2019-12-14 22:07:11(UTC)

BTC/USD Futures Market Share Breakdown

Rolling 24-hour Notional USD Volume 2019-12-14 22:07:11(UTC)
Exchange Total Vol Market Share
BitMEX $1,301,853,103 20.69%
OKex $1,453,468,500 23.10%
HuobiDM* $1,333,299,400 21.19%
Binance Futures $693,516,022 11.02%
Bybit $635,242,300 10.10%
CoinFLEX** $398,487,804 6.33%
Deribit $124,055,720 1.97%
Bitz $90,784,197 1.44%
CME / Globex (Source) $144,638,125 2.30%
FTX $90,399,907 1.44%
Kraken Futures $25,072,456 0.40%
Bitfinex Futures $380,282 0.01%
Bakkt $0 0.00%
Total USD equivalent notional volume $6,291,197,816 100%
* 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.

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Bitcoin Dollar Futures

BitMEX (Inverse, Cash-Settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (XBTUSD) $7072 $7074 $-1 -0.02% $1,246,658,067 $713,146,826
December 2019 $7079 $7074 $4 0.07% $30,769,151 $87,960,884
March 2020 $7114 $7074 $40 0.56% $24,425,885 $218,094,544

OKex (Inverse, Cash-Settled)


Contract(?) Price(?) Spot Index(?) Premium ($) (?) Premium (%) (?) Reported Volume ($) (?) Open Interest ($) (?)
Perpetual (?) $7078 $7081 N/A N/A $444,025,100 N/A
Friday (?) $7077 $7081 $-4 -0.1% $232,542,100 $39,738,000
Next Friday (?) $7078 $7081 $-2 -0.0% $260,860,400 $228,945,400
Quarter (?) $7102 $7081 $21 0.3% $516,040,900 $183,148,300


HuobiDM (Inverse, Cash-settled)


Contract(?) Price(?) Spot Index(?) Premium ($) (?) Premium (%) (?) Reported Volume ($) (?) Open Interest ($) (?)
Friday (?) $7073 $7078 $-5 -0.1% $132,470,300 N/A
Next Friday (?) $7074 $7078 $-4 -0.1% $260,675,400 N/A
December 2019 $7099 $7078 $21 0.3% $940,153,700 N/A

Deribit (Inverse, Cash-settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (BTC-PERPTUAL) $7073 $7075 $-2 -0.037% $93,188,140 $87,336,950
December 2019) $7082 $7075 $6 0.09% $11,601,210 $48,781,180
March 2020 $7134 $7075 $58 0.83% $19,266,370 $56,027,500

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


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual $7,073 N/A N/A N/A $85,013,567 N/A
December 2019 $7,075 N/A N/A N/A $721,777 N/A
March 2020 $7117.25 N/A N/A N/A $4,664,564 N/A

Kraken Futures (Inverse, Cash-settled)


Contract Price (Mark) Price (Index) Premium (nom) Premium (%) Volume Open Interest
Perpetual (PI_XBTUSD) $7076 $7073 $3 0.0% $23,227,095 $23,881,358
December 2019 $7076 $7073 $3 0.0% $621,762 $6,911,926
March 2020 $7102 $7073 $29 0.4% $1,223,599 $3,658,606

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


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
December 2019 $7265 $7073 - - $132,695,225 -
January 2020 $7295 $7073 - - $10,103,575 -
February 2020 $7345 $7073 - - $330,525 -
March 2020 $7360 $7073 - - $1,508,800 -

CoinFLEX (Deliverable, USDT quoted)


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
December $7,087 N/A. - - $398,487,804 -

Bakkt (Deliverable, USD-margined)


Contract Price (Last) Price (Index) Premium (nom) Premium (%) Volume Open Interest
December $7,240 N/A. - - $0 -


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): 0.7%, USD yield (APY): 12.4%