Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eurex Trading Volumes Rose By 52 Percent To 162 Million Contracts In July - Equity Index Derivatives Grew By 66 Percent And Reached 62.5 Million Contracts

Date 01/08/2007

Trading volume at the international derivatives exchange Eurex reached 162.4 million contracts, a rise of 52 percent year on year (July 2006: 107 million). The daily average trading volume was 7.4 million compared with 5.1 million a year ago. Drivers of growth were the segments equity index and fixed income derivatives. The first seven months of this year saw a volume of 1.13 billion contracts, an increase of 22 percent over the same period last year.

Equity index derivatives saw the strongest growth, the segment reached 62.5 million contracts, an increase of 66 percent compared with 37.5 million contracts in July 2006. Thereof, 27.2 million contracts were traded of the Dow Jones Euro STOXX 50® index future (July 2006: 16.3 million) and another 19.8 million contracts in the Dow Jones Euro STOXX 50 index option. DAX® options and futures recorded a combined volume of more than 13 million contracts.

Contract turnover in the fixed income segment in July was up 45 percent to 73 million (July 2006: 50.3 million). The Euro Bund future saw a volume of 33 million contracts (July 2006: 21.7 million). 15 million contracts were traded in the Euro Bobl futures (+ 34 percent), 15.6 million contracts in the Euro Schatz future (+ 47 percent). Options on the Euro Bund future and Euro Bobl future set a new record with 5.5 million respective 2.5 million contracts. The previous record stood at 5.4 million in June 2007 (Bund) and 2.1 million in July 2006 (Bobl).

Trading volume in equity derivatives (equity options and single stock futures) accounted for 26.7 million contracts (July 2006: 19.2 million). The most heavily traded equity option was Allianz with 2.9 million contracts. The most heavily traded single stock future was on Banco Bilbao with 736,600 contracts.

Approximately €12.12 billion (single counting) was traded in July on the electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range (June 2007: €17 billion; July 2006: €14.94 billion).