In January, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.4 million contracts, down from 10.8 million in Jan 2010. Of those, 7.1 million were Eurex Exchange contracts (January 2010: 7.0 million), and 3.3 million contracts were at the US-based International Securities Exchange (January 2010: 3.75 million). In total, 214.7 million contracts were traded, thereof 148.6 million at Eurex and 66.1 million at the ISE.
Eurex Exchange achieved 59.2 million contracts in its equity index segment – the largest product segment, compared with 63.4 million contracts in January 2010. Futures on the EURO STOXX 50 Index stood at 24.7 million contracts while 24.0 million options were traded on this index. Futures on the DAX totaled 2.8 million contracts while the DAX options reached another 5.1 million contracts.
The equity derivatives (equity options and single stock futures) segment grew by 11% and achieved 40.9 million contracts (January 2010: 36.8 million). Thereof, equity options totaled 29.7 million contracts and single stock futures equaled another 11.2 million contracts.
The interest rate derivatives segment increased by 21% and achieved 47.9 million contracts (January 2010: 39.6 million). The Euro-Bund-Future reached 17.5 million contracts in January, the Euro-Bobl-Future 10.7 million contracts and the Euro-Schatz-Future 12.0 million contracts. The Euro BTP future totaled almost 128,000 contracts and the Short Term Euro-BTP-Future almost 49,000 contracts. The Euro-Schatz-Option hit a new monthly record of almost 2.9 million contracts.
Dividend derivatives traded more than 500,000 contracts, an increase of 36% year-on-year. Volatility derivatives totaled at 136,000 contracts.
In January 2011, Eurex Repo reported growth in all markets. Its secured money market GC Pooling recorded an average outstanding volume of 88.8 billion euros, which is up 13% year-on-year. The EUR Repo market grew by 20%, totaling 113.9 billion euros. All Eurex Repo markets achieved an average outstanding volume of 249.1 billion euros, an increase of 29 percent year-on-year.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, grew in January 2011 by 88% year-on-year and recorded a volume of 14.6 billion euros (single counting) compared to 7.7 billion euros the previous year. In December 2010, the figure was 6.8 billion euros.