Average Daily Volume Of 6.8 Million Contracts At Eurex Group In July - Segment Interest Rate Derivatives Grew By 15 % Year-On-Year

In July 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 6.8 million contracts (July 2012: 8.1 million). Of those, 4.6 million were Eurex Exchange contracts (July 2012: 5.7 million), and 2.2 million contracts (July 2012: 2.3 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 106.9 million contracts were traded at Eurex Exchange and 48.7 million at ISE.

At Eurex Exchange, the equity index derivatives segment totaled 44.8 million contracts (July 2012: 63.1 million). The decrease is mainly driven by the continuous low volatility of the European cash markets. The single largest contract was the future on the EURO STOXX 50^® Index with 18.2 million contracts. The options on this blue chip index totaled 15.6 million contracts. Futures on the DAX index recorded 2.1 million contracts while the DAX options reached another 3.3 million contracts. The Eurex KOSPI Product recorded 2.3 million contracts (July 2012: 1.8 million).

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 22.9 million contracts (July 2012: 28.8 million). Thereof, equity options totaled 14.8 million contracts and single stock futures equaled 8.1 million contracts.

Eurex Exchange’s interest rate derivatives segment grew by 15 percent year-on-year and totaled 38.0 million contracts (July 2012: 33.2 million). The Euro-Bund-Future reached 13.8 million contracts, the Euro-Bobl-Future 9.4 million contracts and the Euro-Schatz-Future 7.2 million contracts. The Euro-BTP-Future grew by 43 percent y-o-y and totaled around 650,000 contracts. The Euro-OAT-Future grew by 87 percent and recorded around 806,000 contracts.

The Eurex Exchange segment dividend-based derivatives recorded 535,000 contracts. Volatility derivatives totaled 476,000 contracts, an increase of 40 percent y-o-y.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in July 2013 for all Eurex Repo markets an average outstanding volume of 233.2 billion euros (July 2012: 239.4 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 159.7 billion euros, an increase of 2 percent y-o-y (July 2012: 156.3 billion euros). The Euro Repo Market reached an average outstanding volume of 41.1 billion euros in July, an increase of 5 percent y-o-y. The Swiss Franc Repo market reached 32.4 billion euros.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 84.7 terawatt hours (TWh) in July 2013 (July 2012: 59.7 TWh). Furthermore, a volume of 30,000 Guarantees of Origin has been traded on the EEX Derivatives Market. On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 5.5 TWh (July 2012: 3.8 TWh). In July, a volume of 73.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 21.2 million tonnes of CO2 in July 2012.