Eurex Group September ADV of 9.1 million contracts good for 30% jump MoM

In September 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 9.1 million contracts (September 2013: 9.1 million). Of those, 6.5 million were Eurex Exchange contracts (September 2013: 6.7 million), and 2.6 million contracts (September 2013: 2.4 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 142.8 million contracts were traded at Eurex Exchange and 54.5 million at ISE.

At Eurex Exchange, the equity index derivatives segment totaled 68.0 million contracts (September 2013: 61.8 million). The future on the EURO STOXX 50® Index recorded 31.1 million contracts. The options on this blue chip index totaled 19.4 million contracts. Futures on the DAX index recorded 2.9 million contracts while the DAX options reached another 3.5 million contracts. The Eurex KOSPI Product recorded 1.5 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 22.4 million contracts (September 2013: 31.2 million). Thereof, equity options totaled 13.6 million contracts and single stock futures equaled 8.8 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 50.6 million contracts (September 2013: 45.8 million). The Euro-Bund-Future reached 20.6 million contracts, the Euro-Bobl-Future 12.3 million contracts and the Euro-Schatz-Future 7.7 million contracts. The three Euro-BTP-Futures totaled around 2.5 million contracts, the two Euro-OAT-Futures recorded around 2.3 million contracts.

The Eurex Exchange segment dividend-based derivatives reached 708,000 contracts. Volatility derivatives totaled 924,000 contracts, an increase of 76 percent y-o-y.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 154.3 terawatt hours (TWh) in September 2014 (September 2013: 177.9 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 23.7 TWh (September 2013: 8.5 TWh). In September, a volume of 44.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 108.3 million tonnes of CO2 in September 2013.

Eurex Repo, which operates GC Pooling, Euro Repo and Swiss Franc Repo markets, reported in September 2014 for all Eurex Repo markets an average outstanding volume of 214 billion euros (September 2013: 227 billion euros). The secured money market GC Pooling grew by 8 percent y-o-y and recorded an average outstanding volume of 169 billion euros (September 2013: 157 billion euros). The Euro Repo Market reached an average outstanding volume of 42 billion euros in August, an increase of 5 percent y-o-y. The Swiss Franc Repo market reached 3 billion euros.

For detailed tables on all products traded, click here.

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