A total of approximately 130 million contracts were traded on the international derivatives exchange Eurex in November. This represents an increase of 14 percent on the previous year (November 2005: 114 million contracts). The total number of contracts traded on Eurex to date in 2006 is 1.42 billion contracts, an increase of approximately 22 percent compared with the same period in 2005. Average daily trading volume at Eurex currently stands at 6 million contracts.
In November, the equity-based derivatives segment was again the most heavily traded segment at Eurex, with approximately 70.1 million traded contracts. Of these, 46.6 million contracts were based on equity index derivatives and 23.5 million contracts on equity derivatives (equity options and single stock futures). The most heavily traded equity derivative at Eurex in November was the Dow Jones EURO STOXX 50 index future, with approximately 19 million contracts traded. Trading in DAX index options reached its second highest level with 6.4 million contracts traded.
A total of 59.5 million contracts were traded in the fixed-income derivatives segment at Eurex in November. The Euro-Bund Future remained the most heavily traded contract at Eurex with approximately 26.8 million traded contracts. Approximately 13 million contracts were traded in the Euro-Bobl Future in November and 13.2 million contracts in the Euro-Schatz Future.
Approximately â¬15.49 billion (US$ 20.53 billion)(single counting) was traded in November on the electronic trading platform Eurex Bonds, which rounds out Eurexâs fixed-income product range. This represents an increase of 19 percent on the previous month (October 2006: â¬13.06 billion (US$ 17.31 billion)) and an increase of four percent on November 2005 (â¬14.87 billion) (US$ 19.71 billion).