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Apr 01, 2015

Eurex Group

Average daily volume of 9.6 million contracts at Eurex Group in March

Trading volumes at Eurex Exchange grew by 10 percent in Q1 2015

In March, the international derivatives exchanges of Eurex Group recorded an average daily volume of 9.6 million contracts (March 2014: 9.4 million). Of those, 7.3 million were Eurex Exchange contracts (March 2014: 7.0 million), and 2.3 million contracts (March 2014: 2.4 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 159.8 million contracts were traded at Eurex Exchange and 50.0 million at the ISE.

In its largest segment – equity index derivatives – Eurex Exchange grew by 14 percent and totaled 79.1 million contracts (March 2014: 69.4 million). Futures on the EURO STOXX 50 Index stood at 35.4 million contracts and 25.1 million on the index options. Futures on the DAX index totaled 3.3 million contracts while the DAX options reached another 4.7 million contracts. The Eurex KOSPI Product had 2.1 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 27.9 million contracts (March 2014: 26.0 million). Thereof, equity options totaled 16.9 million contracts and single stock futures equaled another 11.0 million contracts.

Eurex Exchange’s interest rate derivatives segment achieved 51.1 million contracts (March 2014: 50.4 million). The Euro-Bund-Future reached 17.5 million contracts, the Euro-Bobl-Future 12.2 million contracts and the Euro-Schatz-Future 8.2 million contracts. Trading volume of all three Euro-BTP-Futures combined doubled year-on-year and achieved 3.4 million contracts. The two Euro-OAT-Futures recorded 2.1 million contracts.

The segment dividend-based derivatives totaled about 676,000 contracts. The volatility derivatives segment recorded around 1.0 million contracts.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 223.6 terawatt hours (TWh) in March 2015 (March 2014: 132.0 TWh). In March, a volume of 59.8 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 72.0 million tonnes of CO2 in March 2014.

Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded in all markets in March 2015 an average outstanding volume of 208.8 billion euros (March 2014: 190.2 billion euros). The secured money market GC Pooling grew by 13 percent and totaled an average outstanding volume of 169.5 billion euros (March 2014: 150.1 billion euros). The Euro Repo market reached an average outstanding volume of 39.3 billion euros (March 2014: 40.1 billion euros).

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