Equity-index derivatives once again are the largest segment â the number of contracts traded was up by 63 percent year-on-year to 76 million (February 07: 46.6 million). The option on the Dow Jones Euro STOXX 50 index reached its second-best month with around 32 million contracts (February 07: 18 million).
The segment equity derivatives (equity options and single stock futures) rose to 30.3 million contracts after 25.6 million in February 2007 (increase of 18 percent). There is strong demand for the Spanish equity options, turnover grew by 65 percent as against the previous month, reaching approx. 150,000 contracts. Single stock futures reached 3.6 million contracts (February 07:
The fixed-income derivatives segment improved compared with the previous month but also year-on-year. 72 million contracts were traded, in January 2008 it was 70 million contracts and in February 07 approx. 63 million contracts.
Around 28 million contracts were traded on the Euro-Bund-Future. In the Euro-Schatz-Future around 19.5 million contracts were traded, around 16.8 million in the Euro-Bobl-Future.
The International Securities Exchange (ISE), a subsidiary of Eurex since December 2007, totaled at 73.3 million contracts in February, an increase of 44 percent y-o-y. This equals an average daily volume of 3.6 million contracts.