In March 2012, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.1 million contracts (March 2011: 11.8 million). Of those, 7.4 million were Eurex Exchange contracts (March 2011: 8.7 million), and 2.7 million contracts (March 2011: 3.1 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 163.1 million contracts were traded at Eurex Exchange and 58.9 million at the ISE.
In its largest segment – equity index derivatives – Eurex Exchange achieved 79.7 million contracts (March 2011: 97.2 million), of these 42.8 million were index futures and 36.9 million were index options. Futures on the EURO STOXX 50® Index stood at 34.7 million contracts and 27.7 million on the index options. Futures on the DAX index totaled 3.8 million contracts while the DAX options reached another 4.9 million contracts. The Eurex KOPSI Product recorded approximately 2.7 million contracts, an ADV of more than 121,000 contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 30.8 million contracts (March 2011: 32.1 million). Thereof, equity options totaled 20.6 million contracts and single stock futures equaled another 10.2 million contracts.
Eurex Exchange’s interest rate derivatives segment achieved 51.5 million contracts (March 2011: 69.0 million). The Euro-Bund-Future reached 19.4 million contracts, the Euro-Bobl-Future 12.0 million contracts and the Euro-Schatz-Future 12.5 million contracts. The Euro-BTP-Future totaled more than 341,000 contracts and the Short Term Euro-BTP-Future approximately 53,000 contracts.
The segment dividend-based derivatives grew 9 percent year-on-year (y-o-y) and recorded approximately 511,000 contracts. Commodity derivatives reached around 87,000 contracts. Volatility derivatives volume jumped to a total of 394,000 contracts, an increase of 166 percent y-o-y.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 81.1 terawatthours (TWh) in March (March 2011: 167.2 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 6.8 TWh (March 2011: 5.6 TWh). A volume of 9.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 20.6 million tonnes of CO2 in March 2011.
Eurex Repo, which operates Swiss Franc, Euro repo and GC Pooling markets, recorded in all markets in March 2011 an average outstanding volume of 227.8 billion euros (March 2011: 291.7 billion euro). The secured money market GC Pooling recorded an average outstanding volume of 122.1 billion euro, an increase of 24 percent year-on-year (March 2011: 98.7 billion euro). The Euro Repo Market reached an average outstanding volume of 154.8 billion euros in March, an increase of 22 percent y-o-y. The Swiss Franc Repo market achieved 73.0 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 11.8 billion euros (single counting) in March, an increase of 17 percent compared to 10.1 billion euros in March 2011. In February 2012, volume was 11.0 billion euros.
