In July 2012 the international derivatives markets of Eurex Group recorded an average daily volume of 8.1 million contracts, down from 10.1 million in July 2011.
Of those, 5.8 million were Eurex Exchange contracts (July 2011: 7.2 million), and 2.3 million contracts (July 2011: 2.9 million) were traded at the US-based International Securities Exchange (ISE).
In total, 127.6 million contracts were traded at Eurex Exchange and 48.1 million at ISE.
At Eurex Exchange, the equity index derivatives segment totalled 63.8 million contracts (July 2011: 72.5 million). The single largest contract was the future on the Euro Stoxx 50 Index with 25.8 million contracts. The option on this blue chip index totalled 25.3 million contracts.
Futures on the DAX index recorded 3.1 million contracts while the DAX options reached another 4.6 million contracts. The Eurex Kospi Product recorded 1.8 million contracts (July 2011: 1.7 million). Options on the RDX index achieved around 100,000 contracts for the first time.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange grew by 23 per cent year-on-year (y-o-y) and reached 29.5 million contracts (July 2011: 24.0 million). Thereof, equity options totalled 17.9 million contracts (July 2011: 18.9 million) and single stock futures equalled 11.6 million contracts (July 2011: 5.1 million).
Eurex Exchange’s interest rate derivatives segment totalled 33.2 million contracts (July 2011: 54.9 million). The Euro-Bund-Future reached 13.0 million contracts, the Euro-Bobl-Future 7.6 million contracts and the Euro-Schatz-Future 5.7 million contracts. The Euro-BTP-Future grew by 81 per cent y-o-y and totalled around 474,000 contracts; and the Short Term Euro-BTP-Future reached approximately 86,000 contracts. The Euro-OAT-Future – launched in mid April – recorded a new monthly record with around 431,000 contracts.
The Eurex segment dividend-based derivatives recorded more than 651,000 contracts, an increase of 97 percent y-o-y. Volatility derivatives totalled 341,000 contracts, an increase of 68 percent y-o-y.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 59.7 Terawatthours (TWh) in July 2012 (July 2011: 72.9 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 3.8 TWh (July 2011: 2.6 TWh). In July, a volume of 21.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 6.4 million tonnes of CO2 in July 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in July 2012 for all Eurex Repo markets an average outstanding volume of EUR239.4bn (July 2011: EUR292.9bn). The secured money market GC Pooling recorded an average outstanding volume of EUR156.3bn, an increase of 48 percent y-o-y (July 2011: EUR105.4bn). The Euro Repo Market reached an average outstanding volume of EUR195.3bn in July, an increase of 46 per cent y-o-y. The Swiss Franc Repo market reached EUR44.1bn.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed income product range, traded EUR8.8bn (single counting) in July compared to EUR9.1bn in July 2011. In June 2012, volume was EUR9.4bn.