Eurex Repo reached new record volume
At the international derivatives markets of Eurex, an average daily volume of 9.9 million contracts was traded in September (September 2009: 10.6 million). Thereof, 7.3 million contracts were traded at Eurex (September 2009: 6.9 million) and 2.6 million contracts were traded at the International Securities Exchange (September 2009: 3.7 million). In total, 215.6 million contracts were traded on both exchanges (September 2009: 191.5 million). Thereof, 161.6 million contracts were traded at Eurex and 54.5 million contracts at ISE.
At Eurex, the equity index derivatives segment was the most active segment, totaling 69.4 million contracts, compared with 74.1 million contracts in September 2009. Futures on the EURO STOXX 50 reached 34.6 million contracts and options on this index recorded another 22.3 million contracts. The futures and options on the DAX index reached a combined turnover of about 9 million contracts.
The Eurex segment of equity-based derivatives (equity options and single stock futures) recorded 30.0 million contracts (September 2009: 28.4 million). Thereof, equity options totaled 25.3 million contracts, single stock futures 4.7 million contracts.
Eurex’s interest rate derivatives segment reached 61.7 million contracts, compared with 49.6 million in September 2009 – the best monthly result in 2010. Approximately 26.5 million contracts were traded in the Euro-Bund-Future, 13.7 million contracts in the Euro-Schatz Future, 14.0 million contracts in the Euro-Bobl-Future and nearly 115,000 contracts in the Euro-BTP-Future.
Dividend derivatives traded roughly 352,000 contracts, an increase of more than 22 percent
y-o-y. Commodities derivatives totaled at 91,500 contracts, compared with almost 44,500 in September 2009. Volatility derivatives totaled at more than 53,000 contracts.
Eurex Repo, which operates CHF repo, EUR repo and GC Pooling markets, grew by 33 percent y-o-y and all markets combined reached an average outstanding volume of 255.3 billion euros (September 2009: 191.7 billion euros). The secured money market GC Pooling grew by 31 percent, totaling an average outstanding volume of 97.1 billion euros (September 2009: 74.1 billion euros).
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw volume of 7.25 billion euros (single counting) in September. In August 2010, the figure was 6.4 billion euros, and in September 2009 the volume was 6.4 billion euros.
