Eurex trading growth continues
01 June 2010 Frankfurt
Image: Shutterstock
At the international derivatives markets of Eurex, an average daily volume of 16.2 million contracts was traded in May (May 2009: 11.8 million). Of those, 12.2 million contracts (May 2009: 7.4 million) were traded at Eurex; another 4.0 million contracts (May 2009: 4.4 million) were traded at the International Securities Exchange (ISE).
The strong increase of Eurex turnover of 65 per cent year-on-year is due to the increasing use of exchange-traded and centrally cleared derivatives in the current market environment, which was driven by high volatility and uncertainty as well as the dividend season.
In total, 335.7 million contracts were traded on both exchanges compared with 237 million contracts in May 2009, which is an increase of 42 per cent. On 6 May a new daily turnover record was achieved with 25 million contracts.
At Eurex, the equity index derivatives segment totaled 101.4 million contracts (May 2009: 56.2 million). The future on the Euro STOXX 50 was once again the most successful product with 47.7 million contracts; the Euro STOXX 50 option achieved another 38.0 million contracts. Both the DAX future and DAX option reached turnover with 4.9 million contracts and 8.2 million contracts.
Dividend derivatives traded more than 543,000 contracts, while the volatility derivatives recorded almost 218,000 contracts for both VSTOXX futures and
options.
The strong increase of Eurex turnover of 65 per cent year-on-year is due to the increasing use of exchange-traded and centrally cleared derivatives in the current market environment, which was driven by high volatility and uncertainty as well as the dividend season.
In total, 335.7 million contracts were traded on both exchanges compared with 237 million contracts in May 2009, which is an increase of 42 per cent. On 6 May a new daily turnover record was achieved with 25 million contracts.
At Eurex, the equity index derivatives segment totaled 101.4 million contracts (May 2009: 56.2 million). The future on the Euro STOXX 50 was once again the most successful product with 47.7 million contracts; the Euro STOXX 50 option achieved another 38.0 million contracts. Both the DAX future and DAX option reached turnover with 4.9 million contracts and 8.2 million contracts.
Dividend derivatives traded more than 543,000 contracts, while the volatility derivatives recorded almost 218,000 contracts for both VSTOXX futures and
options.
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