Market

Average daily volume of 9.2 million contracts at Eurex and ISE in October

At the derivatives markets of Eurex, an average daily volume of 9.2 million contracts was traded in October, down from 10.4 million in October 2009.

Thereof, 6.3 million contracts were traded at Eurex (October 2009: 6.4 million) and 2.9 million contracts were traded at the International Securities Exchange (October 2009: 4.0 million).

In total, 193.7 million contracts were traded on both exchanges (October 2009: 228.8 million); thereof, 132.0 million contracts at Eurex and 61.7 million contracts at ISE.

At Eurex, the equity index derivatives segment was the most active segment, totaling 57.7 million contracts (October 2009: 67.4 million). Futures on the Euro Stoxx 50 reached 24.6 million contracts and options on this index recorded another 22.5 million contracts. The futures on the DAX index reached a turnover of 2.9 million contracts, the DAX option recorded another 5.7 million contracts.

The Eurex segment of equity-based derivatives (equity options and single stock futures) recorded 28.0 million contracts (October 2009: 29.9 million). Thereof, equity options totaled 24.2 million contracts, single stock futures 3.8 million contracts.

Eurex’s interest rate derivatives segment grew by four per cent and reached 45.7 million contracts, compared with 44.0 million in October 2009.

Approximately 18.7 million contracts were traded in the Euro-Bund-Future, 10.0 million contracts in the Euro-Bobl-Future, 10.4 million contracts in the Euro-Schatz Future and around 78,400 contracts in the Euro-BTP-Future. The Short Term Euro-BTP-Future recorded more than 21,000 contracts.

Dividend derivatives traded roughly 383,500 contracts, an increase of more than 23 per cent year-on-year. Commodities derivatives totaled at 68,000 contracts, compared with almost 52,000 in October 2009. Volatility derivatives totaled at more than 67,000 contracts.

Eurex Repo, which operates CHF repo, EUR repo and GC Pooling markets, grew by 26 per cent year-on-year and all markets combined reached an outstanding volume of EUR248.5bn (October 2009: EUR196.5bn). The secured money market GC Pooling grew by 23 per cent, totaling an average outstanding volume of EUR93.0bn (October 2009: EUR75.4bn).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw volume of EUR6.2bn (single counting) in October. The volume was EUR7.0bn in October 2009.

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