Eurex Repo continues to grow
At the international derivatives markets of Eurex, an average daily volume of 7.8 million contracts was traded in August (August 2009: 9.1 million). Thereof, 5.4 million contracts were traded at Eurex (August 2009: 5.4 million) and 2.4 million contracts were traded at the International Securities Exchange (August 2009: 3.7 million). In total, 171.2 million contracts were traded on both exchanges compared with 191.5 million contracts in August 2009.
At Eurex, the equity index derivatives segment was the most active segment, totaling 55.5 million contracts, compared with 55.7 million contracts in August 2009. Futures on the EURO STOXX 50 reached 24.8 million contracts and options recorded another 21.2 million contracts. The futures and options on the DAX index reached a combined turnover of 7.9 million contracts.
The Eurex segment of equity-based derivatives (equity options and single stock futures) recorded 25.0 million contracts (August 2009: 25.1 million). Thereof, equity options totaled at 21.4 million contracts. Single stock futures totaled 3.6 million contracts.
Eurex’s interest rate derivatives segment reached 38.5 million contracts, compared with 32.0 million in August 2009. Approximately 16.7 million contracts were traded in the Euro-Bund-Future, 8.6 million contracts in the Euro-Schatz Future, 8.5 million contracts in the Euro-Bobl-Future and nearly 69,000 contracts in the Euro-BTP-Future.
Dividend derivatives traded roughly 320,000 contracts, an increase of more than 40 percent
y-o-y. ETF derivatives recorded more than 67,000 contracts. Commodities derivatives totaled at 47,000 contracts, compared with almost 30,000 in August 2009.
Eurex Repo, which operates CHF repo, EUR repo and GC Pooling markets, grew by 29 percent y-o-y and all markets combined reached an average outstanding volume of 237.5 billion euros (August 2009: 183.7 billion euros). The secured money market GC Pooling achieved the strongest growth with 38 percent, totaling an average outstanding volume of 91.6 billion euros (August 2009: 66.5 billion euros).
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw volume of 6.4 billion euros (single counting) in August. In July 2010, the figure was 6.8 billion euros, and in August 2009 volume was 6.4 billion euros.
Eurex Monthly Statistic August 2010
