Average daily volume of 7.4 million contracts at Eurex
03 December 2013 Frankfurt
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Eurex recorded a year-on-year decline for contract volume on its international derivatives markets.
In November 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 7.4 million contracts (November 2012: 7.5 million).
Of those, 4.9 million were Eurex Exchange contracts, and 2.5 million contracts were traded at the US-based International Securities Exchange (ISE). In total, 103.4 million contracts were traded at Eurex Exchange and 51.2 million at ISE.
At Eurex Exchange, the equity index derivatives segment totaled 43 million contracts (November 2012: 49.3 million). The future on the EURO STOXX 50 Index recorded 16.3 million contracts. The options on this blue chip index totaled 15.9 million contracts. Futures on the DAX index recorded 1.9 million contracts while the DAX options reached another 3.2 million contracts.
Eurex Exchange’s interest rate derivatives segment totaled 34.4 million contracts (November 2012: 34.4 million). The Euro-Bund-Future reached 12.8 million contracts, the Euro-Bobl-Future 9.9 million contracts and the Euro-Schatz-Future 6 million contracts.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in November 2013 for all Eurex Repo markets an average outstanding volume of €230.3 billion (November 2012: €226.4 billion). The secured money market GC Pooling recorded an average outstanding volume of €160.5 billion (November 2012: €154.2 billion). The Euro Repo Market reached an average outstanding volume of €41.5 billion, an increase of 14 percent y-o-y. The Swiss Franc Repo market reached €28.3 billion.
In November 2013, the international derivatives markets of Eurex Group recorded an average daily volume of 7.4 million contracts (November 2012: 7.5 million).
Of those, 4.9 million were Eurex Exchange contracts, and 2.5 million contracts were traded at the US-based International Securities Exchange (ISE). In total, 103.4 million contracts were traded at Eurex Exchange and 51.2 million at ISE.
At Eurex Exchange, the equity index derivatives segment totaled 43 million contracts (November 2012: 49.3 million). The future on the EURO STOXX 50 Index recorded 16.3 million contracts. The options on this blue chip index totaled 15.9 million contracts. Futures on the DAX index recorded 1.9 million contracts while the DAX options reached another 3.2 million contracts.
Eurex Exchange’s interest rate derivatives segment totaled 34.4 million contracts (November 2012: 34.4 million). The Euro-Bund-Future reached 12.8 million contracts, the Euro-Bobl-Future 9.9 million contracts and the Euro-Schatz-Future 6 million contracts.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in November 2013 for all Eurex Repo markets an average outstanding volume of €230.3 billion (November 2012: €226.4 billion). The secured money market GC Pooling recorded an average outstanding volume of €160.5 billion (November 2012: €154.2 billion). The Euro Repo Market reached an average outstanding volume of €41.5 billion, an increase of 14 percent y-o-y. The Swiss Franc Repo market reached €28.3 billion.
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