Global Outlook 2024 Report


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Eurex records average daily volume of 10.3 million contracts in February

The international derivatives exchanges of Eurex Group recorded an average daily volume of 10.3 million contracts in February.Of those, 7.1 million were Eurex contracts (Feb 2010: 7.45 million), and 3.2 million contracts (Feb 2010: 3.15 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 142.1 million contracts were traded at Eurex and 61.0 million at the ISE.

In its largest product segment – equity index derivatives – Eurex Exchange achieved 58.4 million contracts (Feb 2010: 67.1 million), thereof 28.1 million were index futures and 30.3 million were index options. Futures on the EURO STOXX 50 Index stood at 23.9 million contracts and 23.6 million on the options of this index. Futures on the DAX index totalled 2.6 million contracts while the DAX options reached another 5.5 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange grew slightly and recorded 34.4 million contracts (Feb 2010: 32.7 million). Thereof, equity options totalled 29.1 million contracts and single stock futures equaled another 5.3 million contracts.

Eurex Exchange’s interest rate derivatives segment achieved 48.6 million contracts (Feb 2010: 48.7 million). The Euro-Bund-Future reached 16.6 million contracts, the Euro-Bobl-Future 11.1 million contracts and the Euro-Schatz-Future 14.1 million contracts. The Euro-BTP-Future totalled more than 155,000 contracts and the Short Term Euro-BTP-Future more than 51,000 contracts. The Euro-Schatz-Option hit a new monthly record with 3.3 million contracts for the second consecutive time.
Dividend-based derivatives continued to grow and recorded approximately 491,000 contracts. Volatility derivatives totalled 138,500 contracts.

Eurex Repo, which operates CHF-, EUR repo and GC Pooling markets, reported continued growth in all segments. All Eurex Repo markets grew by 38 per cent and achieved 262.0 billion euro. The secured money market GC Pooling recorded an average outstanding volume of 92.6 billion euro, an increase of 16 per cent year-on-year. The EUR Repo Market reached an average outstanding volume of 117.8 billion euro, an increase of 18 per cent y-o-y.

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