Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Average Daily Volume Of 9.0 Million Contracts At Eurex Group In February

Date 01/03/2013

In February 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 9.0 million contracts (Feb 2012: 8.7 million). Of those, 6.3 million were Eurex Exchange contracts (Feb 2012: 6.0 million), and 2.7 million contracts were traded at the U.S.-based International Securities Exchange (ISE) (Feb 2012: 2.7 million). In total, 177.6 million contracts were traded, thereof 126.1 million at Eurex Exchange and 51.5 million at the ISE.
 
Eurex Exchange recorded in its equity index segment, the largest product segment, 56.9 million contracts compared with 58.3 million contracts in February 2012. Futures on the EURO STOXX 50® Index stood at 22.8 million contracts while 22.2 million options on this index were traded. Futures on the DAX totaled 2.5 million contracts while the DAX options reached another 4.1 million contracts. The Eurex KOSPI product reached 1.7 million contracts.
 
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 21.8 million contracts (Feb 2012: 30.1 million). Thereof, equity options totaled 16.6 million contracts and single stock futures equaled 5.2 million contracts.

The interest rate derivatives segment of Eurex achieved 46.1 million contracts (Feb 2012: 36.5 million). The Euro-Bund-Future reached 17.7 million contracts, the Euro-Bobl-Future 10.8 million contracts and the Euro-Schatz-Future 8.7 million contracts. The three Euro-BTP-futures totaled 1.1 million contracts. Roughly 930,000 Euro-OAT-Futures were traded.

Turnover of volatility derivatives tripled year-on-year and recorded more than 750,000 contracts. The Eurex segment dividend-based derivatives totaled approximately 527,000 contracts.
 
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded 213.0 billion euros average outstanding volume in all repo markets (Feb 2012: 236.4 billion euros). The secured money market GC Pooling grew by 17 percent and recorded an average outstanding volume of 151.1 billion euros. The Euro Repo Market totaled an average outstanding volume of 29.2 billion euros (Feb 2012: 31.2 billion euros). The Swiss Franc Repo market reached 32.7 billion euros.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 112.4 Terawatthours (TWh) last month (February 2012: 93.9 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.0 TWh (February 2012: 8.9 TWh). In February, a volume of 66.3 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 7.3 million tonnes of CO2 in February 2012.
 
In February, the electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, recorded 9.3 billion euros (single counting), compared with 11.0 billion euros in February 2012.

Trading Volumes of Eurex Group