The international derivatives exchange Eurex traded 10.5 million contracts on average each trading day in January, comprising an average of 6.8 million for Eurex and 3.7 million for its
The international derivatives exchange Eurex traded 10.5 million contracts on average each trading day in January, comprising an average of 6.8 million for Eurex and 3.7 million for its US subsidiary, the International Securities Exchange.
The numbers represent a decline of 13 per cent compared to the fourth quarter of 2008 (7.8 million) for Eurex products, but an increase of six per cent for products traded at the ISE (Q4/2008: 3.5 million).
Eurex achieved 3.3 million contracts each trading day in the top-selling equity index segment in January – a 28 per cent decrease compared to the fourth quarter of 2008.
Options on the DJ Euro Stoxx 50 index stood at cumulated 30.1 million contracts and 26.2 million on the future of this index.
The segment equity derivatives (equity options and single stock futures) at Eurex increased, with 1.9 million contracts traded each day after 1.3 million in the fourth quarter of 2008 (+ 46 per cent).
The fixed-income derivatives segment decreased by 16 per cent to 1.6 million contracts per trading day (Q4/2008: 1.9 million).
The Euro-Bund-Future reached accumulated 13.4 million contracts in January, the Euro-Bobl-Future 7.8 million contracts and the Euro-Schatz-Future 8.8 million contracts.
In January 2009, Eurex Repo, which operates Swiss franc and euro repo markets, reported growth in all areas.
Its money market segment Euro GC Pooling had a new daily record on 30 January with daily outstanding volume of EUR61.5bn.
Average outstanding volume reached in January EUR50.2bn, a plus of 87 per cent year-on-year (January 2008: EUR26.9bn).
All Eurex Repo markets achieved an average outstanding volume of EUR130.1bn, an increase of 27 per cent year-on-year.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR7.1bn (single counting) in January compared to EUR9.2bn in January 2008. In December the figure was EUR4.9bn.
