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A total of 134 million derivative contracts were traded on Eurex, the world's largest derivatives exchange, in September. This represents a 14 percent increase on the previous year (September 2005: 117 million contracts) and a 25 percent increase on the previous month (August 2006: 107 million contracts). The total number of contracts on Eurex to date in 2006 is 1.17 billion contracts, an increase of approximately 25 percent on the same period in 2005. Average daily trading volume at Eurex currently stands at 6.1 million contracts.
In September, the fixed-income derivatives segment was the most heavily traded segment at Eurex, with approximately 70 million traded contracts. The Euro-Bund Future remained the most heavily traded contract at Eurex with 30 million contracts traded, an increase of 6 percent year-on-year and 44 percent on the previous month. The Euro-Bobl Future was up 12 percent year-on-year with 15.7 million contracts traded and the Euro-Schatz Future was also up approximately 24 percent year-on-year with 16.4 million contracts traded. Options on the Euro-Schatz Future had a record month with 2.1 million traded contracts.
In the equity-based derivatives segment, a total of 64 million contracts were traded in September. Of these, 43.4 million contracts were based on equity index derivatives and 20.7 million contracts on equity derivatives (equity options and single stock futures). The most heavily traded equity derivative at Eurex in September was the Dow Jones EURO STOXX 50 index future, with approximately 20.9 million contracts traded. This marks an increase of almost 38 percent year-on-year.
Approximately €13.3 billion (single counting) was traded in September on the electronic trading platform Eurex Bonds, which rounds out Eurex's fixed-income product range. This represent an increase of 4 percent on the previous year (September 2005: €12.8 billion). Since the introduction of automatic processing of trading in the German inflation-linked bond on 11 September, a total of €475 million was traded in this product. Total volume traded in the bond from March was €1.58 billion.
