Average daily volume of 10.6 million contracts at Eurex and ISE in February

Average daily volume of 10.6 million contracts at Eurex and ISE in February

In February 2010 the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.6 million contracts, compared with 10.7 million contracts in February 2009.

Of those, 7.45 million were Eurex contracts (+ eight per cent) and 3.15 million contracts were traded at the US-based International Securities Exchange.

In total, 149.0 million contracts were traded at Eurex and 59.8 million at the ISE.

In its largest product segment – equity index derivatives – Eurex recorded a small increase and achieved 67.1 million contracts (36.3 million index futures and 30.8 million index options), compared with 66.5 million contracts the year before.

Futures on the Euro Stoxx 50 Index stood at 31.3 million contracts and 22.9 million on the options of this index.

The equity derivatives (equity options and single stock futures) segment at Eurex recorded 32.7 million contracts (Feb 2009: 34.8 million). Thereof, equity options totalled 28.0 million contracts and single stock futures another 4.7 million contracts. Dividend-based derivatives continued to grow significantly with more than double the year-on-year volumes, approximately 467,000 contracts were traded.

The interest rate derivatives segment increased by more than one-third year-on-year and achieved 48.7 million contracts (Feb 2009: 35.7 million). The Euro Bund Future reached 19.3 million contracts, the Euro Bobl Future 10.7 million contracts and the Euro Schatz Future 12.6 million contracts. The Euro BTP future – launched in September 2009 – totalled a new record with more than 146,000 contracts.

In February, Eurex Repo, which operates CHF and EUR repo markets, reported continued growth in its segments. The secured money market segment GC Pooling recorded an average outstanding volume of EUR79.8bn, an increase of 26 per cent year-on-year. The EUR Repo Market reached an average outstanding volume of EUR100.0bn, an increase of 20 per cent year-on-year. All Eurex Repo markets grew by five percent and achieved EUR179.0bn.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded EUR8.6bn (single counting) in February, compared to EUR4.6bn in February 2009. In January 2010, volume was EUR7.7bn.

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