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Average Daily Volume of 11.8 Million Contracts at Eurex and ISE in May


Clear growth in average daily trading volume at ISE/ Stable turnover in equity index derivatives

At the international derivatives markets of Eurex an average daily volume of 11.8 million contracts was traded in May (May 2008: 12.8 million) – a decrease by roughly 8 percent. Thereof, 7.4 million (May 2008: 9.3 million) contracts were traded at Eurex and 4.4 million (May 2008: 3.5 million) contracts were traded at the International Securities Exchange (ISE). In total, 237 million contracts were traded on both exchanges (Eurex: 148.5 million; ISE: 88.5 million), compared with 194.6 million contracts in May 2008 at Eurex and 75.1 million at ISE.

At Eurex, the equity index derivatives segment slightly declined and totaled at 56.2 million contracts (May 2008: 59.3 million). Futures on the Dow Jones Euro STOXX 50 grew by 14.5 percent (May 2008: 20.2 million contracts to 23.1 in May 2009). Contract volume on the DAX future increased by 13 percent (3.1 million compared to 2.7 million in May last year).

The segment of equity-based derivatives (equity options and single stock futures) saw a decrease in traded contracts by 34.4 percent to 57.6 million (May 2008: 87.9). Thereof, equity options totaled at 26.5 million contracts and single stock futures recorded 31.1 million contracts.

Around 34.4 million contracts were traded in the fixed income derivatives segment (May 2008: 47.3 million) which is decline by 27 percent. Approximately 13 million contracts were traded in the Euro-Bund-Future. Trading volume in the Euro-Schatz Future recorded 9.1 million contracts. The Euro-Bobl-Future reached 8.2 million contracts.

Eurex Repo, which operates CHF- and EUR repo markets, again recorded growth figures: All repo markets gained 31 percent with a daily average outstanding volume of EUR 167.6 billion (May 2008: EUR 128.1 billion). The secured money market segment GC Pooling rose by 101 percent with a daily outstanding volume of EUR 75.9 billion (May 2008: EUR 37.8 billion).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR 6.23 billion (single counting) in May. In May 2008, the figure was EUR 7.12 billion, and in April 2009 volume was EUR 7.11 billion.


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