In November 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 7.8 million contracts (November 2013: 7.5 million). Of those, 5.3 million were Eurex Exchange contracts (November 2013: 5.0 million), and 2.5 million contracts (November 2013: 2.5 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 107.0 million contracts were traded at Eurex Exchange and 39.0 million at ISE. At Eurex Exchange, the equity index derivatives segment totaled 53.8 million contracts (November 2013: 43.1 million). The future on the EURO STOXX 50 Index recorded 20.1 million contracts. The options on this blue chip index totaled 20.6 million contracts. Futures on the DAX index recorded 2.3 million contracts while the DAX options reached 4.7 million contracts. The Eurex KOSPI Product totaled 1.1 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 22.3 million contracts (November 2013: 24.9 million). Thereof, equity options totaled 14.4 million contracts and single stock futures equaled 7.9 million contracts.
Eurex Exchange’s interest rate derivatives segment totaled 29.0 million contracts (November 2013: 34.4 million). The Euro-Bund-Future reached 11.5 million contracts, the Euro-Bobl-Future 6.0 million contracts and the Euro-Schatz-Future 4.5 million contracts. The three Euro-BTP-Futures totaled around 1.4 million contracts, the two Euro-OAT-Futures recorded around 1.2 million contracts.
The Eurex Exchange segment dividend-based derivatives reached approx. 860,000 contracts. Volatility derivatives recorded around 845,000 contracts. Both segments grew significantly y-o-y.
The monthly volume on the power derivatives market of European Energy Exchange (EEX) amounted to 177.3 terawatt hours (TWh) in November 2014 (November 2013: 103.6 TWh). On the EEX natural gas spot and derivatives market the traded volume amounted to 27.5 TWh (November 2013: 14.4 TWh). In November, a volume of 40.4 million tonnes of CO2 was traded on the spot and derivatives market for CO2 Emission Allowances compared with 82.3 million tonnes of CO2 in November 2013.
Eurex Repo, which operates GC Pooling, Euro Repo and Swiss Franc Repo markets, reported in November 2014 for all Eurex Repo markets an average outstanding volume of 202.1 billion euros (November 2013: 230.3 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 163.0 billion euros (November 2013: 160.5 billion euros). The Euro Repo Market reached an average outstanding volume of 38.2 billion euros (November 2013: 41.5 billion euros). The Swiss Franc Repo market reached 0.9 billion euros. |
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