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Average daily volume of 12.2 million contracts at Eurex and ISE in March

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An average daily volume of 12.2 million contracts was traded at the international derivatives markets of Eurex in March, down from 13.8 million in March 2008.

An average daily volume of 12.2 million contracts was traded at the international derivatives markets of Eurex in March, down from 13.8 million in March 2008.

Of those, 7.8 million contracts were traded at Eurex and 4.4 million contracts were traded at the International Securities Exchange. In total, 269.1 million contracts were traded on both exchanges, compared with 209.7 million the previous month.

In the first quarter 2009, daily average volume of both markets was 11.2 million contracts compared with 13.4 million in Q1 2008. In Q1 2009, a total of 686.8 million contracts were traded at the Eurex markets.

At Eurex, the equity index derivatives segment grew by almost ten per cent and totalled 92.6 million contracts (March 2008: 84.5 million). Futures on the Dow Jones Euro Stoxx 50 reached its third-best monthly volume with 43.5 million contracts compared to 40.5 million contracts in March 2008. The option on this blue chip index saw another 32.8 million contracts.

The segment of equity-based derivatives (equity options and single stock futures) increased 17 per cent to 33.7 million contracts, compared to 28.8 million last year. Thereof, equity options totalled at 27.8 million contracts and single stock futures recorded 5.9 million contracts.

Around 45.9 million contracts were traded in the fixed income derivatives segment (March 2008: 69.5 million). Approximately 18 million contracts were traded in the Euro-Bund-Future. Trading volume in the Euro-Schatz Future recorded 11.5 million contracts. The Euro-Bobl-Future reached 10.4 million contracts.

Total US options traded at ISE grew by 14 per cent and reached a monthly volume of 96.8 million contracts compared with 84.9 million contracts in the same year-ago period.

Eurex Repo, which operates CHF and EUR repo markets, set several new records. Its secured money market segment GC Pooling had a new daily record on 25 March with daily outstanding volume of EUR86.7bn. Average outstanding volume in the EUR Repo market also reached a new record with EUR85.3bn in the first quarter, a plus of 46 per cent year on year (Q1 2008: EUR58.6bn).

All Eurex Repo markets increased by 31 per cent with an average outstanding volume of EUR144.5bn in the first quarter (EUR110.7bn in Q1 2008).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR7.8bn (single counting) in March. In March 2008, the figure was EUR8.4bn, and in February 2009 volume was EUR4.6bn.

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