At the international derivatives markets of Eurex, an average daily volume of 10.2 million contracts was traded in November (November 2009: 9.4 million).
Thereof, 7.2 million contracts were traded at Eurex (November 2009: 6.3 million) and 3.0 million contracts were traded at the International Securities Exchange (November 2009: 3.1 million). In total, 221.7 million contracts were traded on both exchanges (November 2009: 193.0 million); thereof, 159.0 million contracts at Eurex and 62.7 million contracts at ISE.
At Eurex, the equity index derivatives segment was the most active segment, totaling 71.2 million contracts (November 2009: 64.0 million). Futures on the EURO STOXX 50 reached 30.7 million contracts and options on this index recorded another 27.7 million contracts. The futures on the DAX index reached a turnover of 3.4 million contracts, the DAX option recorded another 6.7 million contracts.
The Eurex segment of equity-based derivatives (equity options and single stock futures) recorded 33.9 million contracts (November 2009: 29.1 million). Thereof, equity options totaled 27.5 million contracts, single stock futures 6.4 million contracts.
Due to the higher volatility of European bond markets, Eurex’s interest rate derivatives segment grew by 38 percent y-o-y and reached 53.2 million contracts, compared with 38.5 million in November 2009. Approximately 21.9 million contracts were traded in the Euro-Bund-Future, 12.1 million contracts in the Euro-Bobl-Future and 11.2 million contracts in the Euro-Schatz Future.
The Euro-BTP-Future set a new monthly record with more than 160,000 contracts, the recently launched Short Term Euro-BTP-Future recorded almost 61,000 contracts.
Dividend derivatives traded roughly 482,000 contracts, an increase of 26 percent y-o-y. Commodities derivatives totaled at 83,000 contracts, an increase of almost 22 percent y-o-y. Volatility derivatives totaled at 165,000 contracts.
Eurex Repo, which operates CHF repo, EUR repo and GC Pooling markets, grew by 26 percent y-o-y and all markets combined reached an outstanding volume of 259.7 billion euros (November 2009: 205.5 billion euros). The secured money market GC Pooling grew by 25 percent and achieved a new monthly record, totaling an average outstanding volume of 100.1 billion euros (November 2009: 80.4 billion euros).
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw volume of 10.3 billion euros (single counting) in November, an increase of 12 percent compared with 9.2 billion euros in November 2009.
D.C.