Approximately 88.4 million contracts were traded on the international derivatives market Eurex in October; an average daily volume of approximately 4.2 million contracts.
At roughly 893 million contracts, total turnover for the current year exceeds previous-year levels by around 20 million contracts or 2%. Furthermore, the world’s largest derivatives market recorded its highest open interest to date with open interest of 76 million contracts.
The number of open positions has climbed 22% since October 2003. The highest turnover in October was delivered by the Fixed Income Derivatives segment, with 45.5 million contracts, or more than half of the volume traded on Eurex. With 20.2 million contracts traded, the Euro Bund Future retained its position as the most successful product. The Euro Bobl Future accounted for 12.3 million contracts, while the traded volume of Euro Schatz Future contracts totaled 8.8 million.
Nearly 43 million contracts for equity-based derivatives were traded in October, 24.2 million of which were attributable to equity index derivatives and 18.7 million to equity options. The strongest contract among the equity index derivatives was the future in the DJ Euro STOXX 50 index with 9.8 million contracts traded. Approximately 23% of trading volume in this contract comes from the USA, with another 33.5% from the UK, and 13% generated in Germany.