Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Average Daily Volume Of 9.8 Million Contracts At Eurex Group In April

Date 02/05/2013

In April 2013, the international derivatives exchanges of Eurex Group recorded an average daily volume of 9.8 million contracts (April 2012: 10.9 million). Of those, 7.1 million were Eurex Exchange contracts (April 2012: 8.3 million), and 2.7 million contracts (April 2012: 2.6 million) were traded at the U.S.-based International Securities Exchange (ISE).

In its largest segment – equity index derivatives – Eurex Exchange achieved 54.3 million contracts (April 2012: 64.6 million). Futures on the EURO STOXX 50® Index stood at 22.2 million contracts and 19.7 million on the index options. Futures on the DAX index totaled 2.7 million contracts while the DAX options reached another 3.9 million contracts. The Eurex KOSPI Product recorded approximately 1.6 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 56.6 million contracts (April 2012: 57.2 million). Thereof, equity options totaled 19.4 million contracts and single stock futures equaled another 37.2 million contracts.

Eurex Exchange’s interest rate derivatives segment achieved 35.9 million contracts (April 2012: 34.4 million). The Euro-Bund-Future reached 14.8 million contracts, the Euro-Bobl-Future 8.9 million contracts and the Euro-Schatz-Future 5.6 million contracts. All Euro-BTP-Futures totaled 790,000 contracts and all Euro-OAT-Futures 1.0 million contracts.

The segment dividend-based derivatives grew sligthly year-on-year (y-o-y) and recorded around 491,000 contracts (April 2012: 429,000). Volatility derivatives volume jumped to a total of 556,000 contracts, an increase of 116 percent y-o-y.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 90.4 terawatt hours (TWh) in April 2013 (April 2012: 48.7 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.4 TWh (April 2012: 5.2 TWh). In April, a volume of 71.1 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 8.9 million tonnes of CO2 in April 2012.

Eurex Repo, which operates Swiss Franc, Euro repo and GC Pooling markets, recorded in all markets in April 2013 an average outstanding volume of 224.5 billion euros (April 2012: 235.6 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 154.8 billion euros, an increase of 18 percent year-on-year (April 2012: 131.5 billion euros). The Euro Repo Market reached an average outstanding volume of 35.3 billion euros (April 2012: 34.7 billion euros). The Swiss Franc Repo market achieved 34.4 billion euros.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 9.0 billion euros (single counting) in April (April 2012: 9.9 billion euros). In March 2013, volume was 12.7 billion euros.

 
 
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