At the international derivatives markets of Eurex, an average daily volume of 10.4 million contracts was traded in October 2009.
Year-on-year, the figure was 14.3 million due to the turbulence of the financial crisis.
This year’s figure splits into 6.4 million contracts traded at Eurex (Oct 2008: 9.9 million) and 4.0 million contracts were traded at the International Securities Exchange (Oct 2008: 4.4 million).
In October, a total of 228.8 million contracts were traded on both exchanges, thereof Eurex with 141.6 million and ISE with 87.2 million, compared with 226.6 million contracts at Eurex and 102.0 million at ISE y-o-y.
At Eurex, the equity index derivatives segment recorded the highest turnover, totaling 67.4 million contracts (Oct 2008: 140.0 million). Thereof, 27.3 million contracts were traded in the Dow Jones Euro Stoxx 50 index future and 25.7 million contracts in the Dow Jones Euro Stoxx 50 index option. The Dax index future and option saw a combined volume of 12.5 million contracts.
Trading volume in equity derivatives (equity options and single stock futures) accounted for 29.9 million contracts compared with 34.1 million in October 2008. The segment dividend futures continued to grow and totaled more than 310,000 contracts.
The interest rate derivatives segment reached 44.0 million contracts (Oct 2008: 52.5 million). The Euro Bund Future totalled 17.4 million contracts, the Euro Bobl Future 9.7 million contracts and the Euro Schatz Future 11.1 million contracts. The new Euro BTP future – launched on 14 September – reached already more than 97,000 contracts.
Eurex Repo, which operates CHF- and EUR repo markets, recorded an average outstanding volume of EUR150.0bn (Oct 2008: EUR159.1bn).
The secured money market segment GC Pooling continued to grow with a rate of 47 per cent y-o-y, and average outstanding volume reached EUR75.4bn (Oct 2008: EUR51.2bn).
The whole EUR Repo segment grew by 26 per cent and totalled EUR103.0bn (Oct 2008: EUR81.6bn).
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR7.0bn (single counted) in October, compared with EUR8.1bn in October last year and EUR6.5bn in September 2009.