News File

Trading Volume in March 2012 and from April 2011 through March 2012

(2 April 2012 )

Trading Volume in March 2012

 The trading volume of Three-month Euroyen futures was 374,535 decreasing 62.2% in comparison to that of the previous year comparable month, and decreasing 10.9% in comparison to that of the previous month, and the daily average was 17,835 .

[TABLE 1]
Items
March 2012
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Total of Interest Rate Futures contracts

376,438

17,926

-11.7%

-62.0%

3-month Euroyen futures

374,535

17,835

-10.9%

-62.2%

Options on 3-month Euroyen futures

-

-

-

-

Put

-

-

-

-

Call

-

-

-

-

Six-month Euroyen LIBOR futures

1,903

91

-69.9%

-

  The total trading volume of FX Daily Futures contracts (Click 365) was 7,479,495 decreasing 52.9% in comparison to that of the previous year comparable month, and increasing 6.3% in comparison to that of the previous month, and the daily average was 339,978 . See the TABLE 2 for the composition of the trading volume.

[TABLE 2]
Items
March 2012
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Click 365

7,479,495

339,978

6.3%

-52.9%

USD/JPY

1,756,200

79,827

56.2%

-56.5%

EUR/JPY

1,580,950

71,861

-21.8%

-38.7%

GBP/JPY

542,417

24,655

39.7%

-66.5%

AUD/JPY

2,144,938

97,497

9.5%

-55.8%

CHF/JPY

35,397

1,609

-11.4%

-76.7%

CAD/JPY

59,269

2,694

98.2%

-63.6%

NZD/JPY

500,012

22,728

22.1%

-58.0%

EUR/USD

304,098

13,823

-39.9%

-39.6%

GBP/USD

30,474

1,385

-0.9%

-67.5%

Other Currency pairs

525,740

23,899

-0.2%

-23.0%




  The total trading volume of Equity Index Daily Futures contracts (Kabu 365) was 213,590 increasing 8.8% in comparison to that of the previous year comparable month, and increasing 45.2% in comparison to that of the previous month, and the daily average was 9,710 . See the TABLE 3 for the composition of the trading volume.

[TABLE 3]
Items
March 2012
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Kabu 365

213,590

9,710

45.2%

8.8%

Nikkei 225 Daily Futures contract

207,129

9,415

51.5%

15.2%

DAX® Daily Futures contract

4,436

202

-43.3%

-42.7%

FTSE 100 Daily Futures contract

1,397

64

-23.5%

-80.2%

FTSE China 25 Margin contracts

628

29

-18.1%

-61.8%

The total trading volume was 8,069,523 , decreasing 52.7% in comparison to that of the previous year comparable month, and increasing 6.1% in comparison to that of the previous month, and the daily average was 367,614 .

Trading Volume from April 2011 through March 2012


The trading volume of Three-month Euroyen futures was 5,816,233 , decreasing 5.4% in comparison to that of the previous year, and the daily average was 494,471.00
In addition, the total trading volume of FX Daily Futures contracts (Click365) in 2011 was 121,116,072 , decreasing 1.9% in comparison to that of the previous year, and the daily average was 466,391 .
The total trading volume of Equity Index Daily Futures contracts (Kabu 365) was 1,042,524 , increasing 132.80% in comparison to that of the previous year, and the daily average was 4,088 .
See the[TABLE 4] for the composition of the trading volume.

[TABLE 4]
Items
April 2011 through March 2012
Trading Volume
Daily Average
Year on Year Change
Total of Interest Rate Futures contracts

5,860,755

23,992

-48.9%

3-month Euroyen futures

5,816,233

23,643

-49.3%

Optionson 3-month Euroyen futures

35,547

145

-

Put

10,750

44

-

Call

24,797

101

-

Six-month Euroyen LIBOR futures

8,975

204

-

Click 365

121,116,072

466,391

-1.9%

USD/JPY

25,776,109

99,139

-16.0%

EUR/JPY

26,070,050

100,269

15.4%

GBP/JPY

9,175,064

35,289

-43.2%

AUD/JPY

36,974,401

142,209

-2.3%

CHF/JPY

1,388,334

5,340

103.1%

CAD/JPY

862,410

3,317

-26.3%

NZD/JPY

4,876,833

18,757

25.4%

EUR/USD

8,099,041

31,150

56.2%

GBP/USD

599,521

2,306

-16.0%

Other Currency pairs

7,294,309

28,615

62.2%

Kabu 365

1,042,524

4,088

132.8%

Nikkei 225 Daily Futures contract

865,265

3,393

117.5%

DAX®Margin contracts

105,594

409

440.0%

FTSE 100 Daily Futures contract

59,893

238

122.0%

FTSE China 25 Margin contracts

11,772

48

236.4%


For more information, contact
Tokyo Financial Exchange, Inc.
Public Relations and Advertising Group, Fixed Income Products Marketing Department

Tel

: (03)4578-2422

Fax

: (03)3212-5780

E-mail

URL

pagetop