In October 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 9.9 million contracts (October 2013: 7.9 million). Of those, 6.6 million were Eurex Exchange contracts (October 2013: 5.1 million), and 3.3 million contracts (October 2013: 2.8 million) were traded at the U.S.-based International Securities Exchange (ISE). In total, 152.7 million contracts were traded at Eurex Exchange and 80.0 million at ISE.
At Eurex Exchange, the equity index derivatives segment totaled 86.4 million contracts (October 2013: 52.9 million). The future on the EURO STOXX 50 Index recorded 34.7 million contracts, the options on this blue chip index totaled 32.4 million contracts. Futures on the DAX index recorded 3.5 million contracts while the DAX options reached another 5.8 million contracts. The Eurex KOSPI Product totaled around 2.6 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 21.7 million contracts (October 2013: 25.9 million). Thereof, equity options totaled 17.7 million contracts and single stock futures equaled 4.0 million contracts.
Eurex Exchange’s interest rate derivatives segment totaled 41.6 million contracts (October 2013: 36.8 million). The Euro-Bund-Future reached 18.3 million contracts, the Euro-Bobl-Future 9.7 million contracts and the Euro-Schatz-Future 4.7 million contracts. The three Euro-BTP-Futures totaled around 2.4 million contracts, the two Euro-OAT-Futures recorded around 1.9 million contracts.
The Eurex Exchange segment dividend-based derivatives reached a new monthly volume record with 1.3 million contracts. Volatility derivatives also reached a new monthly high and doubled y-o-y, totaling 1.5 million contracts.
The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 154.4 terawatt hours (TWh) in October 2014 (October 2013: 145.6 TWh). On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 31.6 TWh (October 2013: 10.2 TWh). In October, a volume of 41.5 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 86.6 million tonnes of CO2 in October 2013.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in October 2014 for all Eurex Repo markets an average outstanding volume of 202.7 billion euros (October 2013: 210.3 billion euros). The secured money market GC Pooling grew by 12 percent and recorded an average outstanding volume of 161.5 billion euros (October 2013: 144.0 billion euros). The Euro Repo Market reached an average outstanding volume of 39.0 billion euros, an increase of 3 percent y-o-y. The Swiss Franc Repo market reached 2.2 billion euros.
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