The international derivatives markets of Eurex Group ended 2014 with a turnover of approximately 2.1 billion contracts (2013: 2.2 billion contracts).
The total volume for 2014 splits into 1.5 billion contracts traded at Eurex Exchange (2013: 1.6 billion) and 607.4 million contracts traded at the International Securities Exchange (ISE) (2013: 638.8 million). This corresponds to a daily average trading volume of 8.3 million contracts, thereof 5.9 million contracts at Eurex Exchange and 2.4 million contracts at ISE.
In 2014 the equity index derivatives segment was the largest at Eurex Exchange with a total annual volume of 708.4 million contracts (2013: 645.0 million). Derivatives on the EURO STOXX 50 index were the largest single products with 293.9 million futures and 241.3 million options. The equity derivatives segment (options and single stock futures) saw 300.4 million contracts (2013: 383.4 million). In 2014, the interest rate derivatives segment reached a total of 461.3 million contracts (2013: 509.6 million).
Volatility derivatives recorded significant increases: 10.3 million contracts in 2014 versus 7.3 million contracts in 2013. Dividend derivatives also recorded an increase: 2014 contracts stood at 9.7 million in comparison to 7.1 million contracts in 2013.
In December 2014, the Eurex Group derivatives markets reached an average daily volume of 9.2 million contracts with 7.3 million contracts traded at Eurex Exchange (Dec 2013: 6.2 million) and 1.9 million contracts traded at the ISE (Dec 2013: 2.4 million).
At Eurex Exchange, equity index derivatives recorded the highest turnover among all product segments with 76.5 million contracts (Dec 2013: 53.3 million). The top equity index derivative was the future on the EURO STOXX 50 index with 33.9 million contracts; 24.5 million options on this index were also traded.
A total of 21.7 million contracts were traded in the equity derivatives segment, compared with 22.6 million in Dec 2013. Within this segment, 14.1 million equity options were traded and another 7.5 million single stock futures. A total of 38.6 million contracts were traded in the interest rate derivatives segment in December, compared with 35.1 million in the same period in 2013.
The Eurex dividend-based derivatives segment totalled approximately 617,000 contracts. Volatility derivatives achieved about 934,000 contracts.
The monthly volume on the power derivatives market of European Energy Exchange (EEX) amounted to 205.1 terawatt hours (TWh) in December 2014 (December 2013: 103.3 TWh). On the EEX natural gas spot and derivatives market the traded volume amounted to 30.4 TWh (December 2013: 11.4 TWh). In December, a volume of 22.8 million tonnes of carbon dioxide was traded on the spot and derivatives market for carbon dioxide emission allowances compared with 52.2 million tonnes in December 2013.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, reached an average outstanding volume of 214.6 billion euros across all repo markets in 2014 (2013: EUR222.6 billion). The secured money market GC Pooling recorded an average outstanding volume of EUR158.5 billion, an increase of 3.1 per cent y-o-y; the Euro Repo market totalled at EUR41.0 billionEUR36.5 billion). The Swiss Franc market totalled EUR15.1 billion (2013: EUR32.3 billion).
In December 2014, the combined volume was EUR194.5 billion (Dec 2013: EUR228.6 billion). The GC Pooling market reached EUR155.2 billion (Dec 2013: EUR154.7 billion), and the Euro Repo market recorded an average outstanding volume of EUR38.9 billion (Dec 2013: EUR42.4 billion).
