TFX - Tokyo Financial Exchange Inc.

01/04/2024 | Press release | Distributed by Public on 01/04/2024 00:39

Trading Volume in December 2023

News File

  • Press Release

Trading Volume in Dec 2023 and Year 2023

04 Jan, 2024

(1) FX Daily Futures contracts(Click 365)

The total trading volume of FX Daily Futures contracts (Click 365) was 2,344,890 ( +5.4% MoM / -22.6% YoY ) and its average daily trading volume was 111,661 . See the TABLE 1 for the composition of the trading volume.

[TABLE 1]
Items
（Top 10 items in the current month） 		Dec 2023
Trading Volume 一Daily Average Change on Previous Month Year on Year Change
Click 365 2,344,890 111,661 5.4% -22.6%
U.S. Dollar-Japanese Yen 930,752 44,322 23.1% -42.3%
Mexican Peso-Japanese Yen 352,505 16,786 -16.0% 15.3%
Turkish Lira -Japanese Yen 278,137 13,245 14.0% 95.9%
Euro-Japanese Yen 145,411 6,924 68.7% 18.0%
Australian Dollar-Japanese Yen 141,687 6,747 -30.5% -17.0%
South African Rand-Japanese Yen 113,385 5,399 -23.1% -42.3%
British Pound-Japanese Yen 94,508 4,500 -0.2% -23.9%
New Zealand Dollar-Japanese Yen 51,672 2,461 -16.1% -45.4%
Canadian Dollar-Japanese Yen 41,067 1,956 48.1% 142.0%
Euro-U.S. Dollar 31,930 1,520 7.6% -58.0%
Other Currency pairs 163,836 7,801 7.3% -0.8%
Items
(Top 5 items in the current month) 		Dec 2023
Trading value Total swap points
Click 365 2,638,383,626,529
U.S. Dollar-Japanese Yen 1,312,360,320,000 7,350
Mexican Peso-Japanese Yen 292,579,150,000 7,985
Turkish Lira -Japanese Yen 13,211,507,500 889
Euro-Japanese Yen 226,368,574,250 6,142
Australian Dollar-Japanese Yen 136,154,122,650 3,967


(2) Equity Index Daily Futures contracts (Click kabu 365)

The total trading volume of Equity Index Daily Futures contracts (Click kabu 365) was 3,519,202 ( +2.6% MoM / -28.3% YoY ) and its average daily trading volume was 193,266 .See the TABLE 2 for the composition of the trading volume.

[TABLE 2]
Items Dec 2023
Trading Volume Daily Average Change on Previous Month Year on Year Change
Click kabu 365 3,519,202 193,266 2.6% -28.3%
Nikkei 225 Daily Futures contract with Reset Date/24 1,300,412 61,924 28.3% -
DJIA Daily Futures contract with Reset Date/24 968,734 48,437 26.3% -
DAX® Daily Futures contract with Reset Date/24 16,325 859 78.0% -
FTSE 100 Daily Futures contract with Reset Date/24 15,258 803 59.5% -
Gold ETF Daily Futures contract with Reset Date24 95,460 4,773 -0.3% -
WTI ETF Futures contract with Reset Date24 67,528 3,376 0.2% -
NASDAQ-100 Daily Futures contract with Reset Date24 537,036 26,852 -1.2% -
Russell2000 Daily Futures contract with Reset Date24 207,137 10,357 107.5% -
Silver ETF Daily Futures contract with Reset Date24 54,657 2,733 20.2% -
Platinum ETF Daily Futures contract with Reset Date24 19,110 956 11.1% -
Nikkei 225 Daily Futures contract with Reset Date/23 84,416 16,883 -77.8% -
DJIA Daily Futures contract with Reset Date/23 80,531 8,053 -65.1% -
DAX® Daily Futures contract with Reset Date/23 1,788 179 -59.7% -
FTSE 100 Daily Futures contract with Reset Date/23 1,107 111 -56.8% -
Gold ETF Daily Futures contract with Reset Date23 7,253 725 -28.3% -
WTI ETF Futures contract with Reset Date23 6,186 619 -50.5% -
NASDAQ-100 Daily Futures contract with Reset Date23 56,264 5,626 -54.0% -
Items Dec 2023
Trading value Total Dividends Total Interests
Click kabu 365 5,523,615,121,590 6,888 -22,686
Nikkei 225 Daily Futures contract with Reset Date/24 4,329,461,671,600 5,226 -
DJIA Daily Futures contract with Reset Date/24 364,389,294,100 175 -1,901
DAX® Daily Futures contract with Reset Date/24 27,254,587,500 - -6,790
FTSE 100 Daily Futures contract with Reset Date/24 11,802,063,000 766 -4,106
Gold ETF Daily Futures contract with Reset Date24 258,572,502,000 - -703
WTI ETF Futures contract with Reset Date24 17,955,695,200 - -64
NASDAQ-100 Daily Futures contract with Reset Date24 90,324,084,840 93 -848
Russell2000 Daily Futures contract with Reset Date24 41,976,313,050 285 -1,030
Silver ETF Daily Futures contract with Reset Date24 17,748,221,040 - -73
Platinum ETF Daily Futures contract with Reset Date24 24,554,439,000 - -320
Nikkei 225 Daily Futures contract with Reset Date/23 275,533,824,000 - -
DJIA Daily Futures contract with Reset Date/23 29,793,248,760 175 -905
DAX® Daily Futures contract with Reset Date/23 3,003,124,800 - -3,307
FTSE 100 Daily Futures contract with Reset Date/23 845,969,400 138 -1,866
Gold ETF Daily Futures contract with Reset Date23 19,467,777,300 - -339
WTI ETF Futures contract with Reset Date23 1,631,866,800 - -30
NASDAQ-100 Daily Futures contract with Reset Date23 9,300,439,200 30 -404


(3) Interest Rate Futures contracts

The trading volume of Interest Rate Futures contracts was 32,853 ( -8.4% MoM / YoY ) and its average daily volume was 1,564 . See the TABLE 3 for the composition of the trading volume.

[TABLE 3]
Items Dec 2023
Trading Volume Daily Average Change on Previous Month Year on Year Change
Total of Interest Rate Futures contracts 32,853 1,564 -8.4% -
Three-month TONA Futures 32,853 1,564 -8.4% -
Options on Three-month TONA futures - - - -
Put - - - -
Call - - - -
Three-month Euroyen futures - - - -
Options on Three-month Euroyen futures - - - -
Put - - - -
Call - - - -

(4) Total all products　

The total trading volume of FX Clearing was 8,315,648 and its average daily volume was 395,983. And its open position amount at end of the month was 277,757 thousand US dollar.

(5) Total all products　

Combined trading volume for all TFX products was14,212,593(-8.2%MoM /6.9%YoY) and its average daily trading volume was 702,474.


２．Trading Volume from Jan 2023 through Dec 2023

Combined trading volume for all TFX products was 243,702,499 ( 24.6% YoY ) and its average daily trading volume was 1,045,234 .

The trading volume of Interest Rate Futures contracts was 186,269 ( +5,608.5% YoY ) and its average daily trading volume was 955 .

The total trading volume of FX Daily Futures contracts (Click 365) was 28,964,083 ( -20.9% YoY ) and its average daily trading volume was 111,831 .

The total trading volume of Equity Index Daily Futures contracts (Click Kabu 365) was 56,792,574 ( -17.8% YoY ) and its average daily trading volume was 325,680 .

The total trading volume of FX Clearing was 157,759,573 and its average daily trading volume was 606,768 .

Items
（Top 10 items in the current year） 		Trading Volume from Jan 2023 through Dec 2023
Trading Volume Daily Average Year on Year Change
Total 243,702,499 1,045,234 24.6%
Total of Interest Rate Futures contracts 186,269 955 5,608.5%
Three-month TONA futures 186,094 954 -
Options on Three-month TONA futures - - -
Put - - -
Call - - -
Three-month Euroyen futures 175 1 -94.6%
Options on Three-month Euroyen futures - - -
Put - - -
Call - - -
The total trading volume of Click 365 28,964,083 111,831 -20.9%
U.S. Dollar-Japanese Yen 10,551,523 40,739 -29.9%
Mexican Peso-Japanese Yen 5,429,943 20,965 31.0%
Turkish Lira -Japanese Yen 2,544,425 9,824 43.6%
Australian Dollar-Japanese Yen 2,177,820 8,409 -37.3%
South African Rand-Japanese Yen 1,854,471 7,160 -38.5%
British Pound-Japanese Yen 1,472,621 5,686 -43.1%
Euro-Japanese Yen 1,315,706 5,080 -33.9%
New Zealand Dollar-Japanese Yen 737,553 2,848 -13.6%
Euro-U.S. Dollar 647,856 2,501 -38.2%
Australian Dollar-U.S. Dollar 383,809 1,482 4.0%
Other Currency pairs 1,848,356 7,137 -19.4%
The total trading volume of Click Kabu 365 56,792,574 325,680 -17.8%
Nikkei 225 Daily Futures contract with Reset Date/24 3,762,599 47,032 -
DJIA Daily Futures contract with Reset Date/24 3,362,551 42,564 -
DAX® Daily Futures contract with Reset Date/24 40,058 514 -
FTSE 100 Daily Futures contract with Reset Date/24 50,745 651 -
Gold ETF Daily Futures contract with Reset Date24 339,981 4,304 -
WTI ETF Futures contract with Reset Date24 268,718 3,401 -
NASDAQ-100 Daily Futures contract with Reset Date24 2,552,842 32,314 -
Russell2000 Daily Futures contract with Reset Date24 532,376 6,739 -
Silver ETF Daily Futures contract with Reset Date24 193,375 2,448 -
Platinum ETF Daily Futures contract with Reset Date24 52,221 661 -
Nikkei 225 Daily Futures contract with Reset Date/23 11,834,865 48,703 -
DJIA Daily Futures contract with Reset Date/23 21,094,751 85,059 -
DAX® Daily Futures contract with Reset Date/23 200,017 816 -
FTSE 100 Daily Futures contract with Reset Date/23 192,573 796 -
Gold ETF Daily Futures contract with Reset Date23 745,734 3,019 -
WTI ETF Futures contract with Reset Date23 549,634 2,225 -
NASDAQ-100 Daily Futures contract with Reset Date23 11,019,534 44,434 -
The total trading volume of FX Clearing 157,759,573 606,768 75.5%


For more information, contact
Tokyo Financial Exchange, Inc.
General Administration Department Tel: (03)4578-2402 Fax: (03)3212-5780
E-mail: [email protected]
URL: http://www.tfx.co.jp