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Indices > Property Derivatives > UK Trading Volumes
IPD/IPF Trade Volume Report UK

 

Derivatives traded on IPD UK Indices reported to end of March 2012
(reported on 3rd May 2012)

The information on this page shows the size of the UK commercial property derivatives market traded on IPD Indices in Q1 2012. The combined futures and swaps volumes are then shown split out by product. The OTC swaps volumes are provided to IPD by the banks licenced to trade on IPD Indices and the Futures contract volumes are provided by Eurex.

 

Total Derivative volumes

OTC and Futures

OTC Swaps contracts

Eurex Futures contracts

Notional Trades Executed (£m) in Q1 2012

 £365m

£223m

£142m 

Total Outstanding Notional Value (£m) as at end Q1 2012

 £3,021m

 £2,778m

£243m 

       
No. of Trades/Contracts executed in Q1 2012  

 76

14

No. of outstanding Trades/Contracts as at end Q1 2012  

 559

4,849

 

 

 

 

 

 

 

 

 

For historic trade volumes on the UK Index, please download the PDF.

Note that the total estimate is a sum of all market activity rather than the net matched notional position as it is not yet possible to cross-link inter-bank trades. 

Copyright notice and disclaimer :
The Indices and the market volume data are the exclusive property of IPD. IPD owns all of the intellectual property rights in the Indices and market volume data, including copyright and database right. “IPD” is the registered trade mark of IPD. All rights are reserved. No sale, distribution, transmission, copying or other form of making available any of IPD’s data or Indices may be made without IPD’s prior written consent. For derivative trades which use the Indices IPD has a standard licence agreement which is available upon request. IPD does not sponsor, endorse, sell or promote any derivative products or any other investment or security (“Derivative Product(s)”). IPD makes no warranty or representation whatsoever, whether express or implied, as to the results to be obtained from the use of any of its Indices or market volume data in connection with any Derivative Product. IPD shall not be liable (whether in negligence or otherwise) to any person for any error in any Index or market volume data and is not under any obligation to advise any person of any error therein.

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