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Eurex: Trading statistics July 2016

Release date:
01 Aug 2016
| Eurex

Eurex: Trading statistics July 2016

In July 2016, the international derivatives market Eurex, part of Deutsche Börse Group, recorded an average daily volume of 5.5 million contracts (July 2015: 5.9 million). In total, 114.8 million contracts were traded at Eurex in July.

The volume traded on the spot and derivatives power markets of the European Energy Exchange (EEX) amounted to 290.2 terawatt hours (TWh).

Eurex Repo recorded in all markets an average outstanding volume of 129.0 billion euros.

Eurex

At Eurex, the equity index derivatives segment totaled 59.0 million contracts (July 2015: 71.6 million). The single largest contract was the future on the EURO STOXX 50® Index with 23.1 million contracts; and the options on this blue chip index totaled 18.9 million contracts. Futures on the DAX index recorded 1.7 million contracts while the DAX options reached another 2.0 million contracts. The Eurex KOSPI Product recorded 1.8 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex reached 23.0 million contracts (July 2015: 22.8 million). Thereof, equity options totaled 12.9 million contracts and single stock futures equaled 10.0 million contracts.
The interest rate derivatives segment totaled 31.0 million contracts (July 2015: 38.2 million). The Euro-Bund-Future reached 11.2 million contracts, the Euro-Bobl-Future 8.2 million contracts and the Euro-Schatz-Future 4.1 million contracts. The three Euro-BTP-Futures totaled around 1.9 million contracts. The two Euro-OAT-Futures recorded around 1.7 million contracts.

The Eurex segment dividend-based derivatives recorded around 0.7 million contracts. Volatility derivatives totaled 1.2 million contracts.

European Energy Exchange

The monthly volume on EEX Group’s power derivatives markets amounted to 245.6 terawatt hours (TWh) in July 2016 (July 2015: 172.9 TWh). The total volume on the power spot and derivatives markets of EEX Group amounted to 290.2 TWh. This volume also includes the EPEX SPOT markets as well as SEEPEX and PXE volumes.

On the natural gas spot and derivatives markets, the volume amounted to 87.9 TWh (July 2015: 73.0 TWh). In July, a volume of 78.5 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (July 2015: 64.9 million tonnes of CO2). In addition, 4,354 contracts were traded in EEX’s agricultural products (July 2015: 8,177 contracts). In freight, 28,165 contracts were traded in July (July 2015: 41,609 contracts) and 22,4 million tonnes were traded in iron ore (July 2015: 23.1 million tonnes).

Eurex Repo

Eurex Repo, which operates GC Pooling and Euro Repo markets, recorded in all markets an average outstanding volume of 129.0 billion euros (July 2015: 158.5 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 96.4 billion euros (July 2015: 129.7 billion euros). The Euro Repo market reached an average outstanding volume of 32.6 billion euros compared with 28.8 billion euros in July 2015.