Apr 11, 2016
Eurex
Eurex Exchange's Q1/2016 MSCI news
It is not unsurprising that the first 2016 quarterly expiry combined with volatile global markets delivered record volumes for Eurex MSCI Derivatives.
Over 550,000 Eurex MSCI Futures and 270,000 Eurex MSCI Options were traded in March. Over 1.15 million contracts were traded in Q1/2016, a near fourfold increase compared to 322,786 contracts for the same period last year.
The most active futures contracts were MSCI World & MSCI Europe (both in EUR) with more than 320,000 contracts each in March, followed by the MSCI World in USD and the MSCI China Free, the latter started to pick up in volumes in the past months.
On the options side, Eurex Exchange saw record volumes on a number of contracts, among them MSCI EM (both in EUR and USD) as well as MSCI Europe (price index), confirming Eurex as the leading exchange for MSCI Options. A total of 334,000 option contracts traded in Q1/2016, more than three times the options volume of Q1/2015, highlighting the advantages of different index versions being available for our clients on one single platform.
In line with higher trading figures, open interest reached new record levels: MSCI Options stand at 174,000 open contracts and MSCI Futures at 185,000; this is a near three-fold increase on the same period last year, where the total figure was 128,000 contracts.
In addition, another 190,000 options are open with flexible terms, therefore, the total amount of open interest at Eurex Exchange in MSCI Derivatives increased to 540,000.
Volume and open interest charts
