The international derivatives markets of Eurex Group recorded an average daily volume of 7.2 million contracts in August 2012, down from 13.2 million in August 2011.
Of those, 5.1 million were Eurex Exchange contracts (August 2011: 9.1 million), and 2.1 million contracts (August 2011: 4.1 million) were traded at the US-based International Securities Exchange (ISE).
August 2011 saw very high volumes due to turbulences in the eurozone. In total, 117.2 million contracts were traded at Eurex Exchange and 49.1 million at ISE.
At Eurex Exchange, the equity index derivatives segment totalled 56.8 million contracts (August 2011: 123.5 million). The single largest contract was the future on the Euro Stoxx 50 Index with 21.0 million contracts. The option on this blue chip index totalled 24.2 million contracts. Futures on the DAX index recorded 2.6 million contracts while the DAX options reached another 4.1 million contracts. The Eurex KOSPI Product recorded 1.8 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 23.4 million contracts (August 2011: 30.9 million). Thereof, equity options totalled 15.1 million contracts and single stock futures equalled 8.3 million contracts.
Eurex Exchange’s interest rate derivatives segment totalled 36.2 million contracts (August 2011: 54.4 million). The Euro-Bund-Future reached 13.9 million contracts, the Euro-Bobl-Future 8.0 million contracts and the Euro-Schatz-Future 6.6 million contracts. The three Euro-BTP-Futures totalled 463,000 contracts. The Euro-OAT-Future – launched in mid April – recorded a new monthly record with around 448,000 contracts.
The Eurex segment dividend-based derivatives recorded around 424,000 contracts. Volatility derivatives totalled 378,000 contracts, an increase of 31 per cent y-o-y.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 78.5 Terawatthours (TWh) in August 2012 (August 2011: 94.3 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 8.4 TWh (August 2011: 6.3 TWh). In August, a volume of 16.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 7.0 million tonnes of CO2 in August 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in August 2012 for all Eurex Repo markets an average outstanding volume of EUR228.1bn (August 2011: EUR251.9bn). The secured money market GC Pooling recorded an average outstanding volume of EUR155.9bn, an increase of 17 per cent y-o-y (August 2011: EUR133.4bn). The Euro Repo Market reached an average outstanding volume of EUR30.2bn (August 2011: EUR30.7bn). The Swiss Franc Repo market reached EUR42bn.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed income product range, traded EUR7.55bn (single counting) in August compared to EUR9.05bn in August 2011. In July 2012, volume was EUR8.8bn.