Eurex trading reaches 156 million contracts in May

The international derivatives exchange Eurex has reported that trading volumes last month totalled 156 million contracts, down from 174 million in the same month of 2006, but total trading volumes for the first five months of this year reached 774 million contracts, a 15 percent year-on-year increase.

Average daily trading volume at Eurex in May was 7.4 million contracts. Open interest, an indicator for future growth, increased to 126 million contracts last month.

With 58 million contracts, the fixed income derivatives segment was the strongest segment at the exchange, although its volume was down from 72 million contracts in May 2006. However, the monthly volume was up by 18 per cent compared with April 2007.

The Euro-Bund Future remained the most heavily traded product at Eurex with 26 million contracts, while 13 million contracts were traded in the Euro-Bobl future and about the same number in the Euro-Schatz future.

The volume of equity index derivative contracts traded in May showed a slight decline from the same month the previous year, from 53 million to 52 million. The future on the Dow Jones Euro Stoxx 50 accounted for 20 million contracts and options on the Euro Stoxx 50 for 19 million.

So far this year the total number of equity index futures and options traded totals 279 million contracts, a year-on-year increase of 50 percent. Open interest grew especially in the top-selling index options, for example setting new records in Dow Jones Euro Stoxx 50 options with 35 million contracts and in DAX options with 10 million.

Equity derivatives totalled 46 million contracts, down from 49 million in May 2006, but volumes amounted to 184 million contracts for the first five months of the year, an increase of 17 percent. Single stock futures grew by 30 percent to 32 million contracts.

Approximately EUR12.9bn (single counting) was traded in May on the electronic trading platform Eurex Bonds, which rounds out Eurex's fixed-income product range. This represents an increase of eight percent from EUR12bn in May last year and of 40 percent from the previous month's figure of EUR9.2bn.

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