Eurex Repo and Eurex Bonds continue to grow significantly
At the international derivatives markets of Eurex, an average daily volume of 10.7 million contracts were traded in June (June 2008: 13.3 million). Thereof, 6.7 million contracts were traded at Eurex (June 2008: 9.4 million) and 3.9 million contracts were traded at the International Securities Exchange (ISE) (June 2008: 3.9 million). In June, a total of 232.5 million contracts were traded on both exchanges (Eurex: 146.5 million; ISE: 86.0 million, compared with 197.7 million contracts at Eurex and 81.4 million at ISE in June 2008).
At Eurex, the equity index derivatives segment totaled 71.1 million contracts, an increase of 26 percent compared with May 2009 and a decrease of 17 percent with June 2008. Futures on the Dow Jones EURO STOXX 50SM reached 32.0 million contracts (June 2008: 38.0 million, May 2009: 23.2 million); the options recorded another 25.5 million contracts. Futures on the dividends of the Dow Jones EURO STOXX 50, which were introduced one year ago, grew further and totaled roughly 194,000 contracts.
The segment of equity-based derivatives (equity options and single stock futures) reached 30.2 million contracts (June 2008: 46.4 million). Thereof, equity options totaled at 23.2 million contracts and single stock futures recorded 7.1 million contracts.
Around 44.9 million contracts were traded in the interest rate derivatives segment compared with 65.1 in June 2008 and 34.5 million in May 2009. Approximately 16.7 million contracts were traded in the Euro-Bund-Future, 13.7 million contracts in the Euro-Schatz Future and 9.9 million contracts in the Euro-Bobl-Future.
Eurex Repo, which operates CHF- and EUR repo markets, continued to grow in June. All outstanding volumes gained 24 percent and totaled an average outstanding volume of €166.0 billion (June 2008: €134.3 billion). The secured money market segment GC Pooling had the highest growth rate (+93 percent) y-o-y, and average outstanding volume reached €76.9 billion (June 2008: €39.9 billion). On 24 June, GC Pooling saw a new record with daily outstanding volume of €101.4 billion.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of €12.1 billion (single counting) in June. In May 2009, the figure was €6.2 billion (+ 94 percent) and €8.7 billion in June 2008 (+ 38 percent).