Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Average Daily Volume Of 8.1 Million Contracts At Eurex Group In May

Date 02/06/2014

In May, the international derivatives exchanges of Eurex Group recorded an average daily volume of 8.1 million contracts (May 2013: 10.1 million). Of those, 6.0 million were Eurex Exchange contracts (May 2013: 7.4 million), and 2.1 million contracts (May 2013: 2.7 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 126.3 million contracts were traded at Eurex Exchange and 45.0 million at the ISE.

In its largest segment – equity index derivatives – Eurex Exchange achieved 41.2 million contracts (May 2013: 51.9 million). The single largest derivatives contract was the future on the EURO STOXX 50® Index with 15.9 million contracts. The option on this blue chip index totaled 15.8 million contracts. Futures on the DAX index totalled 1.9 million contracts while the DAX options reached another 2.6 million contracts. The Eurex KOSPI Product traded 1.2 million contracts; while the recently (in mid-May) launched Eurex TAIFEX Products recorded around 6,700 contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 48.4 million contracts (May 2013: 60.6 million). Thereof, equity options totalled 14.8 million contracts and single stock futures equalled another 33.6 million contracts.

Eurex Exchange’s interest rate derivatives segment achieved 35.4 million contracts (May 2013: 48.7 million). The Euro-Bund-Future reached 12.5 million contracts, the Euro-Bobl-Future 8.6 million contracts and the Euro-Schatz-Future 5.9 million contracts. All three Euro-BTP-Futures grew again strongly and totaled 2.0 million contracts; while the Euro-OAT-Futures again recorded more than one million contracts with 1.2 million.

The segment dividend-based derivatives grew 34 percent year-on-year and achieved around 607,000 contracts. Volatility derivatives saw a total of 663,000 contracts, an increase of 15 percent y-o-y.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 73.6 terawatt hours (TWh) in May 2014 (May 2013: 66.9 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 21.4 TWh (May 2013: 6.7 TWh). In May, a volume of 34.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 58.6 million tonnes of CO2 in May 2013. The volume on the EEX Coal Market amounted to 120,000 tonnes in May.

Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded in all markets in April 2014 an average outstanding volume of 216.5 billion euros (May 2013: 228.5 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 151.8 billion euros (May 2013: 156.6 billion euros). The Euro Repo market grew by 18 percent and reached an average outstanding volume of 43.5 billion euros (April 2013: 37.0 billion euros).The Swiss Franc Repo market achieved 21.2 billion euros.

 
 
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Monthly statistic May 2014 pdf 7 KB
Monthly statistic May 2014 pdf 7 KB