News File

Trading Volume in October 2016

(1 November 2016)

The trading volume of Three-month Euroyen futures in October was 133,954 ( △ 48.5% MoM / △ 16.3% YoY) and its average daily volume was 6,698 . See the TABLE 1 for the composition of the trading volume.

[TABLE 1]
Items
October 2016
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Total of Interest Rate Futures contracts

133,954

6,698

-48.5%

-16.3%

Three-month Euroyen futures
133,954
6,698
-48.5%
-16.3%
Six-month Euroyen LIBOR futures
0
0
-
-
Options on Three-month Euroyen futures

0

0

-

-

Put

0

0

-

-

Call

0

0

-

-

  The total trading volume of FX Daily Futures contracts (Click 365) in October was 3,353,270 ( + 4.5% MoM / + 10.1% YoY) and its average daily trading volume was 159,682 . See the TABLE 2 for the composition of the trading volume.

[TABLE 2]
Items
October 2016
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Click 365

3,353,270

159,682

4.5%

10.1%

U.S. Dollar-Japanese Yen

1,163,424

55,401

1.5%

8.6%

British Pound-Japanese Yen

489,059

23,289

10.4%

198.5%

South African Rand-Japanese Yen

349,198

16,628

-4.8%

20.1%

Australian Dollar-Japanese Yen

297,469

14,165

3.2%

-22.5%

Turkish Lira -Japanese Yen

196,991

9,381

19.5%

-35.0%

New Zealand Dollar-Japanese Yen

187,650

8,936

11.1%

-7.5%

Euro-Japanese Yen

164,404

7,829

-3.3%

-1.0%

Euro-U.S. Dollar

145,612

6,934

12.3%

-47.4%

British Pound-U.S. Dollar

134,302

6,395

6.0%

832.9%

Swiss Franc - Japanese Yen

39,693

1,890

124.4%

458.0%

Other Currency pairs

185,468

8,834

13.3%

52.8%




  The total trading volume of Equity Index Daily Futures contracts (Click kabu 365) in October was 320,648 ( △ 9.6% MoM / △ 43.0% YoY) and its average daily trading volume was 15,283 . See the TABLE 3 for the composition of the trading volume.

[TABLE 3]
Items
October 2016
Trading Volume
Daily Average
Change on Previous Month
Year on Year Change
Click kabu 365

320,648

15,283

-9.6%

-43.0%

Nikkei 225 Daily Futures contract

193,390

9,209

-22.4%

-64.5%

DJIA Daily Futures contract

114,726

5,463

22.8%

-

DAX® Daily Futures contract

5,900

295

-22.6%

-38.1%

FTSE 100 Daily Futures contract

6,632

316

43.5%

-11.1%

Combined trading volume for all TFX products was 3,807,872 ( △ 0.4% MoM / + 1.1% YoY) and its average daily trading volume was 181,663 .

For more information, contact
Tokyo Financial Exchange, Inc.
General Administration Department Planning Office

Tel

: (03)4578-2402

Fax

: (03)3212-5780

E-mail

URL


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