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In November 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 7.5 million contracts (November 2011: 10.0 million). Of those, 5.0 million were Eurex Exchange contracts (November 2011: 7.2 million), and 2.5 million contracts (November 2011: 2.8 million) were traded at the U.S.-based International Securities Exchange (ISE).
At Eurex Exchange, the equity index derivatives segment totaled 49.3 million contracts (November 2011: 85.1 million). The single largest contract was the future on the EURO STOXX 50 Index with 19.3 million contracts. The option on this blue chip index totaled 17,8 million contracts. Futures on the DAX index recorded 2.7 million contracts while the DAX options reached another 4.2 million contracts. The Eurex KOSPI Product recorded 2.5 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 25.1 million contracts (November 2011: 26.9 million). Thereof, equity options totaled 18.4 million contracts and single stock futures equaled 6.7 million contracts.
Eurex Exchange’s interest rate derivatives segment totaled 34.4 million contracts (November 2011: 46.2 million). The Euro-Bund-Future reached 13.7 million contracts, the Euro-Bobl-Future 7,5 million contracts and the Euro-Schatz-Future 6.2 million contracts. The three Euro-BTP-Futures totaled 497,000 contracts. The Euro-OAT-Future – launched in mid April – recorded more than 631,000 contracts.
The Eurex segment dividend-based derivatives recorded around 796,000 contracts. Volatility derivatives totaled 785,000 contracts, an increase of 274 percent y-o-y.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 92.9 Terawatthours (TWh) in November 2012 (November 2011: 76.1 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 7.4 TWh (November 2011: 11.7 TWh). In November, a volume of 62.3 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 9.1 million tonnes of CO2 in November 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in November 2012 for all Eurex Repo markets an average outstanding volume of 226.4 billion euros (November 2011: 268.7 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 154.2 billion euros, an increase of 4 percent y-o-y (November 2011: 148.2 billion euros). The Euro Repo Market reached an average outstanding volume of 36.5 billion euros (November 2011: 33.2 billion euros). The Swiss Franc Repo market reached 35.7 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 11.0 billion euros (single counting) in November compared to 13.7 billion euros in November 2011. In October 2012, volume was 8.8 billion euros.
