Eurex Group ADV ticks in at 8.3m contracts in April; down 13.5% MoM

International derivatives exchanges of Eurex Group in April 2015, recorded an average daily volume of 8.3 million contracts (April 2014: 8.7 million, down 4.6% YoY, March 2015: 9.3 million, down 13.5% MoM). Of those, 5.9 million were Eurex Exchange contracts (April 2014: 6.1 million), and 2.4 million contracts (April 2014: 2.6 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 118.0 million contracts were traded at Eurex Exchange and 50.0 million at the ISE.


In its largest segment – equity index derivatives – Eurex Exchange achieved 52.0 million contracts (April 2014: 47.6 million, ). Futures on the EURO STOXX 50 Index stood at 20.9 million contracts and 19.7 million on the index options. Futures on the DAX index totaled 2.3 million contracts while the DAX options reached another 3.4 million contracts. The Eurex KOSPI Product recorded 1.6 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange totaled 32.5 million contracts (April 2014: 39.9 million). Thereof, equity options achieved 14.7 million contracts and single stock futures equaled another 17.8 million contracts.

Eurex Exchange’s interest rate derivatives segment achieved 31.6 million contracts (April 2014: 33.0 million). The Euro-Bund-Future reached 11.0 million contracts, the Euro-Bobl-Future 7.2 million contracts and the Euro-Schatz-Future 3.7 million contracts. All three Euro-BTP-Futures totaled 2.2 million contracts and the two Euro-OAT-Futures another 1.4 million contracts.

The segment dividend-based derivatives totaled approx. 617,000 contracts. Volatility derivatives volume was around 1.2 million contracts, an increase of 52 percent year-on-year.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 167.1 terawatt hours (TWh) in April 2015 (April 2014: 108.3 TWh). In April, a volume of 51.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 32.3 million tonnes of CO2 in April 2014.

Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded in all markets in April 2015 an average outstanding volume of 193.3 billion euros (April 2014: 191.7 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 158.3 billion euros (April 2014: 148.7 billion euros). Due to the QE policy of the European Central Bank, the Euro Repo market reached only an average outstanding volume of 35.0 billion euros compared with 43.0 billion euros in April 2014.

For the official release from Eurex, click here.

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