At the international derivatives markets of Eurex an average daily volume of 10.7 million contracts was traded in February (Feb 2008: 11.9 million). Thereof, 6.9 million contracts were traded at Eurex and 3.8 million contracts were traded at the International Securities Exchange (ISE). In total, 209.7 million contracts were traded on both exchanges.
At Eurex, equity index derivatives were the segment with the highest turnover, with a total of 66.5 million traded contracts, compared to 76.0 million contracts year-on-year.
The segment of equity-based derivatives (equity options and single stock futures) increased 15% to 34.8 million contracts, compared to 30.3 million last year. Scandinavian and French equity options exhibited above-average gains. Single stock futures rose significantly to 8.2 million contracts compared to 3.6 million contracts year-on-year. Futures on dividends of the DJ Euro STOXX 50 index – launched in summer 2008 – again achieved a monthly record with around 220,000 contracts, an increase of 310% compared with January.
Eurex’s fixed-income-derivatives segment grew slightly in comparison to the previous month (Jan 2009: 34.0 million) and achieved 35.7 million contracts in February 2009. In February 2008, volume was at 72.3 million contracts.
US options traded at ISE reached a monthly volume of 72.5 million contracts compared with 73.3 million contracts in the same year-ago period.
In February 2009, Eurex Repo, which operates CHF- and EUR repo markets, reported continued growth in all markets. Its secured money market segment GC Pooling set a new daily record on 13 February with daily outstanding volume of €67.7 billion. Average outstanding volume reached in February was €63.2 billion, an increase of 70% year-on-year (February 2008: €37.4 billion).
All Eurex Repo markets achieved an average outstanding volume of €144.4 billion, an increase of 27% year-on-year.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded €4.6 billion (single counting) in February 2009 compared to €8.4 billion in February 2008. In January 2009, volume was €7.1 billion.
D.C.