Mixed April results for Eurex Group
07 May 2015 Frankfurt
Image: Shutterstock
Eurex Group has reported a dip in average daily volume in April 2015, while equity index derivatives saw a slight increase, year-on-year.
The international derivatives exchanges saw an average daily volume of 8.3 million contracts in April 2015, a slight decrease from April 2014’s average of 8.7 million.
Of these, an average of about 5.9 million contracts were on the Eurex Exchange, down from 6.1 million in 2014, and 2.4 million were traded on the US-based International Securities Exchange (ISE), down from 2.6 million last year.
In total, about 118 million contracts were traded on Eurex Exchange in April 2015, and 50 million were traded on the ISE. In its largest segment, equity index derivatives, the exchange traded 52 million contracts, an increase from 47.6 million in April 2014.
Eurex Exchange’s interest rate derivatives segment saw a slight decrease, year-on-year, dipping from 33 million contracts in April 2014 to 31.6 in April 2015. The equity derivatives segment also saw a drop, from 39.9 million in April last year, to 32.5 million. Of these, 14.7 million contracts were equity options and 17.8 million were single-stock futures.
Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded an average outstanding volume of €193.3 billion, combined. This is an increase from last April’s total of €191.7 billion.
The secured money market GC Pooling increased from a €148.7 billion average outstanding in April 2014 to €158.3 billion in April 2015. The Euro Repo market, however, dropped from €43 billion in April last year to €35 billion in April 2015. This was attributed to a change in policy at the European Central Bank.
Futures on the EURO STOXX 50 Index reached 20.9 million contracts, while index options peaked at 19.7 million.
DAX Index futures totalled 2.3 million contracts, and DAX options reached 3.4 million. The Eurex KOSPI Product reached 1.6 million contracts.
The Euro-Bund-Future totalled 11 million contracts, while the Euro-Bobl-Future saw 7.2 million and the Euro-Schatz-Future reached 3.7 million.
Dividend-based derivatives reached 617,000 contracts, and the volatility derivatives volume more than doubled, year-on-year, reaching 1.2 million contracts.
On the Power Derivatives Market of European Energy Exchange, the monthly volume amounted to 167.1 terawatt hours (TWh), a significant jump from 108.3 TWh in April 2014.
A total volume of 51.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances, increased from 32.2 million tonnes in April last year.
The international derivatives exchanges saw an average daily volume of 8.3 million contracts in April 2015, a slight decrease from April 2014’s average of 8.7 million.
Of these, an average of about 5.9 million contracts were on the Eurex Exchange, down from 6.1 million in 2014, and 2.4 million were traded on the US-based International Securities Exchange (ISE), down from 2.6 million last year.
In total, about 118 million contracts were traded on Eurex Exchange in April 2015, and 50 million were traded on the ISE. In its largest segment, equity index derivatives, the exchange traded 52 million contracts, an increase from 47.6 million in April 2014.
Eurex Exchange’s interest rate derivatives segment saw a slight decrease, year-on-year, dipping from 33 million contracts in April 2014 to 31.6 in April 2015. The equity derivatives segment also saw a drop, from 39.9 million in April last year, to 32.5 million. Of these, 14.7 million contracts were equity options and 17.8 million were single-stock futures.
Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded an average outstanding volume of €193.3 billion, combined. This is an increase from last April’s total of €191.7 billion.
The secured money market GC Pooling increased from a €148.7 billion average outstanding in April 2014 to €158.3 billion in April 2015. The Euro Repo market, however, dropped from €43 billion in April last year to €35 billion in April 2015. This was attributed to a change in policy at the European Central Bank.
Futures on the EURO STOXX 50 Index reached 20.9 million contracts, while index options peaked at 19.7 million.
DAX Index futures totalled 2.3 million contracts, and DAX options reached 3.4 million. The Eurex KOSPI Product reached 1.6 million contracts.
The Euro-Bund-Future totalled 11 million contracts, while the Euro-Bobl-Future saw 7.2 million and the Euro-Schatz-Future reached 3.7 million.
Dividend-based derivatives reached 617,000 contracts, and the volatility derivatives volume more than doubled, year-on-year, reaching 1.2 million contracts.
On the Power Derivatives Market of European Energy Exchange, the monthly volume amounted to 167.1 terawatt hours (TWh), a significant jump from 108.3 TWh in April 2014.
A total volume of 51.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances, increased from 32.2 million tonnes in April last year.
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