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Average daily volume of 12.7 million contracts at Eurex and ISE in April

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At the derivatives markets of Eurex an average daily volume of 12.7 million contracts was traded in April compared with 11.8 million in April 2009 – an increase of eight per cent.

Thereof, 9.4 million contracts were traded at Eurex (April 2009: 7.6 million), reflecting a 24 per cent increase year-over-year, while 3.3 million contracts were traded at the ISE (April 2009: 4.2 million).

In total, nearly 257 million contracts were traded on both exchanges (Eurex: 187.6 million, ISE: 69.2 million), compared to April 2009 with approximately 240 million contracts.

At Eurex, the equity index derivatives segment totalled at 58.1 million contracts (April 2009: 60.0 million). The future on the Euro Stoxx 50 was once again the most successful product with 26.6 million contracts. The option on this blue chip index saw another 20.4 million contracts. Launched on 22 March, the V Stoxx option recorded in its first full trading month at 145,000 contracts with an open interest of almost 110,000 contracts.

Equity-based derivatives were the largest segment this month with 80.2 million contracts (April 2009: 58.6 million). Thereof, equity options totalled at 28.5 million contracts (April 2009: 28.1 million). Single stock futures contributed mostly to the growth with a new monthly record of 51.6 million contracts (April 2009: 30.5 million).

Eurex’s interest rate derivatives segment grew by 46 per cent y-o-y with 48.8 million contracts (April 2009: 33.3 million). Roughly 18.9 million contracts were traded in the Euro-Bund-Future, 11.7 million contracts in the Euro-Schatz Future, 11.6 million contracts in the Euro-Bobl-Future and more than 114,000 contracts in the Euro-BTP-Future.

Eurex Repo, which operates CHF- and EUR repo markets, totalled a combined average outstanding volume of EUR171.5bn (April 2009: EUR195.3bn). The secured money market segment GC Pooling rose slightly and achieved an average outstanding volume of EUR80.5bn (April 2009: EUR75.7bn).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR11.6bn (single counting) in April compared with EUR13.3bn in March 2010 and EUR7.1bn in April 2009.

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