In May, the international derivatives exchanges of Eurex Group achieved an average daily volume of 10.1 million contracts, an increase from the 11.2 million seen in the same month last year.
Of those, almost 7.4 million were Eurex Exchange contracts (May 2012: 8.4 million), and 2.7 million contracts (May 2012: 2.6 million) were traded at the US-based International Securities Exchange (ISE).
In total, 162.4 million contracts were traded at Eurex Exchange and 58.3 million at ISE—making May the best month in terms of trading volumes in 2013.
Its exchange recorded 51.9 million equity index derivatives contracts (May 2012: 76.6 million). The single largest contract was the future on the EURO STOXX 50 Index with 20.6 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 60.5 million contracts. Eurex Exchange’s interest rate derivatives segment grew by 16 percent and recorded 48.7 million contracts (May 2012: 41.8 million).
The dividend-based derivatives segment totaled more than 452,000 contracts. Volatility derivatives grew by 35 percent year-on-year and totaled 574,000 contracts.
Eurex Repo, which operates Swiss Franc repo, Euro repo and GC pooling markets, reported in May for all Eurex Repo markets an average outstanding volume of €228.5 billion (May 2012: €248.4 billion). The secured money market GC Pooling recorded an average outstanding volume of 156.6 billion euros, an increase of 7 percent year-on-year.
On 30 May, a new record was achieved with a daily average outstanding volume of €168.6 billion. The Euro repo market reached an average outstanding volume of €37 billion (May 2012: €44.2 billion). The Swiss Franc repo market reached €34.9 billion.
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