In May 2012, the international derivatives exchanges of Eurex Group achieved an average daily volume of 11.2 million contracts (May 2011: 12.9 million). Of those, almost 8.45 million were Eurex Exchange contracts (May 2011: 10.0 million), and 2.8 million contracts (May 2011: 2.9 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 185.9 million contracts were traded at Eurex Exchange and 61.5 million at ISE. This makes May the best month in terms of trading volumes in 2012. Eurex Exchange recorded 76.6 million equity index derivatives contracts (May 2011: 64.3 million), an increase of 19 percent y-o-y. The single largest contract was the future on the EURO STOXX 50® Index with 31.0 million contracts. The option on this blue chip index totaled 28.2 million contracts. Futures on the DAX index recorded 3.7 million contracts while the DAX options reached another 4.4 million contracts. The Eurex KOSPI Product continued to grow and reached 5.3 million contracts, the best monthly result since launch.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 66.4 million contracts (May 2011: 96.8 million). Thereof, equity options totaled 18.6 million contracts and single stock futures equaled 47.8 million contracts.
Eurex Exchange’s interest rate derivatives segment achieved 41.8 million contracts (May 2011: 57.9 million). The Euro-Bund-Future reached 16.7 million contracts, the Euro-Bobl-Future 10.0 million contracts and the Euro-Schatz-Future 8.0 million contracts. The Euro-BTP-Future grew by 243 percent y-o-y and totaled around 461,000 contracts and the Short Term Euro-BTP-Future approximately 75,000 contracts. The Euro-OAT-Future – launched in mid April – totaled around 398,000 contracts in its first full trading month.
The dividend-based derivatives segment totaled more than 527,000 contracts, growing 83 percent y-o-y. Volatility derivatives grew by 105 percent y-o-y and totaled 426,000 contracts.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 68.6 Terawatthours (TWh) in May 2012 (May 2011: 85.9 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 4.4 TWh (May 2011: 3.0 TWh). In May, a volume of 16.7 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 6.0 million tonnes of CO2 in May 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in May 2012 for all Eurex Repo markets an average outstanding volume of 248.3 billion euros (May 2011: 292.4 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 146.2 billion euros, an increase of 37 percent y-o-y (May 2011: 106.8 billion euros). The Euro Repo Market reached an average outstanding volume of 190.4 billion euros in May, an increase of 38 percent y-o-y. The Swiss Franc Repo market reached 57.9 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 10.35 billion euros (single counting) in May, an increase of 4 percent compared to 10.0 billion euros in April 2012. In May 2011, volume was also 10.35 billion euros. |
|||||||||
|
|||||||||
|