Eurex Group Releases October 2015 Volumes, ADV Near Yearly Lows

Eurex Group has released its volumes for the month ending October 2015, which incurred a staunch decline MoM when compared to September 2015, according to a Eurex statement.

Eurex’s average daily volume (ADV) during October 2015 came in at 7.8 million contracts, which corresponds to a sizable drop of -21.2% MoM from 9.9 million contracts in September 2015. Across a yearly timeframe, Eurex’s October 2015 ADV experienced a congruent decline of -21.2% YoY from 9.9 million contracts in October 2014.

The latest figures snap Eurex’s string of consecutive rising monthly volumes, with September and August 2015 each having secured a tepid gain MoM across its ADV.

Equity Index Derivatives Plunge

Eurex’s leading installment of equity index derivatives (combining both equity options and single stock futures) saw a volume of just 58.1 million contracts in October 2015, down -35.9% MoM from 90.6 million contracts in September 2015. Furthermore, October’s volumes also constituted a -32.8% YoY jump from 86.5 million contracts in October 2014.

In October 2015, Eurex’s single largest contract was again the EURO STOXX 50 Index, which secured over 23.5 million traded contracts (40.5 million in September 2015) – while its blue chip index also totaled just 23.5 million contracts (31.5 million in September 2015).