In September 2012, the international derivatives markets of Eurex Group recorded an average daily volume of 10.2 million contracts (September 2011: 12.4 million). Of those, 7.5 million were Eurex Exchange contracts (September 2011: 9.1 million), and 2.7 million contracts (September 2011: 3.3 million) were traded at the U.S.-based International Securities Exchange (ISE). 

At Eurex Exchange, the equity index derivatives segment totaled 68.9 million contracts (September 2011: 112.6 million). The single largest contract was the future on the EURO STOXX 50® Index with 30.6 million contracts. The option on this blue chip index totaled 23.5 million contracts. Futures on the DAX index recorded 3.1 million contracts while the DAX options reached another 3.8 million contracts. The Eurex KOSPI Product recorded 1.7 million contracts.

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The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 32.6 million contracts (September 2011: 27.1 million). Thereof, equity options totaled 17.7 million contracts and single stock futures equaled 14.8 million contracts.

Eurex Exchange’s interest rate derivatives segment totaled 47.1 million contracts (September 2011: 60.2 million). The Euro-Bund-Future reached 17.8 million contracts, the Euro-Bobl-Future 11,0 million contracts and the Euro-Schatz-Future 9.4 million contracts. The three Euro-BTP-Futures totaled 606,000 contracts. The Euro-OAT-Future – launched in mid April – recorded a new monthly record with more than 651,000 contracts.

The Eurex segment dividend-based derivatives recorded around 651,000 contracts. Volatility derivatives totaled 486,000 contracts, an increase of 94 percent y-o-y.

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 67.7 Terawatthours (TWh) in September 2012 (September 2011: 79.2 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 4.5 TWh (September 2011: 6.6 TWh). In September, a volume of 18.6 million tonnes of CO2 was traded on the Spot and Derivatives Market for Emission Allowances compared with 6.8 million tonnes of CO2 in September 2011.

Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling markets, reported in September 2012 for all Eurex Repo markets an average outstanding volume of 227.1 billion euros (September 2011: 255.7 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 155.8 billion euros, an increase of 7 percent y-o-y (September 2011: 145.4 billion euros). The Euro Repo Market reached an average outstanding volume of 30.5 billion euros (September 2011: 34.0 billion euros). The Swiss Franc Repo market reached 48.9 billion euros.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 12.83 billion euros (single counting) in September compared to 7.76 billion euros in September 2011, an increase by 65 percent. In August 2012, volume was 7.54 billion euros.