Thu, 03/05/2012 - 16:00
In April 2012, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.9 million contracts (April 2011: 10.5 million).
Of those, 8.3 million were Eurex Exchange contracts (April 2011: 7.6 million), and 2.6 million contracts (April 2011: 2.9 million) were traded at the US-based International Securities Exchange (ISE). In total, 156.9 million contracts were traded at Eurex Exchange and 52.0 million at ISE. This makes April the best month in terms of trading volumes in 2012.
Eurex Exchange traded 64.6 million equity index derivatives contracts (April 2011: 49.9 million). The single largest contract was the future on the EURO STOXX 50® Index with 26.1 million contracts. The option on this blue chip index totalled 25.1 million contracts. Futures on the DAX index recorded 3.0 million contracts while the DAX options reached another 4.2 million contracts. The Eurex KOSPI Product recorded 3.0 million contracts, an ADV of 157,000 contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 57.2 million contracts (April 2011: 54.3 million). Thereof, equity options totalled 18.6 million contracts and single stock futures equaled 38.6 million contracts (+11 per cent y-o-y).
Eurex Exchange’s interest rate derivatives segment achieved 34.4 million contracts (April 2011: 40.4 million). The Euro-Bund-Future reached 13.8 million contracts, the Euro-Bobl-Future 7.6 million contracts and the Euro-Schatz-Future 6.8 million contracts. The Euro-BTP-Future increased and totalled around 288,000 contracts and the Short Term Euro-BTP-Future approximately 50,000 contracts. The Euro-OAT-Future – launched in mid April – totalled more than 129,000 contracts in just two weeks.
The Eurex segment dividend-based derivatives totalled more than 426,000 contracts, growing 51 per cent y-o-y. Volatility derivatives grew by 36 per cent y-o-y and totalled 257,000 contracts.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 48.7 Terawatthours (TWh) in April 2012 (April 2011: 88.4 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 5.2 TWh (April 2011: 1.8 TWh). In April, a volume of 8.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 6.5 million tonnes of CO2 in April 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported for all Eurex Repo markets an average outstanding volume of EUR235.6 billion (April 2011: EUR275.5 billion). The secured money market GC Pooling recorded an average outstanding volume of EUR131.5 billion, an increase of 52 per cent y-o-y (April 2011: EUR86.5 billion). The Euro Repo Market reached an average outstanding volume of EUR166.2 billion in April, an increase of 42 per cent y-o-y. The Swiss Franc Repo market reached 69.4 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded EUR10.0 billion (single counting) in April, an increase of 12 per cent compared to EUR8.95 billion in April 2011. In March 2012, volume was EUR11.8 billion.
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