Eurex Group reports February trading volumes
02 March 2012 Frankfurt
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In February 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 8.7 million contracts (Feb 2011: 10.3 million).
Of those, 6.0 million were Eurex Exchange contracts (Feb 2011: 7.1 million), and 2.7 million contracts were at the US-based International Â鶹´«Ã½ Exchange (ISE) (Feb 2011: 3.2 million). In total, 179.3 million contracts were traded, thereof 125.8 million at Eurex and 53.5 million at the ISE.
Eurex Exchange recorded in its equity index segment, the largest product segment, approximately 58.3 million contracts compared with 58.4 million contracts in February 2011. Futures on the EURO STOXX 50 Index stood at 21.4 million contracts while 23.9 million options on this index were traded.
Futures on the DAX totaled 3.0 million contracts while the DAX options reached another 5.2 million contracts. The Eurex KOSPI product reached 2.6 million contracts, compared to 138,000 contracts year-on-year.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 30.0 million contracts (Feb 2011: 34.4 million). Thereof, equity options totaled 19.8 million contracts and single stock futures equaled 10.2 million contracts. Equity derivatives volume y-o-y is influenced by the change of contract specifications: In the first quarter of 2011, Eurex Exchange increased the contract size of most equity options and single stock futures to match international standards, with the effect of potentially lower turnover in these products. The adjusted monthly volume figure in the equity derivatives segment in February 2012 would have been approximately 35.4
million contracts under the previous, old contract specifications.
The Eurex segment dividend-based derivatives totaled approximately 691,000 contracts; single stock dividend derivatives peaked at a new monthly record of around 266,000 contracts. Commodity derivatives reached around 80,000 contracts. Turnover of volatility derivatives grew by 76 per cent and achieved 243,000 contracts.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded €236.4 billion average outstanding volume in all repo markets (Feb 2011: €282.3 billion). The euro repo market totaled an average outstanding volume of €160.7 billion, an increase of 36 per cent y-o-y.
The secured money market GC Pooling recorded an average outstanding volume of €129.5 billion, an increase of 40 per cent y-o-y (Feb 2011: €92.6 billion). The Swiss Franc Repo market reached €75.7 billion.
Of those, 6.0 million were Eurex Exchange contracts (Feb 2011: 7.1 million), and 2.7 million contracts were at the US-based International Â鶹´«Ã½ Exchange (ISE) (Feb 2011: 3.2 million). In total, 179.3 million contracts were traded, thereof 125.8 million at Eurex and 53.5 million at the ISE.
Eurex Exchange recorded in its equity index segment, the largest product segment, approximately 58.3 million contracts compared with 58.4 million contracts in February 2011. Futures on the EURO STOXX 50 Index stood at 21.4 million contracts while 23.9 million options on this index were traded.
Futures on the DAX totaled 3.0 million contracts while the DAX options reached another 5.2 million contracts. The Eurex KOSPI product reached 2.6 million contracts, compared to 138,000 contracts year-on-year.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 30.0 million contracts (Feb 2011: 34.4 million). Thereof, equity options totaled 19.8 million contracts and single stock futures equaled 10.2 million contracts. Equity derivatives volume y-o-y is influenced by the change of contract specifications: In the first quarter of 2011, Eurex Exchange increased the contract size of most equity options and single stock futures to match international standards, with the effect of potentially lower turnover in these products. The adjusted monthly volume figure in the equity derivatives segment in February 2012 would have been approximately 35.4
million contracts under the previous, old contract specifications.
The Eurex segment dividend-based derivatives totaled approximately 691,000 contracts; single stock dividend derivatives peaked at a new monthly record of around 266,000 contracts. Commodity derivatives reached around 80,000 contracts. Turnover of volatility derivatives grew by 76 per cent and achieved 243,000 contracts.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded €236.4 billion average outstanding volume in all repo markets (Feb 2011: €282.3 billion). The euro repo market totaled an average outstanding volume of €160.7 billion, an increase of 36 per cent y-o-y.
The secured money market GC Pooling recorded an average outstanding volume of €129.5 billion, an increase of 40 per cent y-o-y (Feb 2011: €92.6 billion). The Swiss Franc Repo market reached €75.7 billion.
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