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Alternative Market Briefing

Exchange Traded Derivatives trading volumes decrease 15% in 2012

Friday, March 08, 2013

Bailey McCann, Opalesque New York: For the first time since 2004, the number of Exchange Traded Derivatives (ETD) worldwide decreased in 2012 by 15% to 21bn, according to statistics compiled by the World Federation of Exchanges. The WFE, annually conducts a survey on derivative markets, and has released preliminary data. The full report will be released in early May. The WFE found that in 2012, 21bn derivative contracts (11bn futures and 10bn options) were traded on exchanges worldwide - a decrease from the 25bn traded in 2011.

Currency derivatives showed the largest drop in volume down -22.5% for 2012. According to the WFE, the drop is largely due to declines in India which account for more than half (60%) of the contracts traded. In other countries the volumes increased by 3% in 2012.

Increases in volatility in 2012, likely accounted for the drop in equity derivatives trading which were down -19% overall. The significant change in the size of the KRX (Korea Exchange) KOSPI 200 contracts also had an effect. Removing those contracts from the calculation in the report showed the drop in equity derivatives to be only -7.5%. The volume of Interest Rate options and futures traded also decreased significantly dropping -15%.

The only segment that experienced an increase in 2012 was commodities which were up +19%. This increase in volumes was partly, but not only, explained by Mainland Chinese Exchanges that e......................

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