The international derivatives markets of Eurex Group ended 2010 with a turnover of approximately 2.64 billion contracts, compared with 2.65 billion in 2009. The total volume for 2010 splits into 1.9 billion contracts traded at Eurex (2009: 1.7 billion) and 745.2 million contracts traded at the International Securities Exchange (ISE) (2009: 960.2 million). This corresponds to a daily average trading volume of 10.4 million contracts compared with 10.5 million in 2009.
At Eurex, equity index derivatives was the largest segment in 2010 with a total volume of 805.1 million contracts (2009: 797.5 million). Derivatives on the EURO STOXX 50 index were the largest single product with 372.2 million futures and 284.7 million options. The equity derivatives segment (options and single stock futures) saw 511.1 million contracts (2009: 421.3 million). In 2010, the interest rate derivatives segment reached a total of 574.8 million contracts (2009: 465.7 million). The segment dividend derivatives recorded the strongest growth of 78 percent with 4.5 million contracts.
Statistics for December 2010In December 2010, the Eurex Group derivatives markets reached an average daily volume of 8.3 million contracts with 5.8 million contracts traded at Eurex (Dec 2009: 6.15 million) and 2.5 million contracts traded at the ISE (Dec 2009: 2.7 million). A total of 177.8 million contracts were traded on both exchanges in December 2010 with 121.8 million (Dec 2009: 123.0 million) at Eurex and 56.0 million contracts (Dec 2009: 59.8 million) at ISE.
At Eurex Exchange, equity index derivatives recorded the highest turnover among all product segments in December 2010 with 56.1 million contracts (Dec 2009: 54.5 million). The top equity index derivative was the future on the EURO STOXX 50 index with 26.3 million contracts; another 18.3 million options on this index were also traded. A total of 25.6 million contracts were traded in the equity derivatives segment, compared with 29.0 million in Dec 2009. Within this segment, equity options traded 20.1 million contracts and single stock futures another 5.5 million contracts.
A total of 39.6 million contracts were traded in the interest rate derivatives segment in December 2010, compared with 39.2 million in the same period last year.
Statistics for Eurex Repo and Eurex BondsEurex Repo, which operates CHF repo, EUR repo and GC Pooling markets, continued to grow in 2010. The three Eurex Repo markets grew by 14 percent and reached an average outstanding volume of 221.7 billion euros. Thereof, the secured money market GC Pooling hit a new record with an average outstanding volume of 91.6 billion euros, an increase of 25 percent y-o-y; the EUR repo market totaled at the new peak of 114.5 billion euros and the CHF repo market achieved the new record of 107.2 billion euros.
In December 2010, all Eurex Repo markets grew by 39 percent y-o-y, reaching an average outstanding volume of 274.1 billion euros. Thereof GC Pooling reached a new record figure of 110.9 billion euros (Dec 2009: 84.3 billion euros) and the EUR repo market reached a record outstanding volume of 133.8 billion euros, an increase of 35 percent.
The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 6.8 billion euros (single counting) in December 2010 compared to 5.2 billion euros in December 2009. In 2010, Eurex Bonds traded a total volume of 101.6 billion euros (single counting), compared with 87.3 billion euros in 2009.
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