OREANDA-NEWS. Eurex: Trading statistics January 2016.

Eurex: In January 2016, the international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 10.2 million contracts (January 2015: 8.8 million). Of those, 7.2 million were Eurex Exchange contracts (January 2015: 6.6 million), and 3.0 million contracts (January 2015: 2.2 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 332.4 terawatt hours. Eurex Repo recorded in all markets in January 2016 an average outstanding volume of 129.0 billion euros.


Eurex Exchange

At Eurex Exchange, the equity index derivatives segment totaled 79.9 million contracts (January 2015: 76.6 million). The single largest contract was the future on the EURO STOXX 50® Index with 32.2 million contracts; and the options on this blue chip index totaled 29.8 million contracts. Futures on the DAX index recorded 2.5 million contracts while the DAX options reached another 2.9 million contracts. The Eurex KOSPI Product recorded 3.2 million contracts. TAIEX Index derivatives achieved a new monthly record with 50,229 contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 26.9 million contracts (January 2015: 21.9 million). Thereof, equity options totaled 16.7 million contracts and single stock futures equaled 10.2 million contracts.

The interest rate derivatives segment totaled 35.3 million contracts (January 2015: 39.0 million). The Euro-Bund-Future reached 13.1 million contracts, the Euro-Bobl-Future 8.3 million contracts and the Euro-Schatz-Future 4.4 million contracts. The three Euro-BTP-Futures totaled around 2.0 million contracts. The two Euro-OAT-Futures recorded around 2.0 million contracts.

The Eurex Exchange segment dividend-based derivatives recorded around 1.2 million contracts. Volatility derivatives totaled about 1.4 million contracts.

European Energy Exchange

The monthly volume on EEX’s power derivatives market, amounted to 332.4 terawatt hours (TWh) in January 2016 (January 2015: 226.5 TWh) and thus, reached a new record. The total volume on the power spot and derivatives markets of EEX Group amounted to 381.8 TWh. This volume also includes the EPEX SPOT markets (incl. APX-Belpex) which have been fully consolidated into EEX as of the beginning of 2015.

On the natural gas spot and derivatives markets, the volume amounted to 180.2 TWh (January 2015: 73.6 TWh). In January, a volume of 77.9 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (January 2015: 49.4 million tonnes of CO2). In addition, 3,282 contracts were traded in EEX’s agricultural products. In freight, 28,764 contracts were traded in January (January 2015: 30,989 contracts) and 32.1 million tonnes were traded in iron ore (January 2015: 14.9 million tonnes).

Eurex Repo

Eurex Repo, which operates GC Pooling and Euro Repo markets, recorded in all markets in January 2016 an average outstanding volume of 129.0 billion euros (January 2015: 198.0 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 101.4 billion euros (January 2015: 159.3 billion euros). The Euro Repo market reached an average outstanding volume of 27.6 billion euros compared with 38.7 billion euros in January 2015.