Average Daily Volume Of 9.1 Million Contracts At Eurex Group In September - Dividend Derivatives With New All-Time High In Monthly Traded Volume

In September 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 9.1 million contracts (September 2012: 10.2 million). Of those, 6.7 million were Eurex Exchange contracts (September 2012: 7.5 million), and 2.4 million contracts (September 2012: 2.7 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 140.4 million contracts were traded at Eurex Exchange and 48.1 million at ISE.

At Eurex Exchange, the equity index derivatives segment totaled 61.8 million contracts (September 2012: 68.9 million). The future on the EURO STOXX 50® Index recorded 28.1 million contracts. The options on this blue chip index totaled 20.3 million contracts. Futures on the DAX index recorded 2.4 million contracts while the DAX options reached another 3.6 million contracts. Similar to the same month last year, the Eurex KOSPI Product recorded 1.7 million contracts. Futures on the RDX Index set a new monthly record with around 113,000 contracts; the options totaled 113,000 contracts, its second best monthly volume.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 31.2 million contracts (September 2012: 32.6 million). Thereof, equity options totaled 18.9 million contracts and single stock futures equaled 12.3 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 45.8 million contracts (September 2012: 47.2 million). The Euro-Bund-Future reached 17.3 million contracts, the Euro-Bobl-Future 11.8 million contracts and the Euro-Schatz-Future 8.8 million contracts. The three Euro-BTP-Futures totaled around 1.1 million contracts, the two Euro-OAT-Futures recorded around 1.3 million contracts.

The Eurex Exchange segment dividend-based derivatives set a new monthly trading record with 989,000 contracts (an increase of 52 percent y-o-y). Volatility derivatives totaled 525,000 contracts, an increase of 8 percent y-o-y.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 177.9 terawatt hours (TWh) in September 2013 (September 2012: 67.7 TWh). This volume constitutes a new all-time high on the EEX Power Derivatives Market. Furthermore, a volume of 65,000 Guarantees of Origin has been traded on the EEX Derivatives Market. On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.5 TWh (September 2012: 4.5 TWh). In September, a volume of 108.3 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 18.6 million tonnes of CO2 in September 2012.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in September 2013 for all Eurex Repo markets an average outstanding volume of 227.3 billion euros (September 2012: 227.1 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 157.1 billion euros (September 2012: 155.8 billion euros). The Euro Repo Market reached an average outstanding volume of 39.6 billion euros in August, an increase of 30 percent y-o-y. The Swiss Franc Repo market reached 30.6 billion euros.