Average daily volume of 11.4 million contracts at Eurex Group in June

June volumes grew at Eurex Exchange and ISE/ Eurex Exchange: KOSPI Product with new peak in volumes/ Eurex Repo: new records in all markets

In June 2011, the international derivatives exchanges of Eurex Group recorded an average daily volume of 11.4 million contracts (June 2010: 10.9 million). Of those, 8.6 million were Eurex Exchange contracts (June 2010: 8.3 million), and 2.8 million contracts (June 2010: 2.6 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 189.1 million contracts were traded at Eurex Exchange (an increase of 3 percent) and 60.9 million at ISE (an increase of 5 percent).

At Eurex Exchange, the equity index derivatives segment grew by 4 percent and totaled 82.3 million contracts (June 2010: 79.3 million). The single largest contract was the future on the EURO STOXX 50® Index with 39.5 million contracts. The option on this blue chip index totaled 27.5 million contracts. Futures on the DAX index recorded 4.0 million contracts while the DAX options reached another 4.8 million contracts. The Eurex KOSPI Product achieved a new monthly record with more than 572,000 contracts, an ADV of more than 26,000 contracts. On 29 July, a new daily peak was recorded with 78,347 contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 33.9 million contracts (June 2010: 50.5 million). Thereof, equity options totaled 22.0 million contracts and single stock futures equaled 11.9 million contracts. Equity derivatives volume y-o-y is influenced by the change of contract specifications: in Q1 2011, Eurex Exchange increased the contract size of most equity options and single stock futures to match international standards, with the effect of potentially lower turnover in these products. The adjusted figure of monthly volume in the equity derivatives segment in June would have been approximately 38 million contracts.

Eurex Exchange’s interest rate derivatives segment grew by 36 percent and totaled 72.1 million contracts (June 2010: 52.9 million). The Euro-Bund-Future reached 27.0 million contracts, the Euro-Bobl-Future 17.3 million contracts and the Euro-Schatz-Future 19.4 million contracts. The Euro-BTP-Future totaled around 210,000 contracts and the Short Term Euro-BTP-Future approximately 63,000 contracts.

The Eurex segment dividend-based derivatives recorded more than 431,000 contracts (an increase of 37 percent year-on-year). Volatility derivatives totaled 243,000 contracts (an increase of 228 percent year-on-year).

Eurex Repo, which operates CHF, EUR repo and GC Pooling markets, achieved new records. All Eurex Repo markets grew by 28 percent in June 2011 and reached 301.0 billion euros average outstanding volume for the first time (June 2010: 235.2 billion euros). The EUR Repo Market reached a new monthly record of average outstanding volume with 149.9 billion euros in May, an increase of 21 percent y-o-y. The secured money market GC Pooling recorded an average outstanding volume of 119.8 billion euros, an increase of 21 percent y-o-y (June 2010: 98.8 billion euros). The CHF Repo market recorded the highest growth rate with 35 percent y-o-y, reaching 151.1 billion euros.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 8.6 billion euros (single counting) in June, compared to 7.9 billion euros in June 2010. In May 2011, volume was 10.4 billion euros.