Datasets

Derivatives Trading Volume by Participant / Open Interest by Trading Participant

Specifications
  • Delivery Frequency

    Volume by Participant: Daily Open Interest by Trading Participant: Weekly Open Interest by Issue: Daily

  • Update timing

    Trading Volume by Participant: 5:30pm JST Open Interest by Trading Participant: 3:30pm JST Open Interest by Issue: 9:30pm JST

  • Reporting lag

    Volume by Participant: Same day Open Interest by Trading Participant: 1 week (1st business day of next week) Open Interest by Issue: Same day

  • History

    Volume by Participant: March 24, 2014 Open Interest by Trading Participant: December 2, 2016 Open Interest by Issue: June 14, 2021

  • Region

    Japan

  • Coverage

    Index Futures / Index Options / Securities Options

  • Publisher

    Japan Exchange Group

  • Methods
    REST API
    SFTP
  • Encoding
    .json
    .csv
  • API Specification
Descriptions
  • Derivatives Trading Volume by Participant

    This data provides the daily trading flow (total of buys and sells) for each derivative product (futures and options) by participants. *Since November 6, 2023, the reporting method for index futures, index options, and equity options has changed from separate buys and sells to a combined total.

  • Open Interest by Trading Participant

    This data provides the weekly open interest by participant as of the end of the week for each derivative product (futures and options).

  • Open Interest by Issue

    This data provides the daily open interest by issue for each derivative product(futures and options).