At the international derivatives markets of Eurex, an average daily volume of 10.6 million contracts was traded in September, down from 15.2 million in September 2008.
Of those, 6.9 million contracts were traded at Eurex (September 2008: 10.4 million) and 3.7 million contracts were traded at the International Securities Exchange (September 2008: 4.8 million).
In September, a total of 230.8 million contracts were traded on both exchanges, Eurex with 152.5 million and ISE with 78.3 million, compared with 229.4 million contracts at Eurex and 101.5 million at ISE in September 2008.
The equity index derivatives segment recorded the highest turnover, totalling 74.1 million contracts (September 2008: 122.3 million). Of those, 31.9 million contracts were traded in the Dow Jones Euro Stoxx 50 index future and 26.4 million contracts in the Dow Jones Euro Stoxx 50 index option. The Dax index future and option saw a combined volume of 12.6 million contracts. Trading volume in equity derivatives (equity options and single stock futures) accounted for 28.4 million contracts compared with 34.5 million in September 2008.
The interest rate derivatives segment reached 49.6 million contracts (September 2008: 72.6 million). The Euro Bund Future totalled 19.4 million contracts and the Euro Bobl Future 11.7 million contracts. The Euro Schatz Future recorded its best monthly result in 2009 with 13.9 million contracts. The new Euro BTP future – launched on 14 September – reached more than 62,000 contracts.
Eurex Repo, which operates CHF and EUR repo markets, continued to grow year-on-year. The outstanding volumes increased by five per cent to an average outstanding volume of EUR149.5bn (September 2008: EUR142.1bn). Driving growth again was the secured money market segment GC Pooling with a growth rate of 57 per cent. Average outstanding volume reached EUR74.1bn (September 2008: EUR47.2bn). The whole EUR Repo segment grew by 33 per cent and totalled EUR100.8bn.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR6.5bn (single counted) in September, compared with EUR10.2bn in September last year and EUR6.4bn in August 2009.