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In October 2015, the international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 7.8 million contracts (October 2014: 9.9 million). Of those, 5.3 million were Eurex Exchange contracts (October 2014: 6.6 million), and 2.5 million contracts (October 2014: 3.3 million) were traded at the New York based International Securities Exchange (ISE). The volume traded on the spot and derivatives power markets of the European Energy Exchange (EEX) amounted to 270.1 terawatt hours (October 2014: 154.4 TWh). Eurex Repo recorded in all markets in October 2015 an average outstanding volume of 144.6 billion euros.
Eurex Exchange
At Eurex Exchange, the equity index derivatives segment totaled 58.1 million contracts (October 2014: 86.4 million). The single largest contract was the future on the EURO STOXX 50® Index with 23.5 million contracts; and the options on this blue chip index totaled 23.5 million contracts. Futures on the DAX index recorded 2.3 million contracts while the DAX options reached another 2.9 million contracts. The Eurex KOSPI Product recorded 1.9 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached almost 21.0 million contracts (October 2014: 21.7 million). Thereof, equity options totaled 16.0 million contracts and single stock futures equaled 4.9 million contracts.
The interest rate derivatives segment totaled 36.2 million contracts (October 2014: 41.6 million). The Euro-Bund-Future reached 12.4 million contracts, the Euro-Bobl-Future 8.1 million contracts and the Euro-Schatz-Future 4.9 million contracts. The three Euro-BTP-Futures totaled around 2.4 million contracts. The two Euro-OAT-Futures recorded around 1.7 million contracts.
The Eurex Exchange segment dividend-based derivatives recorded 910,000 contracts. Volatility derivatives totaled 1.2 million contracts.
European Energy Exchange
The monthly volume on EEX’s power derivatives market, amounted to 270.1 terawatt hours (TWh) in October 2015 which is a new monthly record and an increase of 75 % compared to October 2014 (154.4 TWh). The total volume on the power spot and derivatives markets of EEX Group amounted to 317.4 TWh. This volume also includes the EPEX SPOT markets (incl. APX-Belpex) which have been fully consolidated into EEX as of the beginning of 2015.
On the natural gas spot and derivatives markets, the volume amounted to 110.2 TWh (October 2014: 66.3 TWh). In October, a volume of 68.6 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (October 2014: 41.5 million tonnes of CO2). In addition, 3,128 contracts were traded in EEX’s agricultural products. In freight, 39,800 contracts were traded in October (October 2014: 51,140 contracts) and 16.7 million tonnes were traded in iron ore (October 2014: 12.5 million tonnes).
Eurex Repo
Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded in all markets in October 2015 an average outstanding volume of 144.6 billion euros (October 2014: 200.5 billion euros). This negative development was mainly due to the QE policy of the European Central Bank. The secured money market GC Pooling recorded an average outstanding volume of 119.2 billion euros (October 2014: 161.5 billion euros). The Euro Repo market reached an average outstanding volume of 25.4 billion euros compared with 39.0 billion euros in October 2014.
