Repo rises at Eurex Group
07 March 2014 Frankfurt
Image: Shutterstock
Contracts have slipped by 800,000 year-on-year for Eurex Group, but repo markets are on the rise.
In February 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 7.9 million contracts (Feb 2013: 8.7 million).
Of those, 5.4 million were Eurex Exchange contracts (Feb 2013: 6.3 million), and 2.6 million contracts were traded at the US-based International Securities Exchange (ISE) (Feb 2013: 2.7 million).
In total, 157.4 million contracts were traded—108.9 million at Eurex Exchange and 48.5 million at the ISE.
Eurex Exchange recorded in its equity index segment, the largest product segment, 50.7 million contracts compared with 56.9 million contracts in February 2013.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 18.1 million contracts (Feb 2013: 21.8 million).
The interest rate derivatives segment of Eurex achieved 38.5 million contracts (Feb 2013: 46.1 million). The Euro-Bund-Future reached 15.2 million contracts, the Euro-Bobl-Future 10 million contracts and the Euro-Schatz-Future 6.3 million contracts. The three Euro-BTP-futures totaled 1.2 million contracts.
Eurex Repo, which operates Swiss Franc, Euro repo and GC pooling markets, recorded €228.3 billion average outstanding volume in all repo markets (Feb 2013: €213 billion). The secured money market GC Pooling grew by 4 percent and recorded an average outstanding volume of €156.5 billion.
The Euro repo market increased by 43 percent and totalled an average outstanding volume of €41.7 billion (Feb 2013: €29.2 billion). The Swiss Franc repo market reached €30.1 billion.
In February 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 7.9 million contracts (Feb 2013: 8.7 million).
Of those, 5.4 million were Eurex Exchange contracts (Feb 2013: 6.3 million), and 2.6 million contracts were traded at the US-based International Securities Exchange (ISE) (Feb 2013: 2.7 million).
In total, 157.4 million contracts were traded—108.9 million at Eurex Exchange and 48.5 million at the ISE.
Eurex Exchange recorded in its equity index segment, the largest product segment, 50.7 million contracts compared with 56.9 million contracts in February 2013.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 18.1 million contracts (Feb 2013: 21.8 million).
The interest rate derivatives segment of Eurex achieved 38.5 million contracts (Feb 2013: 46.1 million). The Euro-Bund-Future reached 15.2 million contracts, the Euro-Bobl-Future 10 million contracts and the Euro-Schatz-Future 6.3 million contracts. The three Euro-BTP-futures totaled 1.2 million contracts.
Eurex Repo, which operates Swiss Franc, Euro repo and GC pooling markets, recorded €228.3 billion average outstanding volume in all repo markets (Feb 2013: €213 billion). The secured money market GC Pooling grew by 4 percent and recorded an average outstanding volume of €156.5 billion.
The Euro repo market increased by 43 percent and totalled an average outstanding volume of €41.7 billion (Feb 2013: €29.2 billion). The Swiss Franc repo market reached €30.1 billion.
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