Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Average Daily Volume Of 9.1 Million Contracts At Eurex And ISE In August

Date 01/09/2009

At the international derivatives markets of Eurex, an average daily volume of 9.1 million contracts was traded in August (Aug 2008: 9.5 million). Thereof, 5.4 million contracts were traded at Eurex (Aug 2008: 6.0 million) and 3.7 million contracts were traded at the International Securities Exchange (ISE) (Aug 2008: 3.5 million). In August, a total of 191.5 million contracts were traded on both exchanges, thereof Eurex with 113.1 million and ISE with 78.4 million, compared with 126.2 million contracts at Eurex and 73.3 million at ISE in August 2008.

The equity index derivatives segment recorded the highest turnover, totaling 55.7 million contracts (Aug 2008: 62.0 million). Thereof, 20.5 million contracts were traded in the Dow Jones EURO STOXX 50® index future and 22.7 million contracts in the Dow Jones EURO STOXX 50 index option. The DAX® index future and option saw a combined volume of 11.1 million contracts. Trading volume in equity derivatives (equity options and single stock futures) accounted for 25.1 million contracts compared with 25.2 million in August 2008.

The interest rate derivatives segment reached 32.0 million contracts (Aug 2008: 38.8 million). The Euro Bund Future totaled 12.7 million contracts, the Euro Bobl Future 7.0 million contracts and the Euro Schatz Future 9.1 million contracts.

Eurex Repo, which operates CHF- and EUR repo markets, continued to grow y-o-y. The outstanding volumes increased 10 percent to an average outstanding volume of €144.3 billion (Aug 2008: €131.4 billion). Driver of growth was again the secured money market segment GC Pooling with a growth rate of 57 percent y-o-y, average outstanding volume reached €66.5 billion (Aug 2008: €42.4 billion). The whole EUR Repo segment grew by 34 percent and totaled €95.0 billion (Aug 2008: €70.8 billion).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of €6.4 billion (single counted) in August, compared with €6.3 billion in August last year and €8.1 billion in July 2009.

Statistics August 2009