doublechin
Registered: Apr 2004
Posts: 208 |
08-02-12 08:07 AM
In July 2012, the international derivatives markets of Eurex Group
recorded an average daily volume of 8.1 million contracts (July 2011:
10.1 million). Of those, 5.8 million were Eurex Exchange contracts
(July 2011: 7.2 million), and 2.3 million contracts (July 2011: 2.9
million) were traded at the U.S.-based International Securities
Exchange (ISE). In total, 127.6 million contracts were traded at
Eurex Exchange and 48.1 million at ISE.
At Eurex Exchange, the equity index derivatives segment totaled 63.8
million contracts (July 2011: 72.5 million). The single largest
contract was the future on the EURO STOXX 50ฎ Index with 25.8 million
contracts. The option on this blue chip index totaled 25.3 million
contracts. Futures on the DAX index recorded 3.1 million contracts
while the DAX options reached another 4.6 million contracts. The
Eurex KOSPI Product recorded 1.8 million contracts (July 2011: 1.7
million). Options on the RDX index achieved around 100,000 contracts
for the first time.
The equity derivatives (equity options and single stock futures)
segment at Eurex Exchange grew by 23 percent year-on-year (y-o-y) and
reached 29.5 million contracts (July 2011: 24.0 million). Thereof,
equity options totaled 17.9 million contracts (July 2011: 18.9
million) and single stock futures equaled 11.6 million contracts
(July 2011: 5.1 million).
Eurex Exchange's interest rate derivatives segment totaled 33.2
million contracts (July 2011: 54.9 million). The Euro-Bund-Future
reached 13.0 million contracts, the Euro-Bobl-Future 7.6 million
contracts and the Euro-Schatz-Future 5.7 million contracts. The Euro-
BTP-Future grew by 81 percent y-o-y and totaled around 474,000
contracts; and the Short Term Euro-BTP-Future reached approximately
86,000 contracts. The Euro-OAT-Future launched in mid April
recorded a new monthly record with around 431,000 contracts.
The Eurex segment dividend-based derivatives recorded more than
651,000 contracts, an increase of 97 percent y-o-y. Volatility
derivatives totaled 341,000 contracts, an increase of 68 percent y-o-
y.
The volume traded on the Power Derivatives Market of European Energy
Exchange (EEX) amounted to 59.7 Terawatthours (TWh) in July 2012
(July 2011: 72.9 TWh). On the EEX Spot and Derivatives Market for
natural gas the volume traded amounted to 3.8 TWh (July 2011: 2.6
TWh). In July, a volume of 21.2 million tonnes of CO2 was traded on
the Spot and Derivatives Market for Emission Allowances compared with
6.4 million tonnes of CO2 in July 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling
markets, reported in July 2012 for all Eurex Repo markets an average
outstanding volume of 239.4 billion euros (July 2011: 292.9 billion
euros). The secured money market GC Pooling recorded an average
outstanding volume of 156.3 billion euros, an increase of 48 percent
y-o-y (July 2011: 105.4 billion euros). The Euro Repo Market reached
an average outstanding volume of 195.3 billion euros in July, an
increase of 46 percent y-o-y. The Swiss Franc Repo market reached
44.1 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex's
fixed-income product range, traded 8.8 billion euros (single
counting) in July compared to 9.1 billion euros in July 2011. In June
2012, volume was 9.4 billion euros.
For further information please visit http://www.eurexchange.com
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