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Average daily volume of ten million contracts at Eurex and ISE

Average daily volume of ten million contracts at Eurex and ISE

In March 2010 the international derivatives exchanges of Eurex Group recorded an average daily volume of ten million contracts, a decline of 17 percent from March 2009.

Of those, 7.1 million were Eurex contracts and 2.96 million contracts were traded at the US-based International Securities Exchange.

In total, 163.7 million contracts were traded at Eurex (March 2009: 172.3) and 68.1 million at the ISE (March 2009: 96.7).

The equity index derivatives product segment recorded 69.5 million contracts (38.5 million index futures and 31 million index options), down from 92.5 million contracts the year before.

Futures on the Euro Stoxx 50 Index stood at 31.9 million contracts while options on the index stood at 23.1 million.

The equity derivatives (equity options and single-stock futures) segment at Eurex recorded 36.4 million contracts (March 2009: 33.7 million) and marked an increase of eight percent. Thereof, equity options totalled 29 million contracts and single-stock futures another 7.4 million contracts.

Dividend-based derivatives continued to grow significantly: The number of traded contracts was up by 134 per cent and stood at 355.000 contracts.

The interest rate derivatives segment increased by 25 percent year-on-year, achieving 57.2 million contracts (March 2009: 45.7 million). The Euro Bund Future reached 21.3 million contracts, the Euro Bobl Future 14.8 million contracts and the Euro Schatz Future 15.9 million contracts.

The Eurex Repo markets declined by eight percent in March 2010 to EUR174bn in outstanding volume. The secured money market segment, GC Pooling, recorded an average outstanding volume of EUR80.5bn, an increase of four per cent y-o-y. The EUR Repo market reached an average outstanding volume of EUR102.1bn, an increase of two percent y-o-y. The CHF Repo market decreased by 19 per cent compared to March 2009.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed income product range, traded EUR13.3bn (single counting) in March, compared to EUR7.8bn in March 2009 (+71 percent). In February 2010, volume was EUR8.5bn.

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