In April 2011, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.5 million contracts (April 2010: 12.7 million). Of those, 7.6 million were Eurex Exchange contracts (April 2010: 9.4 million), and 2.9 million contracts (April 2010: 3.3 million) were traded at the U.S.-based International Securities Exchange (ISE). The decline of Eurex Exchange volume y-o-y is due to the lower volatility compared with April 2010 and the adjustment of contract specification of equity derivatives. In total, 145.1 million contracts were traded at Eurex Exchange and 58.3 million at ISE. Eurex Exchange traded 49.9 million equity index derivatives contracts (April 2010: 58.1 million). The single largest contract was the future on the EURO STOXX 50® Index with 20.8 million contracts. The option on this blue chip index totaled 20.2 million contracts. Futures on the DAX index recorded 2.3 million contracts while the DAX options reached another 4.3 million contracts. The Eurex KOSPI Product recorded approximately 167,000 contracts, an ADV of almost 8,800 contracts. On 13 April, a new daily order book volume peak was recorded with 17,688 Eurex KOSPI contracts. The equity derivatives (equity options and single stock futures) segment at Eurex Exchange recorded 54.3 million contracts (April 2010: 80.2 million). Thereof, equity options totaled 19.6 million contracts and single stock futures equaled 34.7 million contracts. The decrease of equity derivatives volume y-o-y is mainly due to the change of contract specifications. In Q1 2011, Eurex Exchange increased the contract size of most equity options and single stock futures to match international standards, with the effect of lower turnover in these products. The adjusted figure of monthly volume in the equity derivatives segment is 73.4 million contracts. Eurex Exchange’s interest rate derivatives segment achieved 40.4 million contracts (April 2010: 48.8 million). The Euro-Bund-Future reached 15.7 million contracts, the Euro-Bobl-Future 9.0 million contracts and the Euro-Schatz-Future 10.3 million contracts. The Euro-BTP-Future totaled around 125,000 contracts and the Short Term Euro-BTP-Future more than 40,000 contracts. The Eurex segment dividend-based derivatives recorded approximately 282,000 contracts. Volatility derivatives grew by 28 percent y-o-y and totaled 189,000 contracts. Agricultural derivatives more than doubled y-o-y and totaled almost 7,000 contracts. Eurex Repo, which operates CHF-, EUR repo and GC Pooling markets, reported continued growth. All Eurex Repo markets grew by 42 percent in April 2011 and achieved 256.0 billion euros average outstanding volume (April 2010: 180.8 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 86.5 billion euros, an increase of 8 percent y-o-y (April 2010: 80.4 billion euros). The EUR Repo Market reached an average outstanding volume of 117.1 billion euros in April, an increase of 15 percent y-o-y. The CHF Repo market recorded the highest growth rate with 76 percent y-o-y, reaching 138.9 billion euros. The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 8.95 billion euros (single counting) in April, compared to 11.6 billion euros in April 2010. In March 2011, volume was 10.1 billion euros. Media Contact: Heiner Seidel, phone: +49-69-2 11-1 15 00, e-mail: media-relations@deutsche-boerse.com
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Monthly figures April 2011 | 8 KB |