At the international derivatives markets of Eurex, an average daily volume of 10.7 million contracts were traded in June, down from 13.3 million contracts in June 2008.
At the international derivatives markets of Eurex, an average daily volume of 10.7 million contracts were traded in June, down from 13.3 million contracts in June 2008.
Of those, 6.7 million contracts were traded at Eurex (June 2008: 9.4 million) and 3.9 million contracts were traded at the International Securities Exchange (June 2008: 3.9 million).
In June, a total of 232.5 million contracts were traded on both exchanges, including 146.5 million at Eurex and 86.0 million at ISE. This compares with 197.7 million contracts at Eurex and 81.4 million at ISE in June 2008.
At Eurex, the equity index derivatives segment totalled 71.1 million contracts, an increase of 26 per cent compared with May 2009 and a decrease of 17 per cent from June 2008.
Futures on the Dow Jones Euro Stoxx 50 reached 32.0 million contracts (June 2008: 38.0 million, May 2009: 23.2 million); the options recorded another 25.5 million contracts. Futures on the dividends of the Dow Jones Euro Stoxx 50, which were introduced one year ago, grew further and totaled roughly 194,000 contracts.
The segment of equity-based derivatives reached 30.2 million contracts (June 2008: 46.4 million). Equity options totaled at 23.2 million contracts and single stock futures recorded 7.1 million contracts.
Around 44.9 million contracts were traded in the interest rate derivatives segment compared with 65.1 in June 2008 and 34.5 million in May 2009. Approximately 16.7 million contracts were traded in the Euro-Bund-Future, 13.7 million contracts in the Euro-Schatz Future and 9.9 million contracts in the Euro-Bobl-Future.
Eurex Repo, which operates CHF and EUR repo markets, continued to grow in June. All outstanding volumes gained 24 per cent and totalled an average outstanding volume of EUR166.0bn (June 2008: EUR134.3bn). The secured money market segment GC Pooling had the highest growth rate (+93 per cent) year-on-year and average outstanding volume reached EUR76.9bn (June 2008: EUR39.9bn). On 24 June, GC Pooling saw a new record with daily outstanding volume of EUR101.4bn.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR12.1bn (single counting) in June. In May 2009, the figure was EUR6.2bn (+94 per cent) and EUR8.7bn in June 2008 (+38 per cent).
