Eurex: Volume up!

Eurex Trading Volume up 14 Percent in November to Approximately 130 Million Contracts


Equity-based derivatives again more heavily traded than fixed-income derivatives

A total of approximately 130 million contracts were traded on the international derivatives exchange Eurex in November. This represents an increase of 14 percent on the previous year (November 2005: 114 million contracts). The total number of contracts traded on Eurex to date in 2006 is 1.42 billion contracts, an increase of approximately
22 percent compared with the same period in 2005. Average daily trading volume at Eurex currently stands at 6 million contracts.

In November, the equity-based derivatives segment was again the most heavily traded segment at Eurex, with approximately 70.1 million traded contracts. Of these, 46.6 million contracts were based on equity index derivatives and 23.5 million contracts on equity derivatives (equity options and single stock futures). The most heavily traded equity derivative at Eurex in November was the Dow Jones EURO STOXX 50 index future, with approximately 19 million contracts traded. Trading in DAX index options reached its second highest level with 6.4 million contracts traded.

A total of 59.5 million contracts were traded in the fixed-income derivatives segment at Eurex in November. The Euro-Bund Future remained the most heavily traded contract at Eurex with approximately
26.8 million traded contracts. Approximately 13 million contracts were traded in the Euro-Bobl Future in November and 13.2 million contracts in the Euro-Schatz Future.

Approximately €15.49 billion (single counting) was traded in November on the electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range. This represents an increase of 19 percent on the previous month (October 2006: €13.06 billion) and an increase of four percent on November 2005 (€14.87 billion).  

Record high outstanding volume in November at €93 billion

18 Dec 2006
Eurex Repo, the electronic repo market of the international derivatives exchange Eurex, continues to grow in the first eleven months of 2006: average outstanding volume reached a new peak of more than € 93 billion at the end of November, beating the figure recorded at the beginning of the year by 18 percent. The Euro repo market saw particularly strong growth during this period: with a daily outstanding volume of over € 55 billion, this market set a new record in November, up by nearly 80 percent on the start of the year. In addition, ten new participants were admitted to the Euro repo market in 2006, including 7 international institutions. This brings the total number of participating institutions to 45. Average outstanding
volume on the CHF repo market totaled CHF 63.7 billion (€ 42.5
billion) in November.