04.04.2016, 09:22
Deutsche Boerse AG: Trading statistics March 2016
OREANDA-NEWS. Eurex: In March 2016, the international derivatives markets of Eurex, part of Deutsche Börse Group, recorded an average daily volume of 10.5 million contracts (March 2015: 9.6 million). Of those, 8.2 million were Eurex Exchange contracts (March 2015: 7.3 million), and 2.3 million contracts (March 2015: 2.3 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 255.8 terawatt hours. Eurex Repo recorded in all markets in March 2016 an average outstanding volume of 147.4 billion euros.
Eurex Exchange
At Eurex Exchange, the equity index derivatives segment totaled 92.5 million contracts (March 2015: 79.1 million). The single largest contract was the future on the EURO STOXX 50® Index with 43.8 million contracts; and the options on this blue chip index totaled 25.2 million contracts. Futures on the DAX index recorded 2.7 million contracts while the DAX options reached another 2.6 million contracts. The Eurex KOSPI Product recorded 1.4 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached almost 23.3 million contracts (March 2015: 27.9 million). Thereof, equity options totaled 16.3 million contracts and single stock futures equaled 7.0 million contracts.
The interest rate derivatives segment totaled 53.9 million contracts (March 2015: 51.1 million). The Euro-Bund-Future reached 17.7 million contracts, the Euro-Bobl-Future 14.2 million contracts and the Euro-Schatz-Future 8.3 million contracts. The three Euro-BTP-Futures totaled around 3.6 million contracts. The two Euro-OAT-Futures recorded around 2.6 million contracts.
The Eurex Exchange segment dividend-based derivatives recorded around 0.9 million contracts. Volatility derivatives totaled 1.0 million contracts.
European Energy Exchange
The monthly volume on EEX’s power derivatives market amounted to 255.8 terawatt hours (TWh) in March 2016 (March 2015: 223.6 TWh). The total volume on the power spot and derivatives markets of EEX Group amounted to 303.9 TWh. This volume also includes the EPEX SPOT markets which have been fully consolidated into EEX as of the beginning of 2015 as well as SEEPEX volumes.
On the natural gas spot and derivatives markets, the volume amounted to 135.1 TWh (March 2015: 93.3 TWh). In March, a volume of 78.4 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (March 2015: 59.8 million tonnes of CO2). In addition, 3,746 contracts were traded in EEX’s agricultural products. In freight, 33,078 contracts were traded in March (March 2015: 29,153 contracts) and 39.7 million tonnes were traded in iron ore (March 2015: 19.7 million tonnes).
Eurex Repo
Eurex Repo, which operates GC Pooling and Euro Repo markets, recorded in all markets in March 2016 an average outstanding volume of 147.4 billion euros (March 2015: 208.8 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 113.8 billion euros (March 2015: 169.5 billion euros). The Euro Repo market reached an average outstanding volume of 33.6 billion euros compared with 39.3 billion euros in March 2015.
Eurex Exchange
At Eurex Exchange, the equity index derivatives segment totaled 92.5 million contracts (March 2015: 79.1 million). The single largest contract was the future on the EURO STOXX 50® Index with 43.8 million contracts; and the options on this blue chip index totaled 25.2 million contracts. Futures on the DAX index recorded 2.7 million contracts while the DAX options reached another 2.6 million contracts. The Eurex KOSPI Product recorded 1.4 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached almost 23.3 million contracts (March 2015: 27.9 million). Thereof, equity options totaled 16.3 million contracts and single stock futures equaled 7.0 million contracts.
The interest rate derivatives segment totaled 53.9 million contracts (March 2015: 51.1 million). The Euro-Bund-Future reached 17.7 million contracts, the Euro-Bobl-Future 14.2 million contracts and the Euro-Schatz-Future 8.3 million contracts. The three Euro-BTP-Futures totaled around 3.6 million contracts. The two Euro-OAT-Futures recorded around 2.6 million contracts.
The Eurex Exchange segment dividend-based derivatives recorded around 0.9 million contracts. Volatility derivatives totaled 1.0 million contracts.
European Energy Exchange
The monthly volume on EEX’s power derivatives market amounted to 255.8 terawatt hours (TWh) in March 2016 (March 2015: 223.6 TWh). The total volume on the power spot and derivatives markets of EEX Group amounted to 303.9 TWh. This volume also includes the EPEX SPOT markets which have been fully consolidated into EEX as of the beginning of 2015 as well as SEEPEX volumes.
On the natural gas spot and derivatives markets, the volume amounted to 135.1 TWh (March 2015: 93.3 TWh). In March, a volume of 78.4 million tonnes of CO2 was traded on the spot and derivatives market for CO2 emission allowances (March 2015: 59.8 million tonnes of CO2). In addition, 3,746 contracts were traded in EEX’s agricultural products. In freight, 33,078 contracts were traded in March (March 2015: 29,153 contracts) and 39.7 million tonnes were traded in iron ore (March 2015: 19.7 million tonnes).
Eurex Repo
Eurex Repo, which operates GC Pooling and Euro Repo markets, recorded in all markets in March 2016 an average outstanding volume of 147.4 billion euros (March 2015: 208.8 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 113.8 billion euros (March 2015: 169.5 billion euros). The Euro Repo market reached an average outstanding volume of 33.6 billion euros compared with 39.3 billion euros in March 2015.
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