732728,720415
23,4421,315861,51447
18,802,10458,3537,098,9206,601
91,450455,5415153,5416,090177
137,007569,116
1,046,3265,455,8122,5902,015,211110,52914,598
Interest
3
2
OMX (Index) OptionsAll Options on Individual Equities
OSLO STOCK EXCHANGEForwardsOBXFutures TotalOBX OptionsAll Options on Individual EquitiesOptions TotalOslo Stock Exchange TotalSHANGHAI FUTURES EXCHANGECopperAluminumRubberFuel OilShanghai Futures ExchangeTotalSIMEX, SINGAPOREEurodollarSingapore Dollar Interest RateNikkei 225Straits Times IndexS&P CNX Nifty IndexMSCI Singapore IndexMSCI Taiwan IndexMiddle East Crude OilEuroyen TiborEuroyen LiborFive-Year Singapore GovernmentBondTen-Year Japanese Government Bond
NonpreciousNonpreciousAgriculturalEnergy
136,5971,166
92
8,241,54542,4867,769,6751,830381,658,6006,998,6262,490,39034,54744686
*Effective July 2004 Helsinki and Stockholm Stock Exchanges are now reporting volume as OMX Exchanges. The 2003 and2004 volumes have been adjusted to reﬂect this change.(continues)
244
THE COMPLETE GUIDE TO FUTURES TRADING
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
Mini Japanese Government BondAll Futures on Individual EquitiesFutures Total
InterestIndiv. Equity
Euroyen Tibor OptionsMini Japanese GovernmentBond OptionsMSCI Taiwan Index OptionsNikkei 225 OptionOptions TotalSIMEX, Singapore, Total
Dec.2004
61,66022,447,222
Interest Opt.Interest Opt.Equity Opt.Equity Opt.
JSE SECURITIES EXCHANGE, SOUTH AFRICAWhite Maize (WMAZ)AgriculturalYellow Maize (YMAZ)AgriculturalWEATAgriculturalSUNSAgriculturalSOYAAgriculturalAll Share IndexEquityIndustrial IndexEquityGold Mining Index (GLDX)EquityFinancial Index (FINI)EquityFinancial Industrial Index (FNDI)EquityGovernment Bond Index (GOVI)EquityFTSE/JSE Capped Top 40 Index (CTOP) EquityFTSE/JSE Shareholder WeightedEquityTop 40 Index (DTOP)JBAREquityRESIEquityKruger Rand (KGRD)ForeignR150InterestR153InterestR157InterestR194InterestAll Futures on Individual EquitiesIndiv. EquityFutures TotalWhite Maize (WMAZ)Yellow Maize (YMAZ)WEATSUNSSOYAAll Share IndexIndustrial IndexFinancial Index (FINI)Financial Industrial Index (FNDI)RESIR150R153
Dec.2003
Agric. Opt.Agric. Opt.Agric. Opt.Agric. Opt.Agric. Opt.Equity Opt.Equity Opt.Equity Opt.Equity Opt.Equity Opt.Interest Opt.Interest Opt.
Jan.–Dec.2003
136,664
Jan.–Dec.2004
1,866,870
745,09154935,356,776
28,169,379
150
40
132,074
1,990
6,6726,05812,7812,460,003
91412,13213,0861,879,956
40,274249,087291,44835,648,224
41,971205,417249,37828,418,757
79,78315,43924,3563,5081091,086,7672,934612,080
59,80111,94918,7582,989691,092,1123,717
1,160,919249,691186,94261,0555368,521,36579,2701,07241,198
969,838228,709200,66356,2853,0549,289,44337,117915,9314,8923,10334,93837,596
2401,400
34434,93837,595
371,371
36813,350
119
1,005,7632,232,272
451421,886,3473,163,721
34,2943,482803784
32,6991,529605241
1,088,0522,934
839,301
212,05336,3231,7945,8441,3401,8564,585,91914,947,523535,40882,06222,3067,2248010,501,8614,1082,132
1,717
260
32
931,110
9512,00415,7988,3321,9423,8728,897,18719,811,664333,28533,38562,4345,0895211,267,046
1,71759016,785
3,349
245
Appendix A: Domestic and International Futures Contract Volume
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
R157R194All Options on Individual Equities
Interest Opt.Interest Opt.Ind. EquityOpt.
TAIEX OptionsAll Options on Individual Equities
Jan.–Dec.2003
136,861
1,705,0153,937,287
1,013,0004,176,721
18,054,22033,001,743
18,536,19738,347,861
EquityEquityEquity
575,63999,00379,187
587,627131,08079,891
6,514,6911,316,712990,752
8,861,2781,943,2691,568,391
Equity
148,941
111,550
1,126,895
2,255,478
EquityInterestInterest
229
379835161
4,068
6,15767,705209,561
902,999
911,523
9,953,118
14,911,839
2,836,8403,468
3,783,38382,919
21,720,083201,733
43,824,511410,026
2,840,3083,743,307
3,866,3024,777,825
21,921,81631,874,934
44,234,53759,146,376
EquityForeignInterestInterestInterestInterestInterestInterestEnergyEnergyEnergyEnergyEnergy
610,3594,92911,276873,6052,003,945
667,9628,07163,270982,7462,374,256
776,196
1,135,960
4,622,13941,862659,92614,213,18822,805,27912,0008,557,437
2452058550155
20108802
4,288,84825,56653,14111,435,47119,246,9344016,705,9042002,7302,7661,3351,4201,927
EnergyEnergy
31045
8581
1,762660
1,466994
EnergyEnergyAgriculturalAgriculturalAgricultural
70
60
235
15172318
11033568
2,4672,0039,095
358102,0138269,520(continues)
Equity Opt.Ind. EquityOpt.
108
15
574,298
Jan.–Dec.2004
2,227806,827,533
Options TotalTaiwan Futures Exchange TotalSYDNEY FUTURES EXCHANGESPI 200Australian Dollar Futures30-Day Interbank Cash RateBank Bills 90-DayThree-Year Treasury BondsThree-Year Interest Rate SwapsTen-Year Treasury BondsTen-Year Interest Rate Swapsd-cypha SFE NSW Base Load Electricityd-cypha SFE VIC Base Load Electricityd-cypha SFE QLD Base Load Electricityd-cypha SFE SA Base Load Electricityd-cypha SFE NSW Peak PeriodElectricityd-cypha SFE VIC Peak Period Electricityd-cypha SFE QLD Peak PeriodElectricityd-cypha SFE SA Peak Period Electricityd-cypha SFE VIC Base $300 CAPFine WoolBroad WoolGreasy Wool
Dec.2004
2,4301,9806,877,254
Options TotalSAFEX TotalTAIWAN FUTURES EXCHANGETAIEX FuturesMini TAIEX FuturesTaiwan Stock Exchange ElectronicSector Index FuturesTaiwan Stock Exchange Bank &Insurance Sector Index FutTaiwan 50 Futures IndexTen-Year Government Bond Futures30-Day Commercial Paper InterestRate FuturesFutures Total
Dec.2003
3,7002,6931,3781,6301,142
246
THE COMPLETE GUIDE TO FUTURES TRADING
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
Dec.2003
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
MLA/SFE CattleAll Futures on Individual EquitiesFutures Total
AgriculturalIndiv. Equity
1193,4354,285,570
742,3795,235,865
1,17547,82241,831,862
1,35429,98650,968,901
SPI 200SPI 200 Intra Day Cash Settled90-Day Bank Bill OptionsThree-Year Treasury Bond OptionsOvernight Three-Year TreasuryBond OptionsThree-Year Bonds Intra-DayTen-Year Treasury Bond OptionsTen-Year Bonds Intra-DayOvernight 10-Year TreasuryBond Optionsd-cypha SFE SA Peak Period Electricityd-cypha SFE VIC Peak PeriodElectricityGreasy WoolOptions TotalSydney Futures Exchange Total
Equity Opt.Equity Opt.Interest Opt.Interest Opt.Interest Opt.
50,073
585,620
11,95535,55576,310
43,7452,3006,71112,29572,424
250,876220,3821,151,097
518,5114,917175,286369,7081,262,942
Interest Opt.Interest Opt.Interest Opt.Interest Opt.
36,17245
12,5301,985
7,228
2,005
583,71938,9726,30786,313
534,30260,6191,84571,140
Energy Opt.Energy Opt.
105
105
5065
Agric. Opt.
1217,3544,502,924
97154,0925,389,957
1772,923,47844,755,340
1,1593,000,54453,969,445
5,688
10,2108510,295
8,291448,335
29,352,9856108,343,368391,22138,088,18438,098,479
36,921,5115965,847,295598,20643,367,60843,375,943
49,441
50,74325,60740,1087,862124,320
TEL-AVIV STOCK EXCHANGETA-25 IndexShekel-Dollar RateFutures TotalTA-25 Index OptionsTA-Banks Index OptionsShekel-Dollar Rate OptionsShekel-Euro Rate OptionsOptions TotalTel-Aviv Stock Exchange TotalWIENER BORSEATX IndexATFCeCe (5 Eastern European Indexes)All Futures on Individual EquitiesFutures TotalATX Index OptionsATFAll Options on Individual Equities
EquityForeign
Equity Opt.Equity Opt.Foreign Opt.Foreign Opt.
EquityEquityEquityIndiv. Equity
0
5,688
2,857,723
4,941,761
637,26835,8103,530,8013,530,801
435,55854,0115,431,3305,437,018
6,338
6,8374,66113,2702,24027,008
7,25413,592
Equity Opt.Equity Opt.Ind. EquityOpt.
Options TotalWiener Borse TotalWINNIPEG COMMODITY EXCHANGEWheatAgriculturalFlax SeedAgricultural
1,351
63,439112,880
144,526
3,434172117,955
27,6081,252,041
36,7384,0972,077,320
145,877159,469
121,561148,569
1,279,6491,392,529
2,118,1552,242,475
4,23125
5,35915
59,1944,438
87,75890
247
Appendix A: Domestic and International Futures Contract Volume
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
Dec.2003
AgriculturalAgricultural
153,26910,977168,502
Wheat OptionsAgric. Opt.Flax OptionsAgric. Opt.Western Barley OptionsAgric. Opt.Canola OptionsAgric. Opt.Options TotalWinnipeg Commodity Exchange Total
2
CanolaWestern BarleyFutures Total
HONG KONG EXCHANGES ANDCLEARING—DERIVATIVES UNITHang Seng IndexMini Hang Seng IndexH-Shares IndexMSCI China Free IndexDow Jones Industrial AverageOne-Month HIBORThree-Month HIBORThree-Year Exchange Fund NoteAll Futures on Individual EquitiesFutures TotalHang Seng IndexMini Hang Seng IndexH-Shares IndexAll Options on Individual Equities
EquityEquityEquityEquityEquityInterestInterestInterestIndiv. Equity
Equity Opt.Equity Opt.Equity Opt.Ind. EquityOpt.
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
196,0948,478209,946
1,547,283200,7011,811,616
1,737,972204,6352,030,455
1103,6813,793172,295
116116210,062
4102,77828,36831,1601,842,776
3,27320,56823,8412,054,296
578,90994,73847,941
778,252128,698121,146
468703,7354001,756728,017
16151,907
2,67373358,3072,22517,27411,884,152
523,359
4,220,638
2,029,06826,88277,7585,611,832
641,1121,369,129
659,4481,691,181
6,371,56114,546,213
7,745,54019,629,692
FUKUOKA FUTURES EXCHANGE, JAPANRed BeansAgriculturalImported SoybeansAgriculturalNon-GMO SoybeansAgriculturalReﬁned SugarAgriculturalCornAgriculturalBroilerAgriculturalSoybean MealAgriculturalFukuoka Futures Exchange Total
7324,73553,388110183,9126,54524,606274,028
4696358,372110145,47810,0853,172168,321
40,67528,938499,5261,4211,881,77144,376242,6762,739,383
8,29731,310308,9431,4272,406,80892,022187,9263,036,733
KANSAI COMMODITIES EXCHANGE, JAPANRed BeansAgriculturalU.S. SoybeansAgriculturalNon-GMO SoybeansAgriculturalReﬁned SugarAgriculturalRaw SugarAgriculturalRaw SilkAgriculturalFrozen ShrimpAgricultural
7172,39947,6422201,48145276,898
1,158
12,08041,126622,3372,84218,9568,0091,144,264
12,8516,305276,3962,86036,8226,6651,385,143(continues)
6,6612202,242673247,589
2,118,79232,131
8,601,5591,457,6811,743,700
146,3622,20110,133500,752
Options TotalHKFE & HKSE Total
115,9081,845
1,5641,031,733
6,800,3601,248,29547,9411909,09131047,7992,01218,6548,174,652
248
THE COMPLETE GUIDE TO FUTURES TRADING
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
Dec.2003
Corn 75 IndexCoffee IndexFutures Total
AgriculturalAgricultural
37,10043,943210,852
Raw Sugar OptionsOptions TotalKansai Commodities ExchangeTotal
Agric. Opt.
228228211,080
CENTRAL JAPAN COMMODITY EXCHANGERed BeansAgriculturalImported SoybeansAgriculturalNon-GMO SoybeansAgriculturalShell EggAgriculturalGasolineEnergyGas OilEnergyKeroseneEnergyCentral Japan CommodityExchange TotalOSAKA SECURITIES EXCHANGENikkei 225 FuturesNikkei 300 FuturesFutures TotalNikkei 225 OptionsNikkei 300 OptionsAll Options on Individual Equities
EquityEquity
Equity Opt.Equity Opt.Ind. EquityOpt.
Options TotalOsaka Securities Exchange TotalOSAKA MERCANTILE EXCHANGECotton Yarn (20S)Cotton Yarn (40S)Rubber (RSS3)Rubber (TSR20)Rubber IndexAluminumNickelOsaka Mercantile Exchange TotalTOKYO COMMODITY EXCHANGEGoldSilverPlatinumPalladiumAluminumGasolineKeroseneCrude Oil
AgriculturalAgriculturalAgriculturalAgriculturalAgriculturalNonpreciousNonprecious
PreciousPreciousPreciousPreciousNonpreciousEnergyEnergyEnergy
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
16,20959,448334,200
317,5611,274,1903,441,365
350,029726,7412,803,812
228228334,428
2,9312,9313,444,296
2,9282,9282,806,740
30,100409418,476399,16716,705,638
1,439
4429,17357,200781,4421,288,4892,136,746
27,6921,134,60029,7201,474,6552,666,667
13,984,74031,538,530
12,398798,30815,869,9511,056,25715,454,90633,193,259
1,300,10940,1541,340,263
1,514,24427,2021,541,446
13,058,425172,86213,231,287
14,415,884167,39914,583,283
997,91011717,263
1,316,78412472,147
14,958,10023445,412
16,560,8744911,481,415
1,015,2902,355,553
1,389,0552,930,501
15,003,74628,235,033
18,042,78032,626,063
113,799175,176133,65068,13435,542526,301
50,08858,31746,63275,9888,054239,079
11,6817,6871,550,4231,985,2251,423,491963,464220,6186,162,589
756,411826,045814,3281,101,198344,5713,842,553
1,302,84995,6701,350,74320,81028,4641,499,9841,347,488148,132
969,97487,300881,17825,47114,0421,362,013831,682156,568
26,637,8971,160,56514,211,824275,322329,56525,677,07913,208,3501,809,711
17,385,7661,473,37013,890,300438,934321,13123,648,58713,036,2772,284,572
249
Appendix A: Domestic and International Futures Contract Volume
International Exchanges Futures, Options, and Options on Equities Volume (Continued)CommodityGroup
Dec.2004
Jan.–Dec.2003
Jan.–Dec.2004
27,089272,0706,093,299
2,986126,3814,457,595
372,9773,568,92987,252,219
235,8441,732,64574,447,426
6,093,299
3,8343,8344,461,429
87,252,219
64,30864,30874,511,734
AgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgriculturalAgricultural
254,0261,164,2165,712253,48264,104699,64422026,50128,8252,496,730
152,050710,314996443,67733,389441,76722038,78419,0281,840,225
1,745,6976,735,42152,0395,019,572555,1905,984,7432,842617,327371,89621,084,727
2,125,4589,971,49943,5534,293,422363,3288,122,4482,854427,466355,65925,705,687
A