Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eurex: Extended Trading Hours Again A Success In Roll Month June - Second Roll Of 2019 During The Extended Trading Hours Another Success

Date 28/06/2019

Once again, we experienced high trading activities and achieved another weekly volume record. This performance is a proof of our commitment to provide our customers with the best price quality and market depth during Asian trading hours. The figures in detail:

Key figures Fixed Income roll (30 May – 5 June)

  • Over 160 members traded during the roll, about two thirds of all members were active during Asian hours
  • Largest portion of trading was in the second hour after the opening (30 percent)
  • Average daily volume (ADV) of 73,172 traded contracts with a total of 365,000 traded contracts (single counted), highest weekly volume since the launch of the trading hours extension
  • Volume during June roll increased by 72 percent compared to March roll (4 – 8 March) 
  • High trading volume on Euro-Bund Futures (61 percent) during Asian trading hours, followed by Euro-Bobl Futures (20 percent) and Euro-Schatz Futures (15 percent) 

Hourly trading distribution (traded contracts in thousands)

Key figures Equity Index roll (17 June – 21 June)

  • Distribution of trading activities was relatively even during Asian trading hours
  • ADV of 35,000 traded contracts is comparable to the previous Equity Index derivatives roll
  • High trading volume on EURO STOXX 50 Futures (83%)

Hourly trading distribution (traded contracts in thousands) 

Further information