957 | 156 | 1,902 | 100 | 5 | 0 |