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Eurex Monthly Statistics

February 2010

Monthly Press Release

February 2010

Average Daily Volume of 10.6 Million Contracts at Eurex and ISE in February
Interest rate derivatives segment at Eurex grew by 36 percent y-o-y
Eurex ADV increased by 8 percent y-o-y

In February 2010, the international derivatives exchanges of Eurex Group recorded an average daily volume of 10.6 million contracts (Feb 2009: 10.7 million). Of those, 7.45 million were Eurex
contracts (+ 8 percent) and 3.15 million contracts were traded at the U.S.-based International Securities Exchange (ISE). In total, 149.0 million contracts were traded at Eurex and 59.8 million at
the ISE.
In its largest product segment equity index derivatives Eurex recorded a small increase and achieved 67.1 million contracts (36.3 million index futures and 30.8 million index options),
compared with 66.5 million contracts the year before. Futures on the EURO STOXX 50 Index stood at 31.3 million contracts and 22.9 million on the options of this index.
The equity derivatives (equity options and single stock futures) segment at Eurex recorded 32.7 million contracts (Feb 2009: 34.8 million). Thereof, equity options totaled 28.0 million contracts and
single stock futures another 4.7 million contracts. Dividend-based derivatives continued to grow significantly with more than double the y-o-y volumes, approximately 467,000 contracts were
traded.
The interest rate derivatives segment increased by more than one-third y-o-y and achieved 48.7 million contracts (Feb 2009: 35.7 million). The Euro Bund Future reached 19.3 million contracts,
the Euro Bobl Future 10.7 million contracts and the Euro Schatz Future 12.6 million contracts. The Euro BTP future launched in September 2009 totaled a new record with more than 146,000
contracts.
In February, Eurex Repo, which operates CHF- and EUR repo markets, reported continued growth in its segments. The secured money market segment GC Pooling recorded an average
outstanding volume of 79.8 billion euro, an increase of 26 percent year-on-year. The EUR Repo Market reached an average outstanding volume of 100.0 billion euro, an increase of 20 percent
y-o-y. All Eurex Repo markets grew by 5 percent and achieved 179.0 billion euro.
The electronic trading platform Eurex Bonds, which rounds out Eurexs fixed-income product range, traded 8.6 billion (single counting) in February, compared to 4.6 billion in February 2009. In
January 2010, volume was 7.7 billion.

Eurex Monthly Statistics

February 2010

Eurex Total
Number of Products
Number of Series
Launched Products per Month

1,360
174,629
34

Traded Contracts & Open Interest

Volume Development Trend

Traded Contracts by Account Type

Traded Contracts

YoY Change

i < -25%

>=-25% and < 0%

YTM/YTM prev. Year


g

>=0% and <=25% h > 25%

Traded Contracts by Product Group

Open Interest

180.000.000

160.000.000

160.000.000

140.000.000

140.000.000

120.000.000

120.000.000

180.000.000

160.000.000

Equity Index Derivatives

140.000.000

Equity Derivatives
120.000.000

100.000.000
100.000.000

100.000.000
80.000.000

80.000.000

80.000.000
60.000.000

60.000.000

Dividend Derivatives
Credit Derivatives
Commodity Derivatives

60.000.000
40.000.000

40.000.000

40.000.000
20.000.000

20.000.000

20.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

Exchange Traded Funds Deri...


Inflation Derivatives

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

148,952,244
140,170,712
122,928,210
131,908,906
141,629,845
152,474,771
113,103,480
123,963,369
146,494,350
148,491,299
152,210,408
172,312,242
137,257,926

11.1%
8.5%
-0.9%
-2.9%
5.4%
5.2%
-5.9%
-6.1%
-37.4%
-37.5%
-33.3%
-33.5%
-9.5%
-10.4%
-30.9%
-30.9%
-25.8%
-25.9%
-23.3%
-23.7%
-17.5%
-17.5%
-5.7%
-5.9%
-22.8%
-23.2%

7,447,612
7,008,536
6,146,411
6,281,376
6,437,720
6,930,671
5,385,880
5,389,712
6,658,834
7,424,565
7,610,520
7,832,375
6,862,896

64.75%
58.85%
60.94%
61.89%
62.48%
60.19%
60.02%
58.90%
58.14%
49.55%
51.15%
59.93%
56.98%

Traded Contracts
Total

YoY Change

289,122,956
1,687,159,298
2,165,043,183
1,899,811,554
1,526,752,987

-22.1%
4.9%
2.7%
14.0%
-21.9%
24.4%
14.2%
22.4%
24.6%
22.4%

8,060,407
6,899,359
5,669,768
7,042,460
7,939,984
7,169,048
6,281,143
7,022,990
7,552,969
7,417,310
8,211,411
10,047,268
8,433,094

No of Trades
Daily Average Order Book Share

7,228,074
6,642,359
8,523,792
7,509,137
5,987,267

61.89%
57.66%
60.43%
68.73%
71.39%

14,959,766
91,183,925
103,740,882
64,261,449
48,051,890

Market Share
Agent Market Maker

38.4%
39.8%
43.6%
37.6%
37.1%
39.8%
37.1%
37.6%
42.1%
47.0%
47.0%
41.3%
40.3%

Principal

Capital Volume in Mio


EUR

37.0%
37.2%
35.0%
39.3%
39.9%
38.3%
41.7%
41.8%
36.9%
33.4%
33.9%
37.5%
38.2%

24.6%
23.0%
21.4%
23.2%
23.0%
22.0%
21.3%
20.6%
20.9%
19.7%
19.1%
21.3%
21.5%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

23.8%
21.2%
23.8%
25.0%
20.7%

14,984,833
79,153,364
114,200,760
124,191,707
105,998,702

39.1%
41.2%
39.1%
43.5%
49.1%

37.1%
37.6%
37.2%
31.5%
30.2%

8,059,486
6,925,347
6,549,528
6,711,648
7,515,833
8,323,632
5,544,504
5,917,483
7,316,076
5,795,618
5,655,336
7,724,191
6,043,541

Open Interest in
Contracts

125,676,869
116,762,071
98,722,372
154,691,283
148,330,623
138,172,048
141,419,671
135,408,220
125,523,439
150,148,128
150,477,181
134,701,360
142,550,145

Open Interest in
Contracts

125,676,869
98,722,372
109,430,288
105,911,066
94,881,011

Market Share
Options

43.33%
47.22%
36.61%
48.08%
48.84%
43.19%
50.84%
50.73%
41.42%
39.92%
40.55%
43.24%
48.25%

Market Share
Options

45.21%
44.95%
43.11%
39.67%
37.08%

Most Active Products (Traded Contracts)


Futures

56.67%
52.78%
63.39%
51.92%
51.16%
56.81%
49.16%
49.27%
58.58%
60.08%
59.45%
56.76%
51.75%

Futures

54.79%
55.05%
56.89%
60.33%
62.92%

DJ EURO STOXX 50
Index Futures
DJ EURO STOXX 50
Index Options
Euro-Bund Futures
Euro-Schatz Futures
Euro-Bobl Futures
DAX Options
DAX Futures
Deutsche Telekom
Allianz
Options on Euro-Bund
Futures

Future

FESX

31,343,130

Option

OESX

22,909,762

Future
Future
Future
Option
Future
Option
Option
Option

FGBL
FGBS
FGBM
ODAX
FDAX
DTE
ALV
OGBL

19,321,083
12,640,769
10,744,452
7,123,952
3,438,898
3,280,972
2,869,720
2,729,969

Market
Share Put

Eurex Monthly Statistics

February 2010

Equity Derivatives
Number of Products
Number of Series
Launched Products per Month

1,095
144,565
9

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

60.000.000

80.000.000

60.000.000

70.000.000
50.000.000

50.000.000
60.000.000

40.000.000

Single Stock Futures

40.000.000
50.000.000

30.000.000

40.000.000

30.000.000

30.000.000
20.000.000

20.000.000

Equity Options

20.000.000
10.000.000
10.000.000

10.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

32,658,256
36,801,064
29,023,366
29,105,164
29,890,962
28,443,658
25,104,049
24,738,864
30,227,296
57,662,876
58,579,978
33,707,914
34,835,771

3.3%
-6.3%
-0.9%
-8.0%
37.9%
36.6%
11.4%
10.2%
-11.4%
-12.2%
-15.4%
-17.5%
4.3%
-0.5%
-33.7%
-33.9%
-34.6%
-34.9%
-33.7%
-34.4%
-13.1%
-13.3%
18.2%
16.8%
18.8%
14.9%

1,632,913
1,840,053
1,451,168
1,385,960
1,358,680
1,292,894
1,195,431
1,075,603
1,373,968
2,883,144
2,928,999
1,532,178
1,741,789

40.11%
36.09%
32.71%
42.65%
45.23%
44.08%
45.41%
43.57%
34.37%
21.52%
24.49%
42.86%
35.40%

Traded Contracts
Total

YoY Change

69,459,320
421,324,432
479,541,752
374,507,636
308,132,141

-12.1%
-7.2%
1.1%
28.0%
-11.4%
21.5%
29.5%
20.4%
22.5%
20.4%

262,317
261,189
205,279
248,294
273,446
254,258
220,373
223,868
225,127
237,701
270,194
286,001
233,331

No of Trades
Daily Average Order Book Share

1,736,483
1,658,758
1,887,960
1,480,267
1,208,361

37.98%
34.77%
41.27%
50.53%
50.57%

523,506
2,911,863
2,911,185
2,371,456
1,983,862

Market Share
Agent Market Maker

39.5%
45.3%
52.4%
40.3%
38.3%
39.6%
41.1%
42.3%
45.2%
61.9%
59.4%
40.3%
43.0%

Principal

47.4%
41.5%
35.6%
47.0%
48.0%
45.2%
43.9%
43.9%
38.7%
26.9%
29.7%
47.5%
43.7%

13.1%
13.2%
12.1%
12.7%
13.7%
15.2%
15.0%
13.8%
16.1%
11.2%
10.9%
12.1%
13.4%

Market Share
Agent Market Maker

Principal

42.5%
48.2%
38.6%
32.8%
29.6%

44.3%
39.0%
47.2%
54.4%
58.7%

13.2%
12.8%
14.2%
12.8%
11.7%

Capital Volume in Mio


EUR

69,440
82,617
53,191
58,548
60,404
57,476
48,548
48,072
71,026
142,844
112,727
69,005
64,200

Capital Volume in Mio


EUR

152,056
862,343
1,474,520
1,336,020
926,032

Open Interest in
Contracts

66,083,325
59,468,572
47,368,460
77,980,092
74,121,149
66,976,943
68,150,357
64,311,271
58,078,928
74,309,036
76,661,300
62,770,794
66,193,953

Open Interest in
Contracts

66,083,325
47,368,460
47,237,262
54,830,866
53,528,520

Market Share
Options

85.66%
78.40%
67.04%
86.87%
94.92%
90.52%
90.31%
87.79%
76.62%
46.06%
48.00%
82.54%
76.39%

Market Share
Options

81.81%
72.28%
72.85%
85.99%
88.45%

Most Active Products (Traded Contracts)


Futures

14.34%
21.60%
32.96%
13.13%
5.08%
9.48%
9.69%
12.21%
23.38%
53.94%
52.00%
17.46%
23.61%

Futures

18.19%
27.72%
27.15%
14.01%
11.55%

Deutsche Telekom
Allianz
Nokia
UBS
Banco Santander
Zurich Financial Services
Mnchener
Rckversicherung
SAP
ABB
Schweizerische
Rckversicherung

Option
Option
Option
Option
Future
Option
Option

DTE
ALV
NOA3
UBSN
SANG
ZURN
MUV2

3,280,972
2,869,720
1,994,087
1,576,477
1,455,000
1,332,770
1,185,822

Option
Option
Option

SAP
ABBN
RUKN

1,134,549
991,244
954,352

Eurex Monthly Statistics

February 2010

Volume by Product & Country


Single Stock Futures by Country

Equity Options by Country

Germany

Germany

Switzerland

Spain

France
Finland

Netherlands
France

Switzerland
Netherlands

Finland
Spain

Russia
Italy

Great Britain
Belgium

Portugal
Austria

Others

Russia

Norway

Traded Contracts
Country of Underlying
Top 10

Total

Germany
Switzerland
Finland
France
Netherlands
Spain
Italy
Belgium
Austria
Russia

Traded Contracts

Traded Contracts

Share

15,644,882
8,535,582
2,066,903
829,720
529,414
204,681
135,883
16,427
14,937
1,996
27,980,425

55.9%
30.5%
7.4%
3.0%
1.9%
0.7%
0.5%
0.1%
0.1%
0.0%
100.0%

Country of Underlying
Top 10

Others
Total

Germany
Spain
France
Netherlands
Switzerland
Finland
Russia
Great Britain
Portugal
Norway

Traded Contracts

Share

1,868,221
1,819,424
367,886
132,224
117,473
85,958
85,255
64,715
56,959
37,520
42,196
4,677,831

39.9%
38.9%
7.9%
2.8%
2.5%
1.8%
1.8%
1.4%
1.2%
0.8%
0.9%
100.0%

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures


Number of Products
Number of Series
Launched Products per Month

752
12,729
9

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest
FESG

35.000.000

35.000.000

12.000.000

30.000.000

FESH
FESO
FESF
FESN
FESC
FESS

30.000.000

10.000.000

25.000.000

25.000.000
8.000.000

FESI
20.000.000

20.000.000

FESM

6.000.000
15.000.000

FESA

15.000.000
4.000.000

10.000.000

10.000.000
2.000.000

5.000.000

5.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

FESB Traded Contracts

2010
Feb

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,677,831
7,950,584
9,565,569
3,822,284
1,519,023
2,697,454
2,432,438
3,019,580
7,067,480
31,104,108
30,458,667
5,885,582
8,223,121

-7.9%
-43.1%
-2.4%
-27.6%
302.5%
279.9%
73.4%
58.9%
-56.6%
-58.2%
-22.3%
-31.2%
-1.9%
-27.1%
-51.2%
-51.5%
-54.9%
-55.3%
-33.2%
-34.6%
-3.8%
-4.3%
132.8%
111.0%
134.4%
130.7%

233,892
397,529
478,278
182,014
69,047
122,612
115,830
131,286
321,249
1,555,205
1,522,933
267,526
411,156

0.25%
0.26%
0.13%
0.25%
0.27%
0.19%
0.34%
0.16%
0.07%
0.06%
0.11%
0.60%
0.47%

Traded Contracts
Total

YoY Change

1,319
2,772
1,407
1,247
888
1,278
932
1,111
1,821
2,757
2,934
3,030
2,496

No of Trades

-10.3%
12,628,415
-34.2%
-4.5%
148.2%
116,771,129
-9.4%
47.4%
130,210,348
153.0%
>1000%
52,460,383
58.2%
35,589,089 45643.2%

Daily Average Order Book Share

315,710
459,729
512,639
207,353
139,565

0.26%
0.18%
0.19%
1.28%
0.88%

4,091
22,122
24,892
11,402
9,963

Market Share
Agent Market Maker

73.6%
75.1%
81.4%
79.2%
69.3%
65.0%
66.6%
76.6%
72.8%
86.3%
83.7%
72.5%
76.6%

Principal

3.4%
5.7%
3.0%
1.3%
8.5%
2.5%
1.9%
1.7%
2.9%
3.4%
4.3%
10.0%
9.1%

23.0%
19.2%
15.7%
19.5%
22.2%
32.5%
31.5%
21.6%
24.3%
10.3%
12.0%
17.6%
14.4%

Market Share
Agent Market Maker

Principal

74.5%
81.3%
71.1%
70.4%
56.6%

4.8%
4.4%
7.0%
5.8%
26.3%

20.6%
14.3%
21.9%
23.8%
17.1%

Capital Volume in Mio


EUR

12,910
23,014
12,985
8,984
3,233
7,183
7,770
8,961
25,281
92,071
59,457
20,319
19,003

Capital Volume in Mio


EUR

35,925
290,666
430,783
169,757
160,706

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

3,843,925
4,473,199
2,360,677
1,524,088
1,614,808
1,442,325
1,926,678
2,911,034
2,068,101
5,339,360
11,179,510
2,146,455
2,576,050

Open Interest in
Contracts

3,843,925
2,360,677
1,890,672
2,435,846
1,459,509

Banco Santander
Siemens
Deutsche Bank
Allianz
Mittal Steel
Iberdrola
ThyssenKrupp
Banco Bilbao
Royal Dutch Shell
Daimler

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

SANG
SIEF
DBKF
ALVF
ISPF
IBEG
TKAG
BBVF
R6CF
DAIF

1,455,000
899,553
260,741
193,245
177,100
160,000
127,569
120,007
119,049
110,126

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Automobiles & Parts Components
Number of Products
Number of Series
Launched Products per Month

13
221
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

3.500.000

3.500.000

500.000

450.000
3.000.000

3.000.000
400.000

2.500.000

350.000

2.500.000

300.000

DAIF

2.000.000

2.000.000

RNLF

250.000
1.500.000

BMWF

1.500.000

200.000

MLXF
150.000

1.000.000

PEUF

1.000.000
100.000

500.000

500.000

50.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

116,532
32,959
63,382
16,924
13,503
165,296
231,528
231,203
480,233
1,265,896
3,465,076
960,808
3,310,051

-48.8%
-96.5%
-51.3%
-98.8%
-75.2%
-75.2%
-92.3%
-92.3%
-97.4%
-97.4%
-40.4%
-41.2%
100.8%
99.7%
-44.8%
-44.9%
118.5%
117.5%
-43.8%
-43.8%
-31.7%
-31.7%
121.6%
121.6%
3502.8%
>1000%

5,827
1,648
3,169
806
614
7,513
11,025
10,052
21,829
63,295
173,254
43,673
165,503

0.01%
0.00%
0.25%
2.02%
0.10%
0.05%
0.01%
0.05%
0.04%
0.15%
0.02%
0.26%
0.06%

Traded Contracts
Total

YoY Change

149,491
12,929,877
9,991,515
4,186,481
3,056,813

29.4%
-49.4%
-97.5%
138.7%
29.7%
37.0%
138.7%
>1000%
37.0%
>1000%

29
26
75
127
43
135
76
92
168
239
265
376
283

No of Trades
Daily Average Order Book Share

3,737
50,905
39,337
16,547
11,988

0.01%
0.10%
0.24%
0.57%
0.61%

55
2,216
2,916
832
1,049

Market Share
Agent Market Maker

55.4%
52.8%
50.5%
53.0%
54.0%
48.6%
16.1%
4.8%
43.9%
77.8%
73.3%
67.8%
87.5%

Principal

3.1%
3.8%
4.4%
3.3%
3.9%
2.2%
1.8%
2.5%
0.9%
4.0%
6.6%
2.0%
3.5%

41.5%
43.4%
45.1%
43.6%
42.1%
49.2%
82.1%
92.7%
55.2%
18.2%
20.1%
30.2%
9.0%

Market Share
Agent Market Maker

Principal

54.8%
76.4%
66.5%
64.9%
54.9%

3.2%
4.3%
5.5%
24.1%
31.3%

41.9%
19.3%
28.0%
11.0%
13.8%

Capital Volume in Mio


EUR

336
118
238
62
52
1,339
3,359
5,102
9,490
7,267
17,022
12,155
5,142

Capital Volume in Mio


EUR

454
63,037
94,797
27,873
13,761

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

140,031
61,080
30,492
45,696
48,230
54,153
95,771
243,316
266,638
292,815
417,893
452,831
223,221

Open Interest in
Contracts

140,031
30,492
247,423
120,881
34,764

Daimler
Michelin
Peugeot
Renault
BMW

Market Share
Calls

Puts

Future
Future
Future
Future
Future

DAIF
MLXF
PEUF
RNLF
BMWF

110,126
2,911
2,845
646
4

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Banks Components
Number of Products
Number of Series
Launched Products per Month

53
890
3

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

3.200.000

3.200.000

2.800.000

2.800.000

2.800.000

2.400.000

SANG

2.400.000

2.400.000
2.000.000

2.000.000

HSBG

2.000.000
1.600.000

BNPH

1.600.000

1.600.000

LLOG
Rest

1.200.000
1.200.000

1.200.000

BBVF
800.000
800.000

800.000
400.000

400.000

400.000

DBKF
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

UBSH

Open Interest

IESH CSGG

CBKF

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,923,411
2,445,682
1,829,045
860,280
605,388
266,270
887,735
901,272
1,106,017
2,986,325
909,440
1,208,116
352,539

486.8%
445.6%
492.6%
460.5%
64.5%
53.0%
23.5%
-1.9%
-60.2%
-62.9%
-66.1%
-74.8%
41.3%
-36.7%
-59.0%
-59.3%
-40.1%
-41.6%
-48.7%
-49.6%
-57.3%
-57.7%
161.5%
150.7%
-67.9%
-68.0%

96,171
122,284
91,452
40,966
27,518
12,103
42,273
39,186
50,274
149,316
45,472
54,914
17,627

0.13%
0.11%
0.21%
0.38%
0.32%
0.62%
0.25%
0.34%
0.08%
0.05%
0.25%
0.30%
1.15%

Traded Contracts
Total

YoY Change

4,369,093
12,348,730
21,415,201
17,501,943
6,453,530

-42.3%
490.1%
453.9%
22.4%
-42.2%
171.2%
23.3%
>1000%
177.7%
>1000%

279
262
244
215
152
164
173
207
198
286
362
331
362

No of Trades
Daily Average Order Book Share

109,227
48,617
84,312
69,178
25,308

0.12%
0.28%
0.27%
1.25%
1.85%

541
3,102
4,535
2,565
2,513

Market Share
Agent Market Maker

81.9%
91.8%
73.5%
60.7%
71.6%
74.0%
84.9%
88.6%
71.4%
86.5%
86.6%
57.5%
60.3%

Principal

3.1%
0.7%
0.9%
0.6%
16.7%
0.9%
0.2%
0.4%
3.3%
3.2%
0.1%
35.2%
0.9%

15.0%
7.5%
25.5%
38.7%
11.7%
25.1%
14.9%
11.0%
25.3%
10.2%
13.3%
7.2%
38.8%

Market Share
Agent Market Maker

Principal

87.5%
76.4%
67.7%
71.9%
59.1%

1.8%
5.7%
5.8%
2.5%
20.4%

10.8%
17.9%
26.5%
25.6%
20.5%

Capital Volume in Mio


EUR

3,004
3,491
3,174
2,139
1,308
851
1,246
1,003
4,271
10,508
1,093
975
355

Capital Volume in Mio


EUR

6,495
27,425
64,020
41,189
25,894

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

1,649,076
2,595,814
1,161,919
309,326
166,934
148,085
200,225
876,577
226,765
696,210
885,906
87,960
991,982

Open Interest in
Contracts

1,649,076
1,161,919
981,626
674,031
595,366

Banco Santander
Deutsche Bank
Banco Bilbao
Commerzbank
Lloyds Banking
BNP Paribas
Intesa Sanpaolo
UBS
HSBC Holding
Credit Suisse Group

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

SANG
DBKF
BBVF
CBKF
LLOG
BNPH
IESH
UBSH
HSBG
CSGG

1,455,000
260,741
120,007
50,086
12,250
5,974
3,876
3,780
3,102
2,994

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Basic Resources Components
Number of Products
Number of Series
Launched Products per Month

23
391
1

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
NDAF BLTF

1.000.000

1.000.000

180.000

ANTF

KAZF
SZGG

160.000
800.000

800.000

140.000

NHYF

120.000
600.000

600.000

XTAG
Rest

100.000

80.000

TENF

400.000

400.000

VASF

60.000

40.000

200.000

200.000

ISPF

20.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

231,943
9,218
55,057
78,308
47,573
14,160
76,572
65,042
190,488
902,924
42,575
54,803
752,197

-69.1%
-69.2%
-63.0%
-63.6%
-48.1%
-48.1%
-58.9%
-59.1%
746.6%
746.6%
-58.3%
-58.9%
205.2%
203.0%
138.7%
138.7%
863.9%
430.0%
5902.7%
>1000%
40.6%
34.8%
-55.7%
-55.9%
575.5%
545.4%

11,597
461
2,753
3,729
2,162
644
3,646
2,828
8,659
45,146
2,129
2,491
37,610

0.00%
0.00%
0.04%
0.02%
0.00%
0.11%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

Traded Contracts
Total

YoY Change

241,161
2,305,046
739,506
360,899
67,664

211.7%
-68.9%
-69.0%
104.9%
214.5%
433.4%
104.9%
0.0%
433.4%
0.0%

72
31
47
29
33
48
23
45
95
89
16
53
108

No of Trades
Daily Average Order Book Share

6,029
9,075
2,911
1,426
265

0.00%
0.00%
0.04%
4.94%
11.13%

103
609
428
205
37

Market Share
Agent Market Maker

93.1%
67.1%
56.7%
95.6%
55.2%
71.8%
89.2%
51.1%
43.6%
71.3%
67.6%
69.3%
80.0%

Principal

0.2%
0.0%
0.0%
0.0%
0.7%
3.5%
0.0%
8.6%
15.5%
16.2%
0.0%
3.6%
15.9%

6.7%
32.9%
43.3%
4.4%
44.1%
24.7%
10.8%
40.3%
40.9%
12.5%
32.4%
27.0%
4.1%

Market Share
Agent Market Maker

Principal

92.1%
72.0%
73.6%
59.2%
87.6%

0.2%
13.2%
2.1%
1.4%
0.0%

7.7%
14.8%
24.3%
39.4%
12.4%

Capital Volume in Mio


EUR

660
54
224
182
104
108
182
205
1,156
3,052
35
175
1,311

Capital Volume in Mio


EUR

714
6,758
2,464
1,193
117

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

33,853
29,163
29,151
43,915
44,363
17,754
19,805
30,068
81,528
164,098
58,614
77,960
108,657

Open Interest in
Contracts

33,853
29,151
26,119
93,601
2,110

Mittal Steel
Norsk Hydro
Antofagasta
Tenaris
BHP Billiton
Voestalpine
Kazakhmys
Salzgitter
Xstrata
Aurubis

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

ISPF
NHYF
ANTF
TENF
BLTF
VASF
KAZF
SZGG
XTAG
NDAF

177,100
37,520
4,169
4,141
2,733
1,362
1,330
1,090
810
653

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Chemicals Components
Number of Products
Number of Series
Launched Products per Month

19
321
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

6.000.000

BASG

6.000.000

1.000.000

5.000.000

5.000.000
800.000

4.000.000

AIRH

4.000.000
600.000

SDXG

3.000.000

SDXH

3.000.000
400.000

2.000.000

2.000.000

SYNG

200.000
1.000.000
1.000.000

LING
DSMF

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

BAYF

SOLF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

46,940
71,151
15,324
68,002
4,642
21,719
4,103
46,598
195,248
5,681,670
1,480,741
98,243
48,398

-2.0%
-3.0%
221.4%
221.4%
-74.5%
-74.5%
29.0%
29.0%
-91.4%
-91.5%
-80.6%
-80.7%
-93.1%
-93.2%
-15.0%
-18.9%
-74.1%
-74.3%
264.5%
256.9%
-52.1%
-52.2%
95.5%
82.1%
155.0%
152.2%

2,347
3,558
766
3,238
211
987
195
2,026
8,875
284,084
74,037
4,466
2,420

0.20%
0.16%
1.10%
0.45%
2.24%
0.85%
3.19%
0.47%
0.10%
0.09%
0.23%
1.89%
5.06%

Traded Contracts
Total

YoY Change

118,091
7,686,823
5,958,257
1,175,798
897,670

29.0%
68.6%
67.4%
406.7%
29.3%
31.0%
410.4%
>1000%
149.6%
>1000%

60
66
84
56
29
39
31
50
97
479
248
138
133

No of Trades
Daily Average Order Book Share

2,952
30,263
23,458
4,647
3,520

0.18%
0.20%
0.33%
2.09%
1.23%

126
1,481
1,443
587
435

Market Share
Agent Market Maker

46.0%
52.7%
37.2%
43.2%
54.6%
52.3%
50.8%
48.9%
79.3%
85.7%
83.2%
92.5%
63.0%

Principal

15.1%
11.0%
36.1%
3.9%
1.1%
26.9%
2.2%
44.8%
3.4%
4.2%
6.9%
1.5%
5.7%

38.9%
36.3%
26.7%
52.9%
44.3%
20.9%
47.0%
6.3%
17.3%
10.2%
9.9%
6.0%
31.3%

Market Share
Agent Market Maker

Principal

50.0%
84.1%
73.0%
70.7%
54.5%

12.6%
5.0%
8.3%
3.9%
36.5%

37.4%
10.9%
18.7%
25.4%
9.1%

Capital Volume in Mio


EUR

208
422
83
284
20
86
17
207
975
23,117
4,958
165
131

Capital Volume in Mio


EUR

630
30,114
42,311
7,307
17,483

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

81,997
46,298
16,244
16,179
17,552
21,970
8,297
14,141
52,100
262,078
949,734
103,385
65,901

Open Interest in
Contracts

81,997
16,244
36,943
90,265
18,654

BASF
Bayer
K+S
Linde
Syngenta
Air Liquide
Solvay
K+S Aktiengesellschaft
Koninklijke DSM

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future

BASG
BAYF
SDXH
LING
SYNG
AIRH
SOLF
SDXG
DSMF

26,327
17,032
1,296
1,080
668
220
123
101
93

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Construction & Materials Components
Number of Products
Number of Series
Launched Products per Month

31
516
1

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
SQUG

320.000

320.000

100.000

280.000

BGPF

GOBG

280.000
80.000

240.000

HOLH

240.000

200.000

200.000

60.000

OCIG
Rest

160.000

160.000
40.000

YITF

120.000

120.000

80.000

CILF

80.000

20.000
40.000

FERF

40.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

HOTF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

ANAF

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

23,418
280,552
69,669
83,498
6,283
13,306
4,946
9,814
71,133
238,214
71,378
31,435
30,189

101.1%
-22.4%
3109.2%
>1000%
422.2%
138.7%
363.5%
339.8%
14.0%
-38.5%
-43.8%
-69.9%
-93.2%
-96.4%
-42.4%
-42.4%
42.8%
37.4%
208.2%
208.1%
691.7%
686.1%
12.7%
-0.5%
28.3%
11.5%

1,171
14,028
3,483
3,976
286
605
236
427
3,233
11,911
3,569
1,429
1,509

0.00%
0.00%
0.05%
0.37%
0.00%
0.45%
0.00%
0.48%
0.05%
0.02%
0.11%
0.49%
2.47%

Traded Contracts
Total

YoY Change

303,970
638,797
831,140
861,258
99,117

-23.1%
1391.1%
677.0%
-3.5%
-21.9%
768.9%
-1.4%
>1000%
844.7%
>1000%

39
46
57
80
21
40
38
62
71
50
30
31
57

No of Trades
Daily Average Order Book Share

7,599
2,515
3,272
3,404
389

0.00%
0.35%
0.54%
1.52%
9.78%

85
592
825
401
171

Market Share
Agent Market Maker

59.6%
96.8%
87.8%
90.1%
58.1%
76.1%
80.0%
54.8%
64.5%
91.5%
72.6%
53.2%
48.7%

Principal

8.5%
0.0%
0.0%
0.1%
0.0%
0.2%
0.0%
5.5%
0.0%
0.0%
0.8%
0.5%
2.5%

31.8%
3.2%
12.2%
9.8%
41.9%
23.6%
20.0%
39.8%
35.5%
8.4%
26.6%
46.3%
48.8%

Market Share
Agent Market Maker

Principal

93.9%
80.1%
74.5%
86.1%
84.6%

0.7%
0.5%
3.1%
0.2%
3.9%

5.4%
19.4%
22.4%
13.7%
11.4%

Capital Volume in Mio


EUR

65
505
156
271
14
26
15
22
162
646
181
41
44

Capital Volume in Mio


EUR

570
1,588
2,105
2,649
284

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

30,100
28,030
33,182
40,111
22,131
16,868
33,407
31,567
34,229
42,036
86,717
24,024
40,370

Open Interest in
Contracts

30,100
33,182
16,784
59,552
55,746

YIT
Vinci
Acciona
Holcim
Lafarge
Grupo Ferrovial
Hochtief
BAM Groep
Saint-Gobain
ACS Actividades de
Construccion y Servicios

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

YITF
SQUG
ANAF
HOLH
CILF
FERF
HOTF
BGPF
GOBG
OCIG

7,690
3,337
2,900
2,394
2,010
1,275
1,200
1,038
1,000
259

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Financial Services Components
Number of Products
Number of Series
Launched Products per Month

21
356
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.400.000

1.400.000

240.000

1.200.000

1.200.000

200.000

1.000.000

1.000.000
160.000

800.000

800.000
120.000

DB1G

600.000

600.000
80.000

400.000

400.000
40.000

200.000

200.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

270
-90.2%
-90.2%
3,474
9.9%
9.9%
177,204 180720.4%
>1000%
182,650 54915.1%
>1000%
1,452
-52.7%
-52.7%
35,700
333.6%
324.6%
1,553
-85.0%
-85.0%
7,776
190.4%
190.4%
272,804
-17.7%
-17.8%
1,245,284
30.2%
30.2%
16,901
119.8%
119.8%
12,992
392.5%
378.2%
2,765
5.3%
5.3%

14
174
8,860
8,698
66
1,623
74
338
12,400
62,264
845
591
138

7.41%
0.78%
0.03%
0.06%
1.38%
0.32%
1.93%
0.54%
0.02%
0.02%
1.12%
1.52%
3.62%

Traded Contracts
Total

YoY Change

3,744
1,960,242
1,331,338
338,355
428,605

47.2%
-36.8%
293.5%
47.2%
-21.1%
838.6%
0.0%
-21.1%
0.0%

3
13
16
25
5
18
35
33
37
125
31
179
11

No of Trades
Daily Average Order Book Share

94
7,717
5,241
1,337
1,681

1.26%
0.06%
0.76%
1.09%
0.06%

16
519
692
213
87

Market Share
Agent Market Maker

Principal

46.3%
82.1%
100.0%
99.9%
59.8%
98.6%
97.5%
51.4%
70.2%
80.2%
87.5%
49.6%
48.2%

46.3%
7.6%
0.0%
0.0%
0.7%
0.2%
1.0%
44.0%
5.5%
6.6%
1.0%
1.5%
3.6%

7.4%
10.4%
0.0%
0.0%
39.5%
1.2%
1.6%
4.6%
24.3%
13.1%
11.6%
48.9%
48.2%

Market Share
Agent Market Maker

Principal

79.5%
82.4%
73.8%
82.3%
54.4%

10.4%
5.2%
9.1%
8.4%
29.2%

10.1%
12.4%
17.1%
9.3%
16.4%

Capital Volume in Mio


EUR

1
15
103
208
7
93
6
44
1,675
7,326
33
43
8

Capital Volume in Mio


EUR

16
9,560
6,549
2,656
3,514

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

3,337
3,087
1,273
32,491
2,457
1,618
1,720
1,358
12,183
218,897
6,926
5,955
5,988

Open Interest in
Contracts

3,337
1,273
983
3,493
0

Deutsche Brse

Market Share
Calls

Puts

Future

DB1G

270

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Food & Beverage Components
Number of Products
Number of Series
Launched Products per Month

19
323
0

Volume Development Trend

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

MoM Change
< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

600.000

600.000

350.000

BSNH
PERH

300.000

500.000

500.000

250.000

HCBG

400.000

400.000
200.000

ITKG

300.000

AZUF

300.000

NESG

150.000
200.000

200.000
100.000

DGEF

100.000
50.000

100.000

UNIH
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

HNKF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

9,314
25,833
73,250
9,234
17,631
86,987
4,575
20,761
62,940
526,336
330,203
64,662
24,335

-37.9%
-61.7%
10.8%
-84.4%
63.8%
27.5%
-33.6%
-35.2%
-25.2%
-29.0%
126.5%
102.8%
-92.4%
-92.7%
-30.1%
-30.1%
189.9%
182.4%
1988.6%
>1000%
891.5%
861.5%
38.2%
34.1%
107.5%
81.4%

466
1,292
3,663
440
801
3,954
218
903
2,861
26,317
16,510
2,939
1,217

0.77%
0.00%
0.83%
1.57%
0.26%
0.35%
4.48%
1.30%
0.46%
0.01%
0.03%
0.12%
1.94%

Traded Contracts
Total

YoY Change

35,147
1,386,614
406,474
1,384,027
662,450

241.1%
-81.5%
-8.3%
-70.6%
247.4%
108.9%
-70.5%
>1000%
109.0%
>1000%

23
16
75
31
51
76
29
33
81
51
40
77
75

No of Trades
Daily Average Order Book Share

879
5,459
1,600
5,470
2,598

0.20%
0.21%
1.47%
0.53%
0.52%

39
659
573
335
225

Market Share
Agent Market Maker

58.8%
56.3%
60.6%
90.1%
60.5%
62.2%
55.9%
62.6%
75.6%
94.4%
94.4%
62.1%
48.6%

Principal

3.3%
0.0%
0.4%
0.8%
0.1%
1.3%
4.4%
6.8%
0.0%
0.6%
0.9%
0.1%
1.9%

37.9%
43.7%
39.0%
9.1%
39.3%
36.6%
39.7%
30.5%
24.4%
5.0%
4.7%
37.7%
49.5%

Market Share
Agent Market Maker

Principal

56.9%
81.1%
53.6%
92.3%
30.7%

0.9%
0.8%
1.3%
0.2%
46.0%

42.2%
18.1%
45.1%
7.5%
23.3%

Capital Volume in Mio


EUR

45
106
326
20
55
335
13
58
246
1,129
754
209
117

Capital Volume in Mio


EUR

151
3,967
1,560
4,108
1,719

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

32,268
30,854
37,364
38,276
38,162
33,143
36,862
35,039
32,167
42,071
311,143
33,119
39,484

Open Interest in
Contracts

32,268
37,364
39,184
24,847
8,243

Heineken
Pernod Ricard
Coca Cola Hellenic Bottling
Danone
Diageo
Unilever
Nestl
Ebro Puleva
Anheuser-Bush InBev

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future

HNKF
PERH
HCBG
BSNH
DGEF
UNIH
NESG
AZUF
ITKG

3,115
2,441
1,070
1,020
956
500
92
71
49

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Health Care Components
Number of Products
Number of Series
Launched Products per Month

26
435
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.000.000

ROGF

1.000.000

240.000

SNWF
EFXF

200.000
800.000

800.000

FREG
AZNF

160.000
600.000

SHPF

600.000

NPWF

120.000

NOBH

400.000

400.000

MRKG

80.000

200.000

200.000

40.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

NOVF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

94,052
14,822
18,632
13,737
3,969
28,574
8,263
30,149
321,357
976,206
491,352
437,451
182,348

-48.4%
-48.4%
-50.4%
-50.4%
28.9%
28.9%
33.6%
33.6%
-81.2%
-81.2%
-60.1%
-60.2%
-54.5%
-54.5%
-19.2%
-19.2%
-28.7%
-28.7%
262.4%
260.4%
709.0%
208.8%
516.2%
56.9%
182.4%
176.2%

4,703
741
932
654
180
1,299
393
1,311
14,607
48,810
24,568
19,884
9,117

0.06%
0.26%
4.40%
0.96%
6.12%
1.57%
3.00%
0.59%
0.03%
0.09%
0.43%
1.62%
0.67%

Traded Contracts
Total

YoY Change

108,874
2,541,891
1,425,724
799,486
466,856

78.3%
-48.7%
78.3%
128.6%
71.2%
79.2%
>1000%
83.1%
>1000%

54
35
83
33
33
75
52
49
91
119
189
453
140

No of Trades
Daily Average Order Book Share

2,722
10,007
5,613
3,160
1,831

0.09%
0.55%
0.93%
1.78%
4.05%

89
1,380
1,174
606
229

Market Share
Agent Market Maker

84.1%
30.7%
70.8%
62.2%
64.4%
82.3%
51.6%
90.1%
79.1%
97.6%
94.8%
86.0%
87.6%

Principal

0.7%
0.1%
2.2%
0.4%
3.3%
0.7%
1.4%
0.3%
0.0%
0.6%
0.4%
5.9%
2.7%

15.3%
69.2%
27.0%
37.4%
32.3%
17.0%
46.9%
9.6%
20.9%
1.8%
4.8%
8.2%
9.7%

Market Share
Agent Market Maker

Principal

76.8%
90.8%
73.8%
91.2%
44.8%

0.6%
1.9%
9.8%
1.8%
34.8%

22.6%
7.3%
16.5%
7.0%
20.4%

Capital Volume in Mio


EUR

703
85
120
37
12
74
35
130
448
3,146
2,317
2,426
577

Capital Volume in Mio


EUR

788
9,554
7,156
4,001
2,877

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

85,441
22,367
11,824
25,335
25,196
25,196
24,798
22,836
17,079
148,177
201,660
84,254
197,709

Open Interest in
Contracts

85,441
11,824
16,488
15,567
1,240

Novartis
Roche Holding
Sanofi-Synthlabo
Merck
Shire
Fresenius
Astrazeneca
Essilor International SA
Smith NEPHEW
Nobel Biocare Holding

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

NOVF
ROGF
SNWF
MRKG
SHPF
FREG
AZNF
EFXF
NPWF
NOBH

48,360
36,535
3,430
2,339
1,625
1,214
312
140
63
34

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Industrial Goods & Services Components
Number of Products
Number of Series
Launched Products per Month

59
1,003
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

3.500.000

700.000

3.500.000

3.000.000

600.000

3.000.000

2.500.000

500.000

2.500.000

2.000.000

400.000

1.500.000

300.000

TKAG
SEJF
AOPF
SNDG
MANG
2.000.000

BAFF

1.000.000

200.000

500.000

100.000

KC4G

1.500.000

ABEH
Rest
1.000.000

ABBF

SIEF

500.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,073,945
3,266,309
250,493
129,780
105,113
331,114
64,327
35,360
706,433
439,050
611,321
230,732
2,620,154

-58.9%
-59.0%
-46.8%
-46.8%
542.4%
472.7%
258.8%
235.9%
290.7%
235.4%
328.1%
281.7%
-13.0%
-13.8%
-29.2%
-30.2%
97.0%
95.8%
-26.5%
-26.5%
-1.8%
-2.2%
28.5%
22.8%
156.0%
155.9%

53,697
163,315
12,525
6,180
4,778
15,051
3,063
1,537
32,111
21,953
30,566
10,488
131,008

0.05%
0.52%
0.08%
0.30%
0.08%
0.03%
0.09%
0.30%
0.04%
0.15%
0.20%
0.19%
0.10%

Traded Contracts
Total

YoY Change

4,340,254
11,658,616
5,733,970
3,420,187
1,522,697

103.3%
-50.4%
67.7%
103.7%
124.6%
74.3%
>1000%
162.4%
>1000%

265
1,823
153
132
80
112
74
88
165
98
152
116
287

No of Trades
Daily Average Order Book Share

108,506
45,900
22,575
13,519
5,971

0.40%
0.08%
0.35%
2.10%
1.28%

2,088
1,909
2,030
897
468

Market Share
Agent Market Maker

61.3%
63.9%
62.5%
56.2%
87.2%
55.0%
55.7%
62.7%
76.2%
93.2%
69.8%
72.1%
69.1%

Principal

2.2%
6.6%
1.7%
1.1%
1.5%
0.0%
0.0%
0.1%
0.5%
0.1%
3.8%
12.2%
15.4%

36.5%
29.5%
35.7%
42.7%
11.4%
45.0%
44.2%
37.1%
23.3%
6.6%
26.4%
15.8%
15.4%

Market Share
Agent Market Maker

Principal

63.2%
78.6%
69.2%
44.3%
17.6%

5.5%
8.2%
9.2%
31.4%
28.1%

31.2%
13.2%
21.5%
24.3%
54.3%

Capital Volume in Mio


EUR

6,172
15,585
913
797
246
802
68
69
1,207
1,148
1,655
568
10,218

Capital Volume in Mio


EUR

21,757
37,317
33,050
21,279
5,789

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

221,764
632,224
89,892
178,268
168,357
168,238
152,987
134,497
135,319
263,962
188,163
159,266
56,409

Open Interest in
Contracts

221,764
89,892
34,028
79,729
1,245

Siemens
ThyssenKrupp
ABB
Abertis Infraestructuras
BAE Systems
Kone
Safran
Schneider Electric
Autostrade
MAN

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

SIEF
TKAG
ABBF
ABEH
BAFF
KC4G
SEJF
SNDG
AOPF
MANG

899,553
127,569
15,113
6,824
2,743
2,740
2,685
2,530
2,209
2,022

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Insurance Components
Number of Products
Number of Series
Launched Products per Month

29
491
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

14.000.000

14.000.000

4.500.000

ASGF
MU2F

4.000.000
12.000.000

12.000.000

RUKF
3.500.000
10.000.000

ZURF

10.000.000
3.000.000

8.000.000

INNF

2.500.000

8.000.000

SMPF

6.000.000

AVF

ILBF
2.000.000

6.000.000

1.500.000
4.000.000

HNRG
Rest

4.000.000

ALVF

1.000.000
2.000.000

2.000.000

500.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

229,473
397,229
651,438
579,101
245,199
584,152
171,847
306,472
1,384,421
2,051,572
12,493,151
1,337,925
334,678

-31.4%
-31.4%
669.0%
669.0%
99.9%
99.9%
489.2%
489.2%
134.3%
134.3%
34.4%
34.4%
-80.0%
-80.0%
-60.3%
-60.3%
-68.2%
-68.6%
-75.1%
-77.1%
-0.7%
-0.7%
387.9%
386.1%
350.2%
313.0%

11,474
19,861
32,572
27,576
11,145
26,552
8,183
13,325
62,928
102,579
624,658
60,815
16,734

3.56%
0.19%
1.01%
0.59%
0.49%
0.25%
3.01%
0.17%
0.05%
0.22%
0.13%
1.24%
5.66%

Traded Contracts
Total

YoY Change

626,702
20,191,612
29,117,720
4,518,178
11,614,554

-30.7%
62.2%
544.5%
-28.7%
-61.1%
544.5%
>1000%
-61.1%
>1000%

112
67
154
171
99
100
144
76
86
235
670
552
496

No of Trades
Daily Average Order Book Share

15,668
79,495
114,637
17,858
45,547

1.43%
0.42%
0.24%
1.04%
0.08%

179
3,062
3,108
973
1,790

Market Share
Agent Market Maker

39.7%
49.6%
79.4%
76.2%
90.6%
52.3%
94.9%
72.6%
79.6%
70.8%
86.9%
84.6%
59.9%

Principal

16.2%
29.4%
9.1%
2.2%
2.2%
6.5%
1.3%
0.1%
5.0%
6.7%
4.6%
1.7%
5.5%

44.1%
21.1%
11.5%
21.6%
7.2%
41.1%
3.8%
27.3%
15.4%
22.5%
8.5%
13.7%
34.6%

Market Share
Agent Market Maker

Principal

45.9%
82.4%
67.7%
74.5%
52.9%

24.5%
4.7%
7.1%
3.3%
34.4%

29.5%
12.9%
25.2%
22.1%
12.8%

Capital Volume in Mio


EUR

192
374
343
702
324
546
29
131
1,106
1,662
9,230
398
207

Capital Volume in Mio


EUR

566
14,719
42,134
11,019
27,214

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

582,919
368,815
198,664
394,235
467,432
497,988
623,628
607,186
324,913
1,147,143
4,204,452
349,194
354,422

Open Interest in
Contracts

582,919
198,664
156,195
291,963
77,604

Allianz
Mnchener
Rckversicherung
Irish Life & Permanent
Group Holdings
Zurich Financial Services
Hannover Rckversicherung
ING
Assicurazioni Generali
Sampo
Swiss Re
Aviva

Market Share
Calls

Puts

Future
Future

ALVF
MU2F

193,245
26,874

Future

ILBF

2,622

Future
Future
Future
Future
Future
Future
Future

ZURF
HNRG
INNF
ASGF
SMPF
RUKF
AVF

2,603
1,200
1,166
576
541
285
191

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Media Components
Number of Products
Number of Series
Launched Products per Month

21
357
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
ELVG

700.000

280.000

700.000

600.000

240.000

600.000

500.000

200.000

500.000

400.000

160.000

300.000

120.000

200.000

80.000

100.000

40.000

RELF
400.000

PSOF

300.000

E3BF

SWSF
200.000

WOSF

100.000

SESF

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

VVUF
DCSF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

10,490
112.9%
112.9%
1,543
211.1%
211.1%
47,981
737.9%
737.9%
99,199 21559.2%
>1000%
7,879
-24.4%
-24.4%
5,117
-88.7%
-88.7%
3,997
-82.0%
-82.0%
3,441
-80.8%
-80.8%
140,381
544.2%
544.2%
157,808
358.3%
358.3%
673,858 2277.2%
>1000%
7,253
-60.2%
-60.9%
4,928
-83.1%
-85.3%

525
77
2,399
4,724
358
233
190
150
6,381
7,890
33,693
330
246

0.00%
0.00%
0.04%
0.02%
0.00%
0.00%
0.00%
0.17%
0.43%
0.00%
0.00%
0.14%
0.08%

Traded Contracts
Total

YoY Change

12,033
1,152,338
255,575
284,858
29,164

350.9%
121.8%
-10.3%
366.9%
876.7%
-10.3%
>1000%
876.7%
>1000%

23
8
23
20
31
19
22
15
34
22
30
22
8

No of Trades
Daily Average Order Book Share

301
4,537
1,006
1,126
114

0.00%
0.06%
0.02%
0.44%
7.29%

31
256
222
93
134

Market Share
Agent Market Maker

58.1%
86.1%
53.8%
84.7%
57.6%
68.2%
70.8%
57.5%
97.9%
95.1%
83.6%
52.8%
50.0%

Principal

0.0%
0.0%
0.0%
0.0%
25.4%
0.0%
0.0%
0.2%
0.0%
0.0%
0.0%
0.1%
0.1%

41.9%
13.9%
46.1%
15.3%
17.0%
31.8%
29.2%
42.3%
2.1%
4.9%
16.4%
47.0%
50.0%

Market Share
Agent Market Maker

Principal

61.7%
85.1%
61.4%
17.4%
69.3%

0.0%
0.2%
0.1%
0.0%
0.2%

38.3%
14.8%
38.6%
82.6%
30.5%

Capital Volume in Mio


EUR

15
2
92
179
8
10
11
8
214
176
808
23
13

Capital Volume in Mio


EUR

17
1,545
706
493
80

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

16,755
10,323
9,656
41,039
11,012
3,904
7,770
5,893
3,325
140,538
271,403
5,359
8,173

Open Interest in
Contracts

16,755
9,656
3,742
5,100
100

Reed Elsevier
Vivendi Uinversal
JC Decaux
Eutelsat
Wolters Kluwer
Reed Elsevier
Sanoma Oyj
Pearson
SES Global

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future

ELVG
VVUF
DCSF
E3BF
WOSF
RELF
SWSF
PSOF
SESF

4,662
2,878
1,214
748
602
257
66
43
20

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Oil & Gas Components
Number of Products
Number of Series
Launched Products per Month

25
425
1

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.600.000

1.600.000

180.000

160.000

1.400.000

R6CF

1.400.000

THPF

140.000
1.200.000

NEFF

1.200.000

QCEF

120.000
1.000.000

1.000.000

BPF

100.000
800.000

GDGG

800.000

GALF
Rest

80.000
600.000

600.000

60.000
400.000

200.000

40.000

400.000

20.000

200.000

REPF
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

TOTG

2010
Feb

OMVF

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

198,648
107.8%
107.8%
34,813
-93.2%
-93.2%
1,568,085 10155.0%
>1000%
96,653
-50.3%
-51.6%
20,387
-88.1%
-88.1%
160,133
14.9%
14.9%
31,203
155.9%
155.9%
396,630
-36.7%
-36.8%
110,789
73.3%
70.8%
1,313,363 1326.2%
>1000%
991,950 6054.3%
>1000%
139,808
268.1%
266.2%
95,573
-34.0%
-34.0%

9,932
1,741
78,404
4,603
927
7,279
1,486
17,245
5,036
65,668
49,598
6,355
4,779

0.05%
0.29%
0.00%
0.16%
0.12%
0.20%
0.02%
0.01%
0.03%
0.00%
0.00%
0.13%
0.48%

Traded Contracts
Total

YoY Change

233,461
5,436,508
2,283,215
1,424,999
554,324

138.1%
-61.6%
60.2%
138.1%
157.1%
60.2%
>1000%
160.2%
>1000%

37
23
66
52
30
79
29
30
70
117
48
95
104

No of Trades
Daily Average Order Book Share

5,837
21,404
8,989
5,632
2,174

0.09%
0.03%
0.09%
0.99%
1.63%

60
767
679
381
217

Market Share
Agent Market Maker

77.8%
85.5%
88.2%
71.6%
51.9%
94.4%
69.7%
99.5%
56.7%
93.2%
99.1%
89.0%
39.4%

Principal

1.5%
3.6%
2.6%
15.6%
24.6%
0.1%
0.0%
0.0%
0.0%
0.0%
0.0%
0.1%
52.7%

20.7%
10.8%
9.2%
12.8%
23.5%
5.6%
30.3%
0.5%
43.3%
6.8%
0.9%
10.9%
7.9%

Market Share
Agent Market Maker

Principal

79.0%
91.4%
86.0%
66.2%
79.4%

1.8%
2.1%
1.0%
1.5%
0.0%

19.2%
6.5%
12.9%
32.4%
20.6%

Capital Volume in Mio


EUR

401
94
2,932
388
48
611
55
631
260
5,092
3,621
487
188

Capital Volume in Mio


EUR

495
15,092
6,163
4,689
1,871

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

121,772
62,025
28,279
36,216
50,649
38,387
153,459
145,183
142,859
168,096
128,358
24,883
27,497

Open Interest in
Contracts

121,772
28,279
5,826
141,408
206,130

Royal Dutch Shell


Repsol
CGG Veritas
BP
Technip
Total
Galp Energia SGPS
Q-Cells
Neste Oil
OMV

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

R6CF
REPF
GDGG
BPF
THPF
TOTG
GALF
QCEF
NEFF
OMVF

119,049
60,000
5,267
4,750
4,350
2,905
1,000
600
462
154

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Personal & Household Goods Components
Number of Products
Number of Series
Launched Products per Month

21
357
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

700.000

700.000

120.000

600.000

CFRI

IMTG
600.000

100.000

500.000

500.000
80.000

400.000

BMTF

400.000
60.000

300.000

300.000

LORF

40.000
200.000

200.000
20.000

100.000

100.000

UHFF
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

LUXF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

BIFF

Traded Contracts

PH1F

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,047
21,070
144,922
8,626
15,005
174,719
14,553
7,365
37,125
635,532
387,017
65,049
18,032

-77.6%
-77.6%
-35.8%
-35.8%
828.2%
803.8%
79.4%
79.4%
-15.0%
-16.1%
509.5%
507.9%
30.3%
29.3%
-49.6%
-49.6%
-62.6%
-62.9%
94.0%
94.0%
-49.9%
-49.9%
28.6%
27.9%
-55.0%
-55.0%

202
1,054
7,246
411
682
7,942
693
320
1,688
31,777
19,351
2,957
902

0.30%
0.11%
0.03%
1.04%
0.35%
0.05%
0.04%
0.95%
0.17%
0.10%
0.05%
1.60%
8.60%

Traded Contracts
Total

YoY Change

25,117
1,540,764
1,410,051
1,066,617
205,779

9.3%
-50.6%
32.2%
9.3%
418.3%
38.8%
>1000%
566.7%
>1000%

30
33
43
23
34
61
25
31
49
87
71
98
107

No of Trades
Daily Average Order Book Share

628
6,066
5,551
4,216
807

0.14%
0.32%
0.29%
0.93%
3.95%

63
731
912
417
244

Market Share
Agent Market Maker

75.5%
26.5%
63.3%
70.5%
81.8%
94.7%
51.0%
53.0%
70.6%
98.0%
90.1%
78.5%
48.9%

Principal

0.1%
28.7%
0.2%
25.3%
1.4%
0.0%
0.0%
0.8%
0.1%
0.1%
3.8%
1.6%
8.6%

24.3%
44.8%
36.5%
4.2%
16.8%
5.3%
49.0%
46.2%
29.3%
1.9%
6.1%
19.9%
42.5%

Market Share
Agent Market Maker

Principal

34.4%
88.4%
74.8%
79.9%
42.5%

24.1%
1.4%
11.3%
2.6%
22.3%

41.5%
10.2%
13.9%
17.6%
35.2%

Capital Volume in Mio


EUR

34
80
372
18
63
527
35
45
171
1,264
783
171
71

Capital Volume in Mio


EUR

114
3,612
4,409
4,482
1,619

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

36,976
37,197
19,193
33,466
29,213
24,321
26,484
14,223
13,429
51,272
116,817
52,342
37,541

Open Interest in
Contracts

36,976
19,193
8,120
21,713
13,977

Cie Financire Richemont


British American Tobacco
Philips
L'Oral
Swatch B
Societe BIC
Luxottica Group
Imperial Tobacco Group

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future

CFRI
BMTF
PH1F
LORF
UHFF
BIFF
LUXF
IMTG

1,348
1,070
902
332
205
78
75
37

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Real Estate Components
Number of Products
Number of Series
Launched Products per Month

11
187
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

45.000

PSPF

45.000

14.000

WERF
40.000

40.000
12.000

35.000

35.000
10.000

30.000

30.000

BLNF

8.000

25.000

25.000

LIIF
20.000

6.000

20.000

15.000

15.000
4.000

10.000

10.000
2.000

5.000

5.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

UBLF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

1,353
691.2%
691.2%
657
-97.4%
-97.4%
16,147
28.0%
27.2%
330 4614.3%
-90.9%
54
-99.2%
-99.2%
44,060
227.2%
134.4%
0
-100.0%
-100.0%
24,906 21747.4%
>1000%
12,618
-3.1%
-37.3%
133
-68.3%
-91.5%
54
-85.9%
-85.9%
12,541
0.6%
-25.7%
171
-93.5%
-93.5%

68
33
807
16
2
2,003

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

1,083
574
7
3
570
9

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

Traded Contracts
Total

YoY Change

2,010
135,902
89,682
229,435
805

51.5%
-92.0%
-60.9%
51.5%
>1000%
-60.9%
0.0%
>1000%
0.0%

21
5
8
5
1
8
0
2
5
6
2
9
1

No of Trades
Daily Average Order Book Share

50
535
353
907
3

0.00%
0.00%
0.10%
5.89%
100.00%

26
50
131
155
4

Market Share
Agent Market Maker

Principal

76.5%
69.0%
50.8%
50.0%
50.0%
63.9%

0.0%
0.0%
0.0%
0.0%
50.0%
0.1%

23.5%
31.0%
49.2%
50.0%
0.0%
36.0%

100.0%
99.0%
50.0%
50.0%
2.2%
50.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

0.0%
1.0%
50.0%
50.0%
97.8%
50.0%

Market Share
Agent Market Maker

Principal

74.0%
63.9%
50.2%
52.2%
50.0%

0.0%
0.0%
0.0%
0.0%
0.0%

26.0%
36.1%
49.8%
47.8%
50.0%

Capital Volume in Mio


EUR

14
8
52
<1
<1
500
<1
294
35
2
<1
29
2

Capital Volume in Mio


EUR

22
1,173
277
755
2

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

340
608
301
126
126
180
12,582
12,582
129
132
159
159
474

Open Interest in
Contracts

340
301
303
10,351
805

Unibail
PSP Swiss Property
Wereldhave
British Land Co
Liberty International

Market Share
Calls

Puts

Future
Future
Future
Future
Future

UBLF
PSPF
WERF
BLNF
LIIF

806
314
126
105
2

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Retail Components
Number of Products
Number of Series
Launched Products per Month

21
348
1

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.600.000

1.600.000

350.000

1.400.000

1.400.000

300.000

1.200.000

KEKF
CLSF

1.200.000
250.000

DHZF

1.000.000

1.000.000

TSCF

200.000
800.000

KGFF

800.000

NXTF

150.000
600.000

600.000

CARF

100.000
400.000

400.000
50.000

200.000

200.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

10,194
2,744
3,991
127,639
64,069
56,315
11,781
47,252
82,017
1,442,871
302,938
37,046
32,899

-68.1%
-69.0%
-78.4%
-78.4%
-91.6%
-91.6%
503.6%
503.6%
80.1%
80.1%
92.3%
92.3%
-78.0%
-78.0%
6.6%
6.6%
-38.6%
-38.6%
33.8%
33.8%
402.9%
402.9%
7.7%
7.7%
202.1%
202.1%

510
137
200
6,078
2,912
2,560
561
2,054
3,728
72,144
15,147
1,684
1,645

0.00%
0.04%
0.00%
0.09%
0.00%
0.00%
0.00%
0.00%
0.00%
0.07%
0.01%
0.65%
1.78%

Traded Contracts
Total

YoY Change

12,938
2,221,526
1,582,433
937,824
547,589

40.4%
-71.0%
-71.6%
68.7%
40.4%
71.3%
68.7%
>1000%
81.2%
>1000%

14
21
27
27
46
69
27
36
80
115
38
62
60

No of Trades
Daily Average Order Book Share

323
8,746
6,230
3,707
2,147

0.01%
0.10%
0.06%
1.08%
0.30%

35
610
512
236
140

Market Share
Agent Market Maker

53.2%
48.5%
61.7%
87.1%
64.0%
64.6%
51.2%
50.4%
70.8%
92.4%
97.4%
49.9%
65.7%

Principal

0.0%
2.8%
0.0%
0.0%
9.4%
11.4%
0.0%
19.0%
5.5%
3.8%
0.0%
0.6%
1.8%

46.8%
48.7%
38.3%
12.8%
26.7%
24.0%
48.8%
30.5%
23.7%
3.8%
2.6%
49.5%
32.6%

Market Share
Agent Market Maker

Principal

52.2%
88.0%
75.8%
67.4%
55.7%

0.6%
3.7%
7.1%
3.1%
24.5%

47.2%
8.3%
17.1%
29.4%
19.8%

Capital Volume in Mio


EUR

35
14
14
584
350
216
32
124
283
3,897
357
113
70

Capital Volume in Mio


EUR

49
6,063
6,726
4,217
2,404

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

10,112
1,459
1,317
14,707
38,996
27,616
36,901
27,235
55,858
70,471
311,846
21,186
42,657

Open Interest in
Contracts

10,112
1,317
31,320
31,566
1,664

Carrefour
Kesko
Delhaize Group
Kingfisher
Tesco
Celesio
Next

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future

CARF
KEKF
DHZF
KGFF
TSCF
CLSF
NXTF

9,064
309
240
235
162
158
26

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Technology Components
Number of Products
Number of Series
Launched Products per Month

22
367
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
WING

4.000.000

4.000.000

700.000

3.500.000

ASMG

SAPG

3.500.000

600.000

SGKF

LOGF

3.000.000

3.000.000
500.000

AXIF

2.500.000

IFXG

SGMF

2.500.000

ARMF

400.000
2.000.000

2.000.000
300.000

1.500.000

1.500.000
200.000

1.000.000

1.000.000
100.000

500.000

500.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

NO3F
Traded Contracts

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

129,147
222,558
40,907
65,629
41,115
141,110
183,994
97,223
586,398
3,976,696
300,297
134,083
79,326

62.8%
62.8%
-45.2%
-45.2%
-18.5%
-18.7%
341.8%
341.8%
-66.1%
-66.1%
-24.6%
-24.7%
582.6%
582.6%
-26.0%
-26.0%
-86.3%
-86.3%
1876.2%
>1000%
146.5%
146.5%
303.7%
303.7%
-49.2%
-49.2%

6,457
11,128
2,045
3,125
1,869
6,414
8,762
4,227
26,654
198,835
15,015
6,095
3,966

0.03%
0.11%
0.64%
0.18%
0.10%
0.21%
0.07%
0.01%
0.00%
0.01%
0.18%
0.51%
1.83%

Traded Contracts
Total

YoY Change

351,705
6,052,998
5,401,785
805,265
336,934

12.1%
-27.6%
570.8%
12.1%
139.0%
570.8%
>1000%
273.8%
>1000%

47
63
41
53
53
75
36
67
83
140
70
97
67

No of Trades
Daily Average Order Book Share

8,793
23,831
21,267
3,183
1,321

0.08%
0.08%
0.05%
3.35%
2.63%

110
853
752
364
208

Market Share
Agent Market Maker

54.4%
67.8%
81.6%
72.9%
58.0%
54.6%
51.5%
54.1%
81.4%
90.7%
97.0%
78.8%
66.3%

Principal

7.4%
12.4%
0.3%
0.1%
0.1%
0.0%
0.0%
1.5%
2.8%
3.0%
0.2%
0.5%
17.7%

38.2%
19.8%
18.2%
27.0%
42.0%
45.4%
48.5%
44.3%
15.8%
6.3%
2.9%
20.7%
16.1%

Market Share
Agent Market Maker

Principal

62.9%
86.4%
66.1%
64.7%
43.6%

10.5%
2.7%
18.6%
0.5%
22.2%

26.6%
10.9%
15.3%
34.8%
34.2%

Capital Volume in Mio


EUR

193
369
47
114
68
139
17
44
735
5,918
405
126
104

Capital Volume in Mio


EUR

562
8,401
8,786
1,458
2,376

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

216,730
137,500
22,074
41,438
75,077
81,869
58,130
47,253
51,851
667,188
248,541
76,595
22,559

Open Interest in
Contracts

216,730
22,074
43,006
67,307
10,516

Nokia
Wincor Nixdorf
SAP
ARM Holdings
Sage Group
Infinion
Atos Origin
STMicroelectronics
ASML Holding
Logitech International

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

NO3F
WING
SAPG
ARMF
SGKF
IFXG
AXIF
SGMF
ASMG
LOGF

72,021
27,260
13,973
6,505
5,999
2,500
680
150
39
20

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Telecommunications Components
Number of Products
Number of Series
Launched Products per Month

18
306
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

3.500.000

3.500.000

800.000

TA1F

700.000

3.000.000

3.000.000

BX7F
FTEF

600.000
2.500.000

PTCF

2.500.000

BTAF

500.000
2.000.000

2.000.000

VODF

1.500.000

Rest

400.000

SCMH

1.500.000
300.000
1.000.000

1.000.000

200.000

500.000

100.000

DTEF

500.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

TQIF

Open Interest

TEFF

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

164,518
172,701
248,536
968,448
239,760
341,273
319,999
157,826
425,002
2,852,496
3,457,129
149,337
162,546

1.2%
1.2%
68.1%
68.1%
825.0%
825.0%
94.4%
94.4%
-64.0%
-64.0%
-48.9%
-48.9%
284.7%
284.7%
-4.3%
-4.3%
-70.7%
-70.7%
-87.0%
-87.0%
398.5%
397.1%
-42.8%
-43.3%
-50.0%
-50.0%

8,226
8,635
12,427
46,117
10,898
15,512
15,238
6,862
19,318
142,625
172,856
6,788
8,127

0.06%
0.00%
0.04%
0.05%
0.15%
0.00%
0.00%
0.00%
0.13%
0.00%
0.01%
0.03%
0.29%

Traded Contracts
Total

YoY Change

337,219
9,425,077
27,243,194
10,096,945
3,141,962

-65.4%
27.1%
169.8%
-65.4%
221.4%
169.8%
>1000%
304.6%
>1000%

73
44
58
66
48
55
25
24
99
104
149
63
51

No of Trades
Daily Average Order Book Share

8,430
37,107
107,257
39,909
12,321

0.03%
0.03%
0.01%
0.64%
1.23%

117
833
947
799
711

Market Share
Agent Market Maker

83.8%
81.4%
69.6%
94.1%
49.5%
73.6%
85.5%
94.7%
86.7%
92.1%
86.5%
86.8%
76.8%

Principal

5.4%
7.1%
7.5%
0.7%
2.1%
0.4%
6.0%
0.0%
0.0%
0.8%
4.4%
0.0%
0.3%

10.9%
11.6%
23.0%
5.2%
48.4%
26.0%
8.6%
5.3%
13.3%
7.1%
9.1%
13.2%
22.9%

Market Share
Agent Market Maker

Principal

82.5%
87.0%
75.0%
72.2%
75.5%

6.3%
2.4%
6.8%
1.2%
6.9%

11.2%
10.6%
18.2%
26.7%
17.6%

Capital Volume in Mio


EUR

241
265
475
1,875
429
453
473
169
448
4,002
3,945
170
167

Capital Volume in Mio


EUR

507
12,743
33,528
17,792
12,206

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

354,968
216,448
116,616
132,391
315,441
153,236
286,534
284,188
223,977
251,075
792,316
234,124
147,755

Open Interest in
Contracts

354,968
116,616
14,423
541,972
111,930

France Tlcom
Deutsche Telekom
Belgacom
Portugal Telecom SGPS
Vodafone Group
Swisscom
Telecom Italia
Telefnica
BT Group
Telekom Austria

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

FTEF
DTEF
BX7F
PTCF
VODF
SCMH
TQIF
TEFF
BTAF
TA1F

107,236
37,572
5,261
4,117
3,157
2,130
1,980
1,675
534
343

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Travel & Leisure Components
Number of Products
Number of Series
Launched Products per Month

20
339
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
RY4G

1.400.000

280.000

1.400.000

1.200.000

240.000

1.200.000

1.000.000

200.000

1.000.000

CPGF
IHGF
WTBF

BAIF
SJ7F

800.000

160.000

600.000

120.000

400.000

80.000

200.000

40.000

800.000

600.000

400.000

LHAF

200.000

AFRF
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

TUIF

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

41,898
33,212
39,938
10,558
18,597
43,052
13,363
12,766
46,429
256,783
1,359,084
14,127
5,707

634.2%
634.2%
22.7%
22.7%
943.0%
943.0%
34.8%
34.8%
8.0%
8.0%
201.4%
200.9%
-64.0%
-64.0%
14.9%
14.9%
1.9%
1.9%
-72.2%
-72.2%
-41.9%
-41.9%
-77.3%
-78.0%
-23.5%
-24.5%

2,095
1,661
1,997
503
845
1,957
636
555
2,110
12,839
67,954
642
285

0.02%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
1.04%
0.00%
0.16%
0.35%
15.74%

Traded Contracts
Total

YoY Change

75,110
1,847,471
3,504,157
313,364
549,231

-47.3%
129.2%
>1000%
-47.2%
-42.9%
1018.2%
>1000%
-42.9%
>1000%

48
39
29
12
15
21
18
27
40
36
99
24
27

No of Trades
Daily Average Order Book Share

1,878
7,274
13,796
1,239
2,154

0.01%
0.21%
0.09%
2.97%
1.23%

87
370
472
160
135

Market Share
Agent Market Maker

79.6%
54.7%
75.0%
50.0%
50.1%
57.0%
64.0%
51.4%
90.8%
80.1%
77.8%
56.1%
42.1%

Principal

0.0%
0.8%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3.9%
5.7%
0.4%
15.7%

20.4%
44.4%
25.0%
50.0%
49.9%
43.0%
36.0%
48.6%
9.2%
16.0%
16.6%
43.5%
42.1%

Market Share
Agent Market Maker

Principal

68.6%
76.6%
78.9%
37.6%
39.2%

0.4%
4.8%
5.9%
14.0%
41.2%

31.0%
18.7%
15.2%
48.4%
19.5%

Capital Volume in Mio


EUR

119
51
77
15
13
52
21
9
64
256
1,153
26
4

Capital Volume in Mio


EUR

170
1,762
5,954
694
762

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

35,956
41,590
19,382
20,981
10,955
25,242
19,385
14,819
10,291
47,803
259,997
9,340
12,195

Open Interest in
Contracts

35,956
19,382
2,663
5,025
12

Sodexo
TUI
Lufthansa
Ryanair Holdings
British Airways
Intercontinental Hotels
Group
Compass Group
Air France-KLM
Whitbread

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future

SJ7F
TUIF
LHAF
RY4G
BAIF
IHGF

14,300
8,780
6,002
5,328
4,800
807

Future
Future
Future

CPGF
AFRF
WTBF

796
729
356

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on DJ STOXX 600 Utilities Components
Number of Products
Number of Series
Launched Products per Month

28
475
2

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

4.500.000

4.500.000

1.400.000

4.000.000

4.000.000
1.200.000

3.500.000

EOAH

3.500.000

IBEG

1.000.000
3.000.000

GZFG

3.000.000

ENLG

800.000

2.500.000

2.500.000

GANG
Rest

2.000.000

600.000

2.000.000

RWEF
1.500.000

1.500.000
400.000

SNFF

1.000.000

1.000.000
200.000

500.000

500.000

EDPF

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

IPRF VVDG

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

266,922
861,773
4,220,597
404,151
31,592
134,590
12,779
283,508
402,892
3,460,094
2,416,861
167,103
106,596

158.9%
150.4%
477.2%
460.8%
2069.1%
>1000%
724.1%
674.4%
-60.6%
-60.6%
-57.0%
-57.0%
6.4%
-10.0%
216.6%
179.6%
180.3%
178.1%
156.4%
155.4%
-18.8%
-19.0%
51.0%
44.2%
10.4%
-1.9%

13,346
43,089
211,030
19,245
1,436
6,118
609
12,326
18,313
173,005
120,843
7,596
5,330

0.01%
0.00%
0.00%
0.04%
0.00%
0.05%
0.06%
0.00%
0.03%
0.05%
0.16%
0.23%
0.87%

Traded Contracts
Total

YoY Change

1,128,695
11,794,445
5,696,396
1,890,392
2,639,295

107.1%
347.2%
333.6%
201.3%
108.2%
-28.4%
290.9%
>1000%
-21.5%
>1000%

32
69
75
53
18
47
31
57
121
260
334
85
80

No of Trades
Daily Average Order Book Share

28,217
46,435
22,427
7,472
10,350

0.00%
0.07%
0.05%
2.15%
0.26%

101
1,231
1,178
649
621

Market Share
Agent Market Maker

89.1%
80.9%
86.1%
88.7%
52.0%
61.0%
46.2%
90.9%
68.2%
90.7%
83.8%
87.2%
72.2%

Principal

0.5%
5.2%
3.2%
0.1%
4.0%
5.6%
7.8%
0.0%
3.3%
1.8%
3.5%
0.2%
3.1%

10.4%
13.9%
10.7%
11.2%
44.0%
33.4%
45.9%
9.1%
28.5%
7.5%
12.7%
12.7%
24.7%

Market Share
Agent Market Maker

Principal

82.8%
85.8%
67.8%
82.7%
64.7%

4.1%
2.6%
6.6%
1.2%
26.5%

13.1%
11.5%
25.7%
16.1%
8.8%

Capital Volume in Mio


EUR

296
1,280
3,168
1,026
47
265
22
342
1,014
10,159
8,640
222
136

Capital Volume in Mio


EUR

1,576
25,359
51,384
9,772
32,190

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

159,943
96,112
519,685
64,242
55,705
69,429
68,778
63,516
91,836
377,992
1,356,301
174,367
103,972

Open Interest in
Contracts

159,943
519,685
159,146
116,020
315,585

Iberdrola
Energias de Portugal
E.ON
RWE
Gas Natural SDG
Veolia Environnement
GDF Suez
Enel
International Power
Snam Rete Gas

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future
Future
Future

IBEG
EDPF
EOAH
RWEF
GANG
VVDG
GZFG
ENLG
IPRF
SNFF

160,000
52,502
24,625
15,622
9,700
2,830
608
560
274
194

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on S&P 500 Components


Number of Products
Number of Series
Launched Products per Month

142
2,414
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

40.000

24.000

20.000

CATF

35.000
20.000

AMZF

16.000
30.000

PMFF

16.000
25.000

12.000

20.000

GOOF

12.000
8.000

15.000
8.000
10.000

WFCF

4.000
4.000

5.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

10,901
155.4%
155.4%
545
-94.5%
-94.5%
9,674
544.9%
544.9%
11,512
41.2%
41.2%
18,280
34.9%
34.9%
22,527
-82.2%
-83.2%
4,522
-80.9%
-81.3%
3,212
-93.4%
-93.5%
19,648
453.5%
260.5%
11,070 3062.9%
>1000%
3,179 105866.7%
352.2%
8,943
-94.7%
-94.7%
4,269
-97.5%
-97.5%

545
27
484
548
831
1,024
215
140
893
554
159
407
213

0.00%
0.00%
0.00%
0.00%
0.00%
0.01%
0.00%
0.00%
0.72%
0.00%
0.00%
0.00%
0.00%

Traded Contracts
Total

11,446
126,686
577,723

14
13
25
18
33
16
7
14
16
32
16
31
20

No of Trades
YoY Change

-78.1%
-18.9%
0.0%
-78.1%
0.0%
0.0%

Daily Average Order Book Share

286
499
2,275

0.00%
0.11%
0.00%

27
237
291

Market Share
Agent Market Maker

50.0%
66.7%
50.7%
54.3%
51.0%
50.0%
55.2%
58.1%
50.0%
50.0%
50.0%
50.0%
50.0%

Principal

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

50.0%
33.3%
49.3%
45.7%
49.0%
50.0%
44.8%
41.9%
50.0%
50.0%
50.0%
50.0%
50.0%

Market Share
Agent Market Maker

Principal

50.8%
54.4%
82.3%

0.0%
0.0%
0.0%

49.2%
45.6%
17.7%

Capital Volume in Mio


EUR

25
2
19
60
40
103
8
10
109
55
19
11
5

Capital Volume in Mio


EUR

27
459
2,166

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

6,085
5,183
5,069
5,892
14,278
18,452
14,460
10,428
9,686
12,221
3,581
3,670
2,679

Open Interest in
Contracts

6,085
5,069
280

Wells Fargo & Co.


Philip Morris International
Caterpillar
Amazon.com
Google

Market Share
Calls

Puts

Future
Future
Future
Future
Future

WFCF
PMFF
CATF
AMZF
GOOF

9,314
1,000
510
75
2

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on Russian Stocks


Number of Products
Number of Series
Launched Products per Month

18
306
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

100.000

100.000

40.000

OJSF

RTSF

VTBF

N10F

35.000
80.000

LUKF

80.000
30.000

25.000

60.000

HK1F

60.000

NNIG

20.000

40.000

40.000

15.000

10.000
20.000

20.000
5.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

GAZF

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007

Traded Contracts
Total

85,655
44,340
0
0
0
0
340
0
0
0
680
340
0

No of Trades
YoY Change

-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-97.1%
-100.0%
-100.0%
-97.1%
-100.0%
-100.0%
-100.0%
-100.0%
-47.7%
-100.0%
-90.5%
-47.7%
-90.5%

Traded Contracts
Total

YoY Change

129,995
1,360
78,598
12,400

-98.3%
533.9%
-98.3%
0.0%
533.9%
0.0%

Daily Average

Orderbook Share

4,283
2,217

0.00%
0.00%

16

0.00%

34
15

0.00%
0.00%

29
29
0
0
0
0
1
0
0
0
2
2
0

No of Trades
Daily Average Order Book Share

3,250
5
309
49

0.00%
0.00%
0.00%
0.00%

58
5
37
10

Market Share
Agent Market Maker

Principal

69.7%
83.7%

0.0%
0.0%

30.3%
16.3%

50.0%

0.0%

50.0%

50.0%
72.1%

50.0%
0.0%

0.0%
27.9%

Market Share
Agent Market Maker

Principal

74.5%
55.5%
64.6%
96.0%

0.0%
25.0%
9.9%
0.0%

25.5%
19.5%
25.5%
4.0%

Capital Volume in Mio


EUR

138
62
<1
<1
<1
<1
1
<1
<1
<1
2
1
<1

Capital Volume in Mio


EUR

200
4
231
41

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

13,620
39,740
0
340
340
340
340
340
340
340
340
340
770

Open Interest in
Contracts

13,620
0
770
12,400

OAO Gazprom
VTB Bank OJSC
Lukoil (OAO)
Evraz Group S.A.
Severstal
OJSC OC Rosneft
MMC Norilsk Nickel
OAO Novatek

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future

GAZF
VTBF
LUKF
HK1F
RTSF
OJSF
NNIG
N10F

42,800
27,400
7,500
5,340
1,565
570
400
80

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Single Stock Futures :: Futures on Other Stocks


Number of Products
Number of Series
Launched Products per Month

112
1,901
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

800.000

400.000

800.000

700.000

350.000

700.000

600.000

300.000

600.000

500.000

250.000

500.000

400.000

200.000

300.000

150.000

200.000

100.000

100.000

50.000

WDIF

PSAF
CONH

400.000

300.000

CONG

200.000

100.000

RDBF

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

AIXF

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,760
7,399
21,297
8,025
11,532
27,280
380,458
331,004
413,107
683,785
653,482
712,785
55,420

-91.4%
-91.4%
-91.7%
-91.7%
-27.9%
-59.2%
-85.9%
-87.0%
-84.3%
-85.0%
0.9%
-81.9%
43.6%
36.4%
-76.9%
-76.9%
-58.6%
-58.7%
-19.3%
-28.7%
-35.9%
-35.9%
1048.9%
>1000%
836.0%
689.3%

238
370
1,065
382
524
1,240
18,117
14,391
18,778
34,189
32,674
32,399
2,771

0.00%
0.00%
0.00%
0.25%
0.35%
0.11%
0.01%
0.03%
0.05%
0.05%
0.00%
0.03%
0.11%

Traded Contracts
Total

YoY Change

12,159
3,387,806
5,136,694
851,672
2,314,050

-34.0%
-91.6%
503.1%
-32.6%
-63.2%
509.8%
>1000%
-52.6%
>1000%

15
40
24
19
33
21
36
73
135
67
72
136
19

No of Trades
Daily Average Order Book Share

304
13,338
20,223
3,366
9,075

0.00%
0.03%
0.17%
4.66%
0.52%

55
650
1,035
524
545

Market Share
Agent Market Maker

53.2%
54.5%
54.3%
50.4%
50.6%
51.9%
32.8%
71.6%
62.7%
44.7%
34.5%
64.5%
49.9%

Principal

0.0%
10.1%
1.2%
0.1%
0.0%
0.1%
4.6%
0.0%
0.7%
5.2%
5.5%
8.4%
5.9%

46.8%
35.3%
44.5%
49.5%
49.4%
48.1%
62.6%
28.4%
36.6%
50.1%
60.1%
27.1%
44.2%

Market Share
Agent Market Maker

Principal

54.0%
50.8%
86.0%
66.7%
71.8%

6.2%
4.6%
3.0%
3.7%
15.6%

39.8%
44.7%
11.0%
29.6%
12.6%

Capital Volume in Mio


EUR

13
33
59
22
26
47
2,122
313
1,211
2,250
2,446
1,786
131

Capital Volume in Mio


EUR

45
10,414
14,308
2,090
8,545

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

9,882
7,282
9,100
9,418
12,202
14,336
44,355
288,789
281,599
274,745
378,643
166,142
85,635

Open Interest in
Contracts

9,882
9,100
65,300
29,055
3,818

Wirecard
Aixtron
Continental
Royal Dutch Shell
Continental
Phoenix Solar

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future

WDIF
AIXF
CONG
RDBF
CONH
PSAF

3,000
700
520
300
120
120

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options


Number of Products
Number of Series
Launched Products per Month

343
131,836
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

32.000.000

80.000.000

32.000.000

28.000.000

70.000.000

28.000.000

24.000.000

60.000.000

24.000.000

20.000.000

50.000.000

20.000.000

16.000.000

40.000.000

OESI

OESG

OESM

16.000.000

OESH
12.000.000

30.000.000

8.000.000

20.000.000

4.000.000

10.000.000

OESA

12.000.000

OESO

8.000.000

OESF
OESN

4.000.000

OESC
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

OESS

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

OESB

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

27,980,425
28,850,480
19,457,797
25,282,880
28,371,939
25,746,204
22,671,611
21,719,284
23,159,816
26,558,768
28,121,311
27,822,332
26,612,650

5.5%
5.1%
-0.4%
-0.6%
4.2%
3.9%
5.7%
5.3%
-6.1%
-6.8%
-14.6%
-15.7%
5.0%
3.6%
-30.3%
-30.4%
-24.3%
-24.4%
-34.2%
-34.3%
-21.3%
-21.4%
7.0%
6.7%
3.1%
-0.5%

1,399,021
1,442,524
972,890
1,203,947
1,289,634
1,170,282
1,079,601
944,317
1,052,719
1,327,938
1,406,066
1,264,651
1,330,633

46.77%
45.96%
48.72%
49.06%
47.63%
48.68%
50.25%
49.61%
44.84%
46.65%
50.90%
51.80%
46.19%

Traded Contracts
Total

YoY Change

56,830,905
304,553,303
349,331,404
322,047,253
272,543,052

-12.8%
2.4%
2.1%
8.5%
-12.2%
18.2%
9.6%
6.6%
18.2%
6.6%

260,998
258,417
203,872
247,047
272,558
252,980
219,441
222,757
223,306
234,944
267,260
282,971
230,835

No of Trades
Daily Average Order Book Share

1,420,773
1,199,029
1,375,320
1,272,914
1,068,796

46.36%
48.03%
56.58%
58.55%
57.06%

519,415
2,889,741
2,886,293
2,360,054
1,973,899

Market Share
Agent Market Maker

33.8%
37.0%
38.1%
34.4%
36.7%
36.9%
38.4%
37.5%
36.8%
33.4%
33.1%
33.5%
32.6%

Principal

54.8%
51.4%
51.6%
53.9%
50.1%
49.7%
48.4%
49.7%
49.6%
54.3%
57.3%
55.5%
54.4%

11.4%
11.6%
10.3%
11.7%
13.2%
13.4%
13.2%
12.8%
13.6%
12.3%
9.6%
11.0%
13.1%

Market Share
Agent Market Maker

Principal

35.4%
35.6%
26.5%
26.7%
26.1%

53.1%
52.2%
62.1%
62.3%
63.0%

11.5%
12.2%
11.3%
11.0%
11.0%

Capital Volume in Mio


EUR

56,529
59,602
40,205
49,563
57,171
50,294
40,778
39,112
45,746
50,773
53,270
48,687
45,197

Capital Volume in Mio


EUR

116,132
571,677
1,043,737
1,166,263
765,326

Open Interest in
Contracts

62,239,400
54,995,373
45,007,783
76,456,004
72,506,341
65,534,618
66,223,679
61,400,237
56,010,827
68,969,676
65,481,790
60,624,339
63,617,903

Open Interest in
Contracts

62,239,400
45,007,783
45,346,590
52,395,020
52,069,011

Market Share
Calls

49.98%
50.68%
51.12%
50.68%
51.55%
52.30%
54.23%
54.55%
51.62%
54.73%
53.78%
50.47%
51.00%

Market Share
Calls

50.33%
52.26%
50.08%
57.24%
56.08%

Most Active Products (Traded Contracts)


Puts

49.99%
49.32%
48.88%
49.32%
48.45%
47.70%
45.77%
45.45%
48.38%
45.27%
46.22%
49.53%
49.00%

Puts

49.65%
47.74%
49.92%
42.76%
43.92%

Deutsche Telekom
Allianz
Nokia
UBS
Zurich Financial Services
Mnchener
Rckversicherung
SAP
ABB
Schweizerische
Rckversicherung
Daimler

Option
Option
Option
Option
Option
Option

DTE
ALV
NOA3
UBSN
ZURN
MUV2

3,280,972
2,869,720
1,994,087
1,576,477
1,332,770
1,185,822

Option
Option
Option

SAP
ABBN
RUKN

1,134,549
991,244
954,352

Option

DAI

933,061

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Automobiles & Parts Components
Number of Products
Number of Series
Launched Products per Month

10
4,584
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

2.800.000

2.800.000

5.000.000

2.400.000

DAI

2.400.000
4.000.000

2.000.000

2.000.000

3.000.000
1.600.000

1.600.000

RHM
1.200.000

VSA

1.200.000

2.000.000

800.000

BMW

800.000
1.000.000

400.000

400.000

VOW
0

FIA5

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

RNL

PEU

POR3
Traded Contracts

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,412,771
1,312,140
1,178,617
1,376,768
1,914,793
2,011,218
1,748,362
1,617,761
1,662,420
1,512,135
2,420,600
1,490,335
1,574,445

-10.3%
-10.3%
-16.7%
-16.7%
36.3%
36.3%
5.4%
5.4%
-9.3%
-9.3%
-4.1%
-4.1%
-36.0%
-36.0%
-60.0%
-60.0%
-40.7%
-40.7%
-50.3%
-50.3%
-34.2%
-34.2%
-1.6%
-1.6%
177.9%
17.9%

70,639
65,607
58,931
65,560
87,036
91,419
83,255
70,337
75,565
75,607
121,030
67,743
78,722

35.64%
33.41%
37.33%
36.15%
32.11%
35.35%
36.74%
42.94%
38.48%
43.88%
54.95%
52.62%
49.27%

Traded Contracts
Total

YoY Change

2,724,911
20,081,766
27,431,633
30,321,259
18,911,201

-26.8%
-13.5%
-9.5%
-21.2%
60.3%
-9.5%
17.8%
60.3%
17.8%

14,958
13,496
14,061
16,327
20,078
21,965
19,637
20,204
17,917
16,004
24,641
23,264
23,645

No of Trades
Daily Average Order Book Share

68,123
79,062
107,999
119,847
74,162

34.57%
41.23%
62.90%
60.96%
52.13%

28,454
234,681
276,554
303,273
207,269

Market Share
Agent Market Maker

41.8%
44.6%
45.9%
40.8%
47.2%
47.8%
47.1%
43.8%
46.4%
37.9%
37.4%
36.5%
37.4%

Principal

47.8%
44.6%
44.7%
46.8%
37.9%
40.0%
36.5%
41.1%
41.8%
45.5%
54.0%
49.2%
51.3%

10.4%
10.7%
9.4%
12.5%
14.9%
12.2%
16.4%
15.1%
11.8%
16.5%
8.6%
14.3%
11.3%

Market Share
Agent Market Maker

Principal

43.2%
43.0%
22.9%
22.5%
23.3%

46.3%
44.0%
67.3%
65.9%
63.8%

10.6%
13.0%
9.8%
11.6%
12.8%

Capital Volume in Mio


EUR

3,834
3,826
3,531
3,935
5,344
5,215
5,200
5,177
9,900
7,332
9,824
7,218
4,607

Capital Volume in Mio


EUR

7,661
72,282
201,455
225,712
89,319

Open Interest in
Contracts

2,997,142
2,523,960
1,956,788
4,604,723
4,401,934
3,936,148
4,257,772
3,939,046
3,517,749
4,695,654
4,467,345
4,248,584
4,595,050

Open Interest in
Contracts

2,997,142
1,956,788
3,524,728
4,256,661
4,199,527

Market Share
Calls

47.48%
51.36%
56.61%
55.72%
56.73%
49.59%
47.37%
56.33%
54.23%
40.50%
51.34%
51.45%
46.65%

Market Share
Calls

49.35%
52.04%
34.71%
55.94%
56.91%

Most Active Products (Traded Contracts)


Puts

52.52%
48.64%
43.39%
44.28%
43.27%
50.41%
52.63%
43.67%
45.77%
59.50%
48.66%
48.55%
53.35%

Puts

50.65%
47.96%
65.29%
44.06%
43.09%

Daimler
Porsche Automobil Holding
BMW
Renault
Peugeot
Fiat (ITA exec. type)
Volkswagen
Rheinmetall
VALEO

Option
Option
Option
Option
Option
Option
Option
Option
Option

DAI
POR3
BMW
RNL
PEU
FIA5
VOW
RHM
VSA

933,061
250,228
176,898
23,097
10,179
9,454
8,887
507
460

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Banks Components


Number of Products
Number of Series
Launched Products per Month

37
17,659
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
UBSN

5.000.000

10.000.000

5.000.000

4.000.000

8.000.000

4.000.000

XCA
SGE
DPB

3.000.000

6.000.000

3.000.000

BBVD
BSD2
DBK

2.000.000

4.000.000

1.000.000

2.000.000

BNP

2.000.000

Rest

1.000.000

CBK
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

CSGN

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,525,235
4,226,497
2,585,774
3,987,990
4,554,777
4,123,399
3,886,341
3,312,798
3,263,281
3,495,243
3,728,741
4,627,557
3,079,896

46.9%
46.9%
30.3%
30.3%
47.8%
47.8%
65.3%
65.3%
8.2%
8.2%
-20.3%
-20.3%
22.4%
22.4%
-44.3%
-44.3%
-45.3%
-45.3%
-44.6%
-44.6%
-17.8%
-17.8%
22.8%
22.8%
-25.0%
-25.0%

226,262
211,325
129,289
189,904
207,035
187,427
185,064
144,035
148,331
174,762
186,437
210,344
153,995

56.31%
55.63%
59.85%
61.43%
59.32%
64.93%
65.18%
60.45%
55.29%
59.56%
64.57%
67.79%
63.53%

Traded Contracts
Total

YoY Change

8,751,732
43,890,563
50,940,893
35,913,373
21,609,228

-13.8%
38.4%
41.8%
-13.8%
66.2%
56.0%
-3.8%
66.2%
-3.8%

46,978
41,128
28,570
42,338
50,256
47,362
40,828
40,896
39,741
43,497
49,789
58,100
36,995

No of Trades
Daily Average Order Book Share

218,793
172,797
200,555
141,950
84,742

55.98%
62.21%
65.76%
64.66%
61.13%

88,106
516,877
518,884
341,239
237,658

Market Share
Agent Market Maker

29.5%
36.1%
36.5%
31.6%
30.9%
31.9%
34.5%
34.0%
34.4%
30.2%
30.3%
28.2%
28.1%

Principal

60.0%
55.0%
55.7%
57.9%
56.7%
57.2%
53.8%
55.3%
56.4%
61.6%
61.8%
63.0%
60.6%

10.6%
9.0%
7.7%
10.5%
12.5%
10.8%
11.6%
10.6%
9.2%
8.2%
7.9%
8.8%
11.3%

Market Share
Agent Market Maker

Principal

32.7%
31.7%
23.8%
24.9%
23.0%

57.6%
58.2%
67.4%
64.4%
67.4%

9.8%
10.1%
8.8%
10.7%
9.6%

Capital Volume in Mio


EUR

9,884
10,035
5,790
8,537
11,060
8,574
6,904
7,244
7,303
7,286
7,680
7,781
4,610

Capital Volume in Mio


EUR

19,919
87,974
201,695
204,548
130,932

Open Interest in
Contracts

8,561,478
7,501,008
6,147,011
9,949,718
9,368,147
8,215,383
8,277,045
7,509,350
6,565,879
7,856,943
7,415,629
6,745,240
6,831,604

Open Interest in
Contracts

8,561,478
6,147,011
4,909,756
5,271,400
4,328,835

Market Share
Calls

49.06%
46.43%
43.61%
47.05%
53.13%
51.30%
54.43%
50.23%
49.96%
46.51%
49.43%
45.56%
42.49%

Market Share
Calls

47.79%
48.51%
44.77%
56.90%
57.34%

Most Active Products (Traded Contracts)


Puts

50.79%
53.57%
56.39%
52.95%
46.87%
48.70%
45.57%
49.77%
50.04%
53.49%
50.57%
54.44%
57.51%

Puts

52.13%
51.49%
55.23%
43.10%
42.66%

UBS
Credit Suisse Group
Commerzbank
Deutsche Bank
Banco Santander Central
Hispano
BNP Paribas
Socit Gnrale
Crdit Agricole
Banco Bilbao Vizcaya
Argentaria
Deutsche Postbank

Option
Option
Option
Option
Option

UBSN
CSGN
CBK
DBK
BSD2

1,576,477
913,210
851,057
799,344
105,886

Option
Option
Option
Option

BNP
SGE
XCA
BBVD

70,810
50,660
37,968
37,284

Option

DPB

31,782

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Basic Resources Components
Number of Products
Number of Series
Launched Products per Month

13
4,568
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

320.000

400.000

320.000

280.000

350.000

280.000

240.000

300.000

240.000

200.000

250.000

200.000

160.000

200.000

120.000

150.000

80.000

100.000

40.000

50.000

ISPA

VOE

KCO

NDA
160.000

ENUR

120.000

80.000

40.000

RPL

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

SZG

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

163,766
200,416
205,932
171,657
186,430
230,252
144,892
220,527
182,938
309,704
211,265
236,161
175,137

-6.5%
-6.5%
46.8%
46.8%
41.0%
41.0%
0.6%
0.6%
-0.5%
-0.5%
19.9%
19.9%
24.6%
24.6%
105.0%
105.0%
34.4%
34.4%
146.4%
146.4%
71.7%
71.7%
171.7%
171.7%
132.9%
132.9%

8,188
10,021
10,297
8,174
8,474
10,466
6,900
9,588
8,315
15,485
10,563
10,735
8,757

68.39%
44.87%
36.41%
68.85%
75.22%
52.58%
57.84%
43.22%
66.30%
44.53%
50.38%
33.00%
36.02%

Traded Contracts
Total

YoY Change

364,182
2,411,418
1,549,841
637,662
593,905

55.6%
16.9%
143.1%
55.6%
7.4%
143.1%
60.3%
7.4%
60.3%

5,118
4,797
3,400
4,900
6,092
5,858
3,597
4,031
5,076
5,477
4,044
3,992
3,059

No of Trades
Daily Average Order Book Share

9,105
9,494
6,102
2,520
2,329

55.45%
50.24%
45.93%
45.08%
38.57%

9,915
52,359
28,690
7,904
4,471

Market Share
Agent Market Maker

30.9%
46.7%
62.8%
31.1%
27.1%
38.5%
31.6%
50.0%
27.1%
24.8%
41.8%
42.5%
29.4%

Principal

61.7%
40.3%
32.3%
62.6%
65.3%
52.8%
58.0%
42.5%
60.6%
69.4%
52.9%
34.7%
59.4%

7.4%
13.0%
4.9%
6.4%
7.6%
8.6%
10.4%
7.5%
12.3%
5.8%
5.3%
22.7%
11.2%

Market Share
Agent Market Maker

Principal

39.6%
37.1%
35.7%
38.0%
40.9%

49.9%
53.7%
53.0%
43.4%
39.8%

10.5%
9.2%
11.3%
18.6%
19.3%

Capital Volume in Mio


EUR

447
671
547
423
532
654
347
535
465
1,081
330
309
372

Capital Volume in Mio


EUR

1,118
5,874
4,884
2,191
1,231

Open Interest in
Contracts

308,648
262,198
200,815
383,488
377,039
350,880
354,588
350,617
310,998
362,626
286,169
259,446
209,158

Open Interest in
Contracts

308,648
200,815
135,709
60,958
74,604

Market Share
Calls

37.60%
39.71%
67.22%
46.21%
46.26%
45.42%
46.20%
52.72%
43.81%
63.73%
52.52%
27.06%
61.20%

Market Share
Calls

38.76%
49.95%
53.73%
50.17%
58.25%

Most Active Products (Traded Contracts)


Puts

62.40%
60.29%
32.78%
53.79%
53.74%
54.58%
53.80%
47.28%
56.19%
36.27%
47.48%
72.94%
38.80%

Puts

61.24%
50.05%
46.27%
49.83%
41.75%

Mittal Steel
UPM-Kymmene Corporation
Salzgitter
Klckner & Co
Stora Enso
Aurubis
Voestalpine

Option
Option
Option
Option
Option
Option
Option

ISPA
RPL
SZG
KCO
ENUR
NDA
VOE

83,956
26,345
22,952
17,026
10,472
2,512
503

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Chemicals Components


Number of Products
Number of Series
Launched Products per Month

16
6,926
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
CLN

1.800.000

1.800.000

3.200.000

1.600.000

LIN
SYNN

1.600.000

2.800.000

GIVN

BAY

1.400.000

AKU

1.400.000

2.400.000

AIR

1.200.000

LXS

1.200.000
2.000.000

1.000.000

SDF
Rest

1.000.000
1.600.000

800.000

800.000
1.200.000

600.000

600.000
800.000

400.000

400.000
400.000

200.000

200.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

BAS

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,141,043
1,183,905
942,270
1,292,025
1,610,361
1,215,923
1,326,236
1,114,196
1,064,400
1,789,398
1,740,553
1,274,383
1,084,102

5.3%
5.3%
1.9%
0.9%
18.2%
17.6%
15.8%
14.8%
27.3%
20.0%
18.5%
-14.2%
83.4%
33.3%
15.1%
15.1%
5.2%
5.2%
115.1%
115.1%
-25.7%
-25.7%
18.1%
18.1%
17.8%
17.8%

57,052
59,195
47,114
61,525
73,198
55,269
63,154
48,443
48,382
89,470
87,028
57,927
54,205

46.60%
53.02%
53.21%
45.14%
42.89%
50.77%
42.27%
50.06%
54.42%
56.17%
62.42%
55.54%
53.59%

Traded Contracts
Total

YoY Change

2,324,948
15,627,419
14,066,493
13,240,704
12,772,521

11.1%
3.5%
3.0%
6.2%
11.1%
3.7%
6.2%
29.7%
3.7%
29.7%

22,894
25,125
21,872
23,326
24,022
23,953
20,144
20,390
21,764
24,646
26,091
25,944
20,485

No of Trades
Daily Average Order Book Share

58,124
61,525
55,380
52,335
50,088

49.87%
51.39%
61.75%
71.77%
69.13%

48,019
272,487
206,439
146,752
141,144

Market Share
Agent Market Maker

34.1%
34.8%
36.6%
36.8%
41.4%
39.2%
44.9%
41.0%
35.1%
32.5%
33.6%
34.5%
34.9%

Principal

53.3%
53.1%
52.8%
50.7%
46.5%
46.7%
42.4%
47.6%
53.5%
58.5%
58.8%
55.6%
52.2%

12.6%
12.1%
10.6%
12.6%
12.0%
14.1%
12.7%
11.4%
11.4%
8.9%
7.6%
9.9%
12.9%

Market Share
Agent Market Maker

Principal

34.5%
37.4%
29.9%
23.7%
26.0%

53.2%
51.7%
56.9%
64.8%
61.8%

12.3%
10.9%
13.2%
11.4%
12.2%

Capital Volume in Mio


EUR

4,628
4,788
3,907
4,970
5,630
4,468
4,368
3,559
3,537
6,186
4,802
3,827
3,248

Capital Volume in Mio


EUR

9,416
52,152
59,094
62,880
42,807

Open Interest in
Contracts

2,489,154
2,166,844
1,724,226
3,045,309
2,884,239
2,401,493
2,602,566
2,282,201
1,973,506
2,773,277
2,818,809
2,566,129
2,757,515

Open Interest in
Contracts

2,489,154
1,724,226
1,928,530
1,738,881
1,783,259

Market Share
Calls

48.89%
48.76%
52.70%
48.26%
43.83%
50.95%
44.43%
48.70%
51.93%
56.39%
55.53%
49.60%
47.11%

Market Share
Calls

48.83%
50.18%
54.87%
64.98%
60.00%

Most Active Products (Traded Contracts)


Puts

51.11%
51.24%
47.30%
51.74%
56.17%
49.05%
55.57%
51.30%
48.07%
43.61%
44.47%
50.40%
52.89%

Puts

51.17%
49.82%
45.13%
35.02%
40.00%

BASF
Bayer
Syngenta
K+S
Clariant
Linde
Air Liquide
Givaudan
Akzo Nobel
Lanxess

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

BAS
BAY
SYNN
SDF
CLN
LIN
AIR
GIVN
AKU
LXS

552,330
287,400
111,359
58,413
52,536
30,670
10,742
9,905
8,311
6,827

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Construction & Materials Components
Number of Products
Number of Series
Launched Products per Month

16
7,180
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
GEBN

280.000

HOT

280.000

450.000

GBF

400.000
240.000

240.000

BGPA

350.000
200.000

200.000

HEI

300.000
160.000

250.000

160.000

Rest

200.000

120.000

120.000

BYG

HOLN

150.000

CIL

80.000

80.000
100.000

40.000

40.000

50.000

GOB
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

SQU

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

211,495
228,352
215,880
160,080
150,210
164,865
138,011
145,629
195,115
162,753
212,786
260,396
116,558

81.5%
81.5%
73.9%
73.9%
128.3%
128.3%
12.2%
12.2%
-6.6%
-6.6%
-8.3%
-8.3%
60.8%
60.8%
9.2%
9.2%
36.0%
36.0%
35.3%
35.3%
148.7%
148.7%
169.0%
169.0%
43.9%
43.9%

10,575
11,418
10,794
7,623
6,828
7,494
6,572
6,332
8,869
8,138
10,639
11,836
5,828

57.33%
47.63%
47.34%
64.84%
69.84%
61.17%
67.74%
73.53%
44.40%
55.72%
50.53%
45.43%
73.63%

Traded Contracts
Total

YoY Change

439,847
2,053,586
1,409,702
1,118,968
763,851

45.7%
77.5%
26.0%
45.7%
46.5%
26.0%
45.1%
46.5%
45.1%

7,967
7,820
6,813
6,831
6,697
6,002
6,016
5,784
5,256
5,219
6,186
5,972
4,369

No of Trades
Daily Average Order Book Share

10,996
8,085
5,550
4,423
2,995

52.29%
58.52%
67.80%
58.86%
57.24%

15,787
70,160
49,570
23,898
16,928

Market Share
Agent Market Maker

40.2%
44.8%
53.4%
40.0%
36.7%
40.7%
40.9%
33.8%
37.8%
28.6%
39.5%
40.0%
28.8%

Principal

48.1%
43.1%
35.4%
47.5%
48.5%
41.1%
42.7%
53.7%
53.1%
58.9%
42.4%
39.5%
58.8%

11.8%
12.1%
11.2%
12.5%
14.7%
18.1%
16.4%
12.6%
9.0%
12.4%
18.1%
20.5%
12.5%

Market Share
Agent Market Maker

Principal

42.6%
38.2%
29.1%
32.9%
34.4%

45.5%
47.1%
54.3%
49.9%
41.3%

12.0%
14.7%
16.6%
17.2%
24.3%

Capital Volume in Mio


EUR

933
1,042
750
702
636
704
537
484
591
555
655
678
359

Capital Volume in Mio


EUR

1,974
7,112
7,449
8,426
5,127

Open Interest in
Contracts

423,642
373,432
243,527
358,880
335,996
292,891
295,631
272,022
222,525
304,109
311,061
306,290
285,059

Open Interest in
Contracts

423,642
243,527
193,020
165,671
116,311

Market Share
Calls

43.25%
48.15%
62.73%
55.36%
40.78%
44.26%
50.65%
47.13%
42.65%
60.02%
64.42%
39.00%
46.39%

Market Share
Calls

45.80%
50.58%
49.10%
63.06%
57.22%

Most Active Products (Traded Contracts)


Puts

56.75%
51.85%
37.27%
44.64%
59.22%
55.74%
49.35%
52.87%
57.35%
39.98%
35.58%
61.00%
53.61%

Puts

54.20%
49.42%
50.90%
36.94%
42.78%

Holcim
Saint-Gobain
HeidelbergCement
Bilfinger Berger
Vinci
Hochtief
Kon. BAM Groep
Bouygues
Lafarge
Geberit

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

HOLN
GOB
HEI
GBF
SQU
HOT
BGPA
BYG
CIL
GEBN

103,621
26,761
16,893
16,871
10,342
10,312
7,096
6,839
5,740
4,816

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Financial Services Components
Number of Products
Number of Series
Launched Products per Month

13
4,328
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

350.000

PGHN EAI

350.000

450.000

BAEN

PARG
400.000
300.000

CL6

300.000

GAM

350.000
250.000

250.000
300.000

200.000

250.000

200.000

BAEB
200.000

150.000

150.000
150.000

100.000

100.000
100.000

50.000

50.000

50.000

DB1

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

135,690
132,683
78,115
155,921
139,999
157,936
106,207
102,705
83,160
320,256
126,708
166,478
149,110

99.7%
-9.0%
48.6%
8.0%
50.2%
-17.8%
49.2%
-1.5%
1.0%
-47.3%
-67.0%
-67.0%
-64.6%
-64.6%
-73.6%
-73.6%
-87.4%
-87.4%
-54.7%
-54.7%
-67.8%
-67.8%
-60.8%
-60.8%
-57.8%
-57.8%

6,785
6,634
3,906
7,425
6,364
7,179
5,057
4,465
3,780
16,013
6,335
7,567
7,456

52.11%
55.35%
68.37%
51.01%
73.55%
57.72%
69.89%
75.81%
84.99%
45.89%
80.40%
67.04%
75.99%

Traded Contracts
Total

YoY Change

268,373
1,709,480
4,583,439
3,154,534
1,951,414

-62.7%
70.7%
-1.3%
45.3%
-62.7%
61.7%
45.3%
-17.5%
61.7%
-17.5%

4,310
3,894
3,038
4,079
4,453
4,531
3,686
3,753
4,267
5,636
4,539
4,993
3,942

No of Trades
Daily Average Order Book Share

6,709
6,730
18,045
12,469
7,653

53.71%
64.23%
70.02%
77.66%
68.97%

8,204
50,683
116,701
55,991
30,966

Market Share
Agent Market Maker

37.8%
50.2%
37.4%
36.9%
37.2%
39.0%
35.0%
37.0%
27.8%
20.1%
26.4%
36.5%
31.2%

Principal

49.5%
42.6%
46.6%
45.7%
51.1%
43.9%
48.5%
50.7%
59.3%
73.3%
64.9%
48.8%
45.1%

12.7%
7.2%
16.0%
17.4%
11.7%
17.0%
16.5%
12.4%
13.0%
6.6%
8.7%
14.7%
23.7%

Market Share
Agent Market Maker

Principal

43.9%
32.3%
26.9%
22.7%
27.5%

46.1%
54.4%
60.1%
67.7%
51.4%

10.0%
13.3%
13.0%
9.6%
21.0%

Capital Volume in Mio


EUR

491
471
296
612
541
621
396
336
290
1,615
348
408
318

Capital Volume in Mio


EUR

961
6,250
20,066
23,754
8,576

Open Interest in
Contracts

292,065
264,362
194,889
316,502
299,483
269,588
246,678
223,831
203,822
339,719
298,791
298,545
404,930

Open Interest in
Contracts

292,065
194,889
308,858
383,398
268,359

Market Share
Calls

32.89%
34.03%
45.25%
41.55%
50.87%
52.21%
55.99%
61.10%
53.13%
67.74%
65.83%
56.50%
46.99%

Market Share
Calls

33.45%
55.34%
43.64%
65.78%
52.90%

Most Active Products (Traded Contracts)


Puts

67.11%
65.97%
54.75%
58.45%
49.13%
47.79%
44.01%
38.90%
46.87%
32.26%
34.17%
43.50%
53.01%

Puts

66.55%
44.66%
56.36%
34.22%
47.10%

Deutsche Brse
GAM Holding
Julius Br Gruppe
Julius Br - Basket
Pargesa Holding
Partners GRP Holding
Corio
GRP BRUXELLES
LAMBERT

Option
Option
Option
Option
Option
Option
Option
Option

DB1
GAM
BAEN
BAEB
PARG
PGHN
CL6
EAI

89,091
25,270
18,620
1,678
835
90
70
36

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Food & Beverage Components
Number of Products
Number of Series
Launched Products per Month

12
4,710
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.200.000

1.200.000

2.000.000

UNI
HNK

1.000.000

1.000.000
1.600.000

BSN
PER

800.000

800.000

ITK

1.200.000

P4I

600.000

600.000

ARYN
800.000

LISP

400.000

400.000

CSUA
Rest

NESN
400.000
200.000
200.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

651,078
745,451
708,420
528,664
1,001,383
543,704
600,612
631,272
647,795
632,526
780,818
701,710
1,111,869

-41.4%
-41.4%
-18.5%
-18.5%
-4.4%
-4.4%
-35.9%
-35.9%
7.0%
7.0%
-10.1%
-10.1%
14.9%
14.9%
8.6%
8.6%
-9.9%
-9.9%
86.3%
86.3%
5.4%
5.4%
58.1%
58.1%
148.6%
148.6%

32,554
37,273
35,421
25,174
45,517
24,714
28,601
27,447
29,445
31,626
39,041
31,896
55,593

52.95%
41.67%
46.15%
55.95%
39.29%
46.19%
44.57%
38.57%
38.48%
46.49%
38.85%
36.19%
28.68%

Traded Contracts
Total

YoY Change

1,396,529
8,803,184
7,509,603
7,128,668
6,388,062

17.2%
-31.1%
5.3%
17.2%
11.6%
5.3%
-29.0%
11.6%
-29.0%

6,683
6,315
6,132
6,087
8,376
5,665
5,734
5,367
5,381
5,381
5,761
4,712
5,242

No of Trades
Daily Average Order Book Share

34,913
34,658
29,565
28,177
25,051

46.93%
40.05%
52.09%
66.77%
54.55%

12,998
69,751
54,611
39,315
37,498

Market Share
Agent Market Maker

34.1%
37.1%
36.4%
32.2%
41.1%
34.1%
37.1%
36.8%
37.9%
31.0%
32.4%
38.7%
42.0%

Principal

56.7%
52.2%
46.7%
58.0%
44.7%
56.0%
53.4%
49.8%
53.0%
58.6%
50.2%
48.4%
35.9%

9.2%
10.7%
16.9%
9.8%
14.2%
10.0%
9.5%
13.5%
9.2%
10.4%
17.5%
12.9%
22.1%

Market Share
Agent Market Maker

Principal

35.7%
37.0%
29.0%
25.2%
30.7%

54.3%
49.0%
57.7%
65.9%
59.4%

10.0%
14.0%
13.2%
8.9%
9.9%

Capital Volume in Mio


EUR

2,236
2,488
2,228
1,564
2,899
1,577
1,652
1,642
1,695
1,639
2,020
1,679
2,901

Capital Volume in Mio


EUR

4,724
23,938
21,865
21,085
17,214

Open Interest in
Contracts

1,449,320
1,290,588
1,130,189
1,865,981
1,826,497
1,547,124
1,582,791
1,505,437
1,410,925
1,747,813
1,769,035
1,630,529
1,994,204

Open Interest in
Contracts

1,449,320
1,130,189
1,418,325
1,481,059
1,460,082

Market Share
Calls

48.04%
64.21%
52.33%
52.84%
56.52%
60.26%
54.93%
53.41%
38.38%
44.28%
42.77%
38.55%
51.22%

Market Share
Calls

56.67%
49.12%
52.80%
60.26%
47.85%

Most Active Products (Traded Contracts)


Puts

51.96%
35.79%
47.67%
47.16%
43.48%
39.74%
45.07%
46.59%
61.62%
55.72%
57.23%
61.45%
48.78%

Puts

43.33%
50.88%
47.20%
39.74%
52.15%

Nestl
Unilever
Danone
Anheuser-Busch-InBev
Heineken
Pernod Ricard
Lindt & Sprngli (PS)
Aryzta
CSM
Parmalat

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

NESN
UNI
BSN
ITK
HNK
PER
LISP
ARYN
CSUA
P4I

561,379
60,023
13,307
5,735
4,754
4,279
729
642
140
60

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Health Care Components
Number of Products
Number of Series
Launched Products per Month

23
7,908
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

1.600.000

SNW

ROG

1.600.000

2.800.000

SYST

MRK
NOBE

1.400.000

1.400.000

2.400.000

1.200.000

ATLN

1.200.000
2.000.000

1.000.000

1.000.000

FRE3
Rest

1.600.000
800.000

800.000

FME

1.200.000
600.000

LONN

600.000
800.000

400.000

400.000
400.000

200.000

200.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

NOVN

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,586,030
1,357,229
674,423
754,546
780,465
825,222
565,734
723,547
611,838
599,527
825,165
1,139,749
1,178,651

34.6%
34.6%
37.7%
37.7%
-6.9%
-6.9%
-21.5%
-21.5%
-50.7%
-50.7%
7.7%
7.7%
-17.5%
-17.5%
-33.3%
-33.3%
-46.1%
-46.1%
-45.4%
-45.4%
-42.3%
-42.3%
-3.6%
-3.8%
11.1%
10.6%

79,302
67,861
33,721
35,931
35,476
37,510
26,940
31,459
27,811
29,976
41,258
51,807
58,933

51.15%
52.47%
65.40%
57.28%
57.06%
56.58%
57.57%
56.81%
61.65%
70.40%
53.75%
54.45%
50.94%

Traded Contracts
Total

YoY Change

2,943,259
9,664,805
13,002,464
10,912,370
6,809,097

-25.7%
36.0%
19.2%
-25.6%
60.3%
19.2%
-5.6%
60.3%
-5.6%

26,259
23,444
16,313
16,885
18,187
18,471
12,785
14,710
13,836
14,150
20,728
23,806
19,959

No of Trades
Daily Average Order Book Share

73,581
38,050
51,191
43,132
26,702

51.76%
56.43%
56.92%
56.63%
65.07%

49,703
207,800
163,448
124,221
101,220

Market Share
Agent Market Maker

30.0%
32.7%
31.5%
27.7%
31.4%
33.8%
33.1%
37.1%
32.5%
28.8%
35.1%
30.1%
29.9%

Principal

61.4%
56.4%
60.2%
60.2%
54.8%
54.6%
56.3%
49.4%
55.9%
58.2%
53.5%
59.4%
57.6%

8.6%
10.9%
8.2%
12.2%
13.8%
11.6%
10.6%
13.4%
11.6%
13.0%
11.3%
10.5%
12.5%

Market Share
Agent Market Maker

Principal

31.2%
31.6%
22.5%
25.2%
27.7%

59.1%
56.9%
67.6%
61.2%
58.4%

9.6%
11.6%
9.9%
13.5%
13.9%

Capital Volume in Mio


EUR

8,251
6,465
3,254
3,531
3,880
3,592
2,556
2,871
2,954
2,521
4,963
6,095
6,073

Capital Volume in Mio


EUR

14,715
46,971
64,651
61,872
42,181

Open Interest in
Contracts

2,784,094
2,390,373
1,702,856
2,587,363
2,527,692
2,361,278
2,325,286
2,284,645
2,115,828
2,634,510
2,582,105
2,466,650
2,614,889

Open Interest in
Contracts

2,784,094
1,702,856
1,859,462
2,260,346
1,580,912

Market Share
Calls

50.97%
50.53%
56.69%
61.67%
61.52%
62.65%
51.39%
54.03%
58.14%
52.84%
55.81%
56.91%
54.83%

Market Share
Calls

50.77%
57.13%
51.73%
49.89%
55.03%

Most Active Products (Traded Contracts)


Puts

49.03%
49.47%
43.31%
38.33%
38.48%
37.35%
48.61%
45.97%
41.86%
47.16%
44.19%
43.09%
45.17%

Puts

49.23%
42.87%
48.27%
50.11%
44.97%

Novartis
Roche Holding
Actelion
Synthes
Merck
Sanofi-Aventis old
Fresenius Medical Care
Nobel Biocare Holding
Lonza Group
Fresenius (Vz.)

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

NOVN
ROG
ATLN
SYST
MRK
SNW
FME
NOBE
LONN
FRE3

909,845
291,929
184,187
57,724
27,567
21,220
19,477
19,152
17,468
8,294

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Industrial Goods & Services Components
Number of Products
Number of Series
Launched Products per Month

36
13,640
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
SIE

2.000.000

2.000.000

6.000.000

MAN

TKA

5.000.000
1.600.000

1.600.000

SND
DPW

4.000.000
1.200.000

AOM
SGL

1.200.000

OERL
Rest

ADEN

3.000.000

800.000

800.000
2.000.000

400.000

400.000

1.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

ABBN

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,990,236
1,975,324
1,435,456
1,894,792
1,696,727
1,594,526
1,327,309
1,512,258
1,761,518
1,691,109
1,680,076
1,888,883
1,823,963

9.1%
9.1%
-32.5%
-32.5%
14.0%
14.0%
16.9%
16.9%
-28.1%
-28.1%
-23.3%
-23.3%
-0.1%
-0.1%
-35.0%
-35.0%
-9.3%
-9.3%
-15.9%
-15.9%
-12.6%
-12.6%
2.8%
-0.9%
5.0%
-1.0%

99,512
98,766
71,773
90,228
77,124
72,478
63,205
65,750
80,069
84,555
84,004
85,858
91,198

49.86%
51.18%
53.00%
50.93%
55.85%
52.40%
52.92%
52.47%
46.75%
48.47%
53.57%
54.23%
54.02%

Traded Contracts
Total

YoY Change

3,965,560
21,233,608
25,092,938
29,995,795
29,379,172

-15.4%
-16.5%
-16.3%
-14.2%
2.1%
-16.3%
14.5%
2.1%
14.5%

29,590
30,822
26,844
31,196
31,335
26,533
24,408
27,237
27,414
26,792
29,283
32,744
28,244

No of Trades
Daily Average Order Book Share

99,139
83,597
98,791
118,560
115,212

50.52%
50.02%
57.56%
58.84%
55.91%

60,412
341,673
323,391
311,310
236,551

Market Share
Agent Market Maker

32.7%
34.5%
31.4%
35.3%
30.2%
34.7%
36.4%
34.1%
34.3%
31.9%
34.5%
31.5%
28.3%

Principal

54.7%
51.2%
52.9%
52.7%
56.0%
48.2%
49.7%
55.3%
53.4%
52.6%
52.8%
55.9%
56.0%

12.6%
14.3%
15.7%
11.9%
13.8%
17.1%
13.9%
10.6%
12.3%
15.5%
12.7%
12.6%
15.7%

Market Share
Agent Market Maker

Principal

33.6%
32.7%
26.7%
27.1%
28.1%

53.0%
53.4%
57.2%
58.6%
55.6%

13.4%
13.9%
16.1%
14.3%
16.3%

Capital Volume in Mio


EUR

5,055
6,628
5,079
5,313
5,151
5,087
3,794
3,712
4,313
4,155
4,487
4,961
4,603

Capital Volume in Mio


EUR

11,683
58,593
106,808
149,879
96,481

Open Interest in
Contracts

3,977,966
3,452,559
2,880,400
5,146,912
4,803,903
4,359,962
4,394,898
4,162,472
3,907,055
4,877,800
4,650,289
4,374,885
4,625,341

Open Interest in
Contracts

3,977,966
2,880,400
3,452,172
4,682,467
5,063,952

Market Share
Calls

48.27%
51.90%
53.17%
47.76%
48.19%
55.20%
50.43%
51.26%
48.89%
50.11%
53.59%
54.06%
52.53%

Market Share
Calls

50.08%
52.71%
50.13%
56.77%
55.65%

Most Active Products (Traded Contracts)


Puts

51.73%
48.10%
46.83%
52.24%
51.81%
44.80%
49.57%
48.74%
51.11%
49.89%
46.41%
45.94%
47.47%

Puts

49.92%
47.29%
49.87%
43.23%
44.35%

ABB
Siemens
Thyssen Krupp
Deutsche Post
MAN
OC Oerlikon
Adecco
Sgl Carbon
Schneider Electric
Alstom

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

ABBN
SIE
TKA
DPW
MAN
OERL
ADEN
SGL
SND
AOM

991,244
317,654
262,686
184,902
100,281
48,115
16,804
13,435
10,206
9,915

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Insurance Components


Number of Products
Number of Series
Launched Products per Month

21
8,866
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

10.000.000

20.000.000

10.000.000

8.000.000

16.000.000

8.000.000

6.000.000

12.000.000

RUKN

ZURN

MUV2

SLHN

6.000.000

ASG5
HNR1

4.000.000

8.000.000

AEN

4.000.000

Rest

INN
2.000.000

AXA

4.000.000

2.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

ALV

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

6,777,952
6,279,376
4,376,548
6,215,118
5,625,491
5,809,984
5,915,378
4,733,983
4,882,893
5,483,664
7,366,894
8,201,004
8,160,647

-16.9%
-16.9%
-18.9%
-18.9%
-25.2%
-25.2%
-19.3%
-19.3%
-33.5%
-33.5%
-32.0%
-32.0%
6.5%
6.5%
-34.8%
-34.8%
-36.4%
-36.4%
-55.8%
-55.8%
-28.6%
-28.6%
10.0%
10.0%
-5.2%
-5.2%

338,898
313,969
218,827
295,958
255,704
264,090
281,685
205,825
221,950
274,183
368,345
372,773
408,032

52.65%
56.46%
53.93%
58.16%
60.78%
58.88%
57.06%
56.69%
58.92%
61.89%
53.46%
55.32%
50.86%

Traded Contracts
Total

YoY Change

13,057,328
74,515,873
99,064,642
85,179,627
75,568,200

-24.8%
-17.9%
16.3%
-24.8%
12.7%
16.3%
-8.3%
12.7%
-8.3%

33,039
30,389
21,987
33,930
32,747
31,547
31,500
26,037
29,596
31,008
33,940
42,402
36,256

No of Trades
Daily Average Order Book Share

326,433
293,370
390,018
336,678
296,346

54.48%
56.11%
55.80%
59.74%
56.84%

63,428
386,636
400,942
323,865
318,826

Market Share
Agent Market Maker

31.9%
34.6%
36.6%
29.2%
30.6%
33.1%
36.0%
34.8%
31.7%
31.1%
31.7%
32.6%
30.5%

Principal

59.1%
56.2%
55.0%
60.0%
56.1%
53.8%
50.1%
52.9%
55.7%
58.9%
60.1%
56.6%
58.8%

9.0%
9.2%
8.4%
10.9%
13.3%
13.1%
13.8%
12.4%
12.6%
9.9%
8.2%
10.7%
10.7%

Market Share
Agent Market Maker

Principal

33.2%
32.3%
26.9%
26.7%
25.1%

57.7%
56.7%
62.3%
63.5%
66.3%

9.1%
11.1%
10.7%
9.8%
8.6%

Capital Volume in Mio


EUR

6,666
5,718
3,888
5,612
4,976
4,933
4,538
3,291
3,267
3,780
5,200
5,326
5,637

Capital Volume in Mio


EUR

12,384
56,830
115,650
124,835
101,478

Open Interest in
Contracts

15,298,949
13,372,979
11,142,706
19,621,174
18,488,740
17,091,179
17,604,420
16,051,490
14,794,810
18,796,932
18,366,362
16,975,292
17,530,889

Open Interest in
Contracts

15,298,949
11,142,706
12,121,440
15,072,013
16,192,191

Market Share
Calls

47.00%
48.65%
49.45%
49.08%
52.84%
50.82%
54.39%
51.57%
45.04%
52.58%
50.64%
49.78%
47.90%

Market Share
Calls

47.80%
50.11%
53.29%
54.70%
53.88%

Most Active Products (Traded Contracts)


Puts

53.00%
51.35%
50.55%
50.92%
47.16%
49.18%
45.61%
48.43%
54.96%
47.42%
49.36%
50.22%
52.10%

Puts

52.20%
49.89%
46.71%
45.30%
46.12%

Allianz
Zurich Financial Services
Mnchener
Rckversicherung
Schweizerische
Rckversicherung
ING
Swiss Life Holding
Aegon
Generali (ITA exec. type)
AXA-UAP
Hannover Rckversicherung

Option
Option
Option

ALV
ZURN
MUV2

2,869,720
1,332,770
1,185,822

Option

RUKN

954,352

Option
Option
Option
Option
Option
Option

INN
SLHN
AEN
ASG5
AXA
HNR1

109,571
98,936
88,227
57,870
46,240
13,140

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Media Components


Number of Products
Number of Series
Launched Products per Month

10
3,616
0

Volume Development Trend

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

MoM Change
< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

100.000

100.000

180.000

ELV

160.000
80.000

80.000

140.000

WOS
120.000

FSE

60.000

60.000

TNM

40.000

PU4

100.000

MDS5
80.000
40.000
60.000

40.000

20.000

20.000
20.000

VVU

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

74,813
62,475
41,088
67,220
52,439
85,633
49,937
50,927
39,345
35,232
37,129
23,744
35,547

110.5%
110.5%
108.0%
108.0%
26.4%
26.4%
126.3%
126.3%
36.5%
36.5%
155.3%
155.3%
126.2%
126.2%
19.3%
19.3%
68.8%
68.8%
36.3%
36.3%
-35.2%
-35.2%
-55.1%
-55.1%
20.2%
20.2%

3,741
3,124
2,054
3,201
2,384
3,892
2,378
2,214
1,788
1,762
1,856
1,079
1,777

54.83%
81.37%
76.13%
68.11%
77.49%
54.33%
73.24%
67.09%
77.81%
78.79%
82.87%
93.80%
53.77%

Traded Contracts
Total

YoY Change

137,288
548,278
435,126
625,535
963,663

26.0%
109.3%
-30.4%
26.0%
-35.1%
-30.4%
125.7%
-35.1%
125.7%

1,383
1,363
965
1,357
1,064
1,157
1,083
1,067
1,085
767
1,045
764
521

No of Trades
Daily Average Order Book Share

3,432
2,159
1,713
2,472
3,779

66.91%
70.31%
52.55%
35.63%
28.69%

2,746
11,391
5,972
4,741
5,070

Market Share
Agent Market Maker

33.5%
35.4%
33.2%
33.8%
43.4%
46.2%
31.7%
39.0%
30.1%
30.2%
28.2%
12.5%
35.7%

Principal

53.5%
62.9%
58.8%
58.4%
53.5%
44.1%
55.4%
57.2%
57.6%
63.0%
66.7%
85.5%
56.9%

13.0%
1.6%
8.1%
7.9%
3.2%
9.7%
12.8%
3.8%
12.3%
6.7%
5.1%
2.0%
7.4%

Market Share
Agent Market Maker

Principal

34.4%
35.1%
33.7%
44.7%
46.3%

57.8%
57.5%
56.8%
39.2%
30.5%

7.8%
7.3%
9.4%
16.1%
23.3%

Capital Volume in Mio


EUR

123
95
69
112
82
148
91
83
61
63
62
37
68

Capital Volume in Mio


EUR

218
935
883
1,673
2,367

Open Interest in
Contracts

163,296
125,768
100,618
174,904
151,133
148,087
144,875
136,504
108,158
111,645
104,284
93,865
103,908

Open Interest in
Contracts

163,296
100,618
89,983
155,866
244,153

Market Share
Calls

46.47%
39.03%
50.59%
32.81%
30.53%
45.79%
34.40%
34.43%
48.44%
43.83%
35.73%
39.90%
53.35%

Market Share
Calls

43.08%
41.71%
47.70%
55.38%
59.07%

Most Active Products (Traded Contracts)


Puts

53.53%
60.97%
49.41%
67.19%
69.47%
54.21%
65.60%
65.57%
51.56%
56.17%
64.27%
60.10%
46.65%

Puts

56.92%
58.29%
52.30%
44.62%
40.93%

Vivendi Universal
Reed Elsevier
Wolters Kluwer
Technicolor
Publicis Groupe
Mediaset (ITA exec. type)
TF1

Option
Option
Option
Option
Option
Option
Option

VVU
ELV
WOS
TNM
PU4
MDS5
FSE

55,501
13,508
4,157
590
490
397
170

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Oil & Gas Components
Number of Products
Number of Series
Launched Products per Month

16
5,908
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
REP

600.000

PPHN

600.000

1.000.000

500.000

500.000

SWV

800.000

400.000

QCE

400.000
600.000

300.000

OMV
Rest

300.000
400.000

200.000

NEF

200.000

SBMO

200.000
100.000
100.000

ROY

ENT5

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

TOTB

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

378,308
384,142
261,061
535,718
389,491
349,938
355,160
340,897
277,299
282,749
244,428
220,909
265,474

42.5%
42.5%
45.3%
45.3%
17.3%
17.3%
117.9%
117.9%
11.7%
11.7%
16.2%
16.2%
41.7%
41.7%
54.4%
54.4%
46.2%
46.2%
14.1%
14.1%
29.1%
29.1%
35.8%
35.8%
61.3%
61.3%

18,915
19,207
13,053
25,510
17,704
15,906
16,912
14,822
12,605
14,137
12,221
10,041
13,274

63.77%
70.83%
74.52%
72.54%
68.55%
67.46%
72.55%
64.13%
70.38%
66.52%
69.07%
69.97%
60.74%

Traded Contracts
Total

YoY Change

762,450
3,787,566
2,805,756
2,380,469
1,759,281

35.0%
43.9%
17.9%
35.0%
35.3%
17.9%
-35.3%
35.3%
-35.2%

7,527
8,426
6,144
8,365
8,198
7,347
7,725
7,186
6,436
6,621
5,725
4,990
4,579

No of Trades
Daily Average Order Book Share

19,061
14,912
11,046
9,409
6,899

67.33%
68.07%
59.44%
51.75%
56.40%

15,953
77,783
52,525
34,149
22,048

Market Share
Agent Market Maker

30.3%
31.2%
29.0%
25.9%
26.2%
33.1%
33.6%
34.4%
26.4%
29.4%
31.0%
35.2%
27.9%

Principal

60.5%
57.8%
61.4%
65.0%
58.3%
52.5%
57.1%
52.9%
61.8%
58.0%
59.5%
57.7%
61.4%

9.2%
11.0%
9.6%
9.0%
15.5%
14.3%
9.3%
12.6%
11.8%
12.6%
9.6%
7.2%
10.6%

Market Share
Agent Market Maker

Principal

30.8%
30.2%
31.6%
33.4%
29.0%

59.1%
58.7%
55.8%
47.8%
50.6%

10.1%
11.1%
12.6%
18.7%
20.4%

Capital Volume in Mio


EUR

730
867
655
1,589
1,034
833
665
747
618
668
617
588
755

Capital Volume in Mio


EUR

1,597
9,496
10,525
10,567
9,033

Open Interest in
Contracts

870,900
768,266
603,750
959,735
953,346
794,881
851,355
755,925
594,460
686,148
647,480
578,382
665,688

Open Interest in
Contracts

870,900
603,750
468,743
562,025
491,051

Market Share
Calls

45.50%
47.47%
49.04%
50.96%
59.02%
49.89%
43.58%
43.31%
54.45%
58.25%
59.32%
61.29%
58.37%

Market Share
Calls

46.50%
52.98%
54.34%
50.80%
54.29%

Most Active Products (Traded Contracts)


Puts

54.50%
52.53%
50.96%
49.04%
40.98%
50.11%
56.42%
56.69%
45.55%
41.75%
40.68%
38.71%
41.63%

Puts

53.50%
47.02%
45.66%
49.20%
45.71%

Royal Dutch
Solarworld
Total Fina
Q-Cells
Petroplus Holding
Neste Oil Corporation
ENI (ITA exec. type)
Repsol
SBM Offshore
OMV

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

ROY
SWV
TOTB
QCE
PPHN
NEF
ENT5
REP
SBMO
OMV

83,770
82,748
62,518
62,124
37,263
20,625
11,312
7,955
6,659
1,757

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Personal & Household Goods Components
Number of Products
Number of Series
Launched Products per Month

15
5,476
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

350.000

700.000

350.000

300.000

600.000

300.000

250.000

500.000

250.000

200.000

400.000

150.000

300.000

100.000

200.000

50.000

100.000

BEI

MOH
UHRN

UHR

200.000

DIO

PHI1

Rest

150.000

100.000

ADS

50.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

LOR

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

CFR

HEN3

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

222,050
276,126
219,017
252,878
304,747
250,809
234,574
271,780
267,090
284,088
313,733
286,702
283,596

-21.7%
-21.7%
-13.4%
-13.4%
-20.7%
-20.7%
7.5%
7.5%
-11.5%
-11.5%
3.5%
3.5%
-1.7%
-1.7%
-11.6%
-11.6%
21.0%
21.0%
-22.8%
-22.8%
19.1%
19.1%
12.4%
12.4%
25.2%
25.2%

11,103
13,806
10,951
12,042
13,852
11,400
11,170
11,817
12,140
14,204
15,687
13,032
14,180

79.37%
63.84%
75.80%
65.25%
51.84%
66.64%
62.42%
62.84%
72.20%
67.15%
74.11%
71.59%
54.55%

Traded Contracts
Total

YoY Change

498,176
3,287,954
3,338,635
3,378,973
2,948,505

-1.5%
-17.3%
-1.2%
-1.5%
14.6%
-1.2%
20.8%
14.6%
20.8%

7,481
7,921
6,353
7,100
6,858
6,906
5,930
6,100
7,113
6,631
7,355
7,577
6,067

No of Trades
Daily Average Order Book Share

12,454
12,945
13,144
13,356
11,563

70.76%
66.29%
70.39%
56.54%
56.89%

15,402
82,107
84,034
52,430
54,061

Market Share
Agent Market Maker

26.8%
31.2%
31.0%
34.0%
43.9%
35.8%
39.8%
33.0%
31.6%
30.1%
29.5%
28.9%
30.0%

Principal

60.5%
54.0%
60.0%
50.9%
41.3%
47.3%
44.0%
52.8%
53.3%
54.0%
58.9%
58.9%
49.1%

12.7%
14.7%
9.0%
15.1%
14.7%
16.8%
16.2%
14.2%
15.1%
15.9%
11.6%
12.2%
20.9%

Market Share
Agent Market Maker

Principal

29.2%
32.6%
26.5%
33.1%
31.4%

56.9%
53.0%
62.2%
52.7%
53.4%

13.8%
14.4%
11.3%
14.2%
15.2%

Capital Volume in Mio


EUR

672
850
667
770
955
654
679
664
564
613
615
528
560

Capital Volume in Mio


EUR

1,522
7,978
10,947
14,111
14,460

Open Interest in
Contracts

520,763
496,202
390,576
639,916
588,368
509,755
606,523
532,203
491,543
606,967
566,432
462,444
676,280

Open Interest in
Contracts

520,763
390,576
497,345
372,728
430,214

Market Share
Calls

50.63%
54.90%
56.44%
50.18%
46.07%
55.83%
48.71%
58.95%
48.49%
52.21%
56.19%
52.75%
38.62%

Market Share
Calls

53.00%
51.14%
49.51%
51.60%
55.92%

Most Active Products (Traded Contracts)


Puts

49.37%
45.10%
43.56%
49.82%
53.93%
44.17%
51.29%
41.05%
51.51%
47.79%
43.81%
47.25%
61.38%

Puts

47.00%
48.86%
50.49%
48.40%
44.08%

Philips
Swatch Group
Adidas
Compagnie Financire
Richemont
Beiersdorf
LVMH
Henkel
L Oral
Swatch Group
CHRISTIAN DIOR

Option
Option
Option
Option

PHI1
UHR
ADS
CFR

68,007
41,026
31,407
23,338

Option
Option
Option
Option
Option
Option

BEI
MOH
HEN3
LOR
UHRN
DIO

17,658
14,315
13,252
9,775
3,108
100

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Real Estate Components
Number of Products
Number of Series
Launched Products per Month

7
2,114
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

18.000

18.000

16.000

16.000

16.000

14.000

SPSN

14.000

14.000

12.000
12.000

12.000
10.000

10.000

10.000
8.000

8.000

8.000

IEA

6.000
6.000

6.000
4.000

4.000

4.000
2.000

2.000

2.000

UBL

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

PSPN

Open Interest

WER

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007

Traded Contracts
Total

16,472
13,200
6,405
8,792
6,117
1,973
6,554
4,742
6,408
1,247
963
714
668

No of Trades
YoY Change

Daily Average

Orderbook Share

2365.9%
>1000%
9328.6%
>1000%
2354.0%
>1000%
4362.9%
>1000%
893.0%
893.0%
160.6%
160.6%
1700.5%
>1000%
275.2%
275.2%
1042.2%
>1000%

824
660
320
419
278
90
312
206
291
62
48
32
33

51.43%
100.00%
92.19%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
64.99%
100.00%

Traded Contracts
Total

YoY Change

29,672
44,723
4,020
100

3572.3%
>1000%
>1000%
1012.5%
0.0%
3920.0%
0.0%

303
538
233
287
265
137
466
339
450
111
74
45
66

No of Trades
Daily Average Order Book Share

742
176
16
0

73.04%
98.32%
69.90%
100.00%

841
2,491
243
2

Market Share
Agent Market Maker

46.8%
41.6%
40.3%
42.2%
40.8%
47.7%
46.4%
43.8%
37.5%
44.2%
38.5%
27.9%
0.2%

Principal

13.2%
33.6%
43.0%
40.3%
48.3%
51.2%
53.1%
51.4%
61.9%
53.6%
51.7%
53.4%
48.7%

40.0%
24.8%
16.7%
17.5%
10.9%
1.1%
0.5%
4.8%
0.6%
2.2%
9.8%
18.7%
51.0%

Market Share
Agent Market Maker

Principal

44.5%
41.1%
54.1%
50.0%

22.3%
49.4%
42.4%
0.0%

33.2%
9.5%
3.6%
50.0%

Capital Volume in Mio


EUR

63
85
27
24
18
8
15
19
15
4
4
7
7

Capital Volume in Mio


EUR

148
149
57
<1

Open Interest in
Contracts

12,554
14,112
7,873
9,179
6,458
3,007
3,717
3,904
2,717
2,383
1,369
648
1,015

Open Interest in
Contracts

12,554
7,873
558
0

Market Share
Calls

82.80%
70.14%
75.00%
66.62%
61.32%
51.39%
57.29%
50.55%
12.55%
21.49%
80.06%
54.20%
38.32%

Market Share
Calls

77.17%
54.03%
65.12%
100.00%

Most Active Products (Traded Contracts)


Puts

17.20%
29.86%
25.00%
33.38%
38.68%
48.61%
42.71%
49.45%
87.45%
78.51%
19.94%
45.80%
61.68%

Puts

22.83%
45.97%
34.88%

Swiss Prime Site


Unibail-RODAMCO
Immoeast
PSP Swiss Property
Wereldhave

Option
Option
Option
Option
Option

SPSN
UBL
IEA
PSPN
WER

12,768
2,197
1,000
309
198

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Retail Components


Number of Products
Number of Series
Launched Products per Month

13
4,722
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

240.000

240.000

450.000

MEO

400.000
200.000

CAJ

200.000

PPX

350.000

CLS
160.000

300.000

ARO

160.000

DHZ

250.000
120.000

IXD

120.000
200.000

GALN
80.000

150.000

80.000

AHO

100.000
40.000
40.000
50.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

CAR

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

98,049
164,925
79,867
152,663
154,020
119,989
79,800
105,792
112,766
224,458
131,428
164,525
133,052

-26.3%
-26.3%
5.3%
5.3%
-27.4%
-27.4%
30.5%
30.5%
15.2%
15.2%
-15.7%
-15.7%
-50.8%
-50.8%
-63.4%
-63.4%
-69.4%
-69.4%
-39.6%
-39.6%
17.0%
17.0%
12.2%
12.2%
78.5%
28.8%

4,902
8,246
3,993
7,270
7,001
5,454
3,800
4,600
5,126
11,223
6,571
7,478
6,653

57.03%
62.42%
79.80%
65.26%
68.10%
68.79%
77.42%
66.98%
73.94%
56.40%
72.93%
67.10%
56.20%

Traded Contracts
Total

YoY Change

262,974
1,614,947
2,320,912
2,968,651
2,851,134

-30.4%
-9.2%
-21.8%
-27.6%
4.1%
-21.8%
12.0%
4.1%
12.1%

3,097
4,970
3,237
4,824
5,265
3,783
2,594
3,338
3,685
4,764
4,100
4,084
2,735

No of Trades
Daily Average Order Book Share

6,574
6,358
9,137
11,734
11,181

60.41%
67.41%
66.28%
53.94%
49.74%

8,067
46,373
39,536
32,241
29,049

Market Share
Agent Market Maker

33.1%
35.3%
27.9%
30.9%
33.2%
33.7%
29.4%
29.5%
24.2%
30.3%
21.8%
29.4%
37.0%

Principal

48.5%
52.0%
60.1%
52.3%
53.1%
52.2%
57.7%
55.5%
61.3%
57.3%
66.0%
64.6%
48.4%

18.4%
12.8%
12.0%
16.8%
13.7%
14.1%
12.9%
15.0%
14.5%
12.4%
12.2%
6.0%
14.5%

Market Share
Agent Market Maker

Principal

34.5%
30.4%
25.0%
27.3%
38.0%

50.7%
57.4%
61.4%
58.5%
42.7%

14.9%
12.2%
13.5%
14.2%
19.3%

Capital Volume in Mio


EUR

335
576
271
491
458
351
226
294
310
620
297
295
315

Capital Volume in Mio


EUR

911
4,253
8,649
11,227
6,677

Open Interest in
Contracts

272,171
257,644
203,719
395,380
363,930
315,766
322,297
320,524
326,755
422,512
346,969
331,040
375,886

Open Interest in
Contracts

272,171
203,719
285,179
341,403
552,141

Market Share
Calls

43.22%
49.00%
55.92%
52.61%
51.88%
53.77%
35.90%
53.25%
50.79%
53.00%
45.43%
49.12%
53.41%

Market Share
Calls

46.84%
50.17%
42.68%
60.46%
58.29%

Most Active Products (Traded Contracts)


Puts

56.78%
51.00%
44.08%
47.39%
48.12%
46.23%
64.10%
46.75%
49.21%
47.00%
54.57%
50.88%
46.59%

Puts

53.16%
49.83%
57.32%
39.54%
41.71%

Metro
Carrefour
Ahold
Celesio
Galenica
PPR
Casino Guichard
Delhaize Group
Inditex
Arcandor

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

MEO
CAR
AHO
CLS
GALN
PPX
CAJ
DHZ
IXD
ARO

57,198
20,005
13,325
2,813
2,207
1,524
785
111
61
20

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Technology Components


Number of Products
Number of Series
Launched Products per Month

16
7,082
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

5.000.000

12.000.000

SAP

5.000.000

ASM

10.000.000
4.000.000

4.000.000

CGE
CGM

8.000.000
3.000.000

SGM

3.000.000

LOGN

6.000.000

OEM

2.000.000

2.000.000

SOW
IFX Rest

4.000.000

1.000.000

1.000.000

2.000.000

NOA3
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

3,526,624
4,368,709
2,582,036
3,120,227
4,655,163
3,494,980
2,931,843
2,653,036
2,512,707
2,761,062
3,725,326
2,616,968
3,082,913

14.4%
14.4%
-11.3%
-11.3%
5.1%
5.1%
8.3%
8.3%
33.7%
33.7%
-21.3%
-21.3%
19.7%
19.7%
-29.0%
-29.0%
-29.0%
-29.0%
-5.4%
-5.4%
-0.1%
-0.1%
-8.7%
-8.7%
-0.6%
-0.6%

176,331
218,435
129,102
148,582
211,598
158,863
139,612
115,349
114,214
138,053
186,266
118,953
154,146

31.17%
34.76%
34.02%
36.59%
40.61%
32.45%
31.76%
39.96%
33.49%
36.52%
35.63%
42.02%
31.35%

Traded Contracts
Total

YoY Change

7,895,333
39,062,783
40,084,682
42,667,117
37,332,899

-2.5%
-1.4%
-6.1%
-2.5%
14.3%
-6.1%
6.5%
14.3%
6.5%

13,502
16,814
11,303
12,020
19,164
12,511
10,377
11,780
10,656
11,263
14,878
13,102
11,678

No of Trades
Daily Average Order Book Share

197,383
153,790
157,814
168,645
146,404

33.16%
34.91%
44.96%
48.76%
50.13%

30,316
153,417
181,393
198,781
175,297

Market Share
Agent Market Maker

38.6%
39.9%
38.4%
42.0%
42.4%
42.0%
45.6%
39.2%
31.9%
32.1%
38.1%
34.3%
36.7%

Principal

50.5%
50.2%
52.8%
49.3%
46.4%
46.4%
42.6%
51.3%
55.3%
57.7%
54.8%
57.0%
51.4%

10.9%
9.8%
8.8%
8.7%
11.2%
11.6%
11.8%
9.4%
12.9%
10.2%
7.1%
8.7%
11.9%

Market Share
Agent Market Maker

Principal

39.3%
39.5%
29.5%
30.7%
28.3%

50.4%
49.5%
60.4%
58.4%
62.1%

10.3%
11.0%
10.1%
10.9%
9.5%

Capital Volume in Mio


EUR

4,117
5,033
2,865
3,652
5,416
4,438
3,544
2,892
3,030
3,320
4,173
2,629
3,554

Capital Volume in Mio


EUR

9,150
45,353
62,852
77,332
56,616

Open Interest in
Contracts

7,377,835
6,739,984
5,290,984
10,104,208
9,586,099
9,086,639
8,852,477
8,053,844
7,399,313
9,028,137
8,840,269
8,033,651
8,511,090

Open Interest in
Contracts

7,377,835
5,290,984
5,967,617
6,970,706
6,545,087

Market Share
Calls

59.91%
58.83%
42.76%
53.39%
51.71%
52.38%
61.59%
59.94%
53.61%
56.62%
56.41%
59.55%
60.52%

Market Share
Calls

59.31%
55.24%
53.64%
59.07%
57.07%

Most Active Products (Traded Contracts)


Puts

40.09%
41.17%
57.24%
46.61%
48.29%
47.62%
38.41%
40.06%
46.39%
43.38%
43.59%
40.45%
39.48%

Puts

40.69%
44.76%
46.36%
40.93%
42.93%

Nokia
SAP
Infineon
Alcatel
STMicroelectronics
ASML Holding
Logitech
Cap Gemini
TomTom
Software

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

NOA3
SAP
IFX
CGE
SGM
ASM
LOGN
CGM
OEM
SOW

1,994,087
1,134,549
284,036
46,881
16,315
14,857
14,714
6,352
4,354
4,102

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Telecommunications Components


Number of Products
Number of Series
Launched Products per Month

15
4,830
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

6.000.000

12.000.000

6.000.000

5.000.000

10.000.000

5.000.000

4.000.000

8.000.000

4.000.000

3.000.000

6.000.000

EIA
FTE
KPN
SCMN
TLSN
TQI5

3.000.000

TQIR
DTE
2.000.000

4.000.000

1.000.000

2.000.000

TNE5

2.000.000

TK1
Rest
1.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

3,464,603
3,842,245
2,304,320
3,005,872
3,323,861
2,956,839
2,066,797
2,955,108
4,375,419
5,425,115
2,836,228
3,076,494
2,891,492

19.8%
19.8%
14.3%
14.3%
2.9%
2.9%
6.5%
6.5%
27.7%
27.7%
50.0%
50.0%
3.2%
3.2%
31.2%
31.2%
85.3%
85.3%
-26.7%
-26.7%
36.1%
36.1%
-6.4%
-6.4%
-2.6%
-2.6%

173,230
192,112
115,216
143,137
151,085
134,402
98,419
128,483
198,883
271,256
141,811
139,841
144,575

36.96%
31.00%
40.89%
28.01%
25.77%
29.35%
39.11%
35.43%
21.53%
16.77%
34.36%
30.02%
28.97%

Traded Contracts
Total

YoY Change

7,306,848
38,578,298
35,014,492
33,473,671
32,692,519

10.2%
16.9%
4.6%
10.2%
2.4%
4.6%
89.2%
2.4%
89.2%

9,257
8,295
7,282
6,990
7,274
7,034
6,263
7,944
7,964
7,991
8,484
7,906
6,828

No of Trades
Daily Average Order Book Share

182,671
151,883
137,852
132,307
128,206

33.82%
28.13%
47.60%
51.79%
56.93%

17,552
90,687
88,950
95,071
103,860

Market Share
Agent Market Maker

35.9%
39.4%
40.4%
38.3%
42.9%
40.2%
37.0%
42.5%
47.0%
42.5%
27.7%
38.7%
32.9%

Principal

47.2%
43.2%
46.6%
45.3%
43.3%
43.6%
47.8%
39.0%
31.5%
39.0%
59.7%
48.6%
49.6%

16.9%
17.4%
13.1%
16.4%
13.8%
16.2%
15.2%
18.4%
21.5%
18.5%
12.7%
12.7%
17.5%

Market Share
Agent Market Maker

Principal

37.7%
40.3%
25.7%
26.8%
25.9%

45.1%
43.4%
60.4%
64.2%
65.4%

17.2%
16.3%
13.9%
9.1%
8.7%

Capital Volume in Mio


EUR

3,484
4,011
2,483
3,128
3,382
2,981
2,038
2,742
4,152
5,551
2,705
3,193
3,108

Capital Volume in Mio


EUR

7,495
39,191
42,687
47,172
45,595

Open Interest in
Contracts

10,230,804
9,252,262
8,090,432
11,414,354
11,067,368
9,921,841
9,879,068
9,648,189
9,116,743
10,077,094
8,447,047
7,940,430
7,951,642

Open Interest in
Contracts

10,230,804
8,090,432
5,750,334
6,209,219
5,735,018

Market Share
Calls

53.12%
49.38%
57.32%
57.19%
52.57%
53.09%
61.82%
64.69%
61.07%
66.64%
65.32%
52.71%
59.40%

Market Share
Calls

51.15%
58.64%
53.53%
61.48%
56.65%

Most Active Products (Traded Contracts)


Puts

46.88%
50.62%
42.68%
42.81%
47.43%
46.91%
38.18%
35.31%
38.93%
33.36%
34.68%
47.29%
40.60%

Puts

48.85%
41.36%
46.47%
38.52%
43.35%

Deutsche Telekom
France Tlcom
Swisscom
Telefonica
KPN
Telecom Italia (ITA exec.
type)
Elisa Communications
Telecom Italia RNC (ITA
exec. type)
TeliaSonera
Telekom Austria

Option
Option
Option
Option
Option
Option

DTE
FTE
SCMN
TNE5
KPN
TQI5

3,280,972
52,707
42,894
42,277
25,115
13,408

Option
Option

EIA
TQIR

3,170
2,220

Option
Option

TLSN
TK1

882
544

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Travel & Leisure Components
Number of Products
Number of Series
Launched Products per Month

7
2,908
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

700.000

1.400.000

700.000

600.000

1.200.000

600.000

500.000

1.000.000

400.000

800.000

300.000

600.000

200.000

400.000

100.000

200.000

TUI
500.000

ACR
SJ7

400.000

AFR
300.000

200.000

LHA

100.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

456,132
634,473
428,505
389,646
343,283
403,057
374,608
364,067
375,703
338,089
499,047
325,575
179,212

154.5%
154.5%
200.5%
200.5%
92.5%
92.5%
53.8%
53.8%
-26.0%
-26.0%
-18.2%
-18.2%
20.7%
20.7%
-22.9%
-22.9%
-46.0%
-46.0%
-62.9%
-62.9%
-72.5%
-72.5%
-31.3%
-31.3%
-48.9%
-48.9%

22,807
31,724
21,425
18,555
15,604
18,321
17,838
15,829
17,077
16,904
24,952
14,799
8,961

25.72%
28.63%
49.00%
34.01%
53.19%
56.11%
44.99%
50.63%
49.26%
62.44%
40.93%
38.59%
46.62%

Traded Contracts
Total

YoY Change

1,090,605
4,231,913
6,923,108
5,565,343
6,622,176

-38.9%
179.4%
24.4%
-38.9%
-16.0%
24.4%
43.1%
-16.0%
43.1%

2,658
3,913
3,846
3,410
4,461
4,669
4,052
3,715
3,735
4,849
3,938
3,013
1,900

No of Trades
Daily Average Order Book Share

27,265
16,661
27,256
21,997
25,969

27.41%
48.59%
65.14%
66.49%
67.46%

6,571
44,870
57,549
47,304
48,506

Market Share
Agent Market Maker

52.7%
47.2%
51.9%
48.5%
40.6%
39.8%
39.0%
39.5%
40.5%
28.4%
36.9%
38.3%
36.5%

Principal

25.5%
38.5%
37.1%
42.3%
42.4%
43.8%
45.6%
46.1%
41.5%
49.1%
41.5%
52.1%
44.9%

21.8%
14.4%
11.1%
9.2%
17.0%
16.3%
15.4%
14.4%
17.9%
22.5%
21.6%
9.6%
18.6%

Market Share
Agent Market Maker

Principal

49.5%
39.8%
25.4%
23.0%
21.6%

33.0%
44.7%
63.7%
66.2%
66.2%

17.5%
15.5%
10.9%
10.8%
12.2%

Capital Volume in Mio


EUR

544
737
487
427
341
408
346
299
338
304
456
195
154

Capital Volume in Mio


EUR

1,280
3,974
10,917
10,880
10,527

Open Interest in
Contracts

1,304,575
1,164,171
937,670
1,396,011
1,268,627
1,183,288
1,126,107
1,039,555
915,042
1,122,740
1,032,449
887,279
934,981

Open Interest in
Contracts

1,304,575
937,670
822,956
797,758
862,882

Market Share
Calls

53.54%
65.27%
68.76%
53.63%
37.45%
49.16%
56.68%
49.72%
50.79%
44.33%
47.67%
28.27%
31.85%

Market Share
Calls

60.36%
48.25%
49.48%
56.27%
60.22%

Most Active Products (Traded Contracts)


Puts

46.46%
34.73%
31.24%
46.37%
62.55%
50.84%
43.32%
50.28%
49.21%
55.67%
52.33%
71.73%
68.15%

Puts

39.64%
51.75%
50.52%
43.73%
39.78%

Lufthansa
TUI
Sodexo
Accor
Air France

Option
Option
Option
Option
Option

LHA
TUI
SJ7
ACR
AFR

386,003
51,616
15,371
2,666
476

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on DJ STOXX 600 Utilities Components


Number of Products
Number of Series
Launched Products per Month

17
6,130
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
RWE

1.400.000

1.400.000

3.500.000

FOT
1.200.000

3.000.000

1.000.000

2.500.000

800.000

2.000.000

600.000

1.500.000

VVD

1.200.000

ENL5
E2F

1.000.000

GZF
800.000

IBE

600.000

UEI
Rest

BKWN

400.000

1.000.000

200.000

500.000

400.000

200.000

EOA

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

1,026,083
1,292,208
1,019,619
1,076,670
1,350,724
1,292,665
722,547
740,126
737,413
1,147,262
1,151,954
1,052,332
1,223,999

-16.2%
-16.2%
72.5%
72.5%
32.7%
32.7%
20.2%
20.2%
4.8%
4.8%
29.5%
29.5%
17.8%
17.8%
31.9%
31.9%
9.3%
9.3%
24.8%
24.8%
-22.5%
-22.5%
87.9%
87.9%
81.1%
81.1%

51,304
64,610
50,981
51,270
61,397
58,758
34,407
32,179
33,519
57,363
57,598
47,833
61,200

38.49%
31.81%
31.61%
35.19%
28.34%
31.42%
35.14%
33.65%
31.63%
53.64%
41.63%
31.74%
25.03%

Traded Contracts
Total

YoY Change

2,318,291
12,264,387
10,249,486
9,887,168
8,600,667

19.7%
17.5%
3.7%
19.7%
15.0%
3.7%
-1.0%
15.0%
-1.0%

14,718
14,912
12,426
13,575
14,160
14,065
10,046
10,497
10,016
12,104
14,129
13,404
12,364

No of Trades
Daily Average Order Book Share

57,957
48,285
40,352
39,080
33,728

34.76%
34.18%
47.40%
56.27%
63.77%

29,630
146,659
152,693
152,246
127,685

Market Share
Agent Market Maker

30.0%
30.6%
40.7%
33.1%
35.2%
34.6%
34.1%
35.9%
37.6%
25.7%
36.9%
43.4%
40.2%

Principal

56.4%
54.5%
46.4%
51.8%
47.2%
46.9%
53.1%
48.9%
50.9%
66.7%
51.1%
44.6%
45.5%

13.6%
15.0%
12.9%
15.1%
17.7%
18.6%
12.8%
15.2%
11.5%
7.6%
12.0%
12.0%
14.3%

Market Share
Agent Market Maker

Principal

30.3%
36.6%
31.5%
27.0%
18.0%

55.3%
49.7%
54.8%
62.8%
73.0%

14.4%
13.8%
13.6%
10.3%
8.9%

Capital Volume in Mio


EUR

3,621
4,604
3,114
3,630
4,539
4,815
2,745
2,351
2,208
3,422
3,950
2,889
3,899

Capital Volume in Mio


EUR

8,225
40,278
76,248
92,228
64,592

Open Interest in
Contracts

2,562,402
2,269,721
1,833,686
3,148,134
2,935,353
2,498,016
2,273,698
2,131,083
1,900,134
2,290,887
2,306,788
2,226,262
2,295,118

Open Interest in
Contracts

2,562,402
1,833,686
1,363,615
1,146,898
1,576,226

Market Share
Calls

43.53%
39.59%
55.02%
43.40%
40.97%
54.42%
53.98%
52.77%
49.64%
55.30%
58.81%
54.54%
55.73%

Market Share
Calls

41.33%
52.07%
52.96%
59.43%
61.59%

Most Active Products (Traded Contracts)


Puts

56.47%
60.41%
44.98%
56.60%
59.03%
45.58%
46.02%
47.23%
50.36%
44.70%
41.19%
45.46%
44.27%

Puts

58.67%
47.93%
47.04%
40.57%
38.41%

E.ON
RWE
GDF Suez
Enel (ITA exec. type)
Veolia Environnement
Iberdrola
Electricit de France
Fortum Corporation
TERNA
BKW FMB Energie

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

EOA
RWE
GZF
ENL5
VVD
IBE
E2F
FOT
UEI
BKWN

667,420
264,311
40,196
16,081
11,520
11,098
9,184
3,822
971
828

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on S&P 500 Components


Volume Development Trend
MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

60

50

40

30

20

-2

10

-4

No contract volume for reporting period

-2

-2
-4

-4
0

-6
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

-100.0%
-100.0%
-100.0%
-100.0%
-100.0%

Year

2008
2007
2006

Traded Contracts
Total

YoY Change

No of Trades

1,590
8,221
9,235

-100.0%
-80.7%
-11.0%
-18.8%

Daily Average Order Book Share

6
32
36

100.00%
100.00%
100.00%

123
523
444

50.2%
48.0%
43.8%

49.8%
49.9%
49.0%

0.0%
2.1%
7.1%

3
20
19

0
1,395
1,586

38.99%
61.42%
57.93%

61.01%
38.58%
42.07%

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on Russian Stocks


Number of Products
Number of Series
Launched Products per Month

4
1,000
0

Volume Development Trend

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

MoM Change
< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

28.000

28.000

40.000

35.000

24.000

24.000

30.000
20.000

20.000
25.000

16.000

16.000
20.000

GAZ

12.000

12.000
15.000

8.000

8.000

10.000

4.000

5.000

4.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

-45.5%
-45.5%

100
196
39
374
674
1,202
53
5
2
18
28
188
183

49.90%
48.95%
100.00%
23.65%
12.15%
1.71%
100.00%
100.00%
100.00%
100.00%
0.00%
0.27%
1.64%

1,996
3,918
773
7,859
14,827
26,452
1,106
104
48
360
552
4,144
3,660

-94.1%
-94.1%
-22.1%
-22.1%
-6.1%
-6.0%
-50.3%
-50.3%
-90.0%
-89.9%
-98.6%
-98.6%
-99.5%
-99.5%
-99.3%
-99.3%
-43.5%
-43.5%
176.8%
176.8%
>1000%
2552.2%

Traded Contracts
Total

YoY Change

5,914
59,885
179,672
22,398

-66.7%
61.6%
702.2%
-66.7%
0.0%
702.2%
0.0%

44
59
26
48
59
26
22
8
10
3
1
4
4

No of Trades
Daily Average Order Book Share

148
236
707
89

49.27%
10.98%
18.35%
44.07%

103
211
864
140

Market Share
Agent Market Maker

Principal

63.3%
45.9%
56.4%
50.4%
46.6%
54.4%
51.2%
57.7%
81.3%
50.0%
100.0%
99.9%
99.2%

11.6%
12.6%
35.1%
5.0%
4.7%
0.3%
48.7%
31.7%
18.8%
1.4%
0.0%
0.1%
0.4%

25.1%
41.5%
8.5%
44.6%
48.7%
45.4%
0.1%
10.6%
0.0%
48.6%
0.0%
0.1%
0.4%

Market Share
Agent Market Maker

Principal

51.8%
58.2%
58.3%
63.7%

12.3%
3.4%
17.0%
7.8%

35.9%
38.4%
24.7%
28.6%

Capital Volume in Mio


EUR

3
7
3
12
26
51
2
<1
<1
<1
<1
3
3

Capital Volume in Mio


EUR

11
101
632
94

Open Interest in
Contracts

9,777
10,318
8,188
37,582
30,076
25,679
1,450
430
328
19,389
19,179
19,179
27,812

Open Interest in
Contracts

9,777
8,188
36,430
997

Market Share
Calls

3.81%
5.31%
12.55%
2.84%
47.58%
75.74%
93.67%
23.08%
41.67%
2.78%

0.82%

96.19%
94.69%
87.45%
97.16%
52.42%
24.26%
6.33%
76.92%
58.33%
97.22%
100.00%
100.00%
99.18%

Market Share
Calls

4.80%
47.64%
86.33%
72.84%

Most Active Products (Traded Contracts)


Puts

Puts

95.20%
52.36%
13.67%
27.16%

OAO Gazprom

Option

GAZ

1,996

Eurex Monthly Statistics

February 2010

Equity Derivatives :: Equity Options :: Options on Other Stocks


Number of Products
Number of Series
Launched Products per Month

26
7,681
0

Volume Development Trend

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

MoM Change
< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

240.000

VO3

180.000

350.000

160.000

SKY

300.000

200.000

140.000
250.000

SMA

160.000

120.000

Rest

200.000
100.000
120.000
150.000

80.000

FNT

80.000

60.000
100.000
40.000

CGY

40.000

AIX

50.000

CON

20.000
0

TTEB

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

MLP

2010
Feb

KUD

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

119,999
166,686
113,671
127,774
116,631
86,840
89,603
118,029
100,260
62,791
86,917
63,569
58,659

124.5%
104.6%
251.7%
197.0%
126.0%
99.7%
56.8%
36.6%
22.4%
12.2%
-72.2%
-74.7%
-70.8%
-72.9%
-71.8%
-75.3%
-67.1%
-71.1%
-63.5%
-66.9%
-79.6%
-81.0%
-78.8%
-79.9%
-76.8%
-79.8%

6,000
8,334
5,684
6,084
5,301
3,947
4,267
5,132
4,557
3,140
4,346
2,890
2,933

56.35%
43.07%
49.76%
45.37%
54.02%
82.39%
67.56%
57.17%
45.54%
88.52%
84.79%
98.27%
98.30%

Traded Contracts
Total

YoY Change

286,685
1,080,867
3,322,277
3,466,647
4,016,322

-67.5%
184.3%
149.8%
-4.2%
-65.4%
-13.7%
-1.7%
-33.2%
-13.5%
-33.2%

3,232
3,976
3,027
3,172
3,547
3,458
2,548
2,374
1,908
2,030
2,529
2,153
1,897

No of Trades
Daily Average Order Book Share

7,167
4,255
13,080
13,702
15,750

48.63%
67.03%
72.81%
60.01%
65.97%

7,208
30,645
83,181
64,658
75,348

Market Share
Agent Market Maker

38.8%
49.1%
42.6%
40.0%
40.0%
31.9%
28.3%
23.0%
26.9%
18.9%
13.2%
11.2%
18.7%

Principal

47.7%
30.1%
45.1%
44.7%
54.9%
54.8%
61.9%
64.8%
65.0%
67.3%
76.2%
82.7%
76.2%

13.5%
20.8%
12.4%
15.2%
5.1%
13.3%
9.8%
12.2%
8.1%
13.8%
10.6%
6.1%
5.1%

Market Share
Agent Market Maker

Principal

44.8%
28.1%
28.9%
33.3%
29.9%

37.5%
61.7%
58.8%
51.1%
51.9%

17.7%
10.2%
12.3%
15.6%
18.1%

Capital Volume in Mio


EUR

411
609
295
528
272
181
137
169
134
57
81
40
43

Capital Volume in Mio


EUR

1,020
1,990
15,717
15,776
20,095

Open Interest in
Contracts

331,865
298,622
216,880
296,551
241,913
221,733
220,437
196,965
132,537
212,391
203,929
179,569
225,844

Open Interest in
Contracts

331,865
216,880
211,830
463,171
562,621

Market Share
Calls

42.57%
51.05%
56.84%
34.73%
38.34%
63.14%
58.38%
67.23%
64.67%
62.40%
56.09%
48.07%
48.50%

Market Share
Calls

47.50%
53.96%
50.71%
57.04%
59.46%

Most Active Products (Traded Contracts)


Puts

57.43%
48.95%
43.16%
65.27%
61.66%
36.86%
41.62%
32.77%
35.33%
37.60%
43.91%
51.93%
51.50%

Puts

52.50%
46.04%
49.29%
42.96%
40.54%

VOLKSWAGEN VZ
Aixtron
Freenet
Kudelski
Sky Deutschland
Tieto Corporation
MLP
SMA Solar Technology
Conergy
Continental

Option
Option
Option
Option
Option
Option
Option
Option
Option
Option

VO3
AIX
FNT
KUD
SKY
TTEB
MLP
SMA
CGY
CON

37,173
23,842
13,686
12,233
10,482
5,129
4,837
3,782
1,855
1,855

Eurex Monthly Statistics

February 2010

Equity Index Derivatives


Number of Products
Number of Series
Launched Products per Month

126
24,403
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

100.000.000

80.000.000

100.000.000

70.000.000
80.000.000

Equity Index Futures


80.000.000

60.000.000

50.000.000

60.000.000

60.000.000
40.000.000

40.000.000
30.000.000

40.000.000

20.000.000
20.000.000

20.000.000
10.000.000

Equity Index Options


0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

67,077,348
63,365,493
54,493,954
64,034,427
67,412,283
74,092,883
55,740,511
65,000,480
71,097,783
56,261,189
60,023,288
92,587,650
66,515,786

0.8%
0.8%
-9.8%
-9.8%
-15.2%
-15.2%
-19.7%
-19.7%
-51.8%
-51.8%
-39.4%
-39.4%
-10.1%
-10.1%
-27.2%
-27.2%
-17.4%
-17.4%
-5.1%
-5.1%
-7.9%
-7.9%
9.5%
9.5%
-12.5%
-12.5%

3,353,867
3,168,275
2,724,698
3,049,258
3,064,195
3,367,858
2,654,310
2,826,108
3,231,717
2,813,059
3,001,164
4,208,530
3,325,789

62.53%
57.10%
57.16%
56.03%
56.32%
49.99%
51.35%
51.06%
51.82%
56.63%
59.26%
55.04%
56.25%

Traded Contracts
Total

YoY Change

130,442,841
797,500,019
1,026,643,557
753,509,515
487,367,500

-22.3%
-4.6%
36.2%
-22.3%
54.6%
36.2%
46.4%
54.6%
46.4%

5,066,122
4,443,533
3,338,831
4,401,905
4,962,544
4,381,497
3,791,499
4,405,594
4,575,813
4,647,662
5,293,385
6,761,754
5,593,404

No of Trades
Daily Average Order Book Share

3,261,071
3,139,764
4,041,904
2,978,298
1,911,245

59.89%
54.25%
54.46%
61.79%
64.16%

9,509,655
57,620,001
69,823,700
44,092,990
30,528,274

Market Share
Agent Market Maker

33.2%
33.3%
36.6%
32.4%
31.8%
34.9%
29.8%
31.2%
34.3%
30.2%
32.7%
35.0%
31.7%

45.0%
45.6%
44.8%
47.3%
48.2%
47.2%
53.6%
52.6%
49.5%
50.7%
48.1%
45.9%
48.8%

Market Share
Agent Market Maker

33.3%
32.9%
33.2%
39.9%
42.2%

45.3%
48.6%
47.2%
40.7%
40.5%

Principal

21.8%
21.0%
18.6%
20.2%
20.0%
17.9%
16.6%
16.3%
16.2%
19.1%
19.1%
19.1%
19.5%

Capital Volume in Mio


EUR

2,226,493
2,200,675
1,892,936
2,157,318
2,310,463
2,467,831
1,766,483
1,905,531
2,060,408
1,654,771
1,630,577
2,207,868
1,753,661

Principal

Capital Volume in Mio


EUR

21.4%
18.6%
19.5%
19.5%
17.4%

4,427,169
23,759,819
39,386,784
38,660,453
22,253,720

Open Interest in
Contracts

53,982,450
51,749,455
47,135,697
70,530,084
69,302,186
66,768,427
69,346,228
66,871,309
63,011,917
71,540,729
69,100,216
66,878,809
71,451,466

Open Interest in
Contracts

53,982,450
47,135,697
58,178,598
45,706,407
35,719,604

Market Share
Options

45.89%
50.88%
42.53%
53.79%
52.05%
48.23%
56.77%
57.39%
46.48%
51.26%
48.56%
44.25%
50.56%

Market Share
Options

48.32%
50.44%
50.15%
46.84%
44.57%

Most Active Products (Traded Contracts)


Futures

54.11%
49.12%
57.47%
46.21%
47.95%
51.77%
43.23%
42.61%
53.52%
48.74%
51.44%
55.75%
49.44%

Futures

51.68%
49.56%
49.85%
53.16%
55.43%

DJ EURO STOXX 50
Index Futures
DJ EURO STOXX 50
Index Options
DAX Options
DAX Futures
SMI Futures
SMI Options
DJ STOXX 600 Banks
Futures
DJ STOXX 50 Index
Futures
DJ STOXX 600 Banks
Options
DJ STOXX 600 Basic
Resources Futures

Future

FESX

31,343,130

Option

OESX

22,909,762

Option
Future
Future
Option
Future

ODAX
FDAX
FSMI
OSMI
FSTB

7,123,952
3,438,898
922,837
434,252
115,141

Future

FSTX

66,011

Option

OSTB

51,275

Future

FSTS

45,399

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures


Number of Products
Number of Series
Launched Products per Month

63
251
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

60.000.000

4.500.000

60.000.000

4.000.000
50.000.000

50.000.000
3.500.000

40.000.000

3.000.000

40.000.000

FINX_ESX

2.500.000
30.000.000

FINX_STX

30.000.000

FINX_BLU

2.000.000

20.000.000

1.500.000

20.000.000

1.000.000
10.000.000
10.000.000
500.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

36,292,681
31,124,926
31,319,272
29,591,539
32,326,078
38,354,622
24,099,287
27,697,518
38,050,942
27,422,476
30,878,860
51,616,176
32,888,170

10.4%
10.4%
0.4%
0.4%
-14.1%
-14.1%
-22.7%
-22.7%
-50.6%
-50.6%
-42.3%
-42.3%
-12.5%
-12.5%
-37.0%
-37.0%
-17.2%
-17.2%
13.5%
13.5%
5.1%
5.1%
5.0%
5.0%
-8.2%
-8.2%

1,814,634
1,556,246
1,565,964
1,409,121
1,469,367
1,743,392
1,147,585
1,204,240
1,729,588
1,371,124
1,543,943
2,346,190
1,644,409

91.98%
90.37%
76.59%
91.03%
91.44%
76.52%
88.60%
89.78%
76.33%
91.00%
90.92%
80.06%
89.31%

Year

Traded Contracts
Total

YoY Change

2010
2009
2008
2007
2006

67,417,607
395,243,697
511,748,879
400,538,510
270,134,951

-22.8%
5.5%
27.8%
-22.8%
48.3%
27.8%
46.5%
48.3%
46.5%

4,842,890
4,240,381
3,158,042
4,148,508
4,702,689
4,150,629
3,588,256
4,159,452
4,344,903
4,462,560
5,023,899
6,392,662
5,362,640

No of Trades
Daily Average Order Book Share

1,685,440
1,556,078
2,014,759
1,583,156
1,059,353

91.23%
85.06%
85.74%
86.58%
86.15%

9,083,271
54,769,232
67,109,881
41,618,352
28,629,749

Market Share
Agent Market Maker

35.5%
33.0%
40.9%
35.0%
33.1%
39.9%
32.8%
34.1%
40.6%
33.3%
34.8%
39.9%
34.1%

33.0%
34.6%
34.8%
32.8%
34.9%
33.4%
37.5%
35.3%
35.3%
37.4%
35.9%
33.3%
35.2%

Market Share
Agent Market Maker

34.3%
36.5%
35.0%
41.7%
47.3%

33.7%
34.8%
34.6%
29.1%
27.6%

Principal

31.5%
32.4%
24.3%
32.2%
32.0%
26.7%
29.7%
30.7%
24.1%
29.3%
29.3%
26.8%
30.8%

Capital Volume in Mio


EUR

1,381,200
1,272,125
1,233,492
1,198,086
1,337,468
1,500,821
937,912
992,577
1,265,985
967,402
984,273
1,372,675
1,009,667

Principal

Capital Volume in Mio


EUR

31.9%
28.7%
30.4%
29.2%
25.0%

2,653,325
13,816,705
22,678,769
24,299,796
14,692,775

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

3,306,646
3,034,019
2,659,657
3,452,891
3,320,640
3,000,764
3,294,560
3,113,504
3,022,581
3,572,237
3,445,827
3,337,070
4,119,907

Open Interest in
Contracts

3,306,646
2,659,657
3,236,102
2,755,565
2,790,632

DJ EURO STOXX 50
Index Futures
DAX Futures
SMI Futures
DJ STOXX 600 Banks
Futures
DJ STOXX 50 Index
Futures
DJ STOXX 600 Basic
Resources Futures
DJ STOXX 600 Industrial
Goods & Services Futures
DJ EURO STOXX Banks
Futures
DJ STOXX 600 Insurance
Futures
MDAX Futures
Market Share
Calls

Puts

Future

FESX

31,343,130

Future
Future
Future

FDAX
FSMI
FSTB

3,438,898
922,837
115,141

Future

FSTX

66,011

Future

FSTS

45,399

Future

FSTG

34,723

Future

FESB

34,586

Future

FSTI

26,762

Future

F2MX

23,266

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: Blue Chip Index Futures
Number of Products
Number of Series
Launched Products per Month

20
79
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

60.000.000

4.000.000

60.000.000

3.500.000
50.000.000

FSMI

50.000.000
3.000.000

40.000.000

FSTX
FTDX

40.000.000
2.500.000

30.000.000

2.000.000

FESX

F2MX
FSMM

30.000.000

F2MI
1.500.000
20.000.000

F600

20.000.000

F2SM
Rest

1.000.000
10.000.000
500.000

FDAX

10.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

35,845,143
30,723,656
30,383,462
29,249,902
31,858,816
37,387,763
23,816,394
27,384,996
37,164,324
27,088,695
30,532,615
50,566,663
32,610,720

9.9%
9.9%
0.4%
0.4%
-14.5%
-14.5%
-22.8%
-22.8%
-50.9%
-50.9%
-42.4%
-42.4%
-12.1%
-12.1%
-36.7%
-36.7%
-17.0%
-17.0%
13.4%
13.4%
5.1%
5.1%
5.2%
5.2%
-8.1%
-8.1%

1,792,257
1,536,183
1,519,173
1,392,852
1,448,128
1,699,444
1,134,114
1,190,652
1,689,287
1,354,435
1,526,631
2,298,485
1,630,536

92.37%
90.69%
77.41%
91.28%
91.91%
77.36%
89.00%
90.07%
77.07%
91.44%
91.30%
80.77%
89.51%

Traded Contracts
Total

YoY Change

66,568,799
388,641,689
503,458,809
395,306,856
267,418,512

-22.8%
5.3%
27.4%
-22.8%
47.8%
27.4%
46.6%
47.8%
46.6%

4,816,530
4,217,324
3,128,216
4,128,305
4,679,406
4,129,656
3,577,209
4,148,493
4,329,309
4,451,717
5,012,726
6,374,443
5,352,937

No of Trades
Daily Average Order Book Share

1,664,220
1,530,085
1,982,121
1,562,478
1,048,700

91.60%
85.62%
86.40%
87.18%
86.44%

9,033,854
54,574,730
66,947,202
41,561,362
28,603,542

Market Share
Agent Market Maker

35.3%
32.9%
40.4%
34.9%
32.8%
39.5%
32.6%
33.9%
40.1%
33.1%
34.6%
39.3%
33.9%

Principal

Capital Volume in Mio


EUR

33.0%
34.6%
35.1%
32.8%
35.0%
33.7%
37.6%
35.3%
35.6%
37.5%
35.9%
33.6%
35.2%

31.7%
32.6%
24.5%
32.3%
32.2%
26.9%
29.8%
30.8%
24.3%
29.4%
29.5%
27.1%
30.9%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

32.1%
28.9%
30.6%
29.4%
25.1%

2,642,042
13,740,797
22,553,067
24,193,278
14,643,691

34.2%
36.2%
34.7%
41.4%
47.2%

33.7%
34.9%
34.7%
29.2%
27.7%

1,375,374
1,266,668
1,221,063
1,193,494
1,331,302
1,488,315
934,206
989,077
1,255,998
963,668
981,000
1,363,401
1,006,997

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

2,989,423
2,749,195
2,415,587
3,120,398
2,997,207
2,719,578
2,974,285
2,826,303
2,753,327
3,241,740
3,130,594
3,048,041
3,777,960

Open Interest in
Contracts

2,989,423
2,415,587
2,957,247
2,492,306
2,614,310

DJ EURO STOXX 50
Index Futures
DAX Futures
SMI Futures
DJ STOXX 50 Index
Futures
MDAX Futures
TecDAX Futures
DJ STOXX Small 200
Index Futures
DJ STOXX Mid 200 Index
Futures
SMIM Futures
DJ STOXX 600 Index
Futures

Market Share
Calls

Puts

Future

FESX

31,343,130

Future
Future
Future

FDAX
FSMI
FSTX

3,438,898
922,837
66,011

Future
Future
Future

F2MX
FTDX
F2SM

23,266
17,331
12,980

Future

F2MI

5,666

Future
Future

FSMM
F600

5,391
3,137

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: Blue Chip Index Futures :: DAX Futures
Number of Series

5M

0M

4,500,000

4,000,000

4M
0M

3,500,000

4M

3,000,000

3M

0M
2,500,000

3M
0M

2,000,000

2M
1,500,000

2M

0M
1,000,000

1M
0M

500,000

0M
0

0M

0M
2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

3,438,898
3,125,677
2,824,692
3,168,805
3,661,614
3,721,516
2,634,146
3,111,415
3,403,557
3,103,629
3,316,288
4,403,048
3,468,865

2009
Aug

Order Book
Volume

2009
Nov

OTC Volume

-0.9%
-4.8%
-6.7%
-14.0%
-40.6%
-31.7%
-12.0%
-25.1%
-20.2%
13.1%
0.2%
-0.7%
-6.6%

Traded Contracts
Total

YoY Change

6,564,575
40,101,438
49,237,082
50,413,122
40,425,513

-2.8%
-18.6%
-2.3%
24.7%
23.6%

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

Market
Maker

Open Interest

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades
No of Trades

YoY Change

2009
Feb

2010
Feb

Daily Average

Orderbook Share

171,945
156,284
141,235
150,895
166,437
169,160
125,436
135,279
154,707
155,181
165,814
200,139
173,443

95.90%
95.09%
91.91%
95.15%
95.38%
90.01%
93.49%
93.19%
94.29%
95.58%
94.65%
93.76%
95.15%

1,935,869
1,721,433
1,310,374
1,703,353
1,967,659
1,764,703
1,467,030
1,705,419
1,793,468
1,820,972
1,962,073
2,430,308
2,106,942

No of Trades
Daily Average Order Book Share

164,114
157,880
193,847
199,261
158,531

95.51%
93.86%
94.63%
94.48%
95.12%

3,657,302
22,066,950
27,116,120
20,899,521
15,640,027

Market Share
Agent Market Maker

43.0%
42.5%
41.1%
42.7%
38.9%
38.4%
39.6%
41.0%
41.3%
39.1%
38.9%
37.6%
37.8%

Principal

33.2%
32.4%
31.2%
30.4%
33.5%
36.6%
36.9%
36.6%
37.2%
39.2%
39.7%
41.3%
42.1%

23.9%
25.0%
27.8%
26.9%
27.6%
25.0%
23.5%
22.5%
21.5%
21.7%
21.5%
21.2%
20.1%

Market Share
Agent Market Maker

Principal

42.8%
39.4%
35.6%
44.7%
52.1%

32.8%
37.2%
36.5%
25.3%
24.1%

24.4%
23.4%
27.8%
30.1%
23.8%

Capital Volume in Mio


EUR

479,439
455,240
410,394
446,260
519,252
520,559
355,156
384,687
419,199
378,874
375,569
436,318
368,506

Capital Volume in Mio


EUR

934,679
4,983,474
7,608,725
9,340,293
5,949,970

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Calls

Puts

168,304
163,978
147,451
222,279
198,357
177,637
168,509
172,317
132,699
173,838
168,231
161,235
217,593

Open Interest in
Contracts

168,304
147,451
132,552
197,922
228,812

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: Blue Chip Index Futures :: SMIFutures
Number of Series

2M

0M

2,400,000

0M
2,000,000

2M
0M

1,600,000

2M

0M

0M

1,200,000

1M
0M
800,000

0M

0M

0M

400,000

0M
0M
0

0M

0M
2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

922,837
880,314
1,143,271
723,072
747,413
1,289,938
591,258
656,052
1,232,116
698,992
937,743
2,042,922
1,131,382

2009
Aug

Order Book
Volume

2009
Nov

OTC Volume

-18.4%
-6.5%
-15.0%
-39.8%
-60.4%
-40.7%
-29.7%
-48.0%
-34.1%
-10.1%
-21.5%
-12.3%
-12.1%

Traded Contracts
Total

YoY Change

1,803,151
12,135,437
17,658,178
14,391,903
11,369,444

-13.0%
-31.3%
22.7%
26.6%
31.9%

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

Market
Maker

Open Interest

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades
No of Trades

YoY Change

2009
Feb

2010
Feb

Daily Average

Orderbook Share

46,142
44,016
57,164
34,432
33,973
58,634
28,155
28,524
56,005
34,950
46,887
92,860
56,569

84.72%
80.49%
72.04%
95.14%
97.53%
70.94%
93.45%
95.51%
82.14%
97.02%
90.36%
74.76%
76.06%

350,507
307,074
237,335
290,579
321,013
278,249
261,998
288,334
287,391
305,361
400,554
558,568
426,075

No of Trades
Daily Average Order Book Share

45,079
47,777
69,520
56,885
44,586

82.65%
82.95%
88.93%
82.67%
79.02%

657,581
4,065,805
6,539,557
3,729,069
2,401,433

Market Share
Agent Market Maker

37.8%
39.8%
43.5%
35.6%
35.3%
41.0%
29.1%
32.8%
46.5%
30.1%
33.9%
46.1%
37.0%

Principal

32.8%
31.1%
26.1%
33.2%
37.8%
25.5%
40.5%
42.7%
27.3%
39.5%
41.2%
30.4%
36.7%

29.5%
29.1%
30.5%
31.3%
26.9%
33.5%
30.5%
24.5%
26.2%
30.4%
24.9%
23.5%
26.3%

Market Share
Agent Market Maker

Principal

38.8%
39.1%
33.7%
44.4%
47.5%

31.9%
33.5%
33.1%
26.0%
28.6%

29.3%
27.4%
33.2%
29.6%
24.0%

Capital Volume in Mio


EUR

40,435
38,634
48,782
30,282
31,220
53,109
23,456
23,849
43,887
24,855
31,213
62,925
37,440

Capital Volume in Mio


EUR

79,069
444,943
758,982
774,185
577,895

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Calls

Puts

323,141
260,634
161,880
172,354
168,821
171,434
207,700
190,835
196,319
250,677
253,516
298,752
414,226

Open Interest in
Contracts

323,141
161,880
188,136
171,393
301,157

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: Blue Chip Index Futures :: DJ EURO STOXX50 Index Futures
Number of Series

45M

3M

45,000,000

40,000,000

40M

3M
35,000,000

35M
2M

30,000,000

30M
2M
25,000,000

25M
2M

20,000,000

20M
1M

15,000,000

15M
10,000,000

0M
10M
5,000,000

0M

5M

0M

0M
2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

31,343,130
26,558,769
26,003,564
25,223,867
27,324,466
31,934,810
20,493,060
23,504,424
31,976,716
23,159,632
26,154,833
43,499,956
27,905,798

2009
Aug

OTC Volume

2009
Nov

Order Book
Volume

12.3%
1.3%
-15.0%
-23.3%
-51.7%
-43.6%
-11.5%
-37.4%
-15.9%
14.4%
7.1%
7.2%
-7.8%

Traded Contracts
Total

YoY Change

57,901,899
333,407,299
432,298,342
327,034,149
213,514,918

7.0%
-22.9%
32.2%
53.2%
52.6%

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades

Daily Average

Orderbook Share

1,567,157
1,327,938
1,300,178
1,201,137
1,242,021
1,451,582
975,860
1,021,931
1,453,487
1,157,982
1,307,742
1,977,271
1,395,290

92.25%
90.63%
76.30%
90.79%
91.33%
76.36%
88.30%
89.52%
75.24%
90.76%
90.95%
79.85%
89.36%

2,492,637
2,154,374
1,553,311
2,105,250
2,362,668
2,059,176
1,826,863
2,129,821
2,220,823
2,298,638
2,625,586
3,352,217
2,799,989

No of Trades
Daily Average Order Book Share

1,447,547
1,312,627
1,701,962
1,292,625
837,313

2009
Jul

Market
Maker

Open Interest

No of Trades
YoY Change

2009
Feb

2010
Feb

91.51%
84.86%
85.49%
86.32%
85.23%

4,647,011
28,127,560
32,825,967
16,573,581
10,390,190

Market Share
Agent Market Maker

34.4%
31.4%
40.0%
33.8%
31.9%
39.3%
31.8%
33.0%
39.5%
32.4%
34.1%
39.1%
33.3%

Principal

Capital Volume in Mio


EUR

33.0%
34.9%
36.0%
33.0%
35.1%
33.7%
37.5%
34.9%
35.8%
37.2%
35.2%
32.9%
34.2%

32.6%
33.7%
24.0%
33.1%
33.0%
27.0%
30.6%
32.1%
24.6%
30.4%
30.7%
28.0%
32.5%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

33.1%
29.7%
30.8%
29.2%
25.4%

1,620,283
8,243,082
14,057,125
13,950,709
8,053,815

33.0%
35.6%
34.6%
40.8%
46.4%

33.9%
34.6%
34.6%
30.0%
28.2%

851,821
768,462
750,791
713,573
777,747
902,850
553,253
578,055
779,603
557,279
571,896
852,319
599,040

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Calls

Puts

2,364,108
2,195,197
1,998,963
2,607,132
2,512,064
2,260,004
2,461,380
2,336,385
2,290,474
2,654,960
2,547,621
2,430,709
2,969,203

Open Interest in
Contracts

2,364,108
1,998,963
2,457,391
1,976,935
1,971,850

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: DJ EURO STOXX Sector Index Futures
Number of Products
Number of Series
Launched Products per Month

19
76
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
FESU

350.000

300.000

FESC

FESF

350.000

100.000

FESG
FESV

FESI

300.000
80.000

250.000

FESE

250.000

60.000

Rest

FESA

200.000

200.000

150.000

150.000

40.000

100.000

FEST

100.000
20.000

50.000

50.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

FESB
Traded Contracts

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

77,641
86,083
207,457
72,720
82,373
207,952
53,204
62,876
211,930
50,352
70,005
318,419
76,758

1.2%
1.2%
11.7%
11.7%
-21.2%
-21.2%
-16.9%
-16.9%
-44.3%
-44.3%
-47.6%
-47.6%
-59.0%
-59.0%
-65.9%
-65.9%
-38.8%
-38.8%
-34.7%
-34.7%
9.6%
9.6%
1.4%
1.4%
-2.9%
-2.9%

3,882
4,304
10,373
3,463
3,744
9,452
2,534
2,734
9,633
2,518
3,500
14,474
3,838

72.96%
89.62%
66.05%
90.71%
74.55%
58.96%
73.28%
84.54%
52.96%
85.04%
77.86%
58.90%
78.62%

Traded Contracts
Total

YoY Change

163,724
1,491,133
2,216,815
1,830,359
1,322,769

-32.7%
6.4%
21.1%
-32.7%
38.4%
21.1%
8.7%
38.4%
8.7%

4,247
4,869
6,913
3,673
4,337
6,580
3,664
3,606
5,235
3,515
3,839
7,169
3,314

No of Trades
Daily Average Order Book Share

4,093
5,871
8,728
7,235
5,187

81.72%
67.29%
60.93%
47.41%
55.96%

9,116
55,766
68,585
25,330
16,630

Market Share
Agent Market Maker

45.9%
39.9%
57.3%
32.7%
38.2%
56.0%
42.9%
34.8%
60.7%
39.3%
40.9%
61.5%
41.4%

36.8%
48.8%
27.3%
50.8%
45.1%
27.1%
45.7%
51.0%
26.2%
49.0%
42.0%
23.9%
39.8%

Market Share
Agent Market Maker

42.7%
51.4%
50.1%
62.0%
67.3%

43.1%
33.1%
29.8%
23.1%
21.5%

Principal

17.4%
11.3%
15.4%
16.4%
16.7%
16.9%
11.4%
14.2%
13.0%
11.7%
17.1%
14.5%
18.7%

Principal

14.2%
15.5%
20.1%
15.0%
11.2%

Capital Volume in Mio


EUR

944
1,153
2,807
980
1,123
2,766
725
701
2,384
578
642
2,758
718

Capital Volume in Mio


EUR

2,097
16,967
34,526
38,788
24,105

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

68,408
63,066
62,872
77,046
69,822
66,494
75,137
71,895
67,105
89,156
87,982
86,902
97,011

Open Interest in
Contracts

68,408
62,872
81,060
93,442
80,060

Market Share
Calls

Puts

DJ EURO STOXX Banks


Futures
DJ EURO STOXX
Insurance Futures
DJ EURO STOXX Utilities
Futures
DJ EURO STOXX
Telecommunications
Futures
DJ EURO STOXX
Chemicals Futures
DJ EURO STOXX
Financial Services Futures
DJ EURO STOXX Travel
& Leisure Futures
DJ EURO STOXX Oil &
Gas Futures
DJ EURO STOXX
Automobiles & Parts Futures
DJ EURO STOXX
Industrial Goods & Services
Futures

Future

FESB

34,586

Future

FESI

6,576

Future

FESU

5,890

Future

FEST

5,150

Future

FESC

3,494

Future

FESF

2,924

Future

FESV

2,770

Future

FESE

2,750

Future

FESA

2,556

Future

FESG

2,381

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: DJ STOXX Sector Index Futures
Number of Products
Number of Series
Launched Products per Month

19
76
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

800.000

700.000

FSTS

FSTG

800.000

280.000

FSTA

700.000

240.000

FSTE

600.000

600.000

Rest

200.000

FSTU
500.000

500.000
160.000

400.000

FSTI

400.000
120.000

300.000

300.000
80.000

200.000

FSTY

200.000
40.000

100.000

100.000

FSTT

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

FSTB
FSTH

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

369,897
315,187
728,353
268,917
384,889
758,907
229,689
249,646
674,688
283,429
276,240
731,094
200,692

84.3%
84.3%
-2.8%
-2.8%
12.5%
12.5%
-8.1%
-8.1%
-13.8%
-13.8%
-30.9%
-30.9%
-27.5%
-27.5%
-53.0%
-53.0%
-15.4%
-15.4%
40.6%
40.6%
-0.8%
-0.8%
-6.2%
-6.2%
-26.2%
-26.2%

18,495
15,759
36,418
12,806
17,495
34,496
10,938
10,854
30,668
14,171
13,812
33,232
10,035

57.48%
59.16%
45.16%
63.74%
55.52%
39.88%
51.22%
59.62%
43.22%
50.33%
51.94%
40.29%
61.19%

Year

Traded Contracts
Total

YoY Change

2010
2009
2008
2007
2006

685,084
5,110,875
6,073,255
3,401,295
1,393,670

-15.8%
30.5%
78.6%
-15.8%
144.1%
78.6%
100.0%
144.1%
100.0%

22,113
18,188
22,913
16,530
18,946
14,393
7,383
7,353
10,359
7,328
7,334
11,050
6,389

No of Trades
Daily Average Order Book Share

17,127
20,122
23,910
13,444
5,465

58.25%
47.52%
40.16%
37.65%
59.54%

40,301
138,736
94,094
31,660
9,577

Market Share
Agent Market Maker

47.0%
45.3%
57.1%
46.9%
50.5%
56.7%
47.8%
49.4%
60.0%
46.7%
54.6%
66.1%
54.2%

31.7%
33.4%
24.5%
32.8%
30.1%
23.6%
28.8%
31.8%
21.8%
30.0%
30.0%
21.1%
33.0%

Market Share
Agent Market Maker

46.2%
56.1%
57.0%
56.2%
52.4%

32.5%
26.1%
23.5%
22.0%
22.9%

Principal

21.2%
21.4%
18.4%
20.3%
19.4%
19.7%
23.4%
18.8%
18.2%
23.4%
15.3%
12.8%
12.9%

Principal

21.3%
17.8%
19.5%
21.7%
24.7%

Capital Volume in Mio


EUR

4,881
4,305
9,622
3,613
5,043
9,740
2,981
2,798
7,603
3,155
2,631
6,517
1,951

Capital Volume in Mio


EUR

9,186
58,941
91,176
67,730
24,979

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

248,815
221,758
181,198
255,447
253,611
214,692
245,138
215,306
202,149
241,341
227,251
202,127
244,936

Open Interest in
Contracts

248,815
181,198
197,795
169,817
96,262

Market Share
Calls

Puts

DJ STOXX 600 Banks


Futures
DJ STOXX 600 Basic
Resources Futures
DJ STOXX 600 Industrial
Goods & Services Futures
DJ STOXX 600 Insurance
Futures
DJ STOXX 600
Technology Futures
DJ STOXX 600 Oil & Gas
Futures
DJ STOXX 600 Healthcare
Futures
DJ STOXX 600 Utilities
Futures
DJ STOXX 600
Telecommunications
Futures
DJ STOXX 600
Automobiles & Parts Futures

Future

FSTB

115,141

Future

FSTS

45,399

Future

FSTG

34,723

Future

FSTI

26,762

Future

FSTY

23,190

Future

FSTE

23,158

Future

FSTH

19,568

Future

FSTU

15,438

Future

FSTT

12,464

Future

FSTA

11,413

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Futures :: Dow Jones Sector Titans Index Futures
Number of Products
Number of Series
Launched Products per Month

5
20
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options


Number of Products
Number of Series
Launched Products per Month

63
24,152
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

45.000.000

70.000.000

40.000.000

45.000.000

40.000.000
60.000.000

35.000.000

35.000.000
50.000.000

30.000.000

30.000.000
40.000.000

25.000.000

OINX_ESX

25.000.000

OINX_BLU
20.000.000

30.000.000

15.000.000

OINX_STX

20.000.000

15.000.000
20.000.000

10.000.000

10.000.000
10.000.000

5.000.000

5.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

30,784,667
32,240,567
23,174,682
34,442,888
35,086,205
35,738,261
31,641,224
37,302,962
33,046,841
28,838,713
29,144,428
40,971,474
33,627,616

-8.5%
-8.5%
-17.8%
-17.8%
-16.7%
-16.7%
-16.9%
-16.9%
-52.9%
-52.9%
-36.0%
-36.0%
-8.1%
-8.1%
-17.7%
-17.7%
-17.8%
-17.8%
-17.9%
-17.9%
-18.5%
-18.5%
15.9%
15.9%
-16.4%
-16.4%

1,539,233
1,612,028
1,158,734
1,640,138
1,594,828
1,624,466
1,506,725
1,621,868
1,502,129
1,441,936
1,457,221
1,862,340
1,681,381

27.81%
24.99%
30.90%
25.96%
23.97%
21.53%
22.97%
22.31%
23.60%
23.95%
25.71%
23.52%
23.92%

Traded Contracts
Total

YoY Change

63,025,234
402,256,322
514,894,678
352,971,005
217,232,549

-21.9%
-13.5%
45.9%
-21.9%
62.5%
45.9%
46.2%
62.5%
46.2%

223,232
203,152
180,789
253,397
259,855
230,868
203,243
246,142
230,910
185,102
269,486
369,092
230,764

No of Trades
Daily Average Order Book Share

1,575,631
1,583,686
2,027,144
1,395,142
851,892

26.37%
23.98%
23.37%
33.66%
36.82%

426,384
2,850,769
2,713,819
2,474,638
1,898,525

Market Share
Agent Market Maker

30.4%
33.6%
30.9%
30.3%
30.6%
29.6%
27.6%
29.0%
27.0%
27.3%
30.5%
28.9%
29.5%

Principal

Capital Volume in Mio


EUR

59.2%
56.3%
58.2%
59.8%
60.4%
61.9%
65.8%
65.4%
65.8%
63.3%
61.1%
61.7%
62.0%

10.4%
10.1%
10.9%
10.0%
9.0%
8.5%
6.6%
5.6%
7.2%
9.4%
8.4%
9.5%
8.5%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

10.2%
8.6%
8.7%
8.4%
7.8%

1,773,844
9,943,113
16,708,015
14,360,658
7,560,945

32.1%
29.3%
31.5%
37.9%
35.7%

57.7%
62.1%
59.8%
53.7%
56.5%

845,294
928,550
659,443
959,232
972,995
967,010
828,572
912,954
794,424
687,369
646,304
835,193
743,995

Open Interest in
Contracts

50,675,804
48,715,436
44,476,040
67,077,193
65,981,546
63,767,663
66,051,668
63,757,805
59,989,336
67,968,492
65,654,389
63,541,739
67,331,559

Open Interest in
Contracts

50,675,804
44,476,040
54,942,496
42,950,842
32,928,972

Market Share
Calls

46.40%
43.03%
48.50%
47.51%
43.93%
42.81%
46.59%
51.53%
46.42%
48.83%
49.45%
48.60%
48.60%

Market Share
Calls

44.67%
47.61%
44.34%
38.68%
40.21%

Most Active Products (Traded Contracts)


Puts

53.60%
56.97%
51.50%
52.49%
56.07%
57.19%
53.41%
48.47%
53.58%
51.17%
50.55%
51.40%
51.40%

Puts

55.33%
52.39%
55.66%
61.32%
59.79%

DJ EURO STOXX 50
Index Options
DAX Options
SMI Options
DJ STOXX 600 Banks
Options
DJ EURO STOXX 50
Index Options - 2nd Friday
DJ STOXX 600 Insurance
Options
DJ EURO STOXX 50
Index Options - 4th Friday
DAX Options - 1st Friday
DAX Options - 4th Friday
DAX Options - 2nd Friday

Option

OESX

22,909,762

Option
Option
Option

ODAX
OSMI
OSTB

7,123,952
434,252
51,275

Option

OES2

37,603

Option

OSTI

30,673

Option

OES4

27,093

Option
Option
Option

ODX1
ODX4
ODX2

25,247
24,687
23,991

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: Blue Chip Index Options
Number of Products
Number of Series
Launched Products per Month

25
12,520
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

45.000.000

70.000.000

40.000.000

45.000.000

40.000.000
60.000.000

35.000.000

OESX

OSMI

35.000.000

ODX1

50.000.000
30.000.000

ODX2

30.000.000

ODX4

40.000.000

25.000.000

25.000.000

OES1
20.000.000

30.000.000

15.000.000

20.000.000

OES2
OES4

15.000.000
20.000.000

10.000.000

O2SM
Rest

10.000.000
10.000.000

5.000.000

ODAX
5.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

30,660,620
32,172,786
23,138,522
34,367,707
35,031,758
35,691,881
31,575,771
37,261,833
32,962,924
28,725,825
29,011,412
40,892,281
33,530,258

-8.6%
-8.6%
-17.9%
-17.9%
-16.6%
-16.6%
-17.0%
-17.0%
-52.8%
-52.8%
-35.8%
-35.8%
-7.8%
-7.8%
-17.2%
-17.2%
-17.4%
-17.4%
-17.9%
-17.9%
-18.3%
-18.3%
16.0%
16.0%
-16.3%
-16.3%

1,533,031
1,608,639
1,156,926
1,636,557
1,592,353
1,622,358
1,503,608
1,620,080
1,498,315
1,436,291
1,450,571
1,858,740
1,676,513

27.91%
25.01%
30.94%
26.00%
23.98%
21.54%
23.00%
22.33%
23.64%
24.03%
25.80%
23.54%
23.96%

Traded Contracts
Total

YoY Change

62,833,406
401,385,449
512,583,286
350,764,709
216,327,534

-21.7%
-13.6%
46.1%
-21.7%
62.1%
46.1%
46.3%
62.1%
46.3%

222,740
202,024
180,436
252,825
258,899
230,278
202,796
245,665
230,307
184,582
268,586
368,020
229,796

No of Trades
Daily Average Order Book Share

1,570,835
1,580,258
2,018,044
1,386,422
848,343

26.42%
24.01%
23.43%
33.81%
36.94%

424,764
2,842,715
2,696,641
2,464,224
1,896,088

Market Share
Agent Market Maker

30.3%
33.6%
30.9%
30.2%
30.6%
29.6%
27.5%
29.0%
26.9%
27.2%
30.4%
28.8%
29.4%

Principal

Capital Volume in Mio


EUR

59.3%
56.4%
58.2%
59.9%
60.5%
62.0%
65.9%
65.5%
66.0%
63.5%
61.4%
61.7%
62.2%

10.3%
10.0%
10.9%
9.9%
9.0%
8.5%
6.6%
5.5%
7.1%
9.3%
8.3%
9.4%
8.4%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

10.2%
8.6%
8.6%
8.3%
7.7%

1,771,443
9,933,750
16,671,297
14,313,305
7,543,961

32.0%
29.2%
31.3%
37.7%
35.6%

57.8%
62.2%
60.1%
54.0%
56.7%

843,849
927,594
658,933
958,298
972,389
966,392
827,775
912,344
793,391
686,117
645,176
834,472
743,226

Open Interest in
Contracts

50,519,129
48,620,776
44,404,975
66,899,448
65,817,918
63,619,552
65,848,722
63,573,700
59,799,773
67,726,970
65,459,598
63,412,841
67,203,217

Open Interest in
Contracts

50,519,129
44,404,975
54,785,751
42,816,914
32,843,791

Market Share
Calls

46.49%
43.03%
48.52%
47.54%
43.96%
42.79%
46.57%
51.52%
46.47%
48.79%
49.50%
48.62%
48.62%

Market Share
Calls

44.72%
47.62%
44.38%
38.76%
40.22%

Most Active Products (Traded Contracts)


Puts

53.51%
56.97%
51.48%
52.46%
56.04%
57.21%
53.43%
48.48%
53.53%
51.21%
50.50%
51.38%
51.38%

Puts

55.28%
52.38%
55.62%
61.24%
59.78%

DJ EURO STOXX 50
Index Options
DAX Options
SMI Options
DJ EURO STOXX 50
Index Options - 2nd Friday
DJ EURO STOXX 50
Index Options - 4th Friday
DAX Options - 1st Friday
DAX Options - 4th Friday
DAX Options - 2nd Friday
DJ STOXX Small 200
Index Options
DJ EURO STOXX 50
Index Options - 1st Friday

Option

OESX

22,909,762

Option
Option
Option

ODAX
OSMI
OES2

7,123,952
434,252
37,603

Option

OES4

27,093

Option
Option
Option
Option

ODX1
ODX4
ODX2
O2SM

25,247
24,687
23,991
14,652

Option

OES1

14,471

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: Blue Chip Index Options :: DAX Options
Number of Series

1,630

10M

14M

10,000,000

12M
8,000,000

8M
10M

6,000,000

6M
8M

6M

4,000,000

4M

4M
2,000,000

2M
2M
0

0M

0M
2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

7,123,952
7,995,179
6,502,437
9,737,813
8,933,163
8,918,115
8,511,827
9,833,179
7,150,081
6,725,683
6,556,884
7,401,337
7,013,549

2009
Aug

Order Book
Volume

2009
Nov

OTC Volume

1.6%
-7.5%
19.5%
21.3%
-33.0%
-12.4%
5.5%
2.5%
-15.3%
-9.5%
-19.6%
-7.6%
-8.4%

Traded Contracts
Total

YoY Change

15,119,131
95,926,938
104,939,881
91,850,835
61,411,659

-3.4%
-8.6%
14.3%
49.6%
15.0%

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

Market
Maker

Open Interest

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades
No of Trades

YoY Change

2009
Feb

2010
Feb

Daily Average

Orderbook Share

356,198
399,759
325,122
463,705
406,053
405,369
405,325
427,530
325,004
336,284
327,844
336,424
350,677

27.70%
25.67%
28.32%
24.77%
23.87%
23.47%
23.25%
23.12%
28.41%
28.82%
29.68%
30.80%
29.45%

86,673
84,519
74,982
94,903
94,997
89,474
82,853
96,007
98,569
83,291
116,800
139,094
80,134

No of Trades
Daily Average Order Book Share

377,978
377,665
413,149
363,047
240,830

26.63%
26.35%
37.63%
44.96%
54.53%

171,192
1,126,780
1,254,951
1,351,886
1,183,320

Market Share
Agent Market Maker

27.0%
29.2%
28.2%
25.4%
25.6%
25.1%
23.7%
23.7%
24.4%
21.4%
24.1%
22.5%
24.7%

Principal

58.3%
58.0%
58.4%
64.1%
64.9%
66.6%
72.0%
71.6%
68.1%
68.8%
69.1%
70.5%
66.4%

14.7%
12.8%
13.4%
10.5%
9.5%
8.2%
4.3%
4.8%
7.6%
9.7%
6.8%
7.0%
8.9%

Market Share
Agent Market Maker

Principal

28.2%
24.6%
27.7%
31.2%
29.4%

58.1%
66.8%
61.1%
57.2%
62.1%

13.7%
8.6%
11.3%
11.6%
8.5%

Capital Volume in Mio


EUR

198,522
231,359
187,278
270,789
248,840
244,419
222,362
245,124
178,152
160,745
146,114
152,866
148,879

Capital Volume in Mio


EUR

429,881
2,403,934
3,264,327
3,386,994
1,773,759

Open Interest in
Contracts

8,839,503
8,445,019
7,262,377
12,116,571
11,462,023
11,029,528
11,780,842
11,471,143
9,987,197
11,739,550
11,261,839
10,541,642
11,543,480

Open Interest in
Contracts

8,839,503
7,262,377
8,312,791
7,834,044
6,026,132

Market Share
Calls

49.33%
47.94%
53.78%
52.70%
50.39%
49.34%
48.25%
54.84%
57.15%
48.71%
49.94%
55.36%
47.41%

Market Share
Calls

48.60%
51.29%
45.93%
40.36%
41.70%

Puts

50.67%
52.06%
46.22%
47.30%
49.61%
50.66%
51.75%
45.16%
42.85%
51.29%
50.06%
44.64%
52.59%

Puts

51.40%
48.71%
54.07%
59.64%
58.30%

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: Blue Chip Index Options :: SMIOptions
Number of Series

1,248

0M

1M

0M

1M

0M

0M

0M

0M

0M

0M

0M

0M

0M

0M

600,000

500,000

400,000

300,000

200,000

100,000

2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

434,252
497,904
405,352
420,391
240,061
249,281
235,638
232,599
258,149
263,835
343,212
596,387
498,524

2009
Aug

Order Book
Volume

2009
Nov

OTC Volume

2009
Feb

-12.9%
42.0%
23.8%
-11.8%
-62.0%
-54.4%
-32.5%
-47.8%
-29.8%
11.8%
-13.2%
23.6%
-16.0%

Traded Contracts
Total

YoY Change

932,156
4,094,103
5,588,591
5,733,269
3,948,593

9.8%
-26.7%
-2.5%
45.2%
-4.3%

2009
Apr

2009
May

2009
Jun

2009
Jul

Market
Maker

Open Interest

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades
No of Trades

YoY Change

2009
Mar

2010
Feb

Daily Average

Orderbook Share

21,713
24,895
20,268
20,019
10,912
11,331
11,221
10,113
11,734
13,192
17,161
27,109
24,926

59.24%
40.55%
48.91%
53.09%
75.46%
65.15%
66.69%
68.62%
64.53%
56.36%
50.40%
41.19%
42.64%

9,974
7,344
8,333
12,676
9,813
6,407
6,947
7,210
6,863
6,660
7,393
11,833
9,523

No of Trades
Daily Average Order Book Share

23,304
16,119
22,002
22,661
15,485

49.26%
53.87%
61.44%
70.18%
69.64%

17,318
100,969
130,717
118,902
87,886

Market Share
Agent Market Maker

26.6%
30.9%
23.6%
31.6%
26.3%
29.1%
30.1%
33.4%
24.3%
24.6%
28.0%
27.3%
22.2%

Principal

62.7%
58.9%
63.1%
64.0%
68.1%
65.7%
62.9%
57.8%
67.1%
69.3%
65.7%
55.9%
51.9%

10.7%
10.2%
13.3%
4.4%
5.6%
5.1%
6.9%
8.8%
8.5%
6.1%
6.3%
16.9%
25.9%

Market Share
Agent Market Maker

Principal

28.9%
26.6%
30.3%
26.5%
30.9%

60.7%
61.9%
55.6%
63.5%
60.1%

10.5%
11.5%
14.1%
9.9%
9.0%

Capital Volume in Mio


EUR

18,816
21,514
17,032
17,214
9,764
9,932
9,142
8,251
9,162
9,313
11,639
18,864
17,658

Capital Volume in Mio


EUR

40,330
150,933
240,280
299,874
193,737

Open Interest in
Contracts

515,753
716,448
553,638
1,041,787
918,173
899,821
929,094
890,287
870,480
1,015,966
1,032,766
1,064,061
1,010,091

Open Interest in
Contracts

515,753
553,638
812,336
1,046,683
908,314

Market Share
Calls

48.14%
45.10%
42.42%
37.38%
38.98%
38.76%
39.82%
39.89%
46.81%
44.46%
39.40%
48.98%
51.31%

Market Share
Calls

46.52%
43.38%
45.12%
39.02%
39.19%

Puts

51.86%
54.90%
57.58%
62.62%
61.02%
61.24%
60.18%
60.11%
53.19%
55.54%
60.60%
51.02%
48.69%

Puts

53.48%
56.62%
54.88%
60.98%
60.81%

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: Blue Chip Index Options :: DJ EURO STOXX50 Index Options
Number of Series

2,118

35M

60M

35,000,000

30,000,000

30M
50M

25,000,000

25M
40M

20,000,000

20M
30M
15,000,000

15M

20M

10,000,000

10M

5,000,000

10M

5M

0M

0M
2009
Feb

2009
May

12 Month Moving
Average

Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

22,909,762
23,529,982
16,140,755
24,083,799
25,714,539
26,412,413
22,719,220
27,072,152
25,458,510
21,650,346
22,038,739
32,825,925
25,976,924

2009
Aug

OTC Volume

2009
Nov

Order Book
Volume

-11.8%
-21.9%
-26.4%
-26.7%
-57.3%
-41.0%
-11.8%
-22.2%
-17.9%
-20.5%
-18.0%
23.2%
-18.1%

Traded Contracts
Total

YoY Change

46,439,744
300,208,574
400,931,635
251,411,169
150,049,918

-17.2%
-25.1%
59.5%
67.6%
66.2%

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Principal

Agent

No of Trades

Daily Average

Orderbook Share

1,145,488
1,176,499
807,038
1,146,848
1,168,843
1,200,564
1,081,868
1,177,050
1,157,205
1,082,517
1,101,937
1,492,088
1,298,846

26.94%
24.06%
31.23%
25.74%
23.26%
20.18%
22.19%
21.34%
21.63%
21.87%
24.06%
21.48%
22.00%

119,620
104,618
92,822
139,760
147,905
128,446
108,151
137,068
121,086
90,468
140,766
213,138
136,446

No of Trades
Daily Average Order Book Share

1,160,994
1,181,924
1,578,471
993,720
588,431

2009
Jul

Market
Maker

Open Interest

No of Trades
YoY Change

2009
Feb

2010
Feb

25.48%
22.63%
19.09%
28.76%
28.69%

224,238
1,560,428
1,277,152
954,109
600,991

Market Share
Agent Market Maker

31.5%
35.2%
32.1%
32.1%
32.3%
31.1%
28.9%
30.9%
27.6%
29.0%
32.2%
30.3%
30.8%

Principal

59.7%
55.8%
58.1%
58.1%
58.8%
60.4%
63.6%
63.3%
65.4%
61.8%
59.0%
59.9%
61.2%

8.9%
9.0%
9.8%
9.8%
8.9%
8.6%
7.4%
5.7%
7.0%
9.3%
8.7%
9.8%
7.9%

Market Share
Agent Market Maker

Principal

33.4%
30.7%
32.3%
40.3%
38.2%

57.7%
60.8%
59.9%
52.8%
54.6%

8.9%
8.5%
7.8%
6.9%
7.2%

Capital Volume in Mio


EUR

621,158
670,573
452,221
666,901
710,211
709,331
593,599
656,279
604,118
514,254
485,828
661,402
575,844

Capital Volume in Mio


EUR

1,291,732
7,351,986
13,130,342
10,552,671
5,544,802

Open Interest in
Contracts

41,087,020
39,419,730
36,559,071
53,678,262
53,373,922
51,623,410
53,074,894
51,162,079
48,891,504
54,908,764
53,116,395
51,760,492
54,598,649

Open Interest in
Contracts

41,087,020
36,559,071
45,621,115
33,852,192
25,846,844

Market Share
Calls

45.55%
41.32%
46.61%
45.64%
41.82%
40.62%
46.01%
50.45%
43.48%
48.88%
49.52%
47.09%
48.90%

Market Share
Calls

43.41%
46.52%
43.99%
38.15%
39.57%

Puts

54.45%
58.68%
53.39%
54.36%
58.18%
59.38%
53.99%
49.55%
56.52%
51.12%
50.48%
52.91%
51.10%

Puts

56.59%
53.48%
56.01%
61.85%
60.43%

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: DJ EURO STOXX Sector Index Options
Number of Products
Number of Series
Launched Products per Month

19
5,802
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

28.000

24.000

OESE

28.000

60.000

OESU
24.000

50.000

20.000

20.000
40.000

OESA

16.000

OESC

16.000
30.000

OESS

12.000

12.000
20.000

8.000

8.000
10.000

4.000

OESB

4.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

OESY

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

3,155
5,900
7,574
12,044
3,084
5,225
2,100
4,008
8,833
7,743
24,566
6,729
6,091

-48.2%
-48.2%
168.9%
168.9%
-17.0%
-17.0%
166.6%
166.6%
-66.8%
-66.8%
-81.5%
-81.5%
-93.5%
-93.5%
-90.2%
-90.2%
-62.6%
-62.6%
-67.3%
-67.3%
-22.4%
-22.4%
-80.9%
-80.9%
-89.4%
-89.4%

158
295
379
574
140
238
100
174
402
387
1,228
306
305

17.59%
22.98%
8.42%
7.42%
44.88%
12.73%
4.76%
12.67%
9.43%
1.20%
7.96%
36.10%
39.67%

Traded Contracts
Total

YoY Change

9,055
90,191
331,573
899,680
538,947

-72.8%
9.3%
-63.1%
-72.8%
66.9%
-63.1%
-4.9%
66.9%
-4.9%

55
141
74
112
128
93
11
56
74
31
191
209
224

No of Trades
Daily Average Order Book Share

226
355
1,305
3,556
2,114

21.10%
13.91%
12.04%
5.50%
5.50%

196
1,275
3,495
2,695
1,151

Market Share
Agent Market Maker

26.0%
19.9%
47.4%
46.9%
40.2%
51.3%
49.0%
45.9%
45.9%
55.9%
82.0%
38.1%
50.0%

Principal

51.6%
56.4%
10.8%
16.3%
41.0%
24.9%
38.1%
32.2%
50.8%
26.4%
8.9%
18.6%
21.7%

22.4%
23.8%
41.8%
36.7%
18.8%
23.7%
12.9%
21.9%
3.3%
17.7%
9.1%
43.3%
28.3%

Market Share
Agent Market Maker

Principal

22.0%
56.5%
62.6%
78.4%
74.2%

54.7%
21.3%
9.9%
6.1%
2.6%

23.3%
22.2%
27.5%
15.5%
23.1%

Capital Volume in Mio


EUR

40
67
138
138
55
93
22
59
157
122
236
69
82

Capital Volume in Mio


EUR

106
1,195
5,491
19,948
10,084

Open Interest in
Contracts

19,353
16,571
18,248
47,975
37,409
37,461
38,325
37,406
36,868
57,963
53,132
36,729
37,821

Open Interest in
Contracts

19,353
18,248
33,770
22,519
47,704

Market Share
Calls

41.36%
41.61%
60.92%
17.40%
56.87%
72.23%
97.14%
69.14%
89.89%
67.14%
40.75%
56.61%
48.40%

Market Share
Calls

41.52%
53.24%
42.02%
17.89%
46.29%

Most Active Products (Traded Contracts)


Puts

58.64%
58.39%
39.08%
82.60%
43.13%
27.77%
2.86%
30.86%
10.11%
32.86%
59.25%
43.39%
51.60%

Puts

58.48%
46.76%
57.98%
82.11%
53.71%

DJ EURO STOXX
Automobiles & Parts
Options
DJ EURO STOXX Utilities
Options
DJ EURO STOXX Banks
Options
DJ EURO STOXX
Technology Options
DJ EURO STOXX
Chemicals Options
DJ EURO STOXX Oil &
Gas Options
DJ EURO STOXX Basic
Resources Options

Option

OESA

1,000

Option

OESU

775

Option

OESB

700

Option

OESY

520

Option

OESC

120

Option

OESE

30

Option

OESS

10

Eurex Monthly Statistics

February 2010

Equity Index Derivatives :: Equity Index Options :: DJ STOXX Sector Index Options
Number of Products
Number of Series
Launched Products per Month

19
5,830
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

160.000

OSTU

140.000

200.000

OSTE

OSTG OSTO
OSTS

140.000

120.000
160.000

120.000

OSTI

100.000

OSTA

100.000

120.000
80.000

OSTR

80.000

OSTH

60.000

80.000
60.000

40.000

40.000
40.000
20.000

20.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

OSTB

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

120,892
61,881
28,586
63,137
51,363
41,155
63,353
37,121
75,084
105,145
108,450
72,464
91,267

32.5%
32.5%
42.1%
42.1%
-42.8%
-42.8%
57.7%
57.7%
-79.3%
-79.3%
-80.8%
-80.8%
-60.7%
-60.7%
-87.1%
-87.1%
-71.1%
-71.1%
-6.3%
-6.3%
-53.2%
-53.2%
-5.3%
-5.3%
18.5%
18.5%

6,045
3,094
1,429
3,007
2,335
1,871
3,017
1,614
3,413
5,257
5,423
3,294
4,563

3.53%
15.50%
7.66%
7.74%
14.66%
10.91%
6.37%
11.12%
7.02%
4.20%
7.05%
12.57%
8.12%

Traded Contracts
Total

YoY Change

182,773
780,682
1,979,819
1,306,616
366,068

-60.6%
35.6%
51.5%
-60.6%
256.9%
51.5%
166.8%
256.9%
166.8%

437
987
279
460
828
497
436
421
529
489
709
863
744

No of Trades
Daily Average Order Book Share

4,569
3,074
7,795
5,164
1,436

7.59%
8.46%
8.78%
10.23%
11.85%

1,424
6,779
13,683
7,719
1,286

Market Share
Agent Market Maker

58.6%
56.0%
52.0%
67.4%
64.0%
75.0%
73.5%
55.8%
60.9%
56.6%
61.4%
53.9%
49.6%

16.4%
20.1%
33.2%
7.9%
22.9%
13.7%
12.5%
12.2%
11.2%
9.3%
6.9%
20.5%
10.1%

Market Share
Agent Market Maker

57.8%
59.8%
61.1%
60.7%
61.9%

17.6%
12.4%
6.0%
7.7%
4.7%

Principal

25.0%
23.9%
14.8%
24.8%
13.0%
11.2%
14.0%
32.0%
27.9%
34.1%
31.7%
25.5%
40.4%

Principal

24.6%
27.8%
32.9%
31.6%
33.4%

Capital Volume in Mio


EUR

1,405
889
372
797
552
525
774
551
876
1,129
892
652
687

Capital Volume in Mio


EUR

2,294
8,169
31,226
27,405
6,900

Open Interest in
Contracts

137,322
78,089
52,817
129,770
126,219
110,650
164,621
146,699
152,695
183,559
141,659
92,169
90,521

Open Interest in
Contracts

137,322
52,817
122,975
111,409
37,477

Market Share
Calls

22.34%
39.53%
29.28%
35.99%
24.73%
59.78%
56.10%
52.65%
16.76%
58.58%
39.93%
34.91%
38.69%

Market Share
Calls

28.16%
39.76%
35.54%
30.82%
27.82%

Most Active Products (Traded Contracts)


Puts

77.66%
60.47%
70.72%
64.01%
75.27%
40.22%
43.90%
47.35%
83.24%
41.42%
60.07%
65.09%
61.31%

Puts

71.84%
60.24%
64.46%
69.18%
72.18%

DJ STOXX 600 Banks


Options
DJ STOXX 600 Insurance
Options
DJ STOXX 600 Basic
Resources Options
DJ STOXX 600
Automobiles & Parts
Options
DJ STOXX 600 Oil & Gas
Options
DJ STOXX 600 Healthcare
Options
DJ STOXX 600 Retail
Options
DJ STOXX 600 Food &
Beverage Options
DJ STOXX 600 Utilities
Options
DJ STOXX 600 Industrial
Goods & Services Options

Option

OSTB

51,275

Option

OSTI

30,673

Option

OSTS

17,558

Option

OSTA

8,430

Option

OSTE

7,618

Option

OSTH

2,085

Option

OSTR

1,400

Option

OSTO

1,160

Option

OSTU

566

Option

OSTG

127

Eurex Monthly Statistics

February 2010

Dividend Derivatives
Number of Products
Number of Series
Launched Products per Month

56
281
25

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

500.000

500.000

700.000

600.000
400.000

400.000
500.000

300.000

300.000

400.000

Equity Dividend
Futures
300.000

200.000

200.000
200.000

100.000

100.000
100.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

466,656
111.7%
111.7%
369,839
586.5%
586.5%
223,739
211.6%
211.6%
265,523
447.5%
447.5%
310,794
826.3%
826.3%
287,432 1302.4%
>1000%
226,591 3916.1%
>1000%
257,453 8597.7%
>1000%
193,694 193594.0%
>1000%
114,098
245,249
151,116
220,437

23,333
18,492
11,187
12,644
14,127
13,065
10,790
11,194
8,804
5,705
12,262
6,869
11,022

17.12%
23.03%
21.64%
19.54%
18.28%
26.52%
26.28%
31.70%
26.00%
44.75%
23.75%
23.12%
13.61%

Traded Contracts
Total

836,495
2,550,002
183,058

4,317
3,584
2,005
2,124
2,728
2,792
2,611
2,607
1,784
1,671
1,770
1,103
1,216

No of Trades
YoY Change

>1000%
204.9%
0.0%
1293.0%
0.0%
0.0%

Daily Average Order Book Share

20,912
10,039
721

19.73%
24.20%
15.48%

7,901
23,064
1,007

Market Share
Agent Market Maker

59.4%
57.2%
56.9%
56.6%
60.7%
55.9%
59.9%
56.1%
59.1%
55.5%
62.9%
71.8%
54.2%

Principal

24.7%
23.0%
22.9%
23.7%
21.1%
20.4%
13.4%
18.7%
14.1%
12.6%
14.7%
11.5%
21.9%

15.9%
19.8%
20.3%
19.7%
18.2%
23.7%
26.6%
25.2%
26.7%
31.9%
22.4%
16.7%
23.9%

Market Share
Agent Market Maker

Principal

58.4%
58.6%
61.1%

24.0%
18.6%
17.4%

17.6%
22.8%
21.5%

Capital Volume in Mio


EUR

4,705
3,892
2,429
2,807
3,242
2,874
2,219
2,239
1,695
873
1,831
902
1,489

Capital Volume in Mio


EUR

8,597
22,945
1,797

Open Interest in
Contracts

611,742
516,379
440,865
472,733
455,923
422,499
385,995
367,658
324,221
283,516
271,903
238,756
194,854

Open Interest in
Contracts

611,742
440,865
116,390

Market Share
Options

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Market Share
Options

0.00%
0.00%
0.00%

Most Active Products (Traded Contracts)


Futures

Futures

100.00%
100.00%
100.00%

Dow Jones EURO STOXX


50 Index Dividend
Deutsche Telekom
France Telecom
AXA
Vivendi
ENI
Allianz
SMI Index Dividend
DivDAX Index Dividend
Banco Santander

Future

FEXD

416,444

Future
Future
Future
Future
Future
Future
Future
Future
Future

D1TE
F1TE
A1XA
V1VU
E1NT
A1LV
FSMD
FDVD
S1SD

19,000
14,000
7,500
4,500
2,500
1,302
600
500
150

Eurex Monthly Statistics

February 2010

Dividend Derivatives :: Equity Dividend Futures


Number of Products
Number of Series
Launched Products per Month

56
281
25

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

500.000

500.000

700.000

600.000
400.000

400.000
500.000

FDVD_EQ

300.000

300.000

400.000

300.000

200.000

200.000

FDVD_INX

200.000
100.000

100.000
100.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

466,656
111.7%
111.7%
369,839
586.5%
586.5%
223,739
211.6%
211.6%
265,523
447.5%
447.5%
310,794
826.3%
826.3%
287,432 1302.4%
>1000%
226,591 3916.1%
>1000%
257,453 8597.7%
>1000%
193,694 193594.0%
>1000%
114,098
245,249
151,116
220,437

23,333
18,492
11,187
12,644
14,127
13,065
10,790
11,194
8,804
5,705
12,262
6,869
11,022

17.12%
23.03%
21.64%
19.54%
18.28%
26.52%
26.28%
31.70%
26.00%
44.75%
23.75%
23.12%
13.61%

Traded Contracts
Total

836,495
2,550,002
183,058

4,317
3,584
2,005
2,124
2,728
2,792
2,611
2,607
1,784
1,671
1,770
1,103
1,216

No of Trades
YoY Change

>1000%
204.9%
0.0%
1293.0%
0.0%
0.0%

Daily Average Order Book Share

20,912
10,039
721

19.73%
24.20%
15.48%

7,901
23,064
1,007

Market Share
Agent Market Maker

59.4%
57.2%
56.9%
56.6%
60.7%
55.9%
59.9%
56.1%
59.1%
55.5%
62.9%
71.8%
54.2%

Principal

24.7%
23.0%
22.9%
23.7%
21.1%
20.4%
13.4%
18.7%
14.1%
12.6%
14.7%
11.5%
21.9%

15.9%
19.8%
20.3%
19.7%
18.2%
23.7%
26.6%
25.2%
26.7%
31.9%
22.4%
16.7%
23.9%

Market Share
Agent Market Maker

Principal

58.4%
58.6%
61.1%

24.0%
18.6%
17.4%

17.6%
22.8%
21.5%

Capital Volume in Mio


EUR

4,705
3,892
2,429
2,807
3,242
2,874
2,219
2,239
1,695
873
1,831
902
1,489

Capital Volume in Mio


EUR

8,597
22,945
1,797

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

611,742
516,379
440,865
472,733
455,923
422,499
385,995
367,658
324,221
283,516
271,903
238,756
194,854

Open Interest in
Contracts

611,742
440,865
116,390

Dow Jones EURO STOXX


50 Index Dividend
Deutsche Telekom
France Telecom
AXA
Vivendi
ENI
Allianz
SMI Index Dividend
DivDAX Index Dividend
Banco Santander

Market Share
Calls

Puts

Future

FEXD

416,444

Future
Future
Future
Future
Future
Future
Future
Future
Future

D1TE
F1TE
A1XA
V1VU
E1NT
A1LV
FSMD
FDVD
S1SD

19,000
14,000
7,500
4,500
2,500
1,302
600
500
150

Eurex Monthly Statistics

February 2010

Dividend Derivatives :: Equity Dividend Futures :: Blue Chip Index Dividend Futures
Number of Products
Number of Series
Launched Products per Month

6
31
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

450.000

450.000

600.000

400.000

400.000
500.000

350.000

350.000

300.000

400.000

300.000

250.000

250.000
300.000

FDVD

FEXD

200.000

FSMD

200.000

150.000

200.000

150.000

100.000

100.000
100.000

50.000

50.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

417,544
89.4%
89.4%
335,984
523.6%
523.6%
223,739
211.6%
211.6%
265,523
447.5%
447.5%
310,794
826.3%
826.3%
287,432 1302.4%
>1000%
226,591 3916.1%
>1000%
257,453 8597.7%
>1000%
193,694 193594.0%
>1000%
114,098
245,249
151,116
220,437

20,877
16,799
11,187
12,644
14,127
13,065
10,790
11,194
8,804
5,705
12,262
6,869
11,022

18.99%
25.04%
21.64%
19.54%
18.28%
26.52%
26.28%
31.70%
26.00%
44.75%
23.75%
23.12%
13.61%

Traded Contracts
Total

753,528
2,550,002
183,058

4,291
3,536
2,005
2,124
2,728
2,792
2,611
2,607
1,784
1,671
1,770
1,103
1,216

No of Trades
YoY Change

>1000%
174.7%
0.0%
1293.0%
0.0%
0.0%

Daily Average Order Book Share

18,838
10,039
721

21.69%
24.20%
15.48%

7,827
23,064
1,007

Market Share
Agent Market Maker

55.6%
55.2%
56.9%
56.6%
60.7%
55.9%
59.9%
56.1%
59.1%
55.5%
62.9%
71.8%
54.2%

Principal

27.2%
24.1%
22.9%
23.7%
21.1%
20.4%
13.4%
18.7%
14.1%
12.6%
14.7%
11.5%
21.9%

17.1%
20.8%
20.3%
19.7%
18.2%
23.7%
26.6%
25.2%
26.7%
31.9%
22.4%
16.7%
23.9%

Market Share
Agent Market Maker

Principal

55.4%
58.6%
61.1%

25.8%
18.6%
17.4%

18.8%
22.8%
21.5%

Capital Volume in Mio


EUR

4,700
3,889
2,429
2,807
3,242
2,874
2,219
2,239
1,695
873
1,831
902
1,489

Capital Volume in Mio


EUR

8,589
22,945
1,797

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

536,163
482,750
440,865
472,733
455,923
422,499
385,995
367,658
324,221
283,516
271,903
238,756
194,854

Open Interest in
Contracts

536,163
440,865
116,390

Dow Jones EURO STOXX


50 Index Dividend
SMI Index Dividend
DivDAX Index Dividend

Market Share
Calls

Puts

Future

FEXD

416,444

Future
Future

FSMD
FDVD

600
500

Eurex Monthly Statistics

February 2010

Dividend Derivatives :: Equity Dividend Futures :: Single Stock Dividend Futures


Number of Products
Number of Series
Launched Products per Month

50
250
25

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
F1TE

50.000

50.000

80.000

70.000

M1UV

40.000

E1NT

40.000

S1SD

60.000

V1VU

50.000

30.000

30.000
40.000

A1LV

20.000

20.000

30.000

20.000
10.000

10.000

A1XA

10.000

D1TE
0

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

D1BK

B1BV

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010

Year

2010

Traded Contracts
Total

No of Trades
YoY Change

49,112
33,855

Traded Contracts
Total

82,967

Daily Average

Orderbook Share

2,456
1,693

1.25%
3.12%

26
48

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

2,074

2.01%

74

Market Share
Agent Market Maker

91.2%
77.1%

3.3%
12.3%

Market Share
Agent Market Maker

85.5%

7.0%

Principal

5.5%
10.5%

Principal

7.5%

Capital Volume in Mio


EUR

5
4

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

75,579
33,629

Open Interest in
Contracts

75,579

Deutsche Telekom
France Telecom
AXA
Vivendi
ENI
Allianz
Banco Santander
Banco Bilbao Vizcaya
Argentaria
Muenchener
Rueckversicherungs-Gesells
chaft
Deutsche Bank

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future
Future
Future

D1TE
F1TE
A1XA
V1VU
E1NT
A1LV
S1SD
B1BV

19,000
14,000
7,500
4,500
2,500
1,302
150
100

Future

M1UV

50

Future

D1BK

10

Eurex Monthly Statistics

February 2010

Volatility Index Derivatives


Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

6.000

2.400

6.000

5.000

2.000

5.000

4.000

1.600

4.000

3.000

1.200

2.000

800

1.000

400

Volatility Index
Futures

3.000

2.000

1.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,426
3,639
2,294
1,924
5,297
2,270
1,450
1,301
40
0
48
58
13

>1000%
>1000%
719.3%
472.6%
59.1%
-20.6%
56.4%
61.6%
61.6%
-97.1%
-97.1%
-100.0%
-100.0%
-91.6%
-91.6%
-92.0%
-92.0%
-98.3%
-98.3%

221
182
115
92
241
103
69
57
2

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

2
3
1

100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

8,065
14,715
13,133
7,238
3,036

12.0%
>1000%
81.4%
12.0%
138.4%
81.4%
>1000%
138.4%
1004.0%

127
96
105
48
87
56
32
28
1
0
6
9
4

No of Trades
Daily Average Order Book Share

202
58
52
29
12

100.00%
100.00%
98.10%
44.75%
100.00%

223
378
939
312
534

Market Share
Agent Market Maker

Principal

91.9%
89.0%
83.8%
84.4%
91.6%
100.0%
100.0%
100.0%
100.0%

8.1%
11.0%
16.2%
15.6%
8.4%
0.0%
0.0%
0.0%
0.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

100.0%
100.0%
100.0%

0.0%
0.0%
0.0%

0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

90.6%
92.4%
99.5%
94.0%
57.1%

9.4%
7.6%
0.1%
5.5%
41.4%

0.0%
0.0%
0.4%
0.5%
1.4%

Capital Volume in Mio


EUR

12
9
7
5
15
6
4
4
<1
<1
2
3
<1

Capital Volume in Mio


EUR

21
48
408
148
49

Open Interest in
Contracts

2,107
2,350
1,300
1,003
1,652
920
1,000
701
40
4
14
35
23

Open Interest in
Contracts

2,107
1,300
117
145
288

Market Share
Options

Most Active Products (Traded Contracts)


Futures

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

0.00%
0.00%
0.00%

100.00%
100.00%
100.00%

Market Share
Options

0.00%
0.00%
0.00%
0.00%
0.00%

Futures

100.00%
100.00%
100.00%
100.00%
100.00%

Mini-Futures auf VSTOXX Future

FVS

4,426

Eurex Monthly Statistics

February 2010

Volatility Index Derivatives :: Volatility Index Futures


Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

6.000

2.400

6.000

5.000

2.000

5.000

4.000

1.600

4.000

3.000

1.200

2.000

800

1.000

400

FVOL

3.000

2.000

1.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,426
3,639
2,294
1,924
5,297
2,270
1,450
1,301
40
0
48
58
13

>1000%
>1000%
719.3%
472.6%
59.1%
-20.6%
56.4%
61.6%
61.6%
-97.1%
-97.1%
-100.0%
-100.0%
-91.6%
-91.6%
-92.0%
-92.0%
-98.3%
-98.3%

221
182
115
92
241
103
69
57
2

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

2
3
1

100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

8,065
14,715
13,133
7,238
3,036

12.0%
>1000%
81.4%
12.0%
138.4%
81.4%
>1000%
138.4%
1004.0%

127
96
105
48
87
56
32
28
1
0
6
9
4

No of Trades
Daily Average Order Book Share

202
58
52
29
12

100.00%
100.00%
98.10%
44.75%
100.00%

223
378
939
312
534

Market Share
Agent Market Maker

Principal

91.9%
89.0%
83.8%
84.4%
91.6%
100.0%
100.0%
100.0%
100.0%

8.1%
11.0%
16.2%
15.6%
8.4%
0.0%
0.0%
0.0%
0.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

100.0%
100.0%
100.0%

0.0%
0.0%
0.0%

0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

90.6%
92.4%
99.5%
94.0%
57.1%

9.4%
7.6%
0.1%
5.5%
41.4%

0.0%
0.0%
0.4%
0.5%
1.4%

Capital Volume in Mio


EUR

12
9
7
5
15
6
4
4
<1
<1
2
3
<1

Capital Volume in Mio


EUR

21
48
408
148
49

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

2,107
2,350
1,300
1,003
1,652
920
1,000
701
40
4
14
35
23

Open Interest in
Contracts

2,107
1,300
117
145
288

Mini-Futures auf VSTOXX Future

Market Share
Calls

Puts

FVS

4,426

Eurex Monthly Statistics

February 2010

Volatility Index Derivatives :: Volatility Index Futures :: Benchmark Volatility Index Futures
Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

6.000

2.400

6.000

5.000

2.000

5.000

4.000

1.600

4.000

3.000

1.200

2.000

800

1.000

400

FVS

3.000

2.000

1.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

4,426
3,639
2,294
1,924
5,297
2,270
1,450
1,301
40
0
48
58
13

>1000%
>1000%
719.3%
472.6%
59.1%
-20.6%
56.4%
61.6%
61.6%
-97.1%
-97.1%
-100.0%
-100.0%
-91.6%
-91.6%
-92.0%
-92.0%
-98.3%
-98.3%

221
182
115
92
241
103
69
57
2

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

2
3
1

100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

8,065
14,715
13,133
7,238
3,036

12.0%
>1000%
81.4%
12.0%
138.4%
81.4%
>1000%
138.4%
1004.0%

127
96
105
48
87
56
32
28
1
0
6
9
4

No of Trades
Daily Average Order Book Share

202
58
52
29
12

100.00%
100.00%
98.10%
44.75%
100.00%

223
378
939
312
534

Market Share
Agent Market Maker

Principal

91.9%
89.0%
83.8%
84.4%
91.6%
100.0%
100.0%
100.0%
100.0%

8.1%
11.0%
16.2%
15.6%
8.4%
0.0%
0.0%
0.0%
0.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

100.0%
100.0%
100.0%

0.0%
0.0%
0.0%

0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

90.6%
92.4%
99.5%
94.0%
57.1%

9.4%
7.6%
0.1%
5.5%
41.4%

0.0%
0.0%
0.4%
0.5%
1.4%

Capital Volume in Mio


EUR

12
9
7
5
15
6
4
4
<1
<1
2
3
<1

Capital Volume in Mio


EUR

21
48
408
148
49

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

2,107
2,350
1,300
1,003
1,652
920
1,000
701
40
4
14
35
23

Open Interest in
Contracts

2,107
1,300
117
145
288

Mini-Futures auf VSTOXX Future

Market Share
Calls

Puts

FVS

4,426

Eurex Monthly Statistics

February 2010

Exchange Traded Funds Derivatives


Number of Products
Number of Series
Launched Products per Month

6
868
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

18.000

1.800

16.000

1.600

14.000

1.400

12.000

1.200

10.000

1.000

2.800

2.400

2.000

8.000

800

6.000

600

4.000

400

2.000

200

1.600

Exchange Traded
Funds Options

1.200

800

400

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

157
881.3%
881.3%
183
41.9%
41.9%
79
163.3%
163.3%
2,574 17060.0%
>1000%
238
5.3%
5.3%
560
395.6%
395.6%
5
-98.4%
-98.4%
3
-100.0%
-100.0%
27
-100.0%
-100.0%
29
-99.2%
-99.2%
892
-94.6%
-94.6%
993
-98.8%
-98.8%
16
-100.0%
-100.0%

8
9
4
123
11
25
0
0
1
1
45
45
1

100.00%
100.00%
100.00%
16.86%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

340
5,545
331,033
32,918
33,301

-98.3%
134.5%
905.6%
-98.3%
-1.2%
932.9%
-40.2%
-1.2%
-40.2%

14
14
9
21
9
15
5
3
9
9
15
15
13

No of Trades
Daily Average Order Book Share

9
22
1,303
130
131

100.00%
61.41%
6.02%
100.00%
100.00%

28
139
386
646
678

Market Share
Agent Market Maker

50.0%
50.0%
50.0%
92.7%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
50.1%
45.0%
50.0%

Principal

50.0%
50.0%
50.0%
7.3%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
1.2%
6.2%
50.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
48.8%
48.8%
0.0%

Market Share
Agent Market Maker

Principal

50.0%
68.9%
2.1%
33.2%
19.1%

50.0%
14.5%
7.9%
66.5%
80.7%

0.0%
16.6%
90.1%
0.3%
0.2%

Capital Volume in Mio


EUR

<1
<1
<1
11
<1
2
<1
<1
<1
<1
2
2
<1

Capital Volume in Mio


EUR

1
18
2,073
183
161

Open Interest in
Contracts

322
253
79
553
508
416
13
13
112
864
888
1,658
803

Open Interest in
Contracts

322
79
799
1,846
783

Market Share
Options

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
44.44%
89.66%
99.44%
99.30%
100.00%

Market Share
Options

100.00%
99.46%
99.97%
96.39%
47.24%

Most Active Products (Traded Contracts)


Futures

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
55.56%
10.34%
0.56%
0.70%
0.00%

Futures

0.00%
0.54%
0.03%
3.61%
52.76%

XMTCH on SMI Options


Option
iShares DJ EURO STOXX Option
50 Options

XMT
EUN2

145
12

Eurex Monthly Statistics

February 2010

Exchange Traded Funds Derivatives :: Exchange Traded Funds Futures


Number of Products
Number of Series
Launched Products per Month

3
12
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

16

12

4
14

14
10

12

12

8
10

10

No contract volume for reporting period

-2

4
2

-4
0

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2009
2008
2007
2006

Traded Contracts
Total

0
0
0
0
0
0
15
3
5
7
0

No of Trades
YoY Change

-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
50.0%
50.0%
-62.5%
-62.5%
-16.7%
-16.7%
-22.2%
-22.2%
-100.0%
-100.0%

Traded Contracts
Total

YoY Change

30
89
1,188
17,569

-66.3%
-92.5%
-66.3%
-93.2%
-83.5%
30.9%
-93.2%
30.9%

Daily Average

1
0
0
0

Market Share
Agent Market Maker

Orderbook Share

0
0
0
0
0
0
6
2
4
4
0

100.00%
100.00%
100.00%
100.00%

No of Trades
Daily Average Order Book Share

0
0
5
69

100.00%
100.00%
100.00%
100.00%

16
40
267
302

50.0%
50.0%
50.0%
50.0%

Principal

50.0%
50.0%
50.0%
50.0%

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

50.0%
49.4%
14.3%
0.7%

50.0%
50.6%
85.7%
99.3%

0.0%
0.0%
0.0%
0.0%

Capital Volume in Mio


EUR

<1
<1
<1
<1
<1
<1
<1
<1
<1
<1
<1

Capital Volume in Mio


EUR

<1
<1
6
85

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

0
0
0
0
0
0
0
9
12
7
12

Open Interest in
Contracts

0
12
5
38

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

16

< -25%

Eurex Monthly Statistics

February 2010

Exchange Traded Funds Derivatives :: Exchange Traded Funds Futures :: iShares / XMTCH Futures
Number of Products
Number of Series
Launched Products per Month

3
12
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

16

< -25%

16

12

4
14

14
10

12

12

8
10

10

No contract volume for reporting period

-2

4
2

-4
0

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2009
2008
2007
2006

Traded Contracts
Total

0
0
0
0
0
0
15
3
5
7
0

No of Trades
YoY Change

-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
-100.0%
50.0%
50.0%
-62.5%
-62.5%
-16.7%
-16.7%
-22.2%
-22.2%
-100.0%
-100.0%

Traded Contracts
Total

YoY Change

30
89
1,188
17,569

-66.3%
-92.5%
-66.3%
-93.2%
-83.5%
30.9%
-93.2%
30.9%

Daily Average

1
0
0
0

Market Share
Agent Market Maker

Orderbook Share

0
0
0
0
0
0
6
2
4
4
0

100.00%
100.00%
100.00%
100.00%

No of Trades
Daily Average Order Book Share

0
0
5
69

100.00%
100.00%
100.00%
100.00%

16
40
267
302

50.0%
50.0%
50.0%
50.0%

Principal

50.0%
50.0%
50.0%
50.0%

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

50.0%
49.4%
14.3%
0.7%

50.0%
50.6%
85.7%
99.3%

0.0%
0.0%
0.0%
0.0%

Capital Volume in Mio


EUR

<1
<1
<1
<1
<1
<1
<1
<1
<1
<1
<1

Capital Volume in Mio


EUR

<1
<1
6
85

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

0
0
0
0
0
0
0
9
12
7
12

Open Interest in
Contracts

0
12
5
38

Eurex Monthly Statistics

February 2010

Exchange Traded Funds Derivatives :: Exchange Traded Funds Options


Number of Products
Number of Series
Launched Products per Month

3
856
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

18.000

1.800

16.000

1.600

14.000

1.400

12.000

1.200

10.000

1.000

2.800

2.400

2.000

1.600

OXTF
8.000

800
1.200

6.000

600

4.000

400

2.000

200

800

400

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

157
881.3%
881.3%
183
41.9%
41.9%
79
203.8%
203.8%
2,574 42800.0%
>1000%
238
6.7%
6.7%
560
489.5%
489.5%
5
-98.3%
-98.3%
3
-100.0%
-100.0%
12
-100.0%
-100.0%
26
-99.2%
-99.2%
887
-94.6%
-94.6%
986
-98.8%
-98.8%
16
-100.0%
-100.0%

8
9
4
123
11
25
0
0
1
1
44
45
1

100.00%
100.00%
100.00%
16.86%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

340
5,515
330,944
31,730
15,732

-98.3%
134.5%
943.0%
-98.3%
101.7%
950.2%
-62.8%
101.7%
-62.8%

14
14
9
21
9
15
5
3
3
7
11
11
13

No of Trades
Daily Average Order Book Share

9
22
1,303
125
62

100.00%
61.20%
6.00%
100.00%
100.00%

28
123
346
379
376

Market Share
Agent Market Maker

50.0%
50.0%
50.0%
92.7%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
50.1%
44.9%
50.0%

Principal

50.0%
50.0%
50.0%
7.3%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
0.9%
5.9%
50.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
49.0%
49.2%
0.0%

Market Share
Agent Market Maker

Principal

50.0%
69.0%
2.0%
33.9%
39.7%

50.0%
14.3%
7.9%
65.8%
59.9%

0.0%
16.7%
90.1%
0.3%
0.4%

Capital Volume in Mio


EUR

<1
<1
<1
11
<1
2
<1
<1
<1
<1
2
2
<1

Capital Volume in Mio


EUR

1
18
2,072
177
76

Open Interest in
Contracts

322
253
79
553
508
416
13
13
112
855
876
1,651
791

Open Interest in
Contracts

322
79
787
1,841
745

Market Share
Calls

52.87%
12.57%
5.06%
8.70%
37.82%
0.18%
40.00%
33.33%
92.31%
99.10%
99.29%
25.00%

47.13%
87.43%
94.94%
91.30%
62.18%
99.82%
60.00%
66.67%
100.00%
7.69%
0.90%
0.71%
75.00%

Market Share
Calls

31.18%
40.98%
32.95%
42.83%
70.48%

Most Active Products (Traded Contracts)


Puts

Puts

68.82%
59.02%
67.05%
57.17%
29.52%

XMTCH on SMI Options


Option
iShares DJ EURO STOXX Option
50 Options

XMT
EUN2

145
12

Eurex Monthly Statistics

February 2010

Exchange Traded Funds Derivatives :: Exchange Traded Funds Options :: iShares / XMTCH Options
Number of Products
Number of Series
Launched Products per Month

3
856
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

18.000

1.800

16.000

1.600

14.000

1.400

12.000

1.200

10.000

1.000

2.800

2.400

2.000

XMT

8.000

800

6.000

600

1.600

1.200

EUN2
800

4.000

400

2.000

200

400

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

157
881.3%
881.3%
183
41.9%
41.9%
79
203.8%
203.8%
2,574 42800.0%
>1000%
238
6.7%
6.7%
560
489.5%
489.5%
5
-98.3%
-98.3%
3
-100.0%
-100.0%
12
-100.0%
-100.0%
26
-99.2%
-99.2%
887
-94.6%
-94.6%
986
-98.8%
-98.8%
16
-100.0%
-100.0%

8
9
4
123
11
25
0
0
1
1
44
45
1

100.00%
100.00%
100.00%
16.86%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

340
5,515
330,944
31,730
15,732

-98.3%
134.5%
943.0%
-98.3%
101.7%
950.2%
-62.8%
101.7%
-62.8%

14
14
9
21
9
15
5
3
3
7
11
11
13

No of Trades
Daily Average Order Book Share

9
22
1,303
125
62

100.00%
61.20%
6.00%
100.00%
100.00%

28
123
346
379
376

Market Share
Agent Market Maker

50.0%
50.0%
50.0%
92.7%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
50.1%
44.9%
50.0%

Principal

50.0%
50.0%
50.0%
7.3%
50.0%
50.0%
50.0%
50.0%
50.0%
50.0%
0.9%
5.9%
50.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
49.0%
49.2%
0.0%

Market Share
Agent Market Maker

Principal

50.0%
69.0%
2.0%
33.9%
39.7%

50.0%
14.3%
7.9%
65.8%
59.9%

0.0%
16.7%
90.1%
0.3%
0.4%

Capital Volume in Mio


EUR

<1
<1
<1
11
<1
2
<1
<1
<1
<1
2
2
<1

Capital Volume in Mio


EUR

1
18
2,072
177
76

Open Interest in
Contracts

322
253
79
553
508
416
13
13
112
855
876
1,651
791

Open Interest in
Contracts

322
79
787
1,841
745

Market Share
Calls

52.87%
12.57%
5.06%
8.70%
37.82%
0.18%
40.00%
33.33%
92.31%
99.10%
99.29%
25.00%

47.13%
87.43%
94.94%
91.30%
62.18%
99.82%
60.00%
66.67%
100.00%
7.69%
0.90%
0.71%
75.00%

Market Share
Calls

31.18%
40.98%
32.95%
42.83%
70.48%

Most Active Products (Traded Contracts)


Puts

Puts

68.82%
59.02%
67.05%
57.17%
29.52%

XMTCH on SMI Options


Option
iShares DJ EURO STOXX Option
50 Options

XMT
EUN2

145
12

Eurex Monthly Statistics

February 2010

Credit Derivatives
Number of Products
Number of Series
Launched Products per Month

24
48
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

2008
2007

Traded Contracts
Total

YoY Change

Daily Average

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

0
8,630

No of Trades
Orderbook Share

No of Trades

0.0%
-100.0%
0.0%
0.0%

34

100.00%

0
177

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Options

Futures

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Options

Futures

86.9%

2.3%

10.8%

<1
861

0
0

0.00%

Most Active Products (Traded Contracts)

100.00%

Eurex Monthly Statistics

February 2010

Credit Derivatives :: Credit Futures


Number of Products
Number of Series
Launched Products per Month

24
48
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

2008
2007

Traded Contracts
Total

YoY Change

Daily Average

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

0
8,630

No of Trades
Orderbook Share

No of Trades

0.0%
-100.0%
0.0%
0.0%

34

100.00%

0
177

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

86.9%

2.3%

10.8%

<1
861

0
0

Most Active Products (Traded Contracts)

Eurex Monthly Statistics

February 2010

Credit Derivatives :: Credit Futures :: iTraxx Index Series Futures


Number of Products
Number of Series
Launched Products per Month

12
12
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

2008
2007

Traded Contracts
Total

YoY Change

Daily Average

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

0
8,630

No of Trades
Orderbook Share

No of Trades

0.0%
-100.0%
0.0%
0.0%

34

100.00%

0
177

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

86.9%

2.3%

10.8%

<1
861

0
0

Most Active Products (Traded Contracts)

Eurex Monthly Statistics

February 2010

Credit Derivatives :: Credit Futures :: Single Name Recovery Futures


Number of Products
Number of Series
Launched Products per Month

12
36
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Eurex Monthly Statistics

February 2010

Inflation Derivatives
Number of Products
Number of Series
Launched Products per Month

1
20
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

4
4

2
1

No contract volume for reporting period

0
-2

-2

-2
0
-4
-4

-4
0

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Mar 2009
Feb 2009

Year

2009
2008

Traded Contracts
Total

0
0

Traded Contracts
Total

0
51

No of Trades
YoY Change

Daily Average

Market Share
Agent Market Maker

Orderbook Share

-100.0%
-100.0%
-100.0%
-100.0%

0
0

No of Trades
YoY Change

-100.0%
0.0%
-100.0%
0.0%
0.0%

Principal

100.00%

<1
<1

Market Share
Agent Market Maker

Daily Average Order Book Share

0
4

Capital Volume in Mio


EUR

19.6%

41.2%

Principal

39.2%

Capital Volume in Mio


EUR

<1
50

Open Interest in
Contracts

Market Share
Options

Futures

Most Active Products (Traded Contracts)

Market Share
Options

Futures

0
0

Open Interest in
Contracts

0
0

0.00%

100.00%

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

< -25%

Eurex Monthly Statistics

February 2010

Inflation Derivatives :: Inflation Futures


Number of Products
Number of Series
Launched Products per Month

1
20
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

4
4

2
1

No contract volume for reporting period

0
-2

-2

-2
0
-4
-4

-4
0

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Mar 2009
Feb 2009

Year

2009
2008

Traded Contracts
Total

0
0

Traded Contracts
Total

0
51

No of Trades
YoY Change

Daily Average

Market Share
Agent Market Maker

Orderbook Share

-100.0%
-100.0%
-100.0%
-100.0%

0
0

No of Trades
YoY Change

-100.0%
0.0%
-100.0%
0.0%
0.0%

Principal

100.00%

<1
<1

Market Share
Agent Market Maker

Daily Average Order Book Share

0
4

Capital Volume in Mio


EUR

19.6%

41.2%

Principal

39.2%

Capital Volume in Mio


EUR

<1
50

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

0
0

Open Interest in
Contracts

0
0

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

< -25%

Eurex Monthly Statistics

February 2010

Inflation Derivatives :: Inflation Futures :: HVP Index Futures


Number of Products
Number of Series
Launched Products per Month

1
20
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

< -25%

4
4

2
1

No contract volume for reporting period

0
-2

-2

-2
0
-4
-4

-4
0

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Mar 2009
Feb 2009

Year

2009
2008

Traded Contracts
Total

0
0

Traded Contracts
Total

0
51

No of Trades
YoY Change

Daily Average

Market Share
Agent Market Maker

Orderbook Share

-100.0%
-100.0%
-100.0%
-100.0%

0
0

No of Trades
YoY Change

-100.0%
0.0%
-100.0%
0.0%
0.0%

Principal

100.00%

<1
<1

Market Share
Agent Market Maker

Daily Average Order Book Share

0
4

Capital Volume in Mio


EUR

19.6%

41.2%

Principal

39.2%

Capital Volume in Mio


EUR

<1
50

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

0
0

Open Interest in
Contracts

0
0

Eurex Monthly Statistics

February 2010

Commodity Derivatives
Number of Products
Number of Series
Launched Products per Month

17
2,851
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

12.000

12.000

35.000

30.000

10.000

10.000

Commodity Index
Derivatives

25.000
8.000

Agricultural Index
Derivatives

8.000
20.000

6.000

6.000
15.000

4.000

4.000
10.000

Precious Metals
Derivatives

2.000
5.000

2.000

CO2 Derivatives

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

8,958
10,658
11,984
9,606
10,790
11,157
5,489
8,866
4,835
2,407
2,823
2,335
5,462

64.0%
64.0%
115.2%
115.2%
727.6%
727.6%
-19.6%
-19.6%
-35.9%
-35.9%
53.2%
53.2%
-39.2%
-39.2%
37.5%
37.5%
15.1%
15.1%
-6.3%
-6.3%
-52.4%
-52.4%
-47.8%
-47.8%
-5.5%
-5.5%

448
533
599
457
490
507
261
385
220
120
141
106
273

92.23%
70.02%
59.42%
94.74%
78.73%
100.00%
100.00%
57.79%
78.88%
100.00%
83.67%
87.19%
74.37%

Traded Contracts
Total

YoY Change

19,616
80,707
80,084
17,329
1,085

0.8%
88.3%
362.1%
0.8%
>1000%
362.1%
0.0%
1497.1%
0.0%

856
866
736
1,114
1,162
1,243
1,378
1,028
387
350
619
861
1,228

No of Trades
Daily Average Order Book Share

490
318
315
68
4

80.16%
80.78%
70.99%
50.51%
27.19%

1,722
10,491
4,735
925
59

Market Share
Agent Market Maker

28.2%
34.3%
43.5%
31.1%
38.4%
40.2%
70.8%
58.9%
15.3%
13.2%
32.7%
24.1%
32.1%

Principal

21.4%
27.0%
16.7%
54.9%
31.0%
37.4%
22.1%
21.2%
18.8%
27.5%
21.6%
24.9%
15.3%

50.4%
38.6%
39.8%
13.9%
30.5%
22.5%
7.0%
19.8%
65.9%
59.2%
45.7%
51.0%
52.7%

Market Share
Agent Market Maker

Principal

31.5%
38.3%
35.9%
31.8%
50.0%

24.5%
27.2%
16.5%
29.9%
16.4%

44.0%
34.5%
47.6%
38.3%
33.6%

Capital Volume in Mio


EUR

198
218
289
325
289
290
93
127
110
66
83
84
132

Capital Volume in Mio


EUR

417
1,953
1,788
354
20

Open Interest in
Contracts

25,820
23,210
17,281
34,905
31,865
26,067
24,538
23,162
16,871
15,924
14,620
13,219
13,426

Open Interest in
Contracts

25,820
17,281
12,826
8,315
685

Market Share
Options

11.22%
8.88%
11.58%
39.98%
24.48%
29.04%
16.56%
7.65%
7.88%
6.94%
0.11%
1.07%
0.27%

Market Share
Options

9.95%
16.46%
0.00%
0.00%
0.00%

Most Active Products (Traded Contracts)


Futures

88.78%
91.12%
88.42%
60.02%
75.52%
70.96%
83.44%
92.35%
92.12%
93.06%
99.89%
98.93%
99.73%

Futures

90.05%
83.54%
100.00%
100.00%
100.00%

Dow Jones-UBS Commodity


IndexSM
EUA Futures MidDec
Futures on European
Processing Potatoes
Gold Options
Dow Jones-UBS Energy
Sub-IndexSM
Futures on Hogs
Dow Jones-UBS Agriculture
Sub-IndexSM
Futures on Piglets
Silver Option
Gold Futures

Future

FCCO

2,780

Future
Future

F2EA
FEPP

2,717
1,387

Option
Future

OGFX
FCEN

976
526

Future
Future

FHOG
FCAG

273
169

Future
Option
Future

FPIG
OSFX
FGFX

79
29
9

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Agricultural Index Derivatives


Number of Products
Number of Series
Launched Products per Month

4
35
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

5.000

5.000

4.500

4.000
4.000

4.000

3.500

3.000
3.000

3.000
2.500

FAGR
2.000
2.000

2.000
1.500

1.000

1.000

1.000
500

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

1,739
1,628
1,465
2,295
2,296
2,726
3,693
4,793

Traded Contracts
Total

3,367
17,268

Daily Average

Orderbook Share

87
81
73
109
104
124
176
208

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
21.93%

609
553
478
668
718
806
1,160
639

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

84
68

100.00%
78.33%

1,162
4,469

Market Share
Agent Market Maker

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%

Principal

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

100.0%
100.0%

0.0%
0.0%

0.0%
0.0%

Capital Volume in Mio


EUR

7
6
5
7
8
10
12
17

Capital Volume in Mio


EUR

13
59

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

4,456
4,312
3,848
3,766
3,971
4,155
4,229
4,022

Open Interest in
Contracts

4,456
3,848

Futures on European
Processing Potatoes
Futures on Hogs
Futures on Piglets

Market Share
Calls

Puts

Future

FEPP

1,387

Future
Future

FHOG
FPIG

273
79

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Agricultural Index Derivatives :: Agricultural Index Futures


Number of Products
Number of Series
Launched Products per Month

4
35
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

5.000

5.000

4.500

FHOG

4.000
4.000

4.000

3.500

3.000
3.000

3.000

FPIG

2.500

2.000
2.000

2.000
1.500

1.000

1.000

1.000

FEPP

500

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

1,739
1,628
1,465
2,295
2,296
2,726
3,693
4,793

Traded Contracts
Total

3,367
17,268

Daily Average

Orderbook Share

87
81
73
109
104
124
176
208

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
21.93%

609
553
478
668
718
806
1,160
639

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

84
68

100.00%
78.33%

1,162
4,469

Market Share
Agent Market Maker

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%

Principal

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

100.0%
100.0%

0.0%
0.0%

0.0%
0.0%

Capital Volume in Mio


EUR

7
6
5
7
8
10
12
17

Capital Volume in Mio


EUR

13
59

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

4,456
4,312
3,848
3,766
3,971
4,155
4,229
4,022

Open Interest in
Contracts

4,456
3,848

Futures on European
Processing Potatoes
Futures on Hogs
Futures on Piglets

Market Share
Calls

Puts

Future

FEPP

1,387

Future
Future

FHOG
FPIG

273
79

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Commodity Index Derivatives


Number of Products
Number of Series
Launched Products per Month

4
20
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

10.000

10.000

8.000

7.000
8.000

8.000
6.000

5.000

6.000

6.000

CINX_FDJX

4.000

4.000

4.000

3.000

2.000
2.000

2.000
1.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

3,476
3,474
8,515
1,950
3,231
3,478
293
973
2,437
544
647
207

Traded Contracts
Total

6,950
22,275

Daily Average

Orderbook Share

174
174
426
93
147
158
14
42
111
27
32
9

79.98%
31.75%
42.89%
82.92%
28.97%
100.00%
100.00%
100.00%
62.41%
100.00%
100.00%
100.00%

53
55
74
73
62
78
28
44
47
23
22
7

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

174
88

55.87%
62.26%

108
458

Market Share
Agent Market Maker

14.6%
43.8%
41.3%
6.6%
41.7%
42.5%
32.8%
21.0%
22.5%
31.8%
43.8%
49.5%

Principal

24.3%
19.2%
5.6%
76.3%
22.2%
20.3%
40.3%
73.8%
15.9%
54.7%
48.2%
50.2%

61.1%
37.0%
53.1%
17.1%
36.0%
37.2%
27.0%
5.1%
61.6%
13.5%
8.0%
0.2%

Market Share
Agent Market Maker

Principal

29.2%
35.4%

21.7%
23.9%

49.1%
40.7%

Capital Volume in Mio


EUR

81
77
181
39
71
52
6
18
44
11
11
4

Capital Volume in Mio


EUR

158
437

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

7,066
7,350
5,214
5,674
4,890
1,925
2,023
1,865
976
1,054
852
205

Open Interest in
Contracts

7,066
5,214

Dow Jones-UBS Commodity


IndexSM
Dow Jones-UBS Energy
Sub-IndexSM
Dow Jones-UBS Agriculture
Sub-IndexSM
Dow Jones-UBS Industrial
Metals Sub-IndexSM

Market Share
Calls

Puts

Future

FCCO

2,780

Future

FCEN

526

Future

FCAG

169

Future

FCIN

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Commodity Index Derivatives :: Commodity Index Futures


Number of Products
Number of Series
Launched Products per Month

4
20
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

10.000

10.000

8.000

7.000
8.000

8.000

FCEN

6.000

5.000

6.000

6.000
4.000

FCIN

4.000

FCAG

4.000

3.000

FCCO
2.000
2.000

2.000
1.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

3,476
3,474
8,515
1,950
3,231
3,478
293
973
2,437
544
647
207

Traded Contracts
Total

6,950
22,275

Daily Average

Orderbook Share

174
174
426
93
147
158
14
42
111
27
32
9

79.98%
31.75%
42.89%
82.92%
28.97%
100.00%
100.00%
100.00%
62.41%
100.00%
100.00%
100.00%

53
55
74
73
62
78
28
44
47
23
22
7

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

174
88

55.87%
62.26%

108
458

Market Share
Agent Market Maker

14.6%
43.8%
41.3%
6.6%
41.7%
42.5%
32.8%
21.0%
22.5%
31.8%
43.8%
49.5%

Principal

24.3%
19.2%
5.6%
76.3%
22.2%
20.3%
40.3%
73.8%
15.9%
54.7%
48.2%
50.2%

61.1%
37.0%
53.1%
17.1%
36.0%
37.2%
27.0%
5.1%
61.6%
13.5%
8.0%
0.2%

Market Share
Agent Market Maker

Principal

29.2%
35.4%

21.7%
23.9%

49.1%
40.7%

Capital Volume in Mio


EUR

81
77
181
39
71
52
6
18
44
11
11
4

Capital Volume in Mio


EUR

158
437

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

7,066
7,350
5,214
5,674
4,890
1,925
2,023
1,865
976
1,054
852
205

Open Interest in
Contracts

7,066
5,214

Dow Jones-UBS Commodity


IndexSM
Dow Jones-UBS Energy
Sub-IndexSM
Dow Jones-UBS Agriculture
Sub-IndexSM
Dow Jones-UBS Industrial
Metals Sub-IndexSM

Market Share
Calls

Puts

Future

FCCO

2,780

Future

FCEN

526

Future

FCAG

169

Future

FCIN

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Precious Metals Derivatives


Number of Products
Number of Series
Launched Products per Month

4
2,722
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

4.000

4.000

6.000

3.500

3.500
5.000

3.000

3.000
4.000

2.500

2.500

OCOM_GXD
2.000

3.000

2.000

FCOM_GXD
1.500

1.500

2.000
1.000

1.000
1.000

500

500

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009

Traded Contracts
Total

1,021
1,006
1,497
3,941
2,712
3,350
1,088
902
614
490
807
929
1,192

Traded Contracts
Total

2,027
17,522

No of Trades
YoY Change

Daily Average

Orderbook Share

-14.3%
-14.3%

51
50
75
188
123
152
52
39
28
25
40
42
60

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

146
143
149
285
223
253
138
170
187
200
487
705
965

No of Trades
YoY Change

0.0%
70.1%
0.0%
0.0%
0.0%

Daily Average Order Book Share

51
69

100.00%
100.00%

289
3,762

Market Share
Agent Market Maker

20.8%
30.5%
9.3%
9.5%
13.3%
6.1%
4.0%
11.9%
18.3%
15.7%
40.2%
12.2%
20.0%

Principal

79.1%
68.9%
87.2%
87.1%
83.5%
91.9%
93.0%
82.4%
48.0%
23.0%
30.6%
43.5%
42.2%

0.1%
0.5%
3.5%
3.4%
3.3%
2.0%
2.9%
5.8%
33.6%
61.3%
29.2%
44.3%
37.8%

Market Share
Agent Market Maker

Principal

25.6%
12.0%

74.1%
76.5%

0.3%
11.6%

Capital Volume in Mio


EUR

74
76
96
259
175
205
69
60
42
34
54
66
90

Capital Volume in Mio


EUR

150
1,151

Open Interest in
Contracts

3,390
3,107
2,529
5,328
3,550
2,215
1,460
709
270
264
76
172
85

Open Interest in
Contracts

3,390
2,529

Market Share
Calls

20.08%
18.89%
23.45%
21.44%
24.85%
25.61%
34.74%
46.90%
53.75%
25.31%
0.25%
1.08%
0.08%

Market Share
Calls

19.49%
22.81%

Most Active Products (Traded Contracts)


Puts

78.35%
75.15%
69.27%
76.00%
72.53%
71.10%
48.81%
28.27%
8.31%
8.78%
0.12%
1.61%
1.17%

Puts

76.76%
53.02%

Gold Options
Silver Option
Gold Futures
Silver Future

Option
Option
Future
Future

OGFX
OSFX
FGFX
FSFX

976
29
9
7

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Precious Metals Derivatives :: Precious Metals Futures


Number of Products
Number of Series
Launched Products per Month

2
32
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest
FSFX

1.200

1.200

140

120

1.000

1.000

100
800

800
80

600

600
60

400

400
40

200
20

200

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

FGFX

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009

Traded Contracts
Total

16
60
109
101
71
110
179
224
233
323
804
904
1,177

Traded Contracts
Total

76
4,235

No of Trades
YoY Change

Daily Average

Orderbook Share

-98.6%
-98.6%

1
3
5
5
3
5
9
10
11
16
40
41
59

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

12
17
25
32
10
33
62
102
147
165
484
700
960

No of Trades
YoY Change

0.0%
-93.5%
0.0%
0.0%
0.0%

Daily Average Order Book Share

2
17

100.00%
100.00%

29
2,720

Market Share
Agent Market Maker

43.8%
37.5%
46.3%
44.1%
47.9%
45.9%
20.1%
38.2%
36.3%
22.8%
40.1%
11.2%
19.6%

Principal

50.0%
53.3%
33.9%
32.2%
51.4%
48.6%
62.0%
44.6%
18.7%
9.8%
30.7%
44.1%
42.8%

6.3%
9.2%
19.7%
23.8%
0.7%
5.5%
17.9%
17.2%
45.1%
67.5%
29.2%
44.7%
37.6%

Market Share
Agent Market Maker

Principal

38.8%
26.3%

52.6%
37.7%

8.6%
36.1%

Capital Volume in Mio


EUR

1
4
8
7
5
7
12
14
16
22
54
64
89

Capital Volume in Mio


EUR

6
299

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

30
28
16
36
17
86
115
77
53
82
59
135
71

Open Interest in
Contracts

30
16

Gold Futures
Silver Future

Market Share
Calls

Puts

Future
Future

FGFX
FSFX

9
7

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: Precious Metals Derivatives :: Precious Metals Options


Number of Products
Number of Series
Launched Products per Month

2
2,690
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

4.000

4.000

6.000

3.500

3.500
5.000

3.000

3.000
4.000

2.500

2.500

OSFX
2.000

3.000

2.000

OGFX
1.500

1.500

2.000
1.000

1.000
1.000

500

500

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009

Traded Contracts
Total

1,005
946
1,388
3,840
2,641
3,240
909
678
381
167
3
25
15

Traded Contracts
Total

No of Trades
YoY Change

Daily Average

Orderbook Share

6600.0%
>1000%

50
47
69
183
120
147
43
29
17
8
0
1
1

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

134
126
124
253
213
220
76
68
40
35
3
5
5

No of Trades
YoY Change

0.0%
1,951 12906.7%
>1000%
13,287
0.0%
0.0%
0.0%

Daily Average Order Book Share

49
52

100.00%
100.00%

260
1,042

Market Share
Agent Market Maker

20.4%
30.1%
6.4%
8.6%
12.3%
4.7%
0.9%
3.2%
7.3%
2.1%
66.7%
50.0%
53.3%

Principal

79.6%
69.9%
91.4%
88.5%
84.3%
93.4%
99.1%
94.8%
66.0%
48.5%
16.7%
20.0%
0.0%

0.0%
0.0%
2.2%
2.8%
3.3%
1.9%
0.0%
2.0%
26.6%
49.4%
16.7%
30.0%
46.7%

Market Share
Agent Market Maker

Principal

25.1%
7.4%

74.9%
88.8%

0.0%
3.8%

Capital Volume in Mio


EUR

73
72
88
252
170
198
57
46
27
12
<1
2
1

Capital Volume in Mio


EUR

145
852

Open Interest in
Contracts

3,360
3,079
2,513
5,292
3,533
2,129
1,345
632
217
182
17
37
14

Open Interest in
Contracts

3,360
2,513

Market Share
Calls

20.40%
20.08%
25.29%
22.01%
25.52%
26.48%
41.58%
62.39%
86.61%
74.25%
66.67%
40.00%
6.67%

Market Share
Calls

20.25%
30.07%

Most Active Products (Traded Contracts)


Puts

79.60%
79.92%
74.71%
77.99%
74.48%
73.52%
58.42%
37.61%
13.39%
25.75%
33.33%
60.00%
93.33%

Puts

79.75%
69.93%

Gold Options
Silver Option

Option
Option

OGFX
OSFX

976
29

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: CO2 Derivatives


Number of Products
Number of Series
Launched Products per Month

5
74
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

7.000

5.000

24.000

4.500
6.000

20.000
4.000

5.000

3.500
16.000
3.000

4.000
12.000

FCO2

2.500

3.000
2.000
8.000
2.000

1.500

1.000

4.000
1.000

500
0

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

2,722
4,550
507
1,420
2,551
1,603
415
2,198
1,784
1,373
1,369
1,199
4,270

-36.3%
-36.3%
-8.1%
-8.1%
-65.0%
-65.0%
-88.1%
-88.1%
-84.9%
-84.9%
-78.0%
-78.0%
-95.4%
-95.4%
-65.9%
-65.9%
-57.5%
-57.5%
-46.6%
-46.6%
-76.9%
-76.9%
-73.2%
-73.2%
-26.1%
-26.1%

136
228
25
68
116
73
20
96
81
69
68
55
214

100.00%
81.89%
100.00%
87.89%
100.00%
100.00%
100.00%
100.00%
94.11%
100.00%
66.33%
75.06%
67.21%

Traded Contracts
Total

YoY Change

7,272
23,642
80,084
17,329
1,085

-70.5%
-21.2%
362.1%
-70.5%
>1000%
362.1%
0.0%
1497.1%
0.0%

48
115
35
88
159
106
52
175
153
127
110
149
263

No of Trades
Daily Average Order Book Share

182
93
315
68
4

88.67%
85.78%
70.99%
50.51%
27.19%

163
1,802
4,735
925
59

Market Share
Agent Market Maker

2.4%
4.4%
17.0%
13.5%
5.6%
4.8%
13.4%
5.5%
4.5%
5.0%
23.0%
28.9%
35.4%

Principal

9.8%
33.5%
42.8%
25.1%
14.4%
23.9%
20.2%
19.2%
12.5%
18.4%
3.7%
6.2%
7.7%

87.8%
62.1%
40.2%
61.3%
80.0%
71.3%
66.4%
75.3%
83.0%
76.6%
73.3%
64.9%
56.8%

Market Share
Agent Market Maker

Principal

3.6%
15.4%
35.9%
31.8%
50.0%

24.6%
13.7%
16.5%
29.9%
16.4%

71.7%
70.9%
47.6%
38.3%
33.6%

Capital Volume in Mio


EUR

36
59
7
19
36
23
6
31
24
21
18
14
41

Capital Volume in Mio


EUR

95
306
1,788
354
20

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

10,908
8,441
5,690
20,137
19,454
17,772
16,826
16,566
15,625
14,606
13,692
12,842
13,341

Open Interest in
Contracts

10,908
5,690
12,826
8,315
685

EUA Futures MidDec


CER Futures MidDec

Market Share
Calls

Puts

Future
Future

F2EA
F2CR

2,717
5

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: CO2 Derivatives :: CO2 Futures


Number of Products
Number of Series
Launched Products per Month

4
26
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

7.000

5.000

24.000

4.500
6.000

20.000
4.000

5.000

3.500
16.000
3.000

4.000
12.000

F2EA

2.500

F2CR

3.000
2.000
8.000
2.000

1.500

1.000

4.000
1.000

500
0

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

2,722
4,550
507
1,420
2,551
1,603
415
2,198
1,784
1,373
1,369
1,199
4,270

-36.3%
-36.3%
-8.1%
-8.1%
-65.0%
-65.0%
-88.1%
-88.1%
-84.9%
-84.9%
-78.0%
-78.0%
-95.4%
-95.4%
-65.9%
-65.9%
-57.5%
-57.5%
-46.6%
-46.6%
-76.9%
-76.9%
-73.2%
-73.2%
-26.1%
-26.1%

136
228
25
68
116
73
20
96
81
69
68
55
214

100.00%
81.89%
100.00%
87.89%
100.00%
100.00%
100.00%
100.00%
94.11%
100.00%
66.33%
75.06%
67.21%

Traded Contracts
Total

YoY Change

7,272
23,642
80,084
17,329
1,085

-70.5%
-21.2%
362.1%
-70.5%
>1000%
362.1%
0.0%
1497.1%
0.0%

48
115
35
88
159
106
52
175
153
127
110
149
263

No of Trades
Daily Average Order Book Share

182
93
315
68
4

88.67%
85.78%
70.99%
50.51%
27.19%

163
1,802
4,735
925
59

Market Share
Agent Market Maker

2.4%
4.4%
17.0%
13.5%
5.6%
4.8%
13.4%
5.5%
4.5%
5.0%
23.0%
28.9%
35.4%

Principal

9.8%
33.5%
42.8%
25.1%
14.4%
23.9%
20.2%
19.2%
12.5%
18.4%
3.7%
6.2%
7.7%

87.8%
62.1%
40.2%
61.3%
80.0%
71.3%
66.4%
75.3%
83.0%
76.6%
73.3%
64.9%
56.8%

Market Share
Agent Market Maker

Principal

3.6%
15.4%
35.9%
31.8%
50.0%

24.6%
13.7%
16.5%
29.9%
16.4%

71.7%
70.9%
47.6%
38.3%
33.6%

Capital Volume in Mio


EUR

36
59
7
19
36
23
6
31
24
21
18
14
41

Capital Volume in Mio


EUR

95
306
1,788
354
20

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

10,908
8,441
5,690
20,137
19,454
17,772
16,826
16,566
15,625
14,606
13,692
12,842
13,341

Open Interest in
Contracts

10,908
5,690
12,826
8,315
685

EUA Futures MidDec


CER Futures MidDec

Market Share
Calls

Puts

Future
Future

F2EA
F2CR

2,717
5

Eurex Monthly Statistics

February 2010

Commodity Derivatives :: CO2 Derivatives :: Options on CO2 Futures


Number of Products
Number of Series
Launched Products per Month

1
48
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Eurex Monthly Statistics

February 2010

Weather Derivatives
Number of Products
Number of Series
Launched Products per Month

21
105
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Options

Futures

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Options

Futures

Most Active Products (Traded Contracts)

Eurex Monthly Statistics

February 2010

Weather Derivatives :: Catastrophe Derivatives


Number of Products
Number of Series
Launched Products per Month

21
105
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Eurex Monthly Statistics

February 2010

Weather Derivatives :: Catastrophe Derivatives :: Storm Futures


Number of Products
Number of Series
Launched Products per Month

21
105
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Eurex Monthly Statistics

February 2010

Property Derivatives
Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

140

320

4
280

120

120

240
100

100
200

80

80
160

60

60

No contract volume for reporting period

120
40

20

-2

40

80

40

20

-4
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

0
0
0
100
0
124
60
30
80
110
29
14

Traded Contracts
Total

0
547

Daily Average

Market Share
Agent Market Maker

Orderbook Share

0.00%

6
3
1
4
6
1
1

0.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

0
0
0
2
0
6
3
4
7
2
5
7

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

59.05%

0
36

Principal

100.0%

0.0%

0.0%

70.2%
66.7%
100.0%
100.0%
95.5%
100.0%
100.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

29.8%
33.3%
0.0%
0.0%
4.5%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

88.7%

0.0%

11.3%

Capital Volume in Mio


EUR

<1
<1
<1
6
<1
7
4
2
5
6
2
<1

Capital Volume in Mio


EUR

<1
32

Open Interest in
Contracts

245
245
245
245
245
245
288
248
223
146
36
14

Open Interest in
Contracts

245
245

Market Share
Options

Most Active Products (Traded Contracts)


Futures

0.00%

100.00%

0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%

100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Market Share
Options

0.00%

Futures

100.00%

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

140

< -25%

Eurex Monthly Statistics

February 2010

Property Derivatives :: Property Futures


Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

140

320

4
280

120

120

240
100

100
200

80

80
160

60

60

No contract volume for reporting period

120
40

20

-2

40

80

40

20

-4
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

0
0
0
100
0
124
60
30
80
110
29
14

Traded Contracts
Total

0
547

Daily Average

Market Share
Agent Market Maker

Orderbook Share

0.00%

6
3
1
4
6
1
1

0.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

0
0
0
2
0
6
3
4
7
2
5
7

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

59.05%

0
36

Principal

100.0%

0.0%

0.0%

70.2%
66.7%
100.0%
100.0%
95.5%
100.0%
100.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

29.8%
33.3%
0.0%
0.0%
4.5%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

88.7%

0.0%

11.3%

Capital Volume in Mio


EUR

<1
<1
<1
6
<1
7
4
2
5
6
2
<1

Capital Volume in Mio


EUR

<1
32

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

245
245
245
245
245
245
288
248
223
146
36
14

Open Interest in
Contracts

245
245

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

140

< -25%

Eurex Monthly Statistics

February 2010

Property Derivatives :: Property Futures :: Futures on IPD Indexes


Number of Products
Number of Series
Launched Products per Month

1
5
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

140

< -25%

140

320

4
280

120

120

240
100

100
200

80

80
160

60

60

No contract volume for reporting period

120
40

20

-2

40

80

40

20

-4
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009

Year

2010
2009

Traded Contracts
Total

No of Trades
YoY Change

0
0
0
100
0
124
60
30
80
110
29
14

Traded Contracts
Total

0
547

Daily Average

Market Share
Agent Market Maker

Orderbook Share

0.00%

6
3
1
4
6
1
1

0.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

0
0
0
2
0
6
3
4
7
2
5
7

No of Trades
YoY Change

0.0%
0.0%
0.0%
0.0%

Daily Average Order Book Share

59.05%

0
36

Principal

100.0%

0.0%

0.0%

70.2%
66.7%
100.0%
100.0%
95.5%
100.0%
100.0%

0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

29.8%
33.3%
0.0%
0.0%
4.5%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

88.7%

0.0%

11.3%

Capital Volume in Mio


EUR

<1
<1
<1
6
<1
7
4
2
5
6
2
<1

Capital Volume in Mio


EUR

<1
32

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Calls

Puts

245
245
245
245
245
245
288
248
223
146
36
14

Open Interest in
Contracts

245
245

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives


Number of Products
Number of Series
Launched Products per Month

12
1,478
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Type

Open Interest

50.000.000

6.000.000

50.000.000

5.000.000
40.000.000

40.000.000

4.000.000
30.000.000

30.000.000

Fixed Income
Derivatives

3.000.000

20.000.000

Money Market
Derivatives

20.000.000
2.000.000

10.000.000
1.000.000

10.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

48,736,443
39,619,836
39,172,794
38,489,588
43,999,481
49,636,687
32,025,325
33,956,372
44,970,595
34,450,590
33,358,101
45,862,162
35,680,441

36.6%
36.6%
16.3%
16.3%
25.5%
25.5%
12.3%
12.3%
-16.2%
-16.2%
-31.6%
-31.6%
-17.7%
-17.7%
-35.7%
-35.7%
-30.9%
-30.9%
-27.2%
-27.2%
-35.6%
-35.6%
-34.1%
-34.1%
-50.7%
-50.7%

2,436,822
1,980,992
1,958,640
1,832,838
1,999,976
2,256,213
1,525,015
1,476,364
2,044,118
1,722,530
1,667,905
2,084,644
1,784,022

84.75%
83.11%
87.34%
86.49%
83.94%
84.83%
86.81%
85.25%
84.25%
84.90%
83.57%
82.45%
79.67%

Traded Contracts
Total

YoY Change

88,356,279
465,683,331
658,250,515
771,728,288
731,215,924

-29.3%
26.7%
-14.7%
-29.3%
5.5%
-14.7%
11.0%
5.5%
11.0%

2,726,654
2,190,077
2,122,803
2,388,952
2,700,008
2,529,181
2,265,242
2,389,858
2,749,841
2,529,915
2,645,417
2,997,518
2,603,898

No of Trades
Daily Average Order Book Share

2,208,907
1,833,399
2,591,537
3,050,309
2,867,513

84.02%
84.38%
83.73%
84.34%
84.98%

4,916,731
30,617,953
30,998,926
17,794,943
15,538,483

Market Share
Agent Market Maker

44.5%
44.9%
46.7%
43.9%
44.3%
47.0%
46.2%
46.3%
52.4%
49.3%
50.5%
54.5%
53.5%

Principal

Capital Volume in Mio


EUR

19.3%
19.9%
21.1%
20.1%
21.9%
21.1%
19.4%
19.8%
16.0%
16.0%
15.9%
13.2%
13.5%

36.2%
35.2%
32.2%
35.9%
33.8%
31.9%
34.3%
33.9%
31.6%
34.7%
33.5%
32.4%
33.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

35.8%
33.4%
37.3%
36.4%
26.6%

10,396,572
54,506,205
73,333,340
84,193,687
82,818,720

44.7%
48.9%
48.5%
52.3%
62.0%

19.6%
17.7%
14.2%
11.4%
11.4%

5,758,637
4,637,934
4,600,677
4,492,628
5,141,418
5,795,145
3,727,153
3,961,508
5,182,831
3,997,058
3,910,113
5,446,327
4,224,058

Open Interest in
Contracts

4,970,858
5,001,607
3,758,445
5,671,668
4,417,095
3,976,531
3,511,252
3,833,858
4,091,127
3,997,909
4,428,204
4,798,075
4,695,620

Open Interest in
Contracts

4,970,858
3,758,445
3,884,296
5,363,487
5,631,131

Market Share
Options

11.85%
12.86%
6.06%
9.57%
12.97%
8.81%
9.94%
11.37%
9.94%
11.26%
13.34%
12.45%
16.79%

Market Share
Options

12.31%
11.07%
10.46%
10.19%
10.44%

Most Active Products (Traded Contracts)


Futures

88.15%
87.14%
93.94%
90.43%
87.03%
91.19%
90.06%
88.63%
90.06%
88.74%
86.66%
87.55%
83.21%

Futures

87.69%
88.93%
89.54%
89.81%
89.56%

Euro-Bund Futures
Euro-Schatz Futures
Euro-Bobl Futures
Options on Euro-Bund
Futures
Options on Euro-Schatz
Futures
Options on Euro-Bobl
Futures
Euro-BTP Futures
Euro-Buxl Futures
Three-Month EURIBOR
Futures
CONF Futures

Future
Future
Future
Option

FGBL
FGBS
FGBM
OGBL

19,321,083
12,640,769
10,744,452
2,729,969

Option

OGBS

2,158,865

Option

OGBM

888,612

Future
Future
Future

FBTP
FGBX
FEU3

146,719
62,388
32,371

Future

CONF

11,215

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Fixed Income Derivatives


Number of Products
Number of Series
Launched Products per Month

9
908
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

50.000.000

6.000.000

50.000.000

5.000.000
40.000.000

40.000.000

OFIN_LNG
4.000.000
30.000.000

30.000.000
3.000.000

20.000.000

20.000.000
2.000.000

FFIN_LNG
10.000.000
1.000.000

10.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

48,704,072
39,591,798
39,127,727
38,474,945
43,974,409
49,586,838
32,010,534
33,937,231
44,915,073
34,431,713
33,334,588
45,793,630
35,645,338

36.6%
36.6%
16.3%
16.3%
25.6%
25.6%
12.4%
12.4%
-16.1%
-16.1%
-31.6%
-31.6%
-17.7%
-17.7%
-35.6%
-35.6%
-30.9%
-30.9%
-27.2%
-27.2%
-35.6%
-35.6%
-34.1%
-34.1%
-50.7%
-50.7%

2,435,204
1,979,590
1,956,386
1,832,140
1,998,837
2,253,947
1,524,311
1,475,532
2,041,594
1,721,586
1,666,729
2,081,529
1,782,267

84.74%
83.11%
87.33%
86.48%
83.94%
84.82%
86.80%
85.25%
84.23%
84.89%
83.56%
82.42%
79.65%

Traded Contracts
Total

YoY Change

88,295,870
465,280,088
657,547,242
770,935,653
730,448,466

-29.2%
26.7%
-14.7%
-29.2%
5.5%
-14.7%
11.0%
5.5%
11.0%

2,725,090
2,188,794
2,121,346
2,387,998
2,698,820
2,527,568
2,264,276
2,389,033
2,748,574
2,529,145
2,644,496
2,995,391
2,602,496

No of Trades
Daily Average Order Book Share

2,207,397
1,831,811
2,588,769
3,047,176
2,864,504

84.01%
84.37%
83.72%
84.33%
84.97%

4,913,884
30,602,904
30,975,329
17,770,250
15,514,677

Market Share
Agent Market Maker

44.5%
44.9%
46.8%
44.0%
44.4%
47.0%
46.3%
46.3%
52.5%
49.3%
50.6%
54.5%
53.6%

Principal

Capital Volume in Mio


EUR

19.3%
19.9%
21.1%
20.1%
21.9%
21.1%
19.4%
19.8%
16.0%
16.0%
15.9%
13.1%
13.4%

36.2%
35.2%
32.2%
35.9%
33.8%
31.9%
34.3%
33.9%
31.5%
34.7%
33.5%
32.3%
33.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

35.8%
33.4%
37.3%
36.4%
26.6%

10,336,684
54,108,360
72,660,550
83,440,721
82,077,596

44.7%
49.0%
48.5%
52.3%
62.0%

19.5%
17.6%
14.2%
11.3%
11.3%

5,726,529
4,610,155
4,556,070
4,478,128
5,116,608
5,745,715
3,712,547
3,942,604
5,128,032
3,978,415
3,886,956
5,378,879
4,189,577

Open Interest in
Contracts

4,947,017
4,973,384
3,729,696
5,649,063
4,395,178
3,949,983
3,476,768
3,799,592
4,057,733
3,961,635
4,396,604
4,764,190
4,664,782

Open Interest in
Contracts

4,947,017
3,729,696
3,853,227
5,330,250
5,582,824

Market Share
Calls

5.16%
5.34%
2.63%
4.81%
7.49%
4.63%
5.48%
5.64%
6.52%
6.52%
8.20%
9.19%
12.59%

Market Share
Calls

5.24%
6.65%
6.45%
5.64%
4.97%

Most Active Products (Traded Contracts)


Puts

6.70%
7.53%
3.43%
4.76%
5.49%
4.18%
4.47%
5.73%
3.43%
4.75%
5.15%
3.28%
4.22%

Puts

7.07%
4.43%
4.02%
4.57%
5.48%

Euro-Bund Futures
Euro-Schatz Futures
Euro-Bobl Futures
Options on Euro-Bund
Futures
Options on Euro-Schatz
Futures
Options on Euro-Bobl
Futures
Euro-BTP Futures
Euro-Buxl Futures
CONF Futures

Future
Future
Future
Option

FGBL
FGBS
FGBM
OGBL

19,321,083
12,640,769
10,744,452
2,729,969

Option

OGBS

2,158,865

Option

OGBM

888,612

Future
Future
Future

FBTP
FGBX
CONF

146,719
62,388
11,215

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Fixed Income Derivatives :: Fixed Income Futures


Number of Products
Number of Series
Launched Products per Month

6
18
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

50.000.000

4.000.000

50.000.000

FGBS
45.000.000

3.500.000

40.000.000

45.000.000

40.000.000

FGBM

3.000.000
35.000.000

35.000.000
2.500.000

30.000.000

30.000.000

25.000.000

2.000.000

20.000.000
1.500.000
15.000.000

FGBX
FBTP

25.000.000

CONF

20.000.000

15.000.000
1.000.000

10.000.000

10.000.000
500.000

5.000.000

5.000.000
0

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

FGBL

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

42,926,626
34,496,530
36,755,520
34,791,715
38,266,979
45,215,451
28,827,226
30,077,743
40,447,242
30,551,887
28,883,155
40,084,590
29,653,880

44.8%
44.8%
14.4%
14.4%
28.9%
28.9%
17.2%
17.2%
-15.5%
-15.5%
-29.7%
-29.7%
-16.2%
-16.2%
-35.0%
-35.0%
-32.0%
-32.0%
-28.5%
-28.5%
-38.4%
-38.4%
-37.2%
-37.2%
-54.2%
-54.2%

2,146,331
1,724,827
1,837,776
1,656,748
1,739,408
2,055,248
1,372,725
1,307,728
1,838,511
1,527,594
1,444,158
1,822,027
1,482,694

93.26%
92.25%
91.43%
93.34%
93.60%
90.88%
94.05%
93.45%
91.60%
93.05%
93.53%
92.03%
92.87%

Traded Contracts
Total

YoY Change

77,423,156
413,715,917
588,707,909
692,272,995
654,119,660

-29.7%
29.4%
-15.0%
-29.7%
5.8%
-15.0%
9.1%
5.8%
9.1%

2,701,451
2,169,625
2,108,403
2,370,091
2,675,126
2,508,865
2,249,023
2,371,458
2,730,332
2,512,331
2,626,321
2,973,755
2,582,634

No of Trades
Daily Average Order Book Share

1,935,579
1,628,803
2,317,748
2,736,257
2,565,175

92.81%
92.52%
91.06%
91.28%
92.32%

4,871,076
30,384,186
30,736,431
17,526,801
15,263,587

Market Share
Agent Market Maker

39.1%
39.1%
44.4%
39.5%
37.9%
43.3%
41.8%
41.3%
48.6%
44.7%
45.0%
49.5%
46.3%

Principal

Capital Volume in Mio


EUR

20.1%
20.8%
21.5%
21.0%
23.5%
21.9%
20.3%
20.8%
16.6%
16.5%
16.7%
13.8%
14.5%

40.8%
40.0%
34.1%
39.5%
38.6%
34.8%
37.8%
37.9%
34.8%
38.8%
38.3%
36.7%
39.2%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

40.5%
37.3%
41.2%
40.1%
29.2%

9,075,398
48,069,294
65,019,738
74,803,485
73,479,785

39.1%
44.2%
44.4%
48.8%
59.6%

20.4%
18.5%
14.4%
11.1%
11.2%

5,052,755
4,022,643
4,276,845
4,046,001
4,447,146
5,233,640
3,340,829
3,492,377
4,615,518
3,526,550
3,362,437
4,706,878
3,485,671

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

3,874,480
3,404,387
2,833,252
3,387,463
3,025,826
2,867,257
2,547,803
2,674,096
2,552,194
2,974,297
2,804,113
2,702,686
2,845,513

Open Interest in
Contracts

3,874,480
2,833,252
3,000,353
3,820,286
3,796,014

Euro-Bund Futures
Euro-Schatz Futures
Euro-Bobl Futures
Euro-BTP Futures
Euro-Buxl Futures
CONF Futures

Market Share
Calls

Puts

Future
Future
Future
Future
Future
Future

FGBL
FGBS
FGBM
FBTP
FGBX
CONF

19,321,083
12,640,769
10,744,452
146,719
62,388
11,215

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Fixed Income Derivatives :: Options on Fixed Income Futures
Number of Products
Number of Series
Launched Products per Month

3
890
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

6.000.000

2.400.000

6.000.000

5.000.000

2.000.000

5.000.000

4.000.000

1.600.000

4.000.000

3.000.000

1.200.000

2.000.000

800.000

1.000.000

400.000

OGBS

OGBM

3.000.000

2.000.000

1.000.000

0
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

OGBL

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Open Interest

Traded Contracts
Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

5,777,446
5,095,268
2,372,207
3,683,230
5,707,430
4,371,387
3,183,308
3,859,488
4,467,831
3,879,826
4,451,433
5,709,040
5,991,458

-3.6%
-3.6%
31.1%
31.1%
-10.2%
-10.2%
-19.3%
-19.3%
-20.4%
-20.4%
-46.5%
-46.5%
-28.7%
-28.7%
-40.5%
-40.5%
-18.4%
-18.4%
-14.1%
-14.1%
-8.3%
-8.3%
0.6%
0.6%
-19.8%
-19.8%

288,872
254,763
118,610
175,392
259,429
198,699
151,586
167,804
203,083
193,991
222,572
259,502
299,573

21.50%
21.21%
23.80%
21.70%
19.15%
22.04%
21.16%
21.27%
17.49%
20.65%
18.86%
14.96%
14.20%

Traded Contracts
Total

YoY Change

10,872,714
51,564,171
68,839,333
78,662,658
76,328,806

-25.1%
10.1%
-12.5%
-25.1%
3.1%
-12.5%
30.7%
3.1%
30.7%

23,639
19,169
12,943
17,907
23,694
18,703
15,253
17,575
18,242
16,814
18,175
21,636
19,862

No of Trades
Daily Average Order Book Share

271,818
203,009
271,021
310,920
299,329

21.36%
19.00%
20.95%
23.12%
21.98%

42,808
218,718
238,898
243,449
251,090

Market Share
Agent Market Maker

84.8%
84.2%
83.4%
86.0%
87.8%
85.4%
86.2%
85.6%
87.5%
86.0%
86.9%
90.0%
89.5%

Principal

13.1%
13.6%
14.7%
12.1%
10.7%
12.9%
11.4%
11.8%
10.5%
11.9%
10.8%
8.2%
8.0%

2.1%
2.2%
1.9%
1.9%
1.5%
1.7%
2.4%
2.6%
2.0%
2.0%
2.3%
1.8%
2.5%

Market Share
Agent Market Maker

Principal

84.5%
87.0%
84.0%
82.8%
83.2%

13.3%
10.9%
12.0%
13.7%
12.5%

2.2%
2.2%
4.1%
3.6%
4.3%

Capital Volume in Mio


EUR

673,774
587,512
279,225
432,127
669,462
512,076
371,717
450,227
512,514
451,865
524,519
672,001
703,906

Capital Volume in Mio


EUR

1,261,286
6,039,066
7,640,812
8,637,236
8,597,810

Open Interest in
Contracts

1,072,537
1,568,997
896,444
2,261,600
1,369,352
1,082,726
928,965
1,125,496
1,505,539
987,338
1,592,491
2,061,504
1,819,269

Open Interest in
Contracts

1,072,537
896,444
852,874
1,509,964
1,786,810

Market Share
Calls

43.52%
41.48%
43.44%
50.26%
57.69%
52.57%
55.09%
49.60%
65.53%
57.88%
61.41%
73.73%
74.91%

Market Share
Calls

42.56%
60.05%
61.64%
55.24%
47.53%

Most Active Products (Traded Contracts)


Puts

56.48%
58.52%
56.56%
49.74%
42.31%
47.43%
44.91%
50.40%
34.47%
42.12%
38.59%
26.27%
25.09%

Puts

57.44%
39.95%
38.36%
44.76%
52.47%

Options on Euro-Bund
Futures
Options on Euro-Schatz
Futures
Options on Euro-Bobl
Futures

Option

OGBL

2,729,969

Option

OGBS

2,158,865

Option

OGBM

888,612

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Money Market Derivatives


Number of Products
Number of Series
Launched Products per Month

3
570
0

Volume Development Trend


YoY Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

f >=-25% and < 0% g >=0% and <=25%h > 25%

Traded Contracts by Product Class

Open Interest

70.000

70.000

40.000

35.000

60.000

60.000

30.000
50.000

50.000
25.000

40.000

40.000

FFIN_SRT

20.000
30.000

30.000
15.000

20.000

20.000

10.000

10.000

5.000

10.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

32,371
28,038
45,067
14,643
25,072
49,849
14,791
19,141
55,522
18,877
23,513
68,532
35,103

-7.8%
-7.8%
-15.4%
-15.4%
-29.3%
-29.3%
-38.3%
-38.3%
-47.0%
-47.0%
-36.0%
-36.0%
-71.9%
-71.9%
-65.0%
-65.0%
-31.7%
-31.7%
-66.0%
-66.0%
-56.7%
-56.7%
-0.8%
-0.8%
-40.4%
-40.4%

1,619
1,402
2,253
697
1,140
2,266
704
832
2,524
944
1,176
3,115
1,755

97.68%
86.63%
93.34%
100.00%
94.02%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

60,409
403,243
703,273
792,635
767,458

-42.7%
-11.5%
-11.3%
-42.7%
3.3%
-11.3%
11.4%
3.3%
11.4%

1,564
1,283
1,457
954
1,188
1,613
966
825
1,267
770
921
2,127
1,402

No of Trades
Daily Average Order Book Share

1,510
1,588
2,769
3,133
3,010

92.55%
98.88%
99.83%
100.00%
99.87%

2,847
15,049
23,597
24,693
23,806

Market Share
Agent Market Maker

37.5%
23.2%
11.2%
4.4%
5.4%
9.1%
7.1%
11.3%
7.8%
7.2%
13.2%
9.6%
15.8%

Principal

29.4%
38.2%
46.2%
48.2%
38.5%
33.0%
53.0%
41.8%
41.9%
42.7%
41.6%
43.9%
46.1%

33.1%
38.6%
42.6%
47.4%
56.1%
57.9%
39.9%
46.9%
50.3%
50.2%
45.2%
46.5%
38.1%

Market Share
Agent Market Maker

Principal

30.9%
9.6%
11.5%
12.9%
25.4%

33.5%
43.0%
52.1%
58.2%
55.0%

35.7%
47.4%
36.3%
28.9%
19.6%

Capital Volume in Mio


EUR

32,109
27,779
44,608
14,500
24,810
49,430
14,606
18,905
54,799
18,643
23,156
67,448
34,482

Capital Volume in Mio


EUR

59,887
397,845
672,790
752,966
741,124

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

23,841
28,223
28,749
22,605
21,917
26,548
34,484
34,266
33,394
36,274
31,600
33,885
30,838

Open Interest in
Contracts

23,841
28,749
31,069
33,237
48,307

Three-Month EURIBOR
Futures

Market Share
Calls

Puts

Future

FEU3

32,371

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Money Market Derivatives :: Money Market Futures


Number of Products
Number of Series
Launched Products per Month

2
24
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

70.000

70.000

40.000

35.000

60.000

60.000

30.000
50.000

50.000
25.000

40.000

40.000
20.000

FEU3

30.000

30.000
15.000

20.000

20.000

10.000

10.000

5.000

10.000

0
2009
Feb

2009
Mar

2009
Apr

2009
May

Total Volume 12 Month


Moving Average

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

Traded Contracts

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Feb 2010
Jan 2010
Dec 2009
Nov 2009
Oct 2009
Sep 2009
Aug 2009
Jul 2009
Jun 2009
May 2009
Apr 2009
Mar 2009
Feb 2009

Year

2010
2009
2008
2007
2006

Traded Contracts
Total

YoY Change

Daily Average

Orderbook Share

No of Trades

32,371
28,038
45,067
14,643
25,072
49,849
14,791
19,141
55,522
18,877
23,513
68,532
35,103

-7.8%
-7.8%
-15.4%
-15.4%
-29.3%
-29.3%
-38.3%
-38.3%
-47.0%
-47.0%
-36.0%
-36.0%
-71.9%
-71.9%
-65.0%
-65.0%
-31.7%
-31.7%
-66.0%
-66.0%
-56.7%
-56.7%
-0.8%
-0.8%
-40.4%
-40.4%

1,619
1,402
2,253
697
1,140
2,266
704
832
2,524
944
1,176
3,115
1,755

97.68%
86.63%
93.34%
100.00%
94.02%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%

Traded Contracts
Total

YoY Change

60,409
403,243
703,273
792,635
767,458

-42.7%
-11.5%
-11.3%
-42.7%
3.3%
-11.3%
11.4%
3.3%
11.4%

1,564
1,283
1,457
954
1,188
1,613
966
825
1,267
770
921
2,127
1,402

No of Trades
Daily Average Order Book Share

1,510
1,588
2,769
3,133
3,010

92.55%
98.88%
99.83%
100.00%
99.87%

2,847
15,049
23,597
24,693
23,806

Market Share
Agent Market Maker

37.5%
23.2%
11.2%
4.4%
5.4%
9.1%
7.1%
11.3%
7.8%
7.2%
13.2%
9.6%
15.8%

Principal

29.4%
38.2%
46.2%
48.2%
38.5%
33.0%
53.0%
41.8%
41.9%
42.7%
41.6%
43.9%
46.1%

33.1%
38.6%
42.6%
47.4%
56.1%
57.9%
39.9%
46.9%
50.3%
50.2%
45.2%
46.5%
38.1%

Market Share
Agent Market Maker

Principal

30.9%
9.6%
11.5%
12.9%
25.4%

33.5%
43.0%
52.1%
58.2%
55.0%

35.7%
47.4%
36.3%
28.9%
19.6%

Capital Volume in Mio


EUR

32,109
27,779
44,608
14,500
24,810
49,430
14,606
18,905
54,799
18,643
23,156
67,448
34,482

Capital Volume in Mio


EUR

59,887
397,845
672,790
752,966
741,124

Open Interest in
Contracts

Market Share
Calls

Most Active Products (Traded Contracts)


Puts

23,841
28,223
28,749
22,605
21,917
26,548
34,484
34,266
33,394
36,274
31,600
33,885
30,838

Open Interest in
Contracts

23,841
28,749
31,069
33,237
48,307

Three-Month EURIBOR
Futures

Market Share
Calls

Puts

Future

FEU3

32,371

Eurex Monthly Statistics

February 2010

Interest Rate Derivatives :: Money Market Derivatives :: Options on Money Market Futures
Number of Products
Number of Series
Launched Products per Month

1
546
0

Volume Development Trend


MoM Change
i

Traded Contracts & Open Interest

Traded Contracts by Account Type

Traded Contracts

< -25%

YTM/YTM prev. Year

>=-25% and < 0%

g >=0% and <=25%h > 25%

Traded Contracts by Product

Open Interest

-2

-2

-4

-4

No contract volume for reporting period

-2

-2
-4

-4
-6

-6
2009
Feb

2009
Mar

2009
Apr

Total Volume 12 Month


Moving Average

2009
May

2009
Jun

2009
Jul

2009
Aug

Order Book Volume

2009
Sep

2009
Oct

2009
Nov

OTC Volume

2009
Dec

2010
Jan

2010
Feb

-6

2009
Feb

2009
Mar

2009
Apr

2009
May

2009
Jun

2009
Jul

2009
Aug

2009
Sep

2009
Oct

2009
Nov

2009
Dec

2010
Jan

2010
Feb

-6

Open Interest

Market Maker

Principal

Agent

No of Trades
Month

Year

Traded Contracts
Total

YoY Change

Daily Average

No of Trades

Traded Contracts
Total

YoY Change

Daily Average Order Book Share

Orderbook Share

No of Trades

0.0%
0.0%
0.0%
0.0%

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Most Active Products (Traded Contracts)

Market Share
Agent Market Maker

Principal

Capital Volume in Mio


EUR

Open Interest in
Contracts

Market Share
Calls

Puts

Product Group

COM

Commodity Derivatives

Product Type
CO2

CO2 Derivatives

GOLD

Precious Metals Derivatives

CINX
AGR

Commodity Index Derivatives


Agricultural Index Derivatives

CRD

Credit Derivatives

FCRD

Credit Futures

DVD

Dividend Derivatives

FDVD

Equity Dividend Futures

OSTK

Equity Options

FSTK

Single Stock Futures

STK

Equity Derivatives

Product Class
FCO2
CO2 Futures
OCO2
Options on CO2 Futures
FCOM_GXD Precious Metals Futures
OCOM_GXD Precious Metals Options
CINX_FDJX Commodity Index Futures
FAGR
Agricultural Index Futures
FCRD_IDX iTraxx Index Series Futures
FCRD_SNR Single Name Recovery Futures
FDVD_INX Blue Chip Index Dividend Futures
FDVD_EQ
Single Stock Dividend Futures
OESA
Options on DJ STOXX 600 Automobiles & Parts Components
OESB
Options on DJ STOXX 600 Banks Components
OESS
Options on DJ STOXX 600 Basic Resources Components
OESC
Options on DJ STOXX 600 Chemicals Components
OESN
Options on DJ STOXX 600 Construction & Materials Components
OESF
Options on DJ STOXX 600 Financial Services Components
OESO
Options on DJ STOXX 600 Food & Beverage Components
OESH
Options on DJ STOXX 600 Health Care Components
OESG
Options on DJ STOXX 600 Industrial Goods & Services Components
OESI
Options on DJ STOXX 600 Insurance Components
OESM
Options on DJ STOXX 600 Media Components
OESE
Options on DJ STOXX 600 Oil & Gas Components
OESZ
Options on DJ STOXX 600 Personal & Household Goods Components
OESL
Options on DJ STOXX 600 Real Estate Components
OESR
Options on DJ STOXX 600 Retail Components
OESY
Options on DJ STOXX 600 Technology Components
OEST
Options on DJ STOXX 600 Telecommunications Components
OESV
Options on DJ STOXX 600 Travel & Leisure Components
OESU
Options on DJ STOXX 600 Utilities Components
OSTK_OTH Options on Other Stocks
OSTK_RU
Options on Russian Stocks
OSPX
Options on S&P 500 Components
FESA
Futures on DJ STOXX 600 Automobiles & Parts Components
FESB
Futures on DJ STOXX 600 Banks Components
FESS
Futures on DJ STOXX 600 Basic Resources Components
FESC
Futures on DJ STOXX 600 Chemicals Components
FESN
Futures on DJ STOXX 600 Construction & Materials Components
FESF
Futures on DJ STOXX 600 Financial Services Components
FESO
Futures on DJ STOXX 600 Food & Beverage Components
FESH
Futures on DJ STOXX 600 Health Care Components
FESG
Futures on DJ STOXX 600 Industrial Goods & Services Components
FESI
Futures on DJ STOXX 600 Insurance Components
FESM
Futures on DJ STOXX 600 Media Components
FESE
Futures on DJ STOXX 600 Oil & Gas Components
FESZ
Futures on DJ STOXX 600 Personal & Household Goods Components
FESL
Futures on DJ STOXX 600 Real Estate Components
FESR
Futures on DJ STOXX 600 Retail Components
FESY
Futures on DJ STOXX 600 Technology Components

Product Group

Product Type

STK

FSTK

Equity Derivatives

OINX
INX

Equity Index Derivatives


FINX

XTF

Exchange Traded Funds


Derivatives

INF

Inflation Derivatives

FIN

Interest Rate Derivatives

OXTF
FXTF
FINF
INTP
FINP

PROP
VOL
WTH

Property Derivatives
Volatility Index Derivatives
Weather Derivatives

FPROP
FVOL
CATA

Product Class
FEST
Futures on DJ STOXX 600 Telecommunications Components
FESV
Futures on DJ STOXX 600 Travel & Leisure Components
FESU
Futures on DJ STOXX 600 Utilities Components
Single Stock Futures
FSTK_OTH Futures on Other Stocks
FSTK_RU
Futures on Russian Stocks
FSPX
Futures on S&P 500 Components
OINX_BLU Blue Chip Index Options
Equity Index Options
OINX_ESX DJ EURO STOXX Sector Index Options
OINX_STX DJ STOXX Sector Index Options
FINX_BLU Blue Chip Index Futures
FINX_ESX DJ EURO STOXX Sector Index Futures
Equity Index Futures
FINX_STX DJ STOXX Sector Index Futures
FINX_DJX Dow Jones Sector Titans Index Futures
Exchange Traded Funds Options OXTF
iShares / XMTCH Options
Exchange Traded Funds Futures FXTF
iShares / XMTCH Futures
Inflation Futures
FINF_IDX
HVP Index Futures
FFIN_SRT
Money Market Futures
Money Market Derivatives
OFIN_SRT Options on Money Market Futures
FFIN_LNG Fixed Income Futures
Fixed Income Derivatives
OFIN_LNG Options on Fixed Income Futures
Property Futures
FPROP_IPD Futures on IPD Indexes
Volatility Index Futures
FVOL
Benchmark Volatility Index Futures
Catastrophe Derivatives
CATA_STM Storm Futures

Eurex Monthly Statistics

February 2010

Disclaimer

Eurex 2010
Deutsche Brse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing AG (Eurex Clearing) as well as Eurex Bonds
GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under German law. Eurex Zrich AG is a corporate
entity and is registered under Swiss law. Clearstream Banking S.A. is a corporate entity and is registered under Luxembourg law. U.S. Exchange
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Frankfurt AG (Eurex) is the administrating and operating institution of Eurex Deutschland. Eurex Deutschland and Eurex Zrich AG are in the following
referred to as the "Eurex Exchanges".
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service marks listed below) are owned by DBAG and its affiliates and subsidiaries including, without limitation, all patent, registered design, copyright,
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their respective servants and agents (a) do not make any representations or warranties regarding the information contained herein, whether express or
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any information contained herein under any circumstances, including, without limitation, in connection with actual trading or otherwise or for any
errors or omissions contained in this publication.
This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer,
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STOXX Banks Futures contracts, STOXX Europe 600 Banks/Industrial Goods & Services/Insurance/Media/Personal & Household Goods/Travel &
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Eurex Monthly Statistics

February 2010

Disclaimer

Trademarks and Service Marks


Buxl, DAX, DivDAX, eb.rexx, Eurex, Eurex Bonds, Eurex Repo, Eurex Strategy WizardSM, Euro GC Pooling, EXTF, FDAX, FWB, GC
Pooling,,GCPI, MDAX, ODAX, SDAX, TecDAX, USD GC Pooling, VDAX, VDAX-NEW, Xetra and XTF Exchange Traded Funds are
registered trademarks of DBAG.
Phelix Base and Phelix Peak are registered trademarks of European Energy Exchange AG (EEX).
The service marks MSCI Russia and MSCI Japan are the exclusive property of MSCI Barra.
iTraxx is a registered trademark of International Index Company Limited (IIC) and has been licensed for the use by Eurex. IIC does not approve,
endorse or recommend Eurex or iTraxx Europe 5-year Index Futures, iTraxx Europe HiVol 5-year Index Futures and iTraxx Europe Crossover
5-year Index Futures.
Eurex is solely responsible for the creation of the Eurex iTraxx Credit Futures contracts, their trading and market surveillance. ISDA neither
sponsors nor endorses the product's use. ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.
IPD UK Annual All Property Index is a registered trademark of Investment Property Databank Ltd. IPD and has been licensed for the use by Eurex for
derivatives.
SLI, SMI, SMIM, and VSMI are registered trademarks of SIX Swiss Exchange AG.
The STOXX indices, the data included therein and the trademarks used in the index names are the intellectual property of STOXX Limited, Zurich,
Switzerland and/or its licensors which is used by Eurex Frankfurt AG under license. Eurex derivatives based on the STOXX indices are in no way
sponsored, endorsed, sold or promoted by STOXX and its licensors and neither STOXX nor its licensors shall have any liability with respect thereto.
.
Dow Jones, Dow Jones Global Titans 50 IndexSM and Dow Jones Sector Titans IndexesSM are service marks of Dow Jones & Company, Inc. Dow
Jones-UBS Commodity IndexSM and any related sub-indexes are service marks of Dow Jones & Company, Inc. and UBS AG.
All derivatives based on these indexes are not sponsored, endorsed, sold or promoted by STOXX Ltd., Dow Jones & Company, Inc. or UBS AG, and
neither party makes any representation regarding the advisability of trading or of investing in such products.
All references to London Gold and Silver Fixing prices are used with the permission of The London Gold Market Fixing Limited as well as The London
Silver Market Fixing Limited, which for the avoidance of doubt has no involvement with and accepts no responsibility whatsoever for the underlying
product to which the Fixing prices may be referenced.
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The names of other companies and third party products may be trademarks or service marks of their respective owners.