News File

Trading Volume in December 2016 and Year 2016

(4 January 2017)

Trading Volume in December 2016

The trading volume of Three-month Euroyen futures in December was 170,811 ( - 24.1% MoM / - 3.7% YoY) and its average daily volume was 8,134 . See the TABLE 1 for the composition of the trading volume.

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

170,811

8,134

-24.1%

-3.7%

Three-month Euroyen futures
170,811
8,134
-24.1%
-3.7%
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 December was 3,313,627 ( - 29.6% MoM / - 6.0% YoY) and its average daily trading volume was 150,619 . See the TABLE 2 for the composition of the trading volume.

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

3,313,627

150,619

-29.6%

-6.0%

U.S. Dollar-Japanese Yen

1,622,025

73,728

-15.2%

60.8%

South African Rand-Japanese Yen

279,173

12,690

-38.8%

-44.9%

British Pound-Japanese Yen

274,443

12,475

-44.2%

-1.6%

Turkish Lira -Japanese Yen

269,085

12,231

-26.8%

-22.8%

Australian Dollar-Japanese Yen

219,761

9,989

-56.1%

-38.2%

Euro-Japanese Yen

169,504

7,705

8.0%

-34.0%

Euro-U.S. Dollar

132,325

6,015

-36.2%

-58.9%

New Zealand Dollar-Japanese Yen

125,628

5,710

-42.9%

-22.6%

British Pound-U.S. Dollar

52,876

2,403

-48.6%

59.8%

Australian Dollar-U.S. Dollar

28,418

1,292

-33.5%

-24.4%

Other Currency pairs

140,389

6,381

-42.7%

-34.2%




  The total trading volume of Equity Index Daily Futures contracts (Click kabu 365) in December was 425,358 ( - 16.5% MoM / - 29.8% YoY) and its average daily trading volume was 19,564 . See the TABLE 3 for the composition of the trading volume.

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

425,358

19,564

-16.5%

-29.8%

Nikkei 225 Daily Futures contract

324,092

14,731

-4.1%

-43.4%

DJIA Daily Futures contract

92,486

4,404

-42.9%

-

DAX® Daily Futures contract

4,192

200

12.9%

-82.3%

FTSE 100 Daily Futures contract

4,588

229

-25.0%

-53.7%

Combined trading volume for all TFX products was 3,909,796 ( - 28.1% MoM / - 9.2% YoY) and its average daily trading volume was 178,317 .

Trading Volume from January 2016 through December 2016


The trading volume of Three-month Euroyen futures was 2,506,430 ( + 25.3% YoY) and its average daily trading volume was 10,230 .
the total trading volume of FX Daily Futures contracts (Click365) was 43,593,455 ( + 12.7% YoY) and its average daily trading volume was 159,795 .
In addition,The total trading volume of Equity Index Daily Futures contracts (Click kabu 365) was 5,986,612 ( - 27.9% YoY) and its average daily trading volume was 24,008 .
See theTABLE 4 for the composition of the trading volume.

[TABLE 4]
Items
January 2016 through December 2016
Trading Volume
Daily Average
Year on Year Change
Total of Interest Rate Futures contracts

2,506,430

10,230

25.3%

Three-month Euroyen futures

2,506,430

10,230

25.3%

Six-month Euroyen LIBOR futures

0

0

-

Options on Three-month Euroyen futures

0

0

-

Put

0

0

-

Call

0

0

-

Click 365

43,593,455

159,795

12.7%

U.S. Dollar-Japanese Yen

14,992,697

57,664

16.0%

Australian Dollar-Japanese Yen

5,330,221

18,901

16.6%

British Pound-Japanese Yen

5,023,899

17,815

119.2%

South African Rand-Japanese Yen

3,859,663

13,687

-4.3%

Turkish Lira -Japanese Yen

3,679,657

13,048

19.7%

Euro-Japanese Yen

2,365,744

9,099

-29.3%

Euro-U.S. Dollar

2,244,455

7,959

-26.6%

New Zealand Dollar-Japanese Yen

2,026,071

7,185

-17.9%

British Pound-U.S. Dollar

1,078,624

3,825

408.5%

Australian Dollar-U.S. Dollar

486,770

1,726

-13.5%

Other Currency pairs

2,505,654

8,886

16.6%

Click kabu 365

5,986,612

24,008

-27.9%

Nikkei 225 Daily Futures contract

5,203,500

20,013

-33.6%

DJIA Daily Futures contract

601,241

3279

-

DAX®Margin contracts

92,311

362

-68.4%

FTSE 100 Daily Futures contract

89,560

354

-46.2%


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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