Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

114 Million Contracts Traded On Eurex In November - Record Volume For Full Year 2004 Already Surpassed By November 2005 - Eurex Open Interest Exceeds 100 Million Contracts For The First Time

Date 01/12/2005

Turnover on Eurex, the international derivatives market, rose by 23 percent to 114 million contracts in November. In the first eleven months of this year, 1.16 billion contracts were traded, a year-on-year increase of around 18 percent. Turnover this year has already exceeded the record of 1.07 billion contracts achieved in 2004. In addition, open interest rose to a new record level of 107.9 million contracts on 17 November. A daily average of 5.2 million contracts were traded on Eurex in November.

With 64.5 million contracts traded in November, the fixed-income derivatives segment put in the highest turnover on Eurex. The Euro-Bund Future remained the strongest Eurex product in terms of turnover, the number of contracts growing year-on-year by 14 percent to 27.2 million. On the Euro-Bobl Future, 15.9 million contracts were traded up 17 percent on November 2004, and turnover on the Euro-Schatz Future rose by 42 percent to 14.9 million contracts. The Euro-Buxl Future, which was launched on 9 September, generated turnover of 114,000 contracts in November.

49.6 million contracts were traded in equity-based derivatives in November, of which 25.5 million were in the equity index derivatives segment (up around 12 percent), and 24.1 million in the equity options segment, a rise of 36 percent. The top equity index derivative was the future on the DJ Euro STOXX 50-Index with 9.8 million contracts, a 13 percent increase.

14.9 billion euros (single counting) was traded in November on the electronic trading platform Eurex Bonds, which rounds out Eurex’s range of Fixed Income products, a rise of 33 percent year-on-year (November 2004: 11.2 billion euros).