First Half Trends in Futures and Options Trading Activity. Presenter: Will Acworth, Senior Vice President, FIA August 7, 2018
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1 First Half Trends in Futures and Options Trading Activity Presenter: Will Acworth, Senior Vice President, FIA August 7, 2018
2 December 2017: Steady State? 30 Global Futures and Options Volume 25 Billions of Contracts In billions of contracts traded annually. Based on number of contracts traded and/or cleared on exchanges FIA. 2
3 Strong Growth in First Half 16 Global Futures and Options Volume Futures Options Combined Jan-Jun 2017 Jan-Jun 2018 In billions of contracts traded annually. Based on number of contracts traded and/or cleared on exchanges.
4 Global Overview 6 Futures and Options Trading by Region 5 4 Jan-Jun 2017 Jan-Jun North America Asia-Pacific Europe Latin America Other
5 Regional Trends By the Numbers Futures and Options Jan-Jun 2017 Jan-Jun 2018 % Change North America 4,499,310,903 5,391,776, % Asia-Pacific 4,101,391,099 5,125,127, % Europe 2,594,955,265 2,713,501, % Latin America 928,302,629 1,402,006, % Other 316,352, ,218, % Grand Total 12,440,312,756 14,891,631, %
6 Financials in the Driver s Seat Futures and Options Volume by Category 0 Equity Index Individual Equity Interest Rates Currency Energy Metals Agriculture Other Jan-Jun 2017 Jan-Jun 2018 In millions of contracts traded and/or cleared on exchanges
7 Category Trends By the Numbers Futures and Options Jan-Jun 2017 Jan-Jun 2018 % Change Equity Index 3,652,786,517 4,745,737, % Individual Equity 2,362,517,968 2,925,842, % Interest Rates 2,088,156,935 2,429,086, % Currency 1,444,142,209 1,851,687, % Energy 1,042,525,841 1,076,958, % Metals 914,588, ,859, % Agriculture 707,401, ,732, % Other 228,193, ,726, % Grand Total 12,440,312,756 14,891,631, %
8 Equity Index Trading at Record Levels Monthly Data on Equity Index Futures and Options Trading 1,000,000, ,000, ,000, ,000, ,000, ,000, ,000, ,000, ,000, ,000, North America Asia-Pacific Europe Latin America Other
9 Equity Index Trading A Closer Look Contract and Exchange Jan-Jun 2017 Jan-Jun 2018 % Change 1 Bank Nifty Index Options, NSE India 345,095, ,962, % 2 SPDR S&P 500 ETF Options * 329,498, ,921, % 3 CNX Nifty Index Options, NSE India 261,096, ,314, % 4 Kospi 200 Options, Korea Exchange 244,944, ,692, % 5 Bovespa Mini Index Futures, B3 113,146, ,553, % 6 E-mini S&P 500 Futures, CME 194,599, ,113, % 7 S&P 500 Index (SPX) Options, Cboe 139,706, ,910, % 8 Euro Stoxx 50 Index Futures, Eurex 150,421, ,949, % 9 Euro Stoxx 50 Index Options, Eurex 146,388, ,167, % 10 Nikkei 225 Mini Futures, Japan Exchange 108,930, ,540, % 11 Powershares QQQ ETF Options * 68,543, ,504, % 12 CBOE Volatility Index (VIX) Options, Cboe 84,946,653 97,428, % Note: * indicates contracts that are listed on multiple exchanges
10 Interest Rate Sector Trending Higher Monthly Data on Interest Rate Futures and Options Trading 600,000, ,000, ,000, ,000, ,000, ,000, Future Option
11 Interest Rates Open Interest 200,000, ,000, ,000, ,000, ,000, ,000,000 80,000,000 60,000,000 40,000,000 20,000, Future Option
12 Interest Rates Leading Contracts Contract and Exchange Jan-Jun 2017 Jan-Jun 2018 % Change 1 Eurodollar Futures, CME 351,549, ,822, % 2 10 Year Treasury Note Futures, CBOT 190,325, ,838, % 3 One Day Inter-Bank Deposit Futures, B3 180,989, ,056, % 4 5 Year Treasury Note Futures, CBOT 116,910, ,707, % 5 3 Month Euribor Futures, ICE Futures Europe 115,001, ,462, % 6 Euro-Bund Futures, Eurex 104,216, ,921, % 7 3 Month Sterling Futures, ICE Futures Europe 102,504, ,955, % 8 Eurodollar Mid-Curve Options, CME 97,247, ,173, % 9 Eurodollar Options, CME 94,865,137 97,616, % Year Treasury Note Options, CBOT 62,886,114 82,237, % 11 Euro-Bobl Futures, Eurex 72,357,543 76,256, % 12 IDI Index Options, B3 40,853,831 70,580, %
13 Top 12 Exchange Groups by Volume Exchange Jan-Jun 2018 Jan-Jun 2017 % Change 1 CME Group 2,096,307,757 2,529,426, % 2 National Stock Exchange of India 1,125,639,021 1,612,445, % 3 B3 856,606,809 1,304,955, % 4 Intercontinental Exchange 1,100,988,856 1,268,423, % 5 CBOE Holdings 903,166,591 1,047,636, % 6 Eurex 924,946,589 1,036,690, % 7 Nasdaq 844,565, ,579, % 8 Moscow Exchange 786,216, ,156, % 9 Korea Exchange 443,776, ,360, % 10 Shanghai Futures Exchange 642,085, ,111, % 11 Dalian Commodity Exchange 534,413, ,380, % 12 BSE 280,814, ,949, %
14 Spotlight on B3 300,000,000 Monthly Data on Futures and Options Trading 250,000, ,000, ,000, ,000,000 50,000, Individual Equity Interest Rates Equity Index Currency Agriculture Precious Metals Energy
15 Spotlight on the Soy Complex Futures and Options on Soybeans, Soybean Oil and Soybean Meal 25,000,000 20,000,000 15,000,000 10,000,000 5,000, United States China
16 Spotlight on Bitcoin Futures Monthly Trading Since Launch 180, , , , ,000 80,000 60,000 40,000 20, Bitcoin Futures, Chicago Mercantile Exchange CBOE Bitcoin Futures, CBOE Futures Exchange
17 Thank you! FIA collects volume and open interest data from 81 derivatives exchanges operated by 54 companies in 34 countries. Volume is measured by the number of contracts traded on a round-trip basis to avoid double-counting. Open interest is measured by the number of contracts outstanding at month-end. For more information, visit the data resources page on the FIA website at FIA members are eligible to receive monthly statistical reports with volume and open interest for each contract listed on the covered exchanges. For more information about this service, contact FIA s data team at data@fia.org. 17
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