Digital Assets Report

Newsletter

Like this article?

Sign up to our free newsletter

Average daily trading volume down five per cent at Eurex and ISE in April

Related Topics

At the international derivatives markets of Eurex an average daily volume of 11.8 million contracts was traded in April, a decrease of five per cent from April 2008.

At the international derivatives markets of Eurex an average daily volume of 11.8 million contracts was traded in April, a decrease of five per cent from April 2008.

Of those, 7.6 million contracts were traded at Eurex (April 2008: 8.4 million) and 4.2 million contracts were traded at the International Securities Exchange (April 2008: 4.0 million).

In total, 240.0 million contracts were traded on both exchanges (Eurex: 152.2 million, ISE: 87.8 million) compared to April 2008 with 273.4 million contracts (Eurex: 184.6 million, ISE: 88.8 million).

At Eurex, the equity index derivatives were the largest segment turning over 60 million contracts (April 2008: 65.2 million). The future on the Dow Jones Euro Stoxx 50 was once again the most successful product with 26.2 million contracts. The option on this blue chip index saw another 22.0 million contracts.

The segment of equity-based derivatives achieved its third best monthly result with 58.6 million contracts (April 2008: 67.6 million). Of those, equity options totalled at 28.1 million contracts (April 2008: 35.8 million) and single stock futures recorded 30.5 million contracts (April 2008: 31.8 million).

Around 33.3 million contracts were traded in the fixed income derivatives segment (April 2008: 51.8 million). Roughly 12.6 million contracts were traded in the Euro-Bund-Future. Trading volume in the Euro-Schatz Future recorded 8.6 million contracts. The Euro-Bobl-Future reached 7.6 million contracts.

Eurex Repo, which operates CHF and EUR repo markets, again recorded growth figures. All repo markets gained 34 per cent with a daily average outstanding volume of EUR168.7bn (April 2008: EUR126.4bn). The secured money market segment GC Pooling rose by 120 per cent with a daily outstanding volume of EUR75.7bn (April 2008: EUR34.3bn).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed income product range, saw a volume of EUR 7.1bn (single counting) in April (April 2008: EUR7.4bn) and EUR7.8bn in March 2009.

Like this article? Sign up to our free newsletter

Most Popular

Further Reading

Featured