The international derivatives markets of Eurex Group recorded an average daily volume of 9.9 million contracts in October 2014, up from 7.9 million in October 2013.
Of those, 6.6 million were Eurex Exchange contracts (October 2013: 5.1 million), and 3.3 million contracts (October 2013: 2.8 million) were traded at the US-based International Securities Exchange (ISE). In total, 152.7 million contracts were traded at Eurex Exchange and 80.0 million at ISE.
At Eurex Exchange, the equity index derivatives segment totalled 86.4 million contracts (October 2013: 52.9 million). The future on the EURO STOXX 50 Index recorded 34.7 million contracts, the options on this blue chip index totalled 32.4 million contracts. Futures on the DAX index recorded 3.5 million contracts while the DAX options reached another 5.8 million contracts. The Eurex KOSPI Product totalled around 2.6 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 21.7 million contracts (October 2013: 25.9 million). Thereof, equity options totalled 17.7 million contracts and single stock futures equalled 4.0 million contracts.
Eurex Exchange’s interest rate derivatives segment totalled 41.6 million contracts (October 2013: 36.8 million). The Euro-Bund-Future reached 18.3 million contracts, the Euro-Bobl-Future 9.7 million contracts and the Euro-Schatz-Future 4.7 million contracts. The three Euro-BTP-Futures totalled around 2.4 million contracts, the two Euro-OAT-Futures recorded around 1.9 million contracts.
The Eurex Exchange segment dividend-based derivatives reached a new monthly volume record with 1.3 million contracts. Volatility derivatives also reached a new monthly high and doubled y-o-y, totalling 1.5 million contracts.
The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 154.4 terawatt hours (TWh) in October 2014 (October 2013: 145.6 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 31.6 TWh (October 2013: 10.2 TWh). In October, a volume of 41.5 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 86.6 million tonnes of CO2 in October 2013.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in October 2014 for all Eurex Repo markets an average outstanding volume of EUR202.7 billion (October 2013: EUR210.3 billion). The secured money market GC Pooling grew by 12 per cent and recorded an average outstanding volume of EUR161.5 billion (October 2013: EUR144.0 billion). The Euro Repo Market reached an average outstanding volume of EUR39.0 billion, an increase of three per cent y-o-y. The Swiss Franc Repo market reached EUR2.2 billion.
