Press

A total of approximately 107 million derivative contracts were traded on Eurex, the world’s largest derivatives exchange, in August. This represents a 19 percent increase on the previous year (August 2005: 90 million contracts). Furthermore, this brings the total number of contracts traded in 2006 to over one billion (1.04 billion), an increase of approximately 26 percent on the same period in 2005. Average daily trading volume at Eurex currently stands at 6 million contracts.

In August, the equity-based derivatives segment was the most heavily traded segment at Eurex, with 57 million traded contracts. Of these, 35.1 million contracts were based on equity index derivatives and 21.9 million contracts on equity derivatives (equity options and single stock futures). The most heavily traded equity derivative at Eurex in July was the Dow Jones EURO STOXX 50 index future, with approximately 15 million contracts traded. This marks an increase of 40 percent year-on-year.

A total of 50 million contracts were traded in the fixed-income derivatives segment, an increase of 23 percent on August 2005 (40.6 million contracts). The Euro-Bund Future remained the most heavily traded contract at Eurex. Approximately 20.8 million contracts were traded in the Euro-Bund Future, and increase of 9 percent year-on-year. The Euro-Bobl Future was up 17 percent year-on-year with 11.3 million contracts traded and the Euro-Schatz Future was also up approximately 42 percent year-on-year with 11.5 million contracts traded.

Approximately € 13.5 billion (single counting) was traded in August on the electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range. This represent a decrease of 2 percent on the previous year (August 2005: €13.8 billion).