2019-11-13 22:19:53(UTC)

BTC/USD Futures Market Share Breakdown

Rolling 24-hour Notional USD Volume 2019-11-13 22:19:53(UTC)
Exchange Total Vol Market Share
BitMEX $1,151,003,533 24.72%
OKex $1,003,792,300 21.56%
HuobiDM* $871,923,400 18.73%
Binance Futures $517,440,972 11.11%
Bybit $309,262,473 6.64%
CoinFLEX** $434,382,140 9.33%
Deribit $123,958,600 2.66%
Bitz $25,638,184 0.55%
CME / Globex (Source) $94,938,800 2.04%
FTX $95,302,873 2.05%
Kraken Futures $25,627,999 0.55%
Bitfinex Futures $65,101 0.00%
Bakkt $2,190,000 0.05%
Total USD equivalent notional volume $4,655,526,375 100%
* Note: Exchange double counts volume in their reported figures, so the numbers have been halved to normalise with other exchanges
** Note: Exchange uses trade-mining which can inflated reported volumes. See Alameda Research report for more.

Contact me on Twitter

Bitcoin Dollar Futures

BitMEX (Inverse, Cash-Settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (XBTUSD) $8747 $8747 $0 0.01% $1,114,302,434 $834,805,214
December 2019 $8851 $8747 $104 1.18% $20,501,745 $137,114,794
March 2020 $8973 $8747 $225 2.52% $16,199,354 $185,910,492

OKex (Inverse, Cash-Settled)


Contract(?) Price(?) Spot Index(?) Premium ($) (?) Premium (%) (?) Reported Volume ($) (?) Open Interest ($) (?)
Perpetual (?) $8745 $8746 N/A N/A $223,952,900 N/A
Friday (?) $8758 $8746 $11 0.1% $98,040,600 $43,742,800
Next Friday (?) $8775 $8746 $29 0.3% $210,617,600 $18,377,500
Quarter (?) $8848 $8746 $102 1.2% $471,181,200 $388,346,500


HuobiDM (Inverse, Cash-settled)


Contract(?) Price(?) Spot Index(?) Premium ($) (?) Premium (%) (?) Reported Volume ($) (?) Open Interest ($) (?)
Friday (?) $8763 $8747 $16 0.2% $114,625,900 N/A
Next Friday (?) $8780 $8747 $33 0.4% $22,468,900 N/A
December 2019 $8852 $8747 $105 1.2% $734,828,600 N/A

Deribit (Inverse, Cash-settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (BTC-PERPTUAL) $8752 $8748 $3 0.044% $105,657,620 $93,470,611
December 2019) $8849 $8748 $100 1.15% $10,975,980 $54,175,810
March 2020 $9035 $8748 $286 3.28% $7,325,000 $45,205,050

FTX (Linear, Cash-settled, USD-margined)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual $8,749 N/A N/A N/A $93,553,426 N/A
December 2019 $8,836 N/A N/A N/A $486,089 N/A
March 2020 $8990.25 N/A N/A N/A $1,263,358 N/A

Kraken Futures (Inverse, Cash-settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (PI_XBTUSD) $8747 $8750 $-2 -0.0% $24,627,226 $24,646,612
October 2019 $8784 $8750 $34 0.4% $532,487 $1,647,817
December 2019 $8858 $8750 $108 1.2% $468,286 $9,020,758

CME / Globex (Linear, Cash-settled, USD-margined)


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
October 2019 $8785 $8750 - - $93,077,075 -
November 2019 $8850 $8750 - - $1,725,750 -
December 2019 $8920 $8750 - - $0 -
March 2020 $9065 $8750 - - $135,975 -

CoinFLEX (Deliverable, USDT quoted)


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
October $8,862 N/A. - - $434,382,140 -

Bakkt (Deliverable, USD-margined)


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
October $8,760 N/A. - - $2,190,000 -


Misc


Want to learn how to trade using this info? For basic bitcoin premium arbitrage walkthrough see here.
For more general information, learn how to arbitrage premiums (positive delta) and discounts (negative delta)
Confused about what this stuff means? Learn about the Futures Curve and what it means for hedgers and speculators.
Additionally, you can highlight the graph and column names to view tooltip descriptions marked with (?)

For purposes of discount-rate estimation and BTC & USD borrow/lend rates in covered interest parity arbitrage modeling, you can use:
Bitfinex BTC yield (APY): 0.9%, USD yield (APY): 12.5%