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Trading turnovers in October

06 Nov 2017

Trading turnovers in October

Turnover at Deutsche Börse’s cash markets at 115.9 billion euros in October

Increase of 17 per cent year-on-year

Order book turnover on Deutsche Börse cash markets totalled €115.9 billion in October (October 2016: €98.7 billion). Of the €115.9 billion, €102.9 billion were attributable to Xetra (October 2016: €90.4 billion) and €4.1 billion to Börse Frankfurt (October 2016: €3.1 billion). Order book turnover on Tradegate Exchange totalled €8.9 billion (October 2016: €5.2 billion).
 
The average daily turnover on Xetra stood at €5.1 billion (October 2016: 4.5 million). Viewed by transactions, a total of 17.9 million trades were executed on Xetra in October (October 2016: 18.6 million).
 
Broken down by asset classes, cash market turnover in equities reached about €104.0 billion. Turnover in ETFs/ETCs/ETNs amounted to €10.1 billion. Turnover in bonds was €0.5 billion, in structured products €1.1 billion and in funds €0.2 billion.
 
The DAX security with the highest turnover on Xetra in October was Bayer AG at €4.5 billion. Osram Licht AG led the MDAX equities with €815 million, while Rocket Internet SE topped the SDAX equity index with €215 million, and Wirecard AG headed TecDAX with €855 million. The ETF with the highest turnover on Xetra was iShares Core DAX UCITS ETF with €1.3 billion.

Further details are available online in Deutsche Börse’s cash market statistics at www.deutsche-boerse-cash-market.com. For a pan-European comparison of trading locations, see the statistics provided by the Federation of European Securities Exchanges (FESE) at www.fese.eu.

DAX®, MDAX®, SDAX®, TecDAX® and Xetra® are registered trademarks of Deutsche Börse AG.

Strong demand for Eurex’ factor index futures

Since launch in May 2017, Eurex, Europe’s largest derivatives exchange and part of Deutsche Börse Group, has seen its members readily embrace the six new iSTOXX Europe factor index futures. These are systematic rules-based indices, designed to isolate the return of key risk factors and earn a risk premium over time.

With robust liquidity provider support, new customers have been drawn to Eurex’ new product suite. In the five months since launch, volumes traded amount to 93,245 contracts, representing EUR 582m notional. The most active futures have been the Value and Momentum factors followed by: Size, Quality, Low Risk and Carry respectively.

In the current macro environment of low return and low volatility, Eurex continues demonstrate its commitment to launch innovative new products with these factor futures, in order to support and facilitate the execution of both passive and active strategies alike that have a focus beyond the traditional index benchmarks.

“We expect that in the coming months this product suite will continue to experience growth in both volumes and open interest and thus cement itself as the marketplace for European equity factor derivatives”, says Zubin Ramdarshan, Head of Product Research and Development at Eurex.

Overall, trading volumes at Eurex were at 148 million contracts and therewith 9 percent lower than in September 2016 (162,5 million).

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