Eurex Group’s international derivatives markets with 2.2 billion contracts in 2013

Frankfurt am Main, Germany, 6-1-2014 — /EuropaWire/ — Eurex: The international derivatives markets of Eurex Group ended 2013 with a turnover of approximately 2.2 billion contracts (2012: 2.3 billion contracts). The total volume for 2013 splits into 1.6 billion contracts traded at Eurex Exchange (2012: 1.7 billion) and 639 million contracts traded at the International Securities Exchange (ISE) (2012: 632 million). This corresponds to a daily average trading volume of 8.6 million contracts, thereof 6.1 million contracts at Eurex Exchange and 2.5 million contracts at ISE.

At Eurex Exchange, the equity index derivatives segment was the largest in 2013 with a total yearly volume of 644.8 million contracts (2012: 765.6 million). Derivatives on the EURO STOXX 50® index were the largest single product with 268.5 million futures and 225.1 million options. The equity derivatives segment (options and single stock futures) saw 382.2 million contracts (2012: 411.0 million). In 2013, the interest rate derivatives segment reached a total of 509.6 million contracts (2012: 470.4 million).

Higher yearly volumes were recorded in the dividend and volatility derivatives segments: dividend derivatives grew slightly and totaled 7.1 million contracts (2012: 6.9 million). Volatility derivatives totaled 7.3 million contracts, an increase of 38 percent.

Eurex Exchange December 2013

In December 2013, the Eurex Group derivatives markets reached an average daily volume of 8.6 million contracts with 6.2 million contracts traded at Eurex Exchange (Dec 2012: 5.5 million) and 2.4 million contracts traded at the ISE (Dec 2012: 2.4 million).

At Eurex Exchange, equity index derivatives recorded the highest turnover among all product segments with 53.1 million contracts (Dec 2012: 47.9 million). The top equity index derivative was the future on the EURO STOXX 50 index with 23.3 million contracts, and 17.7 million options on this index were also traded.

A total of 22.1 million contracts were traded in the equity derivatives segment, compared with 23.6 million in Dec 2012. Within this segment, equity options traded 11.1 million contracts and single stock futures another 11.0 million contracts. A yearly total of 35.1 million contracts were traded in the interest rate derivatives segment in December, compared with 31.5 million in the same period last year.

The Eurex segment dividend-based derivatives totaled approximately 348,000 contracts. Commodity derivatives reached around 67,000 contracts. Volatility derivatives achieved about 561,000 contracts.

European Energy Exchange

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 103.3 terawatt hours (TWh) in December 2013 (December 2012: 85.1 TWh). Furthermore, a volume of 80,000 Guarantees of Origin has been traded on the EEX Derivatives Market. On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 11.4 TWh (December 2012: 6.9 TWh). In December, a volume of 52.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 42.2 million tonnes of CO2 in December 2012.

Eurex Repo

Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, reached an average outstanding volume of 222.6 billion euros across all repo markets in 2013 (2012: 234.7 billion euros). The secured money market GC Pooling hit a new record with an average outstanding volume of 153.8 billion euros, an increase of 6 percent y-o-y; the Euro Repo market totaled at the new peak of 36.5 billion euros. The Swiss Franc market totaled 32.3 billion euros.

In December 2013, the combined volume was almost unchanged y-o-y with 228.5 billion euros. The GC Pooling market reached 154.7 billion euros (an increase of 2 percent y-o-y); and the Euro Repo market recorded an average outstanding volume of 42.4 billion euros, an increase of 7 percent.

Eurex figures December and in 2013

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