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Eurex: Trading statistics June 2016

Release date:
01 Jul 2016
| Eurex

Eurex: Trading statistics June 2016

Highest monthly trading volumes in 2016

In June 2016, the international derivatives market Eurex, part of Deutsche Börse Group, recorded an average daily volume of 9.4 million contracts (June 2015: 8.6 million), an increase of around 10 percent. In total, 207.7 million contracts were traded at Eurex in June. On 14 June, daily volume recorded an annual high with more than 17 million contracts.

The volume traded on the spot and derivatives power markets of the European Energy Exchange (EEX) amounted to 378.0 terawatt hours (TWh).

Eurex Repo recorded in all markets in June 2016 an average outstanding volume of 139.8 billion euros.

Eurex
At Eurex, the equity index derivatives segment totaled 114.2 million contracts (June 2015: 92.9 million). The single largest contract was the future on the EURO STOXX 50® Index with 49.9 million contracts; and the options on this blue chip index totaled 38.3 million contracts. Futures on the DAX index recorded 2.8 million contracts while the DAX options reached another 3.2 million contracts. The Eurex KOSPI Product recorded 1.8 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex reached 32.7 million contracts (June 2015: 28.7 million). Thereof, equity options totaled 18.4 million contracts and single stock futures equaled 14.3 million contracts.

The interest rate derivatives segment totaled 57.9 million contracts (June 2015: 65.4 million). The Euro-Bund-Future reached 19.3 million contracts, the Euro-Bobl-Future 15.4 million contracts and the Euro-Schatz-Future 8.6 million contracts. The three Euro-BTP-Futures totaled around 4.3 million contracts. The two Euro-OAT-Futures recorded around 2.9 million contracts.

The Eurex segment dividend-based derivatives recorded around 1.0 million contracts. Volatility derivatives totaled 1.9 million contracts. For the first time more than 1 million volatility futures were traded in a single month.

European Energy Exchange
The monthly volume on EEX Group’s power derivatives markets amounted to 378.0 terawatt hours (TWh) in June 2016 (June 2015: 184.0 TWh). The volume also includes the power derivatives of Power Exchange Central Europe (PXE) which is fully consolidated into EEX as of June 2016. The total volume on the power spot and derivatives markets of EEX Group amounted to 421.0 TWh. This volume also includes the EPEX SPOT markets as well as SEEPEX volumes.

On the natural gas spot and derivatives markets, the volume amounted to 127.0 TWh (June 2015: 70.0 TWh). In June, a volume of 84.8 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (June 2015: 54.2 million tonnes of CO2). In addition, 4,389 contracts were traded in EEX’s agricultural products (June 2015: 9,170 contracts). In freight, 38,392 contracts were traded in June (June 2015: 44,865 contracts) and 16.5 million tonnes were traded in iron ore (June 2015: 14.5 million tonnes).

Eurex Repo
Eurex Repo, which operates GC Pooling and Euro Repo markets, recorded in all markets in June 2016 an average outstanding volume of 139.8 billion euros (June 2015: 183.2 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 99.3 billion euros (June 2015: 148.3 billion euros). The Euro Repo market reached an average outstanding volume of 40.5 billion euros compared with 34.9 billion euros in June 2015.