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At the international derivatives markets of Eurex, an average daily volume of 8.1 million contracts was traded in July (July 2009: 9.5 million). Thereof, 5.6 million contracts were traded at Eurex (July 2009: 5.4 million); another 2.5 million contracts (July 2009: 4.1 million) were traded at the International Securities Exchange (ISE). In total, 176.4 million contracts were traded on both exchanges compared with 214.6 million contracts in July 2009.

At Eurex, the equity index derivatives segment was the most successful segment, totaling 56.4 million contracts, compared with 65.0 million contracts in July 2009. Futures on the EURO STOXX 50 reached 26.1 million contracts; the options recorded another 20.5 million contracts. The DAX future reached a turnover of 2.9 million contracts while the DAX option achieved 5.0 million contracts.

The Eurex segment of equity-based derivatives (equity options and single stock futures) grew by 22 percent and recorded 30.1 million contracts (July 2009: 24.7 million). Thereof, equity options totaled at 21.6 million contracts. Single stock futures totaled 8.5 million contracts.

Eurex’s interest rate derivatives segment reached 36.4 million contracts, compared with 34.0 million in July 2009. Approximately 15.1 million contracts were traded in the Euro-Bund-Future, 9.0 million contracts in the Euro-Schatz Future, 9.0 million contracts in the Euro-Bobl-Future and almost 73,000 contracts in the Euro-BTP-Future.

Dividend derivatives traded roughly 377,000 contracts, an increase of 20 percent compared with June 2010 and 46 percent y-o-y. Volatility derivatives recorded almost 28,000 contracts for both VSTOXX futures and options. Commodities derivatives totaled at 71,000 contracts, compared with almost 30,000 in July 2009.

Eurex Repo, which operates CHF- and EUR repo markets, grew by 12 percent y-o-y and both repo markets combined reached an average outstanding volume of 219.8 billion euros (July 2009: 196.1 billion euros). The secured money market segment GC Pooling achieved the strongest growth with 21 percent, totaling an average outstanding volume of 92.3 billion euros (July 2009: 76.1 billion euros).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, saw a volume of 6.8 billion euros (single counting) in July. In June 2010, the figure was 7.9 billion euros, and in July 2009 volume was 8.1 billion euros.

Eurex Monthly Statistic July 2010