World Federation of Exchanges Statistics
Datadory delivers world federation of exchanges statistics data covering market capitalization, value traded, listings, IPO and secondary capital raised, ETFs and derivatives volumes for 60-plus reporting exchanges across the Americas, Asia-Pacific and EMEA - roughly 250-plus indicators across four asset classes reaching back to February 1970, delivered daily, weekly, or hourly.
What is the World Federation of Exchanges Statistics dataset?
The official answer to how big and how busy the world's exchanges are. World Federation of Exchanges Statistics - filed under Diversified Capital Markets, compiled by the WFE, the global industry association for exchanges and clearing houses - collects harmonized market statistics from its members, affiliates and non-member reporting exchanges and organizes them in a three-level hierarchy of asset class, product and indicator.
Four asset classes carry the roughly 250-plus indicators. Equity spans market capitalization with new listings and delistings, listed companies split domestic, foreign and total, value traded split by electronic order book, negotiated deals and reported trades, IPO and secondary capital raised, trading days, concentration shares, share turnover velocity, dividends and PER. Bonds cover listings, new listings, value traded, trades, issuers and capital raised by issuer sector, with dedicated green, social and sustainability bond series. Other products hold ETFs, investment funds, securitised derivatives and REITs. Derivatives report volumes, notional values and open interest across currency, interest-rate, equity/index and commodity contracts.
Scale and standing, briefly: roughly 60-plus venues across the Americas, Asia-Pacific and Europe-Middle East-Africa, series reaching to February 1970, and a 9/10 quality score in Datadory's 1,744-dataset catalog - a band shared by only 534 records against a 7.81 catalog-wide average. This is one of the nine primary datasets pooled in the industry slice, and the only exchange-level census in it.
Get a sample of this dataset
What do the sample rows look like?
Captured during the August 2026 research pass, from the domestic market capitalisation sheet. Two rows, exactly as they ship:
# Equity 1 - Domestic Market Capitalisation, millions of local currency
exchange Bolsa de Comercio de Santiago
curr CLP
end_2025_local_millions 240669504
end_2024_local_millions 164471490
pct_change_2025_2024 0.46329010578064322
fx_rate_2025 900.58
usd_end_2025 267238.33973661414
# same sheet, different row
exchange Bermuda Stock Exchange
curr BMD
end_2025_local_millions 2260.24
end_2024_local_millions 1927.96
pct_change_2025_2024 0.17234797402435723
usd_end_2025 2260.24Reading the rows: Santiago's market cap ran 46.33% ahead of its prior year-end in peso terms, and the 900.58 rate column turns that into USD 267,238.34 million without leaving the row - the local block and the dollar block ship together by design. Bermuda's USD figure simply repeats its local one because the two currencies coincide at this rate. Every sheet in the edition repeats this same seven-column spine, so one parser handles equity market cap, bond listings and derivatives open interest alike.
What fields does the dataset include?
Seven fields define every row of the annual layout, all verified against live values during the August 2026 review:
- exchange - the reporting venue (
Bolsa de Comercio de Santiago), the primary key of every sheet. - curr - ISO code of the local-currency figures (
CLP). - end_2025_local_millions - the indicator as of the most recent year-end, in millions of local currency (
240669504). - end_2024_local_millions - the same indicator one year earlier (
164471490), giving a built-in comparison column. - pct_change_2025_2024 - the fractional year-over-year change, pre-computed (
0.46329010578064322). - fx_rate_2025 - local currency units per US dollar at year-end (
900.58), the conversion bridge. - usd_end_2025 - the indicator restated in USD millions (
267238.33973661414).
That spine stays constant; the indicator library riding on top is where the depth lives - roughly 250-plus measures across the four asset classes, documented indicator by indicator in the federation's own definitions manual with presentation formats and collection frequencies. Those deeper cuts fold under additional fields on request: equity value-traded splits by deal type, listed-company counts domestic versus foreign, IPO versus secondary capital raised, turnover velocity, dividends and PER, bond series by issuer sector, the green, social and sustainability bond series, ETF and fund metrics, SME sheets, derivatives volumes, notionals and open interest by contract family, and monthly-frequency cuts of recent periods. Name the indicators and venues you want when you ask; the sample arrives cut to match.
Where does coverage start and stop?
Three chips, honestly drawn:
- Geography - roughly 60+ member, affiliate and non-member reporting exchanges across the Americas, Asia-Pacific and Europe-Middle East-Africa, from the Bermuda Stock Exchange to Bolsa de Comercio de Santiago to Nasdaq's US operations.
- Temporal - series reach to February 1970, though deep history is generally annual only; recent periods carry both monthly and annual observations, and each annual edition pairs the two most recent year-ends.
- Granularity - one row per exchange per indicator per period, monetary values expressed in millions in USD or local currency.
Two semantics worth knowing before you model. Flow indicators aggregate across the trading days in a period while stock indicators snapshot the last trading day, so mixing them in one moving average needs care. And presentation formats differ by indicator family - monetary series arrive in millions while decimal-format series use thousands or full numbers - which is precisely the kind of inconsistency we resolve before delivery rather than after your first wrong-by-a-thousand chart.
How is the dataset delivered?
API, files, or your warehouse. Daily, weekly, or hourly.
The statistics land however your stack wants them - pushed to storage, served over an endpoint, or synced straight into your database, with the local-to-USD conversion already resolved into labeled columns. Pick the indicators, venues and cadence when you request the sample; the sample ships first either way.
Who uses this data, and for what?
Venue-level aggregates earn their keep in specific jobs:
- Market researchers & consultants (3/3 relevance) - rank exchanges on market cap, listings and turnover for market-sizing deliverables; sixty-plus venues on one definition beats forty national websites on forty definitions.
- Journalists & academics (3/3) - attribute global exchange statistics to the industry federation that compiles them, citable in published work without provenance arguments.
- Investors & quants (2/3) - track IPO counts, capital raised and turnover velocity by exchange back to February 1970, enough history to watch listing activity move through several market regimes.
- Data scientists & ML engineers (2/3) - harvest exchange-level equity, bond, ETF and derivatives metrics as factor contexts, with a stable seven-column spine behind every indicator.
- Competitive intel & product teams (2/3) - see which venues competitors list on and where listing activity is migrating before committing to a market.
- Developers & builders (1/3) - wire exchange statistics into dashboards and alerts where the hard part - sheet parsing, currency blocks, unit conventions - is already done.
What should I know before requesting a sample?
Three things worth having upfront. First, this is a venue-level dataset, not a security-level one: no tickers, no quotes, no trade prints - most teams join it to security data they already hold, with these series supplying the how-big and how-busy frame. Second, currency handling is part of the schema, not an afterthought: every monetary row carries its local figure, its year-end rate column and its USD restatement, and intra-year moves in an exchange rate mean year-end conversion differs from average-rate conversion - pick one convention and hold it. Third, frequency thins with age: recent periods come monthly and annually while older decades are annual-only, so tell us the indicators, venues and periods you need and the sample arrives cut to that shape.
Which notes pair with this dataset?
Notes worth reading next:
- Diversified capital markets data hub - the pooled view of the industry slice, nine primary datasets deep, from regulator transparency to this exchange-level census.
- SIFMA Research and Capital Markets Statistics - the US fixed-income counterpart: ten asset-class workbooks of issuance, trading and outstanding when the question narrows from the whole world to the American market.
- SIFMA statistics vs WFE statistics - the two trade-association censuses scored honestly against each other, shared ground and all.
- BIS Debt Securities and Capital Markets Statistics - quarterly debt securities issuance and outstanding for 50-plus economies when the bond leg needs cross-country panel depth.
- Best diversified capital markets datasets - where this record ranks within the slice and what beats it for other jobs.
- World Federation of Exchanges source profile - who compiles these statistics, how the record is cataloged, and where it sits in the wider catalog.
Field dictionary
Every field below is documented against real records. The full dictionary ships with the sample.
| field | type | definition | example |
|---|---|---|---|
exchange | string | Name of the reporting exchange; the primary key of every sheet. | Bolsa de Comercio de Santiago |
curr | string | ISO currency code in which the local-currency figures are reported. | CLP |
end_2025_local_millions | number | Indicator value as of the most recent year-end, in millions of local currency. | 240669504 |
end_2024_local_millions | number | Same indicator one year earlier, in millions of local currency; the built-in comparison column. | 164471490 |
pct_change_2025_2024 | number | Fractional year-over-year change between the two year-end values. | 0.46329010578064322 |
fx_rate_2025 | number | Local currency units per US dollar at year-end, bridging the local and USD blocks. | 900.58 |
usd_end_2025 | number | Indicator restated in USD millions using the year-end rate. | 267238.33973661414 |
Additional fields | - | Folded under 'additional fields on request': the roughly 250-plus indicator library - equity value-traded splits by deal type, listed companies domestic/foreign/total, IPO versus secondary capital raised, turnover velocity, dividends, PER, bond series by issuer sector, green/social/sustainability bond series, ETF, investment fund, securitised derivative and REIT metrics, SME sheets, derivatives volumes, notionals and open interest by contract family, plus monthly-frequency cuts of recent periods. Ask with your sample. | on request |
Coverage at a glance
| dimension | value |
|---|---|
| Geography | Roughly 60+ member, affiliate and non-member reporting exchanges across the Americas, Asia-Pacific and Europe-Middle East-Africa |
| Temporal | Series reach to February 1970 (deep history generally annual); recent periods carry monthly and annual observations |
| Granularity | One row per exchange per indicator per period; monetary values in millions, USD or local currency |
Product specification
| attribute | value |
|---|---|
| Industry | Diversified Capital Markets |
| Measures | Market capitalization, value traded, listings, IPO and secondary capital raised, ETF and fund metrics, derivatives volumes, notionals and open interest, turnover velocity, dividends, PER |
| Dimensions | Asset class, product, indicator, exchange, currency, period, USD-or-local valuation |
| Fields | 7 verified dictionary fields anchoring every row, with the ~250-indicator library on request |
| Structure | Three-level hierarchy of asset class, product and indicator across four asset classes; the current annual edition spans 65 sheets |
| Source | World Federation of Exchanges (WFE), the global industry association for exchanges and clearing houses |
| Quality score | 9/10 (catalog average 7.81 across 1,744 datasets; only 145 score 10) |
Questions buyers ask
What is the World Federation of Exchanges Statistics dataset?
An exchange-level census of world capital markets compiled by the WFE, the global industry association for exchanges and clearing houses: roughly 250-plus indicators across equities, bonds, other products and derivatives, reported per exchange by members, affiliates and non-member reporting venues, harmonized so a Santiago row and a Nasdaq row read identically.
Which asset classes does the coverage split into?
Four. Equities carry market cap, listings, value traded, capital raised, turnover velocity and related measures. Bonds cover listings, trading and issuance by issuer sector plus green, social and sustainability series. Other products span ETFs, investment funds, securitised derivatives and REITs. Derivatives report volumes, notionals and open interest by contract family.
How far back does the history go?
Series reach to February 1970, although deep history is generally annual only. Recent periods carry both monthly and annual observations, and each annual edition pairs the two most recent year-ends side by side with percent change and the conversion rate applied. Half a century is enough to watch listing and turnover cycles repeat.
Are figures available in US dollars as well as local currency?
Both. Monetary indicators ship with a local-currency block and a converted USD block in the same row, bridged by an explicit end-of-year rate column - Santiago's CLP 240,669,504 million becomes USD 267,238.34 million at 900.58. Cross-market comparisons therefore need no separate FX table joined on afterwards.
Does the dataset include individual securities or prices?
No. Rows are venue-level aggregates - totals per exchange per indicator per period - with no tickers, quotes or trade prints. Most teams join it to security-level data they already hold: these series explain how large and how liquid each market is, not what any particular stock did.
What is share turnover velocity?
An equity indicator relating value traded to market capitalization, expressing how heavily a market's listed shares change hands relative to their size. It is the fairest single gauge of trading intensity across venues of very different sizes, which is why it sits beside raw value traded rather than being left for you to derive.
Why do some long-run series appear at annual frequency only?
That reflects how the historical record was assembled: older years exist as annual observations, while monthly resolution applies to recent periods. Treat the deep decades as regime context for trend and cycle work rather than as inputs to models that assume evenly spaced observations throughout.
See the rows before you pay anything.
Name this dataset and we send real records from it — scoped to the fields you asked for.