Average Daily Volume of 7.2 Million Contracts at Eurex Group in August

September 04, 2012 /

In August 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 7.2 million contracts (August 2011: 13.2 million). Of those, 5.1 million were Eurex Exchange contracts (August 2011: 9.1 million), and 2.1 million contracts (August 2011: 4.1 million) were traded at the U.S.-based International Securities Exchange (ISE).

August 2011 saw very high volumes due to turbulences in the euro zone. In total, 117.2 million contracts were traded at Eurex Exchange and 49.1 million at ISE.

At Eurex Exchange, the equity index derivatives segment totaled 56.8 million contracts (August 2011: 123.5 million). The single largest contract was the future on the EURO STOXX 50® Index with 21.0 million contracts. The option on this blue chip index totaled 24.2 million contracts. Futures on the DAX index recorded 2.6 million contracts while the DAX options reached another 4.1 million contracts. The Eurex KOSPI Product recorded 1.8 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 23.4 million contracts (August 2011: 30.9 million). Thereof, equity options totaled 15.1 million contracts and single stock futures equaled 8.3 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 36.2 million contracts (August 2011: 54.4 million). The Euro-Bund-Future reached 13.9 million contracts, the Euro-Bobl-Future 8.0 million contracts and the Euro-Schatz-Future 6.6 million contracts. The three Euro-BTP-Futures totaled 463,000 contracts. The Euro-OAT-Future – launched in mid April – recorded a new monthly record with around 448,000 contracts.

The Eurex segment dividend-based derivatives recorded around 424,000 contracts. Volatility derivatives totaled 378,000 contracts, an increase of 31 percent y-o-y.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 78.5 Terawatthours (TWh) in August 2012 (August 2011: 94.3 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.4 TWh (August 2011: 6.3 TWh). In August, a volume of 16.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 7.0 million tonnes of CO2 in August 2011.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in August 2012 for all Eurex Repo markets an average outstanding volume of 228.1 billion euros (August 2011: 251.9 billion euros).

The secured money market GC Pooling recorded an average outstanding volume of 155.9 billion euros, an increase of 17 percent y-o-y (August 2011: 133.4 billion euros). The Euro Repo Market reached an average outstanding volume of 30.2 billion euros (August 2011: 30.7 billion euros). The Swiss Franc Repo market reached 42.0 billion euros.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 7.55 billion euros (single counting) in August compared to 9.05 billion euros in August 2011. In July 2012, volume was 8.8 billion euros.


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