Fixed income derivatives strongest segment with 61 million contracts / Equity index derivatives segment with strongest growth year-on-year (y-o-y)
A total of 146 million contracts were traded on the Eurex international derivatives exchange in October, a year-on-year increase of 22 percent (October 2006: 119 million contracts). Approximately 1.61 billion contracts were traded year-to-date, surpassing last years overall volume of 1.527 billion contracts. Open Interest remains stable and reached 133 million contracts at the end of October.
Strongest growth was seen in the equity index derivatives segment, which rose by 52 percent to 58.4 million contracts (October 2006: 38.3 million contracts). The Dow Jones Euro STOXX 50® Index future saw around 24 million contracts, an increase of 54 percent (October 2006: 15.4 million contracts); turnover of the option increased even more by 66 percent achieving 22 million contracts.
The equity derivatives segment (equity options and single stock futures) recorded 26.6 million contracts (October 2006: 23.7 million), a growth of
12 percent y-o-y. Growth drivers were predominantly single stock futures, which increased significantly over October 2006 with 157 percent. Around
24.4 million contracts were traded in equity options.
The fixed income derivatives segment was the largest in terms of turnover in October with approximately 61 million contracts (October 2006: 57.4 million); an increase of 6 percent y-o-y. The strongest traded single derivative was once again the Euro Bund Future with more than 26 million contracts, followed by the Euro Schatz Future with 14.4 million contracts.
Eurex Repo, which operates CHF- and EUR repo markets, set in October in its money market segment Euro GC Pooling a new daily record with daily outstanding volume of €24.1 billion on 24 October. Average outstanding volume reached in October €16.8 billion, a plus of 21 percent y-o-y (October 2006: €13.9 billion). All Eurex Repo markets recorded in difficult market conditions in October an average outstanding volume of €85 billion (October 2006: €88.9 billion).
Approximately €11.5 billion (single counting) was traded in October on the Eurex Bonds electronic trading platform, which rounds out Eurex’s range of fixed income product range, compared to €13 billion in October 2006.
Trading volume in September 2007 was €11.3 billion.