Open interest in MSCI contracts registered significant growth in September during the during the quarterly and monthly roll periods for futures contracts, showing increased demand for the MSCI derivatives products on HKEX. The MSCI Taiwan Net Total Return (NTR) futures contract, in particular, had open interest of $465 million as of 25 September, reporting a…
Read more
Eurex Repo posted 46% MoM decline in GC Pooling, however Repo markets grew by 2.99% MoM. At the EEX, electricity went down 12.99% MoM for August 2020, gas dropped 9.9% and emissions trading fell 47.7%. Aug-20 Jul-20 Change Financial derivatives: Traded contracts Eurex Exchange European equity index derivatives (million) 45.4 60.3 -24.71% European interest rate…
Read more
Equity Options Single stock options average daily contracts traded fell by 17% and index options average daily contracts traded were down 47% on the pcp.. Exchange-Traded Markets Participant margin balances held on balance sheet at month-end amounted to $13.1 billion, compared to $11.3 billion the previous year. Settlement The value of securities held in CHESS dropped 1%…
Read more
Cboe’s August highlights include: Each of Cboe Global Markets’ four options exchanges saw increase in ADV from July 2020: Cboe Options up 3%, Cboe C2 up 28%, Cboe BZX up 8% and Cboe EDGX up 9%. ADV at C2, BZX and EDGX Options Exchanges was up from August 2019: C2 up 28%, BZX up 27% and EDGX up 124%.…
Read more
Derivatives Market RUB 9.9 trillion (RUB 8.9 trillion for July 2020) are attributed to derivatives and market volumes, up by 11.3% MoM. Contracts were 144.8 million (RUB 140.6 million contracts for July 2020). Of these futures account for 141.4 million, and options for 3.4 million. ADTV was RUB 471.6 billion, making a 16% MoM rise…
Read more
Agricultural ADV for the company was 1.4 million contracts. Foreign Exchange ADV registered 729,000 contracts and Metals ADV of 1 million contracts. CME Group set a few records in August: Record Metals ADV, up 15% from August 2019, including: Record Silver futures ADV of 221,000 contracts, up 61% from August 2019 Record Micro Gold futures…
Read more
Divided by class of asset, equities generated around €101.1 billion. Trading ETFs/ETCs/ETNs earned €13.8 billion. The trading volume in bonds was €0.3 billion, in certificates €1.5 billion and in funds €0.2 billion. SAP SE achieved the highest volume from the DAX stock on Xetra in July with €4.5 billion. Qiagen N.V. led the MDAX equities…
Read more
Interest Rate Futures contracts The trading volume of Three-month Euroyen futures was 9,860 (-37.3% MoM / -82.2% YoY) and its average daily volume was 493. Items Aug 2020 Trading Volume Daily Average Change on Previous Month Year on Year Change Total of Interest Rate Futures contracts 9,860 493 -37.3% -82.2% Three-month Euroyen futures 9,860 493…
Read more
Some of the Micro E-mini equity futures highlights include: 186 million cumulative Micro E-mini S&P 500 future contracts added and 131 million cumulative Micro E-mini Nasdaq-100 futures contracts traded since launch. Each day, on average, 1.5 million contracts were traded in 2020 in both futures products together. 30% of the trading volume of both futures…
Read more
New Zealand’s National Cyber Security Centre issued a general security advisory warning of DoS attacks affecting entities in New Zealand. The NZX was forced to suspend trading last week because of the cyber attacks but today it is trading under an arrangement with the New Zealand Financial Markets Authority to keep trading even if its…
Read more