In March 2013, the international derivatives exchanges of Eurex Group recorded an average daily volume of 9.7 million contracts (March 2012: 10.1 million). Of those, 7.3 million were Eurex Exchange contracts (March 2012: 7.4 million), and 2.4 million contracts (March 2012: 2.7 million) were traded at the U.S.-based International Securities Exchange (ISE).
In its largest segment – equity index derivatives – Eurex Exchange achieved 65.9 million contracts (March 2012: 79.7 million). Futures on the EURO STOXX 50® Index stood at 30.6 million contracts and 20.5 million on the index options. Futures on the DAX index totaled 3.2 million contracts while the DAX options reached another 3.9 million contracts. The Eurex KOPSI Product recorded approximately 1.4 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 31.1 million contracts (March 2012: 30.8 million). Thereof, equity options totaled 19.0 million contracts and single stock futures equaled another 12.1 million contracts.
Eurex Exchange’s interest rate derivatives segment achieved 46.8 million contracts (March 2012: 51.5 million). The Euro-Bund-Future reached 18.3 million contracts, the Euro-Bobl-Future 11.5 million contracts and the Euro-Schatz-Future 9.5 million contracts. All Euro-BTP-Futures totaled 1.1 million contracts and all Euro-OAT-Futures another 1.1 million contracts.
The segment dividend-based derivatives grew 17 percent year-on-year (y-o-y) and recorded around 596,000 contracts. Commodity derivatives reached around 73,000 contracts. Volatility derivatives volume jumped to a total of 741,000 contracts, an increase of 88 percent y-o-y.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 95.7 terawatt hours (TWh) in March 2013 (March 2012: 81.1 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 11.9 TWh (March 2012: 6.8 TWh). In March, a volume of 74.8 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 9.3 million tonnes of CO2 in March 2012.
Eurex Repo, which operates Swiss Franc, Euro repo and GC Pooling markets, recorded in all markets in March 2013 an average outstanding volume of 215.4 billion euros (March 2012: 227.7 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 151.8 billion euros, an increase of 24 percent year-on-year (March 2012: 122.0 billion euros). The Euro Repo Market reached an average outstanding volume of 30.4 billion euros (March 2012: 32.7 billion euros). The Swiss Franc Repo market achieved 33.2 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 12.7 billion euros (single counting) in March, an increase of 7 percent compared to 11.8 billion euros in March 2012. In February 2013, volume was 9.6 billion euros.
