In March, the international derivatives exchanges of Eurex Group recorded an average daily volume of 9.4 million contracts (March 2013: 9.7 million). Of those, 7.0 million were Eurex Exchange contracts (March 2013: 7.3 million), and 2.4 million contracts (March 2013: 2.4 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 199.4 million contracts were traded, thereof 148.0 million at Eurex Exchange and 51.4 million at the ISE. In its largest segment – equity index derivatives – Eurex Exchange achieved 69.4 million contracts (March 2013: 65.9 million). Futures on the EURO STOXX 50 Index stood at 31.8 million contracts and 21.4 million on the index options. Futures on the DAX index totalled 3.1 million contracts while the DAX options reached another 3.9 million contracts. The Eurex KOSPI Product had a new monthly all-time high with 3.2 million contracts. Futures and options on the RDX index also reached the new monthly record of overall 327,000 contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 26.0 million contracts (March 2013: 31.1 million). Thereof, equity options totalled 15.5 million contracts and single stock futures equalled another 10.5 million contracts.
Eurex Exchange’s interest rate derivatives segment achieved 50.4 million contracts (March 2013: 46.8 million). The Euro-Bund-Future reached 19.4 million contracts, the Euro-Bobl-Future 13.4 million contracts and the Euro-Schatz-Future 8.9 million contracts. All three Euro-BTP-Futures totalled 1.7 million contracts and the two Euro-OAT-Futures also 1.7 million contracts.
The segment dividend-based derivatives grew 82 percent year-on-year and achieved also a new monthly all-time high by exceeding the number of 1 million contracts for the first time. Volatility derivatives volume jumped to a total of 941,000 contracts, an increase of 27 percent y-o-y. Commodity derivatives reached around 108,000 contracts (+43 percent y-o-y).
The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 132.0 terawatt hours (TWh) in March 2014 (March 2013: 95.7 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 33.8 TWh (March 2013: 11.9 TWh). In March, a volume of 72.0 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 74.3 million tonnes of CO2 in March 2013.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded in all markets in March 2014 an average outstanding volume of 217.3 billion euros (March 2013: 215.3 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 150.1 billion euros (March 2013: 151.8 billion euros). The Euro Repo market grew by 32 percent and reached an average outstanding volume of 40.1 billion euros (March 2013: 30.4 billion euros).The Swiss Franc Repo market achieved 27.1 billion euros. |
|||||||||
|