Average Daily Volume of 10.9 Million Contracts at Eurex and ISE in June

Eurex monthly trading volume rose by 25 percent y-o-y

At the international derivatives markets of Eurex, an average daily volume of 10.9 million contracts was traded in June (June 2009: 10.7 million). Thereof, 8.3 million contracts (June 2009: 6.7 million) were traded at Eurex; another 2.6 million contracts (June 2009: 3.9 million) were traded at the International Securities Exchange (ISE). The increase of Eurex turnover of 25 percent y-o-y is due to the increasing use of exchange-traded and centrally cleared derivatives in the current market environment, which was driven by high volatility and the dividend season. In total, 241.1 million contracts were traded on both exchanges compared with 232.5 million contracts in June 2009.

At Eurex, the equity index derivatives segment was the most successful segment, totaling 79.3 million contracts, compared with 71.1 million contracts in June 2009. Futures on the EURO STOXX 50 reached 41.1 million contracts (June 2009: 32.0 million); the options recorded another 24.2 million contracts (June 2009: 25.5 million). The DAX future reached a turnover of 4.0 million contracts while the DAX option achieved 6.3 million contracts.

In the Eurex segment of equity-based derivatives (equity options and single stock futures) 50.5 million contracts were traded (June 2009: 30.2 million). Thereof, equity options totaled at 24.7 million contracts (June 2009: 23.2 million). The dividend season led to a strong increase of incentivized block trades of single stock futures, which totaled 25.8 million contracts (June 2009: 7.1 million).

Eurex’s interest rate derivatives segment reached 52.9 million contracts, compared with 44.9 million in June 2009. Approximately 21.7 million contracts were traded in the Euro-Bund-Future, 13.7 million contracts in the Euro-Schatz Future, 12.5 million contracts in the Euro-Bobl-Future and almost 154.000 contracts in the Euro-BTP-Future.

Dividend derivatives traded more than 315,000 contracts, while the volatility derivatives recorded almost 74,000 contracts for both VSTOXX futures and options. Commodities derivatives totaled at 75,000 contracts.

Eurex Repo, which operates CHF- and EUR repo markets, grew by 10 percent and both repo markets hit a new overall record with an average outstanding volume of 228.4 billion euros (June 2009: 208.1 billion euros). The secured money market segment GC Pooling achieved the strongest growth with 29 percent and set a new monthly record with an average outstanding volume of 98.8 billion euros (June 2009: 76.9 billion euros). On 21 June, GC Pooling also achieved a record daily average outstanding volume of 108.5 billion euros.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of 7.9 billion euros (single counting) in June. In May 2010, the figure was 8.76 billion euros, and in June 2009 volume was 12.1 billion euros.