Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eurex: New Monthly Record With 207 Million Contracts - More Than 200 Million Contracts In A Single Month For The First Time - Equity Index Derivatives Set New Record With 98 Million Contracts - ISE For The First Time With More Than 100 Million Contracts

Date 01/02/2008

The international derivatives exchange Eurex traded traded a total of more than 207 million contracts in January, up 57 percent year on year (Jan 07: 132 million). Approximately 9,4 million contracts per day were traded in January. Open interest totaled around 126 million contracts at the end of the month.

A new monthly record was set in the equity index segment in January with a total of 98 million contracts, the previous record was March 2007 with a total of 87 million contracts. In January 2007, the segment reached 44.5 million contracts. The new peak was mainly achieved through new records of futures and options on the DJ Euro STOXX 50® index and the option on DAX®: volume in the DJ Euro STOXX 50® futures was 41.4 million contracts, in the DJ Euro STOXX 50® option was 37.2 million contracts and 10.6 million contracts in the DAX® option. The segment equity derivatives (equity options and single stock futures) recorded 39.5 million contracts compared with 28 million contracts in Jan 07. Volumes of single stock futures nearly doubled y-o-y, totaling 6.6 million contracts.

The fixed-income derivatives segment grew 17 percent y-o-y to 69.8 million contracts (Jan 07: 59.7 million), The Euro-Bund-Future reached 28.4 million contracts, the Euro-Bobl-Future 16.7 million contracts and the Euro-Schatz-Future 17.2 million contracts.

The International Securities Exchange (ISE), a subsidiary of Eurex since December 2007, also set a new monthly record in January with a total of 102 million contracts, an increase of 82 percent y-o-y. This equals an average daily volume of 4.8 million contracts.

In January 2008, Eurex Repo, which operates CHF- and EUR repo markets, set several new records. Its money market segment Euro GC Pooling had a new daily record on 30 January with daily outstanding volume of €35.2 billion. Average outstanding volume also reached in January a new record with €26.9 billion, a plus of 171 percent y-o-y (Jan 07: €9.9 billion). All Eurex Repo markets set a new record with an average outstanding volume of €102.2 billion, an increase of 30 percent y-o-y.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of €9.3 billion (single counting) in January, in December 2007 the figure was €9.6 billion.