Average Daily Volume Of 7.6 Million Contracts At Eurex Group In October

In October 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 7.6 million contracts (October 2011: 10.7 million). Of those, 5.3 million were Eurex Exchange contracts (October 2011: 7.3 million), and 2.4 million contracts (October 2011: 3.4 million) were traded at the U.S.-based International Securities Exchange (ISE).

At Eurex Exchange, the equity index derivatives segment totaled 54.0 million contracts (October 2011: 82.3 million). The single largest contract was the future on the EURO STOXX 50 Index with 22.0 million contracts. The option on this blue chip index totaled 20.8 million contracts. Futures on the DAX index recorded 2.7 million contracts while the DAX options reached another 3.6 million contracts. The Eurex KOSPI Product recorded 2.0 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 28.1 million contracts (October 2011: 24.7 million). Thereof, equity options totaled 18.1 million contracts and single stock futures equaled 10.0 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 38.1 million contracts (October 2011: 46.0 million). The Euro-Bund-Future reached 15.2 million contracts, the Euro-Bobl-Future 8,7 million contracts and the Euro-Schatz-Future 6.3 million contracts. The three Euro-BTP-Futures totaled 452,000 contracts. The Euro-OAT-Future – launched in mid April – recorded more than 559,000 contracts.

The Eurex segment dividend-based derivatives recorded around 690,000 contracts. Volatility derivatives totaled 635,000 contracts, an increase of 145 percent y-o-y.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 66.6 Terawatthours (TWh) in October 2012 (October 2011: 74.0 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.7 TWh (October 2011: 4.4 TWh). In October, a volume of 19.2 million tonnes of CO₂ was traded on the Spot and Derivatives Market for Emission Allowances compared with 7.2 million tonnes of CO₂ in October 2011.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in October 2012 for all Eurex Repo markets an average outstanding volume of 235.2 billion euros (October 2011: 266.2 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 162.9 billion euros, an increase of 8 percent y-o-y (October 2011: 150.2 billion euros). The Euro Repo Market reached an average outstanding volume of 34.6 billion euros (October 2011: 33.2 billion euros). The Swiss Franc Repo market reached 45.3 billion CHF.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 8.8 billion euros (single counting) in October compared to 8.62 billion euros in October 2011, an increase by 2 percent. In September 2012, volume was 12.82 billion euros.