Press

In March 2010, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10 million contracts (March 2009: 12.2 million) – a decline of 17 percent. Of those, 7.1 million were Eurex contracts and 2.96 million contracts were traded at the U.S.-based International Securities Exchange (ISE). In total, 163.7 million contracts were traded at Eurex (March 2009: 172.3) and 68.1 million at the ISE (March 2009: 96.7).

The equity index derivatives product segment recorded 69.5 million contracts (38.5 million index futures and 31 million index options), down from 92.5 million contracts the year before. Futures on the EURO STOXX 50 Index stood at 31.9 million contracts while options on the index stood at 23.1 million.

The equity derivatives (equity options and single-stock futures) segment at Eurex recorded 36.4 million contracts (March 2009: 33.7 million) and thus marked an increase of 8 percent. Thereof, equity options totaled 29 million contracts and single-stock futures another 7.4 million contracts. Dividend-based derivatives continued to grow significantly: The number of traded contracts was up by 134 percent and stood at 355.000 contracts.

The interest rate derivatives segment increased by 25 percent y-o-y, achieving 57.2 million contracts (March 2009: 45.7 million). The Euro Bund Future reached 21.3 million contracts, the Euro Bobl Future 14.8 million contracts and the Euro Schatz Future 15.9 million contracts.

The Eurex Repo markets declined by 8 percent in March 2010 to 174 billion euro in outstanding volume. The secured money market segment, GC Pooling, recorded an average outstanding volume of 80.5 billion euro, an increase of 4 percent y-o-y. The EUR Repo market reached an average outstanding volume of 102.1 billion euro, an increase of 2 percent y-o-y. The CHF Repo market decreased by 19 percent compared to March 2009 (111.5 billion CHF vs. 138 billion CHF in March 2009).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded EUR 13.3 billion (single counting) in March, compared to EUR 7.8 billion in March 2009 (+71 percent). In February 2010, volume was EUR 8.5 billion.

Attachment
Monthly Statistic March 2010