Press

A total of approximately 119 million derivative contracts were traded on Eurex, the world’s largest derivatives exchange, in October. This represents a nine percent increase on the previous year (October 2005: 109 million contracts). The total number of contracts traded on Eurex to date in 2006 is 1.29 billion contracts, an increase of approximately 23 percent on the same period in 2005. Average daily trading volume at Eurex currently stands at 6 million contracts.

In October, the equity-based derivatives segment was again the most heavily traded segment at Eurex, with approximately 62 million traded contracts. Of these, 38.3 million contracts were based on equity index derivatives and 23.7 million contracts on equity derivatives (equity options and single stock futures). The most heavily traded equity derivative at Eurex in October was the Dow Jones EURO STOXX 50 index future, with approximately 15.4 million contracts traded.

A total of 57.4 million contracts were traded in the fixed-income derivatives segment in October. The Euro-Bund Future remained the most heavily traded contract at Eurex. Approximately 26.2 million contracts were traded in the Euro-Bund Future, an increase of 11 percent year-on-year. A total of 12.1 million contracts were traded in the Euro-Bobl Future in October and 12.4 million contracts in the Euro-Schatz Future.

Approximately € 13.06 billion (single counting) was traded in October on the electronic trading platform Eurex Bonds (September 2006: €13.3 billion), which rounds out Eurex’s fixed-income product range. Trading in the European Covered Bonds segment in October increased 36.8 percent on the previous month to €446 million and trading volume in the Agency segment rose 21.7 percent to €427 million in the same time frame. On November 1, Eurex Bonds introduced 16 French, Italian and Greek inflation linked bonds and 8 new French long dated government bonds.