In January 2010, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.8 million contracts (Jan 2009: 10.5 million). Of those 7.0 million were Eurex contracts and 3.75 million contracts were at the U.S.-based International Securities Exchange (ISE). In total, 140.0 million contracts were traded at Eurex and 71.2 million at the ISE.
Eurex achieved 63.4 million contracts in its equity index segment the largest product segment, compared with 70.2 million contracts the year before. Futures on the DJ EURO STOXX 50 Index stood at 26.6 million contracts and 23.5 million on the options of this index.
The equity derivatives (equity options and single stock futures) segment at Eurex recorded 36.8 million contracts (Jan 2009: 40.0 million). Thereof, equity options totaled at 28.8 million contracts and single stock futures another 8.0 million contracts. Dividend-based derivatives represented roughly 370,000 contracts.
The interest rate derivatives segment increased by 16% and achieved 39.6 million contracts (Jan 2009: 34.1 million). The Euro-Bund-Future reached 15.0 million contracts in January, the Euro-Bobl-Future 8.7 million contracts and the Euro-Schatz-Future 10.6 million contracts. The Euro BTP future launched in September 2009 totaled almost 100,000 contracts.
In January 2010, Eurex Repo reported growth in all markets. Its secured money market segment GC Pooling recorded an average outstanding volume of 78.7 billion euro, which is up 57% year-on-year. The EUR Repo market grew by 31% and totaled 95 billion euro. All Eurex Repo markets achieved an average outstanding volume of 181.1 billion, an increase of 19% year-on-year.
The electronic trading platform Eurex Bonds, which rounds out Eurexs fixed-income product range, grew in January 2010 by 8% y-o-y and recorded a volume of 7.7 billion (single counting) compared to 7.1 billion the previous year. In December the figure was 5.2 billion.
D.C.