Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Average Daily Volume Of 7.5 Million Contracts At Eurex Group In November

Date 02/12/2013

In November 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 7.4 million contracts (November 2012: 7.5 million). Of those, 4.9 million were Eurex Exchange contracts (November 2012: 5.0 million), and 2.6 million contracts (November 2012: 2.5 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 103.4 million contracts were traded at Eurex Exchange and 51.2 million at ISE. 

At Eurex Exchange, the equity index derivatives segment totaled 43.0 million contracts (November 2012: 49.3 million). The future on the EURO STOXX 50 Index recorded 16.3 million contracts. The options on this blue chip index totaled 15.9 million contracts. Futures on the DAX index recorded 1.9 million contracts while the DAX options reached another 3.2 million contracts.  

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 24.9 million contracts (November 2012: 25.1 million). Thereof, equity options totaled 15.2 million contracts and single stock futures equaled 9.7 million contracts. 

Eurex Exchange’s interest rate derivatives segment totaled 34.4 million contracts (November 2012: 34.4 million). The Euro-Bund-Future reached 12.8 million contracts, the Euro-Bobl-Future 9.9 million contracts and the Euro-Schatz-Future 6.0 million contracts.  

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 103.6 terawatt hours (TWh) in November 2013 (November 2012: 92.9 TWh). Furthermore, a volume of 160,000 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 14.4 TWh (November 2012: 7.4 TWh). In November, a volume of 82.3 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 62.3 million tonnes of CO2 in November 2012.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in November 2013 for all Eurex Repo markets an average outstanding volume of 230.3 billion euros (November 2012: 226.4 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 160.5 billion euros (November 2012: 154.2 billion euros). The Euro Repo Market reached an average outstanding volume of 41.5 billion euros, an increase of 14 percent y-o-y. The Swiss Franc Repo market reached 28.3 billion euros.

Figures November 2013