Fri, 02/08/2013 - 10:19
The international derivatives markets of Eurex Group recorded an average daily volume of 6.8 million contracts in July, down from 8.1 million in July 2012.
Of those, 4.6 million were Eurex Exchange contracts (July 2012: 5.7 million), and 2.2 million contracts (July 2012: 2.3 million) were traded at the US-based International Securities Exchange (ISE). In total, 106.9 million contracts were traded at Eurex Exchange and 48.7 million at ISE.
At Eurex Exchange, the equity index derivatives segment totalled 44.8 million contracts (July 2012: 63.1 million). The decrease is mainly driven by the continuous low volatility of the European cash markets. The single largest contract was the future on the Euro Stoxx 50 Index with 18.2 million contracts. The options on this blue chip index totalled 15.6 million contracts. Futures on the DAX index recorded 2.1 million contracts while the DAX options reached another 3.3 million contracts. The Eurex KOSPI Product recorded 2.3 million contracts (July 2012: 1.8 million).
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 22.9 million contracts (July 2012: 28.8 million). Thereof, equity options totalled 14.8 million contracts and single stock futures equalled 8.1 million contracts.
Eurex Exchange’s interest rate derivatives segment grew by 15 per cent year-on-year and totalled 38.0 million contracts (July 2012: 33.2 million). The Euro-Bund-Future reached 13.8 million contracts, the Euro-Bobl-Future 9.4 million contracts and the Euro-Schatz-Future 7.2 million contracts. The Euro-BTP-Future grew by 43 per cent y-o-y and totalled around 650,000 contracts. The Euro-OAT-Future grew by 87 per cent and recorded around 806,000 contracts.
The Eurex Exchange segment dividend-based derivatives recorded 535,000 contracts. Volatility derivatives totalled 476,000 contracts, an increase of 40 per cent y-o-y.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in July 2013 for all Eurex Repo markets an average outstanding volume of EUR233.2bn (July 2012: EUR239.4bn). The secured money market GC Pooling recorded an average outstanding volume of EUR159.7bn, an increase of two per cent y-o-y (July 2012: EUR156.3bn). The Euro Repo Market reached an average outstanding volume of EUR41.1bn in July, an increase of five per cent y-o-y. The Swiss Franc Repo market reached EUR32.4bn.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 84.7 terawatt hours (TWh) in July 2013 (July 2012: 59.7 TWh). Furthermore, a volume of 30,000 Guarantees of Origin has been traded on the EEX Derivatives Market. On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 5.5 TWh (July 2012: 3.8 TWh). In July, a volume of 73.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 21.2 million tonnes of CO2 in July 2012.
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