At the international derivatives markets of Eurex, an average daily volume of 10.6 million contracts was traded in September (Sep 2008: 15.2 million). Thereof, 6.9 million contracts were traded at Eurex (Sep 2008: 10.4 million) and 3.7 million contracts were traded at the International Securities Exchange (ISE) (Sep 2008: 4.8 million). In September, a total of 230.8 million contracts were traded on both exchanges, thereof Eurex with 152.5 million and ISE with 78.3 million, compared with 229.4 million contracts at Eurex and 101.5 million at ISE in September 2008.
The equity index derivatives segment recorded the highest turnover, totaling 74.1 million contracts (Sep 2008: 122.3 million). Thereof, 31.9 million contracts were traded in the Dow Jones EURO STOXX 50® index future and 26.4 million contracts in the Dow Jones EURO STOXX 50 index option. The DAX® index future and option saw a combined volume of 12.6 million contracts. Trading volume in equity derivatives (equity options and single stock futures) accounted for 28.4 million contracts compared with 34.5 million in September 2008.
The interest rate derivatives segment reached 49.6 million contracts (Sep 2008: 72.6 million). The Euro Bund Future totaled 19.4 million contracts, the Euro Bobl Future 11.7 million contracts. The Euro Schatz Future recorded its best monthly result in 2009 with 13.9 million contracts. The new Euro BTP future – launched on 14 September – reached already more than 62,000 contracts.
Eurex Repo, which operates CHF- and EUR repo markets, continued to grow y-o-y. The outstanding volumes increased by 5 percent to an average outstanding volume of 149.5 billion euros (Sep 2008: 142.1 billion euros). Driving growth again was the secured money market segment GC Pooling with a growth rate of 57 percent y-o-y, average outstanding volume reached 74.1 billion euros (Sep 2008: 47.2 billion euros). The whole EUR Repo segment grew by 33 percent and totaled 100.8 billion euros (Sep 2008: 75.7 billion euros).
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of 6.5 billion euros (single counted) in September, compared with 10.2 billion euros in September last year and 6.4 billion euros in August 2009.