News File

Trading Volume in December 2008 and Year 2008

(6 January 2009)

In December 2008, the trading volume of Three-month Euroyen futures was 1,067,218, decreasing 49.3% in comparison to that of the prior year comparable month, and increasing 20.8% in comparison to that of the prior month, and the average daily volume was 50,820. The trading volume of Options on Three-month Euroyen futures was 22,968, decreasing 88.9% in comparison to that of the prior year comparable month, and decreasing 50.1% in comparison to that of the prior month. The trading volumes for the put options and call options are 15,950 and 7,018, respectively, and the average daily volume was 1,094. See the table 1 for the composition of the trading volumes.



Table 1

Items

December 2008

Trading Volumes

Daily Average

Change on Previous Month

Year on Year Change

Interest Rate etc. Financial Futures Contracts

1,090,186

51,914

17.2%

-52.9%

 

3-monthEuroyenfutures

1,067,218

50,820

20.8%

-49.3%

 

Options on 3-monthEuroyenfutures

22,968

1,094

-50.1%

-88.9%

 

 

Put

15,950

760

-25.5%

-87.7%

 

 

Call

7,018

334

-71.5%

-90.9%

  The total trading volume of Exchange Forex Margin contracts (Click 365) was 2,616,699, increasing 45.6% in comparison to that of the prior year comparable month, and decreasing 9.5% in comparison to that of the prior month, and the average daily trading volume was 113,770. See the table 2 for the composition of the trading volumes.

Table 2

Items

December 2008

Trading Volumes

Daily Averages

Change on Previous Month

Year on Year Change

Click 365

2,616,699

113,770

-9.5%

45.6%

 

USD/JPY

827,704

35,987

22.8%

108.2%

 

EUR/JPY

507,308

22,057

-24.1%

87.3%

 

GBP/JPY

514,130

22,353

-17.2%

57.8%

 

AUD/JPY

423,011

18,392

-36.3%

1.7%

 

CHF/JPY

16,355

711

108.3%

-61.3%

 

CAD/JPY

26,182

1,138

-37.3%

-73.6%

 

NZD/JPY

112,909

4,909

-15.5%

-54.0%

 

EUR/USD

103,371

4,494

224.1%

-

 

GBP/USD

10,089

439

58.6%

-

 

Other Currency Pairs

75,640

3,289

83.8%

-

  The total trading volume in December 2008 was 3,706,885, decreasing 10.9% in comparison to that of the prior year comparable month, and decreasing 3.0% in comparison to that of the prior month, and the average daily trading volume was 165,683.

Total Trading Volume in Year 2008

In year 2008, the trading volume of 3-month Euroyen futures was 22,372,133, decreasing 42.6% in comparison to that of the prior year, and the average daily trading volume was 91,315. The trading volume of Options on Three-month Euroyen futures was 1,251,367, decreasing 65.8% in comparison to that of the prior year. The trading volumes for the put options and call options are 804,364 and 447,003, respectively. The trading volume of Interest Rate etc. Financial Futures Contracts was 23,625,799, decreasing 44.6% in comparison to that of the prior year, and the daily average was 96,432.

In addition, the total trading volume of FX Daily Futures contracts (Click 365) in 2008 was 43,301,268, increasing 28.9% in comparison to that of the prior year, and the average daily trading volume was 170,827. See the table 3 for the composition of the trading volumes.

Table 3

Items

Year 2008

Trading Volumes

DailyAverages

Year on Year Change

Total Trading Volumes

66,927,067

267,259

-12.2%

 

Interest Rate etc. Financial Futures Contracts

23,625,799

96,432

-44.6%

 

 

3-monthEuroyenfutures

22,372,133

91,315

-42.6%

 

 

Options on 3-monthEuroyenfutures

1,251,367

5,108

-65.8%

 

 

 

Put

804,364

3,283

-65.1%

 

 

 

Call

447,003

1,825

-67.1%

 

Click 365

43,301,268

170,827

28.9%

 

 

USD/JPY

13,177,698

50,489

72.7%

 

 

EUR/JPY

5,883,330

22,541

44.5%

 

 

GBP/JPY

7,634,056

29,249

26.4%

 

 

AUD/JPY

9,246,469

35,427

35.3%

 

 

CHF/JPY

768,754

2,945

14.9%

 

 

CAD/JPY

1,334,653

5,114

-33.4%

 

 

NZD/JPY

4,966,753

19,030

-21.5%

 

 

EUR/USD

141,449

2,947

-

 

 

GBP/USD

19,796

412

-

 

 

Other Currency Pairs

128,310

2,673

-


For more information, contact
Tokyo Financial Exchange, Inc.
General Affairs Group, Public Relations Office

Tel

: (03)4578-2400

Fax

: (03)3212-5780

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