OREANDA-NEWS. In September 2015, the international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 9.9 million contracts (September 2014: 9.1 million). Of those, 7.5 million were Eurex Exchange contracts (September 2014: 6.5 million), and 2.4 million contracts (September 2014: 2.6 million) were traded at the New York based International Securities Exchange (ISE). The volume traded on the spot and derivatives power markets of the European Energy Exchange (EEX) amounted to 268.8 terawatt hours (September 2014: 184.2 TWh). Eurex Repo recorded in all markets in September 2015 an average outstanding volume of 147.0 billion euros.

Eurex Exchange

At Eurex Exchange, the equity index derivatives segment totaled 90.6 million contracts (September 2014: 68.0 million). The single largest contract was the future on the EURO STOXX 50® Index with 40.5 million contracts; and the options on this blue chip index totaled 31.5 million contracts. Futures on the DAX index recorded 2.9 million contracts while the DAX options reached another 3.8 million contracts. The Eurex KOSPI Product recorded 2.3 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 23.7 million contracts (September 2014: 22.4 million). Thereof, equity options totaled 17.2 million contracts and single stock futures equaled 6.5 million contracts.

The interest rate derivatives segment totaled 48.8 million contracts (September 2014: 50.6 million). The Euro-Bund-Future reached 17.2 million contracts, the Euro-Bobl-Future 12.1 million contracts and the Euro-Schatz-Future 8.0 million contracts. The three Euro-BTP-Futures totaled around 2.9 million contracts. The two Euro-OAT-Futures recorded around 2.1 million contracts.

The Eurex Exchange segment dividend-based derivatives recorded 955,000 contracts (increase of 35 percent y-o-y). Volatility derivatives totaled 1.1 million contracts (increase of 18 percent y-o-y).

European Energy Exchange

The volume traded on the spot and derivatives power markets of EEX Group amounted to 268.8 terawatt hours (TWh) in September 2015 (September 2014: 184.2 TWh). On the natural gas spot and derivatives markets the volume amounted to 72.1 TWh (September 2014: 54.8 TWh). In September, a volume of 73.0 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (September 2014: 44.9 million tonnes of CO2). Furthermore 1,424 contracts were traded in the EEX agricultural products. On the freight segment, 42,951 contracts were traded (September 2014: 38,470 contracts) and 21.2 million tonnes were traded in iron ore (September 2014: 13.5 million tonnes).

Eurex Repo

Eurex Repo, which operates Euro Repo and GC Pooling markets, recorded in all markets in September 2015 an average outstanding volume of 147.0 billion euros (September 2014: 211.4 billion euros). This negative development was mainly due to the QE policy of the European Central Bank. The secured money market GC Pooling recorded an average outstanding volume of 121.3 billion euros (September 2014: 169.4 billion euros). The Euro Repo market reached an average outstanding volume of 25.7 billion euros compared with 42.0 billion euros in September 2014.