Eurex Exchange: equity index derivatives segment with best monthly result in 2012 / Eurex Repo: new peaks in GC Pooling Market and Euro Repo Market
In June 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 11,0 million contracts (June 2011: 11.4 million). Of those, 8.5 million were Eurex Exchange contracts (June 2011: 8.6 million), and 2.5 million contracts (June 2011: 2.8 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 178.9 million contracts were traded at Eurex Exchange and 52.2 million at ISE.
At Eurex Exchange, the equity index derivatives segment grew by 5 percent and totaled 86.6 million contracts (June 2011: 82.3 million) – the best monthly volume in 2012. The single largest contract was the future on the EURO STOXX 50® Index with 41.2 million contracts. The option on this blue chip index totaled 25.8 million contracts. Futures on the DAX index recorded 4.2 million contracts while the DAX options reached another 4.8 million contracts. The Eurex KOSPI Product achieved strong growth and recorded 4.4 million contracts (June 2011: 572,000).
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 38.7 million contracts (June 2011: 33.9 million). Thereof, equity options totaled 16.8 million contracts (June 2011: 22.0 million) and single stock futures equaled 21.9 million contracts (June 2011: 11.9 million).
Eurex Exchange’s interest rate derivatives segment totaled 52.5 million contracts (June 2011: 72.1 million). The Euro-Bund-Future reached 21.2 million contracts, the Euro-Bobl-Future 12.0 million contracts and the Euro-Schatz-Future 10.7 million contracts. The Euro-BTP-Future grew by 162 percent and totaled around 550,000 contracts; and the Short Term Euro-BTP-Future reached approximately 111,000 contracts. The Euro-OAT-Future – launched in mid April – recorded a new monthly record with around 425,000 contracts.
The Eurex segment dividend-based derivatives recorded more than 491,000 contracts (an increase of 14 percent year-on-year). Volatility derivatives totaled 446,000 contracts (an increase of 84 percent year-on-year).
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 83.2 Terawatthours (TWh) in June 2012 (June 2011: 90.6 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 3.5 TWh (June 2011: 3.7 TWh). In June, a volume of 25.4 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 7.5 million tonnes of CO2 in June 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in June 2012 for all Eurex Repo markets an average outstanding volume of 245.3 billion euros (June 2011: 304.8 billion euros). New peaks were reached in the GC Pooling and Euro Repo markets: The secured money market GC Pooling recorded an average outstanding volume of 156.4 billion euros, an increase of 31 percent y-o-y (June 2011: 119.8 billion euros). The Euro Repo Market peaked at an average outstanding volume of 201.5 billion euros in June, an increase of 34 percent y-o-y. The Swiss Franc Repo market reached 43.8 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 9.4 billion euros (single counting) in June, an increase of 10 percent compared to 8.6 billion euros in June 2011. In May 2012, volume was 10.3 billion euros.
