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The international derivatives markets of Eurex closed out 2009 with a turnover of more than 2.65 billion contracts, compared with 3.17 billion in the record year 2008.

This year’s figure splits into 1.7 billion contracts traded at Eurex and 960 million contracts traded at the International Securities Exchange.

This corresponds to a daily average trading volume of 10.5 million contracts compared with 12.5 million y-o-y.

At Eurex, equity index derivatives were the largest segment in 2009 with a total volume of 798 million contracts (2008: one billion). Derivatives on the Dow Jones Euro Stoxx 50 index were the largest single product with 333 million futures and 300 million options.

The equity derivatives segment saw 421 million contracts (2008: 480 million). In 2009, the interest rate derivatives segment reached a total of 466 million contracts (2008: 658 million). The dividend derivatives product suite, launched in summer 2008, recorded the strongest growth and totalled 2.6 million contracts.

In December 2009, the Eurex derivatives markets reached an average daily volume of 8.85 million contracts, with 6.15 million contracts traded at Eurex (December 2008: 6.15 million) and 2.7 million contracts traded at the ISE (December 2008: 2.66 million). In December, a total of 179.2 million contracts were traded on both exchanges, thereof Eurex with 123.0 million (December 2008: 116.8 million) and ISE with 59.8 million contracts (December 2008: 58.6 million).

At Eurex, equity index derivatives recorded the highest turnover among all product segments in December 2009 with 54.5 million contracts (December 2008: 64.0 million). The top equity index derivative was the future on the Dow Jones Euro Stoxx 50 index with 26.0 million contracts; another 16.1 million options on this index were traded.

A total of 29.0 million contracts were traded in equity derivatives, compared with 21.2 million y-o-y. Within this segment, equity options traded 19.5 million contracts and single stock futures another 9.5 million contracts. A total of 39.2 million contracts were traded in the interest rate derivatives segment in December 2009, an increase of 25.5 per cent compared to the same period last year (December 2008: 31.2 million).

Eurex Repo, which operates CHF and EUR repo markets, continued to grow in 2009. All Eurex Repo markets grew by 16 per cent and reached average outstanding volume of EUR152.5bn. The secured money market segment, GC Pooling, had a new record with average outstanding volume of EUR73.0bn. In December 2009, the Eurex Repo markets totaled an average outstanding volume of EUR146.8bn, thereof GC Pooling with the new record figure of EUR84.3bn (December 2008: EUR57.8bn).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded volume of EUR5.2bn (single counting) in December 2009; in December 2008 it was EUR4.9bn. In 2009, Eurex Bonds traded a total volume of EUR87.3bn (single counted), compared with EUR97.4bn in 2008.

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