Wed, 05/02/2014 - 09:07
In January 2014 the international derivatives markets of Eurex Group recorded an average daily volume of 8.5 million contracts, down from 8.6 million contracts in January 2013.
Of those, 5.5 million were Eurex Exchange contracts (January 2013: 5.9 million), and 3.0 million contracts (January 2013: 2.7 million) were traded at the US-based International Securities Exchange (ISE).
In total, 121.6 million contracts were traded at Eurex Exchange and 62.6 million at ISE.
At Eurex Exchange, the equity index derivatives segment totalled 58.4 million contracts compared with 47.9 million in January 2013. The future on the Euro Stoxx 50 Index recorded 21.1 million contracts. The options on this blue chip index totalled 24.9 million contracts. DAX Index Futures recorded 2.4 million contracts while the DAX options reached another 3.4 million contracts. The Eurex KOSPI Product grew by 24 per cent year-on-year and recorded 1.9 million contracts. Options on the RDX USD Index reached a new monthly all-time high with around 138,000 contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 23.5 million contracts (January 2013: 29.3 million). Thereof, equity options totalled 18.6 million contracts and single stock futures equalled 4.9 million contracts.
Eurex Exchange’s interest rate derivatives segment totalled 38.0 million contracts (January 2013: 51.0 million). The Euro-Bund-Future reached 14.2 million contracts, the Euro-Bobl-Future 9.3 million contracts and the Euro-Schatz-Future 6.5 million contracts. The two Euro-OAT-Futures recorded around 1.1 million contracts; the three Euro-BTP-Futures totalled around 1.2 million contracts.
The Eurex Exchange segment dividend-based grew by 26 per cent y-o-y and totalled 948,000 contracts. Volatility derivatives totalled 606,000 contracts.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in January 2014 for all Eurex Repo markets an increase of six per cent, the average outstanding volume totalled EUR205.2bn (January 2013: EUR193.4bn). The secured money market GC Pooling recorded an average outstanding volume of EUR140.2bn (January 2013: EUR134.3bn). The Euro Repo Market reached an average outstanding volume of EUR37.6bn (January 2013: EUR26.3bn). The Swiss Franc Repo market reached EUR27.4bn.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 116.2 terawatt hours (TWh) in January 2014 (January 2013: 125.2 TWh). Furthermore, a volume of 50,000 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 28.1 TWh (January 2013: 9.9 TWh). In January, a volume of 74.7 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 55.0 million tonnes of CO2 in January 2013.
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Thu, 25 Dec 2014 00:00:00 GMTVolatility Quant – Equity Derivatives – US Hedge Fund
Thu, 25 Dec 2014 00:00:00 GMTGroup Operational Risk Management, Vice President | Investment Banking
Thu, 25 Dec 2014 00:00:00 GMT