Eurex Vols

Discussion in 'Index Futures' started by doublechin, Jul 1, 2010.

  1. AK100

    AK100

    Yes, I forgot about that one, it's the new style. Looks very interesting.
     
    #141     Apr 4, 2012
  2. Unsure about the legality of that scheme in the UK.

    Likely a big disclaimer so the buck stops firmly with the A/C holder.

    Then the A/C holder is solely responsible for his/her due diligence.
     
    #142     Apr 4, 2012
  3. just21

    just21

    Apparently nobody has paid tax at kyte in four years. See the thread on trade2win futures forum. I am not allowed to link to it.
     
    #143     Apr 4, 2012
  4. Thanks for that.
     
    #144     Apr 4, 2012
  5. mgrund

    mgrund

    Hows that "Humble pie" I hope it taste nice
     
    #145     Apr 4, 2012
  6. Because I said 'thanks' doesn't mean I agree with it or think it's applicable to professionals,it's called politeness you stupid,deluded fool.
     
    #146     Apr 5, 2012
  7. AK100

    AK100

    Agree.

    'Manners are the basis of society' is always something that many should remember.
     
    #147     Apr 5, 2012
  8. Eurex Exchange: April with highest monthly volume in 2012/ Eurex
    Repo: GC Pooling and Euro Repo Market continued to grow significantly

    In April 2012, the international derivatives exchanges of Eurex Group
    recorded an average daily volume of 10.9 million contracts (April
    2011: 10.5 million). Of those, 8.3 million were Eurex Exchange
    contracts (April 2011: 7.6 million), and 2.6 million contracts (April
    2011: 2.9 million) were traded at the U.S.-based International
    Securities Exchange (ISE). In total, 156.9 million contracts were
    traded at Eurex Exchange and 52.0 million at ISE. <b>This makes April
    the best month in terms of trading volumes in 2012.</B>

    <b>Eurex Exchange traded 64.6 million equity index derivatives contracts
    (April 2011: 49.9 million).</B> The single largest contract was the
    future on the EURO STOXX 50® Index with 26.1 million contracts. The
    option on this blue chip index totaled 25.1 million contracts.
    Futures on the DAX index recorded 3.0 million contracts while the DAX
    options reached another 4.2 million contracts. The Eurex KOSPI
    Product recorded 3.0 million contracts, an ADV of 157,000 contracts.

    The equity derivatives (equity options and single stock futures)
    segment at Eurex Exchange recorded 57.2 million contracts (April
    2011: 54.3 million). Thereof, equity options totaled 18.6 million
    contracts and single stock futures equaled 38.6 million contracts
    (+11 percent y-o-y).

    <b>Eurex Exchange's interest rate derivatives segment achieved 34.4
    million contracts (April 2011: 40.4 million).</B> The Euro-Bund-Future
    reached 13.8 million contracts, the Euro-Bobl-Future 7.6 million
    contracts and the Euro-Schatz-Future 6.8 million contracts. The Euro-
    BTP-Future increased and totaled around 288,000 contracts and the
    Short Term Euro-BTP-Future approximately 50,000 contracts. The Euro-
    OAT-Future – launched in mid April – totaled more than 129,000
    contracts in just two weeks.

    The Eurex segment dividend-based derivatives totaled more than
    426,000 contracts, growing 51 percent y-o-y. Volatility derivatives
    grew by 36 percent y-o-y and totaled 257,000 contracts.

    The volume traded on the Power Derivatives Market of European Energy
    Exchange (EEX) amounted to 48.7 Terawatthours (TWh) in April 2012
    (April 2011: 88.4 TWh). On the EEX Spot and Derivatives Market for
    natural gas the volume traded amounted to 5.2 TWh (April 2011: 1.8
    TWh). In April, a volume of 8.9 million tonnes of CO2 was traded on
    the Spot and Derivatives Market for Emission Allowances compared with
    6.5 million tonnes of CO2 in April 2011.

    Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling
    markets, reported for all Eurex Repo markets an average outstanding
    volume of 235.6 billion euros (April 2011: 275.5 billion euros). The
    secured money market GC Pooling recorded an average outstanding
    volume of 131.5 billion euros, an increase of 52 percent y-o-y (April
    2011: 86.5 billion euros). The Euro Repo Market reached an average
    outstanding volume of 166.2 billion euros in April, an increase of 42
    percent y-o-y. The Swiss Franc Repo market reached 69.4 billion euros.

    The electronic trading platform Eurex Bonds, which rounds out Eurex's
    fixed-income product range, traded 10.0 billion euros (single
    counting) in April, an increase of 12 percent compared to 8.95
    billion euros in April 2011. In March 2012, volume was 11.8 billion
    euros.
     
    #148     May 3, 2012
  9. quick translation -

    fixed income fell but they did not mention that fact.

    also it has nothing at all to with algos whatsoever.

    human locals are to blame for the demise of liquidity and volume.

    adapt or die
     
    #149     May 3, 2012
  10. mgrund

    mgrund

    Is this Bund going to pop? As no real levels up here on the June contract.Just bought 32's - Target 82's with a stop at 20's
     
    #150     May 8, 2012