Deutsche Börse does derivatives

Deutsche Börse Group recorded a turnover of approximately 2.3 billion contracts in its international derivatives markets in 2015, compared with 2.1 billion contracts the previous year.

Of these, it calculates that 1.7 billion contracts traded at Eurex Exchange (2014: 1.5 billion) and 599.8 million contracts traded at the International Securities Exchange (ISE) (2014: 607.4 million).

In 2015, the equity index derivatives segment was the largest at Eurex Exchange with a total annual volume of 831.2 million contracts (2014: 708.4 million).

Derivatives on the EURO STOXX 50 index were the largest single products with 341.8 million futures and 314.5 million options. The equity derivatives segment (options and single stock futures) saw 309.3 million contracts (2014: 300.4 million).

In 2015, the interest rate derivatives segment reached a total of 509.1 million contracts (2014: 461.3 million). Volatility derivatives recorded significant increases: 13.9 million contracts in 2015 versus 10.3 million contracts in 2014. Dividend derivatives totaled at 9.1 million in comparison to 9.7 million contracts in 2014.

In December 2015, the Eurex derivatives markets reached an average daily volume of 9.9 million contracts (Dec 2014: 9.2 million), with 7.6 million contracts traded at Eurex Exchange (December 2014: 7.3 million) and 2.3 million contracts traded at the ISE (December 2014: 1.9 million). At Eurex Exchange, equity index derivatives recorded the highest turnover among all product segments with 79.6 million contracts (Dec 2014: 76.5 million).

A total of 24.4 million contracts were traded in the equity derivatives segment, compared with 21.7 million in December 2014. A total of 45.6 million contracts were traded in the interest rate derivatives segment in December, compared with 38.6 million in the same period in 2014.

The Eurex dividend-based derivatives segment totaled approximately 563,000 contracts. Volatility derivatives achieved about 1.1 million contracts. Eurex Repo, which operates the euro repo and GC Pooling markets, reached an average outstanding volume of EUR 172.8 billion across all repo markets in 2015 (2014: EUR 199.5 billion). The secured money market GC (general collateral) Pooling recorded an average outstanding volume of EUR 140.9 billion (2015: EUR 158.5 billion); the euro repo market totaled EUR 31.9 billion (2014: EUR 41.0 billion).