Trading turnovers in December and in 2012

Turnover at Deutsche Börse’s cash markets at 1.16 trillion euros in 2012

67.9 billion euros turnover in December

In 2012, €1.16 trillion were turned over at the cash markets of Deutsche Börse (2011: €1.51 trillion). Order book turnover on Xetra, the Xetra Frankfurt specialist trading and Tradegate stood at €67.9 billion in December (December 2011: €88.4 billion). Of the €67.9 billion, €62.5 billion were attributable to Xetra (December 2011: €82.7 billion). €3.1 billion were attributable to the Xetra Frankfurt specialist trading (December 2011: €3.8 billion). Order book turnover on Tradegate Exchange* totalled approximately €2.4 billion in December (December 2011: €1.8 billion).

In equities, turnover reached €57.6 billion on Deutsche Börse’s cash markets (Xetra: €54.0 billion, Xetra Frankfurt specialist trading: €1.5 billion, Tradegate Exchange: €2.2 billion). Turnover in bonds was €649.1 million, and in structured products on Scoach €955.4 million. Order book turnover in ETFs/ETCs/ETNs amounted to €8.6 billion.

A total of 10.4 million transactions were executed on Xetra in December (December 2011: 16.1 million).

The DAX security with the highest turnover in December was Deutsche Bank AG at €3.5 billion. Metro AG led the MDAX equities at €390.1 million, while Heidelberger Druckmaschinen AG topped the SDAX equity index with €37.2 million, and United Internet AG headed TecDAX with €150.1 million. The ETF with the highest turnover on Xetra was iShares DAX with €839.5 million.

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

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

*For the purpose of statistical comparability data is adapted to the method of counting of regional exchanges.

Total trading volume at Eurex Group at 2.3 billion contracts in 2012

Average daily volume in 2012 approximately 9.0 million contracts/ Eurex KOSPI Product, dividend and volatility derivatives with significant growth

The international derivatives markets of Eurex Group ended 2012 with a turnover of approximately 2.3 billion contracts, compared with 2.8 billion in 2011. The total volume for 2012 splits into 1.7 billion contracts traded at Eurex Exchange (2011: 2.0 billion) and 631.8 million contracts traded at the International Securities Exchange (ISE) (2011: 778.1 million). This corresponds to a daily average trading volume of 9.0 million contracts (2011: 11.1 million), thereof 6.5 million contracts at Eurex Exchange and 2.5 million contracts at ISE.

At Eurex Exchange, the equity index derivatives segment was the largest in 2012 with a total yearly volume of 765.6 million contracts (2011: 954.7 million). Derivatives on the EURO STOXX 50® index were the largest single product with 315.2 million futures and 280.6 million options. The equity derivatives segment (options and single stock futures) saw 411.0 million contracts (2011: 449.6 million). In 2012, the interest rate derivatives segment reached a total of 470.4 million contracts (2011: 630.4 million).

Higher yearly volumes were recorded in the dividend and volatility derivatives segments: dividend derivatives grew by 15 percent and totaled 6.9 million contracts. Volatility derivatives totaled 5.3 million contracts, an increase of roughly 120 percent. The Eurex KOSPI Product could almost double its volume and reached 32.4 million contracts (2011: 17.4 million).

Statistics for December 2012

In December 2012, the Eurex Group derivatives markets reached an average daily volume of 7.9 million contracts with 5.5 million contracts traded at Eurex Exchange (Dec 2011: 5.9 million) and 2.4 million contracts traded at the ISE (Dec 2011: 2.3 million). A total of 152.4 million contracts were traded on both exchanges in December 2012 with 104.1 million at Eurex Exchange and 48.3 million contracts at ISE.

At Eurex Exchange, equity index derivatives recorded the highest turnover among all product segments with 47.9 million contracts (Dec 2011: 67.4 million). The top equity index derivative was the future on the EURO STOXX 50 index with 21.6 million contracts, and 14.4 million options on this index were also traded. A total of almost 23.6 million contracts were traded in the equity derivatives segment, compared with 23.6 million in Dec 2011. Within this segment, equity options traded 13.1 million contracts and single stock futures another 10.5 million contracts. A yearly total of 31.5 million contracts were traded in the interest rate derivatives segment in December, compared with 32.6 million in the same period last year.

The Eurex segment dividend-based derivatives totaled approximately 500,000 contracts. Commodity derivatives reached around 67,000 contracts. Volatility derivatives achieved about 678,000 contracts (+300 percent).

Statistics European Energy Exchange

The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 85.1 terawatthours (TWh) in December 2012 (Dec 2011: 65.7 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 6.9 TWh (Dec 2011: 6.6 TWh). A volume of 42.2 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances, compared with 2.6 million tonnes of CO2 in December 2011.

Statistics for Eurex Repo and Eurex Bonds

Eurex Repo, which operates CHF Repo, Euro Repo and GC Pooling markets, reached an average outstanding volume of 234.7 billion euros across all repo markets in 2012 (2011: 276.6 billion euros). The secured money market GC Pooling hit a new record with an average outstanding volume of 145.4 billion euros, an increase of 23 percent y-o-y; the Euro Repo market totaled at the new peak of 36.1 billion euros, an increase of 19 percent.

In December 2012, the combined volume reached 227.1 billion euros, the GC Pooling market reached 151.5 billion euros (an increase of 8 percent y-o-y); and the Euro Repo market recorded an average outstanding volume of 39.5 billion euros, an increase of 15 percent.

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded 6.0 billion euros (single counting) in December 2012 compared to 8.3 billion euros in December 2011. In 2012, Eurex Bonds’ trading volumes grew by 2 percent and totaled 119.7 billion euros (single counting), compared with 117.2 billion euros in 2011.

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Eurex Trading Volumes full year and Dec 2012 (in contracts traded)pdf8 KB
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