Average daily volume of 9.4 million contracts at Eurex and ISE in November

At the international derivatives markets of Eurex, an average daily volume of 9.4 million contracts was traded in November 2009; y-o-y the figure was 10.4 million. This year’s figure splits into 6.3 million contracts traded at Eurex (Nov 2008: 7.0 million) and 3.1 million contracts were traded at the International Securities Exchange (ISE) (Nov 2008: 3.4 million). In November, a total of 193.0 million contracts were traded on both exchanges, thereof Eurex with 131.9 million and ISE with 61.1 million, compared with 140.5 million contracts at Eurex and 65.2 million at ISE y-o-y. In the previous month October 2009, Eurex had 141.6 million contracts, ISE another 87.2 million.

At Eurex, the equity index derivatives segment recorded the highest turnover, totaling 64.0 million contracts, compared with 79.7 million y-o-y. Thereof, 25.2 million contracts were traded in the Dow Jones EURO STOXX 50® index future and 24.1 million contracts in the Dow Jones EURO STOXX 50 index option. Strong demand was observed in the DAX® index option with 9.7 million contracts, the DAX-Future totaled 3.2 million contracts. Trading volume in equity derivatives (equity options and single stock futures) grew and accounted for 29.1 million contracts (Nov 2008: 26.4 million), thereof equity options with 25.3 million and single stock futures with 3.8 million contracts.

The interest rate derivatives segment grew by 12 percent and reached 38.5 million contracts compared with 34.3 million y-o-y. The Euro Bund Future totaled 15.3 million contracts, the Euro Bobl Future 8.7 million contracts and the Euro Schatz Future 10.7 million contracts. The Euro BTP future totaled more than 77,000 contracts, a similar level like in October 2009.

Eurex Repo, which operates CHF- and EUR repo markets, grew slightly and accounted an average outstanding volume of EUR 149.2 billion (Nov 2008: EUR 144.1 billion). The secured money market segment GC Pooling continued to grow with a rate of 60 percent y-o-y, average outstanding volume reached EUR 80.4 billion (Nov 2008: EUR 50.2 billion). The whole EUR Repo segment grew by 26 percent and totaled EUR 103.3 billion (Nov 2008: EUR 81.8 billion).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of EUR 9.2 billion (single counted) in November, compared with EUR 7.8 billion in November last year (an increase of 18 percent) and EUR 7.0 billion in October 2009 (an increase of 31 percent).