1 Key Figures 1
Eurex Monthly Statistics
Derivatives Market December 2001
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 2
Table of Contents
1
EUREX – KEY FIGURES
4
1.1
Monthly Press Release
4
1.2
Eurex Participants
6
1.3
Turnover of Eurex Participants by Country
8
1.4
Eurex Total
9
1.5
Eurex Summary
13
2
EUREX - INDEX PRODUCTS
15
2.1
Dow Jones Euro-STOXX 50 Options
15
2.2
Dow Jones Euro STOXX 50 Futures
17
2.3
Dow Jones STOXX 50 Options
18
2.4
Dow Jones STOXX 50 Futures
20
2.5
VDAX Volatility Index
22
2.6
DAX Options
23
2.7
DAX Futures
25
2.8
NEMAX 50 Option
27
2.9
NEMAX 50 Future
29
2.10
SMI Options
30
2.11
SMI Futures
32
2.12
FOX Options
34
2.13
FOX Futures
35
3
EUREX – EQUITY PRODUCTS
37
3.1
Options on DAX Component Equities
37
3.2
Options on DAX Component Equities – Breakdown by Individual Securities
39
3.3
Options on SMI Component Equities
41
3.4
Options on SMI Component Equities – Breakdown by Individual Securities
43
3.5
Options on DJ Euro-STOXX 50 Component Equities
45
3.6
Options on DJ Euro-STOXX 50 Component Equities – Breakdown by Individual Securities
47
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 3
3.7
Options on Neuer Markt Component Equities
48
3.8
Options on Neuer Markt Component Equities – Breakdown by Individual Securities
50
3.9
Options on Nordic Equities
51
3.10
Options on Nordic Equities – Breakdown by Individual Securities
52
4
EUREX - MONEY MARKET PRODUCTS
53
4.1
One-Month-Euribor Futures
53
4.2
Three-Month Euribor Futures
55
4.3
Options on Three-Month-Euribor Futures
57
5
EUREX - CAPITAL MARKET PRODUCTS
58
5.1
Euro-Schatz Futures
58
5.2
Options on Euro-Schatz Futures
60
5.3
Euro-Bobl Futures
61
5.4
Options on Euro-Bobl Futures
63
5.5
Euro-Bund Futures
65
5.6
Options on Euro-Bund Futures
67
5.7
CONF Futures
69
5.8
Deliverable Bonds for Eurex Futures
71
5.9
Delivered Bonds for Eurex Futures
73
6
INTERNATIONAL OPTIONS AND FUTURES EXCHANGES
74
6.1
Total Turnover
74
6.2
Index Products
76
6.3
International Index Derivatives
78
6.4
Equity Options
95
6.5
Money Market Products
99
6.6
Capital Market Products
101
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1
Eurex – Key Figures
1.1
Monthly Press Release
ex_monthly0112.doc
Eurex Turns Over Some 44 Million Contracts in December 2001 Total of 674 million contracts for 2001, up 48 percent from previous year's figure Position as world's leading derivatives exchange further expanded Index products are top products for the month and year as a whole The international derivatives exchange Eurex closed out the year 2001 with a record volume of more than 674 million contracts traded. Eurex thus topped the previous year's total by 48 percent and further expanded its position as the world's leading derivatives exchange. The December turnover figures reflect the rising volumes for the year as a whole: Some 44 million contracts were traded and cleared at Eurex during the last month of the year, representing an increase of 25 percent against the December 2000 figure (35 million contracts). The capital market products were the highest-turnover segment at Eurex and the world's most successful exchange-traded derivatives family in December with 25 million contracts traded, up 16 percent from the December 2000 figure. The Bund future was the highestvolume product in December, and at the same high level as the year before, with more than 10 million contracts traded, followed by the Schatz future with 6.5 million contracts, an increase of 76 percent against the December 2000 volume (3.7 million contracts), as well as the Bobl future with some 5.9 million contracts traded, a 15 percent increase over the December 2000 figure (5.1 million contracts). The strongest growth rates against December 2000 were achieved in the equity-based products segment, where some 19 million contracts changed hands. The highest increases in volume here were posted in the index products with 10.6 million contracts traded, up 48 percent from the volume of 7.2 million contracts traded in December 2000. In the options and futures on the Dow Jones Euro-STOXX 50, Eurex exceeded the December 2000 volume by more than 90 percent with some 5.2 million contracts traded. The volumes traded in equity options, which ranked second, were slightly lower than in the index products: 8.2 million contracts were traded in the options on international equities from 17 different sectors in December 2001, 29 percent more than the number traded in the same month of the previous year (6.4 million contracts). The index products at Eurex also showed the strongest growth rates on a year-to-year comparison: A total of some 132 million contracts were traded in 2001, as compared with 76 million in the year 2000 (a 74 percent increase), followed by the equity options, which also posted volume of 132 million contracts traded, a growth rate of 48 percent over the previous year's figure (89 million contracts). The highest-turnover segment at Eurex, the capital market products, showed 42 percent growth in volume against the previous year, with a total of 409 million contracts traded, compared with 288 million the year before.
14.01.2002 page 4
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 5
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.2
Eurex Participants
1.2.1
Number of Eurex Participants
ex_monthly0112.doc 14.01.2002 page 6
Austria
Belgium
Denmark
Finland
France
Germany
Gibraltar
Greece
Ireland
Italy
Netherlands
Portugal
Spain
Sweden
Switzerland
United Kingdom
USA
Total
Eurex Participants (*)
Total Total Total Total Total
1 2 3 2 3
1 3 3 4
1 3 3
5 16 14
11 15 26 34 30
94 114 121 141 136
2 2
-
1 1 2 5 6
2 11 11
7 8 11 20 26
1 2
1 7 19 19
1 4 7
6 6 43 45 44
14 25 66 70 72
2 6 20 38 50
135 177 313 414 429
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
3 4 4 4
4 4 4 4
3 3 3 2
14 14 13 12
31 31 30 30
136 137 136 135
2 2 2 2
1 1 1 1
5 5 5 6
12 12 12 12
26 26 27 28
2 1 1 1
19 19 18 17
6 6 6 6
43 42 43 42
70 69 68 68
53 53 58 57
430 429 431 427
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 4 4 4 4 4 4 4
3 3 3 3 3 4 4 5 5 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2
16 16 16 16 16 15 13 15 14 14 14 14 14 14 14 14 14 14 14 13 13 13 13 12
33 33 32 32 32 31 30 30 30 30 30 30 31 31 31 32 32 31 29 30 30 30 30 30
137 137 138 141 142 142 138 140 140 138 139 136 135 136 136 135 135 137 137 137 136 135 138 135
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1 1 1 1 1 1 1 1 1 1 1 1
5 5 5 6 6 6 5 5 5 5 5 6 6 6 5 5 5 5 5 5 5 6 6 6
10 10 9 9 10 10 10 10 10 10 10 11 12 12 12 12 12 12 12 12 12 12 12 12
23 25 26 25 24 24 24 24 26 26 27 26 26 26 26 27 26 26 27 27 27 27 27 28
1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1
19 19 18 18 19 19 20 20 20 20 19 19 19 19 19 19 19 19 18 18 18 18 18 17
4 4 4 4 5 5 5 5 5 5 5 7 7 7 6 6 6 6 5 5 6 6 6 6
45 45 45 45 45 45 46 46 46 44 44 44 44 43 43 43 42 42 43 43 43 43 43 42
73 73 72 72 72 72 73 73 76 77 73 72 70 70 70 69 69 69 68 67 68 68 68 68
41 45 45 47 50 49 52 55 53 52 50 50 52 52 53 53 56 53 58 57 58 57 56 57
417 423 422 427 433 431 429 437 440 435 430 429 431 431 430 429 430 429 431 429 431 430 432 427
2001 Total
4
4
2
12
30
135
2
1
6
12
28
1
17
6
42
68
57
427
1996 1997 1998 1999 2000
(*) Exchange Participants before September 28, 1998, only at Eurex Deutschland (former DTB).
Number of Eurex Participants 500 450 400 350 300 250 200 150 100 50 0 1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.2.2
ex_monthly0112.doc 14.01.2002 page 7
New and resigned Participants at Eurex Eurex Participants ID
Eurex Participants
Clearingtype
Country
2K Trading Ltd BNP Paribas Securities Services Binck Brokers N.V. Merrill Lynch, Pierce, Fenner & Smith Inc. Peregrine Financial Group Inc.
NCM GCM NCM NCM NCM
United Kingdom Germany Netherlands USA USA
BMP Wertpapiere und Optionen GmbH BSCH Bolsa S.A. Cantrade Privatbank AG Evli Options Ltd. Foerstner, Beiler & Co. Kling Jelko Wertpapierhandelsbank AG Linninger Manfred Merrill Lynch Futures Inc. Nordea Unibank A/S SLK Global Markets Limited
NCM NCM DCM NCM NCM NCM NCM NCM NCM NCM
Germany Spain Switzerland Finland Germany Germany Germany USA Denmark United Kingdom
New Participants TKTLO PARFR BICAM MLYCH PFGCH Resigned Participants BMPFR BSVMD CANZH EVOHE FOBMU JELFR LIMMU MLFCH UNICO SPLLO
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 8
Turnover of Eurex Participants by Country Austria
Belgium
Denmark
Finland
France
Germany
Gibraltar
Greece
Ireland
Italy
Netherlands
Portugal
Spain
Sweden
Switzerland
United Kingdom
USA
Turnover of Eurex Participants by Country based on the contracts traded
1999 Total 2000 Total
0,07% 0,13%
0,56% 0,35%
0,18% 0,19%
0,27% 0,38%
7,99% 8,93%
40,83% 32,39%
0,02% 0,07%
-
2,63% 3,43%
0,21% 0,54%
0,68% 1,31%
0,00% 0,02%
1,13% 1,13%
0,06% 0,16%
13,99% 13,20%
24,93% 29,98%
6,43% 7,80%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
0,14% 0,14% 0,10% 0,09%
0,30% 0,27% 0,23% 0,21%
0,08% 0,07% 0,11% 0,12%
0,46% 0,42% 0,43% 0,51%
8,80% 9,03% 9,47% 9,59%
31,88% 32,63% 29,95% 29,28%
0,07% 0,06% 0,09% 0,09%
0,01% 0,02% 0,02%
7,67% 4,57% 2,94% 0,51%
0,57% 0,52% 0,42% 0,47%
1,35% 1,50% 1,51% 1,51%
0,02% 0,02% 0,02%
1,22% 1,16% 0,95% 1,02%
0,30% 0,42% 0,45% 0,43%
9,00% 8,87% 9,73% 7,86%
28,95% 29,83% 34,11% 38,20%
9,15% 10,44% 9,38% 10,01%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0,11% 0,10% 0,14% 0,14% 0,12% 0,13% 0,09% 0,13% 0,13% 0,12% 0,17% 0,11% 0,15% 0,14% 0,12% 0,13% 0,14% 0,11% 0,09% 0,08% 0,13% 0,07% 0,09% 0,10%
0,39% 0,50% 0,42% 0,36% 0,35% 0,31% 0,33% 0,37% 0,36% 0,24% 0,25% 0,28% 0,29% 0,33% 0,29% 0,32% 0,27% 0,23% 0,25% 0,21% 0,24% 0,23% 0,18% 0,22%
0,27% 0,23% 0,23% 0,19% 0,17% 0,18% 0,16% 0,17% 0,18% 0,14% 0,16% 0,19% 0,09% 0,09% 0,06% 0,07% 0,07% 0,07% 0,11% 0,13% 0,10% 0,10% 0,13% 0,13%
0,34% 0,36% 0,41% 0,41% 0,33% 0,26% 0,25% 0,34% 0,37% 0,53% 0,49% 0,53% 0,49% 0,35% 0,51% 0,40% 0,41% 0,44% 0,30% 0,39% 0,56% 0,62% 0,38% 0,54%
8,66% 8,66% 9,07% 9,50% 8,59% 8,91% 7,92% 8,33% 9,01% 9,18% 9,43% 9,86% 8,59% 8,35% 9,35% 8,82% 8,53% 9,76% 9,08% 8,93% 10,15% 10,26% 9,08% 9,48%
35,31% 33,44% 33,93% 31,58% 32,53% 31,82% 32,02% 31,24% 31,77% 31,47% 31,08% 31,75% 30,98% 31,90% 32,62% 34,06% 32,93% 30,90% 29,78% 31,26% 29,07% 28,63% 29,03% 30,65%
0,04% 0,09% 0,07% 0,05% 0,08% 0,06% 0,03% 0,06% 0,10% 0,03% 0,07% 0,10% 0,01% 0,10% 0,09% 0,01% 0,09% 0,08% 0,04% 0,16% 0,07% 0,05% 0,11% 0,11%
0,01% 0,00% 0,01% 0,02% 0,02% 0,02% 0,02% 0,02% 0,02% 0,03%
2,88% 2,74% 1,69% 2,77% 2,64% 2,22% 2,33% 2,01% 5,75% 4,30% 7,46% 4,23% 7,69% 8,98% 6,62% 5,38% 3,96% 4,39% 8,45% 0,63% 0,85% 0,68% 0,54% 0,23%
0,49% 0,63% 0,50% 0,46% 0,50% 0,56% 0,53% 0,51% 0,58% 0,56% 0,43% 0,73% 0,59% 0,57% 0,57% 0,54% 0,55% 0,46% 0,37% 0,44% 0,44% 0,47% 0,45% 0,50%
1,23% 1,31% 1,36% 1,44% 1,22% 1,05% 1,29% 1,16% 1,32% 1,56% 1,60% 1,27% 1,24% 1,52% 1,30% 1,44% 1,59% 1,46% 1,45% 1,53% 1,54% 1,68% 1,31% 1,62%
0,03% 0,02% 0,03% 0,03% 0,02% 0,02% 0,02% 0,03% 0,04% 0,02% 0,02% 0,02% 0,01% 0,02% 0,02% 0,03% 0,02% 0,02% 0,02% 0,03% 0,02% 0,03% 0,03%
0,93% 1,00% 1,16% 1,20% 1,29% 1,50% 1,18% 0,97% 1,19% 1,07% 0,95% 1,08% 1,32% 1,16% 1,19% 1,20% 1,10% 1,20% 0,98% 0,85% 1,01% 1,00% 1,03% 1,03%
0,10% 0,14% 0,15% 0,12% 0,14% 0,11% 0,09% 0,11% 0,20% 0,15% 0,23% 0,39% 0,23% 0,38% 0,31% 0,40% 0,46% 0,40% 0,49% 0,38% 0,47% 0,45% 0,48% 0,32%
14,20% 13,99% 14,58% 13,26% 13,39% 12,18% 14,42% 16,78% 10,91% 11,43% 10,97% 12,81% 8,12% 8,37% 10,26% 7,91% 8,62% 10,07% 9,39% 9,05% 10,49% 7,57% 6,76% 10,15%
28,41% 29,44% 29,47% 29,56% 30,05% 31,85% 28,99% 29,43% 30,34% 31,49% 30,25% 30,19% 29,53% 29,11% 28,44% 28,29% 30,78% 30,57% 28,88% 36,31% 36,25% 37,85% 40,10% 35,75%
6,62% 7,35% 6,79% 8,93% 8,58% 8,84% 10,35% 8,36% 7,76% 7,71% 6,45% 6,45% 10,67% 8,64% 8,24% 11,02% 10,46% 9,83% 10,29% 9,60% 8,58% 10,32% 10,27% 9,11%
2001 Total
0,11%
0,25%
0,10%
0,45%
9,24%
30,87%
0,08%
0,02%
3,81%
0,49%
1,47%
0,02%
1,09%
0,40%
8,84%
33,01%
9,75%
Exchange Participants before September 28, 1998, only at Eurex Deutschland (former DTB).
Market Share of Eurex Participants - Country of Origin 35,00% 30,00% 25,00%
Market Share in 2000
20,00%
Market Share in 2001
15,00% 10,00% 5,00%
SA U
ng do m Ki
er la nd Sw i tz
te d U ni
Sw ed en
ai n Sp
Po r tu ga l
er la nd s
Ne th
Ita ly
Ire la nd
Gr ee ce
br al ta r Gi
an y rm Ge
Fr an ce
an d Fi nl
ar k De nm
Be lg
iu m
0,00% Au str ia
1.3
ex_monthly0112.doc
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4
Eurex Total
1.4.1
Eurex Total – Volume in EUR million Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Change YoY
ex_monthly0112.doc 14.01.2002 page 9
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
2.270.843 3.093.409 3.396.874 4.759.859
36,22% 9,81% 40,12%
299.482 447.499 402.617 558.660
49,42% -10,03% 38,76%
723.924 650.795 3.135.750 1.179.316
-10,10% 381,83% -62,39%
8.328.626 19.575.729 28.040.011 29.961.474
135,04% 43,24% 6,85%
11.633.841 23.768.082 34.975.252 36.459.308
104,30% 47,15% 4,24%
1.390.663 1.338.621 1.628.446 1.502.665
-1,13% 26,00% 54,57% 21,44%
210.651 215.617 137.521 146.984
37,00% 45,05% 7,24% 14,82%
225.487 162.587 127.101 123.629
-50,57% -46,43% -44,17% -35,61%
11.196.977 10.089.937 10.524.455 11.915.819
36,66% 27,43% 49,45% 75,02%
13.023.777 11.806.762 12.417.523 13.689.097
27,56% 25,17% 46,92% 63,64%
433.720 418.629 554.144 301.643 355.472 405.308 272.248 305.214 476.074 410.403 410.263 416.740 358.714 396.424 635.526 402.664 413.802 522.155 441.943 491.021 695.483 575.370 500.166 427.129
67,59% 83,20% 74,77% 37,15% 69,09% 28,42% 2,57% 17,99% 32,66% 54,11% 26,42% 11,75% -17,29% -5,30% 14,69% 33,49% 16,41% 28,83% 62,33% 60,88% 46,09% 40,20% 21,91% 2,49%
50.367 49.553 53.840 43.263 62.056 43.329 40.890 42.225 45.127 45.527 47.423 35.060 69.254 69.323 72.073 83.135 75.438 57.044 47.615 44.018 45.888 49.151 59.514 38.319
47,36% 49,04% 47,60% 35,28% 69,13% 38,38% 22,35% 48,76% 49,95% 55,56% 24,64% -11,27% 37,50% 39,90% 33,87% 92,16% 21,56% 31,65% 16,45% 4,25% 1,69% 7,96% 25,50% 9,30%
177.070 145.261 133.837 82.574 119.410 101.497 66.331 86.725 74.606 74.270 58.480 59.254 85.777 55.523 84.187 59.357 51.619 51.612 39.241 42.108 45.751 45.186 45.157 33.286
-56,45% -58,72% -63,29% -64,03% -44,56% -62,47% -71,71% -58,88% -74,45% -68,64% -72,22% -47,39% -51,56% -61,78% -37,10% -28,12% -56,77% -49,15% -40,84% -51,45% -38,68% -39,16% -22,78% -43,83%
2.725.738 2.680.587 2.787.023 2.076.147 3.067.767 2.773.823 2.101.230 2.192.406 2.748.646 2.287.518 2.248.737 2.271.852 3.904.777 3.357.418 3.934.781 3.425.660 3.398.340 3.265.937 3.042.447 3.353.566 4.128.441 4.009.522 5.236.775 2.669.521
40,45% 7,71% 1,31% 11,78% 44,83% -7,42% -22,10% -4,63% 11,90% -4,64% -10,72% 49,71% 43,26% 25,25% 41,18% 65,00% 10,78% 17,74% 44,79% 52,96% 50,20% 75,28% 132,88% 17,50%
3.386.895 3.294.030 3.528.843 2.503.627 3.604.706 3.323.957 2.480.700 2.626.571 3.344.453 2.817.718 2.764.903 2.782.906 4.418.522 3.878.689 4.726.566 3.970.815 3.939.199 3.896.748 3.571.247 3.930.714 4.915.562 4.679.230 5.841.612 3.168.255
28,28% 6,18% 1,72% 7,05% 39,69% -8,02% -23,22% -6,09% 6,60% -3,87% -10,58% 36,25% 30,46% 17,75% 33,94% 58,60% 9,28% 17,23% 43,96% 49,65% 46,98% 66,06% 111,28% 13,85%
5.860.396
23,12%
710.773
27,23%
638.804
-45,83%
43.727.187
45,94%
50.937.159
39,71%
Volume (bars) and Open Interest (lines) in EUR million 7.000.000
1.200.000
6.000.000
1.000.000
5.000.000
Volume
4.000.000 600.000
3.000.000 400.000 2.000.000 200.000
1.000.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
800.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 10
Eurex Total – Traded Contracts Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
44.455.743 45.455.822 65.608.952 75.794.263
26,83% 44,34% 15,52%
42.695.173 60.958.770 64.805.177 89.237.816
42,78% 6,31% 37,70%
1.131.032 831.328 3.104.457 1.227.113
-26,50% 273,43% -60,47%
63.450.369 140.962.300 245.630.053 287.812.314
122,16% 74,25% 17,17%
151.983.100 248.222.487 379.148.639 454.071.506
63,32% 52,75% 19,76%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
26.377.025 27.567.818 39.670.989 38.372.594
32,12% 66,06% 131,30% 73,81%
32.404.122 37.076.529 30.193.986 32.868.878
48,44% 62,29% 39,54% 43,38%
235.789 168.290 132.198 127.703
-49,63% -46,92% -44,87% -36,84%
104.718.191 95.430.133 98.673.374 110.140.244
32,10% 25,56% 45,63% 70,01%
163.735.127 160.242.770 168.670.547 181.509.739
34,72% 38,42% 57,96% 65,03%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
6.728.291 6.008.246 7.227.518 4.768.267 5.762.257 6.070.766 4.378.083 5.090.964 7.682.044 7.500.716 7.396.051 7.181.060 6.681.984 7.113.469 12.581.572 8.566.541 8.423.075 10.578.202 9.510.617 11.218.657 18.941.715 15.225.361 12.503.596 10.643.637
32,03% 36,85% 19,56% 9,37% 35,35% 3,67% -16,96% -3,65% 12,94% 41,06% 15,21% 10,31% -0,69% 18,40% 74,08% 79,66% 46,18% 74,25% 117,23% 120,36% 146,57% 102,99% 69,06% 48,22%
6.868.036 6.968.129 7.994.132 6.299.620 9.448.476 7.097.717 6.558.293 7.439.566 7.639.696 8.245.109 8.277.861 6.401.181 10.199.917 10.330.095 11.874.110 12.357.126 13.036.838 11.682.565 9.587.771 9.691.105 10.915.110 11.452.887 13.171.315 8.244.676
43,01% 62,78% 42,34% 12,76% 68,55% 40,13% 27,71% 46,59% 37,98% 50,83% 32,03% 0,57% 48,51% 48,25% 48,54% 96,16% 37,98% 64,60% 46,19% 30,26% 42,87% 38,91% 59,11% 28,80%
181.765 147.821 138.519 86.008 124.785 106.231 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612 34.383
-54,25% -58,31% -60,75% -60,10% -42,62% -61,44% -70,36% -57,66% -71,84% -66,63% -70,77% -45,94% -50,64% -60,87% -36,31% -27,74% -58,08% -49,32% -41,26% -51,95% -39,87% -40,34% -24,35% -44,79%
26.500.285 25.959.568 26.812.149 19.826.053 29.644.030 26.531.835 20.208.585 21.058.675 26.487.962 21.926.635 21.448.670 21.407.867 36.611.544 31.415.986 36.690.661 32.257.267 32.268.652 30.904.214 28.725.918 31.346.259 38.601.197 37.000.762 48.194.465 24.945.017
99,25% 50,03% 23,00% 21,40% 58,05% -2,49% -18,97% -1,90% 13,88% -4,92% -9,88% 48,64% 38,16% 21,02% 36,84% 62,70% 8,85% 16,48% 42,15% 48,85% 45,73% 68,75% 124,70% 16,52%
40.278.377 39.083.764 42.172.318 30.979.948 44.979.548 39.806.549 31.214.717 33.680.494 41.888.454 37.750.754 37.184.200 35.052.383 53.583.168 48.917.399 61.234.560 53.243.080 53.780.869 53.218.821 47.865.282 52.299.886 68.505.379 63.725.718 73.915.988 43.867.713
70,70% 48,45% 24,72% 16,94% 55,98% 3,65% -12,28% 5,12% 16,75% 10,77% 1,32% 27,96% 33,03% 25,16% 45,20% 71,86% 19,57% 33,69% 53,34% 55,28% 63,54% 68,81% 98,78% 25,15%
131.988.426
74,14%
132.543.515
48,53%
663.980
-45,89%
408.961.942
42,09%
674.157.863
48,47%
2001 Total
Traded Contracts (bars) and Open Interest (lines) in Contracts 80.000.000
45.000.000
70.000.000
40.000.000 35.000.000
60.000.000
30.000.000
Traded Contracts
50.000.000
Open Interest
1.4.2
ex_monthly0112.doc
25.000.000
40.000.000
20.000.000
30.000.000
15.000.000
20.000.000
10.000.000
10.000.000
5.000.000
0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4.3
14.01.2002 page 11
Eurex Total – Value of Open Interest in EUR million Index Products
Equity Products Change YoY
1997 1998 1999 2000
1.4.4
ex_monthly0112.doc
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
53.744 67.556 137.814 196.686
25,70% 104,00% 42,72%
30.733 24.295 41.930 58.402
-20,89% 72,58% 39,28%
31.940 65.370 93.020 27.977
104,66% 42,30% -69,92%
72.772 105.244 173.602 267.815
44,62% 64,95% 54,27%
240.504 262.465 446.366 550.881
38,53% 70,07% 23,41%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
271.649 262.070 322.732 282.658
28,48% 51,22% 51,96% 43,71%
95.489 74.352 86.189 78.102
58,64% 45,57% 27,06% 33,73%
28.093 21.719 20.195 22.540
-58,38% -47,71% -37,12% -19,44%
316.854 269.638 384.620 313.514
20,93% 12,03% 36,44% 17,06%
712.084 627.780 813.737 696.813
18,46% 23,92% 36,94% 26,49%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
162.451 209.742 211.425 226.322 250.536 173.306 196.826 230.595 212.374 239.419 260.899 196.686 226.450 274.063 271.649 297.981 324.893 262.070 291.472 324.319 322.732 362.442 396.915 282.658
90,11% 101,58% 121,83% 94,97% 105,18% 84,82% 86,74% 102,48% 92,39% 88,52% 73,18% 42,72% 39,40% 30,67% 28,48% 31,66% 29,68% 51,22% 48,09% 40,64% 51,96% 51,38% 52,13% 43,71%
56.514 66.005 60.193 63.470 71.513 51.077 57.620 67.898 67.833 76.846 85.565 58.402 85.359 94.924 95.489 77.318 98.838 74.352 84.082 97.250 86.189 99.719 111.255 78.102
94,23% 108,46% 94,26% 65,17% 76,55% 50,07% 57,72% 64,89% 65,42% 61,76% 57,49% 39,28% 51,04% 43,81% 58,64% 21,82% 38,21% 45,57% 45,93% 43,23% 27,06% 29,76% 30,02% 33,73%
102.282 109.092 67.504 68.504 73.907 41.540 52.395 52.080 32.116 35.994 44.660 27.977 39.341 39.067 28.093 33.464 37.064 21.719 23.355 24.756 20.195 22.312 25.422 22.540
-38,44% -39,93% -57,54% -59,39% -57,53% -71,96% -69,22% -68,16% -77,99% -72,92% -62,34% -69,92% -61,54% -64,19% -58,38% -51,15% -49,85% -47,71% -55,43% -52,47% -37,12% -38,01% -43,08% -19,44%
271.408 248.186 262.020 287.415 249.241 240.674 230.520 228.947 281.896 275.870 291.418 267.815 344.232 332.260 316.854 355.861 299.215 269.638 331.458 364.485 384.620 499.225 389.144 313.514
38,98% 29,28% 36,48% 31,29% 33,02% -1,56% -7,23% 9,34% 28,10% 0,40% 22,08% 54,27% 26,83% 33,88% 20,93% 23,81% 20,05% 12,03% 43,79% 59,20% 36,44% 80,96% 33,53% 17,06%
592.654 633.024 601.142 645.711 645.197 506.597 537.360 579.520 594.219 628.130 682.541 550.881 695.383 740.314 712.084 764.625 760.010 627.780 730.368 810.810 813.737 983.698 922.736 696.813
24,51% 24,29% 25,96% 19,11% 23,13% -2,66% -4,15% 9,76% 14,86% 7,89% 21,39% 23,41% 17,33% 16,95% 18,46% 18,42% 17,80% 23,92% 35,92% 39,91% 36,94% 56,61% 35,19% 26,49%
2001 Total
282.658
43,71%
78.102
33,73%
22.540
-19,44%
313.514
17,06%
696.813
26,49%
Eurex Total – Open Interest Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
1.916.582 1.777.293 3.327.406 4.296.448
24,14% 87,22% 29,12%
3.187.776 4.547.852 7.694.031 10.681.036
43,64% 69,18% 38,82%
54.935 70.041 97.449 29.396
27,50% 39,13% -69,83%
554.766 734.812 1.666.919 2.533.159
32,45% 126,85% 51,97%
5.720.552 7.129.998 12.785.805 17.540.039
36,75% 79,32% 37,18%
6.283.237 6.745.822 9.655.664 8.478.306
61,08% 92,35% 115,42% 97,33%
16.484.039 15.646.835 18.088.704 17.201.593
63,95% 67,41% 46,89% 61,05%
29.317 22.686 20.920 23.336
-58,52% -48,53% -38,52% -20,62%
2.957.649 2.562.098 3.605.977 2.938.212
17,40% 10,83% 32,70% 15,99%
25.754.242 24.977.441 31.371.265 28.641.747
55,66% 64,23% 60,48% 63,29%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
3.733.995 4.288.938 3.900.713 4.127.429 4.622.713 3.507.006 3.943.056 4.687.863 4.482.254 5.096.584 5.710.574 4.296.448 4.984.147 6.007.605 6.283.237 6.897.805 7.662.746 6.745.822 7.676.566 8.874.058 9.655.664 10.892.343 11.955.165 8.478.306
31,52% 36,92% 44,58% 35,33% 41,95% 30,86% 33,60% 49,59% 40,93% 43,36% 43,70% 29,12% 33,48% 40,07% 61,08% 67,12% 65,76% 92,35% 94,69% 89,30% 115,42% 113,72% 109,35% 97,33%
9.256.666 10.742.115 10.054.590 10.786.838 12.205.160 9.346.476 10.740.302 12.539.416 12.314.469 13.906.642 15.624.824 10.681.036 14.004.228 16.627.998 16.484.039 19.212.348 19.556.392 15.646.835 17.198.406 19.436.279 18.088.704 21.365.957 23.920.520 17.201.593
60,74% 67,76% 64,77% 44,91% 57,21% 43,31% 50,23% 52,47% 53,25% 49,58% 55,36% 38,82% 51,29% 54,79% 63,95% 78,11% 60,23% 67,41% 60,13% 55,00% 46,89% 53,64% 53,09% 61,05%
107.733 115.043 70.685 72.200 78.404 44.078 55.549 55.250 34.030 38.142 47.156 29.396 41.246 40.994 29.317 35.105 38.768 22.686 24.369 25.825 20.920 23.048 26.284 23.336
-35,77% -38,25% -54,89% -56,35% -54,95% -70,31% -67,52% -66,80% -74,82% -69,97% -61,17% -69,83% -61,71% -64,37% -58,52% -51,38% -50,55% -48,53% -56,13% -53,26% -38,52% -39,57% -44,26% -20,62%
2.634.641 2.411.623 2.519.317 2.760.701 2.400.894 2.311.659 2.214.707 2.208.945 2.717.296 2.650.605 2.769.466 2.533.159 3.245.756 3.117.679 2.957.649 3.368.051 2.848.814 2.562.098 3.127.531 3.423.183 3.605.977 4.621.856 3.602.832 2.938.212
91,84% 61,39% 47,54% 42,69% 43,40% 3,68% -3,59% 12,37% 30,13% 1,15% 21,93% 51,97% 23,20% 29,28% 17,40% 22,00% 18,66% 10,83% 41,22% 54,97% 32,70% 74,37% 30,09% 15,99%
15.733.035 17.557.719 16.545.305 17.747.168 19.307.171 15.209.219 16.953.614 19.491.474 19.548.049 21.691.973 24.152.020 17.540.039 22.275.377 25.794.276 25.754.242 29.513.309 30.106.720 24.977.441 28.026.872 31.759.345 31.371.265 36.903.204 39.504.801 28.641.747
55,17% 56,54% 55,14% 40,92% 50,03% 31,34% 34,88% 44,49% 45,45% 39,05% 47,05% 37,18% 41,58% 46,91% 55,66% 66,30% 55,94% 64,23% 65,32% 62,94% 60,48% 70,12% 63,57% 63,29%
2001 Total
8.478.306
97,33%
17.201.593
61,05%
23.336
-20,62%
2.938.212
15,99%
28.641.747
63,29%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4.5
ex_monthly0112.doc 14.01.2002 page 12
Eurex Total – Paid Premiums, Market Share per Account Group and Trades Trades
1997 1998 1999 2000
Total Total Total Total
Market Share per Account Group Agent Principal
Market Maker
Paid Premiums in EUR Calls
Puts
Total
Change YoY
6.270.766 10.481.417 17.329.128 20.415.123
35,66% 41,56% 44,55% 42,06%
24,90% 22,56% 22,39% 25,45%
39,44% 35,87% 33,06% 32,49%
19.818.803.670 26.436.879.060 27.871.080.199 43.601.361.853
11.864.999.670 21.829.972.259 22.489.503.139 42.765.677.518
31.680.730.537 48.261.217.070 50.349.387.211 86.360.107.069
52,34% 4,33% 71,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
6.767.299 6.788.546 8.306.351 8.873.962
46,90% 46,36% 47,76% 47,13%
28,80% 26,48% 23,75% 23,56%
24,31% 27,15% 28,48% 29,31%
10.405.820.316 13.079.371.767 12.749.428.122 16.339.594.193
27.734.772.958 30.596.431.640 19.096.241.582 13.177.399.788
38.138.857.321 43.674.855.560 31.845.669.704 29.516.993.981
50,79% 73,36% 99,24% 48,40%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.998.172 1.859.636 1.890.168 1.486.093 1.890.894 1.657.797 1.460.114 1.476.474 1.739.782 1.778.966 1.680.645 1.496.382 2.226.498 1.885.306 2.655.495 2.312.326 2.259.811 2.216.409 2.212.294 2.556.811 3.537.246 3.407.265 3.308.772 2.157.925
41,30% 42,40% 44,02% 41,56% 40,99% 43,14% 39,39% 39,04% 43,11% 41,06% 41,21% 46,82% 45,12% 46,90% 48,44% 46,36% 45,52% 47,22% 47,68% 46,04% 49,13% 46,54% 48,41% 45,83%
24,61% 23,83% 23,97% 23,62% 27,11% 26,85% 26,47% 25,31% 26,76% 26,35% 24,37% 25,77% 31,67% 28,49% 26,53% 27,52% 26,66% 25,27% 24,65% 24,55% 22,51% 24,29% 23,65% 22,34%
34,09% 33,77% 32,01% 34,82% 31,90% 30,02% 34,15% 35,65% 30,13% 32,59% 34,42% 27,41% 23,20% 24,60% 25,03% 26,12% 27,82% 27,51% 27,67% 29,40% 28,35% 29,17% 27,94% 31,82%
4.399.675.029 5.468.506.324 4.020.527.644 2.669.095.992 3.898.131.572 4.736.270.191 2.671.967.386 2.992.786.003 2.875.010.083 3.314.254.958 3.741.322.068 2.813.814.603 3.888.467.513 2.809.643.761 3.707.709.042 3.951.873.669 4.832.594.175 4.294.903.924 4.159.178.114 4.174.654.166 4.415.595.842 6.584.496.346 6.380.753.805 3.374.344.042
3.651.654.167 3.316.688.562 4.436.637.156 4.638.516.185 6.663.667.190 2.589.862.201 2.134.158.687 1.810.878.618 3.500.838.892 3.927.292.094 3.654.206.633 2.441.277.133 6.621.448.650 9.207.565.439 11.905.758.869 15.003.416.353 9.436.782.225 6.156.233.062 4.861.936.248 4.911.934.682 9.322.370.652 5.529.299.229 4.623.585.830 3.024.514.729
8.050.710.036 8.784.629.458 8.456.545.131 7.307.126.671 10.561.205.381 7.325.538.746 4.805.559.205 4.803.043.899 6.375.282.156 7.240.953.109 7.394.934.487 5.254.578.790 10.509.322.409 12.016.669.619 15.612.865.293 18.954.760.758 14.268.957.815 10.451.136.986 9.021.114.362 9.086.588.848 13.737.966.493 12.113.795.575 11.004.339.635 6.398.858.772
90,08% 179,38% 132,14% 114,72% 155,48% 110,67% 30,07% 33,26% 60,07% 89,67% 41,98% -34,35% 30,54% 36,79% 84,62% 159,40% 35,11% 42,67% 87,72% 89,18% 115,49% 67,30% 48,81% 21,78%
30.736.158
47,05%
25,57%
27,37%
52.574.214.398
90.604.845.968
143.176.376.566
65,79%
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.5
Eurex Summary
1.5.1
Volume in EUR and Traded Contracts Traded Contracts Dez 01
ex_monthly0112.doc 14.01.2002 page 13
Nov 01
Dez 00
Y-T-D
Chg YoY
Volume in EUR millions Dez 01
1.122.423 1.016 0 0 2.574.313 99.817 242.502 44 4.048.810
2.097.994 4.985 0 0 4.156.537 136.459 318.546 340 6.735.568
580.834 3.954 2.456.809 68.494 189.989 2.184 3.302.264
19.046.893 44.400 19.836 104 44.102.502 1.726.251 3.179.143 6.053 68.154.584
93,24% -74,30% 4,78% 45,73% 27,64% -97,99% 22,61%
4.043.144 73.198 65.512 11.853 364 1.029.263 807.410 552.651 11.432 6.594.827
3.621.185 33.616 25.158 3.147 36 1.236.334 462.830 381.333 4.389 5.768.028
2.086.077 56.473 1.006.023 232.638 481.818 15.767 3.878.796
37.828.500 452.830 246.165 35.279 871 14.686.359 5.409.482 5.099.537 74.819 63.833.842
10.643.637
12.503.596
7.181.060
DAX Components SMI Components DJ Euro STOXX 50 Components Neuer Markt Equities Nordic Equities U.S. Equities Other German Equities
5.346.732 1.721.740 81.378 31.885 1.051.960 6.965 4.016
8.338.711 2.925.780 107.923 45.328 1.735.302 11.477 6.794
All Equity Options
8.244.676
One-Month-Euribor Future Three-Month-Euribor Future Opt. on Three-Month-Euribor Fut. All Money Market Products
Nov 01
Dez 00
Y-T-D
Chg YoY
41.387 36 0 0 66.175 150 10.021 1 117.944
77.454 176 0 0 102.197 192 13.270 5 193.779
28.572 192 81.224 280 10.142 53 120.213
761.194 1.720 312 3 1.221.252 3.504 147.890 114 2.133.949
44,85% -81,19% -18,53% -46,43% -1,19% -98,77% -1,89%
93,82% 29,62% 2,31% 247,07% 14,70% -27,49% 70,02%
149.565 2.651 1.275 229 11 130.763 979 23.530 182 309.185
133.576 1.225 473 59 1 153.871 564 16.422 69 306.386
101.959 2.688 165.238 750 26.144 392 296.527
1.452.948 16.774 4.546 664 27 2.013.756 7.727 232.269 1.222 3.726.447
46,69% -1,36% -20,86% 30,64% -10,00% -53,47% 4,27%
131.988.426
48,22%
427.129
500.166
416.740
5.860.396
2,49%
2.990.352 2.728.077 30.426 50.840 598.037 3.449
79.875.125 35.239.133 984.468 479.470 15.686.205 38.196 240.918
78,80% -36,89% 167,46% -37,28% 75,90% 16,44%
25.861 9.194 264 41 2.898 44 17
38.903 15.665 314 53 4.482 69 27
20.046 11.537 156 168 3.138 15
503.155 157.854 3.979 724 43.795 238 1.026
29,00% -20,30% 69,58% -75,72% -7,63% 14,21%
13.171.315
6.401.181
132.543.515
28,80%
38.319
59.514
35.060
710.773
9,30%
0 34.383 0
0 46.612 0
0 62.275 0
0 663.980 0
-44,79% -
0 33.286 0
0 45.157 0
0 59.254 0
0 638.804 0
-43,83% -
34.383
46.612
62.275
663.980
-44,79%
33.286
45.157
59.254
638.804
-43,83%
6.536.802 5.892.135 10.219.226 0 40.653 22.688.816
11.725.786 12.079.574 18.877.466 0 32.782 42.715.608
3.712.964 5.113.681 10.487.495 0 54.956 19.369.096
92.637.630 99.578.068 178.011.304 0 416.883 370.643.885
76,05% 15,22% -2,56% -26,03% 17,14%
680.031 632.094 1.111.598 0 3.333 2.427.055
1.225.909 1.314.870 2.096.093 0 2.752 4.639.646
379.633 537.998 1.131.244 0 4.403 2.053.170
9.583.943 10.643.807 19.349.181 0 34.451 39.610.820
79,13% 17,49% -1,74% -24,32% 18,21%
Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Capital Market Fut.
793.586 243.707 1.218.908 2.256.201
1.809.597 933.268 2.735.992 5.478.857
200.223 259.854 1.578.694 2.038.771
10.075.031 6.188.962 22.054.064 38.318.057
296,35% -6,21% -22,79% 10,66%
82.959 26.176 133.331 242.466
189.680 101.618 305.832 597.129
20.531 27.332 170.819 218.682
1.046.786 663.927 2.405.655 4.116.367
304,07% -4,23% -21,95% 10,88%
All Capital Market Products
24.945.017
48.194.465
21.407.867
408.961.942
16,52%
2.669.521
5.236.775
2.271.852
43.727.187
17,50%
All Eurex Products
43.867.713
73.915.988
35.052.383
674.157.863
25,15%
3.168.255
5.841.612
2.782.906
50.937.159
13,85%
Index Products Index Options DJ Euro STOXX 50 Option DJ STOXX 50 Option DJ Euro STOXX Sector Indexes Dow Jones Global Titans 50 DAX Option NEMAX 50 Option SMI Option HEX25 Option Index Options
Index Futures DJ Euro STOXX 50 DJ STOXX 50 DJ Euro STOXX Sector Indexes DJ STOXX 600 Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Futures All Index Products
Equity Options
Money Market Products
Capital Market Products Capital Market Futures Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Euro-Buxl Future CONF Future Capital Market Futures
Options on Capital Market Futures Opt. on Opt. on Opt. on Opt. on
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 14
Eurex Summary 1.5.2
Open Interest, Value of Open Interest and Paid Premiums Open Interest in Contracts Dez 01 Dez 00
Chg YoY
Open Interest in EUR millions Dez 01 Dez 00
Chg YoY
Paid Premiums in EUR millions Dez 01 Nov 01
Dez 00
Y-T-D
Chg YoY
Index Products Index Options 3.221.231 10.601 0 0 3.131.598 288.628 412.477 44 7.095.418
1.235.617 8.682 1.794.506 127.506 279.828 2.310 3.448.449
160,70% 22,10% 74,51% 126,36% 47,40% -98,10% 105,76%
125.197 410 0 0 83.670 555 17.964 1 228.382
62.874 426 61.736 643 14.819 57 140.191
99,12% -3,78% 35,53% -13,76% 21,22% -98,85% 62,91%
1.456 1 0 1.979 10 230 0 3.690
3.232 6 0 3.334 18 303 0 6.928
795 6 1.834 18.702.169 247 4 2.900
29.138 72 0 32.425 308 3.473 6 65.441
83,02% -77,11% 7,89% -100,00% -7,00% -99,77% 27,22%
DJ Euro STOXX 50 DJ STOXX 50 DJ (Euro) STOXX Sector Indexes DJ STOXX 600 Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Futures
820.256 23.565 24.061 4.142 76 123.748 267.196 114.822 5.022 1.382.888
470.624 20.614 160.198 69.968 119.945 6.650 847.999
74,29% 14,32% -22,75% 281,88% -4,27% -24,48% 63,08%
31.422 878 463 83 2 16.058 309 4.981 80 54.276
22.647 946 26.051 203 6.656 155 56.496
38,75% -7,24% -38,36% 51,78% -25,17% -48,48% -3,93%
-
-
-
-
-
-
-
-
-
-
All Index Products
8.478.306
4.296.448
97,33%
282.658
196.686
43,71%
3.690
6.928
2.900
65.441
27,22%
9.897.629 4.649.417 194.696 54.725 2.376.748 11.579 16.799
5.029.415 4.651.860 108.161 96.697 786.457 8.446
96,79% -0,05% 80,01% -43,41% 202,21% 98,90%
46.184 24.698 633 72 6.369 70 75
33.060 20.446 459 454 3.955 27
39,70% 20,80% 37,87% -84,07% 61,03% 182,57%
2.081 329 15 6 274 2 1
2.888 722 18 7 437 3 2
1.413 605 7 37 291 1
65.298 7.685 216 115 4.317 11 94
47,31% -45,60% 102,65% -83,54% -5,64% -1,40%
17.201.593
10.681.036
61,05%
78.102
58.402
33,73%
2.709
4.077
2.354
77.735
15,07%
One-Month-Euribor Future Three-Month-Euribor Future Opt. on Three-Month-Euribor Fut.
0 23.336 0
0 29.396 0
-20,62% -
0 22.540 0
0 27.977 0
-19,44% -
-
-
-
-
-
All Money Market Products
23.336
29.396
-20,62%
22.540
27.977
-19,44%
-
-
-
-
-
461.182 377.504 518.409 0 8.224 1.365.319
383.998 385.084 618.804 0 17.362 1.405.248
20,10% -1,97% -16,22% -52,63% -2,84%
47.900 40.131 55.357 0 662 144.050
39.461 40.838 67.106 0 1.424 148.794
21,38% -1,73% -17,51% -53,51% -3,19%
-
-
-
-
-
733.340 173.071 666.482 1.572.893
149.077 136.688 842.146 1.127.911
391,92% 26,62% -20,86% 39,45%
76.901 18.694 73.869 169.464
15.236 14.340 89.445 119.021
404,71% 30,37% -17,41% 42,38%
-
-
-
-
-
DJ Euro STOXX 50 DJ STOXX 50 DJ (Euro) STOXX Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Options
Index Futures
Equity Options DAX Components SMI Components DJ Euro STOXX 50 Components Neuer Markt Equities Nordic Equities U.S. Equities Other German Equities All Equity Options
Money Market Products
Capital Market Products Capital Market Futures Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Euro-Buxl Future CONF Future Capital Market Futures
Options on Capital Market Futures Opt. Opt. Opt. Opt.
on Euro-Schatz Future on Euro-Bobl Future on Euro-Bund Future on Capital Market Fut.
All Capital Market Products All Eurex Products
2.938.212
2.533.159
15,99%
313.514
267.815
17,06%
-
-
-
-
-
28.641.447
17.540.039
63,29%
696.813
550.881
26,49%
6.399
11.004
5.255
143.176
21,78%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2
Eurex - Index Products
2.1
Dow Jones Euro-STOXX 50 Options
2.1.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 15
Traded Contracts Calls
Puts
Total
Volume in EUR million Calls
Puts
Total
Change YoY
2983,94% 116,21%
2.603 73.619 227.981
1.212 71.130 189.588
3.815 144.750 417.568
3694,11% 188,48%
3.344.665 3.881.510 6.054.446 5.766.272
84,93% 105,83% 201,89% 130,83%
86.170 100.771 124.727 118.261
66.960 70.155 104.920 89.229
153.131 170.927 229.647 207.490
68,81% 72,74% 119,88% 68,06%
331.758 301.049 279.695 210.360 332.751 315.994 246.406 311.404 421.918 557.950 466.526 284.701 428.994 554.945 597.604 593.028 497.368 657.335 892.781 874.811 1.253.717 1.116.510 1.000.754 591.296
691.978 579.276 537.329 409.149 776.995 699.660 571.949 671.350 762.202 990.155 927.122 580.834 973.606 1.060.970 1.310.089 1.207.925 1.143.419 1.530.166 1.960.372 1.823.488 2.270.586 2.545.855 2.097.994 1.122.423
1344,30% 498,76% 613,57% 157,69% 220,30% 172,75% 61,70% 96,50% 44,56% 89,09% 38,85% 16,19% 40,70% 83,15% 143,82% 195,23% 47,16% 118,70% 242,75% 171,62% 197,90% 157,12% 126,29% 93,24%
18.542 15.286 15.189 11.231 24.760 22.144 18.397 20.339 18.823 22.914 24.968 15.387 28.646 25.037 32.487 28.295 30.700 41.775 47.424 40.692 36.611 53.803 43.442 21.016
14.266 13.694 13.736 10.034 15.731 15.049 11.969 14.702 20.214 25.185 21.824 13.185 19.468 23.704 23.788 23.463 20.502 26.190 34.031 31.899 38.990 34.845 34.012 20.371
32.807 28.980 28.925 21.265 40.491 37.193 30.366 35.042 39.037 48.100 46.792 28.572 48.114 48.741 56.275 51.758 51.202 67.966 81.456 72.590 75.601 88.648 77.454 41.387
1871,41% 752,78% 996,53% 271,60% 368,58% 294,60% 130,68% 179,84% 102,49% 149,80% 72,58% 30,30% 46,66% 68,19% 94,56% 143,40% 26,45% 82,74% 168,25% 107,15% 93,67% 84,30% 65,53% 44,85%
9.059.143
19.046.893
132,34%
429.930
331.264
761.194
82,29%
1998 Total 1999 Total 2000 Total
1.266 37.703 68.424
81.907 1.797.774 4.137.487
41.044 1.993.964 4.060.512
122.951 3.791.738 8.197.999
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
29.640 32.811 56.984 46.707
1.763.122 2.133.779 3.033.137 3.057.712
1.581.543 1.747.731 3.021.309 2.708.560
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
5.352 4.079 4.366 4.186 5.679 4.616 3.983 4.602 6.354 8.334 9.280 7.593 7.883 9.625 12.132 11.571 9.263 11.977 15.759 17.980 23.245 20.474 15.124 11.109
360.220 278.227 257.634 198.789 444.244 383.666 325.543 359.946 340.284 432.205 460.596 296.133 544.612 506.025 712.485 614.897 646.051 872.831 1.067.591 948.677 1.016.869 1.429.345 1.097.240 531.127
2001 Total
166.142
9.987.750
Change YoY
Volume (columns) and Open Interest (lines) in EUR million 180.000
90.000
160.000
80.000
140.000
70.000
120.000
60.000
Open Interest
100.000
Volume
100.000
50.000
80.000
40.000
60.000
30.000 20.000
40.000
10.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 16
Dow Jones Euro STOXX 50 Options 2.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
2.1.3
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
44,64% 55,58% 56,36%
10,59% 4,74% 8,54%
44,78% 39,68% 35,10%
37.162 431.639 698.725
12.385 490.696 536.892
49.547 922.335 1.235.617
1761,54% 33,97%
1.171 18.881 38.796
355 17.777 24.078
1.526 36.657 62.874
2302,75% 71,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
59,27% 61,72% 58,52% 61,11%
9,67% 7,30% 8,18% 7,15%
31,05% 30,98% 33,31% 31,75%
1.078.861 1.267.679 1.854.726 1.740.363
826.340 949.191 1.573.426 1.480.868
1.905.201 2.216.870 3.428.152 3.221.231
54,25% 82,84% 155,16% 160,70%
54.926 62.914 82.711 74.324
34.381 38.844 56.275 50.873
89.306 101.758 138.986 125.197
55,87% 69,55% 102,94% 99,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
60,04% 63,90% 64,16% 61,06% 58,59% 60,27% 53,24% 50,51% 52,52% 52,38% 54,21% 51,17% 58,47% 54,34% 63,83% 55,44% 62,48% 66,11% 62,54% 57,54% 55,83% 60,40% 63,52% 58,19%
6,91% 10,19% 8,72% 8,34% 6,06% 7,14% 9,88% 10,45% 11,03% 7,21% 7,80% 10,43% 10,63% 12,29% 6,86% 9,50% 6,98% 5,81% 7,28% 8,09% 9,02% 7,40% 6,94% 6,95%
33,05% 25,91% 27,12% 30,60% 35,35% 32,58% 36,88% 39,03% 36,45% 40,41% 37,99% 38,40% 30,90% 33,37% 29,31% 35,06% 30,54% 28,09% 30,18% 34,37% 35,14% 32,20% 29,54% 34,86%
498.397 591.556 591.284 636.507 724.900 642.972 730.360 841.290 721.722 842.262 931.498 698.725 813.249 1.001.748 1.078.861 1.181.910 1.284.131 1.267.679 1.537.250 1.720.365 1.854.726 2.242.010 2.339.385 1.740.363
579.998 690.658 643.867 659.646 703.205 569.521 637.691 726.941 621.816 753.003 837.164 536.892 650.736 792.464 826.340 908.476 971.023 949.191 1.154.122 1.315.584 1.573.426 1.862.073 1.980.238 1.480.868
1.078.395 1.282.214 1.235.151 1.296.153 1.428.105 1.212.493 1.368.051 1.568.231 1.343.538 1.595.265 1.768.662 1.235.617 1.463.985 1.794.212 1.905.201 2.090.386 2.255.154 2.216.870 2.691.372 3.035.949 3.428.152 4.104.083 4.319.623 3.221.231
1306,98% 827,17% 861,56% 581,55% 418,13% 288,18% 230,54% 204,99% 114,85% 105,12% 81,72% 33,97% 35,76% 39,93% 54,25% 61,28% 57,91% 82,84% 96,73% 93,59% 155,16% 157,27% 144,23% 160,70%
23.064 28.522 30.243 32.918 37.811 34.873 39.889 46.243 40.302 46.767 51.710 38.796 44.788 53.793 54.926 59.724 65.007 62.914 74.234 81.840 82.711 97.160 101.189 74.324
22.110 27.441 27.051 27.686 29.415 25.142 28.347 32.443 28.184 33.765 37.432 24.078 29.039 34.619 34.381 37.606 40.273 38.844 46.208 51.213 56.275 64.958 69.298 50.873
45.174 55.963 57.294 60.604 67.226 60.015 68.236 78.687 68.486 80.531 89.142 62.874 73.827 88.412 89.306 97.330 105.280 101.758 120.442 133.053 138.986 162.118 170.486 125.197
1712,13% 1094,91% 1191,06% 807,82% 600,14% 440,74% 357,50% 322,91% 204,20% 188,74% 144,51% 71,52% 63,43% 57,98% 55,87% 60,60% 56,61% 69,55% 76,51% 69,09% 102,94% 101,31% 91,25% 99,12%
2001 Total
60,09%
7,95%
31,96%
1.740.363
1.480.868
3.221.231
160,70%
74.324
50.873
125.197
99,12%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
2.433 1.871 1.883
1.582 1.255 1.437
2.149 1.547 1.662
199.307.567 3.364.520.318 7.789.999.059
64.944.596 2.502.692.062 5.833.698.337
264.252.153 5.867.212.380 13.623.697.396
2120,31% 132,20%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.518 1.491 1.634 1.698
1.545 1.107 1.670 1.368
1.531 1.318 1.652 1.543
2.676.533.006 3.181.772.176 4.957.260.884 5.193.351.578
2.444.242.322 1.933.979.815 5.046.958.416 3.704.074.436
5.120.775.328 5.115.751.991 10.004.219.300 8.897.426.014
36,22% 62,08% 229,40% 142,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.143 2.475 2.409 1.970 1.775 2.009 1.930 1.610 1.712 1.787 1.597 1.552 1.606 1.224 1.659 1.574 1.473 1.447 1.832 1.615 1.446 1.751 1.759 1.432
1.773 1.740 2.023 1.539 1.413 1.303 1.256 990 1.490 1.374 1.289 1.179 1.967 1.374 1.402 1.083 987 1.218 1.436 1.410 2.020 1.529 1.301 1.175
1.966 2.093 2.208 1.748 1.620 1.690 1.640 1.323 1.589 1.554 1.442 1.369 1.765 1.302 1.542 1.333 1.261 1.349 1.651 1.516 1.763 1.654 1.540 1.297
772.114.129 688.530.657 620.576.424 391.612.734 788.464.572 770.658.909 628.373.206 579.549.308 582.674.697 772.150.432 735.572.218 459.721.773 874.758.801 619.587.508 1.182.186.697 967.542.536 951.415.788 1.262.813.852 1.955.481.767 1.531.777.746 1.470.001.371 2.502.857.675 1.929.685.930 760.807.973
588.364.566 523.871.808 565.836.641 323.713.661 470.051.720 411.836.455 309.427.143 308.442.469 628.662.966 766.395.229 601.509.132 335.586.547 844.042.606 762.300.552 837.899.164 642.317.303 490.904.751 800.757.761 1.281.846.540 1.233.194.671 2.531.917.205 1.707.157.186 1.302.116.224 694.801.026
1.360.478.695 1.212.402.465 1.186.413.065 715.326.395 1.258.516.292 1.182.495.364 937.800.349 887.991.777 1.211.337.663 1.538.545.661 1.337.081.350 795.308.320 1.718.801.407 1.381.888.060 2.020.085.861 1.609.859.839 1.442.320.539 2.063.571.613 3.237.328.307 2.764.972.417 4.001.918.576 4.210.014.861 3.231.802.154 1.455.608.999
993,97% 639,10% 994,08% 234,42% 235,26% 206,31% 76,33% 53,69% 58,06% 137,42% 35,43% -19,15% 26,34% 13,98% 70,27% 125,05% 14,60% 74,51% 245,20% 211,37% 230,37% 173,64% 141,71% 83,02%
2001 Total
1.603
1.449
1.530
16.008.917.644
13.129.254.989
29.138.172.633
113,88%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.2
Dow Jones Euro STOXX 50 Futures
2.2.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 17
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
1998 Total 1999 Total 2000 Total
18.834 340.799 2.213.643
366.435 5.341.864 14.315.518
1357,79% 167,99%
11.231 208.872 729.342
1759,78% 249,18%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.277.434 1.393.959 2.172.479 2.369.239
6.353.819 6.814.926 12.106.289 12.553.466
118,01% 111,52% 261,75% 159,77%
279.190 295.819 425.678 452.261
88,12% 75,31% 143,91% 90,29%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
98.461 100.211 122.002 133.439 164.235 158.197 139.840 162.830 223.804 297.086 323.024 290.514 367.434 336.008 573.992 499.004 443.739 451.216 491.548 620.753 1.060.178 1.040.529 810.328 518.382
751.259 737.668 1.425.519 788.420 886.895 1.546.547 669.558 940.738 1.736.308 1.344.965 1.401.564 2.086.077 1.397.602 1.592.822 3.363.395 1.926.561 1.734.788 3.153.577 2.253.441 2.770.211 7.082.637 4.889.137 3.621.185 4.043.144
319,45% 305,56% 219,05% 287,45% 221,10% 149,02% 122,40% 162,29% 119,89% 243,62% 123,32% 116,18% 86,03% 115,93% 135,94% 144,36% 95,60% 103,91% 236,56% 194,47% 307,91% 263,51% 158,37% 93,82%
35.536 37.635 75.241 40.529 45.868 82.345 35.201 48.568 90.752 66.107 69.602 101.959 66.550 71.697 140.944 82.165 77.529 136.125 91.201 107.443 227.034 169.120 133.576 149.565
458,51% 500,41% 374,39% 443,38% 355,12% 252,57% 205,56% 265,90% 202,98% 348,98% 164,75% 133,17% 87,27% 90,51% 87,32% 102,73% 69,03% 65,31% 159,09% 121,22% 150,17% 155,83% 91,91% 46,69%
2001 Total
7.213.111
37.828.500
164,25%
1.452.948
99,21%
250.000
Volume (columns) and Open Interest (lines) in EUR million
45.000 40.000
200.000
35.000
Open Interest
30.000 150.000
Volume
25.000 20.000
100.000
15.000 10.000
50.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.2.2
ex_monthly0112.doc 14.01.2002 page 18
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
1998 Total 1999 Total 2000 Total
73,64% 70,85% 50,47%
7,53% 14,32% 27,71%
18,83% 14,83% 21,82%
59.626 302.933 470.624
408,06% 55,36%
2.022 15.020 22.647
642,65% 50,78%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
51,83% 51,66% 47,82% 48,30%
25,43% 25,34% 23,14% 24,94%
22,73% 23,00% 29,04% 26,76%
582.759 631.774 876.743 820.256
73,26% 54,43% 80,10% 74,29%
24.101 27.115 29.129 31.422
36,80% 27,51% 20,40% 38,75%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
54,29% 54,39% 60,76% 48,53% 48,34% 56,83% 45,46% 42,37% 54,57% 39,69% 37,54% 55,04% 45,55% 49,98% 55,32% 45,43% 46,67% 58,21% 46,15% 43,43% 50,08% 44,51% 44,04% 56,70%
25,39% 25,22% 26,25% 28,05% 26,54% 26,94% 27,75% 31,96% 24,00% 32,48% 32,47% 26,30% 29,32% 26,18% 23,46% 26,81% 28,27% 22,83% 26,27% 25,51% 21,22% 27,63% 26,47% 20,30%
20,32% 20,39% 12,99% 23,42% 25,12% 16,22% 26,78% 25,67% 21,44% 27,83% 29,99% 18,66% 25,13% 23,83% 21,22% 27,76% 25,06% 18,96% 27,58% 31,06% 28,71% 27,86% 29,49% 23,00%
333.212 379.518 336.356 392.889 444.694 409.092 448.415 577.904 486.821 500.304 512.136 470.624 545.628 691.828 582.759 630.876 667.970 631.774 724.281 819.843 876.743 942.570 1.072.797 820.256
163,40% 163,70% 105,86% 105,50% 109,15% 95,40% 98,98% 154,22% 120,34% 107,22% 75,11% 55,36% 63,75% 82,29% 73,26% 60,57% 50,21% 54,43% 61,52% 41,86% 80,10% 88,40% 109,48% 74,29%
15.618 19.783 17.617 20.875 23.169 21.265 23.190 29.973 24.193 25.592 24.640 22.647 26.246 29.807 24.101 28.510 29.529 27.115 29.764 30.763 29.129 32.839 39.336 31.422
244,46% 293,08% 203,89% 191,81% 200,28% 167,04% 183,02% 249,62% 197,82% 169,11% 93,68% 50,78% 68,04% 50,67% 36,80% 36,58% 27,45% 27,51% 28,35% 2,64% 20,40% 28,32% 59,64% 38,75%
2001 Total
49,35%
24,52%
26,14%
820.256
74,29%
31.422
38,75%
2.3
Dow Jones STOXX 50 Options
2.3.1
Traded Contracts Trades
Traded Contracts Calls
Puts
Total
1.916 2.354 1.697
34.021 30.432 24.957
39.758 49.822 36.573
73.779 80.254 61.530
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
249 200 417 344
4.592 3.656 9.103 4.519
3.608 2.614 8.048 8.260
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
345 180 161 89 88 80 78 82 204 158 135 97 72 80 97 41 54 105 151 95 171 156 132 56
5.227 1.247 995 238 919 682 455 2.450 5.117 3.451 2.122 2.054 1.238 2.716 638 488 1.002 2.166 3.845 406 4.852 2.816 1.350 353
1.210
21.870
1998 Total 1999 Total 2000 Total
2001 Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
8,78% -23,33%
1.088 1.154 1.262
1.205 1.800 1.557
2.293 2.954 2.820
28,83% -4,54%
8.200 6.270 17.151 12.779
-72,19% 42,76% 27,62% -10,06%
212 157 356 164
153 106 294 277
366 263 651 440
-70,45% 23,88% -3,05% -36,98%
15.105 2.704 4.213 677 1.336 540 983 653 3.781 3.058 1.623 1.900 548 2.017 1.043 248 812 1.554 1.644 2.596 3.808 3.962 3.635 663
20.332 3.951 5.208 915 2.255 1.222 1.438 3.103 8.898 6.509 3.745 3.954 1.786 4.733 1.681 736 1.814 3.720 5.489 3.002 8.660 6.778 4.985 1.016
138,47% 55,80% -14,36% -84,35% -52,48% -87,48% -82,29% -52,11% 3,47% -1,35% -52,01% -23,42% -91,22% 19,79% -67,72% -19,56% -19,56% 204,42% 281,71% -3,25% -2,67% 4,13% 33,11% -74,30%
256 63 53 12 48 34 23 128 260 176 107 102 59 125 28 22 44 92 160 16 180 100 51 13
595 111 159 31 62 26 45 32 183 145 79 91 24 89 40 10 33 62 64 98 132 128 126 24
851 174 212 42 110 60 68 160 444 321 186 192 84 214 68 32 77 154 224 115 312 228 176 36
188,85% 106,43% -0,88% -80,04% -35,08% -83,13% -77,92% -30,50% 42,67% 33,68% -40,71% -12,41% -90,19% 22,93% -68,03% -24,55% -29,84% 155,59% 228,50% -28,18% -29,56% -28,85% -5,25% -81,19%
22.530
44.400
-27,84%
889
831
1.720
-39,01%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.3.2
14.01.2002 page 19
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
2.3.3
ex_monthly0112.doc
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
8,76% 15,88% 24,80%
3,07% 1,70% 11,98%
88,18% 82,43% 63,23%
6.225 3.508 4.645
6.036 9.209 4.037
12.261 12.717 8.682
3,72% -31,73%
202 145 236
177 345 191
379 490 426
29,35% -13,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
13,30% 42,58% 31,01% 28,79%
37,02% 4,05% 23,65% 17,79%
49,68% 53,37% 45,34% 53,41%
3.245 4.669 6.529 6.079
2.554 1.749 4.502 4.522
5.799 6.418 11.031 10.601
-67,29% -55,74% -40,41% 22,10%
150 207 270 253
108 70 162 158
258 277 433 410
-64,70% -55,56% -48,72% -3,78%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
40,25% 25,09% 30,16% 21,04% 7,65% 22,75% 10,78% 4,90% 22,70% 6,15% 3,20% 23,67% 17,36% 3,80% 35,72% 15,49% 33,35% 52,43% 21,31% 28,61% 37,99% 39,07% 18,98% 8,37%
7,89% 0,04% 7,85% 11,43% 22,77% 4,05% 5,15% 10,55% 26,98% 11,50% 20,59% 9,83% 12,82% 56,21% 8,69% 7,20% 5,54% 2,70% 21,07% 3,33% 32,33% 15,87% 21,23% 13,78%
51,86% 74,87% 61,99% 67,53% 69,58% 73,20% 84,08% 84,55% 50,31% 82,35% 76,21% 66,50% 69,82% 39,99% 55,59% 77,31% 61,11% 44,87% 57,62% 68,05% 29,68% 45,06% 59,79% 77,85%
5.567 5.505 4.987 5.028 5.559 4.114 4.311 6.085 7.791 8.357 8.611 4.645 4.521 6.792 3.245 3.571 3.961 4.669 6.151 6.168 6.529 7.565 8.172 6.079
15.515 15.718 12.741 12.781 13.382 10.388 10.613 10.853 10.720 11.410 11.258 4.037 4.069 4.797 2.554 2.597 3.106 1.749 2.660 2.475 4.502 6.323 7.363 4.522
21.082 21.223 17.728 17.809 18.941 14.502 14.924 16.938 18.511 19.767 19.869 8.682 8.590 11.589 5.799 6.168 7.067 6.418 8.811 8.643 11.031 13.888 15.535 10.601
106,83% 165,79% 169,05% 88,22% 71,75% 32,89% 31,08% 39,13% 53,03% 50,84% 17,28% -31,73% -59,25% -45,39% -67,29% -65,37% -62,69% -55,74% -40,96% -48,97% -40,41% -29,74% -21,81% 22,10%
258 256 241 243 271 208 218 310 395 425 436 236 227 331 150 165 182 207 268 268 270 310 333 253
578 587 490 492 520 415 424 436 448 479 472 191 191 223 108 110 131 70 104 97 162 221 258 158
836 844 731 735 791 623 642 746 844 904 909 426 419 554 258 274 313 277 372 365 433 531 591 410
156,94% 234,88% 227,84% 122,92% 106,19% 59,95% 57,78% 74,12% 97,39% 95,12% 45,29% -13,00% -49,92% -34,29% -64,70% -62,68% -60,38% -55,56% -42,00% -51,01% -48,72% -41,27% -34,97% -3,78%
2001 Total
28,73%
21,67%
49,60%
6.079
4.522
10.601
22,10%
253
158
410
-3,78%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
1.301 1.451 1.726
1.076 1.382 1.494
1.180 1.408 1.588
44.266.706 44.154.965 43.081.752
42.782.544 68.829.597 54.629.627
87.049.240 112.984.562 97.711.379
29,79% -13,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
2.506 1.164 1.018 1.632
1.907 1.426 2.393 1.159
2.243 1.273 1.663 1.326
11.508.586 4.255.849 9.264.909 7.376.609
6.882.131 3.726.982 19.257.914 9.569.711
18.390.717 7.982.831 28.522.823 16.946.320
-61,18% 0,41% 34,28% -19,86%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.634 2.419 3.634 2.590 2.147 3.451 1.548 1.918 1.669 1.414 998 986 533 3.869 534 1.285 1.150 1.143 1.532 818 627 1.742 1.294 2.053
1.557 1.380 1.175 1.205 1.225 1.026 1.168 902 1.470 1.740 1.488 2.309 1.299 2.093 1.869 2.251 786 1.629 1.764 1.651 3.170 1.123 1.204 1.121
1.577 1.708 1.645 1.565 1.601 2.380 1.288 1.704 1.585 1.567 1.210 1.622 768 3.112 1.362 1.610 987 1.346 1.601 1.538 1.745 1.380 1.228 1.445
8.538.884 3.016.036 3.615.677 616.469 1.973.492 2.353.869 704.266 4.699.676 8.542.666 4.878.571 2.116.830 2.025.316 660.086 10.507.924 340.576 626.838 1.152.298 2.476.713 5.889.897 332.002 3.043.010 4.904.699 1.747.083 724.827
23.520.286 3.732.701 4.951.128 815.603 1.636.656 553.896 1.147.929 588.680 5.558.226 5.321.015 2.415.569 4.387.938 711.588 4.221.642 1.948.901 558.358 637.874 2.530.750 2.899.830 4.285.325 12.072.759 4.450.808 4.375.772 743.131
32.059.170 6.748.737 8.566.805 1.432.072 3.610.148 2.907.765 1.852.195 5.288.356 14.100.892 10.199.586 4.532.399 6.413.254 1.371.674 14.729.566 2.289.477 1.185.196 1.790.172 5.007.463 8.789.727 4.617.327 15.115.769 9.355.507 6.122.855 1.467.958
114,15% 105,45% 22,75% -82,84% -31,06% -69,47% -83,77% -27,60% 22,49% 11,27% -62,93% -50,76% -95,72% 118,26% -73,28% -17,24% -50,41% 72,21% 374,56% -12,69% 7,20% -8,28% 35,09% -77,11%
2001 Total
1.482
1.750
1.618
32.405.953
39.436.738
71.842.691
-26,47%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.4
Dow Jones STOXX 50 Futures
2.4.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 20
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
1998 Total 1999 Total 2000 Total
5.933 19.087 31.305
94.771 326.136 355.801
244,13% 9,10%
2.930 12.482 17.465
326,07% 39,92%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
6.014 8.202 13.226 14.373
74.761 84.413 145.948 147.708
-29,86% 2,33% 89,91% 64,35%
3.099 3.510 4.882 5.284
-40,24% -14,78% 26,57% 22,78%
2.397 3.255 4.163 2.366 2.642 2.408 1.845 1.725 3.069 3.246 1.565 2.624 1.387 1.635 2.992 1.843 1.910 4.449 3.136 3.574 6.516 5.677 5.118 3.578
25.828 22.929 57.826 17.238 21.839 43.417 13.266 14.984 48.602 22.095 11.304 56.473 10.683 12.812 51.266 12.674 12.663 59.076 16.600 25.373 103.975 40.894 33.616 73.198
26,74% 14,82% 60,95% -13,27% 36,68% 23,83% -13,51% 8,67% 0,14% 13,58% -57,58% 2,34% -58,64% -44,12% -11,34% -26,48% -42,02% 36,07% 25,13% 69,33% 113,93% 85,08% 197,38% 29,62%
1.186 1.095 2.905 849 1.078 2.191 665 748 2.444 1.071 544 2.688 483 552 2.064 518 540 2.451 646 945 3.290 1.408 1.225 2.651
67,66% 60,98% 128,40% 16,60% 86,66% 65,67% 13,78% 49,70% 35,35% 47,65% -51,37% 9,29% -59,24% -49,59% -28,95% -38,98% -49,86% 11,86% -2,85% 26,37% 34,63% 31,38% 125,11% -1,36%
41.815
452.830
27,27%
16.774
-3,95%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.4.2
ex_monthly0112.doc 14.01.2002 page 21
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
1998 Total 1999 Total 2000 Total
48,59% 55,84% 39,37%
12,11% 25,64% 32,95%
39,30% 18,52% 27,68%
13.113 20.302 20.614
54,82% 1,54%
439 969 946
120,62% -2,39%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
31,55% 31,40% 42,07% 35,65%
44,69% 41,33% 25,76% 33,00%
23,75% 27,27% 32,17% 31,35%
19.155 19.731 32.399 23.565
-3,70% 30,36% 65,94% 14,32%
764 805 1.083 878
-24,07% 9,16% 14,65% -7,24%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
34,64% 43,09% 43,87% 31,24% 29,23% 35,29% 33,08% 35,17% 43,78% 35,52% 35,30% 46,08% 29,16% 26,49% 33,32% 33,71% 32,32% 30,71% 33,37% 37,58% 44,56% 33,80% 36,27% 36,39%
37,13% 26,04% 38,19% 19,76% 19,77% 46,14% 35,35% 24,02% 36,08% 15,85% 23,03% 35,23% 38,19% 38,38% 47,63% 26,36% 25,74% 47,89% 17,10% 15,36% 29,69% 25,38% 25,95% 40,45%
28,24% 30,87% 17,94% 49,00% 51,00% 18,57% 31,58% 40,81% 20,14% 48,62% 41,67% 18,69% 32,65% 35,13% 19,05% 39,93% 41,94% 21,40% 49,53% 47,06% 25,76% 40,82% 37,79% 23,17%
26.291 25.842 19.891 20.588 21.157 15.136 16.488 20.106 19.525 23.110 22.907 20.614 20.757 21.770 19.155 20.376 22.024 19.731 20.574 25.293 32.399 36.653 37.292 23.565
44,10% 64,31% 45,05% 15,00% -13,75% -35,18% -40,96% -28,62% -28,89% -17,37% -12,52% 1,54% -21,05% -15,76% -3,70% -1,03% 4,10% 30,36% 24,78% 25,80% 65,94% 58,60% 62,80% 14,32%
1.189 1.265 1.007 1.053 1.047 738 807 1.012 945 1.157 1.060 946 947 891 764 876 936 805 811 919 1.083 1.275 1.332 878
88,47% 131,79% 105,85% 56,53% 17,98% -16,26% -20,37% -3,37% -5,87% 5,39% -6,56% -2,39% -20,34% -29,53% -24,07% -16,80% -10,58% 9,16% 0,44% -9,11% 14,65% 10,18% 25,70% -7,24%
2001 Total
36,25%
34,15%
29,60%
23.565
14,32%
878
-7,24%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 22
VDAX Volatility Index High
Date
Low
Date
Average
1996 Total
17,09
13.12.
10,10
20.09.
12,51
15,19
1997 Total
43,40
30.10.
14,57
17.01.
23,46
27,54 33,42
Ultimo
1998 Total
56,31
02.10.
19,79
10.03.
26,01
1999 Total
42,78
14.01.
21,79
30.11.
26,01
28,94
2000 Total
32,34
15.02.
17,34
01.09.
23,48
23,37
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
31,40 32,34 29,16 28,82 26,50 22,84 21,06 20,62 22,65 27,77 24,05 24,25 25,09 21,42 29,64 28,57 21,07 22,56 23,65 25,15 46,85 38,11 36,26 28,35
31.01. 15.02. 14.03. 05.04. 10.05. 01.06. 06.07. 03.08. 21.09. 12.10. 30.11. 21.12. 03.01. 23.02. 22.03. 03.04. 09.05. 18.06. 25.07. 30.08. 21.09. 19.10. 02.11. 20.12.
25,09 27,29 24,65 23,70 23,44 20,05 19,03 17,94 17,34 20,34 20,29 20,81 18,23 17,09 17,91 19,37 18,12 17,62 18,22 19,60 25,08 33,24 25,74 25,21
14.01. 03.02. 24.03. 28.04. 30.05. 16.06. 20.07. 25.08. 01.09. 05.10. 36.833 15.12. 26.01. 15.02. 07.03. 30.04. 25.05. 05.06. 02.07. 01.08. 04.09. 26.10. 23.11. 5.12.
27,47 29,08 26,23 26,54 24,95 21,21 19,96 19,14 19,23 23,33 21,94 22,71 21,13 18,46 22,97 23,24 19,62 19,77 21,42 22,15 36,55 35,76 30,32 27,03
31,40 28,54 26,84 23,70 23,67 21,01 20,03 18,03 20,60 20,60 24,05 23,37 19,22 20,18 24,87 19,37 19,72 18,73 19,71 24,48 35,87 36,49 26,78 26,07
Values in percent p.a. The Index is calculated by taking bid and ask prices of a basket of Eurex-DAX® Options.
VDAX Volatility Index 50,00 45,00 40,00 35,00 30,00 25,00 20,00 15,00 20 00 20 -12 00 -0 20 -12 1 00 -1 20 -12 4 01 -2 20 -01 9 01 -1 20 -01 2 01 -2 20 -02 5 01 -0 20 -02 7 01 -2 20 -03 0 01 -0 20 -03 5 01 -1 20 -03 6 01 -2 20 -04 9 01 -1 20 -04 1 01 -2 20 -05 6 01 -1 20 -05 0 01 -2 20 -06 3 01 -0 20 -06 5 01 -1 20 -06 8 01 -2 20 -07 9 01 -1 20 -07 2 01 -2 20 -08 5 01 -0 20 -08 7 01 -2 20 -08 0 01 -3 20 -09 1 01 -1 3 10 -09 .1 -2 0 23 .2 6 .1 00 20 0.2 1 01 00 20 -11 1 01 -0 20 -11 5 01 -1 6 12 -11 .1 -2 9 2 28 .2 .1 00 2. 1 20 01
2.5
ex_monthly0112.doc
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.6
DAX Options
2.6.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 23
Traded Contracts Calls
Puts
Total
Change YoY
588.707 761.990 861.372 980.446 1.006.609
12.353.846 14.849.339 14.033.023 16.155.035 14.091.488
13.688.617 16.671.947 15.915.480 16.458.748 17.850.074
26.042.463 31.521.286 29.948.503 32.613.783 31.941.562
21,04% -4,99% 8,90% -2,06%
246.232 212.430 306.035 223.431
4.429.157 4.936.357 6.308.525 5.928.906
5.197.657 4.855.315 6.672.296 5.774.289
9.626.814 9.791.672 12.980.821 11.703.195
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
103.376 91.641 91.885 75.361 89.445 70.179 70.966 77.166 91.049 92.335 85.291 67.915 65.775 67.138 113.319 81.146 66.198 65.086 73.934 103.022 129.079 95.397 75.670 52.364
1.422.675 1.244.748 1.115.174 871.995 1.133.314 928.870 903.226 988.786 1.288.152 1.449.662 1.549.887 1.194.999 1.313.670 1.236.911 1.878.576 1.653.787 1.832.773 1.449.797 1.532.887 2.180.739 2.594.899 2.554.503 2.017.685 1.356.718
1.807.477 1.573.559 1.457.682 1.336.071 1.446.080 1.113.069 1.043.559 1.209.140 1.803.423 1.974.687 1.823.517 1.261.810 1.271.281 1.404.778 2.521.598 1.742.606 1.611.241 1.501.468 1.749.031 2.127.604 2.795.661 2.417.842 2.138.852 1.217.595
2001 Total
988.128
21.602.945
22.499.557
Total Total Total Total Total Quarter Quarter Quarter Quarter
Puts
Total
Change YoY
288.163 374.353 450.397 526.072
299.442 380.929 410.283 594.096
339.870 587.605 755.282 860.680 1.120.168
72,89% 28,54% 13,95% 30,15%
11,66% 43,38% 79,39% 26,46%
148.100 158.576 176.946 153.722
154.091 137.843 163.297 128.678
302.191 296.419 340.242 282.399
-1,87% 21,45% 32,47% -9,29%
3.230.152 2.818.307 2.572.856 2.208.066 2.579.394 2.041.939 1.946.785 2.197.926 3.091.575 3.424.349 3.373.404 2.456.809 2.584.951 2.641.689 4.400.174 3.396.393 3.444.014 2.951.265 3.281.918 4.308.343 5.390.560 4.972.345 4.156.537 2.574.313
36,28% 23,13% -14,31% -9,04% 19,08% -21,06% -31,29% -21,98% 3,30% 27,68% -0,31% -19,78% -19,97% -6,27% 71,02% 53,82% 33,52% 44,53% 68,58% 96,02% 74,36% 45,21% 23,21% 4,78%
50.972 48.027 44.864 33.705 42.964 35.402 34.314 37.768 48.224 51.642 56.601 41.590 45.901 42.581 59.618 51.792 60.135 46.648 48.164 64.426 64.357 63.086 53.599 37.036
57.559 54.306 52.222 45.886 48.626 37.475 35.315 40.965 60.251 62.997 58.860 39.633 39.582 43.295 71.214 48.580 46.510 42.753 47.909 55.479 59.909 50.942 48.597 29.139
108.531 102.334 97.087 79.590 91.590 72.877 69.629 78.733 108.475 114.639 115.461 81.224 85.483 85.876 130.832 100.373 106.645 89.401 96.072 119.905 124.265 114.028 102.197 66.175
79,47% 79,03% 32,25% 29,11% 64,01% 7,99% -9,27% 8,46% 38,28% 65,31% 21,45% -12,16% -21,24% -16,08% 34,76% 26,11% 16,44% 22,67% 37,98% 52,29% 14,56% -0,53% -11,49% -18,53%
44.102.502
38,07%
637.344
583.908
1.221.252
9,02%
Volume (columns) and Open Interest (lines) in EUR million 140.000
140.000
120.000
120.000
100.000
100.000
80.000
80.000
60.000
60.000
40.000
40.000
20.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
2001 1. 2. 3. 4.
Volume
1996 1997 1998 1999 2000
Volume in EUR million Calls
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 24
DAX Options 2.6.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
29,75% 32,99% 30,89% 30,18% 27,27%
5,12% 4,39% 4,19% 5,79% 6,62%
65,12% 62,62% 64,92% 64,03% 66,11%
508.675 471.030 505.874 651.570 919.845
669.514 466.717 451.410 861.162 874.661
1.178.189 937.747 957.284 1.512.732 1.794.506
-20,41% 2,08% 58,02% 18,63%
9.949 13.973 20.081 34.195
8.651 10.344 23.252 27.540
18.600 24.317 43.333 61.736
30,74% 78,20% 42,47%
25,86% 26,21% 27,07% 25,94%
9,53% 5,87% 4,85% 6,60%
64,61% 67,91% 68,08% 67,46%
1.260.000 1.426.736 2.249.135 1.653.071
1.239.002 1.326.096 1.836.858 1.478.527
2.499.002 2.752.832 4.085.993 3.131.598
70,71% 118,33% 118,13% 74,51%
44.483 49.491 67.605 49.110
36.307 37.637 44.976 34.560
80.789 87.127 112.581 83.670
64,80% 97,11% 71,45% 35,53%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
29,14% 30,47% 30,72% 26,90% 27,63% 28,42% 28,44% 25,97% 27,34% 24,94% 23,28% 25,45% 25,68% 22,84% 27,77% 26,26% 26,96% 25,28% 23,12% 24,94% 31,17% 25,55% 26,52% 25,77%
7,77% 8,04% 6,63% 6,67% 6,02% 4,76% 5,35% 5,57% 5,18% 7,95% 6,97% 6,98% 9,83% 11,86% 7,95% 7,44% 5,49% 4,52% 5,06% 5,04% 4,56% 6,28% 5,94% 8,30%
63,08% 61,49% 62,65% 66,43% 66,35% 66,82% 66,22% 68,46% 67,49% 67,11% 69,75% 67,57% 64,49% 65,30% 64,28% 66,30% 67,55% 70,20% 71,82% 70,02% 64,27% 68,17% 67,54% 65,94%
705.282 753.838 608.527 645.968 760.864 560.964 619.685 748.969 847.690 994.962 1.193.585 919.845 1.043.659 1.153.867 1.260.000 1.392.197 1.629.926 1.426.736 1.543.056 1.978.063 2.249.135 2.312.082 2.533.814 1.653.071
944.154 1.045.269 855.338 872.657 962.804 699.905 787.583 965.563 1.025.519 1.109.197 1.198.109 874.661 964.718 1.125.974 1.239.002 1.332.193 1.505.558 1.326.096 1.470.220 1.657.214 1.836.858 2.010.478 2.227.252 1.478.527
1.649.436 1.799.107 1.463.865 1.518.625 1.723.668 1.260.869 1.407.268 1.714.532 1.873.209 2.104.159 2.391.694 1.794.506 2.008.377 2.279.841 2.499.002 2.724.390 3.135.484 2.752.832 3.013.276 3.635.277 4.085.993 4.322.560 4.761.066 3.131.598
32,20% 32,16% 9,55% 0,46% 13,81% -6,41% -9,66% 8,55% 16,02% 20,01% 30,91% 18,63% 21,76% 26,72% 70,71% 79,40% 81,91% 118,33% 114,12% 112,03% 118,13% 105,43% 99,07% 74,51%
23.133 25.808 21.977 23.338 27.628 21.400 23.915 29.076 32.477 37.694 45.156 34.195 38.985 42.823 44.483 48.723 57.246 49.491 53.200 65.372 67.605 69.587 76.518 49.110
26.949 31.169 27.044 27.196 29.955 22.802 25.810 31.606 33.189 35.353 38.036 27.540 30.282 35.015 36.307 38.681 43.613 37.637 40.923 45.058 44.976 48.370 53.578 34.560
50.083 56.977 49.022 50.534 57.583 44.202 49.724 60.682 65.666 73.047 83.192 61.736 69.267 77.838 80.789 87.404 100.860 87.127 94.123 110.429 112.581 117.958 130.096 83.670
58,44% 65,91% 48,03% 32,45% 50,72% 28,07% 23,06% 49,65% 57,90% 61,84% 72,84% 42,47% 38,31% 36,61% 64,80% 72,96% 75,16% 97,11% 89,29% 81,98% 71,45% 61,48% 56,38% 35,53%
2001 Total
26,31%
6,56%
67,12%
1.653.071
1.478.527
3.131.598
74,51%
49.110
34.560
83.670
35,53%
2001 1. 2. 3. 4.
2.6.3
Open Interest in Contracts Calls
Quarter Quarter Quarter Quarter
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
207 479 753 731 823
126 332 671 487 625
164 401 709 608 712
2.555.736.593 7.112.164.352 10.561.443.348 11.808.374.759 11.599.887.934
1.725.640.321 5.540.509.743 10.676.848.844 8.009.914.482 11.150.202.090
4.281.376.914 12.652.674.095 21.238.292.193 19.818.289.241 22.750.090.024
195,53% 67,86% -6,69% 14,79%
614 682 577 848
741 581 984 767
682 632 786 808
2.719.161.838 3.368.897.052 3.638.159.757 5.027.702.171
3.849.756.092 2.822.939.507 6.567.736.508 4.430.645.486
6.568.917.930 6.191.836.559 10.205.896.265 9.458.347.657
-15,14% 44,81% 146,09% 43,62%
1.165 1.326 1.238 643 721 637 587 667 553 715 757 695 766 536 559 699 681 665 546 574 598 825 927 774
593 659 648 650 580 539 447 482 663 762 568 796 627 600 876 623 557 560 617 778 1.371 843 684 763
845 953 903 647 642 583 512 565 617 742 655 747 698 570 741 660 623 612 584 675 999 834 802 769
1.657.735.571 1.650.671.711 1.380.185.051 561.005.625 816.918.785 591.306.355 530.391.994 659.551.099 712.851.266 1.035.896.889 1.173.436.515 829.937.073 1.006.660.195 662.955.250 1.049.546.393 1.156.607.702 1.247.551.299 964.738.051 836.610.587 1.251.060.431 1.550.488.739 2.106.255.320 1.870.889.871 1.050.556.980
1.072.541.907 1.036.191.818 943.904.019 868.206.961 838.434.617 600.080.886 466.453.941 582.655.338 1.195.333.722 1.505.599.202 1.036.330.790 1.004.468.889 797.238.841 842.702.834 2.209.814.417 1.085.000.446 897.789.041 840.150.020 1.078.740.439 1.655.891.747 3.833.104.322 2.038.507.563 1.463.482.293 928.655.630
2.730.277.478 2.686.863.529 2.324.089.070 1.429.212.586 1.655.353.402 1.191.387.241 996.845.935 1.242.206.437 1.908.184.988 2.541.496.091 2.209.767.305 1.834.405.962 1.803.899.036 1.505.658.084 3.259.360.810 2.241.608.148 2.145.340.340 1.804.888.071 1.915.351.026 2.906.952.178 5.383.593.061 4.144.762.883 3.334.372.164 1.979.212.610
54,11% 91,97% 45,96% 10,34% 58,30% -7,03% -32,68% -16,93% 38,12% 95,52% 19,25% -53,22% -33,93% -43,96% 40,24% 56,84% 29,60% 51,49% 92,14% 134,02% 182,13% 63,08% 50,89% 7,89%
683
785
735
14.753.920.818
17.671.077.593
32.424.998.411
42,53%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.7
DAX Futures
2.7.1
Traded Contracts Trades
1996 1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 25
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
Total Total Total Total Total
1.369.625 2.023.490 2.916.959 4.355.313 5.170.702
5.452.505 6.623.287 6.937.139 12.876.982 11.524.330
21,47% 4,74% 85,62% -10,50%
718.455 1.241.785 1.773.058 1.718.257 2.067.437
72,84% 41,03% -3,09% 20,32%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.687.575 1.697.424 2.259.530 2.111.297
3.562.164 3.133.179 4.232.052 3.758.964
-10,59% 28,26% 82,96% 35,00%
554.633 474.731 527.843 456.549
-25,28% 6,90% 27,38% -2,18%
546.731 486.234 482.144 358.511 424.231 349.794 349.669 355.488 430.798 495.120 500.331 391.651 482.594 466.803 738.178 575.240 559.523 562.661 609.245 703.878 946.407 888.274 741.712 481.311
1.276.544 1.158.482 1.548.922 701.950 794.365 946.595 600.311 623.552 1.089.200 894.111 884.275 1.006.023 810.758 1.038.170 1.713.236 965.515 969.542 1.198.122 1.019.878 1.200.668 2.011.506 1.493.367 1.236.334 1.029.263
15,08% 11,65% 4,93% -21,08% 2,44% -24,11% -35,52% -35,75% -20,31% -9,17% -9,18% -9,81% -36,49% -10,39% 10,61% 37,55% 22,05% 26,57% 69,89% 92,55% 84,68% 67,02% 39,81% 2,31%
221.730 218.446 302.066 129.412 142.659 172.023 108.963 112.847 192.590 150.893 150.571 165.238 133.686 167.341 253.605 143.539 149.437 181.755 149.591 163.416 214.836 171.916 153.871 130.763
55,45% 69,54% 66,87% 11,98% 40,97% 3,65% -14,11% -10,48% 5,73% 14,93% 6,50% -5,73% -39,71% -23,39% -16,04% 10,92% 4,75% 5,66% 37,29% 44,81% 11,55% 13,93% 2,19% -20,86%
7.755.826
14.686.359
27,44%
2.013.756
-2,60%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
300.000
Volume (columns) and Open Interest (lines) in EUR million
70.000 60.000
250.000
50.000
Open Interest
200.000
Volume
40.000
150.000
30.000
100.000
20.000
50.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 26
DAX Futures 2.7.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
40,04% 44,64% 48,07% 47,18% 40,57%
23,71% 23,30% 21,57% 26,33% 29,61%
36,25% 32,06% 30,36% 26,49% 29,82%
95.492 72.632 55.492 134.707 160.198
-23,94% -23,60% 142,75% 18,92%
15.900 14.372 23.680 26.051
-9,62% 64,77% 10,01%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
40,30% 42,07% 39,69% 39,94%
29,95% 23,94% 23,81% 23,50%
29,75% 33,98% 36,49% 36,57%
355.872 129.762 143.971 123.748
3,14% -10,62% -7,52% -22,75%
51.835 19.852 15.527 16.058
-20,99% -21,31% -41,99% -38,36%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
38,42% 40,97% 47,71% 40,37% 36,42% 46,54% 38,61% 37,42% 41,38% 35,05% 34,90% 41,83% 38,33% 39,16% 41,91% 38,73% 40,12% 46,34% 41,54% 39,32% 38,98% 37,88% 39,47% 43,49%
28,56% 28,20% 30,88% 26,17% 30,08% 29,37% 27,62% 29,22% 31,26% 31,34% 30,88% 29,86% 31,18% 32,11% 28,07% 24,66% 23,74% 23,53% 21,96% 22,20% 25,72% 22,94% 23,87% 23,85%
33,03% 30,83% 21,42% 33,46% 33,50% 24,09% 33,78% 33,36% 27,36% 33,61% 34,22% 28,31% 30,49% 28,73% 30,02% 36,62% 36,13% 30,12% 36,50% 38,48% 35,30% 39,18% 36,66% 32,66%
184.013 284.606 345.033 381.909 427.837 145.180 161.501 172.900 155.675 171.480 196.984 160.198 194.627 329.833 355.872 368.134 383.075 129.762 139.815 161.377 143.971 164.637 176.099 123.748
-17,65% -14,28% 17,49% 11,75% 19,36% -3,31% -10,86% -9,73% 9,45% 5,04% 4,74% 18,92% 5,77% 15,89% 3,14% -3,61% -10,46% -10,62% -13,43% -6,66% -7,52% -3,99% -10,60% -22,75%
31.583 54.820 65.601 71.238 76.266 25.227 29.367 31.393 26.764 30.579 31.583 26.051 33.126 51.390 51.835 57.823 58.977 19.852 20.601 20.995 15.527 18.858 21.966 16.058
8,65% 34,35% 83,63% 54,56% 67,88% 24,70% 26,61% 23,89% 45,91% 35,20% 13,85% 10,01% 4,89% -6,26% -20,99% -18,83% -22,67% -21,31% -29,85% -33,12% -41,99% -38,33% -30,45% -38,36%
2001 Total
40,41%
25,25%
34,34%
123.748
-22,75%
16.058
-38,36%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.8
NEMAX 50 Option
2.8.1
Traded Contracts Trades
2.8.2
ex_monthly0112.doc 14.01.2002 page 27
Traded Contracts Calls
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
2000 Total
14.315
287.612
185.685
473.297
1.479
890
2.369
2001 1. 2. 3. 4.
11.141 10.268 8.742 4.699
329.635 314.871 262.951 220.409
141.223 163.899 159.009 134.254
470.858 478.770 421.960 354.663
23426,78% 174,92% 11,61%
1.090 690 403 323
335 287 213 162
1.425 977 616 486
7435,76% -32,19% -66,43%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
111 631 1.525 2.233 3.253 3.833 2.729 3.932 3.488 3.721 2.951 3.365 3.952 4.391 2.124 2.227 1.718 1.838 1.143
1.133 11.578 29.295 34.731 67.864 95.509 47.502 129.564 93.217 106.854 110.210 86.330 118.331 122.798 77.852 62.301 72.447 80.714 67.248
902 9.345 29.439 39.099 40.756 45.152 20.992 40.076 46.538 54.609 44.766 53.178 65.955 56.950 54.395 47.664 45.940 55.745 32.569
2.035 20.923 58.734 73.830 108.620 140.661 68.494 169.640 139.755 161.463 154.976 139.508 184.286 179.748 132.247 109.965 118.387 136.459 99.817
8955,82% 759,09% 125,16% 48,94% 8,99% -2,99% 45,73%
7 76 177 214 352 444 210 506 336 248 215 197 277 208 124 72 93 121 109
6 56 166 220 192 180 70 112 116 107 79 99 109 71 65 77 51 71 41
13 132 343 434 544 624 280 618 452 354 294 296 387 279 189 149 144 192 150
2880,56% 111,77% -45,09% -65,65% -73,46% -69,29% -46,43%
2001 Total
34.850
1.127.866
598.385
1.726.251
264,73%
2.506
998
3.504
47,89%
Quarter Quarter Quarter Quarter
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
2000 Total
20,27%
17,34%
62,39%
107.317
20.189
127.506
561
83
643
2001 1. 2. 3. 4.
23,38% 17,22% 17,90% 16,82%
15,51% 11,85% 7,55% 6,90%
61,11% 70,93% 74,55% 76,28%
243.290 207.428 247.500 214.150
54.906 60.616 84.826 74.478
298.196 268.044 332.326 288.628
13709,58% 381,39% 126,36%
1.013 655 649 421
145 127 156 134
1.158 782 805 555
6231,50% 97,31% -13,76%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
23,71% 24,15% 20,72% 24,35% 16,85% 18,65% 22,92% 29,02% 23,91% 16,98% 16,75% 19,83% 15,66% 19,64% 17,54% 15,47% 22,09% 11,63% 17,67%
11,57% 7,76% 14,76% 16,34% 22,42% 19,71% 10,82% 16,09% 15,55% 14,87% 8,72% 15,67% 11,58% 9,60% 7,33% 4,47% 5,39% 8,14% 6,99%
64,72% 68,10% 64,52% 59,30% 60,74% 61,64% 66,26% 54,89% 60,54% 68,15% 74,53% 64,51% 72,76% 70,76% 75,13% 80,07% 72,52% 80,23% 75,34%
1.039 6.744 24.699 41.304 69.508 116.338 107.317 177.494 215.051 243.290 284.664 311.535 207.428 253.802 270.056 247.500 288.234 319.263 214.150
902 6.708 19.473 27.730 30.898 34.760 20.189 35.867 51.896 54.906 63.160 74.655 60.616 73.982 96.253 84.826 104.976 123.301 74.478
1.941 13.452 44.172 69.034 100.406 151.098 127.506 213.361 266.947 298.196 347.824 386.190 268.044 327.784 366.309 332.326 393.210 442.564 288.628
13709,58% 2336,69% 729,28% 381,39% 291,62% 192,90% 126,36%
7 44 151 251 389 609 561 846 984 1.013 1.093 1.160 655 726 740 649 705 760 421
6 40 113 157 155 157 83 123 160 145 160 182 127 141 166 156 182 209 134
12 84 264 408 545 767 643 970 1.144 1.158 1.253 1.342 782 867 907 805 887 969 555
6231,50% 933,47% 242,97% 97,31% 62,83% 26,39% -13,76%
2001 Total
18,99%
10,78%
70,23%
214.150
74.478
288.628
126,36%
421
134
555
-13,76%
Quarter Quarter Quarter Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.8.3
ex_monthly0112.doc 14.01.2002 page 28
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
2000 Total
327
395
354
93.952.174
73.363.849
167.316.023
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
153 134 72 87
389 257 352 183
224 176 178 123
50.279.143 42.287.795 19.015.630 19.138.390
54.971.715 42.140.068 56.023.814 24.559.081
105.250.858 84.427.863 75.039.444 43.697.471
8094,29% 37,27% -60,85%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
459 338 577 341 356 294 179 194 132 120 148 171 95 78 79 53 74 112 71
566 285 312 260 508 442 485 475 353 358 318 220 246 165 186 767 219 164 164
506 314 444 298 413 342 273 261 206 200 197 190 149 106 123 362 130 133 101
519.924 3.912.961 16.902.167 11.838.744 24.151.851 28.113.813 8.512.714 25.163.041 12.341.280 12.774.822 16.265.479 14.769.251 11.253.065 9.606.444 6.132.888 3.276.298 5.367.846 9.013.711 4.756.833
510.402 2.666.842 9.188.626 10.154.752 20.687.352 19.966.420 10.189.455 19.030.730 16.409.463 19.531.522 14.241.727 11.701.815 16.196.526 9.383.328 10.096.063 36.544.423 10.056.754 9.163.636 5.338.691
1.030.326 6.579.803 26.090.793 21.993.496 44.839.203 48.080.233 18.702.169 44.193.771 28.750.743 32.306.344 30.507.206 26.471.066 27.449.591 18.989.772 16.228.951 39.820.721 15.424.600 18.177.347 10.095.524
2564,17% 188,61% -37,80% 81,06% -65,60% -62,19% -46,02%
2001 Total
116
297
179
130.720.958
177.694.678
308.415.636
84,33%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.9
NEMAX 50 Future
2.9.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 29
Traded Contracts
Volume in EUR million Total
2000 Total
49.478
702.873
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
54.048 44.235 32.482 42.473
1.003.093 1.407.318 1.323.632 1.675.439
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.078 2.844 3.371 5.993 10.685 12.800 12.707 19.369 13.057 21.622 15.130 15.186 13.919 10.242 10.119 12.121 12.616 17.201 12.656 173.238
2001 Total
2.9.2
Change YoY
Total
Change YoY
2.964
14378,58% 887,15% 199,68%
2.142 2.340 1.301 1.944
3766,83% 63,06% -7,68%
9.720 23.500 34.886 75.700 157.027 169.402 232.638 292.710 205.777 504.606 392.500 417.720 597.098 300.191 359.589 663.852 405.199 462.830 807.410
6042,98% 1177,41% 930,75% 776,95% 158,04% 173,21% 247,07%
61 145 202 451 720 636 750 772 479 892 628 769 943 363 404 534 400 564 979
1458,81% 150,54% 100,27% 18,32% -44,36% -11,32% 30,64%
5.409.482
669,62%
7.727
160,71%
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
2000 Total
24,05%
35,62%
40,33%
69.968
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
33,11% 36,59% 36,59% 32,85%
38,65% 41,10% 39,34% 35,61%
28,24% 22,32% 24,07% 31,54%
135.091 220.688 193.552 267.196
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
16,57% 19,00% 19,30% 18,29% 22,46% 26,02% 27,11% 32,95% 30,63% 34,22% 41,12% 38,43% 32,32% 38,85% 34,01% 36,96% 35,67% 28,07% 34,17%
21,90% 26,02% 25,80% 33,20% 36,28% 33,46% 40,54% 37,79% 36,00% 40,22% 35,14% 38,40% 46,90% 37,07% 39,60% 40,24% 30,54% 35,65% 38,14%
61,53% 54,99% 54,89% 48,51% 41,26% 40,51% 32,35% 29,26% 33,37% 25,55% 23,74% 23,17% 20,78% 24,08% 26,39% 22,80% 33,79% 36,28% 27,70%
2001 Total
34,79%
38,51%
26,70%
Change YoY
Open Interest in EUR million Total
Change YoY
203
10923,38% 1061,08% 281,88%
208 323 154 309
2585,38% 75,47% 51,78%
2.002 7.221 13.816 16.670 48.062 69.782 69.968 113.649 137.163 135.091 205.562 249.231 220.688 236.706 238.541 193.552 259.801 367.165 267.196
10923,38% 3178,02% 1626,56% 1061,08% 440,55% 426,16% 281,88%
12 43 85 88 228 222 203 321 272 208 390 439 323 302 244 154 272 456 309
2585,38% 607,29% 187,23% 75,47% 18,90% 105,81% 51,78%
267.196
281,88%
309
51,78%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.10
SMI Options
2.10.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 30
Traded Contracts Calls
Puts
Total
Change YoY
50.320 99.021 76.228
1.869.924 1.583.376 1.800.811 1.671.478
2.446.460 1.810.722 1.868.575 1.802.891
4.316.384 3.394.098 3.669.386 3.474.369
-21,37% 8,11% -5,31%
18.645 18.198 21.280 22.564
358.707 380.851 339.448 337.277
465.162 397.048 403.317 497.333
823.869 777.899 742.765 834.610
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
7.461 5.987 7.411 6.447 7.779 4.996 5.509 6.689 6.141 7.812 5.833 4.163 4.491 4.524 9.630 5.875 6.171 6.152 5.219 5.972 10.089 8.565 8.263 5.736
148.296 147.955 183.937 153.421 175.679 139.045 135.663 145.910 128.766 126.366 103.566 82.874 106.319 87.983 164.405 108.199 138.788 133.864 92.351 105.708 141.389 121.910 130.985 84.382
177.137 136.813 172.008 144.302 176.017 137.512 134.035 156.041 156.620 171.949 133.342 107.115 102.848 123.875 238.439 121.105 139.351 136.592 103.745 119.422 180.150 151.652 187.561 158.120
2001 Total
80.687
1.416.283
1.762.860
Total Total Total Total Quarter Quarter Quarter Quarter
Puts
Total
Change YoY
93.853 109.631 130.225 131.547
218.149 122.671 123.125 133.260
218.149 232.302 253.350 264.808
6,49% 9,06% 4,52%
-14,73% -15,99% -13,33% 15,08%
28.573 29.126 23.189 22.168
34.090 28.042 25.454 28.665
62.663 57.168 48.643 50.832
-9,51% -18,02% -29,00% -11,31%
325.433 284.768 355.945 297.723 351.696 276.557 269.698 301.951 285.386 298.315 236.908 189.989 209.167 211.858 402.844 229.304 278.139 270.456 196.096 225.130 321.539 273.562 318.546 242.502
-5,48% 17,47% 25,94% 19,27% 6,41% -19,42% -17,25% 1,05% -18,89% 6,16% -29,71% -32,65% -35,73% -25,60% 13,18% -22,98% -20,91% -2,21% -27,29% -25,44% 12,67% -8,30% 34,46% 27,64%
11.329 10.822 13.596 11.726 13.667 11.175 10.914 12.154 10.606 10.200 8.649 6.711 8.860 7.240 12.472 7.993 10.756 10.377 6.714 7.483 8.992 7.792 8.777 5.598
12.415 9.368 11.721 10.142 12.817 10.206 10.455 12.180 12.204 12.941 10.483 8.328 7.909 9.420 16.761 8.385 9.998 9.659 7.026 7.850 10.578 8.503 10.900 9.261
23.744 20.189 25.318 21.867 26.484 21.381 21.368 24.334 22.810 23.141 19.132 15.039 16.769 16.660 29.234 16.379 20.753 20.036 13.740 15.333 19.570 16.295 19.677 14.860
5,17% 23,51% 30,25% 25,10% 17,97% -8,42% -4,78% 18,48% -6,99% 18,62% -20,90% -26,69% -29,38% -17,48% 15,47% -25,10% -21,64% -6,29% -35,70% -36,99% -14,21% -29,58% 2,85% -1,19%
3.179.143
-8,50%
103.056
116.250
219.306
-17,18%
Volume (columns) and Open Interest (lines) in EUR million 35.000
40.000
30.000
35.000 30.000
25.000
25.000 20.000 20.000 15.000
15.000
10.000
10.000
5.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
2001 1. 2. 3. 4.
Volume
1997 1998 1999 2000
Volume in CHF million Calls
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 31
SMI Options 2.10.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
2.10.3
Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in CHF million Calls Puts
Total
Change YoY
28,39% 24,14% 22,92%
2,34% 4,00% 6,32%
69,27% 71,85% 70,76%
196.941 125.077 133.579
261.232 144.260 146.249
394.937 458.173 269.337 279.828
16,01% -41,21% 3,90%
19.105 9.095 9.313 10.867
30.384 10.764 9.595 11.107
49.490 19.859 18.908 21.975
-19,75% -4,78% 16,22%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
28,81% 27,96% 29,98% 20,72%
8,39% 9,52% 7,90% 14,93%
62,80% 62,52% 62,12% 64,36%
173.211 170.217 202.200 172.384
173.358 167.533 188.296 240.093
346.569 337.750 390.496 412.477
14,38% 6,09% 5,94% 47,40%
13.666 13.406 14.703 12.200
12.517 11.926 12.175 14.439
26.183 25.331 26.878 26.638
22,85% 7,60% -4,90% 21,22%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
22,41% 22,68% 24,90% 20,38% 22,63% 18,03% 23,89% 26,00% 23,84% 23,43% 24,71% 21,38% 29,61% 28,99% 28,30% 28,63% 29,06% 26,28% 32,49% 32,07% 27,02% 21,61% 21,14% 19,14%
5,08% 4,46% 4,62% 3,87% 12,83% 8,65% 5,84% 5,01% 7,46% 4,91% 6,79% 5,40% 11,10% 6,70% 7,88% 9,44% 10,12% 8,97% 6,43% 7,42% 9,12% 12,36% 16,64% 15,57%
72,51% 72,87% 70,48% 75,75% 64,53% 73,32% 70,26% 68,99% 68,70% 71,66% 68,50% 73,22% 59,29% 64,31% 63,82% 61,93% 60,82% 64,75% 61,08% 60,51% 63,86% 66,03% 62,22% 65,28%
126.950 142.087 154.819 159.998 175.304 162.167 173.444 197.912 175.426 179.989 186.793 133.579 136.982 155.911 173.211 171.936 187.306 170.217 175.090 204.337 202.200 220.568 249.238 172.384
137.222 148.809 148.180 162.899 188.211 156.183 174.534 208.864 193.162 205.939 222.402 146.249 139.649 165.075 173.358 174.896 191.395 167.533 167.224 187.847 188.296 225.455 280.719 240.093
264.172 290.896 302.999 322.897 363.515 318.350 347.978 406.776 368.588 385.928 409.195 279.828 276.631 320.986 346.569 346.832 378.701 337.750 342.314 392.184 390.496 446.023 529.957 412.477
-9,47% -8,14% 0,47% -1,97% -4,08% -14,72% 31,37% 41,72% 25,45% 23,23% 11,30% 3,90% 4,72% 10,34% 14,38% 7,41% 4,18% 6,09% -1,63% -3,59% 5,94% 15,57% 29,51% 47,40%
9.552 10.559 11.533 12.025 13.317 12.505 13.550 15.715 14.084 14.438 15.090 10.867 11.275 12.786 13.666 13.523 14.859 13.406 13.666 15.699 14.703 15.910 17.910 12.200
9.085 9.789 9.780 10.831 12.768 11.037 12.485 15.252 14.178 15.031 16.322 11.107 10.582 12.437 12.517 12.548 13.770 11.926 11.788 13.080 12.175 14.133 17.282 14.439
18.637 20.348 21.313 22.856 26.085 23.542 26.035 30.967 28.262 29.469 31.412 21.975 21.857 25.222 26.183 26.071 28.629 25.331 25.454 28.779 26.878 30.043 35.192 26.638
11,60% 13,20% 25,41% 20,37% 17,80% 8,67% 42,64% 57,47% 40,15% 37,08% 23,25% 16,22% 17,28% 23,96% 22,85% 14,07% 9,75% 7,60% -2,23% -7,07% -4,90% 1,95% 12,04% 21,22%
2001 Total
26,75%
10,26%
62,98%
172.384
240.093
412.477
47,40%
12.200
14.439
26.638
21,22%
Paid Premiums Paid Premiums - Ø Contract in CHF Calls Puts 1997 1998 1999 2000
Total Total Total Total
Total
Paid Premiums in CHF Calls
Puts
Total
Change YoY
1.756 2.493 1.600 1.971
1.248 2.367 1.475 1.317
1.468 2.426 1.536 1.632
3.283.365.074 3.947.162.626 2.880.879.093 3.294.474.569
3.052.430.816 4.286.139.766 2.756.787.211 2.375.288.230
6.335.795.890 8.233.302.392 5.637.666.304 5.669.762.799
29,95% -31,53% 0,57%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.378 1.741 1.356 1.700
1.735 1.411 2.216 1.404
1.580 1.572 1.823 1.524
494.308.263 662.990.144 460.155.646 573.233.831
807.020.353 560.172.069 893.726.391 698.459.990
1.301.328.616 1.223.162.213 1.353.882.037 1.271.693.821
-17,39% -22,35% -6,89% 19,39%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.667 1.540 1.736 1.879 2.293 2.702 2.426 2.109 2.103 1.334 1.394 2.568 1.500 1.302 1.340 1.390 1.969 1.788 1.103 1.282 1.576 1.911 1.813 1.217
1.592 1.701 1.548 1.064 945 1.372 1.248 951 1.474 1.347 1.154 1.437 1.368 1.372 2.081 1.627 1.233 1.400 1.653 1.666 2.905 1.639 1.128 1.508
1.626 1.617 1.645 1.484 1.618 2.040 1.840 1.510 1.758 1.341 1.259 1.930 1.435 1.343 1.779 1.515 1.600 1.592 1.394 1.486 2.320 1.760 1.410 1.406
247.177.353 227.787.671 319.383.605 288.316.819 402.803.084 375.681.953 329.053.057 307.702.591 270.826.587 168.522.685 144.390.789 212.828.375 159.482.202 114.595.722 220.230.339 150.434.186 273.261.848 239.294.110 101.831.837 135.525.619 222.798.190 233.030.201 237.531.962 102.671.668
281.951.831 232.659.104 266.263.701 153.501.271 166.356.733 188.613.507 167.273.153 148.370.901 230.864.532 231.649.128 153.876.355 153.908.014 140.740.306 169.980.269 496.299.778 197.042.594 171.873.047 191.256.428 171.458.705 198.941.425 523.326.261 248.490.138 211.581.466 238.388.386
529.129.184 460.446.775 585.647.306 441.818.090 569.159.817 564.295.460 496.326.210 456.073.492 501.691.119 400.171.813 298.267.144 366.736.389 300.222.508 284.575.991 716.530.117 347.476.780 445.134.895 430.550.538 273.290.542 334.467.044 746.124.451 481.520.339 449.113.428 341.060.054
-30,78% 13,10% 30,89% 24,63% 37,08% 27,65% 9,34% 8,12% 6,25% -4,81% -44,13% -27,34% -43,26% -38,20% 22,35% -21,35% -21,79% -23,70% -44,94% -26,66% 48,72% 20,33% 50,57% -7,00%
2001 Total
1.547
1.679
1.620
2.190.687.884
2.959.378.803
5.150.066.687
-9,17%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.11
SMI Futures
2.11.1
Traded Contracts Trades
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 32
Traded Contracts
Volume in CHF million Total
Change YoY
Total
Change YoY
Total Total Total Total
154.947 747.664 505.653
1.810.698 4.445.396 6.515.036 4.586.219
145,51% 46,56% -29,61%
471.849 653.479 464.382 350.732
38,49% -28,94% -24,47%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
109.518 125.665 201.631 204.737
1.080.815 1.138.646 1.522.642 1.357.434
-27,11% -0,88% 54,17% 40,37%
81.151 83.966 94.377 84.938
-23,05% -4,61% 18,19% 9,75%
52.867 54.357 61.648 44.068 51.330 36.254 29.953 36.329 40.498 37.653 32.342 28.354 30.669 24.178 54.671 38.805 38.235 48.625 46.723 56.591 98.317 79.876 71.862 52.999
400.773 383.871 698.220 330.689 336.367 481.664 253.877 239.033 494.709 243.466 241.732 481.818 226.814 200.345 653.656 268.564 271.124 598.958 270.895 350.763 900.984 423.450 381.333 552.651
-43,39% -21,97% 2,65% -16,69% -24,41% -35,79% -49,55% -49,87% -30,85% -43,19% -38,83% -7,97% -43,41% -47,81% -6,38% -18,79% -19,40% 24,35% 6,70% 46,74% 82,12% 73,93% 57,75% 14,70%
29.216 27.003 49.245 24.515 25.820 37.689 20.236 19.774 39.841 19.038 19.587 38.769 18.156 15.681 47.314 19.150 20.413 44.404 18.876 23.590 51.911 25.694 24.352 34.892
-43,51% -22,29% 1,41% -14,39% -17,25% -29,05% -42,86% -40,22% -21,03% -36,13% -32,57% 0,42% -37,86% -41,93% -3,92% -21,89% -20,94% 17,82% -6,72% 19,30% 30,29% 34,96% 24,33% -10,00%
641.551
5.099.537
11,19%
344.431
-1,80%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
60.000
Volume (columns) and Open Interest (lines) in EUR million
14.000 12.000
50.000
10.000
Open Interest
40.000
Volume
8.000
30.000
6.000
20.000
4.000
10.000
2.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 33
SMI Futures 2.11.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Intererst in CHF million Total
Change YoY
Total Total Total Total
18,46% 44,41% 42,66% 40,04%
28,97% 14,92% 21,80% 23,86%
52,57% 40,68% 35,54% 36,10%
18.969 113.650 123.273 119.945
499,14% 8,47% -2,70%
5.943 8.148 9.396 9.871
37,11% 15,32% 5,06%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
37,30% 35,00% 33,83% 33,57%
24,48% 20,62% 25,36% 27,19%
38,22% 44,39% 40,82% 39,24%
126.327 149.139 135.265 114.822
-4,55% 28,08% 11,43% -4,27%
9.025 10.890 8.083 7.386
-7,72% 19,71% -15,74% -25,17%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
32,46% 33,79% 49,01% 33,49% 31,46% 51,20% 32,93% 33,11% 47,93% 30,75% 32,36% 45,28% 29,61% 32,61% 41,40% 27,78% 27,04% 41,83% 30,32% 28,08% 37,12% 29,81% 27,96% 40,31%
31,10% 29,33% 22,20% 25,93% 29,29% 21,78% 22,24% 23,13% 19,70% 23,90% 23,32% 18,51% 27,86% 23,48% 23,62% 20,27% 21,54% 20,36% 28,19% 28,96% 23,10% 31,29% 32,88% 20,14%
36,44% 36,88% 28,79% 40,58% 39,26% 27,02% 44,83% 43,75% 32,37% 45,35% 44,32% 36,22% 42,53% 43,92% 34,98% 51,95% 51,41% 37,82% 41,48% 42,96% 39,78% 38,90% 39,17% 39,55%
144.882 158.819 132.343 130.071 146.553 116.444 147.090 141.836 121.392 136.313 155.336 119.945 129.841 144.103 126.327 144.197 164.276 149.139 152.899 167.282 135.265 152.883 146.054 114.822
11,54% 6,97% 26,04% 18,04% 10,15% -1,48% 9,85% -10,71% -7,80% -10,75% -8,51% -2,70% -10,38% -9,27% -4,55% 10,86% 12,09% 28,08% 3,95% 17,94% 11,43% 12,16% -5,98% -4,27%
10.070 10.997 9.780 9.654 11.374 9.097 11.860 11.690 9.593 10.952 12.452 9.871 10.474 11.124 9.025 10.573 12.332 10.890 10.551 11.020 8.083 9.327 9.132 7.386
7,29% 4,73% 31,49% 19,65% 24,41% 11,13% 29,15% 4,64% 5,06% -0,05% -1,17% 5,06% 4,01% 1,15% -7,72% 9,52% 8,42% 19,71% -11,04% -5,73% -15,74% -14,83% -26,67% -25,17%
2001 Total
34,75%
24,60%
40,64%
114.822
-4,27%
7.386
-25,17%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.12
FOX Options
2.12.1
Traded Contracts Trades
14.01.2002 page 34
Traded Contracts Calls
Puts
Total
Change YoY
27 1.313
32 23.406
620 27.520
652 50.926
7710,74%
172 12 28 34
2.209 40 542 354
1.976 108 264 560
4.185 148 806 914
-78,86% -99,20% -82,65% -88,63%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
70 128 171 183 173 151 60 34 75 149 51 68 59 74 39 5 4 3 0 22 6 23 8 3
976 3.645 2.044 3.731 2.218 3.278 1.633 538 648 2.299 753 1.643 653 1.006 550 20 0 20 0 372 170 230 120 4
3.330 5.468 4.336 3.722 3.001 2.491 368 606 852 2.471 334 541 707 922 347 39 43 26 0 258 6 300 220 40
4.306 9.113 6.380 7.453 5.219 5.769 2.001 1.144 1.500 4.770 1.087 2.184 1.360 1.928 897 59 43 46 0 630 176 530 340 44
2001 Total
246
3.145
2.908
6.053
1999 Total 2000 Total 2001 1. 2. 3. 4.
2.12.2
ex_monthly0112.doc
Quarter Quarter Quarter Quarter
Volume in EUR million Calls
Puts
Total
Change YoY
1 697
15 812
16 1.509
9271,56%
43 1 8 5
42 2 4 9
86 3 12 14
-86,08% -99,50% -90,74% -92,94%
649,66% 359,79% -68,42% -78,84% -85,94% -99,21% -99,18% -99,20% -100,00% -44,93% -88,27% -88,89% -68,72% -97,99%
32 120 70 116 70 98 48 13 17 56 17 39 15 19 10 0 0 0 0 6 2 3 2 0
92 166 134 110 107 73 11 17 22 59 7 14 16 20 6 1 1 0 0 4 0 5 3 1
124 287 204 226 177 171 59 29 40 115 25 53 31 38 16 1 1 1 0 9 3 8 5 1
-88,11%
57
57
114
4587,50%
6321,40% 660,15% 336,56% -75,16% -86,58% -92,05% -99,51% -99,47% -99,51% -100,00% -68,29% -93,62% -92,86% -80,75% -98,77% -92,45%
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
456,63%
0 32
11 25
11 57
433,27%
-98,91% -97,65% -56,05% -98,10%
0 0 8 0
3 1 3 1
4 1 11 1
-99,07% -98,50% -75,54% -98,85%
3.789 11.229 12.318 11.718 12.617 2.809 2.812 2.062 1.670 3.003 2.903 2.310 1.932 2.501 134 173 150 66 46 656 734 400 720 44
15081,82% 27200,00% 1760,90% 456,63% -49,01% -77,73% -98,91% -98,52% -98,81% -97,65% -98,36% -68,19% -56,05% -86,68% -75,20% -98,10%
27 124 152 171 188 55 60 36 23 38 36 32 18 25 0 1 1 0 0 6 8 1 3 0
82 219 233 194 205 30 23 22 21 34 35 25 28 30 3 4 3 1 1 4 3 4 7 1
110 343 385 366 394 84 82 59 44 73 70 57 47 55 4 4 4 1 1 10 11 5 10 1
20876,76% 34521,22% 1924,36% 433,27% -57,54% -84,08% -99,07% -98,83% -99,02% -98,50% -98,86% -82,99% -75,54% -93,08% -86,41% -98,85%
44
-98,10%
0
1
1
-98,85%
1999 Total 2000 Total
4,22% 37,55%
0,00% 3,00%
95,78% 59,45%
0 1.279
415 1.031
415 2.310
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
34,42% 50,00% 13,77% 18,09%
0,00% 0,00% 0,00% 0,00%
65,58% 50,00% 86,23% 81,91%
10 20 522 4
124 46 212 40
134 66 734 44
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
11,61% 45,31% 43,69% 40,79% 36,36% 31,93% 37,22% 43,40% 25,33% 43,40% 28,84% 41,76% 39,04% 35,58% 24,92% 50,00% 50,00% 50,00%
23,22% 1,37% 0,69% 0,40% 0,38% 0,55% 5,82% 9,27% 1,00% 0,57% 0,00% 1,60% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
65,16% 53,32% 55,62% 58,80% 63,27% 67,52% 56,96% 47,33% 73,67% 56,03% 71,16% 56,64% 60,96% 64,42% 75,08% 50,00% 50,00% 50,00%
3,65% 50,00% 13,08% 29,41% 4,55%
0,00% 0,00% 0,00% 0,00% 0,00%
96,35% 50,00% 86,92% 70,59% 95,45%
836 3.770 4.609 5.247 5.793 1.824 2.035 1.272 873 1.578 1.467 1.279 768 1.187 10 30 30 20 20 392 522 80 200 4
2.953 7.459 7.709 6.471 6.824 985 777 790 797 1.425 1.436 1.031 1.164 1.314 124 143 120 46 26 264 212 320 520 40
2001 Total
29,36%
0,00%
70,64%
4
40
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.12.3
ex_monthly0112.doc 14.01.2002 page 35
Paid Premiums Paid Premiums - Ø Contract in CHF Calls Puts 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
2.13
FOX Futures
2.13.1
Traded Contracts
Total
Paid Premiums in CHF Calls
Puts
Total
Change YoY
322 1.450
400 1.412
397 1.430
10.312 33.939.877
248.210 38.862.551
258.522 72.802.428
28061,02%
603 485 452 470
1.911 2.833 359 197
1.221 2.198 422 303
1.332.640 19.400 245.206 166.420
3.776.545 305.960 94.832 110.400
5.109.185 325.360 340.038 276.820
-82,06% -98,78% -94,61% -97,57%
1.461 1.980 2.110 1.657 1.147 1.081 913 3.227 1.041 770 748 1.510 1.043 456 351 410 560
594 1.345 1.430 2.192 1.376 826 1.177 2.122 809 1.869 642 3.229 1.401 2.660 961 2.971 2.858 2.584
790 1.599 1.648 1.924 1.279 971 962 2.642 909 1.339 716 1.936 1.229 1.510 587 2.103 2.858 1.704
525 294 547 319 580
347 905 248 129 190
452 315 378 196 225
1.425.960 7.215.865 4.312.234 6.182.140 2.543.580 3.543.438 1.491.745 1.736.105 674.640 1.770.450 563.415 2.480.305 681.130 458.510 193.000 8.200 0 11.200 0 195.146 50.060 125.840 38.260 2.320
1.977.620 7.352.015 6.201.070 8.157.886 4.129.210 2.057.595 433.215 1.286.170 689.110 4.617.220 214.540 1.746.900 990.370 2.452.750 333.425 115.880 122.900 67.180 0 89.402 5.430 74.380 28.440 7.580
3.403.580 14.567.880 10.513.304 14.340.026 6.672.790 5.601.033 1.924.960 3.022.275 1.363.750 6.387.670 777.955 4.227.205 1.671.500 2.911.260 526.425 124.080 122.900 78.380 0 284.548 55.490 200.220 66.700 9.900
561
1.474
1.000
1.763.666
4.287.737
6.051.403
Trades
Traded Contracts
13124,88% 1704,58% 1961,05% -50,89% -80,02% -94,99% -99,13% -98,16% -98,60% -100,00% -90,58% -95,93% -96,87% -91,43% -99,77% -91,69%
Volume in EUR million Total
Change YoY
Total
Change YoY
82 5.730
741 109.822
14720,78%
21 3.153
15242,64%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
934 675 588 556
19.060 18.340 18.663 18.756
-38,25% -37,90% -16,95% -30,40%
351 331 249 291
-65,48% -62,38% -59,14% -55,14%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
159 381 993 567 576 593 366 289 609 409 296 492 258 260 416 155 132 388 123 144 321 159 155 242
1.675 9.879 19.313 6.661 7.232 15.641 4.777 3.563 14.133 6.334 4.847 15.767 2.907 2.610 13.543 2.374 1.959 14.007 2.735 2.543 13.385 2.935 4.389 11.432
128381,82% 158250,00% 2424,48% 2852,62% 73,55% -73,58% -29,88% -64,36% -72,91% -10,45% -42,75% -28,63% -5,29% -53,66% -9,45% -27,49%
58 319 639 197 218 463 139 93 378 144 113 392 65 49 236 41 38 252 43 38 168 40 69 182
179468,71% 187132,15% 2405,79% 2387,53% 12,72% -84,52% -63,08% -79,32% -82,56% -45,68% -69,08% -59,25% -55,46% -72,11% -39,36% -53,47%
2.753
74.819
-31,87%
1.222
-61,26%
1999 Total 2000 Total
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.13.2
ex_monthly0112.doc 14.01.2002 page 36
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Intererst in CHF million Total
Change YoY
1999 Total 2000 Total
4,52% 49,68%
0,40% 2,22%
95,07% 48,11%
238 6.650
2694,12%
8 155
1878,25%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
62,08% 58,19% 56,90% 52,75%
0,31% 1,61% 1,44% 6,53%
37,60% 40,20% 41,66% 40,72%
5.154 6.026 5.304 5.022
-22,05% -5,55% -8,76% -24,48%
82 102 67 80
-60,32% -43,10% -53,35% -48,48%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
11,56% 44,03% 47,44% 39,81% 38,23% 51,44% 45,46% 57,87% 53,99% 60,63% 56,13% 57,30% 63,12% 67,66% 60,78% 61,29% 65,80% 56,60% 57,22% 68,36% 54,65% 64,31% 49,74% 50,95%
0,54% 0,95% 3,74% 4,01% 3,39% 2,69% 1,26% 4,11% 1,03% 1,60% 0,69% 1,24% 1,26% 0,31% 0,11% 2,44% 0,00% 1,70% 0,91% 4,52% 0,96% 7,02% 9,65% 5,19%
87,90% 55,02% 48,82% 56,17% 58,38% 45,88% 53,29% 38,02% 44,98% 37,76% 43,18% 41,46% 35,62% 32,03% 39,11% 36,27% 34,20% 41,70% 41,86% 27,11% 44,39% 28,67% 40,60% 43,86%
306 7.067 6.612 6.356 7.212 6.380 6.048 6.782 5.813 6.979 8.200 6.650 6.769 6.832 5.154 6.449 6.747 6.026 6.244 5.528 5.304 6.532 7.004 5.022
96783,33% 87137,50% 12138,81% 2694,12% 2112,09% -3,33% -22,05% 1,46% -6,45% -5,55% 3,24% -18,49% -8,76% -6,40% -14,59% -24,48%
10 229 208 201 207 179 163 180 144 170 187 155 148 120 82 124 128 102 100 79 67 96 110 80
126439,71% 104201,41% 11212,27% 1878,25% 1386,29% -47,87% -60,32% -38,19% -38,13% -43,10% -39,00% -56,33% -53,35% -43,94% -41,33% -48,48%
2001 Total
57,49%
2,47%
40,03%
5.022
-24,48%
80
-48,48%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3
Eurex – Equity Products
3.1
Options on DAX Component Equities
3.1.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
ex_monthly0112.doc 14.01.2002 page 37
Traded Contracts Calls
Puts
Total
Change YoY
739.767 934.721 1.037.799 932.291 1.023.720
6.084.694 6.303.327 19.234.980 20.824.415 28.015.187
3.933.436 3.329.362 11.340.880 15.298.902 20.733.100
10.018.130 9.632.689 30.575.860 36.123.317 48.748.287
-3,85% 217,42% 18,14% 34,95%
315.678 279.826 322.597 316.226
9.740.562 12.847.821 8.905.584 11.980.164
8.819.233 10.818.077 8.277.322 8.486.362
18.559.795 23.665.898 17.182.906 20.466.526
95.045 93.350 103.513 66.594 85.543 76.299 82.338 81.388 84.174 84.072 89.109 82.295 113.699 90.450 111.529 94.711 90.276 94.839 93.595 107.663 121.339 114.119 114.019 88.088
2.217.089 2.383.906 2.425.083 2.207.200 3.567.425 2.535.926 1.943.190 2.178.405 2.266.810 2.276.029 2.445.233 1.568.891 3.020.109 3.156.306 3.564.147 4.680.620 4.564.527 3.602.674 2.542.495 3.145.809 3.217.280 4.056.498 4.842.970 3.080.696
1.633.952 1.552.986 1.853.294 1.667.040 2.371.942 1.559.655 1.620.639 1.468.117 1.703.812 1.825.790 2.054.412 1.421.461 2.518.682 2.971.595 3.328.956 3.805.114 3.833.790 3.179.173 2.562.893 2.879.923 2.834.506 2.724.585 3.495.741 2.266.036
1.234.327
43.474.131
36.400.994
Volume in EUR million Calls
Puts
Total
Change YoY
124.814 195.737 157.062 218.090
62.499 104.734 110.180 156.973
152.627 187.314 308.145 267.242 375.063
30,67% 64,51% -13,27% 40,35%
53,82% 70,15% 53,68% 76,56%
82.288 86.464 46.946 58.219
72.433 79.351 40.612 36.841
154.721 165.815 87.558 95.061
45,36% 52,43% 8,36% 20,26%
3.851.041 3.936.892 4.278.377 3.874.240 5.939.367 4.095.581 3.563.829 3.646.522 3.970.622 4.101.819 4.499.645 2.990.352 5.538.791 6.127.901 6.893.103 8.485.734 8.398.317 6.781.847 5.105.388 6.025.732 6.051.786 6.781.083 8.338.711 5.346.732
55,11% 59,98% 38,31% 24,70% 66,76% 43,90% 29,54% 38,49% 29,60% 37,82% 28,98% -18,28% 43,83% 55,65% 61,11% 119,03% 41,40% 65,59% 43,26% 65,25% 52,41% 65,32% 85,32% 78,80%
20.128 20.992 20.653 17.520 27.739 18.783 15.717 15.225 16.520 16.204 17.333 11.275 27.776 27.598 26.915 35.676 30.305 20.483 16.116 15.805 15.026 19.065 24.100 15.053
14.937 14.388 15.339 13.889 19.228 11.623 12.257 9.520 11.560 11.618 13.842 8.771 21.531 25.868 25.034 33.091 27.175 19.085 16.119 12.819 11.673 11.232 14.802 10.807
35.065 35.380 35.992 31.409 46.967 30.406 27.974 24.745 28.081 27.823 31.176 20.046 49.306 53.466 51.949 68.767 57.480 39.568 32.236 28.624 26.699 30.297 38.903 25.861
53,19% 41,55% 45,55% 51,01% 74,98% 52,57% 30,93% 40,48% 55,30% 43,24% 25,02% -21,81% 40,61% 51,12% 44,33% 118,94% 22,38% 30,13% 15,23% 15,67% -4,92% 8,90% 24,78% 29,00%
79.875.125
63,85%
273.917
229.237
503.155
34,15%
On March 30, 1998, the number of underlying shares have been reduced from 500 to 100 and from 50 to 10, accept of Allianz and Münchener Rück VNA still having 50 underlying shares.
Volume (bars) and Open Interest (lines) in EUR million
70.000
70.000
60.000
60.000
50.000
Volume
50.000 40.000 40.000 30.000 30.000 20.000
20.000
10.000
10.000 0
0 Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
80.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 38
Options on DAX Component Equities 3.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
3.1.3
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
26,01% 28,48% 24,91% 22,94% 24,94%
13,10% 11,72% 13,99% 17,62% 16,46%
60,89% 59,80% 61,10% 59,44% 58,60%
277.576 268.590 1.228.506 2.089.313 2.872.901
194.173 147.871 812.996 1.751.394 2.156.514
471.749 416.461 2.041.502 3.840.707 5.029.415
-11,72% 390,20% 88,13% 30,95%
23.162 6.782 14.366 20.371
11.927 3.846 10.495 12.690
35.089 10.627 24.861 33.060
-36,97% 133,93% 32,98%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
30,01% 32,15% 20,47% 17,17%
20,19% 18,83% 17,01% 11,55%
49,80% 49,02% 62,53% 71,28%
4.809.166 4.110.701 5.627.568 5.684.180
4.273.539 3.116.984 3.948.774 4.213.449
9.082.705 7.227.685 9.576.342 9.897.629
77,86% 73,17% 77,09% 96,79%
35.830 25.650 30.266 28.578
29.530 17.755 17.066 17.606
65.360 43.405 47.332 46.184
74,47% 47,64% 27,07% 39,70%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
25,41% 25,15% 28,69% 31,48% 28,05% 20,94% 23,66% 21,67% 24,30% 21,67% 23,60% 22,31% 26,77% 29,69% 32,89% 36,30% 32,77% 26,20% 20,72% 20,91% 19,80% 17,27% 16,68% 17,80%
14,46% 15,85% 15,95% 15,14% 18,29% 14,13% 15,06% 15,61% 18,08% 17,98% 17,92% 18,11% 20,41% 20,38% 19,85% 21,19% 19,08% 15,57% 18,66% 18,35% 14,28% 13,43% 11,10% 9,85%
60,13% 59,00% 55,35% 53,38% 53,66% 64,93% 61,28% 62,72% 57,62% 60,35% 58,48% 59,59% 52,83% 49,93% 47,26% 42,51% 48,15% 58,23% 60,61% 60,74% 65,92% 69,30% 72,22% 72,35%
2.568.055 2.919.445 2.769.624 3.038.433 3.555.659 2.417.309 2.787.677 3.267.785 3.146.604 3.669.923 4.269.810 2.872.901 3.844.218 4.897.072 4.809.166 6.186.488 5.810.107 4.110.701 4.478.637 5.673.236 5.627.568 6.673.309 7.606.232 5.684.180
2.193.957 2.507.097 2.336.900 2.561.449 2.708.977 1.756.322 2.033.356 2.289.565 2.261.155 2.675.189 2.900.813 2.156.514 3.007.204 3.436.597 4.273.539 4.918.791 4.124.682 3.116.984 3.440.963 3.898.517 3.948.774 4.733.459 5.429.897 4.213.449
4.762.012 5.426.542 5.106.524 5.599.882 6.264.636 4.173.631 4.821.033 5.557.350 5.407.759 6.345.112 7.170.623 5.029.415 6.851.422 8.333.669 9.082.705 11.105.279 9.934.789 7.227.685 7.919.600 9.571.753 9.576.342 11.406.768 13.036.129 9.897.629
54,79% 61,46% 68,76% 42,38% 62,68% 42,11% 34,89% 35,09% 31,84% 30,57% 33,29% 30,95% 43,88% 53,57% 77,86% 98,31% 58,59% 73,17% 64,27% 72,24% 77,09% 79,77% 81,80% 96,79%
20.061 22.974 20.951 22.926 29.029 17.723 19.572 22.808 23.025 26.741 31.123 20.371 30.855 40.343 35.830 29.331 39.803 25.650 27.597 32.664 30.266 35.151 40.217 28.578
15.702 18.795 16.511 17.551 18.128 11.677 12.727 14.133 14.223 16.715 17.448 12.690 23.640 20.499 29.530 16.261 22.706 17.755 17.810 18.795 17.066 19.669 22.507 17.606
35.762 41.769 37.462 40.477 47.157 29.400 32.299 36.941 37.248 43.456 48.571 33.060 54.496 60.842 65.360 45.593 62.509 43.405 45.408 51.459 47.332 54.821 62.724 46.184
118,13% 140,65% 128,38% 86,44% 116,01% 79,63% 58,42% 61,25% 60,81% 52,19% 44,88% 32,98% 52,38% 45,66% 74,47% 12,64% 32,56% 47,64% 40,58% 39,30% 27,07% 26,15% 29,14% 39,70%
2001 Total
25,30%
16,89%
57,81%
5.684.180
4.213.449
9.897.629
96,79%
28.578
17.606
46.184
39,70%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
413 912 382 318 563
455 801 442 496 973
429 874 404 394 737
2.510.993.611 5.748.784.808 7.350.683.369 6.631.469.653 15.774.257.055
1.791.241.004 2.667.335.249 5.011.951.704 7.589.710.070 20.169.755.939
4.302.234.614 8.416.120.057 12.362.635.022 14.221.179.623 35.944.012.994
95,62% 46,89% 15,03% 152,75%
323 341 286 329
2.155 2.224 592 391
1.193 1.202 434 355
3.142.783.316 4.384.913.585 2.547.371.799 3.944.302.965
19.003.922.742 24.054.479.028 4.903.221.652 3.316.986.329
22.146.706.058 28.439.392.613 7.450.593.451 7.261.289.294
115,68% 94,42% 42,94% 24,44%
625 1.089 528 523 416 1.073 442 420 342 383 401 476 434 338 215 259 392 384 330 297 241 283 349 359
888 799 1.249 1.856 2.095 771 626 343 672 560 753 468 1.738 2.339 2.305 3.333 1.962 1.211 730 489 573 421 342 430
736 975 840 1.097 1.087 958 526 389 483 462 562 472 1.027 1.308 1.225 1.637 1.109 771 531 389 397 338 346 389
1.385.044.040 2.596.701.198 1.281.503.508 1.155.134.599 1.485.110.575 2.721.316.616 858.839.863 915.713.977 774.925.337 871.430.961 981.274.214 747.262.167 1.309.262.198 1.066.692.930 766.828.188 1.210.702.219 1.791.333.281 1.382.878.085 838.770.869 933.539.665 775.061.265 1.146.520.117 1.691.274.048 1.106.508.800
1.450.517.030 1.240.267.192 2.314.457.589 3.093.948.242 4.969.445.711 1.202.803.501 1.014.338.189 503.842.542 1.144.710.974 1.023.126.301 1.546.786.020 665.512.648 4.378.443.736 6.950.836.417 7.674.642.589 12.683.796.139 7.521.489.319 3.849.193.570 1.870.264.230 1.407.790.079 1.625.167.343 1.145.780.444 1.196.547.270 974.658.615
2.835.561.070 3.836.968.390 3.595.961.097 4.249.082.841 6.454.556.286 3.924.120.117 1.873.178.052 1.419.556.519 1.919.636.311 1.894.557.262 2.528.060.234 1.412.774.815 5.687.705.934 8.017.529.347 8.441.470.777 13.894.498.358 9.312.822.600 5.232.071.655 2.709.035.099 2.341.329.744 2.400.228.608 2.292.300.561 2.887.821.318 2.081.167.415
169,53% 337,81% 234,05% 294,48% 226,75% 363,20% 131,15% 78,54% 88,58% 63,56% 74,08% -32,16% 100,58% 108,95% 134,75% 227,00% 44,28% 33,33% 44,62% 64,93% 25,04% 20,99% 14,23% 47,31%
322
1.409
818
14.019.371.665
51.278.609.751
65.297.981.416
81,67%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 39
3.2
Options on DAX Component Equities – Breakdown by Individual Securities
3.2.1
Traded Contracts - December 2001 Trades
adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
Traded Contracts Calls
Puts
Total
Change YoY
8.228 56.944 54.516 58.068 29.486 87.862 464.889 2.937 332.766 11.916 922.832 39.339 15.457 7.543 2.735 38.036 165.948 2.434 60.038 4.239 12.208 1.277 13.097 4.638 33.593 88.543 6.415 426.566 51.373 76.773
3.913 53.212 68.763 58.440 29.451 77.231 330.184 2.203 294.993 9.659 547.891 43.614 15.310 3.162 1.325 33.235 115.019 2.412 27.332 3.167 22.913 1.696 20.503 5.973 23.832 67.317 3.171 284.819 25.036 90.260
12.141 110.156 123.279 116.508 58.937 165.093 795.073 5.140 627.759 21.575 1.470.723 82.953 30.767 10.705 4.060 71.271 280.967 4.846 87.370 7.406 35.121 2.973 33.600 10.611 57.425 155.860 9.586 711.385 76.409 167.033
40,33% 47,17% 23,06% -4,68% 193,06% 88,81% 154,55% -27,48% 92,63% 676,92% 88,36% -20,30% 3,62% 441,48% -24,55% 113,09% 203,54% -39,10% 152,04% -46,90% 32,46% 342,41% 10,08% -60,56% -5,83% 208,90% -5,22% 156,60% -6,28% 4,54%
708 4.350 2.887 3.568 1.072 2.958 10.188 313 6.878 679 9.908 1.697 1.555 389 174 1.388 5.018 294 1.745 287 693 298 1.066 466 1.127 7.727 473 14.208 2.120 3.854
Volume in EUR million Calls 67 812 229 211 112 185 2.262 9 2.597 19 2.005 231 86 57 19 141 438 12 94 10 51 11 203 14 148 1.367 39 3.139 86 402
Puts
Total
Change YoY
31 704 279 212 99 136 1.470 6 2.053 15 1.067 230 84 22 8 111 271 11 41 8 87 14 295 17 96 941 18 2.000 38 441
98 1.515 508 422 211 321 3.732 15 4.649 34 3.072 461 170 79 27 252 709 23 135 18 138 25 499 31 244 2.308 57 5.139 124 844
69,59% 5,02% 11,00% -32,65% 200,32% 15,66% 137,70% -37,11% 60,51% 436,64% -5,57% -26,46% -42,80% 357,46% -23,34% 27,07% 47,39% -42,29% 60,75% -59,53% 7,27% 195,31% -10,03% -71,51% -14,83% 175,83% -7,26% 24,84% -10,78% -3,08%
Total
Change YoY
112 3.711 799 1.176 300 477 6.707 20 8.651 60 8.009 596 161 115 40 350 1.094 52 144 42 172 37 777 87 527 3.742 124 6.429 165 1.508
120,10% 56,50% 4,85% 10,97% 78,90% -12,39% 70,92% -22,38% 100,42% 210,37% 7,97% -14,42% -44,92% 699,49% -5,78% 75,53% 35,66% 13,56% -0,95% -1,50% -7,33% 417,70% 28,42% -55,00% 89,00% 160,12% 53,87% 24,51% -46,59% 19,69%
(*) The company has not accepted the take over code.
3.2.2
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
17,39% 15,41% 11,46% 18,12% 18,83% 24,77% 16,60% 32,74% 11,84% 22,36% 16,28% 15,53% 18,44% 15,59% 12,48% 27,66% 21,04% 22,44% 28,40% 24,93% 17,15% 22,57% 24,53% 31,32% 22,88% 23,92% 25,69% 20,58% 23,88% 17,96%
24,08% 16,30% 7,91% 11,87% 19,06% 9,46% 7,11% 7,25% 7,07% 28,68% 5,81% 14,73% 13,28% 23,71% 29,40% 25,41% 17,00% 16,02% 22,21% 1,82% 38,02% 7,10% 23,91% 20,08% 15,76% 17,33% 16,11% 11,00% 11,42% 4,87%
58,54% 68,29% 80,63% 70,00% 62,11% 65,77% 76,29% 60,01% 81,08% 48,96% 77,92% 69,73% 68,28% 60,71% 58,13% 46,93% 61,96% 61,54% 49,39% 73,25% 44,83% 70,32% 51,55% 48,60% 61,36% 58,75% 58,20% 68,42% 64,70% 77,17%
Open Interest in Contracts Calls 7.478 144.052 99.758 159.657 42.979 121.225 806.357 4.375 675.175 17.270 2.045.833 60.006 14.184 9.784 4.604 53.692 256.327 7.515 60.244 6.981 17.416 2.196 22.552 13.512 66.692 156.599 11.800 549.390 63.139 183.388
Puts
Total
Change YoY
8.107 104.703 92.771 143.353 42.264 91.272 633.860 2.461 462.870 19.859 1.506.730 42.966 14.438 5.296 1.280 27.286 159.774 2.743 27.764 9.581 23.945 2.613 27.992 14.324 52.403 80.290 9.421 440.464 46.111 116.508
15.585 248.755 192.529 303.010 85.243 212.497 1.440.217 6.836 1.138.045 37.129 3.552.563 102.972 28.622 15.080 5.884 80.978 416.101 10.258 88.008 16.562 41.361 4.809 50.544 27.836 119.095 236.889 21.221 989.854 109.250 299.896
88,54% 99,88% 11,55% 33,03% 84,74% 35,57% 121,26% -11,57% 134,51% 369,81% 123,67% -13,67% -2,56% 866,67% -7,44% 149,47% 203,30% 11,77% 43,66% 19,56% 4,84% 785,64% 52,73% -42,81% 90,11% 233,51% 68,50% 198,31% -36,62% 26,52%
Open Interest in EUR million Calls Puts 59 2.277 439 652 158 291 3.925 13 5.531 30 5.003 368 87 78 32 249 725 40 101 17 80 21 379 46 313 2.713 74 3.812 100 967
53 1.433 360 525 142 186 2.782 7 3.120 31 3.006 228 74 37 8 100 369 12 42 24 92 16 398 41 215 1.029 50 2.617 65 541
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 40
Options on DAX Component Equities – Breakdown by Individual Securities 3.2.3
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
396 559 251 280 239 99 379 193 583 92 139 201 602 432 143 183 336 92 118 103 86 494 407 103 186 1.326 147 651 118 247
1.549 1.325 154 354 130 165 420 190 401 137 233 156 431 363 268 159 323 239 115 337 160 2.016 1.278 266 217 1.129 153 909 51 278
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
768 929 197 317 185 130 396 192 497 112 174 178 517 412 184 172 330 165 117 203 134 1.362 938 195 198 1.241 149 754 96 264
3.259.255 31.854.072 13.694.146 16.256.886 7.040.136 8.703.479 176.293.684 567.681 193.960.098 1.101.137 127.830.922 7.913.829 9.300.842 3.259.609 390.737 6.956.518 55.676.494 223.047 7.055.627 438.544 1.051.257 631.205 5.327.905 477.203 6.234.002 117.446.423 941.477 277.570.819 6.063.266 18.988.500
6.060.820 70.506.804 10.592.842 20.679.040 3.837.126 12.775.992 138.837.311 417.633 118.340.634 1.325.570 127.562.962 6.813.022 6.598.167 1.148.657 355.253 5.295.925 37.109.720 576.207 3.146.120 1.066.586 3.663.489 3.419.473 26.198.998 1.591.028 5.161.155 76.006.574 484.025 258.772.881 1.266.625 25.047.976
9.320.075 102.360.876 24.286.988 36.935.926 10.877.262 21.479.471 315.130.995 985.314 312.300.732 2.426.707 255.393.884 14.726.851 15.899.009 4.408.266 745.990 12.252.443 92.786.214 799.254 10.201.747 1.505.130 4.714.746 4.050.678 31.526.903 2.068.231 11.395.157 193.452.997 1.425.502 536.343.700 7.329.891 44.036.476
241,05% 38,45% -3,29% -9,18% 125,34% 20,22% 183,10% -39,04% 96,98% 334,96% -5,73% -51,28% -6,79% 266,06% -65,58% 43,73% 46,24% -60,00% 86,05% -55,93% -25,42% 541,04% 53,26% -77,12% -30,07% 27,80% -58,49% 91,02% -3,99% -20,81%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.3
Options on SMI Component Equities
3.3.1
Traded Contracts Trades
1997 1998 1999 2000
Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
ex_monthly0112.doc 14.01.2002 page 41
Traded Contracts Calls
Puts
Total
Change YoY
300.862 549.148 535.714
21.099.449 17.128.777 16.782.505 18.765.040
11.928.476 12.976.211 11.788.023 16.883.481
33.027.925 30.104.988 28.570.528 35.648.521
-8,85% -5,10% 24,77%
134.833 106.528 122.147 109.764
5.148.991 5.004.975 4.141.617 4.177.813
4.985.538 4.227.272 4.273.949 3.278.978
10.134.529 9.232.247 8.415.566 7.456.791
48.765 44.850 63.123 42.971 47.334 41.919 38.519 46.353 44.252 48.205 35.134 34.289 41.787 39.049 53.997 36.114 34.341 36.073 33.666 35.328 53.153 41.632 38.633 29.499
1.575.403 1.607.206 2.014.644 1.202.493 1.865.542 1.426.749 1.352.107 1.849.463 1.452.103 1.659.807 1.375.744 1.383.779 2.077.232 1.348.298 1.723.461 1.362.865 1.904.177 1.737.933 1.457.995 1.223.318 1.460.304 1.550.409 1.699.845 927.559
1.380.093 1.337.887 1.573.537 1.081.477 1.366.016 1.314.580 1.250.779 1.457.728 1.557.713 1.625.838 1.593.535 1.344.298 1.462.059 1.584.013 1.939.466 1.184.370 1.286.741 1.756.161 1.464.529 1.154.944 1.654.476 1.258.862 1.225.935 794.181
473.272
18.473.396
16.765.737
Volume in EUR million Calls
Puts
Total
Change YoY
68.041 75.824 79.232 84.274
43.547 62.144 55.130 72.168
111.588 137.924 134.362 156.443
23,60% -2,58% 16,43%
6,81% 11,81% -5,65% -16,99%
21.394 21.048 20.123 23.029
21.525 14.897 19.415 16.424
42.919 35.945 39.538 39.452
-2,53% 0,68% 1,11% 4,91%
2.955.496 2.945.093 3.588.181 2.283.970 3.231.558 2.741.329 2.602.886 3.307.191 3.009.816 3.285.645 2.969.279 2.728.077 3.539.291 2.932.311 3.662.927 2.547.235 3.190.918 3.494.094 2.922.524 2.378.262 3.114.780 2.809.271 2.925.780 1.721.740
27,41% 61,83% 42,22% -7,91% 58,09% 23,54% 9,18% 35,44% 22,00% 33,57% 7,90% 2,56% 19,75% -0,43% 2,08% 11,53% -1,26% 27,46% 12,28% -28,09% 3,49% -14,50% -1,46% -36,89%
7.773 7.125 9.149 6.178 8.175 6.058 5.600 8.215 6.936 7.128 6.174 5.765 8.249 5.425 7.719 6.155 7.616 7.276 6.041 6.602 7.480 8.312 9.406 5.311
6.750 5.970 7.267 4.724 5.268 5.300 4.996 6.713 6.643 6.585 6.181 5.772 6.914 6.223 8.389 3.972 5.031 5.894 5.388 5.890 8.137 6.281 6.259 3.884
14.523 13.094 16.415 10.903 13.443 11.358 10.595 14.927 13.580 13.713 12.355 11.537 15.163 11.648 16.108 10.127 12.647 13.171 11.429 12.492 15.617 14.592 15.665 9.194
28,63% 58,66% 39,70% -2,49% 36,48% -0,23% -12,11% 38,60% 13,37% 42,23% -4,02% -13,50% 4,41% -11,04% -1,87% -7,11% -5,92% 15,96% 7,87% -16,32% 15,00% 6,41% 26,79% -20,30%
35.239.133
-1,15%
85.594
72.261
157.854
0,90%
Volume (bars) and Open Interest (lines) in EUR million 45.000
16.000
40.000
14.000
35.000
12.000
30.000
10.000
25.000
8.000
20.000
6.000
15.000
4.000
10.000
2.000
5.000
Volume
Open Interest
18.000
0
0 Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 42
Options on SMI Component Equities 3.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
3.3.3
Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
32,39% 28,14% 24,81%
3,80% 6,46% 9,25%
63,80% 65,40% 65,93%
1.330.079 1.473.977 1.935.839 2.357.902
1.880.293 1.032.373 1.866.449 2.293.958
3.210.372 2.506.350 3.802.288 4.651.860
-8,74% 51,71% 22,34%
8.416 8.630 8.873 10.924
5.402 5.038 7.697 9.523
13.818 13.668 16.570 20.446
-1,08% 21,23% 23,39%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
28,67% 26,58% 28,23% 20,12%
11,04% 10,84% 8,94% 13,38%
60,29% 62,58% 62,83% 66,49%
2.738.525 3.287.335 3.218.124 2.554.392
2.693.570 2.751.554 2.448.749 2.095.025
5.432.095 6.038.889 5.666.873 4.649.417
13,51% 26,57% -5,76% -0,05%
11.948 13.159 18.282 14.220
11.012 9.588 12.710 10.479
22.960 22.748 30.992 24.698
10,01% 17,51% 19,74% 20,80%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
22,65% 20,12% 25,19% 23,52% 26,44% 25,07% 28,68% 26,39% 22,24% 24,28% 26,56% 26,62% 27,50% 28,90% 29,63% 30,56% 25,61% 24,57% 30,88% 27,38% 26,40% 20,60% 18,10% 22,79%
8,00% 5,83% 7,23% 6,62% 10,89% 8,50% 8,78% 9,16% 13,89% 9,67% 11,60% 10,33% 12,80% 9,80% 10,31% 9,88% 10,81% 11,57% 8,54% 10,37% 8,23% 12,56% 14,02% 13,64%
69,35% 74,05% 67,58% 69,86% 62,66% 66,43% 62,54% 64,46% 63,87% 66,05% 61,83% 63,05% 59,70% 61,30% 60,05% 59,56% 63,58% 63,86% 60,58% 62,25% 65,37% 66,85% 67,87% 63,57%
2.229.029 2.692.219 2.547.443 2.619.826 2.893.068 2.478.519 2.720.806 3.241.896 3.011.808 3.226.438 3.489.256 2.357.902 3.009.296 3.311.306 2.738.525 3.067.072 3.880.115 3.287.335 3.494.947 3.701.230 3.218.124 3.742.836 4.161.716 2.554.392
2.183.013 2.496.699 2.238.186 2.347.493 2.684.898 2.292.820 2.604.616 2.915.455 3.001.380 3.234.925 3.651.101 2.293.958 2.739.288 3.146.381 2.693.570 2.767.509 3.180.779 2.751.554 2.975.803 3.010.180 2.448.749 2.812.702 3.026.052 2.095.025
4.412.042 5.188.918 4.785.629 4.967.319 5.577.966 4.771.339 5.325.422 6.157.351 6.013.188 6.461.363 7.140.357 4.651.860 5.748.584 6.457.687 5.432.095 5.834.581 7.060.894 6.038.889 6.470.750 6.711.410 5.666.873 6.555.538 7.187.768 4.649.417
64,48% 70,57% 55,56% 41,48% 42,56% 33,09% 48,94% 49,81% 53,08% 46,44% 53,83% 22,34% 30,29% 24,45% 13,51% 17,46% 26,59% 26,57% 21,51% 9,00% -5,76% 1,46% 0,66% -0,05%
10.540 12.357 11.667 12.195 12.501 10.982 12.136 14.780 13.875 15.009 16.224 10.924 13.052 14.101 11.948 13.111 15.480 13.159 16.953 20.793 18.282 21.137 23.068 14.220
9.292 10.417 9.204 9.489 9.773 8.377 9.790 11.752 12.008 12.874 14.286 9.523 11.401 12.578 11.012 10.393 11.384 9.588 12.693 15.387 12.710 14.698 15.519 10.479
19.832 22.774 20.871 21.684 22.274 19.359 21.926 26.532 25.883 27.883 30.510 20.446 24.453 26.679 22.960 23.504 26.864 22.748 29.646 36.180 30.992 35.835 38.587 24.698
56,14% 59,18% 43,11% 29,70% 19,27% 9,57% 35,81% 45,22% 45,32% 48,40% 48,64% 23,39% 23,30% 17,15% 10,01% 8,39% 20,61% 17,51% 35,21% 36,37% 19,74% 28,52% 26,47% 20,80%
2001 Total
26,21%
10,98%
62,81%
2.554.392
2.095.025
4.649.417
-0,05%
14.220
10.479
24.698
20,80%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1997 1998 1999 2000
Total Total Total Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
373 340 247 241
235 260 217 179
323 306 234 212
4.902.553.129 5.825.180.933 4.137.860.587 4.525.201.594
1.745.729.099 3.378.040.060 2.559.002.744 3.026.484.737
6.648.282.227 9.203.220.987 6.696.863.325 7.551.686.330
40,55% -27,23% 12,76%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
179 192 200 228
232 180 303 247
205 186 252 236
923.301.053 960.313.964 830.225.890 951.943.632
1.156.430.379 760.033.779 1.292.877.653 809.711.669
2.079.731.431 1.720.347.742 2.123.103.543 1.761.655.301
-1,56% 4,34% 14,75% -9,19%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
228 175 219 240 241 206 207 264 310 176 374 281 174 156 203 200 180 199 188 204 210 264 217 188
226 249 245 188 153 155 133 145 163 189 139 161 202 172 303 212 178 160 192 270 423 239 289 195
227 208 231 215 204 181 171 212 234 182 248 222 186 165 256 205 179 179 190 236 324 253 247 191
359.852.588 280.587.734 440.822.283 288.339.442 450.221.904 293.953.584 279.306.449 487.875.019 449.826.826 291.945.372 514.086.677 388.383.717 362.219.088 210.683.540 350.398.425 272.505.120 342.074.828 345.734.016 274.066.190 249.067.702 307.091.998 409.101.386 368.297.245 174.545.001
312.493.500 332.685.681 386.254.407 203.474.941 209.258.764 203.530.395 166.791.391 211.956.453 254.512.221 306.607.232 221.983.971 216.935.780 295.733.642 273.220.320 587.476.417 250.649.558 228.902.159 280.482.062 280.651.933 311.611.971 700.613.748 301.225.605 353.740.582 154.745.482
672.346.089 613.273.415 827.076.690 491.814.383 659.480.668 497.483.979 446.097.839 699.831.471 704.339.047 598.552.605 736.070.648 605.319.497 657.952.730 483.903.860 937.874.842 523.154.678 570.976.987 626.216.077 554.718.124 560.679.673 1.007.705.746 710.326.991 722.037.827 329.290.483
-14,90% 37,81% 43,42% -16,42% 39,95% -26,52% -22,54% 50,44% 38,99% 41,86% 33,35% -3,39% -2,14% -21,09% 13,40% 6,37% -13,42% 25,88% 24,35% -19,88% 43,07% 18,67% -1,91% -45,60%
2001 Total
198
240
218
3.665.784.539
4.019.053.479
7.684.838.018
1,76%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 43
3.4
Options on SMI Component Equities – Breakdown by Individual Securities
3.4.1
Traded Contracts - December 2001 Trades
ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
3.4.2
Traded Contracts Calls
Puts
Total
Change YoY
40.978 9.261 0 20.067 6.775 249.103 3.729 10.709 1.340 5.778 3.007 36.892 168.734 2.795 0 86.462 0 4.605 0 2.309 7.537 40.326 16.430 7.976 109.072 1.524 92.150
45.664 6.156 0 21.025 4.305 210.545 4.105 10.140 803 5.662 3.539 25.021 175.741 4.059 47 48.015 361 6.340 64 1.340 5.359 11.810 10.977 7.668 106.745 1.374 77.316
86.642 15.417 0 41.092 11.080 459.648 7.834 20.849 2.143 11.440 6.546 61.913 344.475 6.854 47 134.477 361 10.945 64 3.649 12.896 52.136 27.407 15.644 215.817 2.898 169.466
-61,78% 60,90% -100,00% -41,71% -73,45% -60,55% 113,40% 334,08% 35,38% 352,53% 5,70% -10,86% 345,86% 97814,29% -99,74% -36,65% -97,67% 1132,55% -98,78% -79,36% -27,27% 79,94% -53,24% 76,91% -57,90% 3,17% 13,19%
1.221 643 0 434 346 3.578 165 450 102 984 220 2.245 4.096 172 5 3.639 12 806 7 161 480 982 863 172 3.648 84 3.984
Volume in CHF million Calls
Puts
Total
Change YoY
74 88
71 54
145 142
-61,61% 90,49%
22 21 1.755 18 38 8 63 32 1.300 1.107 9 0 1.071 0 66 0 7 60 694 79 7 926 3 427
22 13 1.437 20 35 5 57 35 825 1.041 13 1 568 0 83 0 4 40 192 51 6 860 2 322
43 34 3.193 38 73 12 121 66 2.125 2.148 23 1 1.639 0 149 0 12 100 887 130 13 1.787 5 749
-40,25% -79,92% -12,46% 214,34% -21,19% -5,58% 140,37% 19,79% -15,05% -0,81% 7095,41% -99,73% -53,74% -99,34% 993,43% -99,34% -82,37% -50,53% -16,51% -52,01% 79,47% 35,61% -50,00% -46,48%
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
31,92% 19,08%
9,92% 25,58%
58,16% 55,35%
36,16% 28,70% 20,00% 25,27% 32,28% 49,30% 39,25% 10,27% 15,15% 19,82% 29,63% 7,45% 17,49% 50,00% 34,26% 50,00% 35,59% 31,85% 13,64% 30,66% 22,56% 23,88% 39,10% 31,02%
10,03% 18,48% 15,76% 16,34% 11,96% 9,89% 13,40% 15,77% 13,46% 12,14% 16,38% 0,00% 9,05% 0,00% 11,04% 0,00% 0,00% 15,22% 29,36% 6,33% 5,11% 11,19% 6,52% 16,73%
53,82% 52,82% 64,24% 58,39% 55,76% 40,81% 47,36% 73,96% 71,39% 68,04% 54,00% 92,55% 73,47% 50,00% 54,70% 50,00% 64,41% 52,93% 57,01% 63,01% 72,33% 64,94% 54,38% 52,25%
Open Interest in Contracts Calls 223.214 8.670 0 78.065 16.457 704.883 9.813 22.012 3.477 6.434 8.234 72.575 272.675 4.109 0 272.878 10.624 6.720 0 6.619 24.932 61.846 81.281 32.387 359.252 7.690 259.545
Puts
Total
Change YoY
132.274 8.411 0 78.800 25.370 598.885 9.330 28.710 2.215 7.153 8.731 68.645 319.593 4.972 0 168.957 3.742 9.697 0 4.019 13.139 39.334 54.695 24.608 312.426 10.146 161.173
355.488 17.081 0 156.865 41.827 1.303.768 19.143 50.722 5.692 13.587 16.965 141.220 592.268 9.081 0 441.835 14.366 16.417 0 10.638 38.071 101.180 135.976 56.995 671.678 17.836 420.718
-30,26% -20,71% -100,00% -42,24% -51,69% -19,12% 18,57% 291,83% 735,83% 765,41% 48,00% 5,26% 267,81% 33533,33% -100,00% 46,80% -41,03% 2324,96% -100,00% -38,67% 18,10% 61,04% -22,58% 436,68% -18,13% 366,91% 75,93%
Open Interest in CHF million Calls Puts 369 77 0 85 57 5.241 50 78 20 75 88 2.683 1.857 16 0 3.882 12 100 0 21 212 1.067 381 27 3.128 14 1.545
202 66 0 81 87 4.117 45 93 12 73 81 2.290 1.896 18 0 2.102 3 133 0 13 101 634 240 19 2.441 18 775
Total
Change YoY
570 143 0 166 144 9.358 95 172 32 148 169 4.973 3.754 34 0 5.983 15 233 0 34 313 1.701 621 46 5.569 31 2.320
-36,18% -46,84% -100,00% -44,64% -73,51% 83,10% 26,97% -33,12% 467,27% 381,41% 66,36% 8,10% -8,79% 2199,29% -100,00% 20,32% -76,82% 2091,32% -100,00% -57,25% -27,87% -19,30% -30,70% 432,19% 183,32% 115,11% 9,54%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.4.3
ex_monthly0112.doc 14.01.2002 page 44
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
Total
140 474
140 403
140 445
31 276 190 300 124 339 912 729 1.078 197 110
57 242 153 114 141 288 1.079 390 1.045 290 276 5.724 647 733 630 2.511 322 425 433 435 59 217 129 338
44 263 173 203 132 320 995 546 1.065 244 208 5.724 426 733 579 2.511 259 467 584 233 52 243 133 305
303 508 223 497 629 98 44 269 136 277
Paid Premiums in CHF Calls 5.719.777 4.386.283 0 616.945 1.872.626 47.378.227 1.118.394 1.330.557 454.647 5.269.074 2.193.442 39.758.771 33.171.783 308.049 0 26.213.137 0 2.338.173 0 514.948 3.749.050 25.350.519 1.612.981 354.903 29.357.501 206.985 25.556.010
Puts
Total
Change YoY
6.381.084 2.479.973 0 1.197.202 1.043.329 32.183.144 469.100 1.427.490 231.126 6.111.586 1.380.600 26.154.954 51.009.571 1.120.332 269.047 31.068.514 264.655 3.995.744 160.690 431.871 2.277.683 5.115.933 4.778.040 454.383 23.121.611 177.886 26.166.527
12.100.861 6.866.256 0 1.814.147 2.915.955 79.561.371 1.587.494 2.758.047 685.773 11.380.660 3.574.042 65.913.725 84.181.354 1.428.381 269.047 57.281.651 264.655 6.333.917 160.690 946.819 6.026.733 30.466.452 6.391.021 809.286 52.479.112 384.871 51.722.537
-67,56% -77,62% -100,00% -75,87% -96,19% -63,99% -66,26% 1,08% 81,13% 253,96% -28,73% -28,14% -2,33% 12020,33% -96,46% -45,05% -86,49% 754,00% -95,54% -91,63% -87,09% -12,44% -76,04% 64,48% 2,58% -34,26% -18,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 45
3.5
Options on DJ Euro-STOXX 50 Component Equities
3.5.1
Traded Contracts Trades
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
939
571
1.511
5441,43% 57,27% 262,09% 187,05%
804 417 613 634
461 382 352 317
1.265 799 965 951
3524,63% 44,40% 153,72% 75,38%
15 55 116 59 38 59 37 67 64 61 152 187 122 140 130 112 98 105 149 102 108 107
35 92 324 138 108 179 93 221 165 156 408 429 427 298 250 251 330 284 351 373 314 264
1124,98% 224,54% -22,79% 81,97% 204,52% 59,12% 275,75% 68,58% 89,95% 69,58%
1.512
3.979
163,41%
Total
Change YoY
2000 Total
5.441
180.255
114.662
294.917
2001 1. 2. 3. 4.
6.425 5.328 8.682 8.085
145.513 83.236 147.869 203.049
102.355 98.808 108.415 95.223
247.868 182.044 256.284 298.272
118 290 560 373 469 599 298 697 768 1.269 2.428 1.849 2.148 1.751 1.626 1.951 2.233 2.760 3.689 2.577 2.873 2.635
3.075 9.500 42.153 15.955 12.434 24.787 8.824 25.301 20.667 17.559 45.849 39.204 60.460 32.726 22.499 28.011 48.673 43.071 56.125 77.308 77.804 47.937
1.398 11.984 22.342 13.819 8.303 10.569 5.863 12.766 14.751 12.867 28.909 46.977 26.469 35.513 33.532 29.763 28.275 33.927 46.213 31.663 30.119 33.441
4.473 21.484 64.495 29.774 20.737 35.356 14.687 38.067 35.418 30.426 74.758 86.181 86.929 68.239 56.031 57.774 76.948 76.998 102.338 108.971 107.923 81.378
1843,42% 217,63% -13,12% 94,04% 271,07% 117,78% 596,79% 186,26% 204,71% 167,46%
20 37 207 79 70 119 56 154 101 95 256 242 305 158 120 139 232 179 202 271 206 157
28.520
579.667
404.801
984.468
233,81%
2.468
Quarter Quarter Quarter Quarter
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
3.5.2
Traded Contracts Calls
Change YoY
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
2000 Total
27,18%
14,46%
58,37%
69.135
39.026
108.161
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
37,88% 35,10% 22,94% 33,79%
17,50% 20,06% 12,56% 13,78%
44,62% 44,85% 64,50% 52,43%
85.340 83.260 110.464 115.673
67.312 68.589 91.399 79.023
152.652 151.849 201.863 194.696
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
6,95% 42,04% 30,57% 14,83% 23,68% 34,97% 30,91% 35,13% 20,71% 13,59% 32,19% 43,22% 37,49% 39,91% 35,88% 28,61% 29,30% 21,48% 19,26% 38,79% 35,05% 25,42%
28,08% 24,58% 22,63% 20,55% 16,72% 8,84% 25,21% 2,36% 8,67% 3,77% 10,84% 22,06% 18,72% 19,47% 21,47% 19,39% 22,04% 8,76% 8,27% 12,99% 16,02% 11,85%
64,97% 33,38% 46,80% 64,63% 59,61% 56,19% 43,89% 62,51% 70,62% 82,64% 56,97% 34,72% 43,79% 40,62% 42,65% 52,00% 48,66% 69,77% 72,47% 48,22% 48,93% 62,72%
2.685 10.614 46.757 56.289 57.670 66.198 63.013 58.707 67.972 69.135 77.281 83.054 85.340 80.076 76.403 83.260 83.424 95.370 110.464 115.713 120.890 115.673
1.343 11.873 28.953 34.197 34.394 38.632 37.008 32.382 37.857 39.026 39.456 61.036 67.312 63.138 55.168 68.589 67.979 84.632 91.399 69.908 72.681 79.023
2001 Total
32,24%
15,56%
52,20%
115.673
79.023
Change YoY
Open Interest in EUR million Calls Puts 296
163
459
3689,77% 67,81% 101,82% 80,01%
417 370 396 386
290 264 292 247
708 634 688 633
2117,89% 55,61% 54,07% 37,87%
4.028 22.487 75.710 90.486 92.064 104.830 100.021 91.089 105.829 108.161 116.737 144.090 152.652 143.214 131.571 151.849 151.403 180.002 201.863 185.621 193.571 194.696
3689,77% 536,87% 73,78% 67,81% 64,45% 71,71% 101,82% 103,78% 82,91% 80,01%
17 39 209 257 263 293 277 252 288 296 382 407 417 379 347 370 322 371 396 394 409 386
15 46 133 151 150 176 170 139 159 163 199 270 290 257 225 264 252 296 292 220 241 247
32 85 342 407 413 469 447 392 447 459 580 677 708 637 573 634 574 667 688 615 650 633
2117,89% 651,56% 67,40% 55,61% 38,81% 42,18% 54,07% 57,01% 45,20% 37,87%
194.696
80,01%
386
247
633
37,87%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.5.3
ex_monthly0112.doc 14.01.2002 page 46
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
2000 Total
388
258
338
69.930.375
29.623.246
99.553.621
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
240 201 174 165
289 236 256 258
260 220 209 194
34.890.279 16.720.990 25.768.009 33.432.815
29.561.534 23.320.412 27.711.359 24.578.682
64.451.813 40.041.402 53.479.368 58.011.497
2383,56% 0,53% 109,04% 83,91%
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
415 258 423 337 312 525 434 457 313 241 252 186 266 217 193 188 178 148 191 195 153 134
943 327 315 232 214 179 204 231 216 243 220 280 380 240 222 247 219 209 312 312 207 254
580 297 386 288 272 422 342 382 272 242 240 237 300 229 210 218 193 175 245 229 168 184
1.276.874 2.451.472 17.847.700 5.368.981 3.875.669 13.018.206 3.825.533 11.568.074 6.461.143 4.236.723 11.533.224 7.285.812 16.071.243 7.106.356 4.346.056 5.268.578 8.679.671 6.383.460 10.704.878 15.074.166 11.915.688 6.442.961
1.318.261 3.922.798 7.038.374 3.202.005 1.774.052 1.896.901 1.193.423 2.954.917 3.190.128 3.132.387 6.372.090 13.139.832 10.049.612 8.532.949 7.439.092 7.348.371 6.192.854 7.103.428 14.415.077 9.866.655 6.221.673 8.490.354
2.595.135 6.374.270 24.886.074 8.570.986 5.649.721 14.915.107 5.018.956 14.522.991 9.651.271 7.369.110 17.905.314 20.425.644 26.120.855 15.639.305 11.785.148 12.616.949 14.872.525 13.486.888 25.119.955 24.940.821 18.137.361 14.933.315
906,53% 145,35% -52,64% 47,21% 163,24% -9,58% 400,50% 71,73% 87,93% 102,65%
2001 Total
191
260
219
110.812.093
105.171.987
215.984.080
116,95%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 47
3.6
Options on DJ Euro-STOXX 50 Component Equities – Breakdown by Individual Securities
3.6.1
Traded Contracts - December 2001 Trades
ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
3.6.2
Traded Contracts Calls
Puts
Total
Change YoY
2.957 1.218 1.081 662 1.116 394 121 35 146 0 8.731 13.393 167 0 7.813 8.029 48 180 983 863
4.213 804 1.936 522 1.066 121 20 26 78 0 2.882 6.424 479 0 6.077 6.296 2 169 2.014 312
7.170 2.022 3.017 1.184 2.182 515 141 61 224 0 11.613 19.817 646 0 13.890 14.325 50 349 2.997 1.175
80,70% -42,98% 169,13% 251,34% 109000,00% 12775,00% 78,48% -65,34% 1217,65% -100,00% 237,98% 1032,40% 797,22%
223 133 130 103 39 23 6 3 14 0 476 154 36 0 483 553 4 34 135 86
6 4 4 5 3 4 1 0 1 0 27 9 1 0 28 49 0 3 7 5
77,71% 200,57% -82,01% -20,68% 61,65% 436,53%
Puts
Total
Change YoY
10 2 5 4 3 1 0 0 0 0 8 4 4 0 16 34 0 2 12 2
16 6 9 9 5 5 1 0 1 0 34 13 5 0 45 83 0 5 18 7
59,47% -62,01% 130,31% 224,71% 17234,00% 13602,60% 75,85% -32,78% 398,53% -100,00% 24,23% 335,39% 688,26% 40,84% 151,36% -84,94% -23,83% 49,11% 370,92%
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
3.6.3
Volume in EUR million Calls
1,55% 12,19% 6,75% 28,04% 70,85% 50,00% 50,00% 50,00% 27,23%
10,67% 4,33% 1,41% 13,51% 8,91% 0,00% 0,00% 0,00% 33,93%
87,78% 83,48% 91,85% 58,45% 20,23% 50,00% 50,00% 50,00% 38,84%
10,36% 51,31% 79,41%
2,33% 25,55% 1,55%
87,31% 23,14% 19,04%
22,69% 12,05% 48,00% 46,42% 12,05% 44,47%
15,17% 4,07% 2,00% 3,58% 2,72% 16,38%
62,14% 83,87% 50,00% 50,00% 85,24% 39,15%
Open Interest in Contracts Calls 21.694 6.755 3.342 495 1.055 204 148 185 667 6 27.585 17.116 360 0 15.564 16.767 48 349 2.945 388
Puts
Total
Change YoY
10.664 3.342 5.370 511 1.106 156 10 24 220 0 7.851 9.625 459 0 21.990 12.373 0 107 4.909 306
32.358 10.097 8.712 1.006 2.161 360 158 209 887 6 35.436 26.741 819 0 37.554 29.140 48 456 7.854 694
-19,81% 151,67% 721,11% 429,47% 107950,00% 8900,00% 95,06% -96,20% 88600,00% -99,82% 201,87% 559,78% 1037,50% 253,18% 44,08% -85,92% 168,24% 28,86% 178,71%
Open Interest in EUR million Calls Puts 52 22 11 4 3 2 1 1 3 0 87 10 3 0 51 106 0 6 20 3
21 10 15 4 3 1 0 0 1 0 24 5 3 0 61 67 0 2 27 2
Total
Change YoY
73 32 27 8 5 4 1 1 4 0 111 15 7 0 113 174 0 7 47 4
-23,69% 71,26% 597,30% 376,40% 17503,33% 9329,87% 91,31% -89,90% 31380,00% -99,81% 34,94% 107,45% 951,58% 143,91% 31,49% -88,55% 161,39% 26,43% 143,50%
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
Total
117 105 109 167 141 83 250 130 45
632 205 108 348 185 100 513 110 144
419 145 108 246 162 87 287 121 80
102 49 322
183 88 216
123 62 243
263 190 103 294 194 88
226 323 1.150 469 117 387
247 248 145 378 142 167
Paid Premiums in EUR Calls
Puts
Total
Change YoY
346.276 128.346 117.545 110.342 156.843 32.756 30.250 4.550 6.637 0 894.575 656.010 53.716 0 2.057.147 1.523.693 4.960 52.834 190.656 75.825
2.660.558 164.460 209.700 181.467 197.376 12.145 10.250 2.860 11.248 0 528.428 565.437 103.309 0 1.373.871 2.030.709 2.300 79.215 236.154 120.867
3.006.834 292.806 327.245 291.809 354.219 44.901 40.500 7.410 17.885 0 1.423.003 1.221.447 157.025 0 3.431.018 3.554.402 7.260 132.049 426.810 196.692
308,51% -65,19% 59,15% 392,62% 84237,86% 2873,58% 77,63% -76,89% 66,53% -100,00% 29,07% 473,20% 403,03% 47,74% 275,15% -91,64% -50,90% 37,59% 139,94%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 48
3.7
Options on Neuer Markt Component Equities
3.7.1
Traded Contracts Trades
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
1999 Total 2000 Total
5.012 50.813
34.841 337.625
22.839 278.459
57.680 616.084
968,11%
235 2.530
120 1.678
355 4.208
1085,13%
2001 1. 2. 3. 4.
10.996 6.319 5.582 5.926
89.501 52.882 56.300 65.231
65.013 51.181 51.388 47.974
154.514 104.063 107.688 113.205
107,82% 17,05% -49,05% -53,12%
204 77 57 75
125 69 59 56
329 147 117 131
-56,34% -82,69% -92,31% -87,92%
1.533 1.770 2.043 2.393 3.589 3.902 4.683 6.404 5.894 7.336 6.498 4.768 5.299 3.147 2.550 2.146 2.208 1.965 2.123 2.160 1.299 2.004 2.388 1.534
14.369 14.985 13.027 11.408 16.004 13.877 25.572 43.928 39.097 72.063 47.605 25.690 42.069 26.057 21.375 16.421 19.413 17.048 23.672 20.764 11.864 23.703 25.660 15.868
8.883 12.914 10.171 10.074 17.700 19.838 21.937 36.479 44.328 35.270 35.715 25.150 29.160 17.383 18.470 14.123 15.403 21.655 15.572 24.890 10.926 12.289 19.668 16.017
23.252 27.899 23.198 21.482 33.704 33.715 47.509 80.407 83.425 107.333 83.320 50.840 71.229 43.440 39.845 30.544 34.816 38.703 39.244 45.654 22.790 35.992 45.328 31.885
1641,29% 707,20% 416,68% 116,65% 206,33% 55,70% 71,76% 42,18% 3,30% 14,79% -17,40% -43,22% -72,68% -66,47% -45,60% -37,28%
122 158 175 130 204 145 254 343 279 398 226 96 116 53 36 24 35 19 20 26 12 23 32 21
69 119 111 93 142 136 163 235 242 163 133 72 61 36 28 19 22 28 16 30 13 14 22 20
191 277 286 223 345 281 417 578 521 561 359 168 177 89 64 43 57 47 36 56 25 37 53 41
2025,55% 756,47% 304,50% -4,59% -7,42% -68,06% -77,62% -80,62% -83,53% -83,31% -91,39% -90,36% -95,20% -93,37% -85,13% -75,72%
28.823
263.914
215.556
479.470
-22,17%
414
310
724
-82,79%
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
3.7.2
Traded Contracts Calls
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
283,86%
132 312
39 143
172 454
164,57%
122,79% 17,20% -45,63% -43,41%
206 90 45 34
70 46 41 38
277 136 86 72
-29,43% -74,69% -88,43% -84,07%
34.054 42.860 41.495 45.932 59.032 62.660 80.245 115.758 111.166 133.178 158.754 96.697 128.118 132.291 92.448 92.528 95.298 73.438 88.410 95.927 60.446 73.821 86.871 54.725
2570,33% 1125,30% 993,65% 283,86% 276,22% 208,66% 122,79% 101,45% 61,43% 17,20% 10,18% -17,13% -45,63% -44,57% -45,28% -43,41%
183 236 252 275 347 339 434 537 453 546 606 312 364 370 206 208 211 90 98 105 45 55 65 34
69 119 140 143 182 199 246 288 290 271 278 143 151 128 70 66 65 46 49 56 41 47 54 38
252 355 392 418 529 538 680 824 744 818 884 454 515 498 277 275 275 136 147 161 86 102 119 72
3423,63% 1442,13% 1043,16% 164,57% 104,52% 40,23% -29,43% -34,19% -47,94% -74,69% -78,35% -80,51% -88,43% -87,50% -86,60% -84,07%
54.725
-43,41%
34
38
72
-84,07%
1999 Total 2000 Total
24,40% 21,26%
13,24% 31,62%
62,36% 47,12%
18.118 57.153
7.073 39.544
25.191 96.697
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
32,43% 37,92% 33,35% 28,45%
22,91% 14,63% 14,70% 13,41%
44,67% 47,45% 51,95% 58,14%
60.799 41.218 30.691 24.349
31.649 32.220 29.755 30.376
92.448 73.438 60.446 54.725
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
19,56% 21,85% 19,88% 22,79% 22,57% 24,72% 19,08% 20,39% 19,09% 19,01% 22,68% 28,00% 29,23% 32,29% 38,28% 41,77% 35,67% 36,90% 38,66% 28,34% 34,24% 28,35% 30,24% 26,02%
16,77% 15,06% 13,83% 29,15% 32,53% 29,18% 28,86% 34,52% 37,71% 35,47% 33,98% 33,82% 25,13% 21,17% 20,83% 10,36% 15,50% 17,21% 12,44% 17,12% 13,72% 16,87% 12,36% 11,00%
63,67% 63,10% 66,29% 48,06% 44,91% 46,11% 52,06% 45,09% 43,20% 45,52% 43,35% 38,18% 45,65% 46,53% 40,88% 47,87% 48,83% 45,89% 48,90% 54,54% 52,04% 54,78% 57,40% 62,99%
23.536 27.598 25.875 28.497 33.953 33.025 43.220 64.484 56.241 77.350 93.289 57.153 77.611 83.702 60.799 59.681 62.831 41.218 51.898 53.511 30.691 38.943 45.723 24.349
10.518 15.262 15.620 17.435 25.079 29.635 37.025 51.274 54.925 55.828 65.465 39.544 50.507 48.589 31.649 32.847 32.467 32.220 36.512 42.416 29.755 34.878 41.148 30.376
2001 Total
32,89%
17,03%
50,09%
24.349
30.376
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.7.3
ex_monthly0112.doc 14.01.2002 page 49
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1999 Total 2000 Total
706 679
367 775
572 722
24.612.916 229.160.612
8.374.536 215.782.076
32.987.452 444.942.688
1248,82%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
182 99 96 144
562 290 356 192
342 193 220 164
16.266.746 5.255.307 5.416.723 9.369.705
36.520.703 14.826.390 18.290.164 9.217.201
52.787.449 20.081.697 23.706.887 18.586.906
-44,10% -78,15% -78,51% -87,46%
1.001 1.936 2.128 1.251 1.576 877 542 519 507 379 318 291 214 194 103 121 93 86 92 113 76 115 142 189
550 711 910 943 1.061 604 615 613 406 875 1.062 1.175 577 574 526 298 269 299 266 407 369 252 154 193
828 1.369 1.594 1.107 1.305 716 576 562 453 542 637 728 363 346 299 203 171 205 161 273 217 162 147 191
14.377.399 29.013.908 27.715.510 14.276.426 25.220.264 12.176.067 13.863.224 22.796.274 19.807.996 27.305.981 15.139.376 7.468.187 8.997.768 5.059.020 2.209.958 1.983.327 1.799.809 1.472.171 2.167.350 2.342.698 906.675 2.728.293 3.635.458 3.005.954
4.884.827 9.187.926 9.257.694 9.501.103 18.772.368 11.978.886 13.494.099 22.377.110 17.977.739 30.875.225 37.926.927 29.548.172 16.830.577 9.975.149 9.714.977 4.213.542 4.147.884 6.464.964 4.135.671 10.120.822 4.033.671 3.095.647 3.034.172 3.087.382
19.262.226 38.201.834 36.973.204 23.777.529 43.992.632 24.154.953 27.357.323 45.173.384 37.785.735 58.181.206 53.066.303 37.016.359 25.828.345 15.034.169 11.924.935 6.196.869 5.947.693 7.937.135 6.303.021 12.463.520 4.940.346 5.823.940 6.669.630 6.093.336
1734,16% 671,78% 680,08% 123,18% 34,09% -60,65% -67,75% -73,94% -86,48% -67,14% -76,96% -72,41% -86,93% -89,99% -87,43% -83,54%
138
366
240
36.308.481
78.854.458
115.162.939
-74,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 50
3.8
Options on Neuer Markt Component Equities – Breakdown by Individual Securities
3.8.1
Traded Contracts – December 2001 Trades
Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
3.8.2
Traded Contracts Calls
Puts
Total
Change YoY
1.650 1.194 2.235 1.721 1.360 816 1.131 5.761
1.319 257 936 1.317 2.124 1.361 615 8.088
2.969 1.451 3.171 3.038 3.484 2.177 1.746 13.849
6,91% -86,62% -56,26% -59,26%
154 75 160 135 131 142 180 557
5 0 3 0 0 2 3 7
16,71%
Puts
Total
Change YoY
3 0 1 0 0 3 1 10
8 1 4 1 1 5 4 17
-84,82% -98,74% -97,72% -82,09% -26,39%
Open Interest and Market Share per Account Group – December 2001 Market Share per Account Group Agent Principal Market Maker Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
3.8.3
Volume in EUR million Calls
27,40% 25,02% 26,88% 24,03% 26,95% 27,31% 33,25% 24,71%
6,26% 19,47% 10,25% 25,28% 12,82% 8,11% 6,50% 8,72%
Open Interest in Contracts Calls
66,34% 55,51% 62,87% 50,69% 60,23% 64,58% 60,25% 66,56%
3.752 1.610 3.236 2.392 2.814 1.629 1.645 7.271
Puts
Total
4.575 363 2.268 1.499 3.378 903 911 16.479
8.327 1.973 5.504 3.891 6.192 2.532 2.556 23.750
Change YoY
-2,39% -87,47% -45,69% -77,68% -36,24%
Open Interest in EUR million Calls Puts 11 1 5 1 1 4 4 9
11 0 3 0 1 2 2 20
Total
Change YoY
22 1 8 1 2 5 5 28
-85,23% -99,23% -97,50% -94,87% -72,50%
Paid Premiums – December 2001 Paid Premiums - Ø Contract in EUR Calls Puts Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
345 71 116 25 42 382 265 240
212 69 333 147 83 152 162 223
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
286 70 180 78 67 238 228 230
569.978 84.403 259.200 43.231 56.717 311.323 299.262 1.381.840
279.697 17.666 312.035 193.029 176.923 207.162 99.508 1.801.362
849.675 102.069 571.235 236.260 233.640 518.485 398.770 3.183.202
-74,47% -98,22% -95,92% -94,36% -51,94%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.9
Options on Nordic Equities
3.9.1
Traded Contracts Trades
14.01.2002 page 51
Traded Contracts Calls
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
1999 Total 2000 Total
1.442 59.836
30.164 2.538.570
23.488 1.381.532
53.652 3.920.102
7206,53%
399 14.474
259 6.928
658 21.402
3150,98%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
36.708 31.973 33.399 33.458
1.875.058 2.132.112 2.168.457 2.848.667
1.391.084 1.689.437 1.948.114 1.633.276
3.266.142 3.821.549 4.116.571 4.481.943
1563,05% 704,34% 228,13% 124,77%
6.942 7.622 5.000 7.525
4.367 4.953 3.792 3.595
11.309 12.575 8.792 11.120
352,06% 355,51% 36,46% 14,68%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
961 1.032 1.739 2.076 3.682 3.218 5.899 7.300 7.123 11.069 7.434 8.303 14.181 10.909 11.618 11.391 10.087 10.495 12.508 9.586 11.305 12.598 12.239 8.621
20.560 37.664 52.914 59.685 87.726 120.219 213.134 221.440 362.849 461.557 462.868 437.954 600.440 553.153 721.465 621.851 795.910 714.351 739.004 562.184 867.269 1.092.713 1.079.317 676.637
17.687 20.581 46.989 38.759 91.626 77.099 110.198 148.650 198.297 250.688 220.875 160.083 368.166 553.517 469.401 602.043 550.486 536.908 630.722 583.109 734.283 601.968 655.985 375.323
38.247 58.245 99.903 98.444 179.352 197.318 323.332 370.090 561.146 712.245 683.743 598.037 968.606 1.106.670 1.190.866 1.223.894 1.346.396 1.251.259 1.369.726 1.145.293 1.601.552 1.694.681 1.735.302 1.051.960
42998,77% 4076,66% 5172,13% 2578,42% 2432,50% 1800,03% 1092,02% 1143,24% 650,70% 534,13% 323,63% 209,46% 185,41% 137,94% 153,79% 75,90%
318 553 621 403 520 754 1.244 1.142 1.937 2.200 2.392 2.391 2.752 1.949 2.241 2.176 3.194 2.252 1.871 1.322 1.807 2.566 3.011 1.947
271 248 490 234 458 392 551 654 916 1.009 958 747 1.430 1.658 1.279 1.715 1.762 1.475 1.351 1.162 1.279 1.173 1.471 951
589 801 1.112 637 978 1.146 1.795 1.795 2.852 3.209 3.350 3.138 4.182 3.608 3.520 3.891 4.956 3.727 3.222 2.484 3.086 3.739 4.482 2.898
25969,02% 2258,14% 2120,26% 770,57% 610,07% 350,29% 216,64% 511,05% 406,74% 225,34% 79,45% 38,36% 8,20% 16,52% 33,80% -7,63%
135.538
9.024.294
6.661.911
15.686.205
300,15%
27.089
16.707
43.795
104,63%
2001 Total
3.9.2
ex_monthly0112.doc
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Change YoY Puts
Total
Open Interest in EUR million Calls Puts
Change YoY Total
1999 Total 2000 Total
41,13% 43,80%
5,83% 14,38%
53,04% 41,82%
13.767 514.436
12.078 272.021
25.845 786.457
2942,98%
183 2.723
144 1.232
327 3.955
1109,60%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
40,03% 34,25% 34,12% 32,06%
14,59% 12,49% 11,85% 9,33%
45,38% 53,26% 54,03% 58,61%
1.052.745 1.233.482 1.552.223 1.424.450
670.937 874.658 963.185 952.298
1.723.682 2.108.140 2.515.408 2.376.748
1374,32% 748,82% 268,65% 202,21%
4.036 4.569 4.671 4.255
2.143 2.637 2.092 2.114
6.180 7.206 6.763 6.369
330,30% 424,77% 92,63% 61,03%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
36,62% 53,92% 44,38% 45,71% 43,00% 49,72% 44,51% 45,91% 49,72% 37,33% 43,32% 42,14% 40,30% 40,05% 39,80% 34,61% 32,24% 36,06% 36,34% 33,70% 32,51% 31,05% 32,75% 32,54%
10,59% 8,43% 5,01% 7,39% 4,57% 11,52% 18,06% 21,03% 17,09% 14,99% 13,47% 13,51% 13,02% 14,78% 15,69% 14,77% 12,69% 10,04% 11,40% 16,06% 9,23% 10,80% 9,32% 7,00%
52,80% 37,66% 50,61% 46,90% 52,43% 38,75% 37,43% 33,06% 33,20% 47,68% 43,21% 44,35% 46,68% 45,18% 44,51% 50,62% 55,07% 53,89% 52,26% 50,23% 58,26% 58,16% 57,93% 60,46%
26.962 51.984 66.138 86.042 123.804 143.342 262.869 377.551 440.031 557.391 662.731 514.436 710.153 919.124 1.052.745 1.195.608 1.400.203 1.233.482 1.430.898 1.660.571 1.552.223 1.932.908 2.030.657 1.424.450
21.596 31.811 50.776 65.176 104.012 105.018 158.669 226.576 242.304 318.509 380.380 272.021 435.293 605.667 670.937 835.426 919.531 874.658 974.963 1.056.264 963.185 1.138.401 1.308.689 952.298
48.558 83.795 116.914 151.218 227.816 248.360 421.538 604.127 682.335 875.900 1.043.111 786.457 1.145.446 1.524.791 1.723.682 2.031.034 2.319.734 2.108.140 2.405.861 2.716.835 2.515.408 3.071.309 3.339.346 2.376.748
53374,53% 6025,60% 4772,76% 2942,98% 2258,92% 1719,67% 1374,32% 1243,12% 918,25% 748,82% 470,73% 349,71% 268,65% 250,65% 220,13% 202,21%
378 738 877 506 720 862 1.534 2.098 2.398 2.918 3.484 2.723 3.487 4.047 4.036 4.670 5.630 4.569 4.963 5.464 4.671 5.578 5.962 4.255
290 369 559 301 492 511 767 1.034 1.113 1.380 1.651 1.232 1.790 2.090 2.143 2.614 2.925 2.637 2.622 2.603 2.092 2.433 2.849 2.114
668 1.107 1.436 807 1.212 1.373 2.301 3.132 3.511 4.298 5.135 3.955 5.277 6.137 6.180 7.284 8.554 7.206 7.585 8.068 6.763 8.011 8.811 6.369
32627,35% 3824,51% 2449,27% 1109,60% 690,12% 454,49% 330,30% 802,41% 605,85% 424,77% 229,61% 157,62% 92,63% 86,39% 71,59% 61,03%
2001 Total
34,79%
11,86%
53,35%
1.424.450
952.298
2.376.748
202,21%
4.255
2.114
6.369
61,03%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.9.3
ex_monthly0112.doc 14.01.2002 page 52
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1.634 522
856 468
1.294 503
49.298.072 1.324.571.862
20.108.350 646.158.376
69.406.422 1.970.730.238
2739,41%
268 318 184 253
445 319 269 204
343 318 224 235
502.565.222 678.239.884 398.888.339 721.074.546
619.067.327 538.399.476 524.669.088 333.746.284
1.121.632.549 1.216.639.360 923.557.427 1.054.820.830
341,49% 289,90% 60,53% 27,19%
2.273 1.879 1.124 1.100 607 779 649 416 365 351 404 509 306 247 252 354 374 224 210 185 161 200 290 280
1.239 893 783 743 423 415 447 489 457 432 368 422 460 399 487 308 283 367 285 235 283 207 189 225
1.795 1.531 964 960 513 637 580 445 397 380 392 486 364 323 345 331 337 286 245 210 217 203 252 261
46.740.789 70.774.421 59.466.311 65.662.991 53.216.425 93.660.194 138.303.060 92.167.228 132.388.750 161.989.218 187.103.585 223.098.890 183.719.678 136.837.114 182.008.430 220.084.038 298.061.242 160.094.604 155.109.870 103.896.517 139.881.952 218.629.143 312.789.735 189.655.668
21.908.354 18.374.201 36.790.321 28.798.077 38.744.516 31.957.826 49.262.931 72.635.503 90.564.149 108.410.687 81.184.747 67.527.064 169.294.411 220.967.840 228.805.076 185.457.228 155.674.501 197.267.747 179.986.826 136.986.745 207.695.517 124.897.621 124.260.299 84.588.364
68.649.143 89.148.622 96.256.632 94.461.068 91.960.941 125.618.020 187.565.991 164.802.731 222.952.899 270.399.905 268.288.332 290.625.954 353.014.089 357.804.954 410.813.506 405.541.266 453.735.743 357.362.351 335.096.696 240.883.262 347.577.469 343.526.764 437.050.034 274.244.032
16779,46% 2398,75% 2221,70% 535,82% 414,23% 301,36% 326,79% 329,32% 393,40% 184,48% 78,66% 46,16% 55,90% 27,04% 62,90% -5,64%
255
303
275
2.300.767.991
2.015.882.175
4.316.650.166
119,04%
3.10
Options on Nordic Equities – Breakdown by Individual Securities
3.10.1
Traded Contracts – December 2001 Trades
Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
3.10.2
Traded Contracts Calls
Puts
Total
Change YoY
Puts
Total
Change YoY
53 0 0 645.895 11.597 352 140 18.600
0 0 0 363.071 5.235 295 4 6.718
53 0 0 1.008.966 16.832 647 144 25.318
-94,11%
0
0
0
-96,69%
-100,00% 79,84% -35,26% -30,43% -97,20% 540,48%
1.873 7 3 0 64
921 3 2 0 26
2.794 10 5 0 90
-7,65% -86,60% -15,61% -97,48% 581,99%
1 0 0 8.474 96 7 7 36
Open Interest and Market Share per Account Group – December 2001 Market Share per Account Group Agent Principal Market Maker Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
3.10.3
Volume in EUR million Calls
50,00%
0,00%
50,00%
31,89% 43,85% 50,00% 43,06% 50,35%
7,01% 4,02% 19,32% 8,33% 8,48%
61,10% 52,14% 30,68% 48,61% 41,18%
Open Interest in Contracts Calls 385 0 0 1.360.754 37.117 2.236 2.360 21.598
Puts
Total
Change YoY
120 0 0 923.175 14.728 697 1.724 11.854
505 0 0 2.283.929 51.845 2.933 4.084 33.452
-88,32% -100,00% -100,00% 214,83% 12,82% 8,55% 61,36% 522,13%
Open Interest in EUR million Calls Puts 1 0 0 4.126 27 19 6 77
0 0 0 2.054 9 4 5 42
Total 1 0 0 6.179 35 23 11 119
Paid Premiums – December 2001 Paid Premiums - Ø Contract in EUR Calls Puts Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
1
281 55 203 32 392
Total 1
225 63 120 164 398
261 57 165 36 393
Paid Premiums in EUR Calls
Puts
Total
Change YoY
53 0 0 181.657.807 634.998 71.400 4.540 7.286.870
0 0 0 81.545.079 331.844 35.500 656 2.675.285
53 0 0 263.202.886 966.842 106.900 5.196 9.962.155
-100,00% -2,40% -93,55% -84,59% -99,87% 1068,18%
-99,99%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4
Eurex - Money Market Products
4.1
One-Month-Euribor Futures
4.1.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 53
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
466 826 26
47.229 64.019 1.896
-71,71% 35,55% -97,04%
84.690 187.410 5.493
-65,80% 121,29% -97,07%
0 0 0 0
0 0 0 0
-100,00% -100,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
5 18 2 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
155 1.331 310 0 0 100 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-98,68% -74,11% -97,31% -100,00% -100,00% -92,28% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
450 3.859 897 0 0 287
-98,68% -74,18% -97,32% -100,00% -100,00% -92,43%
2001 Total
0
0
1998 Total 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
-100,00%
-100,00%
The Contract Size is 3 million EUR nominal. Before September 18, 1998, only One-Month Euromark Future. The contract size of the One-Month Euromark Future was 3 million DM. The One-Month EURIBOR Future was introduced on September 18, 1998.
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4.1.2
ex_monthly0112.doc 14.01.2002 page 54
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1998 Total 1999 Total 2000 Total
48,64% 51,13% 26,56%
23,71% 17,05% 73,44%
27,65% 31,82% 0,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
94,19% 26,86% 0,00%
5,81% 73,14% 100,00%
0,00% 0,00% 0,00%
0,00%
100,00%
0,00%
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
3.321 411 0
-33,96% -87,62% -100,00%
9.648 1.194 0
29,79% -87,62% -100,00%
0 0 0 0
-100,00%
0 0 0 0
-100,00%
155 50 310 140 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-97,47% -98,94% -94,82% -97,82% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
449 145 895 403 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-97,48% -98,95% -94,87% -97,85% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
0
0
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4.2
Three-Month Euribor Futures
4.2.1
Traded Contracts Trades
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 55
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
Total Total Total Total
12.219 12.040 56.124 26.559
964.096 778.588 3.037.374 1.225.207
-19,24% 290,11% -59,66%
476.262 562.776 2.945.460 1.173.813
18,17% 423,38% -60,15%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
5.050 4.232 3.453 3.411
235.789 168.290 132.198 127.703
-49,43% -46,90% -44,87% -36,84%
225.487 162.587 127.101 123.629
-50,00% -46,38% -44,17% -35,61%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
4.166 3.619 3.128 1.943 2.461 2.185 1.331 1.750 1.618 1.685 1.483 1.190 1.648 1.295 2.107 1.514 1.300 1.418 1.088 1.203 1.162 1.329 1.248 834
181.610 146.490 138.199 86.008 124.785 106.131 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612 34.383
-52,84% -57,98% -59,41% -58,06% -41,99% -61,29% -69,98% -57,49% -70,72% -65,98% -70,33% -45,83% -50,60% -60,51% -36,17% -27,74% -58,08% -49,27% -41,26% -51,95% -39,87% -40,34% -24,35% -44,79%
176.619 141.402 132.930 82.574 119.410 101.210 66.331 86.725 74.606 74.270 58.480 59.254 85.777 55.523 84.187 59.357 51.619 51.612 39.241 42.108 45.751 45.186 45.157 33.286
-52,53% -57,94% -59,75% -58,66% -43,00% -62,04% -70,61% -58,37% -71,40% -66,69% -70,96% -47,07% -51,43% -60,73% -36,67% -28,12% -56,77% -49,01% -40,84% -51,45% -38,68% -39,16% -22,78% -43,83%
16.146
663.980
-45,81%
638.804
-45,58%
2001 Total
The Contract Size is 1 million EUR nominal. Before September 1998, only Three-Month Euromark Future. The contract size of the Three-Month Euromark Future was 1 million DM. The Three-Month EURIBOR Future was introduced on September 18, 1998.
40.000
80.000
35.000
70.000
30.000
Volume
45.000
90.000
60.000
25.000
50.000
20.000
40.000
15.000
30.000 20.000
10.000
10.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume (columns) and Open Interest (lines) in EUR million 100.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 56
Three-Month-Euribor Futures 4.2.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total
8,46% 23,88% 27,51% 15,55%
21,24% 24,71% 34,47% 43,23%
70,29% 51,41% 38,02% 41,23%
49.906 66.320 96.448 29.396
32,89% 45,43% -69,52%
24.507 55.430 91.253 27.977
126,18% 64,63% -69,34%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
14,82% 12,63% 9,00% 4,04%
44,89% 37,16% 24,95% 31,74%
40,29% 50,21% 66,05% 64,22%
29.317 22.686 20.920 23.336
-58,34% -48,52% -38,52% -20,62%
28.093 21.719 20.195 22.540
-57,82% -47,70% -37,12% -19,44%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
21,76% 20,55% 20,61% 17,59% 14,26% 11,50% 12,06% 12,36% 12,66% 8,91% 7,93% 9,01% 16,46% 8,56% 17,28% 15,40% 12,79% 9,29% 7,31% 3,44% 15,59% 3,72% 3,67% 4,95%
31,83% 33,55% 34,86% 36,49% 44,33% 50,60% 54,33% 57,44% 49,30% 51,45% 53,72% 50,89% 44,21% 48,24% 43,36% 38,76% 40,74% 31,72% 23,99% 27,29% 23,63% 31,89% 30,66% 33,01%
46,41% 45,90% 44,53% 45,92% 41,41% 37,89% 33,62% 30,20% 38,04% 39,64% 38,35% 40,09% 39,33% 43,20% 39,36% 45,83% 46,47% 58,99% 68,70% 69,27% 60,78% 64,39% 65,67% 62,04%
106.988 114.403 70.365 72.050 78.394 44.068 55.539 55.240 34.030 38.142 47.156 29.396 41.246 40.994 29.317 35.105 38.768 22.686 24.369 25.825 20.920 23.048 26.284 23.336
-33,43% -36,39% -52,62% -53,97% -52,84% -69,30% -66,52% -65,97% -72,87% -68,14% -60,30% -69,52% -61,45% -64,17% -58,34% -51,28% -50,55% -48,52% -56,12% -53,25% -38,52% -39,57% -44,26% -20,62%
101.259 108.374 66.600 68.091 73.898 41.530 52.385 52.070 32.116 35.994 44.660 27.977 39.341 39.067 28.093 33.464 37.064 21.719 23.355 24.756 20.195 22.312 25.422 22.540
-31,37% -34,82% -52,22% -53,86% -52,91% -69,44% -66,70% -66,15% -72,95% -68,13% -60,14% -69,34% -61,15% -63,95% -57,82% -50,85% -49,84% -47,70% -55,42% -52,46% -37,12% -38,01% -43,08% -19,44%
2001 Total
11,04%
36,44%
52,52%
23.336
-20,62%
22.540
-19,44%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 57
4.3
Options on Three-Month-Euribor Futures
4.3.1
Traded Contracts Trades
Traded Contracts Calls
Puts
Total
Change YoY
27 25 1
3.300 876 0
1.810 2.090 10
5.110 2.966 10
-41,96% -99,66%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
-100,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0 0 1 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 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-100,00% -100,00% -98,88% -100,00% -100,00%
2001 Total
0
0
0
0
-100,00%
1998 Total 1999 Total 2000 Total
Volume in EUR million Calls
Puts
Total
Change YoY
1.815 851 0
1.127 2.028 10
2.942 2.879 10
-2,14% -99,67%
0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0
-100,00% -100,00% -98,89% -100,00% -100,00%
-100,00%
-100,00%
Before October 1998 only Options on the Three-Month Euromark Future. The Option on the Three-Month EURIBOR Future was introduced on September 22, 1998.
4.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1998 Total 1999 Total 2000 Total
2,94% 20,50% 0,00%
21,58% 26,97% 50,00%
75,49% 52,53% 50,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
0,00%
50,00%
50,00%
Open Interest in Contracts Calls
Puts
Total
200 550 0
0 40 0
200 590 0
0 0 0 0
0 0 0 0
0 0 0 0
550 550 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
40 40 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
590 590 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
0
0
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
98 535 0
0 38 0
98 573 0
483,49% -100,00%
-100,00% -100,00%
0 0 0 0
0 0 0 0
0 0 0 0
-100,00% -100,00%
-15,71% -61,18% -99,50% -99,56% -99,64% -99,01% -99,01% -99,01% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
535 535 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
38 38 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
573 573 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-1,73% -58,43% -99,51% -99,56% -99,64% -99,02% -99,02% -99,02% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
0
0
0
195,00% -100,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5
Eurex - Capital Market Products
5.1
Euro-Schatz Futures
5.1.1
Traded Contracts Trades
1997 1998 1999 2000
Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc 14.01.2002 page 58
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
92.529 177.885 410.755 935.867
187.142 490.628 799.374 1.118.682
4.805.755 10.043.087 19.647.339 42.822.290
108,98% 95,63% 117,95%
634.109 1.332.163 2.118.678 4.364.072
110,08% 59,04% 105,98%
334.733 351.797 337.520 434.375
630.485 685.354 732.882 706.130
21.594.869 21.992.239 22.621.993 26.428.529
123,62% 97,23% 105,90% 139,65%
2.220.168 2.262.005 2.341.964 2.759.805
124,28% 98,86% 110,29% 145,75%
83.427 85.219 80.114 71.885 114.219 99.560 65.669 65.944 84.236 75.301 54.381 55.912 127.271 92.101 115.361 127.374 119.939 104.484 88.016 99.518 149.986 134.055 186.433 113.887
67.097 70.513 108.578 81.453 100.728 78.285 56.125 58.328 116.435 122.902 127.468 130.770 204.817 155.074 270.594 158.320 268.343 258.691 147.633 266.892 318.357 182.858 316.461 206.811
2.863.251 3.357.551 3.435.972 2.443.933 4.367.564 4.339.317 2.767.840 3.351.808 4.867.171 3.973.922 3.340.997 3.712.964 7.805.065 5.854.164 7.935.640 7.581.496 7.467.331 6.943.412 5.965.400 6.768.420 9.888.173 8.165.941 11.725.786 6.536.802
290,11% 263,89% 162,03% 182,14% 308,86% 125,70% 29,36% 66,46% 99,16% 53,77% 50,26% 161,95% 172,59% 74,36% 130,96% 210,22% 70,97% 60,01% 115,53% 101,93% 103,16% 105,49% 250,97% 76,05%
293.772 344.249 351.890 250.454 444.607 442.435 280.593 339.576 493.494 403.551 339.816 379.633 801.978 600.775 817.416 779.630 767.589 714.786 614.268 699.537 1.028.159 853.865 1.225.909 680.031
201,09% 175,53% 118,90% 173,83% 294,14% 119,33% 25,52% 61,81% 94,44% 51,56% 47,80% 159,93% 172,99% 74,52% 132,29% 211,29% 72,64% 61,56% 118,92% 106,00% 108,34% 111,59% 260,76% 79,13%
1.458.425
2.754.851
92.637.630
116,33%
9.583.943
119,61%
Before January 1999 only SCHATZ Future which was delisted on March 8, 1999. The successive product is the Euro-SCHATZ Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 100.000
1.400.000
90.000 80.000
1.000.000
70.000
800.000
60.000 50.000
600.000
40.000
400.000
30.000 20.000
200.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume
1.200.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 59
Euro-Schatz Futures 5.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total
52,04% 54,23% 46,02% 42,31%
25,98% 28,97% 36,74% 43,24%
21,98% 16,80% 17,24% 14,45%
117.492 72.431 178.681 383.998
-38,35% 146,69% 114,91%
15.461 9.715 18.351 39.461
-37,17% 88,89% 115,04%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
47,39% 49,31% 53,81% 52,36%
45,43% 42,13% 37,09% 36,36%
7,18% 8,56% 9,11% 11,28%
514.936 547.211 693.913 461.182
81,22% 90,86% 56,49% 20,10%
53.187 56.330 72.336 47.900
82,64% 93,47% 60,70% 21,38%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
40,26% 44,34% 46,05% 40,95% 39,80% 41,07% 38,30% 39,74% 42,14% 41,42% 43,09% 49,67% 46,32% 47,31% 48,51% 47,08% 48,92% 52,15% 50,67% 51,35% 57,38% 51,47% 52,56% 53,09%
41,90% 38,74% 35,98% 41,07% 46,83% 45,38% 47,02% 44,00% 44,46% 46,05% 42,85% 42,04% 47,59% 46,35% 42,62% 45,07% 41,70% 39,39% 41,05% 37,62% 34,33% 40,35% 36,31% 31,47%
17,84% 16,92% 17,97% 17,98% 13,37% 13,55% 14,68% 16,25% 13,40% 12,52% 14,06% 8,29% 6,08% 6,34% 8,87% 7,84% 9,39% 8,46% 8,29% 11,02% 8,29% 8,17% 11,12% 15,44%
309.140 407.597 284.144 292.007 326.590 286.713 244.198 330.698 443.428 342.531 422.693 383.998 521.607 553.556 514.936 569.327 650.052 547.211 636.436 673.260 693.913 891.751 732.886 461.182
117,81% 211,78% 158,07% 92,56% 112,05% 96,61% 40,05% 71,86% 111,43% 18,26% 85,61% 114,91% 68,73% 35,81% 81,22% 94,97% 99,04% 90,86% 160,62% 103,59% 56,49% 160,34% 73,38% 20,10%
31.678 41.761 29.122 29.844 33.206 29.116 24.749 33.483 45.012 34.767 43.108 39.461 53.599 56.888 53.187 58.258 66.797 56.330 65.682 69.717 72.336 93.575 76.516 47.900
69,85% 151,19% 150,99% 86,35% 104,44% 90,82% 36,21% 67,21% 107,22% 16,26% 83,32% 115,04% 69,20% 36,22% 82,64% 95,21% 101,16% 93,47% 165,39% 108,22% 60,70% 169,15% 77,50% 21,38%
2001 Total
50,83%
40,02%
9,15%
461.182
20,10%
47.900
21,38%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.2
Options on Euro-Schatz Futures
5.2.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 60
Traded Contracts Calls
Puts
Total
Change YoY
1.213 2.233 4.627
209.945 271.101 1.128.740
168.503 215.281 825.443
378.448 486.382 1.954.183
28,52% 301,78%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
622 792 636 985
860.700 1.286.988 2.025.335 2.843.947
361.211 588.772 864.064 1.244.014
1.221.911 1.875.760 2.889.399 4.087.961
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
281 356 383 362 714 609 310 375 327 634 141 135 330 162 130 178 382 232 275 135 226 371 462 152
33.803 65.745 61.506 53.617 152.632 110.310 63.375 108.193 129.992 131.898 74.152 143.517 361.624 174.502 324.574 375.016 400.114 511.858 381.735 665.167 978.433 1.143.202 1.105.020 595.725
34.210 44.233 51.907 36.142 114.852 121.527 62.093 75.837 101.072 81.979 44.885 56.706 123.489 101.601 136.121 213.039 209.559 166.174 213.453 346.404 304.207 341.576 704.577 197.861
3.035
7.016.970
3.058.061
1998 Total 1999 Total 2000 Total
2001 Total
Volume in EUR million Calls
Puts
Total
Change YoY
27.964 29.064 115.821
22.301 23.010 84.114
50.266 52.073 199.935
3,60% 283,95%
319,32% 218,42% 434,52% 666,77%
88.850 132.661 210.428 298.396
37.052 60.441 89.198 129.760
125.902 193.102 299.626 428.156
319,12% 218,87% 445,21% 687,32%
68.013 109.978 113.413 89.759 267.484 231.837 125.468 184.030 231.064 213.877 119.037 200.223 485.113 276.103 460.695 588.055 609.673 678.032 595.188 1.011.571 1.282.640 1.484.778 1.809.597 793.586
225,95% 394,51% 182,42% 153,96% 2888,65% 569,08% 160,12% 302,13% 528,90% 101,88% 118,78% 505,25% 613,27% 151,05% 306,21% 555,15% 127,93% 192,46% 374,37% 449,68% 455,10% 594,22% 1420,20% 296,35%
3.501 6.732 6.296 5.501 15.555 11.721 6.586 10.968 13.225 13.440 7.545 14.752 37.346 17.959 33.546 38.663 41.181 52.816 39.406 68.924 102.098 119.920 116.047 62.429
3.549 4.618 5.345 3.694 11.662 12.426 6.282 7.674 10.221 8.310 4.555 5.779 12.646 10.403 14.003 21.873 21.495 17.074 21.947 35.716 31.534 35.597 73.633 20.530
7.049 11.349 11.641 9.195 27.217 24.147 12.868 18.641 23.446 21.750 12.100 20.531 49.991 28.362 47.549 60.536 62.676 69.890 61.353 104.640 133.632 155.517 189.680 82.959
152,10% 307,59% 175,46% 146,73% 2785,02% 564,08% 154,92% 275,65% 515,57% 95,92% 114,74% 502,97% 609,18% 149,91% 308,45% 558,36% 130,28% 189,44% 376,78% 461,33% 469,95% 615,02% 1467,58% 304,07%
10.075.031
415,56%
730.336
316.450
1.046.786
423,56%
Before January 1999, only the option on the SCHATZ Future which was delisted on March 8, 1999. The successive product is the option on the Euro-SCHATZ Future.
5.2.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
81,41% 749,30%
796 1.081 10.120
503 727 5.116
1.299 1.808 15.236
39,22% 742,55%
240.222 314.967 604.374 733.340
229,06% 154,09% 343,64% 391,92%
16.794 22.604 44.529 63.453
7.990 9.854 18.475 13.448
24.784 32.457 63.004 76.901
232,49% 157,80% 356,17% 404,71%
23.147 22.677 41.337 35.292 41.786 66.191 54.526 28.966 54.379 53.213 26.062 50.260 70.704 51.646 77.758 120.941 99.187 96.067 133.138 128.738 178.335 246.552 141.516 129.477
41.875 54.469 73.002 75.093 94.286 123.959 106.751 64.446 136.230 129.804 59.492 149.077 253.195 155.536 240.222 375.395 233.253 314.967 332.344 458.690 604.374 823.272 580.988 733.340
107,18% 777,12% 180,99% 165,66% 2748,52% 407,82% 300,42% 207,47% 299,75% 143,81% 204,01% 749,30% 504,64% 185,55% 229,06% 399,91% 147,39% 154,09% 211,33% 611,74% 343,64% 534,24% 876,58% 391,92%
1.924 3.251 3.242 4.080 5.355 5.890 5.323 3.593 8.315 7.786 3.404 10.120 18.769 10.711 16.794 26.244 13.811 22.604 20.575 34.216 44.529 60.453 46.217 63.453
2.368 2.309 4.212 3.598 4.229 6.700 5.512 2.925 5.497 5.383 2.645 5.116 7.219 5.292 7.990 12.406 10.160 9.854 13.671 13.274 18.475 25.636 14.739 13.448
4.292 5.560 7.454 7.678 9.584 12.590 10.835 6.517 13.812 13.169 6.049 15.236 25.988 16.003 24.784 38.650 23.971 32.457 34.246 47.489 63.004 86.088 60.956 76.901
58,00% 746,48% 172,38% 157,85% 2647,55% 391,47% 287,58% 199,89% 291,43% 139,60% 199,19% 742,55% 505,49% 187,83% 232,49% 403,38% 150,13% 157,80% 216,08% 628,66% 356,17% 553,71% 907,70% 404,71%
129.477
733.340
391,92%
63.453
13.448
76.901
404,71%
1998 Total 1999 Total 2000 Total
57,80% 76,44% 74,58%
8,47% 9,36% 7,90%
33,73% 14,20% 17,52%
5.926 10.473 98.817
3.750 7.080 50.260
9.676 17.553 149.077
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
82,54% 81,65% 90,02% 89,47%
4,29% 5,38% 3,26% 2,62%
13,17% 12,97% 6,72% 7,92%
162.464 218.900 426.039 603.863
77.758 96.067 178.335 129.477
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
65,98% 75,03% 72,13% 75,61% 76,42% 78,95% 64,52% 70,10% 75,41% 73,58% 76,68% 79,93% 83,49% 73,47% 86,97% 83,72% 78,88% 82,35% 87,77% 88,26% 92,45% 87,87% 89,52% 92,32%
15,89% 7,67% 13,19% 10,48% 6,83% 7,26% 11,75% 6,70% 5,90% 9,56% 4,76% 4,34% 4,83% 5,16% 3,21% 1,94% 4,13% 9,49% 3,60% 3,77% 2,70% 2,38% 3,24% 1,63%
18,13% 17,30% 14,68% 13,90% 16,75% 13,79% 23,73% 23,20% 18,69% 16,86% 18,56% 15,73% 11,68% 21,37% 9,82% 14,34% 16,99% 8,16% 8,63% 7,98% 4,84% 9,74% 7,24% 6,05%
18.728 31.792 31.665 39.801 52.500 57.768 52.225 35.480 81.851 76.591 33.430 98.817 182.491 103.890 162.464 254.454 134.066 218.900 199.206 329.952 426.039 576.720 439.472 603.863
2001 Total
87,33%
3,52%
9,15%
603.863
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.3
Euro-Bobl Futures
5.3.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
14.01.2002 page 61
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
772.841 866.197 1.093.532 1.950.731 2.302.623
198.608 1.094.855 1.630.466 2.049.413 2.235.556
18.269.169 24.299.906 31.683.256 51.955.163 62.502.582
33,01% 30,38% 63,98% 20,30%
2.410.314 3.244.151 4.313.488 5.797.199 6.462.993
34,59% 32,96% 34,40% 11,48%
786.474 758.011 817.780 1.001.054
1.222.830 1.115.804 1.128.661 1.193.730
26.571.206 22.684.952 23.614.356 26.707.554
47,48% 46,32% 64,52% 82,57%
2.821.637 2.398.164 2.526.678 2.897.329
51,79% 49,91% 70,94% 89,85%
258.949 225.173 219.486 169.860 224.233 222.538 173.683 161.255 195.941 165.863 142.541 143.101 293.641 223.327 269.506 256.431 255.452 246.128 222.464 259.066 336.250 328.564 426.385 246.105
176.398 233.694 203.589 104.101 228.599 219.478 120.735 172.520 200.509 174.866 256.348 144.719 333.711 391.344 497.775 390.770 412.432 312.602 296.567 436.303 395.791 379.808 541.546 272.376
6.295.215 5.827.549 5.893.996 3.660.679 5.884.870 5.958.331 4.172.073 4.368.750 5.812.822 4.569.857 4.944.759 5.113.681 8.980.058 8.064.096 9.527.052 7.769.144 7.585.277 7.330.531 6.864.133 7.593.165 9.157.058 8.735.845 12.079.574 5.892.135
145,30% 92,93% 45,76% 19,89% 66,43% 1,50% -23,47% -12,04% 3,24% -13,75% -6,16% 57,43% 42,65% 38,38% 61,64% 112,23% 28,89% 23,03% 64,53% 73,81% 57,53% 91,16% 144,29% 15,22%
648.413 601.114 609.437 379.561 603.915 616.305 429.288 449.733 599.082 473.766 514.382 537.998 951.572 853.940 1.016.125 823.149 799.043 775.972 727.671 812.783 986.223 950.364 1.314.870 632.094
80,51% 42,01% 17,33% 13,43% 56,09% -2,66% -26,17% -14,56% 1,19% -13,83% -6,82% 58,74% 46,75% 42,06% 66,73% 116,87% 32,31% 25,91% 69,51% 80,73% 64,62% 100,60% 155,62% 17,49%
3.363.319
4.661.025
99.578.068
59,32%
10.643.807
64,69%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc
Before January 1999, only BOBL Future which was delisted on March 8, 1999. The successive product is the Euro-BOBL Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 90.000
1.400.000
80.000
1.200.000
Volume
60.000
800.000
50.000
600.000
40.000 30.000
400.000
20.000
200.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
70.000 1.000.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 62
Euro-Bobl Futures 5.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
47,18% 45,68% 45,19% 41,58% 41,62%
36,51% 34,29% 34,26% 37,26% 40,91%
16,31% 20,03% 20,55% 21,16% 17,46%
222.638 188.525 165.118 288.017 385.084
-15,32% -12,42% 74,43% 33,70%
25.088 22.951 29.756 40.838
-8,52% 29,65% 37,25%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
50,54% 48,25% 50,33% 49,94%
41,36% 40,99% 38,42% 37,26%
8,10% 10,76% 11,26% 12,80%
471.233 401.227 517.365 377.504
53,09% 39,27% 17,85% -1,97%
50.408 42.441 55.883 40.131
57,92% 42,72% 23,14% -1,73%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
36,02% 41,03% 39,31% 34,79% 39,55% 44,79% 39,35% 39,25% 44,92% 43,93% 44,52% 50,72% 47,12% 52,47% 52,13% 48,15% 47,27% 49,36% 51,09% 48,57% 51,22% 46,89% 52,32% 49,57%
42,02% 38,37% 40,76% 47,45% 43,60% 41,09% 42,49% 40,34% 39,28% 43,15% 36,98% 37,52% 45,52% 39,03% 39,40% 41,55% 41,38% 40,00% 38,91% 39,58% 37,08% 40,89% 35,85% 34,77%
21,95% 20,61% 19,93% 17,76% 16,85% 14,12% 18,16% 20,41% 15,80% 12,92% 18,50% 11,77% 7,36% 8,50% 8,47% 10,30% 11,35% 10,64% 10,00% 11,86% 11,70% 12,22% 11,83% 15,66%
433.632 454.816 307.824 326.141 365.699 288.100 291.077 342.735 439.002 356.729 428.079 385.084 479.820 747.039 471.233 513.340 486.276 401.227 515.614 549.649 517.365 598.859 507.245 377.504
134,09% 113,91% 33,44% 28,39% 33,83% -16,59% -23,17% -11,40% 29,29% 0,61% 27,15% 33,70% 10,65% 64,25% 53,09% 57,40% 32,97% 39,27% 77,14% 60,37% 17,85% 67,88% 18,49% -1,97%
44.609 46.924 31.921 33.680 37.671 29.738 29.998 35.181 45.384 36.949 44.865 40.838 50.840 79.349 50.408 53.824 51.120 42.441 55.014 59.024 55.883 65.725 54.979 40.131
71,94% 62,39% 26,88% 20,96% 26,39% -19,68% -25,31% -13,95% 27,50% -0,14% 27,55% 37,25% 13,97% 69,10% 57,92% 59,81% 35,70% 42,72% 83,39% 67,77% 23,14% 77,88% 22,54% -1,73%
2001 Total
49,81%
39,48%
10,72%
377.504
-1,97%
40.131
-1,73%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.4
Options on Euro-Bobl Futures
5.4.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 63
Traded Contracts Calls
Puts
Total
Change YoY
5.274 9.287 6.406 8.999 6.616
320.260 760.154 624.652 893.981 1.349.451
343.242 945.080 618.106 988.497 1.087.040
663.502 1.705.234 1.242.758 1.882.478 2.436.491
157,01% -27,12% 51,48% 29,43%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
744 695 628 864
829.454 1.088.212 922.725 1.168.648
478.235 406.075 535.741 759.872
1.307.689 1.494.287 1.458.466 1.928.520
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
869 832 616 509 821 638 426 436 413 568 258 230 311 216 217 196 305 194 165 234 229 239 432 193
96.158 104.194 64.223 50.324 103.067 108.150 133.015 134.643 137.197 144.704 132.452 141.324 292.167 245.340 291.947 563.852 302.706 221.654 214.770 216.036 491.919 514.113 522.893 131.642
90.313 92.342 63.162 61.335 120.783 137.889 62.050 87.718 80.329 96.294 76.295 118.530 177.539 114.096 186.600 154.173 140.453 111.449 149.289 189.077 197.375 237.432 410.375 112.065
2.931
4.009.039
2.179.923
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 Total
Volume in EUR million Calls
Puts
Total
Change YoY
101.568 85.079 96.464 140.253
125.501 83.422 106.486 111.979
87.364 227.069 168.501 202.951 252.232
159,91% -25,79% 20,44% 24,28%
156,21% 156,95% 129,70% 171,78%
88.491 115.889 99.438 127.809
50.512 42.794 57.078 81.916
139.003 158.683 156.516 209.725
163,83% 164,40% 139,01% 183,24%
186.471 196.536 127.385 111.659 223.850 246.039 195.065 222.361 217.526 240.998 208.747 259.854 469.706 359.436 478.547 718.025 443.159 333.103 364.059 405.113 689.294 751.545 933.268 243.707
212,29% 250,72% 132,06% 100,26% 68,08% 50,88% 17,50% -17,15% -4,66% -17,77% -11,91% 55,38% 151,89% 82,89% 275,67% 543,05% 97,97% 35,39% 86,63% 82,19% 216,88% 211,85% 347,08% -6,21%
9.972 10.842 6.644 5.263 10.603 11.276 13.765 13.905 14.197 15.051 13.806 14.928 31.095 26.092 31.304 60.182 32.102 23.605 22.900 23.182 53.356 56.328 57.251 14.230
9.273 9.469 6.487 6.336 12.348 14.189 6.350 9.022 8.246 9.953 7.903 12.404 18.705 12.007 19.799 16.289 14.767 11.738 15.736 20.230 21.113 25.603 44.367 11.946
19.245 20.311 13.131 11.599 22.952 25.465 20.115 22.927 22.443 25.004 21.709 27.332 49.801 38.099 51.103 76.471 46.869 35.343 38.636 43.412 74.469 81.931 101.618 26.176
131,46% 181,87% 120,32% 90,04% 57,83% 44,53% 13,54% -19,13% -6,40% -18,02% -12,36% 52,78% 158,78% 87,58% 289,19% 559,28% 104,21% 38,79% 92,07% 89,35% 231,82% 227,68% 368,09% -4,23%
6.188.962
154,01%
431.627
232.300
663.927
163,22%
Before January 1999, only the Option on the BOBL Future which was delisted on March 8, 1999. The successive product is the Option on the Euro-BOBL Future.
60.000
100.000
50.000
80.000
40.000
60.000
30.000
40.000
20.000
20.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume
Volume (columns) and Open Interest (lines) in EUR million 120.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.4.2
ex_monthly0112.doc 14.01.2002 page 64
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
31,00% 39,26% 56,05% 87,62% 87,83%
31,33% 20,90% 11,87% 3,67% 2,52%
37,68% 39,85% 32,08% 8,71% 9,65%
18.331 33.797 9.177 42.522 76.102
14.367 25.018 4.671 56.953 60.586
32.698 58.815 13.848 99.475 136.688
79,87% -76,45% 618,33% 37,41%
4.483 1.281 4.448 8.016
3.295 645 5.876 6.324
7.778 1.927 10.324 14.340
-75,23% 435,90% 38,89%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
88,99% 91,69% 92,19% 87,87%
1,92% 1,55% 1,30% 1,11%
9,09% 6,76% 6,51% 11,02%
143.193 116.655 244.107 93.043
89.475 69.552 126.736 80.028
232.668 186.207 370.843 173.071
271,88% 64,21% 265,10% 26,62%
15.352 12.425 26.460 10.117
9.470 7.313 13.515 8.577
24.822 19.738 39.975 18.694
286,08% 68,35% 281,59% 30,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
87,20% 79,58% 87,67% 86,03% 87,73% 92,22% 93,35% 88,14% 88,49% 86,67% 87,66% 87,57% 88,65% 88,66% 89,56% 92,83% 89,84% 91,72% 93,47% 87,97% 93,99% 89,55% 86,89% 86,45%
4,10% 7,52% 4,68% 4,39% 2,69% 1,48% 1,47% 1,16% 1,63% 1,98% 1,20% 0,83% 2,53% 1,57% 1,60% 0,79% 1,59% 3,11% 1,03% 1,39% 1,40% 0,79% 1,21% 1,70%
8,69% 12,90% 7,65% 9,58% 9,58% 6,31% 5,17% 10,70% 9,88% 11,35% 11,15% 11,60% 8,82% 9,77% 8,84% 6,38% 8,57% 5,17% 5,50% 10,64% 4,61% 9,66% 11,90% 11,86%
46.120 28.200 29.085 37.637 34.959 69.598 78.968 44.331 62.925 85.337 57.123 76.102 154.344 102.138 143.193 274.829 94.972 116.655 128.388 127.783 244.107 340.792 130.239 93.043
52.113 30.907 33.480 38.843 42.487 43.797 51.659 36.914 38.647 66.262 47.203 60.586 99.226 60.968 89.475 91.346 52.530 69.552 101.517 92.536 126.736 162.866 111.851 80.028
98.233 59.107 62.565 76.480 77.446 113.395 130.627 81.245 101.572 151.599 104.326 136.688 253.570 163.106 232.668 366.175 147.502 186.207 229.905 220.319 370.843 503.658 242.090 173.071
228,53% 280,43% 109,24% 57,05% 20,77% 3,97% -1,94% 1,90% -15,03% 2,43% 29,08% 37,41% 158,13% 175,95% 271,88% 378,79% 90,46% 64,21% 76,00% 171,18% 265,10% 232,23% 132,05% 26,62%
4.785 2.901 2.998 3.895 3.600 7.224 8.181 4.574 6.517 8.866 5.954 8.016 16.397 10.871 15.352 29.328 10.091 12.425 13.688 13.710 26.460 37.211 14.224 10.117
5.360 3.150 3.431 3.995 4.340 4.500 5.290 3.786 3.959 6.814 4.880 6.324 10.406 6.421 9.470 9.644 5.528 7.313 10.670 9.823 13.515 17.498 12.021 8.577
10.145 6.052 6.429 7.890 7.941 11.725 13.470 8.360 10.476 15.679 10.833 14.340 26.803 17.292 24.822 38.972 15.619 19.738 24.359 23.532 39.975 54.709 26.245 18.694
143,07% 257,89% 98,13% 48,60% 13,52% -0,70% -6,05% -0,22% -16,16% 1,77% 29,19% 38,89% 164,20% 185,73% 286,08% 393,92% 96,69% 68,35% 80,83% 181,48% 281,59% 248,92% 142,25% 30,37%
2001 Total
90,05%
1,43%
8,52%
93.043
80.028
173.071
26,62%
10.117
8.577
18.694
30,37%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.5
Euro-Bund Futures
5.5.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc 14.01.2002 page 65
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
988.047 1.536.385 3.754.764 6.587.027 6.143.723
6.154 198.091 2.354.590 4.200.714 4.946.735
16.496.809 31.337.633 89.877.842 144.158.040 151.326.295
89,96% 186,80% 60,39% 4,97%
2.069.084 4.092.225 12.661.897 16.825.466 15.886.098
97,78% 209,41% 32,88% -5,58%
1.667.234 1.673.764 1.552.258 1.889.948
2.045.010 1.466.691 1.400.839 1.679.522
48.367.269 42.534.125 42.259.702 44.850.208
13,05% 4,79% 17,99% 39,56%
5.275.491 4.559.400 4.570.908 4.943.382
18,97% 6,87% 21,43% 44,49%
668.448 638.113 622.028 484.357 642.449 562.406 468.889 442.535 492.933 415.081 358.240 348.244 633.299 487.357 546.578 539.710 592.364 541.690 486.409 505.901 559.948 606.978 764.216 518.754
408.049 352.862 416.435 279.377 599.717 391.582 301.364 275.863 428.803 541.232 473.100 478.351 671.409 690.874 682.727 468.592 589.212 408.887 355.966 471.077 573.796 554.068 678.067 447.387
14.516.161 13.826.139 14.441.505 10.881.368 16.259.360 13.450.106 11.261.895 11.099.745 13.453.985 10.783.679 10.864.857 10.487.495 16.949.346 15.219.972 16.197.951 13.805.975 14.610.113 14.118.037 13.428.585 13.365.746 15.465.371 15.753.516 18.877.466 10.219.226
65,46% 21,77% 3,28% 3,94% 36,64% -18,30% -20,72% -7,09% 5,01% -10,12% -14,33% 38,50% 16,76% 10,08% 12,16% 26,88% -10,14% 4,97% 19,24% 20,41% 14,95% 46,09% 73,75% -2,56%
1.492.776 1.431.704 1.509.965 1.148.026 1.695.255 1.423.057 1.182.092 1.169.935 1.412.117 1.137.568 1.152.358 1.131.244 1.843.015 1.658.002 1.774.474 1.492.103 1.556.903 1.510.393 1.439.297 1.454.472 1.677.140 1.735.691 2.096.093 1.111.598
13,71% -14,84% -16,75% -5,09% 24,34% -22,45% -23,79% -9,40% 3,79% -9,06% -14,78% 40,73% 23,46% 15,81% 17,52% 29,97% -8,16% 6,14% 21,76% 24,32% 18,77% 52,58% 81,90% -1,74%
6.783.204
6.592.062
178.011.304
17,63%
19.349.181
21,80%
Before January 1999, only BUND Future which was delisted on March 8, 1999. The successive product is the Euro-BUND Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 120.000
2.500.000
80.000 Volume
1.500.000 60.000
1.000.000
40.000
500.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
100.000
2.000.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 66
Euro-Bund Futures 5.5.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest In Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
25,83% 29,54% 47,17% 50,55% 47,72%
49,05% 42,56% 28,58% 26,48% 29,23%
25,12% 27,90% 24,26% 22,97% 23,05%
145.834 145.606 261.459 460.971 618.804
-0,16% 79,57% 76,31% 34,24%
19.418 38.694 47.993 67.106
99,27% 24,03% 39,83%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
54,80% 54,89% 58,44% 58,12%
31,88% 30,54% 28,02% 27,58%
13,32% 14,57% 13,54% 14,30%
670.636 532.921 650.884 518.409
1,07% -0,68% -10,75% -16,22%
73.476 56.759 70.715 55.357
5,06% 0,69% -7,92% -17,51%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
47,76% 47,55% 48,18% 45,54% 45,29% 46,50% 42,74% 44,11% 49,73% 50,96% 50,40% 55,34% 51,58% 55,79% 57,24% 53,68% 54,38% 56,59% 59,99% 56,03% 59,18% 59,74% 59,68% 52,75%
27,14% 26,79% 27,15% 26,32% 30,49% 31,00% 31,42% 29,87% 30,44% 32,02% 28,61% 30,24% 34,86% 31,10% 29,50% 30,59% 30,80% 30,22% 28,06% 29,36% 26,82% 28,14% 26,95% 27,87%
25,10% 25,65% 24,67% 28,15% 24,22% 22,49% 25,84% 26,02% 19,83% 17,02% 20,99% 14,42% 13,56% 13,11% 13,26% 15,73% 14,82% 13,18% 11,95% 14,61% 14,00% 12,11% 13,37% 19,38%
710.558 702.137 663.551 709.949 734.639 536.594 565.313 697.662 729.306 637.755 805.649 618.804 705.277 798.195 670.636 741.901 725.802 532.921 651.122 747.820 650.884 867.405 724.961 518.409
72,42% 24,81% 19,84% 14,91% 24,20% -22,84% -23,78% 2,37% 17,04% -9,38% 30,94% 34,24% -0,74% 13,68% 1,07% 4,50% -1,20% -0,68% 15,18% 7,19% -10,75% 36,01% -10,02% -16,22%
73.169 72.714 69.934 74.546 77.462 56.373 59.576 73.120 76.797 67.259 86.553 67.106 76.754 87.084 73.476 79.334 76.947 56.759 70.561 81.528 70.715 97.143 79.984 55.357
20,30% -8,03% 10,79% 4,62% 14,88% -26,55% -25,82% -0,24% 16,46% -9,72% 32,63% 39,83% 4,90% 19,76% 5,06% 6,42% -0,66% 0,69% 18,44% 11,50% -7,92% 44,43% -7,59% -17,51%
2001 Total
56,52%
29,56%
13,92%
518.409
-16,22%
55.357
-17,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.6
Options on Euro-Bund Futures
5.6.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 67
Traded Contracts Calls
Puts
Total
Change YoY
8.059 7.792 57.003 180.552 142.691
89.568 256.592 3.541.590 13.260.545 14.480.884
115.952 381.267 3.290.613 13.479.185 11.810.239
205.520 637.859 6.832.203 26.739.730 26.291.123
210,36% 971,11% 291,38% -1,68%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
19.250 16.158 15.155 16.806
3.463.996 2.648.219 3.480.806 3.585.898
2.084.635 2.100.583 2.235.312 2.454.615
5.548.631 4.748.802 5.716.118 6.040.513
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
16.052 16.067 15.836 14.878 17.087 12.659 9.905 9.535 8.317 9.781 7.611 4.963 6.651 6.531 6.068 6.083 5.419 4.656 4.422 5.682 5.051 5.385 7.569 3.852
1.317.928 1.378.650 1.565.669 1.390.102 1.248.923 1.260.980 891.903 923.951 974.748 1.318.992 1.239.926 969.112 1.078.606 966.444 1.418.946 989.465 818.198 840.556 871.288 1.348.077 1.261.441 1.348.860 1.535.277 701.761
1.224.686 1.229.936 1.173.425 1.210.923 1.361.826 997.563 761.222 867.776 873.311 794.600 705.389 609.582 817.526 653.147 613.962 772.773 707.561 620.249 608.101 822.760 804.451 736.753 1.200.715 517.147
2001 Total
67.369
13.178.919
8.875.145
1996 1997 1998 1999 2000
Total Total Total Total Total
Volume in EUR million Calls
Puts
Total
Change YoY
33.612 506.542 1.502.127 1.536.086
49.411 463.295 1.496.138 1.223.944
25.706 83.024 969.837 2.998.264 2.760.030
222,97% 1068,15% 209,15% -7,95%
-29,68% -36,43% 8,00% 7,15%
381.303 287.090 380.741 400.829
224.945 223.507 238.746 268.494
606.248 510.597 619.487 669.323
-25,91% -34,95% 11,41% 11,41%
2.542.614 2.608.586 2.739.094 2.601.025 2.610.749 2.258.543 1.653.125 1.791.727 1.848.059 2.113.592 1.945.315 1.578.694 1.896.132 1.619.591 2.032.908 1.762.238 1.525.759 1.460.805 1.479.389 2.170.837 2.065.892 2.085.613 2.735.992 1.218.908
131,20% 40,54% 29,43% 44,42% 26,61% -16,28% -42,85% -18,10% -9,75% -23,23% -41,12% -17,86% -25,43% -37,91% -25,78% -32,25% -41,56% -35,32% -10,51% 21,16% 11,79% -1,32% 40,65% -22,79%
137.704 144.108 165.660 148.427 131.185 134.873 94.740 98.121 103.255 140.470 132.413 105.130 118.447 106.052 156.804 108.282 88.193 90.615 94.527 147.869 138.344 149.948 173.350 77.531
124.665 125.289 120.811 126.089 140.433 103.981 79.040 90.445 90.429 83.052 74.022 65.689 87.892 70.397 66.655 82.916 74.881 65.710 64.342 88.307 86.097 80.212 132.482 55.800
262.369 269.396 286.471 274.517 271.618 238.853 173.780 188.566 193.683 223.523 206.434 170.819 206.339 176.449 223.460 191.198 163.075 156.325 158.870 236.176 224.441 230.160 305.832 133.331
67,69% 10,06% 19,16% 32,11% 15,21% -20,51% -44,97% -19,82% -10,91% -22,43% -41,34% -16,35% -21,36% -34,50% -22,00% -30,35% -39,96% -34,55% -8,58% 25,25% 15,88% 2,97% 48,15% -21,95%
22.054.064
-16,12%
1.449.963
955.692
2.405.655
-12,84%
Before December 1998, only the Option on the BUND Future which was delisted on March 8, 1999. The successive product is the Option on the Euro-BUND Future.
120.000
300.000
100.000
Volume
250.000
80.000
200.000 60.000 150.000 40.000
100.000
20.000
50.000
0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume (columns) and Open Interest (lines) in EUR million 350.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.6.2
ex_monthly0112.doc 14.01.2002 page 68
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
34,36% 26,21% 54,78% 74,54% 73,60%
21,22% 45,00% 24,24% 9,38% 8,74%
44,42% 28,79% 20,98% 16,08% 17,66%
6.822 13.283 100.125 321.917 440.655
8.461 16.587 101.074 289.424 401.491
15.283 29.870 201.199 611.341 842.146
95,45% 573,58% 203,85% 37,75%
1.767 14.772 34.677 47.613
2.177 14.560 29.881 41.832
3.944 29.332 64.558 89.445
643,63% 120,09% 38,55%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
73,89% 75,73% 77,43% 78,68%
9,75% 7,49% 6,34% 6,60%
16,37% 16,78% 16,23% 14,72%
501.005 307.640 395.092 413.461
312.061 259.900 360.204 253.021
813.066 567.540 755.296 666.482
-26,80% -40,38% -11,24% -20,86%
55.471 33.558 43.490 46.574
33.504 27.392 38.111 27.295
88.975 60.950 81.600 73.869
-23,23% -39,24% -8,46% -17,41%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
74,10% 72,70% 75,31% 74,66% 71,62% 76,00% 71,98% 70,57% 73,30% 73,21% 72,34% 76,95% 73,18% 69,98% 77,66% 74,44% 76,41% 76,56% 73,12% 78,12% 79,79% 79,90% 78,77% 76,41%
9,20% 9,79% 9,03% 8,14% 9,14% 7,57% 9,14% 8,38% 8,51% 9,42% 8,98% 6,79% 10,26% 11,81% 7,62% 7,50% 8,06% 6,89% 8,12% 6,03% 5,40% 6,49% 6,25% 7,56%
16,70% 17,52% 15,66% 17,20% 19,24% 16,43% 18,88% 21,06% 18,19% 17,37% 18,68% 16,26% 16,56% 18,22% 14,71% 18,06% 15,53% 16,54% 18,76% 15,85% 14,81% 13,61% 14,98% 16,03%
528.035 384.575 624.654 696.228 412.811 554.710 495.376 356.016 403.627 539.936 548.230 440.655 544.924 412.845 501.005 475.133 347.583 307.640 415.053 427.713 395.092 464.614 504.013 413.461
497.942 335.297 486.122 571.120 374.652 397.184 367.564 317.677 447.323 474.754 381.018 401.491 473.366 272.692 312.061 314.132 247.250 259.900 333.840 328.909 360.204 457.192 298.736 253.021
1.025.977 719.872 1.110.776 1.267.348 787.463 951.894 862.940 673.693 850.950 1.014.690 929.248 842.146 1.018.290 685.537 813.066 789.265 594.833 567.540 748.893 756.622 755.296 921.806 802.749 666.482
79,87% 30,88% 49,91% 55,26% 37,75% 6,60% 4,51% 14,61% 14,13% -3,74% -4,69% 37,75% -0,75% -4,77% -26,80% -37,72% -24,46% -40,38% -13,22% 12,31% -11,24% -9,15% -13,61% -20,86%
55.791 40.324 66.235 74.102 43.913 59.451 53.095 38.077 43.114 57.738 58.743 47.613 59.402 45.431 55.471 52.367 37.802 33.558 45.382 47.044 43.490 51.650 57.047 46.574
50.600 33.849 49.664 58.670 38.388 40.865 37.763 32.820 46.027 48.974 39.707 41.832 49.731 29.050 33.504 33.462 26.077 27.392 35.144 34.789 38.111 49.040 32.419 27.295
106.391 74.173 115.900 132.773 82.301 100.316 90.857 70.897 89.142 106.712 98.451 89.445 109.133 74.480 88.975 85.829 63.879 60.950 80.525 81.833 81.600 100.689 89.466 73.869
30,66% 17,02% 36,63% 41,14% 26,16% 0,51% -0,62% 11,89% 12,10% -4,03% -4,54% 38,55% 2,58% 0,41% -23,23% -35,36% -22,38% -39,24% -11,37% 15,43% -8,46% -5,64% -9,13% -17,41%
2001 Total
76,52%
7,51%
15,97%
413.461
253.021
666.482
-20,86%
46.574
27.295
73.869
-17,41%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.7
CONF Futures
5.7.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 69
Traded Contracts
Volume in CHF million Total
Change YoY
Total
Change YoY
8.081 42.430 31.281
180.668 722.066 577.030 479.350
13,06% -20,09% -16,93%
75.854 90.377 72.387 56.175
18,37% -19,91% -22,40%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
5.640 6.046 5.799 5.337
106.616 99.968 113.340 96.959
-13,02% -13,41% -13,29% -12,35%
13.051 12.197 13.888 11.952
-10,02% -8,98% -8,87% -8,28%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.448 2.783 3.094 2.757 2.024 3.033 2.249 2.470 3.428 2.434 1.996 2.565 1.689 1.447 2.504 1.962 1.588 2.496 1.655 1.774 2.370 1.321 1.990 2.026
28.560 33.229 60.784 37.630 30.153 47.662 33.119 40.254 57.335 30.710 24.958 54.956 26.124 22.624 57.868 32.334 27.340 40.294 29.164 31.407 52.769 23.524 32.782 40.653
-35,47% -40,48% -26,08% -24,93% -37,45% -19,08% -9,59% 8,21% -6,54% 5,41% -19,58% 30,42% -8,53% -31,91% -4,80% -14,07% -9,33% -15,46% -11,94% -21,98% -7,96% -23,40% 31,35% -26,03%
3.402 3.961 7.141 4.391 3.462 5.548 3.859 4.693 6.687 3.582 2.918 6.530 3.184 2.762 7.105 3.955 3.324 4.918 3.556 3.863 6.470 2.929 4.081 4.942
-40,38% -45,04% -32,65% -32,22% -43,85% -25,06% -15,09% 2,15% -10,51% 4,48% -21,50% 28,89% -6,42% -30,27% -0,50% -9,92% -3,99% -11,36% -7,86% -17,70% -3,25% -18,25% 39,85% -24,32%
2001 Total
22.822
416.883
-13,03%
51.088
-9,06%
1997 1998 1999 2000
Total Total Total Total
Volume (columns) and Open Interest (lines) in EUR million 2.500
8.000 7.000
2.000 Open Interest
6.000 5.000 Volume
1.500
4.000
1.000
3.000 2.000
500
1.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.7.2
ex_monthly0112.doc 14.01.2002 page 70
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in CHF million Total
Change YoY
Total Total Total Total
48,85% 47,55% 46,27%
31,27% 32,53% 27,90%
19,88% 19,91% 25,83%
14.378 10.577 10.881 17.362
-26,44% 2,87% 59,56%
1.730 1.353 1.304 2.111
-21,79% -3,60% 61,89%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
42,40% 45,76% 40,42% 45,98%
24,71% 21,36% 26,11% 27,85%
32,89% 32,88% 33,46% 26,17%
14.888 12.025 13.302 8.224
-14,71% 9,28% -20,86% -52,63%
1.835 1.467 1.634 982
-8,45% 15,20% -16,02% -53,51%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
37,30% 36,09% 49,99% 42,23% 45,81% 55,30% 35,39% 42,59% 50,12% 45,24% 45,20% 54,43% 36,12% 40,38% 46,02% 40,30% 43,24% 51,84% 31,90% 37,31% 46,98% 40,10% 41,89% 52,69%
34,52% 40,79% 30,44% 40,17% 36,40% 27,75% 26,61% 18,43% 21,50% 29,39% 23,60% 16,44% 31,39% 29,56% 19,81% 23,62% 18,96% 21,18% 32,85% 27,99% 21,28% 33,90% 36,04% 17,74%
28,18% 23,12% 19,57% 17,60% 17,79% 16,95% 38,01% 38,98% 28,38% 25,36% 31,21% 29,13% 32,50% 30,06% 34,17% 36,08% 37,79% 26,98% 35,24% 34,70% 31,74% 26,01% 22,07% 29,57%
15.226 13.625 17.455 13.683 14.771 11.004 13.801 18.466 16.808 17.497 19.979 17.362 13.997 14.710 14.888 12.648 11.096 12.025 13.217 16.823 13.302 15.105 11.913 8.224
24,38% -16,14% 8,91% -23,37% -9,97% -33,65% -17,24% 11,45% 1,30% 1,57% 21,87% 59,56% -8,07% 7,96% -14,71% -7,56% -24,88% 9,28% -4,23% -8,90% -20,86% -13,67% -40,37% -52,63%
1.809 1.611 2.005 1.576 1.692 1.273 1.600 2.155 1.946 2.031 2.348 2.111 1.707 1.794 1.835 1.529 1.343 1.467 1.619 2.065 1.634 1.903 1.469 982
13,87% -23,63% -2,13% -31,76% -19,15% -38,16% -22,72% 5,86% -2,39% -0,72% 20,47% 61,89% -5,66% 11,31% -8,45% -2,97% -20,64% 15,20% 1,20% -4,17% -16,02% -6,29% -37,42% -53,51%
2001 Total
43,50%
25,02%
31,48%
8.224
-52,63%
982
-53,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.8
ex_monthly0112.doc 14.01.2002 page 71
Deliverable Bonds for Eurex Futures Product
Expiry Year
Expiry Month
Bond ISIN
Bond Name
Conversion Factor
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 6 6 6 6 9 9 9 9 9
DE0001090066 DE0001090074 DE0001134914 DE0001136950 DE0001141299 DE0001141307 DE0001090074 DE0001090082 DE0001136968 DE0001141307 DE0001090082 DE0001090090 DE0001134930 DE0001141323 DE0001090090 DE0001134930 DE0001134955 DE0001141323 DE0001141331
6,00 % TREUHAND ANLEIHE 93/03 6,25 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 3,75 % BUND SCHATZANW. 01/03 3,50 % BUNDESOBL. V.98/03 S129 3,25 % BUNDESOBL.S.130 V.99/04 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 3,50 % BUND SCHATZANW. 01/03 3,25 % BUNDESOBL.S.130 V.99/04 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 4,125% BUNDESOBL.S.132 V.99/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 7,50 % BUND ANL. 94/04 4,125% BUNDESOBL.S.132 V.99/04 4,25 % BUNDESOBL. V. 1999/2004
0,999877 1,004753 0,999687 0,963324 0,955812 0,944967 1,004508 1,014581 0,959285 0,950964 1,013114 1,030299 1,014198 0,961979 1,027459 1,012476 1,029382 0,966202 0,964537
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2001 2001 2002 2002 2002 2002 2002 2002
12 12 3 3 6 6 9 9
DE0001135028 DE0001141380 DE0001135028 DE0001135036 DE0001135028 DE0001135036 DE0001135036 DE0001135051
6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANLEIHE V. 97/07 5,25 % BUND ANL. 98/08
0,999888 0,939069 0,999743 0,999621 0,999572 0,999892 0,999737 0,966361
Product
Expiry Year
Expiry Month
Bond ISIN
Bond Name
Conversion Factor
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 6 6 6 6 9 9 9 9 9
DE0001090066 DE0001090074 DE0001134914 DE0001136950 DE0001141299 DE0001141307 DE0001090074 DE0001090082 DE0001136968 DE0001141307 DE0001090082 DE0001090090 DE0001134930 DE0001141323 DE0001090090 DE0001134930 DE0001134955 DE0001141323 DE0001141331
6,00 % TREUHAND ANLEIHE 93/03 6,25 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 3,75 % BUND SCHATZANW. 01/03 3,50 % BUNDESOBL. V.98/03 S129 3,25 % BUNDESOBL.S.130 V.99/04 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 3,50 % BUND SCHATZANW. 01/03 3,25 % BUNDESOBL.S.130 V.99/04 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 4,125% BUNDESOBL.S.132 V.99/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 7,50 % BUND ANL. 94/04 4,125% BUNDESOBL.S.132 V.99/04 4,25 % BUNDESOBL. V. 1999/2004
0,999877 1,004753 0,999687 0,963324 0,955812 0,944967 1,004508 1,014581 0,959285 0,950964 1,013114 1,030299 1,014198 0,961979 1,027459 1,012476 1,029382 0,966202 0,964537
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2001 2001 2002 2002 2002 2002 2002 2002
12 12 3 3 6 6 9 9
DE0001135028 DE0001141380 DE0001135028 DE0001135036 DE0001135028 DE0001135036 DE0001135036 DE0001135051
6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANLEIHE V. 97/07 5,25 % BUND ANL. 98/08
0,999888 0,939069 0,999743 0,999621 0,999572 0,999892 0,999737 0,966361
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
Product
Expiry Year
Expiry Month
Bond ISIN
ex_monthly0112.doc 14.01.2002 page 72
Bond Name
Conversion Factor
FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL
2001 2001 2001 2002 2002 2002 2002 2002
12 12 12 3 3 6 6 9
DE0001135150 DE0001135168 DE0001135184 DE0001135168 DE0001135184 DE0001135168 DE0001135184 DE0001135184
5,25 5,25 5,00 5,25 5,00 5,25 5,00 5,00
% BUND ANL. V.00/10 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.01/11
0,950514 0,948551 0,928257 0,949546 0,929773 0,950491 0,931495 0,932840
CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF
2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 3 3 3 3 3 6 6 6 6 6 6 9 9 9 9 9
CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0012385586 CH0001480083 CH0008055649 CH0010379300 CH0010840897 CH0012385586
4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 3,750% EIDG. ANLEIHE 01/15 4.25% EIDG. 14 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 3,750% EIDG. ANLEIHE 01/15
0,853283 0,835771 0,751912 0,840403 0,858010 0,855179 0,839499 0,757762 0,843029 0,861896 0,857258 0,843410 0,760797 0,845448 0,863966 0,800815 0,859524 0,765086 0,848050 0,866644 0,803191
FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 3 3 6 6 6 6 6 6 9 9 9 9 9 9
DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176
6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31
1,030033 1,064080 0,951078 0,835639 1,033431 0,931841 1,029713 1,063860 0,951142 0,836328 1,033161 0,931973 1,029365 1,063874 0,951186 0,837200 1,032863 0,932045 1,029239 1,063420 0,951439 0,837752 1,032789 0,932321
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.9
ex_monthly0112.doc 14.01.2002 page 73
Delivered Bonds for Eurex Futures Product
Bond ISIN
Bond Name
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
Expiry Year 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001 2001 2001 2001
Expiry Month 3 3 6 9 12 12 3 3 6 6 6 9 9 12
Delivery Date 08.03.2000 08.03.2000 08.06.2000 07.09.2000 07.12.2000 07.12.2000 08.03.2001 08.03.2001 07.06.2001 07.06.2001 07.06.2001 06.09.2001 06.09.2001 06.12.2001
DE0001030039 DE0001136885 DE0001136893 DE0001134864 DE0001090009 DE0001136919 DE0001134880 DE0001136927 DE0001090033 DE0001134898 DE0001136935 DE0001090041 DE0001136943 DE0001134914
8,00 % BUND ANL.92/2002 F.D.E. 4,00 % BUNDESSCHATZ.V.99/01 4,50 % BUND SCHATZANW. 00/02 8,00 % BUND ANL.V.92/2002 7,75 % TREUHAND ANL.V.92/2002 5,00 % BUND ANL.V.00/02 7,125% BUND ANL.V.92/2002 4,75 % BUND ANL. V. 00/02 6,50 % TREUHAND ANL.V.93/2003 6,75 % BUND ANL.V.93/2003 4,25 % BUND ANL.V.01/03 6,875% TREUHAND ANLEIHE 93/03 4,25% BUND SCHATZANW. 01/03 6,00 % BUND ANL.V.93/2003
Settlement Price 102,49 102,49 102,00 101,22 102,11 102,11 102,66 102,66 102,87 102,87 102,87 103,32 103,32 103,95
Conversion Factor 1,034076 0,967260 0,975442 1,033964 1,028774 0,983521 1,018067 0,979482 1,008366 1,012628 0,971403 1,013770 0,971403 0,999687
Delivered Contracts 34.480 202 19.279 9.376 16.640 6.930 31.885 83 1.150 640 53.546 175 7.728 17.877
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2000 2000 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001 2001 2001 2001 2001
3 3 3 3 6 6 9 12 3 3 3 3 6 9 9 12 12
08.03.2000 08.03.2000 08.03.2000 08.03.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 08.03.2001 08.03.2001 08.03.2001 07.06.2001 06.09.2001 06.09.2001 06.12.2001 06.12.2001
DE0001090066 DE0001090082 DE0001090090 DE0001134914 DE0001090074 DE0001090082 DE0001134971 DE0001134989 DE0001134989 DE0001134997 DE0001135002 DE0001141372 DE0001134997 DE0001135010 DE0001135028 DE0001135028 DE0001141380
6,00 % TREUHAND ANLEIHE 93/03 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 6,875% BUND ANL. 95/05 6,50 % BUND ANL. 95/05 6,50 % BUND ANL. 95/05 6,00 % BUND ANL. 96/06 6,00 % BUND ANL. II 96/06 5,00 % BUND ANL. S.137 00/06 6,00 % BUND ANL. 96/06 6,25 % BUND ANL. 96/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06
103,58 103,58 103,58 103,58 103,51 103,51 102,64 105,36 106,61 106,61 106,61 106,61 105,67 106,60 106,60 107,68 107,68
0,999618 1,026706 1,057116 0,999564 1,007771 1,025366 1,034271 1,020231 1,019106 0,999743 0,999894 0,956906 0,999572 1,009417 0,999620 0,999888 0,939069
12.239 332 6.440 7.029 8.282 5.172 22.778 25.434 82.021 39.911 5.729 1.165 18.850 31.324 560 1.726 16.118
FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL
2000 2000 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001
3 3 3 6 6 6 9 12 3 6 9 12 12
08.03.2000 08.03.2000 08.03.2000 08.06.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 07.06.2001 06.09.2001 06.12.2001 06.12.2001
DE0001135101 DE0001135119 DE0001135127 DE0001135101 DE0001135127 DE0001135135 DE0001135127 DE0001135127 DE0001135135 DE0001135135 DE0001135150 DE0001135150 DE0001135184
3,75 % BUND ANL. V.99/09 4,00 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 3,75 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 5,375% BUND ANL. V.99/10 4,50 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 5,375% BUND ANL. V.99/10 5,375% BUND ANL. V.99/10 5,25 % BUND ANL. V.00/10 5,25 % BUND ANL. V.00/10 5,00 % BUND ANL. V.01/11
104,10 104,10 104,10 106,13 106,13 106,13 104,96 107,49 109,33 106,66 108,26 109,00 109,00
0,849146 0,859902 0,894982 0,852420 0,897383 0,954764 0,899414 0,901481 0,957919 0,958680 0,949564 0,950514 0,928257
1.076 50 13.662 43.292 100 52 21.277 54.108 96.418 36.139 33.344 16.072 101
CONF CONF CONF CONF CONF CONF CONF CONF CONF
2000 2000 2000 2000 2000 2001 2001 2001 2001
3 6 6 9 12 3 6 9 12
08.03.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 07.06.2001 06.09.2001 06.12.2001
CH0008435551 CH0008435551 CH0010379300 CH0008435551 CH0008435551 CH0006809906 CH0006809906 CH0006809906 CH0006809906
3.25 % EIDG. 09 3.25 % EIDG. 09 4,00 % EIDG. ANLEIHE 00/13 3.25 % EIDG. 09 3.25 % EIDG. 09 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10
118,53 116,38 116,38 116,62 117,10 122,98 121,82 122,41 121,81
0,814202 0,819391 0,826504 0,822103 0,826319 0,824986 0,828685 0,832224 0,835771
1.272 3.288 5 3.609 2.465 2.370 1.907 4.231 2.448
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 74
6
International Options and Futures Exchanges
6.1
Total Turnover
6.1.1
Traded Contracts – Part I Eurex
1997 1998 1999 2000
CBOT
CBOE
Share
Share 242.718.939 18,79% 281.189.378 17,07% 254.561.215 13,99% 233.528.558 9,99%
CME
Liffe
Euronext Paris
OM
Share
Share
Share
Share
187.243.741 214.662.909 254.083.746 326.274.971
14,50% 13,03% 13,97% 13,96%
200.714.428 15,54% 226.618.831 13,76% 200.737.123 11,03% 231.114.296 9,89%
209.427.578 16,21% 186.569.532 11,33% 119.908.119 6,59% 131.054.816 5,61%
78.514.548 6,08% 89.438.514 5,43% 185.571.802 10,20% 236.500.026 10,12%
42.542.133 49.552.384 56.810.013 58.160.664
3,29% 3,01% 3,12% 2,49%
Share
17.392.654 16.313.170 15.111.471 13.269.412
2,17% 1,93% 1,98% 2,15%
Total Total Total Total
151.983.100 248.222.487 379.148.639 454.071.506
11,77% 15,07% 20,84% 19,42%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
163.735.127 160.242.770 168.670.547 137.641.706
20,40% 18,91% 22,06% 22,27%
62.558.083 64.093.123 62.596.001 52.257.480
7,79% 7,56% 8,19% 8,45%
84.059.060 84.887.876 76.792.999 56.768.633
10,47% 10,02% 10,04% 9,18%
92.713.617 98.423.346 104.326.052 83.423.263
11,55% 11,62% 13,64% 13,49%
47.423.591 51.179.921 57.357.556 46.413.746
5,91% 6,04% 7,50% 7,51%
70.976.644 8,84% 74.803.702 8,83% 85.438.947 11,17% 73.839.697 11,94%
40.278.377 39.083.764 42.172.318 30.979.948 44.979.548 39.806.549 31.214.717 33.680.494 41.888.454 37.750.754 37.184.200 35.052.383 53.583.168 48.917.399 61.234.560 53.243.080 53.780.869 53.218.821 47.865.282 52.299.886 68.505.379 63.725.718 73.915.988
22,85% 21,32% 21,09% 18,38% 22,78% 20,81% 18,28% 17,63% 19,96% 16,75% 17,20% 16,89% 20,10% 20,02% 20,99% 19,24% 18,99% 18,51% 17,27% 16,38% 18,69% 18,13% 16,71%
22.820.812 25.369.025 20.518.778 19.155.133 23.221.303 19.572.384 13.859.085 18.690.470 16.632.375 18.028.573 20.126.787 15.533.833 20.934.920 20.853.886 20.769.277 20.119.402 23.868.201 20.105.520 19.595.822 22.996.924 20.003.255 21.888.941 30.368.539
12,95% 13,84% 10,26% 11,36% 11,76% 10,23% 8,12% 9,79% 7,93% 8,00% 9,31% 7,49% 7,85% 8,53% 7,12% 7,27% 8,43% 6,99% 7,07% 7,20% 5,46% 6,23% 6,87%
30.026.976 27.108.192 35.176.764 28.413.006 25.732.520 24.412.825 23.990.023 23.885.331 24.499.014 32.435.243 25.993.195 24.601.882 30.163.174 23.740.372 30.155.514 29.454.146 27.100.162 28.333.568 25.126.375 24.427.633 27.238.991 30.865.778 25.902.855
17,04% 14,79% 17,59% 16,86% 13,03% 12,76% 14,05% 12,51% 11,68% 14,39% 12,02% 11,85% 11,32% 9,71% 10,34% 10,65% 9,57% 9,85% 9,06% 7,65% 7,43% 8,78% 5,86%
18.067.659 18.879.519 22.365.677 19.427.407 20.896.915 20.517.983 15.535.145 15.597.147 19.155.564 19.958.642 17.950.283 22.762.355 31.748.038 26.660.227 34.305.352 31.785.505 33.310.355 33.327.486 29.594.491 34.400.390 40.331.171 38.158.474 45.264.789
10,25% 10,30% 11,18% 11,53% 10,58% 10,73% 9,10% 8,17% 9,13% 8,85% 8,30% 10,97% 11,91% 10,91% 11,76% 11,49% 11,76% 11,59% 10,68% 10,78% 11,00% 10,86% 10,23%
9.828.971 11.372.167 11.701.629 8.845.962 12.577.181 12.858.834 9.059.178 10.165.468 13.099.289 10.622.672 10.893.409 10.030.056 16.335.132 13.715.516 17.372.943 16.404.312 16.391.612 18.383.997 15.317.595 18.553.852 23.486.109 21.333.033 25.080.713
5,58% 6,20% 5,85% 5,25% 6,37% 6,72% 5,31% 5,32% 6,24% 4,71% 5,04% 4,83% 6,13% 5,61% 5,96% 5,93% 5,79% 6,39% 5,53% 5,81% 6,41% 6,07% 5,67%
19.037.272 21.976.595 22.029.437 20.455.055 22.379.444 21.307.565 14.773.192 14.102.602 21.873.129 21.424.783 19.992.079 17.148.873 21.604.543 22.031.996 27.340.105 22.375.556 25.131.542 27.296.604 26.038.924 22.864.034 36.535.989 37.735.748 36.103.949
10,80% 11,99% 11,01% 12,13% 11,33% 11,14% 8,65% 7,38% 10,42% 9,50% 9,24% 8,26% 8,11% 9,02% 9,37% 8,09% 8,87% 9,49% 9,39% 7,16% 9,97% 10,74% 8,16%
4.563.200 4.827.683 5.526.212 4.069.900 5.074.508 4.804.212 3.910.929 5.266.332 5.063.205 5.771.031 4.771.964 4.511.488 6.392.475 5.308.061 5.692.118 5.608.903 5.284.260 5.420.007 4.479.441 4.780.430 5.851.600 6.454.345 6.815.067
2,59% 2,63% 2,76% 2,41% 2,57% 2,51% 2,29% 2,76% 2,41% 2,56% 2,21% 2,17% 2,40% 2,17% 1,95% 2,03% 1,87% 1,89% 1,62% 1,50% 1,60% 1,84% 1,54%
630.290.150
18,50%
241.504.687
7,09%
302.508.568
8,88%
378.886.278 11,12%
202.374.814
5,94%
305.058.990
8,95%
62.086.707
1,82%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
Euronext Paris changed the contract size of stock options on July 1, 1998, from 100 to 10. In January 1999, Euronext Paris introduced the mini CAC 40 index futures contract with a lot size of 1 EUR as compared to 10 EUR in the regular version and reduced the contract size of the CAC 40 index option from 50 FF to 1 EUR. Eurex changed the contract size on March 30, 1998, from 500 to 100 and 50 to 10, except for Allianz and Münchener Rück VNA.
30,00%
Share of Some Options and Futures Exchanges at total Turnover
20,00%
10,00%
Eurex CME 0,00% Nov
CBOE Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.1.2
14.01.2002 page 75
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
IDEM/ MIF
MEFF RF/RV Share
Tiffe Share
Osaca SE Share
HKFE Share
SFE Share
Share
Total Total Total Total
48.771.157 64.626.030 49.530.755 58.045.435
3,78% 3,92% 2,72% 2,48%
11.212.732 21.578.328 9.283.628 13.332.927
0,87% 1,31% 0,51% 0,57%
35.561.816 31.912.738 17.697.725 22.430.457
2,75% 1,94% 0,97% 0,96%
26.123.233 21.708.963 14.929.902 17.200.504
2,02% 1,32% 0,82% 0,74%
14.150.971 15.328.802 16.978.415 14.527.939
1,10% 0,93% 0,93% 0,62%
8.081.880 8.413.160 6.358.400 9.260.570
0,63% 0,51% 0,35% 0,40%
28.409.539 30.154.878 30.443.201 31.266.147
2,20% 1,83% 1,67% 1,34%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
16.832.517 15.441.712 16.644.081 14.071.454
2,10% 1,82% 1,73% 1,77%
3.974.430 5.068.946 4.081.988 2.992.648
0,50% 0,60% 0,42% 0,38%
10.994.201 8.096.362 7.773.700 5.243.551
1,37% 0,96% 0,81% 0,66%
3.138.791 1.206.085 1.750.138 972.019
0,39% 0,14% 0,18% 0,12%
4.178.241 4.275.980 4.615.826 2.764.375
0,52% 0,50% 0,48% 0,35%
2.867.831 2.532.034 2.628.446 1.839.519
0,36% 0,30% 0,27% 0,23%
8.871.256 9.223.764 9.460.190 5.880.918
1,11% 1,09% 0,98% 0,74%
4.871.748 4.401.302 4.315.495 4.483.507 4.162.436 4.248.686 5.104.058 5.694.794 4.720.135 6.392.630 5.693.561 3.957.083 6.444.241 4.659.547 5.728.729 4.962.511 5.292.992 5.186.209 5.360.411 4.797.456 6.486.214 7.808.572 6.262.882
2,76% 2,40% 2,16% 2,66% 2,11% 2,22% 2,99% 2,98% 2,25% 2,84% 2,63% 1,91% 2,42% 1,91% 1,96% 1,79% 1,87% 1,80% 1,93% 1,50% 1,77% 2,22% 1,42%
1.261.253 1.124.496 1.132.269 815.142 1.235.211 1.203.302 863.426 835.121 1.225.524 1.274.670 1.336.168 1.026.345 1.170.132 1.164.924 1.639.374 1.563.073 1.945.452 1.560.421 1.338.786 1.097.743 1.645.459 1.667.055 1.325.593
0,72% 0,61% 0,57% 0,48% 0,63% 0,63% 0,51% 0,44% 0,58% 0,57% 0,62% 0,49% 0,44% 0,48% 0,56% 0,56% 0,69% 0,54% 0,48% 0,34% 0,45% 0,47% 0,30%
1.415.315 1.237.373 2.415.892 988.944 1.467.236 2.729.812 1.495.252 964.159 2.663.646 1.325.425 2.551.926 3.175.477 2.243.248 2.800.977 5.949.976 1.697.433 2.086.429 4.312.500 2.142.315 1.668.987 3.962.398 2.359.687 2.883.864
0,80% 0,67% 1,21% 0,59% 0,74% 1,43% 0,88% 0,50% 1,27% 0,59% 1,18% 1,53% 0,84% 1,15% 2,04% 0,61% 0,74% 1,50% 0,77% 0,52% 1,08% 0,67% 0,65%
1.339.264 1.154.482 1.439.996 1.602.663 1.407.930 2.302.703 1.268.376 1.955.809 1.382.823 885.345 1.054.085 1.407.028 1.183.277 1.075.484 880.030 416.399 368.001 421.685 435.820 699.815 614.503 423.900 548.119
0,76% 0,63% 0,72% 0,95% 0,71% 1,20% 0,74% 1,02% 0,66% 0,39% 0,49% 0,68% 0,44% 0,44% 0,30% 0,15% 0,13% 0,15% 0,16% 0,22% 0,17% 0,12% 0,12%
1.005.143 963.594 1.532.170 1.357.264 1.171.365 1.394.898 960.673 1.138.853 1.276.813 1.028.787 1.081.648 1.616.731 1.013.216 1.082.594 2.082.431 1.393.350 1.141.708 1.740.922 1.357.052 1.480.656 1.778.118 1.360.931 1.403.444
0,57% 0,53% 0,77% 0,81% 0,59% 0,73% 0,56% 0,60% 0,61% 0,46% 0,50% 0,78% 0,38% 0,44% 0,71% 0,50% 0,40% 0,61% 0,49% 0,46% 0,49% 0,39% 0,32%
718.776 584.712 633.871 556.019 582.739 604.409 834.451 957.766 984.596 1.047.985 886.699 868.547 848.918 875.853 1.143.060 750.272 940.480 841.282 660.055 956.208 1.012.183 927.185 912.334
0,41% 0,32% 0,32% 0,33% 0,30% 0,32% 0,49% 0,50% 0,47% 0,46% 0,41% 0,42% 0,32% 0,36% 0,39% 0,27% 0,33% 0,29% 0,24% 0,30% 0,28% 0,26% 0,21%
1.931.792 2.923.677 4.107.137 2.274.733 2.522.389 2.876.431 2.089.511 2.231.767 2.945.193 2.464.912 2.164.389 2.734.216 2.319.117 2.414.409 4.137.730 2.883.350 2.795.906 3.544.508 2.396.792 2.989.196 4.074.202 2.483.910 3.397.008
1,10% 1,59% 2,05% 1,35% 1,28% 1,50% 1,22% 1,17% 1,40% 1,09% 1,00% 1,32% 0,87% 0,99% 1,42% 1,04% 0,99% 1,23% 0,86% 0,94% 1,11% 0,71% 0,77%
62.989.764
1,85%
16.118.012
0,47%
32.107.814
0,94%
7.067.033
0,21%
15.834.422
0,46%
9.867.830
0,29%
33.436.128
0,98%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
6.1.3
ex_monthly0112.doc
Traded Contracts – Part III KSE
Amex Share
1997 1998 1999 2000
BM&F Share
Safex Share
Tase Share
SGX-DT Share
Nybot Share
Share
Total Total Total Total
50.204.404 97.137.007 213.495.588
3,05% 5,34% 9,13%
7.972.821 105.671.850
0,44% 4,52%
98.026.839 60.479.050 82.782.749
5,95% 3,32% 3,54%
18.684.011 24.226.840
1,03% 1,04%
6.253.138 9.180.494 13.233.531 30.117.221
0,48% 0,56% 0,73% 1,29%
25.866.190 27.571.963
1,42% 1,18%
17.035.468
0,73%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
96.982.792 144.325.409 256.033.848 221.950.251
12,08% 17,03% 26,59% 27,96%
62.662.132 56.163.405 37.140.244 34.506.027
7,81% 6,63% 3,86% 4,35%
24.360.617 23.383.454 23.933.075 18.813.653
3,04% 2,76% 2,49% 2,37%
8.267.285 7.576.037 8.690.149 6.926.049
1,03% 0,89% 0,90% 0,87%
7.788.747 7.955.196 7.992.283 5.502.990
0,97% 0,94% 0,83% 0,69%
7.768.982 7.358.858 7.945.968 5.724.964
0,97% 0,87% 0,83% 0,72%
5.075.031 4.828.226 3.995.871 2.920.324
0,63% 0,57% 0,41% 0,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
8.059.685 10.713.371 10.659.135 10.552.025 13.331.434 16.148.010 14.798.884 22.853.541 20.951.350 26.210.905 29.449.467 29.767.781 30.371.299 34.600.233 32.011.260 45.850.322 47.699.358 50.775.729 63.115.445 90.825.383 102.093.020 76.257.536 145.692.715
4,57% 5,84% 5,33% 6,26% 6,75% 8,44% 8,67% 11,97% 9,99% 11,63% 13,62% 14,34% 11,40% 14,16% 10,97% 16,57% 16,84% 17,66% 22,77% 28,45% 27,85% 21,70% 32,94%
15.807.701 15.785.721 16.381.508 20.899.933 17.767.793 19.029.194 22.830.481 18.446.381 21.385.270 21.520.023 18.532.578 16.110.804 16.225.462 16.322.645 4.592.137 18.538.329 15.967.698
9,26% 8,27% 7,81% 9,27% 8,22% 9,17% 8,57% 7,55% 7,33% 7,78% 6,54% 5,60% 5,85% 5,11% 1,25% 5,27% 3,61%
4.762.019 6.042.200 5.808.333 7.052.399 7.899.021 7.022.084 7.296.944 8.234.158 6.564.179 8.593.438 7.835.493 5.672.481 6.534.678 7.745.664 10.080.275 8.281.908 8.107.735 6.993.811 7.338.399 9.203.395 7.391.281 9.643.352 9.170.301
2,70% 3,30% 2,90% 4,18% 4,00% 3,67% 4,27% 4,31% 3,13% 3,81% 3,62% 2,73% 2,45% 3,17% 3,46% 2,99% 2,86% 2,43% 2,65% 2,88% 2,02% 2,74% 2,07%
1.534.403 1.728.466 1.580.870 1.017.474 1.721.964 2.298.536 2.016.790 2.758.771 2.135.367 2.614.724 2.385.357 2.434.118 3.797.121 2.133.633 2.336.531 1.521.037 3.051.925 3.003.075 2.714.905 2.562.040 3.413.204 3.395.024 3.531.025
0,87% 0,94% 0,79% 0,60% 0,87% 1,20% 1,18% 1,44% 1,02% 1,16% 1,10% 1,17% 1,42% 0,87% 0,80% 0,55% 1,08% 1,04% 0,98% 0,80% 0,93% 0,97% 0,80%
2.408.660 1.820.491 2.394.106 2.159.438 2.751.796 2.264.432 2.382.534 2.309.303 2.285.679 3.186.342 3.494.868 2.659.572 2.722.112 2.160.523 2.906.112 2.699.640 2.636.563 2.618.993 2.795.759 2.308.460 2.888.064 2.776.413 2.726.577
1,37% 0,99% 1,20% 1,28% 1,39% 1,18% 1,40% 1,21% 1,09% 1,41% 1,62% 1,28% 1,02% 0,88% 1,00% 0,98% 0,93% 0,91% 1,01% 0,72% 0,79% 0,79% 0,62%
2.334.573 2.016.239 2.643.809 2.477.504 2.524.376 2.647.505 1.950.176 2.292.919 2.532.623 1.950.179 1.877.994 2.324.066 2.465.832 2.293.679 3.009.471 2.512.370 2.230.905 2.615.583 2.137.498 2.460.177 3.348.293 2.366.142 3.358.822
1,32% 1,10% 1,32% 1,47% 1,28% 1,38% 1,14% 1,20% 1,21% 0,87% 0,87% 1,12% 0,93% 0,94% 1,03% 0,91% 0,79% 0,91% 0,77% 0,77% 0,91% 0,67% 0,76%
1.843.345 1.880.185 1.854.060 2.268.354 1.514.180 1.592.264 1.556.553 1.554.436 1.757.501 1.214.590 1.823.815 1.694.795 1.556.421 1.628.911 1.505.043 1.694.272 1.192.609 1.534.636 1.268.626 1.271.746 1.648.578
0,92% 1,12% 0,94% 1,19% 0,89% 0,83% 0,74% 0,69% 0,81% 0,59% 0,68% 0,69% 0,53% 0,59% 0,53% 0,59% 0,43% 0,48% 0,35% 0,36% 0,37%
2001 Total
719.292.300 21,11%
190.471.808
5,59%
90.490.799
2,66%
31.459.520
0,92%
29.239.216
0,86%
28.798.772
0,85%
16.819.452
0,49%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.2
Index Products
6.2.1
Traded Contracts – Part I Eurex
CBOT Share
1997 1998 1999 2000
Total Total Total Total
44.455.743 45.455.822 65.608.952 75.794.263
ex_monthly0112.doc 14.01.2002 page 76
CBOE
CME
Liffe
Share
Share
Share
Euronext Paris
OM
Share
Share
10.987.982 11.603.829 14.736.571 17.472.999
4,65% 3,52% 2,86% 2,49%
11.411.417 4,82% 24.871.530 7,55% 107.832.872 20,96% 103.359.576 14,75%
5.709.573 14.212.996 18.932.328 17.420.001
2,41% 4,32% 3,68% 2,49%
Share
18,80% 13,81% 12,75% 10,82%
2.106.475 4.915.724 4.957.997 4.122.380
0,89% 1,49% 0,96% 0,59%
71.136.728 30,08% 68.283.858 20,74% 56.224.365 10,93% 47.312.484 6,75%
33.292.872 14,08% 44.059.637 13,38% 48.065.981 9,34% 65.046.283 9,29%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
26.377.025 10,77% 27.567.818 9,12% 39.670.989 9,12% 27.728.957 7,79%
1.368.165 1.357.432 1.781.287 1.706.349
0,56% 0,45% 0,41% 0,48%
15.679.842 21.535.320 25.981.340 18.558.130
6,40% 7,12% 5,97% 5,21%
23.419.662 26.106.381 25.768.449 22.362.649
9,56% 8,64% 5,92% 6,28%
5.735.201 5.478.615 7.405.872 4.814.085
2,34% 1,81% 1,70% 1,35%
26.937.785 11,00% 30.648.396 10,14% 36.236.272 8,33% 28.098.543 7,89%
5.308.674 5.331.566 4.890.147 3.762.118
2,17% 1,76% 1,12% 1,06%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
6.728.291 6.008.246 7.227.518 4.768.267 5.762.257 6.070.766 4.378.083 5.090.964 7.682.044 7.500.716 7.396.051 7.181.060 6.681.984 7.113.469 12.581.572 8.566.541 8.423.075 10.578.202 9.510.617 11.218.657 18.941.715 15.225.361 12.503.596
13,54% 11,38% 12,50% 9,63% 10,60% 11,23% 9,95% 9,08% 11,88% 10,40% 10,14% 9,91% 9,32% 9,35% 12,94% 8,83% 8,57% 9,89% 8,31% 7,71% 10,81% 10,28% 6,02%
345.930 364.171 496.779 343.951 366.782 338.632 248.983 259.148 341.389 367.851 315.377 333.387 327.946 356.422 683.797 481.389 428.665 447.378 357.840 447.968 975.479 911.338 795.011
0,70% 0,69% 0,86% 0,69% 0,67% 0,63% 0,57% 0,46% 0,53% 0,51% 0,43% 0,46% 0,46% 0,47% 0,70% 0,50% 0,44% 0,42% 0,31% 0,31% 0,56% 0,62% 0,38%
4.440.482 4.585.907 5.187.940 4.498.683 4.052.980 3.114.136 2.582.339 2.981.810 3.445.229 4.699.628 3.961.442 3.761.908 3.702.377 4.119.189 7.858.276 7.467.090 6.417.164 7.651.066 7.850.868 8.426.189 9.704.283 10.408.796 8.149.334
8,93% 8,68% 8,97% 9,09% 7,45% 5,76% 5,87% 5,32% 5,33% 6,52% 5,43% 5,19% 5,17% 5,41% 8,08% 7,69% 6,53% 7,15% 6,86% 5,79% 5,54% 7,03% 3,92%
4.491.646 9,04% 4.586.009 8,68% 6.493.723 11,23% 4.875.315 9,85% 5.240.341 9,64% 5.566.410 10,29% 4.011.892 9,11% 4.481.436 8,00% 6.190.065 9,57% 6.588.337 9,13% 5.965.598 8,18% 6.555.511 9,05% 6.559.474 9,15% 6.819.261 8,96% 10.040.927 10,33% 8.614.070 8,88% 8.434.347 8,58% 9.057.964 8,47% 7.569.988 6,62% 8.474.884 5,82% 9.723.577 5,55% 12.123.453 8,18% 10.239.196 4,93%
1.189.877 1.565.462 1.924.072 1.045.659 1.331.970 1.802.582 1.104.767 1.141.071 2.060.090 1.417.962 1.382.278 1.507.209 1.569.793 1.474.438 2.690.970 1.447.926 1.564.358 2.466.331 1.827.238 2.001.092 3.577.542 2.714.344 2.099.741
2,39% 2,96% 3,33% 2,11% 2,45% 3,33% 2,51% 2,04% 3,18% 1,97% 1,90% 2,08% 2,19% 1,94% 2,77% 1,49% 1,59% 2,31% 1,60% 1,38% 2,04% 1,83% 1,01%
9.102.531 10.856.643 8.550.958 9.067.149 9.546.927 8.239.559 5.810.876 6.260.362 10.678.515 9.468.663 8.680.885 7.096.508 7.221.830 7.211.123 12.504.832 9.377.868 10.550.722 10.719.806 10.924.961 9.762.190 15.549.121 14.677.918 13.420.625
18,31% 20,56% 14,78% 18,31% 17,56% 15,24% 13,20% 11,17% 16,51% 13,13% 11,90% 9,80% 10,08% 9,48% 12,86% 9,66% 10,74% 10,02% 9,55% 6,71% 8,88% 9,91% 6,46%
1.561.465 1.525.972 1.463.356 1.449.279 1.502.696 1.180.980 1.099.958 1.325.172 1.527.227 1.764.631 1.550.076 1.469.189 1.812.782 1.547.723 1.948.169 1.920.660 1.779.748 1.631.158 1.291.276 1.545.915 2.052.956 1.942.061 1.820.057
3,14% 2,89% 2,53% 2,93% 2,76% 2,18% 2,50% 2,36% 2,36% 2,45% 2,13% 2,03% 2,53% 2,03% 2,00% 1,98% 1,81% 1,52% 1,13% 1,06% 1,17% 1,31% 0,88%
121.344.789
9,07%
6.213.233
0,46%
81.754.632
6,11%
97.657.141
7,30%
23.433.773
1,75%
121.920.996
9,11%
19.292.505
1,44%
2001 Total
Euronext Paris changed the contract size of index derivatives on July 1, 1998. In January 1999, Euronext Paris introduced the mini CAC 40 index futures contract with a lot size of 1 EUR as compared to 10 EUR in the regular version and reduced the contract size of the CAC 40 index option from 50 FF to 1 EUR.
14,00%
Share of Some Options and Futures Exchanges at Index Products Turnover
12,00% 10,00% 8,00% 6,00% 4,00% 2,00% 0,00% Nov
Eurex CBOE CME Euronext Paris Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.2.2
14.01.2002 page 77
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
6.2.3
ex_monthly0112.doc
Total Total Total Total
IDEM/ MIF
Meffrf/rv Share
KSE
Osaca SE
Share
Share
11.273.768 11.428.454 8.553.701 7.451.079
4,77% 3,47% 1,66% 1,06%
5.622.082 7.233.015 7.335.697 7.461.914
2,38% 2,20% 1,43% 1,07%
7.444.392 10.308.570 5.962.843 4.932.569
3,15% 3,13% 1,16% 0,70%
50.204.404 15,25% 97.137.007 18,88% 213.495.588 30,48%
st 2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter
2.183.909 2.061.758 2.807.761 2.215.459
0,89% 0,68% 0,65% 0,62%
2.142.279 1.994.469 2.247.118 1.746.323
0,87% 0,66% 0,52% 0,49%
1.237.517 1.172.316 1.278.583 880.051
0,51% 0,39% 0,29% 0,25%
96.982.792 144.325.409 256.033.848 221.950.251
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
503.021 676.041 682.611 587.096 542.271 492.841 509.550 531.296 610.634 874.639 745.024 696.055 692.575 606.993 884.341 731.377 715.710 614.671 758.340 782.298 1.267.123 1.247.194 968.265
1,01% 1,28% 1,18% 1,19% 1,00% 0,91% 1,16% 0,95% 0,94% 1,21% 1,02% 0,96% 0,97% 0,80% 0,91% 0,75% 0,73% 0,57% 0,66% 0,54% 0,72% 0,84% 0,47%
766.210 712.968 729.050 548.723 690.200 544.050 466.432 455.280 646.357 702.102 651.944 548.598 568.128 634.996 939.155 609.701 669.249 715.519 630.204 558.878 1.058.036 965.948 780.375
1,54% 1,35% 1,26% 1,11% 1,27% 1,01% 1,06% 0,81% 1,00% 0,97% 0,89% 0,76% 0,79% 0,83% 0,97% 0,63% 0,68% 0,67% 0,55% 0,38% 0,60% 0,65% 0,38%
495.604 526.818 510.920 372.676 451.811 381.553 297.746 314.296 407.568 393.779 432.827 346.971 414.972 356.170 466.375 382.298 384.828 405.190 442.867 346.922 488.794 463.570 416.481
1,00% 1,00% 0,88% 0,75% 0,83% 0,71% 0,68% 0,56% 0,63% 0,55% 0,59% 0,48% 0,58% 0,47% 0,48% 0,39% 0,39% 0,38% 0,39% 0,24% 0,28% 0,31% 0,20%
8.059.685 10.713.371 10.659.135 10.552.025 13.331.434 16.148.010 14.798.884 22.853.541 20.951.350 26.210.905 29.449.467 29.767.781 30.371.299 34.600.233 32.011.260 45.850.322 47.699.358 50.775.729 63.115.445 90.825.383 102.093.020 76.257.536 145.692.715
2000 Total
9.268.887
0,69%
8.130.189
0,61%
4.568.467
0,34%
HKFE Share
SFE Share
Share
13.928.877 14.964.901 16.294.637 14.424.383
5,89% 4,55% 3,17% 2,06%
7.738.382 7.886.113 6.025.290 4.728.037
3,27% 2,40% 1,17% 0,67%
4.100.606 4.525.666 5.084.410 4.925.145
1,73% 1,37% 0,99% 0,70%
39,59% 47,74% 58,84% 62,35%
4.163.499 4.263.347 4.610.348 2.760.071
1,70% 1,41% 1,06% 0,78%
1.377.630 1.346.480 1.559.280 1.153.922
0,56% 0,45% 0,36% 0,32%
1.075.732 1.096.874 1.201.346 578.381
0,44% 0,36% 0,28% 0,16%
16,21% 20,29% 18,43% 21,31% 24,52% 29,86% 33,62% 40,78% 32,39% 36,34% 40,39% 41,10% 42,38% 45,48% 32,93% 47,24% 48,53% 47,47% 55,16% 62,41% 58,27% 51,48% 70,10%
979.962 939.543 1.503.831 1.352.481 1.165.592 1.391.689 958.844 1.136.463 1.276.379 1.027.168 1.078.859 1.613.572 1.007.920 1.075.085 2.080.494 1.386.382 1.138.385 1.738.580 1.354.539 1.479.302 1.776.507 1.359.310 1.400.761
1,97% 1,78% 2,60% 2,73% 2,14% 2,57% 2,18% 2,03% 1,97% 1,42% 1,48% 2,23% 1,41% 1,41% 2,14% 1,43% 1,16% 1,63% 1,18% 1,02% 1,01% 0,92% 0,67%
444.111 352.663 433.293 323.782 355.244 311.132 368.795 425.858 418.565 437.876 470.836 385.882 393.713 406.784 577.133 411.025 482.908 452.547 418.412 567.141 573.727 570.352 583.570
0,89% 0,67% 0,75% 0,65% 0,65% 0,58% 0,84% 0,76% 0,65% 0,61% 0,65% 0,53% 0,55% 0,53% 0,59% 0,42% 0,49% 0,42% 0,37% 0,39% 0,33% 0,39% 0,28%
389.123 344.171 677.185 577.487 365.622 510.437 292.430 254.715 429.482 300.941 312.428 471.124 278.753 231.433 565.546 265.570 278.398 552.906 297.297 259.686 644.363 322.986 255.395
0,78% 0,65% 1,17% 1,17% 0,67% 0,94% 0,66% 0,45% 0,66% 0,42% 0,43% 0,65% 0,39% 0,30% 0,58% 0,27% 0,28% 0,52% 0,26% 0,18% 0,37% 0,22% 0,12%
719.292.300 53,75%
15.797.265
1,18%
5.437.312
0,41%
3.952.333
0,30%
Traded Contracts – Part III Amex
Safex Share
1997 1998 1999 2000
Tase Share
SGX-DT Share
BM&F Share
MSE Share
Share
Euronext Brussels Share
Total Total Total Total
271.373 14.543.176
0,05% 2,08%
18.582.155 22.196.118
3,61% 3,17%
5.743.306 7.593.060 10.979.673 26.973.745
2,43% 2,31% 2,13% 3,85%
9.268.566 9.170.985
1,80% 1,31%
5.622.295 7.005.700
1,09% 1,00%
161.324 1.481.723
0,03% 0,21%
1.566.551 1.677.312 6.872.039 31.212.346
0,66% 0,51% 1,34% 4,46%
st 2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter
11.559.990 10.232.621 5.805.422 4.715.409
4,72% 3,38% 1,33% 1,32%
6.366.627 6.619.312 6.947.170 5.532.593
2,60% 2,19% 1,60% 1,55%
6.506.922 6.713.941 6.332.310 4.444.871
2,66% 2,22% 1,46% 1,25%
2.387.130 2.236.180 2.368.610 1.455.148
0,97% 0,74% 0,54% 0,41%
1.559.258 1.254.957 1.026.827 1.007.422
0,64% 0,42% 0,24% 0,28%
350.320 346.107 306.427 176.031
0,14% 0,11% 0,07% 0,05%
2.233.271 607.230 877.433 308.975
0,91% 0,20% 0,20% 0,09%
1.190.214 1.456.064 1.527.693 3.245.001 3.154.550 3.969.654 3.404.298 4.034.018 4.121.674 4.382.924 2.884.292 2.965.405 2.440.540 3.337.525 27.357 2.469.301 2.246.108
2,70% 2,60% 2,36% 4,50% 4,33% 5,48% 4,75% 5,30% 4,24% 4,52% 2,93% 2,77% 2,13% 2,29% 0,02% 1,67% 1,08%
1.532.057 1.727.914 1.579.499 1.017.017 1.671.538 2.130.092 1.930.879 2.145.787 1.998.170 2.304.806 2.069.987 2.088.372 2.806.987 1.953.602 1.606.038 1.446.900 2.781.817 2.390.595 2.080.789 2.044.251 2.822.130 2.757.046 2.775.547
3,08% 3,27% 2,73% 2,05% 3,07% 3,94% 4,39% 3,83% 3,09% 3,20% 2,84% 2,88% 3,92% 2,57% 1,65% 1,49% 2,83% 2,23% 1,82% 1,40% 1,61% 1,86% 1,34%
2.189.586 1.603.998 2.169.204 1.880.308 2.380.446 1.928.964 2.193.086 2.075.555 2.119.188 2.766.427 3.227.530 2.439.453 2.290.132 1.797.302 2.419.488 2.230.527 2.284.797 2.198.617 2.348.378 1.836.956 2.146.976 2.175.443 2.269.428
4,41% 3,04% 3,75% 3,80% 4,38% 3,57% 4,98% 3,70% 3,28% 3,84% 4,43% 3,37% 3,20% 2,36% 2,49% 2,30% 2,32% 2,06% 2,05% 1,26% 1,23% 1,47% 1,09%
715.403 623.913 991.770 744.623 737.365 838.884 645.478 643.205 843.312 770.291 771.332 845.409 638.658 695.449 1.053.023 707.811 717.371 810.998 671.037 789.019 908.554 711.882 743.266
1,44% 1,18% 1,71% 1,50% 1,36% 1,55% 1,47% 1,15% 1,30% 1,07% 1,06% 1,17% 0,89% 0,91% 1,08% 0,73% 0,73% 0,76% 0,59% 0,54% 0,52% 0,48% 0,36%
578.161 728.704 572.734 601.378 587.384 519.324 493.462 661.953 497.599 755.165 519.748 490.088 463.197 486.993 609.068 489.141 400.007 365.809 300.319 378.459 348.049 545.991 461.431
1,16% 1,38% 0,99% 1,21% 1,08% 0,96% 1,12% 1,18% 0,77% 1,05% 0,71% 0,68% 0,65% 0,64% 0,63% 0,50% 0,41% 0,34% 0,26% 0,26% 0,20% 0,37% 0,22%
86.668 88.035 215.943 89.363 83.049 195.118 52.503 64.809 197.703 106.511 78.862 223.159 69.321 72.005 208.994 68.330 71.533 206.244 53.258 51.262 201.907 74.286 101.745
0,17% 0,17% 0,37% 0,18% 0,15% 0,36% 0,12% 0,12% 0,31% 0,15% 0,11% 0,31% 0,10% 0,09% 0,21% 0,07% 0,07% 0,19% 0,05% 0,04% 0,12% 0,05% 0,05%
5.105.942 10,27% 4.275.593 8,10% 5.766.999 9,97% 4.816.427 9,73% 4.204.034 7,73% 2.371.471 4,39% 585.128 1,33% 1.479.755 2,64% 835.771 1,29% 426.760 0,59% 703.695 0,97% 640.771 0,88% 387.362 0,54% 477.563 0,63% 1.368.346 1,41% 216.875 0,22% 172.802 0,18% 217.553 0,20% 175.727 0,15% 389.278 0,27% 312.428 0,18% 206.474 0,14% 102.501 0,05%
32.313.442
2,41%
25.465.702
1,90%
23.998.044
1,79%
8.447.068
0,63%
4.848.464
0,36%
1.178.885
0,09%
4.026.909
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2000 Total
0,30%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3
International Index Derivatives
6.3.1
Index Options – Volume
ex_monthly0112.doc 14.01.2002 page 78
Traded Contracts Nov 01
Nov 00
Y-T-D
Chg YoY
CBOE CME CBOE CBOT CBOE MSE
1.965.471 366.686 762.247 14.537 90.786 4.877
1.794.893 415.363 263.059 15.840 210.257 4.601
21.116.448 4.086.974 8.428.289 275.431 1.536.858 32.044
9,50% -11,72% 189,76% -8,23% -56,82% 6,00%
Eurex Euronext P Eurex Liffe Amex Liffe Liffe Liffe
2.097.994 0 4.985 0 2.355 0 0 0
927.122 2.185 3.745 0 4.026 0 0 0
19.046.893 2.814 44.400 250 15.080 0 0 0
Eurex Eurex Eurex Euronext P Euronext A Euronext B Liffe Idem MeffRV OM Futop VEX Tase
4.156.537 136.459 318.546 11.452.161 645.356 33.112 1.060.376 231.615 53.676 510.259 620 10.349 2.259.999
3.373.404 140.661 236.908 7.154.395 502.515 54.944 623.465 244.884 56.941 357.212 0 9.619 3.227.486
619.058 17.490 0 80.609 141.938.579 0 30.250 1.942.918
Volume in EUR millions Nov 01
Nov 00
Y-T-D
Chg YoY
249.839 46.611 8.377 1.598 16.165 149
270.602 62.621 3.141 1.891 60.424 180
2.799.729 540.640 94.298 31.430 305.273 1.009
-7,67% -25,57% 166,70% -15,53% -73,25% -17,09%
126,29% -100,00% 33,11% -41,51% 0,00% 0,00% 0,00%
77.454 0 176 0 66 0 0 0
46.792 105 186 0 144 0 0 0
719.807 125 1.684 8 430 0 0 0
65,53% -100,00% -5,25% 0,00% -54,44% 0,00% 0,00% 0,00%
44.102.502 1.726.251 3.179.143 99.905.429 4.408.203 709.453 11.001.225 2.552.113 557.306 4.261.718 4.279 118.897 23.963.817
23,21% -2,99% 34,46% 60,07% 28,43% -39,74% 70,08% -5,42% -5,73% 42,84% #DIV/0! 7,59% -29,98%
102.197 192 13.377 51.261 31.795 174 87.779 18.376 4.490 4.462 2 58 24.684
115.461 624 12.677 42.412 32.659 328 62.511 28.457 5.247 4.479 0 51 43.927
1.155.077 3.354 135.243 492.533 248.251 3.968 971.311 231.613 48.898 40.083 16 688 269.478
-11,49% -69,29% 5,52% 20,86% -2,65% -46,89% 40,42% -35,43% -14,43% -0,37% 100,00% 13,10% -43,81%
527.643 64.764 360 52.519 27.187.150 44.907 12.601
6.397.271 279.266 468 708.834 919.113.728 11.478 467.418
17,33% -72,99% -100,00% 53,49% 422,08% -100,00% 140,06%
59.844 1.691 0 0 995.791 0 1.470
80.228 9.847 10 47 165.706 2.189 624
711.601 32.343 10 445 5.708.441 548 21.976
-25,41% -82,83% -100,00% 500,94% -100,00% 135,47%
1.207.585
15.913.988
60,89%
18.986
13.291
180.408
42,85%
North America S&P 500 S&P 500 DJX DJIA Nasdaq 100 S&P Can 60
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 100 FTSE Euro-Stars MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 AEX BEL 20 FTSE 100 MIB 30 IBEX 35 OMX KFX ATX TA 25
Pacific Nikkei 225 Nikkei 225 Nikkei 300 Hang Seng Kospi 200 All Ords SPI 200
Osaca SE SGX-DT Osaca SE HKFE KSE SFE SFE
Africa ALSI
Safex
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.2
ex_monthly0112.doc 14.01.2002 page 79
Index Options – Open Interest Open Interest in Contracts Nov 01 Nov 00
Chg YoY
Open Interest in EUR millions Nov 01 Nov 00
Chg YoY
OI/Volume-Ratio Nov 01
Nov 00
North America S&P 500 S&P 500 DJX DJIA Nasdaq 100 S&P Can 60
CBOE CME CBOE CBOT CBOE MSE
2.093.859 221.894 886.015 21.019 54.185 7.549
1.971.071 269.683 476.215 13.483 90.385 18.128
6,23% -17,72% 86,05% 55,89% -40,05% -58,36%
266.159 28.206 9.737 2.310 9.648 231
297.163 40.658 5.686 1.610 25.975 710
-10,43% -30,63% 71,25% 43,49% -62,86% -67,43%
12,8 7,3 13,9 17,4 7,2 18,6
13,2 7,8 21,7 10,2 5,2 47,3
Eurex Euronext P Eurex Liffe Amex Liffe Liffe Liffe
4.319.623 1.652 15.535 0 7.177 0 0 0
1.768.662 13.384 19.869 1.510 5.243 0 0 0
144,23% -87,66% -21,81% -100,00% 36,89% 0,00% 0,00% 0,00%
170.486 60 591 0 200 0 0 0
89.142 641 909 54 187 0 0 0
91,25% -90,57% -34,97% -100,00% 6,61% 0,00% 0,00% 0,00%
24,7 37,4 36,6 -
22,9 73,5 63,7 15,6 -
Eurex Eurex Eurex Euronext P Euronext A Euronext B Liffe Idem MeffRV OM Futop VEX Tase
4.761.066 442.564 529.957 18.729.315 806.368 135.463 1.615.840 244.837 92.380 169.096 1.496 15.608 220.908
2.391.694 151.098 409.195 9.460.406 671.772 124.590 816.974 292.039 78.848 99.139 0 11.760 280.873
99,07% 192,90% 29,51% 97,98% 20,04% 8,73% 97,78% -16,16% 17,16% 70,56% #DIV/0! 32,72% -21,35%
130.096 969 23.924 83.834 39.727 714 133.760 19.425 7.727 1.479 5 87 2.413
83.192 767 20.815 56.082 43.660 745 81.913 33.937 7.265 1.243 0 63 3.823
56,38% 26,39% 14,94% 49,48% -9,01% -4,18% 63,29% -42,76% 6,36% 18,97% 39,52% -36,88%
13,7 38,9 20,0 19,6 15,0 49,1 18,3 12,7 20,7 4,0 29,0 18,1 1,2
8,5 12,9 20,7 15,9 16,0 27,2 15,7 14,3 16,6 3,3 14,7 1,0
Osaca SE SGX-DT Osaca SE HKFE KSE SFE SFE
195.749 49.989 72 44.825 5.117.649 0 99.600
150.330 88.407 60 15.149 1.497.332 104.043 50.890
30,21% -43,46% 20,00% 195,89% 241,78% -100,00% 95,72%
18.923 4.832 1 0 35.904 0 4.840
22.858 13.442 2 14 9.126 5.072 2.521
-17,21% -64,05% -19,61% -100,00% 293,41% -100,00% 91,97%
3,8 34,3 6,7 0,4 39,5
3,4 16,4 2,0 3,5 0,7 27,8 48,5
Safex
1.891.659
1.981.553
-4,54%
18.485
21.809
-15,24%
11,7
19,7
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 100 FTSE Euro-Stars MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 AEX BEL 20 FTSE 100 MIB 30 IBEX 35 OMX KFX ATX TA 25
Pacific Nikkei 225 Nikkei 225 Nikkei 300 Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.3
ex_monthly0112.doc 14.01.2002 page 80
Index Futures – Volume Traded Contracts Nov 01
Nov 00
Y-T-D
Chg YoY
Volume in EUR millions Nov 01
Nov 00
Y-T-D
Chg YoY
The Americas S&P 500 Mini S&P DJIA Nasdaq 100 E-mini Nasdaq S&P Can 60 Bovespa
CME CME CBOT CME CME MSE BM&F
1.691.684 4.263.384 377.209 3.342.360 45.001 88.904 425.473
1.636.021 1.843.192 267.071 400.412 1.445.733 60.465 519.748
20.353.724 36.145.783 4.572.051 11.533.068 22.703.192 1.030.068 4.734.030
3,40% 131,30% 41,24% 734,73% -96,89% 47,03% -18,14%
537.592 271.455 41.456 595.111 1.611 5.446 7.372
616.626 138.942 31.890 115.071 83.095 4.735 12.100
6.741.600 2.369.060 514.705 2.031.119 891.153 66.220 84.662
-12,82% 95,37% 30,00% 417,17% -98,06% 15,01% -39,07%
Eurex Euronext P Eurex Liffe Nymex Liffe Liffe Liffe Liffe
3.621.185 42.623 33.616 11.786 0 0 0 4.657 23.340
1.401.564 93.978 11.304 12.822 289 0 0 9.930 14.372
37.828.500 826.365 452.830 108.755 3.348 0 1.314 108.178 317.590
158,37% -54,65% 197,38% -8,08% -100,00% 0,00% 0,00% -53,10% 62,40%
133.576 1.559 1.225 656 0 0 0 98 486
69.602 4.502 544 916 9 0 0 273 378
1.303.383 34.016 14.123 6.443 93 0 30 2.458 6.853
91,91% -65,36% 125,11% -28,41% -100,00% 0,00% 0,00% -64,25% 28,58%
Eurex Eurex Eurex Euronext P Liffe Idem Euronext A MeffRV OM Futop VEX Euronext B
1.236.334 462.830 381.333 1.925.840 968.121 386.360 315.621 358.941 1.217.432 38.124 12.581 35.719
884.275 169.402 241.732 1.429.214 670.391 331.890 238.248 375.886 1.021.683 47.960 27.061 54.071
14.686.359 14.686.359 5.099.537 21.179.905 11.258.409 4.292.971 2.304.778 3.996.817 13.894.009 458.765 249.094 506.156
39,81% 173,21% 57,75% 34,75% 44,41% 16,41% 32,48% -4,51% 19,16% -20,51% -53,51% -33,94%
153.871 564 16.555 86.202 80.142 61.308 31.099 30.024 10.646 139 70 1.882
150.571 636 12.979 84.725 67.216 77.136 30.968 34.636 12.810 203 144 3.232
1.882.993 1.882.993 205.224 1.050.272 996.670 774.472 260.343 352.255 130.428 1.831 1.450 28.621
2,19% -11,32% 27,55% 1,74% 19,23% -20,52% 0,42% -13,31% -16,89% -31,58% -51,13% -41,78%
Osaca SE SGX-DT Osaca SE SGX-DT HKFE KSE SFE SFE
756.263 318.366 25.440 357.699 417.825 3.754.136 0 225.145
526.649 290.429 24.207 363.336 367.725 2.262.317 249.105 5.815
8.545.949 4.125.068 853.577 3.504.986 4.079.003 27.762.737 61.080 3.412.357
43,60% 9,62% 5,09% -1,55% 13,62% 65,94% -100,00% 3771,80%
73.108 30.776 480 4.506 0 131.689 0 10.940
80.077 44.160 681 5.742 329 68.944 12.142 288
946.089 458.244 19.238 49.223 2.639 856.721 2.926 159.938
-8,70% -30,31% -29,59% -21,53% -100,00% 91,01% -100,00% 3697,71%
678.920
518.251
6.850.981
31,00%
6.634
5.704
75.973
16,32%
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 300 FTSE Euro-Stars FTSE Eurobloc 100 MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 FTSE 100 MIB 30 AEX IBEX 35 OMX KFX ATX BEL 20
Pacific Nikkei 225 Nikkei 225 Nikkei 300 MSCI Taiwan Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Safex
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.4
ex_monthly0112.doc 14.01.2002 page 81
Index Futures – Open Interest Open Interest in Contracts Nov 01 Nov 00
Chg YoY
Open Interest in EUR millions Nov 01 Nov 00
Chg YoY
OI/Volume-Ratio Nov 01
Nov 00
The Americas S&P 500 Mini S&P DJIA Nasdaq 100 E-mini Nasdaq S&P Can 60 Bovespa
551.215 240.339 28.763 62.172 122.747 86.362 39.076
477.950 79.101 21.630 51.264 77.689 66.849 899.643
15,33% 203,84% 32,98% 21,28% 58,00% 29,19% -95,66%
175.168 15.303 3.161 11.070 4.394 5.290 677
180.142 5.963 2.583 14.732 4.465 5.235 20.945
-2,76% 156,64% 22,39% -24,86% -1,59% 1,05% -96,77%
3,9 0,7 0,9 0,2 32,7 11,7 1,1
3,5 0,5 1,0 1,5 0,6 13,3 20,8
1.072.797 18.144 37.292 14.003 0 0 219 5.402 22.929
512.136 47.117 22.907 14.045 833 0 219 3.206 13.278
109,48% -61,49% 62,80% -0,30% -100,00% 0,00% 0,00% 68,50% 72,68%
39.336 664 1.332 779 0 0 5 113 478
24.640 2.257 1.060 1.003 26 0 6 88 349
59,64% -70,59% 25,70% -22,35% -100,00% 0,00% -23,28% 28,46% 36,72%
3,6 5,1 13,3 14,3 13,9 11,8
4,4 6,0 24,3 13,1 34,6 3,9 11,1
176.099 367.165 146.054 556.321 401.908 18.304 47.359 51.586 244.818 10.024 14.462 1.914.261
196.984 69.782 155.336 312.574 275.927 25.359 38.277 51.259 221.167 10.109 9.201 14.956
-10,60% 426,16% -5,98% 77,98% 45,66% -27,82% 23,73% 0,64% 10,69% -0,84% 57,18% 12699,28%
21.966 456 6.208 24.901 33.270 2.904 4.666 4.315 2.141 36 81 100.836
31.583 222 8.252 18.530 27.666 5.894 4.975 4.723 2.773 43 49 894
-30,45% 105,81% -24,77% 34,39% 20,26% -50,72% -6,21% -8,64% -22,79% -14,65% 65,23% 11179,94%
1,7 9,5 4,6 3,5 5,0 0,6 1,8 1,7 2,4 3,2 13,8 643,1
2,7 4,9 7,7 2,6 4,9 0,9 1,9 1,6 2,6 2,5 4,1 3,3
Osaca SE SGX-DT Osaca SE SGX-DT HKFE KSE SFE SFE
178.952 105.677 51.786 37.330 37.909 74.351 0 148.564
188.683 101.942 90.568 32.380 35.943 41.741 142.367 6.802
-5,16% 3,66% -42,82% 15,29% 5,47% 78,12% -100,00% 2084,12%
17.299 10.216 976 470 0 2.608 0 7.219
28.689 15.500 2.549 512 32 1.272 6.940 337
-39,70% -34,09% -61,69% -8,11% -100,00% 105,03% -100,00% 2042,33%
2,8 4,0 24,4 1,3 1,1 0,2 7,9
4,3 4,2 44,9 1,1 1,2 0,2 6,9 14,0
Safex
200.000
241.645
-17,23%
1.954
2.660
-26,51%
3,5
5,6
CME CME CBOT CME CME MSE BM&F
Pan Europe EURO STOXX 50 Eurex EURO STOXX 50 Euronext P STOXX 50 Eurex Eurotop 100 Liffe Eurotop 300 Nymex FTSE EURO-STARS Liffe FTSE Eurobloc 100 Liffe MSCI Euro Liffe MSCI Pan-Euro Liffe
Europe DAX Nemax 50 SMI CAC 40 FTSE 100 MIB 30 AEX IBEX 35 OMX KFX ATX BEL 20
Eurex Eurex Eurex Euronext P Liffe Idem Euronext A MeffRV OM Futop VEX Euronext B
Pacific Nikkei 225 Nikkei 225 Nikkei 300 MSCI Taiwan Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.5
ex_monthly0112.doc 14.01.2002 page 82
Pan European Index Options – Volume in EUR million Volume in EUR million Euro STOXX 50 Eurex 1998 Total 1999 Total 2000 Total
3.815 144.750 417.568
24,72% 94,25% 98,59%
2.293 2.954 2.820
14,86% 1,92% 0,67%
3.135 4.958 1.951
20,31% 3,23% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 6.192 920 1.214
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
153.131 170.927 229.647 166.102
99,69% 99,80% 99,61% 99,67%
366 263 651 404
0,24% 0,15% 0,28% 0,24%
84 23 19 0
0,05% 0,01% 0,01% 0,00%
31 57 227 147
0,02% 0,03% 0,10% 0,09%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
32.807 28.980 28.925 21.265 40.491 37.193 30.366 35.042 39.037 48.100 46.792 28.572 48.114 48.741 56.275 51.758 51.202 67.966 81.456 72.590 75.601 88.648 77.454
96,31% 98,13% 98,55% 98,58% 99,19% 99,55% 98,66% 98,78% 98,44% 98,78% 99,08% 98,43% 99,67% 99,53% 99,84% 99,89% 99,85% 99,69% 99,61% 99,75% 99,48% 99,65% 99,69%
851 174 212 42 110 60 68 160 444 321 186 192 84 214 68 32 77 154 224 115 312 228 176
2,50% 0,59% 0,72% 0,20% 0,27% 0,16% 0,22% 0,45% 1,12% 0,66% 0,39% 0,66% 0,17% 0,44% 0,12% 0,06% 0,15% 0,23% 0,27% 0,16% 0,41% 0,26% 0,23%
335 211 212 265 174 95 46 126 97 213 105 74 54 7 23 22 0 0 18 0 0 0 0
0,98% 0,71% 0,72% 1,23% 0,43% 0,25% 0,15% 0,36% 0,24% 0,44% 0,22% 0,25% 0,11% 0,01% 0,04% 0,04% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00%
70 167 0 0 47 12 297 147 79 61 144 190 21 9 1 1 0 56 80 65 83 81 66
0,21% 0,57% 0,00% 0,00% 0,12% 0,03% 0,97% 0,41% 0,20% 0,13% 0,30% 0,65% 0,04% 0,02% 0,00% 0,00% 0,00% 0,08% 0,10% 0,09% 0,11% 0,09% 0,08%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
719.807
99,69%
1.684
0,23%
125
0,02%
463
0,06%
0
0,00%
0
0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
100.000
Share
STOXX 50 Eurex
Share
Euro STOXX 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
40,12% 0,60% 0,29%
0 0
0,00% 0,00%
1 0
0,00% 0,00%
Volume in EUR million
90.000 Euro STOXX 50 - Eurex 80.000 70.000 60.000 50.000 40.000 30.000 20.000 10.000 0 Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.6
14.01.2002 page 83
Pan European Index Options – Traded Contracts Traded Contracts Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 Total 1999 Total 2000 Total
122.951 3.791.738 8.197.999
37,68% 94,00% 98,40%
73.779 80.254 61.530
22,61% 1,99% 0,74%
106.457 131.049 38.356
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
3.344.665 3.881.510 6.054.446 4.643.849
99,67% 99,78% 99,58% 99,63%
8.200 6.270 17.151 11.763
0,24% 0,16% 0,28% 0,25%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
691.978 579.276 537.329 409.149 776.995 699.660 571.949 671.350 762.202 990.155 927.122 580.834 973.606 1.060.970 1.310.089 1.207.925 1.143.419 1.530.166 1.960.372 1.823.488 2.270.586 2.545.855 2.097.994
95,95% 97,88% 98,31% 98,58% 99,12% 99,52% 98,23% 98,63% 98,32% 98,77% 98,94% 98,16% 99,64% 99,51% 99,83% 99,90% 99,84% 99,64% 99,57% 99,71% 99,48% 99,62% 99,65%
20.332 3.951 5.208 915 2.255 1.222 1.438 3.103 8.898 6.509 3.745 3.954 1.786 4.733 1.681 736 1.814 3.720 5.489 3.002 8.660 6.778 4.985
17.924.470
99,65%
43.384
2001 Total
6.3.7
ex_monthly0112.doc
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
32,63% 3,25% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 23.099 30.780 33.010
7,08% 0,76% 0,40%
0 0
0,00% 0,00%
51 0
0,00% 0,00%
1.859 501 454 0
0,06% 0,01% 0,01% 0,00%
907 1.790 8.083 5.397
0,03% 0,05% 0,13% 0,12%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2,82% 0,67% 0,95% 0,22% 0,29% 0,17% 0,25% 0,46% 1,15% 0,65% 0,40% 0,67% 0,18% 0,44% 0,13% 0,06% 0,16% 0,24% 0,28% 0,16% 0,38% 0,27% 0,24%
6.840 4.062 4.033 4.993 3.352 1.844 903 2.434 1.965 4.204 2.185 1.541 1.152 168 539 491 0 10 444 10 0 0 0
0,95% 0,69% 0,74% 1,20% 0,43% 0,26% 0,16% 0,36% 0,25% 0,42% 0,23% 0,26% 0,12% 0,02% 0,04% 0,04% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00%
2.015 4.521 7 0 1.260 313 7.948 3.811 2.128 1.601 4.029 5.377 602 280 25 27 0 1.763 2.610 2.270 3.203 3.025 2.372
0,28% 0,76% 0,00% 0,00% 0,16% 0,04% 1,37% 0,56% 0,27% 0,16% 0,43% 0,91% 0,06% 0,03% 0,00% 0,00% 0,00% 0,11% 0,13% 0,12% 0,14% 0,12% 0,11%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0,24%
2.814
0,02%
16.177
0,09%
0
0,00%
0
0,00%
Pan European Index Options – Value of Open Interest in EUR million Value of Open Interest in EUR million Euro Stoxx 50 Eurex Share 1.526 36.657 62.874
70,37% 93,96% 98,32%
379 490 426
17,48% 1,26% 0,67%
117 1.648 294
5,40% 4,22% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 146 219 352
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
89.306 101.758 138.986 170.486
99,37% 99,58% 99,65% 99,45%
258 277 433 591
0,29% 0,27% 0,31% 0,34%
181 94 54 60
0,20% 0,09% 0,04% 0,03%
126 57 5 286
0,14% 0,06% 0,00% 0,17%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
45.174 55.963 57.294 60.604 67.226 60.015 68.236 78.687 68.486 80.531 89.142 62.874 73.827 88.412 89.306 97.330 105.280 101.758 120.442 133.053 138.986 162.118 170.486
96,39% 94,85% 96,13% 96,12% 96,35% 97,22% 97,40% 97,43% 97,40% 97,52% 97,78% 98,32% 98,73% 98,88% 99,37% 99,36% 99,38% 99,58% 99,47% 99,53% 99,65% 99,59% 99,45%
836 844 731 735 791 623 642 746 844 904 909 426 419 554 258 274 313 277 372 365 433 531 591
1,78% 1,43% 1,23% 1,17% 1,13% 1,01% 0,92% 0,92% 1,20% 1,09% 1,00% 0,67% 0,56% 0,62% 0,29% 0,28% 0,30% 0,27% 0,31% 0,27% 0,31% 0,33% 0,34%
590 1.790 1.305 1.438 1.457 821 763 882 567 639 641 294 319 281 181 216 210 94 90 82 54 57 60
1,26% 3,03% 2,19% 2,28% 2,09% 1,33% 1,09% 1,09% 0,81% 0,77% 0,70% 0,46% 0,43% 0,31% 0,20% 0,22% 0,20% 0,09% 0,07% 0,06% 0,04% 0,04% 0,03%
268 406 269 271 302 270 418 448 419 508 475 352 209 164 126 135 133 57 179 177 5 80 286
0,57% 0,69% 0,45% 0,43% 0,43% 0,44% 0,60% 0,55% 0,60% 0,62% 0,52% 0,55% 0,28% 0,18% 0,14% 0,14% 0,13% 0,06% 0,15% 0,13% 0,00% 0,05% 0,17%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
2001 Total
170.486
99,45%
591
0,34%
60
0,03%
286
0,17%
0
0,00%
0
0,00%
1998 End 1999 End 2000 End
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
6,75% 0,56% 0,55%
0 0
0,00% 0,00%
0 0
0,00% 0,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.8
ex_monthly0112.doc 14.01.2002 page 84
Pan European Index Options – Open Interest in contracts Open Interest Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 End 1999 End 2000 End
49.547 922.335 1.235.617
70,10% 99,85% 98,03%
12.261 12.717 8.682
17,35% 1,38% 0,69%
3.497 33.615 6.165
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.905.201 2.216.870 3.428.152 4.319.623
99,26% 99,54% 99,63% 99,37%
5.799 6.418 11.031 15.535
0,30% 0,29% 0,32% 0,36%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
1.078.395 1.282.214 1.235.151 1.296.153 1.428.105 1.212.493 1.368.051 1.568.231 1.343.538 1.595.265 1.768.662 1.235.617 1.463.985 1.794.212 1.905.201 2.090.386 2.255.154 2.216.870 2.691.372 3.035.949 3.428.152 4.104.083 4.319.623
96,35% 95,05% 96,13% 96,14% 96,29% 96,98% 97,09% 97,18% 97,01% 97,21% 97,44% 98,03% 98,57% 98,73% 99,26% 99,29% 99,30% 99,54% 99,38% 99,44% 99,63% 99,55% 99,37%
21.082 21.223 17.728 17.809 18.941 14.502 14.924 16.938 18.511 19.767 19.869 8.682 8.590 11.589 5.799 6.168 7.067 6.418 8.811 8.643 11.031 13.888 15.535
2001 Total
4.319.623
99,37%
15.535
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
4,95% -1,88% 0,49%
Eurotop 100 AEX/Amex/ Liffe/Nymex 5.375 5.969 9.964
7,60% 0,65% 0,79%
0 0
0,00% 0,00%
0 0
0,00% 0,00%
4.326 2.111 1.652 1.652
0,23% 0,09% 0,05% 0,04%
4.045 1.802 191 10.288
0,21% 0,08% 0,01% 0,24%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
1,88% 1,57% 1,38% 1,32% 1,28% 1,16% 1,06% 1,05% 1,34% 1,20% 1,09% 0,69% 0,58% 0,64% 0,30% 0,29% 0,31% 0,29% 0,33% 0,28% 0,32% 0,34% 0,36%
12.023 34.536 24.864 27.106 28.021 15.958 14.892 17.044 11.540 12.637 13.384 6.165 6.749 6.511 4.326 4.763 4.763 2.111 2.204 2.194 1.652 1.652 1.652
1,07% 2,56% 1,94% 2,01% 1,89% 1,28% 1,06% 1,06% 0,83% 0,77% 0,74% 0,49% 0,45% 0,36% 0,23% 0,23% 0,21% 0,09% 0,08% 0,07% 0,05% 0,04% 0,04%
7.719 10.978 7.072 7.072 8.072 7.340 11.185 11.602 11.340 13.312 13.296 9.964 5.913 5.068 4.045 4.047 4.042 1.802 5.872 6.206 191 2.989 10.288
0,69% 0,81% 0,55% 0,52% 0,54% 0,59% 0,79% 0,72% 0,82% 0,81% 0,73% 0,79% 0,40% 0,28% 0,21% 0,19% 0,18% 0,08% 0,22% 0,20% 0,01% 0,07% 0,24%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0,36%
1.652
0,04%
10.288
0,24%
0
0,00%
0
0,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.9
ex_monthly0112.doc 14.01.2002 page 85
Index Options – Volume in EUR million Volume in EUR million S&P 500 Nasdaq 100 CBOE CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 Total 1999 Total 2000 Total
2.493.527 2.950.819 4.065.511
183.944 318.667 988.774
18.904 22.911 66.852
755.282 860.679 1.120.168
312.002 355.281 525.016
331.160 472.775 655.562
263.288 399.031 327.534
94.864 87.569 85.464
254.431 230.480 170.011
354.254 289.954 310.733
6.950 149.707 419.520
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.009.322 907.822 807.658 615.568
135.316 109.238 47.951 36.445
26.963 42.106 33.059 23.600
302.191 296.419 340.242 216.225
117.428 136.415 134.928 103.762
233.104 230.155 303.634 204.418
73.817 61.482 56.276 40.038
14.109 12.737 12.963 9.089
40.896 37.446 32.449 24.452
83.112 78.537 54.808 31.795
153.215 170.949 229.666 166.102
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
366.889 331.078 444.281 367.433 346.973 271.460 236.576 307.826 327.433 446.786 333.224 285.552 309.984 295.891 403.447 339.118 322.174 246.530 262.589 257.412 287.657 319.118 296.450 3.340.370
94.237 86.099 97.826 145.957 96.745 54.924 41.207 57.582 89.277 87.169 74.697 63.055 52.526 47.583 35.207 42.633 36.871 29.734 17.305 18.452 12.194 19.091 17.354 328.949
5.549 7.477 8.693 8.138 5.544 3.554 3.399 4.087 3.760 7.892 5.032 3.727 4.316 6.374 16.273 19.426 11.809 10.871 9.325 9.448 14.286 13.625 9.975 125.728
108.531 102.334 97.087 79.590 91.590 72.877 69.629 78.733 108.475 114.639 115.461 81.224 85.483 85.876 130.832 100.373 106.645 89.401 96.072 119.905 124.265 114.028 102.197 1.155.077
41.388 56.514 42.430 47.955 50.933 42.642 29.893 33.295 55.711 49.352 42.412 32.492 33.542 30.449 53.438 43.118 48.111 45.186 45.534 37.693 51.701 52.501 51.261 492.533
48.771 50.672 57.612 40.334 53.719 56.969 52.602 53.781 69.442 69.437 62.511 39.713 69.636 67.652 95.816 69.063 75.477 85.614 89.414 95.985 118.236 116.639 87.779 971.311
30.680 36.379 29.334 24.878 34.960 22.088 20.934 23.331 24.165 32.713 28.457 19.615 21.610 23.180 29.027 21.762 21.843 17.876 17.573 15.045 23.658 21.662 18.376 231.613
9.437 10.961 13.151 6.573 7.848 6.551 4.017 4.809 8.378 4.558 5.247 3.934 4.747 3.519 5.843 4.303 3.872 4.562 5.800 2.796 4.367 4.600 4.490 48.898
14.762 12.571 15.912 13.975 16.802 13.734 13.808 15.731 14.976 15.156 12.677 9.908 10.952 10.818 19.126 10.638 13.654 13.155 9.085 10.111 13.252 11.075 13.377 135.243
14.548 27.608 29.388 23.974 21.658 20.420 21.948 23.631 24.764 40.134 32.659 30.000 28.915 22.199 31.998 28.619 26.965 22.953 27.421 27.387 0 0 31.795 248.251
33.143 29.191 29.137 21.530 40.665 37.288 30.412 35.168 39.133 48.312 46.896 28.646 48.169 48.748 56.298 51.781 51.202 67.966 81.474 72.591 75.601 88.648 77.454 719.932
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
46,27% 46,07% 45,99% 46,40% 44,83% 38,89% 39,69% 38,60% 39,66% 41,93%
7,84% 7,41% 4,01% 5,83% 5,13% 4,69% 2,62% 2,77% 1,68% 2,51%
0,64% 0,99% 1,85% 2,66% 1,64% 1,72% 1,41% 1,42% 1,97% 1,79%
12,76% 13,37% 14,91% 13,73% 14,84% 14,10% 14,52% 17,98% 17,13% 14,98%
5,01% 4,74% 6,09% 5,90% 6,69% 7,13% 6,88% 5,65% 7,13% 6,90%
10,40% 10,53% 10,92% 9,45% 10,50% 13,51% 13,51% 14,39% 16,30% 15,33%
3,23% 3,61% 3,31% 2,98% 3,04% 2,82% 2,66% 2,26% 3,26% 2,85%
0,71% 0,55% 0,67% 0,59% 0,54% 0,72% 0,88% 0,42% 0,60% 0,60%
1,63% 1,68% 2,18% 1,46% 1,90% 2,08% 1,37% 1,52% 1,83% 1,46%
4,32% 3,46% 3,65% 3,92% 3,75% 3,62% 4,14% 4,11% 0,00% 0,00%
7,19% 7,59% 6,42% 7,09% 7,13% 10,72% 12,31% 10,89% 10,42% 11,65%
41,72%
2,44%
1,40%
14,38%
7,21%
12,35%
2,59%
0,63%
1,88%
4,47%
10,90%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
140.000
Volume in EUR million 120.000
100.000
80.000
60.000
40.000
20.000
0
DAX
Euro Stoxx 50
FTSE 100
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.10
ex_monthly0112.doc 14.01.2002 page 86
Index Options – Traded Contracts Traded Contracts S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
25.708.136 23.313.805 23.548.454
1.565.244 1.273.270 2.538.044
245.398 229.560 3.963.456
29.948.503 32.613.783 31.941.562
2.752.536 75.652.724 84.036.775
3.968.199 4.897.934 6.285.819
1.577.621 2.236.241 2.842.081
1.681.205 861.255 779.974
3.394.098 3.669.386 3.474.369
7.864.884 5.532.409 4.701.906
229.408 3.922.787 8.236.355
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
7.377.459 6.291.108 6.491.140 5.043.715
616.187 515.415 299.789 223.430
1.691.022 2.582.896 2.464.626 1.965.176
9.626.814 9.791.672 12.980.821 9.128.882
21.579.816 25.113.426 29.666.505 23.545.682
2.490.969 2.404.735 3.612.528 2.492.993
720.657 630.302 687.043 514.111
146.540 136.217 161.709 112.840
823.869 777.899 742.765 592.108
1.396.516 1.343.584 1.022.747 645.356
3.346.524 3.882.011 6.054.900 4.643.849
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
2.553.691 2.336.219 2.833.050 2.306.906 2.290.765 1.780.183 1.532.224 1.800.900 2.012.677 2.652.458 2.210.256 2.038.887 2.125.392 2.203.777 3.048.290 2.413.122 2.168.570 1.709.416 1.899.996 2.072.552 2.518.592 2.711.558 2.332.157
256.205 194.557 212.564 352.748 272.968 139.201 105.799 125.385 220.780 225.364 259.922 253.841 189.727 230.269 196.191 204.324 173.159 137.932 90.080 114.590 95.119 125.966 97.464
275.485 503.548 539.446 485.344 385.091 240.560 211.858 229.237 219.577 410.009 278.899 184.402 241.242 386.790 1.062.990 1.220.879 723.089 638.928 566.281 701.926 1.196.419 1.188.392 776.784
3.230.152 2.818.307 2.572.856 2.208.066 2.579.394 2.041.939 1.946.785 2.197.926 3.091.575 3.424.349 3.373.404 2.456.809 2.584.951 2.641.689 4.400.174 3.396.393 3.444.014 2.951.265 3.281.918 4.308.343 5.390.560 4.972.345 4.156.537
7.312.578 9.128.484 6.749.828 7.469.959 7.925.711 6.614.666 4.568.995 5.025.417 8.890.063 7.714.129 7.154.395 5.482.550 5.591.701 5.672.801 10.315.314 7.644.985 8.820.864 8.647.577 8.953.695 8.037.971 12.674.839 12.093.521 11.452.161
467.283 496.507 528.796 374.761 527.702 567.730 510.707 494.551 660.421 632.526 623.465 401.370 707.247 730.608 1.053.114 717.494 776.248 910.993 994.712 1.127.393 1.490.423 1.432.617 1.060.376
303.213 293.495 247.161 217.512 304.443 189.042 180.355 194.534 213.244 274.737 244.884 179.461 192.246 230.630 297.781 212.643 224.772 192.887 191.334 173.741 321.968 282.496 231.615
87.093 87.093 110.188 57.315 73.427 61.913 38.140 44.182 76.508 43.986 56.941 43.188 46.923 36.840 62.777 44.081 40.757 51.379 68.394 33.603 59.712 59.164 53.676
325.433 284.768 355.945 297.723 351.696 276.557 269.698 301.951 285.386 298.315 236.908 189.989 209.167 211.858 402.844 229.304 278.139 270.456 196.096 225.130 321.539 273.562 318.546
237.568 415.609 443.737 362.477 330.408 303.808 328.474 342.718 374.351 589.721 502.515 470.520 451.814 371.630 573.072 482.534 460.827 400.223 499.732 523.015 0 0 645.356
698.818 583.338 541.362 414.142 780.347 701.504 572.852 673.784 764.167 994.359 929.307 582.375 974.758 1.061.138 1.310.628 1.208.416 1.143.419 1.530.176 1.960.816 1.823.498 2.270.586 2.545.855 2.097.994
25.203.422
1.654.821
8.703.720
41.528.189
99.905.429
11.001.225
2.552.113
557.306
2.936.641
4.408.203
17.927.284
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
16,22% 13,63% 18,72% 15,86% 14,48% 13,78% 14,93% 15,76% 11,97% 15,37% 13,93% 16,60% 15,96% 15,99% 13,41% 13,58% 11,88% 9,80% 10,16% 10,83% 9,56% 10,56%
1,63% 1,13% 1,40% 2,42% 1,73% 1,08% 1,03% 1,10% 1,31% 1,31% 1,64% 2,07% 1,42% 1,67% 0,86% 1,15% 0,95% 0,79% 0,48% 0,60% 0,36% 0,49%
1,75% 2,94% 3,56% 3,34% 2,43% 1,86% 2,06% 2,01% 1,31% 2,38% 1,76% 1,50% 1,81% 2,81% 4,68% 6,87% 3,96% 3,66% 3,03% 3,67% 4,54% 4,63%
20,51% 16,44% 17,00% 15,18% 16,30% 15,81% 18,96% 19,23% 18,39% 19,84% 21,26% 20,00% 19,41% 19,17% 19,36% 19,11% 18,87% 16,92% 17,55% 22,51% 20,47% 19,36%
46,44% 53,25% 44,60% 51,35% 50,09% 51,21% 44,51% 43,96% 52,89% 44,69% 45,08% 44,63% 41,99% 41,17% 45,40% 43,01% 48,32% 49,58% 47,87% 41,99% 48,12% 47,08%
2,97% 2,90% 3,49% 2,58% 3,34% 4,40% 4,97% 4,33% 3,93% 3,66% 3,93% 3,27% 5,31% 5,30% 4,63% 4,04% 4,25% 5,22% 5,32% 5,89% 5,66% 5,58%
1,93% 1,71% 1,63% 1,50% 1,92% 1,46% 1,76% 1,70% 1,27% 1,59% 1,54% 1,46% 1,44% 1,67% 1,31% 1,20% 1,23% 1,11% 1,02% 0,91% 1,22% 1,10%
0,55% 0,51% 0,73% 0,39% 0,46% 0,48% 0,37% 0,39% 0,46% 0,25% 0,36% 0,35% 0,35% 0,27% 0,28% 0,25% 0,22% 0,29% 0,37% 0,18% 0,23% 0,23%
2,07% 1,66% 2,35% 2,05% 2,22% 2,14% 2,63% 2,64% 1,70% 1,73% 1,49% 1,55% 1,57% 1,54% 1,77% 1,29% 1,52% 1,55% 1,05% 1,18% 1,22% 1,07%
1,51% 2,42% 2,93% 2,49% 2,09% 2,35% 3,20% 3,00% 2,23% 3,42% 3,17% 3,83% 3,39% 2,70% 2,52% 2,71% 2,52% 2,29% 2,67% 2,73% 0,00% 0,00%
4,44% 3,40% 3,58% 2,85% 4,93% 5,43% 5,58% 5,89% 4,55% 5,76% 5,86% 4,74% 7,32% 7,70% 5,77% 6,80% 6,26% 8,77% 10,48% 9,53% 8,62% 9,91%
Nov
10,04%
0,42%
3,34%
17,90%
49,31%
4,57%
1,00%
0,23%
1,37%
2,78%
9,03%
1998 Total 1999 Total 2000 Total
2001 Total
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.11
ex_monthly0112.doc 14.01.2002 page 87
Index Options – Value of Open Interest in EUR million Value of Open Interest in EUR million S&P 500 Nasdaq 100 Dow Jones IA CBOE CBOE CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
181.510 275.624 222.418
3.191 31.674 18.600
1.079 1.776 3.555
24.317 43.333 61.736
27.641 50.194 41.619
29.921 56.590 68.858
7.081 20.139 19.694
161 8.261 4.066
19.392 11.813 14.477
28.571 42.780 45.557
1.643 38.306 63.169
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
245.861 220.471 205.181 294.365
17.627 15.684 6.286 10.660
9.898 9.529 9.369 12.047
80.789 87.127 112.581 130.096
46.755 62.578 57.505 83.834
90.435 106.188 109.274 133.760
19.557 14.697 14.091 19.425
5.958 4.572 4.440 7.727
17.130 16.632 18.202 23.924
40.976 42.953 0 39.727
89.487 101.851 139.040 170.546
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
324.346 348.930 337.178 353.313 351.144 261.283 286.330 363.533 317.879 363.801 337.822 222.418 256.917 273.667 245.861 271.371 317.266 220.471 228.136 236.721 205.181 247.512 294.365 294.365
33.802 41.141 36.788 36.131 32.199 16.551 20.881 25.684 24.005 32.062 28.598 18.600 21.666 21.043 17.627 20.909 21.013 15.684 14.308 12.580 6.286 7.553 10.660 10.660
6.888 7.239 7.675 8.139 7.640 5.961 6.390 7.629 6.282 8.147 7.296 3.555 4.378 5.800 9.898 13.387 12.689 9.529 10.061 10.604 9.369 11.052 12.047 12.047
50.083 56.977 49.022 50.534 57.583 44.202 49.724 60.682 65.666 73.047 83.192 61.736 69.267 77.838 80.789 87.404 100.860 87.127 94.123 110.429 112.581 117.958 130.096 130.096
53.790 68.698 51.289 58.093 64.411 53.144 56.787 63.802 43.015 52.805 56.082 41.619 48.631 49.822 46.755 60.237 69.584 62.578 68.718 70.186 57.505 73.458 83.834 83.834
55.039 59.632 53.635 51.720 57.365 57.264 66.267 77.561 74.007 84.011 81.913 68.858 84.581 89.822 90.435 100.765 111.199 106.188 115.076 118.081 109.274 130.522 133.760 133.760
24.086 35.453 23.359 24.384 33.396 27.034 27.347 33.230 28.172 31.244 33.937 19.694 23.265 25.514 19.557 20.898 21.073 14.697 16.164 16.925 14.091 17.593 19.425 19.425
9.092 10.561 7.712 8.025 8.404 6.209 7.151 8.559 8.345 7.364 7.265 4.066 5.666 6.356 5.958 7.002 7.267 4.572 6.216 6.443 4.440 6.340 7.727 7.727
11.586 12.670 13.395 14.606 16.548 15.122 16.824 20.019 18.556 19.300 20.815 14.477 14.274 16.378 17.130 16.933 18.836 16.632 16.830 18.979 18.202 20.420 23.924 23.924
37.264 43.202 46.900 39.420 41.084 43.283 39.857 45.400 47.629 44.273 43.660 45.557 39.509 39.048 40.976 40.625 43.180 42.953 39.020 40.585 0 0 39.727 39.727
45.763 57.753 58.599 62.041 68.683 60.836 68.999 79.569 69.053 81.171 89.783 63.169 74.146 88.693 89.487 97.546 105.491 101.851 120.532 133.135 139.040 162.175 170.546 170.546
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
49,77% 47,01% 49,18% 50,02% 47,55% 44,22% 44,29% 46,27% 45,24% 45,63% 42,74% 39,45% 40,00% 39,43% 37,00% 36,82% 38,30% 32,31% 31,29% 30,56% 30,35% 31,15%
5,19% 5,54% 5,37% 5,11% 4,36% 2,80% 3,23% 3,27% 3,42% 4,02% 3,62% 3,30% 3,37% 3,03% 2,65% 2,84% 2,54% 2,30% 1,96% 1,62% 0,93% 0,95%
1,06% 0,98% 1,12% 1,15% 1,03% 1,01% 0,99% 0,97% 0,89% 1,02% 0,92% 0,63% 0,68% 0,84% 1,49% 1,82% 1,53% 1,40% 1,38% 1,37% 1,39% 1,39%
7,68% 7,68% 7,15% 7,15% 7,80% 7,48% 7,69% 7,72% 9,35% 9,16% 10,53% 10,95% 10,78% 11,22% 12,16% 11,86% 12,17% 12,77% 12,91% 14,26% 16,65% 14,85%
8,25% 9,26% 7,48% 8,22% 8,72% 8,99% 8,78% 8,12% 6,12% 6,62% 7,10% 7,38% 7,57% 7,18% 7,04% 8,17% 8,40% 9,17% 9,42% 9,06% 8,51% 9,24%
8,44% 8,03% 7,82% 7,32% 7,77% 9,69% 10,25% 9,87% 10,53% 10,54% 10,36% 12,21% 13,17% 12,94% 13,61% 13,67% 13,42% 15,56% 15,78% 15,24% 16,17% 16,43%
3,70% 4,78% 3,41% 3,45% 4,52% 4,58% 4,23% 4,23% 4,01% 3,92% 4,29% 3,49% 3,62% 3,68% 2,94% 2,84% 2,54% 2,15% 2,22% 2,18% 2,08% 2,21%
1,39% 1,42% 1,12% 1,14% 1,14% 1,05% 1,11% 1,09% 1,19% 0,92% 0,92% 0,72% 0,88% 0,92% 0,90% 0,95% 0,88% 0,67% 0,85% 0,83% 0,66% 0,80%
1,78% 1,71% 1,95% 2,07% 2,24% 2,56% 2,60% 2,55% 2,64% 2,42% 2,63% 2,57% 2,22% 2,36% 2,58% 2,30% 2,27% 2,44% 2,31% 2,45% 2,69% 2,57%
5,72% 5,82% 6,84% 5,58% 5,56% 7,33% 6,16% 5,78% 6,78% 5,55% 5,52% 8,08% 6,15% 5,63% 6,17% 5,51% 5,21% 6,30% 5,35% 5,24% 0,00% 0,00%
7,02% 7,78% 8,55% 8,78% 9,30% 10,30% 10,67% 10,13% 9,83% 10,18% 11,36% 11,21% 11,54% 12,78% 13,47% 13,23% 12,73% 14,93% 16,53% 17,19% 20,57% 20,41%
Nov
31,78%
1,15%
1,30%
14,05%
9,05%
14,44%
2,10%
0,83%
2,58%
4,29%
18,42%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.12
ex_monthly0112.doc 14.01.2002 page 88
Index Options – Open Interest in contracts Open Interest S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
1.730.794 1.988.816 1.588.097
20.375 85.954 74.880
13.775 15.541 232.282
957.284 1.512.732 1.794.506
658.008 8.424.248 7.022.631
357.532 508.230 695.936
39.004 211.569 180.186
27.284 70.958 44.633
458.173 269.337 279.828
584.752 637.167 714.501
53.044 955.950 1.241.782
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.857.628 1.528.723 1.796.468 2.315.753
98.227 72.754 49.036 59.871
668.042 567.525 803.775 907.034
2.499.002 2.752.832 4.085.993 4.761.066
9.025.300 11.975.911 14.097.650 18.729.315
993.973 1.129.907 1.377.457 1.615.840
200.627 158.580 191.769 244.837
64.003 51.496 60.708 92.380
346.569 337.750 390.496 529.957
733.860 748.961 0 806.368
1.909.527 2.218.981 3.429.804 4.321.275
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
2.257.581 2.462.187 2.150.083 2.218.254 2.318.303 1.713.449 1.854.459 2.126.806 1.953.950 2.159.800 2.240.754 1.588.097 1.761.543 2.038.256 1.857.628 1.931.039 2.135.534 1.528.723 1.650.706 1.905.955 1.796.468 2.103.117 2.315.753 2.315.753
91.898 92.967 79.937 87.322 90.851 41.947 53.611 55.928 59.363 82.893 99.513 74.880 78.260 101.834 98.227 100.209 98.684 72.754 74.478 78.126 49.036 49.835 59.871 59.871
443.635 506.472 524.291 546.506 533.819 458.452 466.439 488.538 429.316 506.693 489.698 232.282 286.602 384.511 668.042 805.659 764.909 567.525 618.394 731.795 803.775 927.737 907.034 907.034
1.649.436 1.799.107 1.463.865 1.518.625 1.723.668 1.260.869 1.407.268 1.714.532 1.873.209 2.104.159 2.391.694 1.794.506 2.008.377 2.279.841 2.499.002 2.724.390 3.135.484 2.752.832 3.013.276 3.635.277 4.085.993 4.322.560 4.761.066 4.761.066
9.503.859 11.096.546 8.159.208 9.049.197 10.023.060 8.243.844 8.679.725 9.629.856 6.864.136 8.253.775 9.460.406 7.022.631 8.107.141 9.282.152 9.025.300 10.680.205 12.757.872 11.975.911 13.512.444 14.967.225 14.097.650 16.920.877 18.729.315 18.729.315
527.341 584.307 492.297 480.551 563.515 570.670 643.382 713.222 703.829 765.287 816.974 695.936 859.042 970.022 993.973 1.046.847 1.143.631 1.129.907 1.280.195 1.386.924 1.377.457 1.603.137 1.615.840 1.615.840
238.047 286.025 200.109 213.192 290.825 231.374 235.600 277.071 248.604 262.402 292.039 180.186 206.972 253.851 200.627 204.201 216.844 158.580 175.991 195.457 191.769 229.431 244.837 244.837
83.910 83.910 64.616 69.981 78.629 58.678 67.901 78.633 76.208 71.061 78.848 44.633 56.006 66.549 64.003 71.734 76.484 51.496 73.305 77.428 60.708 81.555 92.380 92.380
264.172 290.896 302.999 322.897 363.515 318.350 347.978 406.776 368.588 385.928 409.195 279.828 276.631 320.986 346.569 346.832 378.701 337.750 342.314 392.184 390.496 446.023 529.957 529.957
608.506 650.352 708.155 596.027 626.763 643.964 596.508 658.432 719.999 650.545 671.772 714.501 617.352 653.705 733.860 684.968 737.927 748.961 711.117 775.075 0 0 806.368 806.368
1.090.418 1.316.750 1.260.015 1.323.259 1.456.126 1.228.451 1.382.943 1.585.275 1.355.078 1.607.902 1.782.046 1.241.782 1.470.734 1.800.723 1.909.527 2.095.149 2.259.917 2.218.981 2.693.576 3.038.143 3.429.804 4.105.735 4.321.275 4.321.275
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
11,78% 11,99% 13,34% 12,82% 11,96% 11,45% 11,20% 11,23% 10,10% 9,33% 9,01% 7,10% 6,84% 7,01% 6,84% 6,83%
0,34% 0,32% 0,41% 0,49% 0,53% 0,54% 0,50% 0,56% 0,53% 0,48% 0,42% 0,34% 0,31% 0,29% 0,19% 0,16%
2,96% 2,75% 2,93% 3,01% 2,61% 1,67% 1,82% 2,12% 3,63% 3,89% 3,23% 2,63% 2,56% 2,69% 3,06% 3,01%
8,94% 9,67% 12,78% 12,49% 12,77% 12,94% 12,77% 12,56% 13,58% 13,17% 13,23% 12,78% 12,48% 13,37% 15,55% 14,04%
55,16% 54,30% 46,85% 48,98% 50,50% 50,63% 51,54% 51,13% 49,06% 51,62% 53,82% 55,59% 55,96% 55,06% 53,64% 54,96%
4,09% 4,02% 4,80% 4,54% 4,36% 5,02% 5,46% 5,34% 5,40% 5,06% 4,82% 5,24% 5,30% 5,10% 5,24% 5,21%
1,50% 1,56% 1,70% 1,56% 1,56% 1,30% 1,32% 1,40% 1,09% 0,99% 0,91% 0,74% 0,73% 0,72% 0,73% 0,75%
0,43% 0,44% 0,52% 0,42% 0,42% 0,32% 0,36% 0,37% 0,35% 0,35% 0,32% 0,24% 0,30% 0,28% 0,23% 0,26%
2,21% 2,29% 2,52% 2,29% 2,18% 2,02% 1,76% 1,77% 1,88% 1,68% 1,60% 1,57% 1,42% 1,44% 1,49% 1,45%
3,79% 3,71% 4,91% 3,86% 3,59% 5,15% 3,93% 3,60% 3,99% 3,31% 3,11% 3,48% 2,95% 2,85% 0,00% 0,00%
8,79% 8,94% 9,25% 9,54% 9,51% 8,95% 9,35% 9,92% 10,38% 10,13% 9,53% 10,30% 11,16% 11,18% 13,05% 13,33%
Nov
6,74%
0,17%
2,64%
13,85%
54,47%
4,70%
0,71%
0,27%
1,54%
2,35%
12,57%
2000 Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.13
ex_monthly0112.doc 14.01.2002 page 89
Pan European Index Futures – Volume in EUR million Volume in EUR million Euro Stoxx 50 Eurex 1998 Total 1999 Total 2000 Total
11.231 208.872 729.342
42,40% 84,16% 89,40%
2.930 12.482 17.465
11,06% 5,03% 2,14%
10.042 16.719 50.498
37,91% 6,74% 6,19%
Eurotop 100 Euronext A/ Liffe/Nymex 2.288 8.605 11.753
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
279.190 295.819 425.678 302.696
93,11% 94,35% 96,29% 97,07%
3.099 3.510 4.882 2.632
1,03% 1,12% 1,10% 0,84%
12.585 10.651 6.358 4.422
4,20% 3,40% 1,44% 1,42%
2.196 1.587 1.681 1.042
0,73% 0,51% 0,38% 0,33%
949 695 653 162
0,32% 0,22% 0,15% 0,05%
1.845 1.282 2.833 893
0,62% 0,41% 0,64% 0,29%
35.536 37.635 75.241 40.529 45.868 82.345 35.201 48.568 90.752 66.107 69.602 101.959 66.550 71.697 140.944 82.165 77.529 136.125 91.201 107.443 227.034 169.120 133.576 1.303.383
90,14% 89,74% 85,68% 87,77% 89,86% 87,89% 91,36% 93,12% 89,42% 89,91% 91,32% 89,60% 92,45% 94,41% 92,76% 96,13% 94,31% 93,33% 96,56% 96,94% 95,88% 97,06% 97,08% 95,32%
1.186 1.095 2.905 849 1.078 2.191 665 748 2.444 1.071 544 2.688 483 552 2.064 518 540 2.451 646 945 3.290 1.408 1.225 14.123
3,01% 2,61% 3,31% 1,84% 2,11% 2,34% 1,73% 1,43% 2,41% 1,46% 0,71% 2,36% 0,67% 0,73% 1,36% 0,61% 0,66% 1,68% 0,68% 0,85% 1,39% 0,81% 0,89% 1,03%
2.363 2.687 7.115 4.411 3.130 6.416 1.834 1.406 5.009 5.466 4.502 6.160 3.949 2.963 5.674 2.466 3.683 4.502 2.135 1.639 2.583 2.863 1.560 34.016
5,99% 6,41% 8,10% 9,55% 6,13% 6,85% 4,76% 2,70% 4,94% 7,43% 5,91% 5,41% 5,49% 3,90% 3,73% 2,88% 4,48% 3,09% 2,26% 1,48% 1,09% 1,64% 1,13% 2,49%
290 499 1.756 307 570 1.981 557 1.120 1.819 327 916 1.611 382 292 1.522 102 200 1.284 142 228 1.312 387 656 6.506
0,74% 1,19% 2,00% 0,67% 1,12% 2,11% 1,45% 2,15% 1,79% 0,44% 1,20% 1,42% 0,53% 0,38% 1,00% 0,12% 0,24% 0,88% 0,15% 0,21% 0,55% 0,22% 0,48% 0,48%
13 5 515 18 20 530 29 10 509 42 273 261 213 117 619 76 92 527 45 87 521 65 98 2.458
0,03% 0,01% 0,59% 0,04% 0,04% 0,57% 0,08% 0,02% 0,50% 0,06% 0,36% 0,23% 0,30% 0,15% 0,41% 0,09% 0,11% 0,36% 0,05% 0,08% 0,22% 0,04% 0,07% 0,18%
37 19 282 62 377 227 244 303 957 512 378 1.115 408 318 1.118 149 166 968 282 491 2.060 406 486 6.853
0,09% 0,05% 0,32% 0,13% 0,74% 0,24% 0,63% 0,58% 0,94% 0,70% 0,50% 0,98% 0,57% 0,42% 0,74% 0,17% 0,20% 0,66% 0,30% 0,44% 0,87% 0,23% 0,35% 0,50%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
3.500
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
8,64% 3,47% 1,44%
1.000 2.224
0,40% 0,27%
507 4.514
0,20% 0,55%
Volume in EUR million
3.000
Stoxx 50
MSCI Pan-Euro
Eurotop 100
2.500 2.000 1.500 1.000 500 0 Nov
6.3.14
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Pan European Index Futures – Traded Contracts Traded Contracts Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 Total 1999 Total 2000 Total
366.435 5.341.864 14.315.518
44,08% 84,67% 89,06%
94.771 326.136 355.801
11,40% 5,17% 2,21%
325.948 437.447 999.596
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
6.353.819 6.814.926 12.106.289 8.510.322
92,54% 94,05% 95,82% 96,92%
74.761 84.413 145.948 74.510
1,09% 1,16% 1,16% 0,85%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
751.259 737.668 1.425.519 788.420 886.895 1.546.547 669.558 940.738 1.736.308 1.344.965 1.401.564 2.086.077 1.397.602 1.592.822 3.363.395 1.926.561 1.734.788 3.153.577 2.253.441 2.770.211 7.082.637 4.889.137 3.621.185 33.785.356
90,36% 89,96% 85,42% 88,03% 89,51% 87,48% 90,99% 93,29% 88,39% 89,72% 90,78% 88,89% 91,92% 93,88% 92,18% 96,13% 94,07% 92,82% 96,35% 96,51% 95,38% 96,95% 96,90% 95,10%
25.828 22.929 57.826 17.238 21.839 43.417 13.266 14.984 48.602 22.095 11.304 56.473 10.683 12.812 51.266 12.674 12.663 59.076 16.600 25.373 103.975 40.894 33.616 379.632
3,11% 2,80% 3,46% 1,92% 2,20% 2,46% 1,80% 1,49% 2,47% 1,47% 0,73% 2,41% 0,70% 0,76% 1,41% 0,63% 0,69% 1,74% 0,71% 0,88% 1,40% 0,81% 0,90% 1,07%
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
39,21% 6,93% 6,22%
Eurotop 100 Euronext A/ Liffe/Nymex 44.082 139.552 159.060
5,30% 2,21% 0,99%
41.746 77.140
0,66% 0,48%
22.172 166.135
0,35% 1,03%
287.706 239.408 174.331 124.920
4,19% 3,30% 1,38% 1,42%
34.304 24.839 31.636 18.981
0,50% 0,34% 0,25% 0,22%
38.248 28.412 33.609 7.909
0,56% 0,39% 0,27% 0,09%
77.078 53.946 142.889 43.677
1,12% 0,74% 1,13% 0,50%
48.173 51.839 135.539 83.158 60.181 124.690 35.797 27.172 101.905 108.086 93.978 129.078 83.537 68.597 135.572 54.490 83.202 101.716 52.191 43.778 78.362 82.297 42.623 826.365
5,79% 6,32% 8,12% 9,29% 6,07% 7,05% 4,86% 2,69% 5,19% 7,21% 6,09% 5,50% 5,49% 4,04% 3,72% 2,72% 4,51% 2,99% 2,23% 1,53% 1,06% 1,63% 1,14% 2,33%
4.178 6.739 23.040 4.012 7.618 26.953 7.448 14.509 24.641 4.276 12.824 22.822 5.390 4.521 24.393 1.535 3.034 20.270 2.323 3.990 25.323 7.195 11.786 109.760
0,50% 0,82% 1,38% 0,45% 0,77% 1,52% 1,01% 1,44% 1,25% 0,29% 0,83% 0,97% 0,35% 0,27% 0,67% 0,08% 0,16% 0,60% 0,10% 0,14% 0,34% 0,14% 0,32% 0,31%
486 165 17.052 596 674 18.056 997 335 17.847 1.414 9.930 9.588 7.709 4.688 25.851 2.936 3.657 21.819 1.937 4.024 27.648 3.252 4.657 108.178
0,06% 0,02% 1,02% 0,07% 0,07% 1,02% 0,14% 0,03% 0,91% 0,09% 0,64% 0,41% 0,51% 0,28% 0,71% 0,15% 0,20% 0,64% 0,08% 0,14% 0,37% 0,06% 0,12% 0,30%
1.452 690 9.923 2.174 13.633 8.324 8.804 10.659 35.140 18.188 14.372 42.776 15.518 13.251 48.309 6.017 6.779 41.150 12.360 23.117 107.412 20.337 23.340 317.590
0,17% 0,08% 0,59% 0,24% 1,38% 0,47% 1,20% 1,06% 1,79% 1,21% 0,93% 1,82% 1,02% 0,78% 1,32% 0,30% 0,37% 1,21% 0,53% 0,81% 1,45% 0,40% 0,62% 0,89%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.15
14.01.2002 page 90
Pan European Index Futures – Value of Open Interest in EUR million
1999 End 2000 End
6.3.16
ex_monthly0112.doc
Value of Open Interest in EUR million Euro Stoxx 50 Share Eurex 15.020 84,21% 22.647 86,28%
Stoxx 50 Eurex 969 946
Share 5,43% 3,60%
Euro Stoxx 50 Euronext P 769 1.233
Share 4,31% 4,70%
Eurotop 100 Euronext A/ 819 864
Share 4,59% 3,29%
MSCI Euro LIFFE 226 70
Share 1,27% 0,27%
MSCI Pan-Euro Liffe 33 488
Share 0,19% 1,86%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
24.101 27.115 29.129 39.336
90,00% 91,85% 92,46% 92,11%
764 805 1.083 1.332
2,85% 2,73% 3,44% 3,12%
800 530 269 664
2,99% 1,80% 0,85% 1,55%
561 463 473 781
2,10% 1,57% 1,50% 1,83%
109 177 116 113
0,41% 0,60% 0,37% 0,26%
444 429 434 478
1,66% 1,45% 1,38% 1,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
15.618 19.783 17.617 20.875 23.169 21.265 23.190 29.973 24.193 25.592 24.640 22.647 26.246 29.807 24.101 28.510 29.529 27.115 29.764 30.763 29.129 32.839 39.336 39.336
83,24% 85,23% 84,80% 86,08% 84,58% 86,74% 86,66% 87,86% 86,45% 84,18% 83,80% 86,28% 86,76% 88,08% 90,00% 90,31% 89,54% 91,85% 91,94% 91,76% 92,46% 91,81% 92,11% 92,11%
1.189 1.265 1.007 1.053 1.047 738 807 1.012 945 1.157 1.060 946 947 891 764 876 936 805 811 919 1.083 1.275 1.332 1.332
6,34% 5,45% 4,85% 4,34% 3,82% 3,01% 3,02% 2,97% 3,38% 3,80% 3,60% 3,60% 3,13% 2,63% 2,85% 2,77% 2,84% 2,73% 2,50% 2,74% 3,44% 3,56% 3,12% 3,12%
882 995 1.281 1.383 1.971 1.258 1.202 1.446 1.365 1.998 2.257 1.233 1.690 1.862 800 1.035 1.203 530 675 725 269 453 664 664
4,70% 4,29% 6,17% 5,70% 7,19% 5,13% 4,49% 4,24% 4,88% 6,57% 7,68% 4,70% 5,59% 5,50% 2,99% 3,28% 3,65% 1,80% 2,09% 2,16% 0,85% 1,27% 1,55% 1,55%
804 858 567 613 884 917 1.048 1.245 1.033 1.089 1.009 864 799 717 561 613 683 463 495 494 473 666 781 781
4,28% 3,70% 2,73% 2,53% 3,23% 3,74% 3,92% 3,65% 3,69% 3,58% 3,43% 3,29% 2,64% 2,12% 2,10% 1,94% 2,07% 1,57% 1,53% 1,47% 1,50% 1,86% 1,83% 1,83%
230 255 238 238 233 241 241 249 249 256 88 70 122 161 109 107 145 177 181 122 116 114 113 113
1,23% 1,10% 1,15% 0,98% 0,85% 0,98% 0,90% 0,73% 0,89% 0,84% 0,30% 0,27% 0,40% 0,48% 0,41% 0,34% 0,44% 0,60% 0,56% 0,36% 0,37% 0,32% 0,26% 0,26%
40 57 64 89 89 99 272 190 201 310 349 488 445 402 444 429 481 429 447 501 434 423 478 478
0,21% 0,24% 0,31% 0,37% 0,33% 0,40% 1,02% 0,56% 0,72% 1,02% 1,19% 1,86% 1,47% 1,19% 1,66% 1,36% 1,46% 1,45% 1,38% 1,49% 1,38% 1,18% 1,12% 1,12%
Pan European Index Futures – Open Interest in contracts Open Interest Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
59.626 302.933 470.624
75,21% 84,31% 85,49%
13.113 20.302 20.614
16,54% 5,65% 3,74%
525 15.684 25.845
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
582.759 631.774 876.743 1.072.797
89,24% 90,74% 91,79% 91,65%
19.155 19.731 32.399 37.292
2,93% 2,83% 3,39% 3,19%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
333.212 379.518 336.356 392.889 444.694 409.092 448.415 577.904 486.821 500.304 512.136 470.624 545.628 691.828 582.759 630.876 667.970 631.774 724.281 819.843 876.743 942.570 1.072.797 1.072.797
83,57% 85,15% 84,48% 85,69% 84,47% 86,54% 86,22% 88,00% 86,39% 83,92% 83,59% 85,49% 85,97% 87,50% 89,24% 89,54% 88,74% 90,74% 90,91% 90,85% 91,79% 91,37% 91,65% 91,65%
26.291 25.842 19.891 20.588 21.157 15.136 16.488 20.106 19.525 23.110 22.907 20.614 20.757 21.770 19.155 20.376 22.024 19.731 20.574 25.293 32.399 36.653 37.292 37.292
6,59% 5,80% 5,00% 4,49% 4,02% 3,20% 3,17% 3,06% 3,46% 3,88% 3,74% 3,74% 3,27% 2,75% 2,93% 2,89% 2,93% 2,83% 2,58% 2,80% 3,39% 3,55% 3,19% 3,19%
1998 End 1999 End 2000 End
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
0,66% 4,37% 4,69%
Eurotop 100 Euronext A/ Liffe/Nymex 6.011 11.162 12.110
7,58% 3,11% 2,20%
8.027 2.586
2,23% 0,47%
1.200 18.717
0,33% 3,40%
19.111 11.980 8.161 18.144
2,93% 1,72% 0,85% 1,55%
8.253 7.225 9.126 14.003
1,26% 1,04% 0,96% 1,20%
4.564 7.317 6.146 5.402
0,70% 1,05% 0,64% 0,46%
19.178 18.255 22.624 22.929
2,94% 2,62% 2,37% 1,96%
17.979 19.198 24.403 26.079 37.889 24.443 23.460 27.943 27.780 39.513 47.117 25.845 35.759 43.116 19.111 22.878 27.180 11.980 16.507 19.346 8.161 13.024 18.144 18.144
4,51% 4,31% 6,13% 5,69% 7,20% 5,17% 4,51% 4,26% 4,93% 6,63% 7,69% 4,69% 5,63% 5,45% 2,93% 3,25% 3,61% 1,72% 2,07% 2,14% 0,85% 1,26% 1,55% 1,55%
11.175 10.635 7.343 7.904 11.563 12.209 13.664 15.711 13.274 13.538 14.045 12.110 11.147 10.752 8.253 8.968 10.103 7.225 8.021 8.655 9.126 12.397 14.003 14.003
2,80% 2,39% 1,84% 1,72% 2,20% 2,58% 2,63% 2,39% 2,36% 2,27% 2,29% 2,20% 1,76% 1,36% 1,26% 1,27% 1,34% 1,04% 1,01% 0,96% 0,96% 1,20% 1,20% 1,20%
8.503 8.443 7.900 7.900 7.900 8.220 8.217 8.335 8.732 8.732 3.206 2.586 4.427 6.491 4.564 4.137 5.789 7.317 7.717 5.672 6.146 5.726 5.402 5.402
2,13% 1,89% 1,98% 1,72% 1,50% 1,74% 1,58% 1,27% 1,55% 1,46% 0,52% 0,47% 0,70% 0,82% 0,70% 0,59% 0,77% 1,05% 0,97% 0,63% 0,64% 0,56% 0,46% 0,46%
1.557 2.058 2.247 3.139 3.218 3.619 9.817 6.695 7.390 11.003 13.278 18.717 16.932 16.725 19.178 17.333 19.698 18.255 19.599 23.564 22.624 21.191 22.929 22.929
0,39% 0,46% 0,56% 0,68% 0,61% 0,77% 1,89% 1,02% 1,31% 1,85% 2,17% 3,40% 2,67% 2,12% 2,94% 2,46% 2,62% 2,62% 2,46% 2,61% 2,37% 2,05% 1,96% 1,96%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.17
ex_monthly0112.doc 14.01.2002 page 91
Index Futures – Volume in EUR million Volume in EUR million S&P 500 Nasdaq 100 CME CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 Total 1999 Total 2000 Total
9.408.247 8.481.568 8.640.846
127.697 569.787 1.955.387
274.661 386.665 414.175
1.773.056 1.718.259 2.067.438
723.861 969.548 1.139.586
813.098 839.404 1.056.276
981.994 905.842 985.464
481.511 513.897 454.305
400.905 290.683 225.189
308.648 330.735 352.423
21.273 225.591 779.840
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
2.033.435 1.961.345 1.691.057 1.055.764
319.841 324.588 190.777 1.195.912
133.688 146.657 140.410 93.950
554.632 474.731 527.843 325.787
277.827 287.291 290.345 194.809
267.969 266.520 284.822 177.360
234.711 206.471 198.978 134.312
105.300 97.035 88.634 61.286
52.994 55.021 63.190 34.018
92.171 82.524 54.549 31.099
291.775 306.470 432.036 307.118
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
687.849 679.035 1.159.076 657.579 638.006 848.522 416.449 580.510 873.937 707.994 616.626 775.264 565.886 547.398 920.151 570.639 613.946 776.761 455.985 496.028 739.044 518.172 537.592 6.741.600
128.668 162.149 265.059 208.363 163.973 168.520 115.655 142.616 180.081 189.861 115.071 115.372 117.056 86.054 116.731 103.916 103.768 116.905 71.027 59.555 60.195 600.802 595.111 2.031.119
36.278 35.766 53.970 37.792 32.289 29.606 24.445 26.729 33.306 41.324 31.890 30.780 32.064 35.241 66.384 49.684 48.747 48.226 38.486 44.796 57.128 52.494 41.456 514.705
221.730 218.446 302.066 129.412 142.659 172.023 108.963 112.847 192.590 150.893 150.571 165.238 133.686 167.341 253.605 143.539 149.437 181.755 149.591 163.416 214.836 171.916 153.871 1.882.993
97.977 103.367 103.977 96.801 99.865 96.226 78.683 79.701 105.422 105.020 84.725 87.822 92.666 78.849 106.311 94.570 89.787 102.934 97.519 78.787 114.040 108.607 86.202 1.050.272
69.226 101.768 137.989 63.762 73.649 112.371 55.198 63.303 134.302 79.687 67.216 97.803 75.185 60.807 131.977 63.676 70.125 132.719 68.669 67.713 148.440 97.218 80.142 996.670
95.693 103.939 117.307 75.752 88.586 82.897 55.359 51.641 83.414 86.110 77.136 67.631 68.168 66.002 100.541 61.966 66.302 78.203 61.700 50.937 86.341 73.005 61.308 774.472
47.645 55.343 47.827 36.165 40.444 33.822 27.341 29.401 36.251 36.249 34.636 29.181 37.232 30.500 37.568 33.013 32.689 31.332 31.571 25.919 31.144 31.261 30.024 352.255
18.163 16.814 30.950 15.667 16.380 24.209 13.076 12.783 26.158 12.468 12.979 25.541 11.857 10.182 30.954 12.437 13.430 29.154 12.481 15.556 35.153 17.463 16.555 205.224
31.322 33.067 30.626 28.938 26.926 24.893 23.431 25.553 30.589 38.094 30.968 28.013 30.400 27.756 34.015 28.919 29.400 24.205 27.939 26.610 0 0 31.099 260.343
37.898 40.321 82.356 44.940 48.998 88.761 37.035 49.974 95.761 71.573 74.104 108.120 70.498 74.659 146.618 84.631 81.211 140.627 93.336 109.082 229.617 171.983 135.135 1.337.399
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
45,83% 46,20% 47,31% 45,76% 47,27% 46,71% 41,14% 43,57% 43,07% 28,12% 30,40%
9,48% 7,26% 6,00% 8,33% 7,99% 7,03% 6,41% 5,23% 3,51% 32,60% 33,65%
2,60% 2,97% 3,41% 3,98% 3,75% 2,90% 3,47% 3,93% 3,33% 2,85% 2,34%
10,83% 14,12% 13,04% 11,51% 11,51% 10,93% 13,50% 14,35% 12,52% 9,33% 8,70%
7,51% 6,66% 5,47% 7,58% 6,91% 6,19% 8,80% 6,92% 6,65% 5,89% 4,87%
6,09% 5,13% 6,79% 5,11% 5,40% 7,98% 6,20% 5,95% 8,65% 5,28% 4,53%
5,52% 5,57% 5,17% 4,97% 5,10% 4,70% 5,57% 4,47% 5,03% 3,96% 3,47%
3,02% 2,57% 1,93% 2,65% 2,52% 1,88% 2,85% 2,28% 1,82% 1,70% 1,70%
0,96% 0,86% 1,59% 1,00% 1,03% 1,75% 1,13% 1,37% 2,05% 0,95% 0,94%
2,46% 2,34% 1,75% 2,32% 2,26% 1,46% 2,52% 2,34% 0,00% 0,00% 1,76%
5,71% 6,30% 7,54% 6,79% 6,25% 8,46% 8,42% 9,58% 13,38% 9,33% 7,64%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
300.000
Volume in EUR million DAX
250.000
200.000
150.000
100.000
50.000
0
Euro Stoxx 50
FTSE 100
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.18
ex_monthly0112.doc 14.01.2002 page 92
Index Futures – Traded Contracts
1998 Total 1999 Total 2000 Total st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Traded Contracts S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
31.430.523 27.003.387 22.467.859
1.063.328 2.360.938 5.094.042
3.567.512 3.896.086 3.572.441
6.937.139 12.876.982 11.524.330
16.443.276 20.959.158 18.249.903
6.955.096 8.704.574 10.142.828
5.896.316 5.094.312 4.259.350
8.627.365 5.101.588 4.200.346
4.445.396 6.515.036 4.586.219
3.424.558 2.926.552 2.674.824
692.383 5.779.311 15.315.114
5.963.707 5.431.630 5.505.531 3.452.856
1.489.744 1.527.665 1.209.130 7.306.529
1.175.051 1.178.973 1.319.933 898.094
3.562.164 3.133.179 4.232.052 2.729.701
5.066.006 5.292.866 6.393.467 4.427.566
2.870.846 2.794.951 3.430.415 2.162.197
1.147.274 1.065.778 1.217.525 862.394
1.090.977 1.035.190 1.109.597 761.053
1.080.815 1.138.646 1.522.642 804.783
774.437 706.047 508.673 315.621
6.641.525 7.054.334 12.280.620 8.635.242
1.915.082 1.916.615 2.956.434 1.651.429 1.684.882 2.225.780 1.078.879 1.358.481 2.148.781 1.681.275 1.636.021 2.214.200 1.551.992 1.630.794 2.780.921 1.624.237 1.653.002 2.154.391 1.319.733 1.597.503 2.588.295 1.761.172 1.691.684 20.353.724
349.813 366.408 575.942 503.570 462.654 427.099 296.944 310.549 445.334 490.863 400.412 464.454 422.811 416.445 650.488 498.026 487.334 542.305 369.731 369.845 469.554 3.964.169 3.342.360 11.533.068
321.846 340.483 472.204 321.062 287.804 270.308 215.292 211.614 276.121 319.636 267.071 269.000 275.834 310.088 589.129 411.497 377.620 389.856 320.535 410.917 588.481 520.885 377.209 4.572.051
1.276.544 1.158.482 1.548.922 701.950 794.365 946.595 600.311 623.552 1.089.200 894.111 884.275 1.006.023 810.758 1.038.170 1.713.236 965.515 969.542 1.198.122 1.019.878 1.200.668 2.011.506 1.493.367 1.236.334 13.657.096
1.731.095 1.669.650 1.654.093 1.507.864 1.554.020 1.492.683 1.202.641 1.202.956 1.682.270 1.641.538 1.429.214 1.481.879 1.544.830 1.469.021 2.052.155 1.676.769 1.646.202 1.969.895 1.917.576 1.680.123 2.795.768 2.501.726 1.925.840 21.179.905
663.275 997.173 1.266.549 592.437 723.483 1.119.847 535.911 582.118 1.277.257 725.905 670.391 988.482 763.607 656.678 1.450.561 661.532 721.199 1.412.220 763.928 795.327 1.871.160 1.194.076 968.121 11.258.409
462.472 419.277 481.314 331.155 385.718 354.745 238.467 215.291 368.037 361.595 331.890 309.389 303.218 328.344 515.712 302.736 341.132 421.910 335.891 294.121 587.513 476.034 386.360 4.292.971
439.725 439.725 400.732 315.361 378.384 319.640 259.606 270.114 331.060 349.793 375.886 320.320 368.049 319.330 403.598 338.217 344.071 352.902 372.297 311.481 425.819 402.112 358.941 3.996.817
400.773 383.871 698.220 330.689 336.367 481.664 253.877 239.033 494.709 243.466 241.732 481.818 226.814 200.345 653.656 268.564 271.124 598.958 270.895 350.763 900.984 423.450 381.333 4.546.886
255.738 248.896 231.214 218.768 205.389 185.179 175.337 185.296 231.206 279.876 238.248 219.677 237.504 232.336 304.597 243.799 251.219 211.029 254.585 254.088 0 0 315.621 2.304.778
799.432 789.507 1.561.058 871.578 947.076 1.671.237 705.355 967.910 1.838.213 1.453.051 1.495.542 2.215.155 1.481.139 1.661.419 3.498.967 1.981.051 1.817.990 3.255.293 2.305.632 2.813.989 7.160.999 4.971.434 3.663.808 34.611.721
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
22,23% 21,95% 24,96% 22,48% 21,71% 23,44% 19,40% 22,03% 21,10% 19,92% 20,53% 22,21% 19,43% 19,74% 19,03% 18,10% 18,61% 17,23% 14,27% 15,85% 13,34% 9,95% 11,55%
4,06% 4,20% 4,86% 6,86% 5,96% 4,50% 5,34% 5,04% 4,37% 5,82% 5,02% 4,66% 5,29% 5,04% 4,45% 5,55% 5,49% 4,34% 4,00% 3,67% 2,42% 22,39% 22,82%
3,74% 3,90% 3,99% 4,37% 3,71% 2,85% 3,87% 3,43% 2,71% 3,79% 3,35% 2,70% 3,45% 3,75% 4,03% 4,59% 4,25% 3,12% 3,46% 4,08% 3,03% 2,94% 2,58%
14,82% 13,27% 13,07% 9,56% 10,24% 9,97% 10,79% 10,11% 10,70% 10,59% 11,09% 10,09% 10,15% 12,56% 11,72% 10,76% 10,92% 9,58% 11,02% 11,91% 10,37% 8,43% 8,44%
20,09% 19,13% 13,96% 20,53% 20,03% 15,72% 21,62% 19,51% 16,52% 19,45% 17,93% 14,86% 19,34% 17,78% 14,04% 18,69% 18,54% 15,75% 20,73% 16,67% 14,41% 14,13% 13,15%
7,70% 11,42% 10,69% 8,06% 9,32% 11,79% 9,63% 9,44% 12,54% 8,60% 8,41% 9,91% 9,56% 7,95% 9,93% 7,37% 8,12% 11,29% 8,26% 7,89% 9,65% 6,74% 6,61%
5,37% 4,80% 4,06% 4,51% 4,97% 3,74% 4,29% 3,49% 3,61% 4,28% 4,16% 3,10% 3,80% 3,97% 3,53% 3,37% 3,84% 3,37% 3,63% 2,92% 3,03% 2,69% 2,64%
5,10% 5,04% 3,38% 4,29% 4,88% 3,37% 4,67% 4,38% 3,25% 4,14% 4,72% 3,21% 4,61% 3,86% 2,76% 3,77% 3,87% 2,82% 4,02% 3,09% 2,19% 2,27% 2,45%
4,65% 4,40% 5,89% 4,50% 4,33% 5,07% 4,56% 3,88% 4,86% 2,88% 3,03% 4,83% 2,84% 2,42% 4,47% 2,99% 3,05% 4,79% 2,93% 3,48% 4,64% 2,39% 2,60%
AEX Euro STOXX 50 Euronext A Eurex/Euronext
AEX Euro STOXX 50 Euronext A Eurex/Euronext 2,97% 2,85% 1,95% 2,98% 2,65% 1,95% 3,15% 3,00% 2,27% 3,32% 2,99% 2,20% 2,97% 2,81% 2,08% 2,72% 2,83% 1,69% 2,75% 2,52% 0,00% 0,00% 2,15%
9,28% 9,04% 13,18% 11,86% 12,20% 17,60% 12,68% 15,70% 18,05% 17,21% 18,76% 22,22% 18,55% 20,11% 23,94% 22,08% 20,47% 26,03% 24,92% 27,92% 36,91% 28,07% 25,01%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.19
ex_monthly0112.doc 14.01.2002 page 93
Index Futures – Value of Open Interest in EUR million Value of Open Interest in EUR million S&P 500 Nasdaq 100 Dow Jones IA CME CME CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
99.382 135.047 166.105
1.132 8.629 10.452
1.229 1.317 2.185
14.372 23.680 26.051
8.216 12.881 18.337
16.285 21.361 25.528
4.344 3.916 3.930
4.278 6.513 4.522
5.086 5.830 6.503
4.158 5.070 4.384
2.040 15.789 23.881
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
164.506 172.590 148.998 175.168
10.676 10.321 6.508 11.070
3.177 2.998 2.858 3.161
51.835 19.852 15.527 21.966
18.257 21.690 22.281 24.901
28.949 30.888 26.191 33.270
4.668 4.636 2.061 2.904
4.314 5.044 3.816 4.315
5.905 7.150 5.474 6.208
3.500 4.379 0 4.666
24.901 27.645 29.398 39.999
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
133.541 137.622 146.292 152.101 150.823 142.275 149.274 175.361 160.704 180.352 180.142 166.105 176.373 172.591 164.506 174.569 187.937 172.590 170.857 161.909 148.998 156.079 175.168 175.168
12.469 15.678 14.919 15.437 13.766 11.378 12.330 16.667 11.646 16.205 14.732 10.452 12.311 11.082 10.676 10.870 10.547 10.321 10.354 8.868 6.508 8.678 11.070 11.070
1.570 2.266 1.822 2.225 2.283 1.466 1.770 2.170 1.420 2.379 2.583 2.185 2.625 2.905 3.177 3.898 4.212 2.998 3.519 3.928 2.858 3.214 3.161 3.161
31.583 54.820 65.601 71.238 76.266 25.227 29.367 31.393 26.764 30.579 31.583 26.051 33.126 51.390 51.835 57.823 58.977 19.852 20.601 20.995 15.527 18.858 21.966 21.966
11.942 13.353 13.355 14.305 17.864 19.304 20.816 20.757 20.738 21.765 18.530 18.337 20.145 16.563 18.257 21.886 20.014 21.690 23.318 22.472 22.281 24.876 24.901 24.901
21.859 23.741 22.270 23.361 24.592 26.239 28.312 33.025 26.620 26.349 27.666 25.528 27.264 28.148 28.949 32.384 35.786 30.888 31.903 29.984 26.191 29.536 33.270 33.270
4.321 6.618 4.102 4.644 6.133 5.807 5.763 6.259 4.554 4.608 5.894 3.930 4.511 4.332 4.668 5.831 6.700 4.636 3.954 3.946 2.061 2.376 2.904 2.904
5.583 6.485 5.439 5.142 4.692 4.815 4.837 4.997 5.601 5.179 4.723 4.522 4.529 3.993 4.314 4.985 4.775 5.044 4.562 4.346 3.816 4.215 4.315 4.315
6.261 6.848 6.147 6.169 7.215 5.843 7.664 7.557 6.298 7.173 8.252 6.503 6.841 7.223 5.905 6.867 8.114 7.150 6.976 7.267 5.474 6.340 6.208 6.208
5.491 6.051 5.429 4.969 5.679 5.270 4.596 4.901 6.006 6.191 4.975 4.384 4.083 4.457 3.500 3.470 4.073 4.379 4.060 4.236 0 0 4.666 4.666
16.500 20.778 18.899 22.259 25.139 22.522 24.391 31.419 25.559 27.590 26.897 23.881 27.936 31.669 24.901 29.546 30.732 27.645 30.439 31.488 29.398 33.292 39.999 39.999
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
55,16% 51,62% 51,30% 49,58% 50,54% 56,18% 55,02% 54,07% 56,63% 54,30% 53,47%
3,85% 3,31% 3,33% 3,09% 2,84% 3,36% 3,33% 2,96% 2,47% 3,02% 3,38%
0,82% 0,87% 0,99% 1,11% 1,13% 0,98% 1,13% 1,31% 1,09% 1,12% 0,96%
10,36% 15,37% 16,16% 16,42% 15,86% 6,46% 6,63% 7,01% 5,90% 6,56% 6,70%
6,30% 4,95% 5,69% 6,22% 5,38% 7,06% 7,51% 7,50% 8,47% 8,65% 7,60%
8,53% 8,42% 9,03% 9,20% 9,62% 10,05% 10,27% 10,01% 9,95% 10,27% 10,15%
1,41% 1,30% 1,46% 1,66% 1,80% 1,51% 1,27% 1,32% 0,78% 0,83% 0,89%
1,42% 1,19% 1,35% 1,42% 1,28% 1,64% 1,47% 1,45% 1,45% 1,47% 1,32%
2,14% 2,16% 1,84% 1,95% 2,18% 2,33% 2,25% 2,43% 2,08% 2,21% 1,89%
1,28% 1,33% 1,09% 0,99% 1,10% 1,43% 1,31% 1,41% 0,00% 0,00% 1,42%
8,74% 9,47% 7,76% 8,39% 8,26% 9,00% 9,80% 10,52% 11,17% 11,58% 12,21%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
70.000
Value of Open Interest in EUR million DAX
60.000
Euro Stoxx 50
FTSE 100
50.000 40.000 30.000 20.000 10.000 0 Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.20
ex_monthly0112.doc 14.01.2002 page 94
Index Futures – Open Interest Open Interest S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
379.062 369.941 474.405
7.224 23.416 42.077
15.688 11.523 19.094
55.492 134.707 160.198
273.387 216.191 309.416
194.586 191.839 258.013
23.927 18.216 17.979
72.363 55.949 49.640
113.650 123.273 119.945
42.547 37.757 34.379
60.151 318.617 496.469
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
497.178 478.688 521.824 551.215
59.494 47.878 50.764 62.172
28.198 24.232 29.442 28.763
355.872 129.762 143.971 176.099
352.424 415.097 546.243 556.321
318.180 328.667 330.147 401.908
23.945 25.013 14.026 18.304
46.345 56.810 52.174 51.586
126.327 149.139 135.265 146.054
31.343 38.179 0 47.359
601.870 643.754 884.904 1.090.941
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
371.800 388.445 373.144 381.983 398.302 373.206 386.719 410.372 395.128 428.282 477.950 474.405 483.718 514.179 497.178 496.883 506.006 478.688 494.503 521.444 521.824 530.483 551.215 551.215
33.900 35.428 32.417 37.308 38.841 28.837 31.658 36.292 28.799 41.896 51.264 42.077 44.466 53.631 59.494 52.095 49.531 47.878 53.896 55.070 50.764 57.256 62.172 62.172
13.930 21.571 15.940 18.903 20.349 13.385 15.590 17.181 11.769 18.405 21.630 19.094 22.580 25.559 28.198 32.288 32.627 24.232 29.309 36.030 29.442 31.888 28.763 28.763
184.013 284.606 345.033 381.909 427.837 145.180 161.501 172.900 155.675 171.480 196.984 160.198 194.627 329.833 355.872 368.134 383.075 129.762 139.815 161.377 143.971 164.637 176.099 176.099
210.999 215.691 212.461 222.834 277.977 299.449 318.164 313.297 330.923 340.207 312.574 309.416 335.833 308.587 352.424 388.045 366.940 415.097 458.520 479.214 546.243 573.004 556.321 556.321
209.438 232.625 204.408 217.058 241.578 261.487 274.877 303.687 253.169 240.022 275.927 258.013 276.908 303.981 318.180 336.433 368.046 328.667 354.910 352.174 330.147 362.775 401.908 401.908
20.511 26.695 17.569 20.303 26.705 24.849 24.826 26.092 20.095 19.352 25.359 17.979 20.064 21.550 23.945 28.486 34.471 25.013 21.525 22.783 14.026 15.490 18.304 18.304
51.528 51.528 45.574 44.840 43.897 45.504 45.933 45.905 51.152 49.979 51.259 49.640 44.775 41.801 46.345 51.069 50.256 56.810 53.803 52.226 52.174 54.223 51.586 51.586
144.882 158.819 132.343 130.071 146.553 116.444 147.090 141.836 121.392 136.313 155.336 119.945 129.841 144.103 126.327 144.197 164.276 149.139 152.899 167.282 135.265 152.883 146.054 146.054
44.836 45.549 40.984 37.564 43.320 39.200 34.395 35.540 45.399 45.482 38.277 34.379 31.896 37.309 31.343 29.257 34.799 38.179 36.997 40.449 0 0 47.359 47.359
351.191 398.716 360.759 418.968 482.583 433.535 471.875 605.847 514.601 539.817 559.253 496.469 581.387 734.944 601.870 653.754 695.150 643.754 740.788 839.189 884.904 955.594 1.090.941 1.090.941
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
22,71% 20,89% 20,96% 19,98% 18,54% 20,95% 20,22% 19,46% 20,49% 21,08% 22,07% 23,94% 22,33% 20,44% 20,37% 19,25% 18,84% 20,48% 19,49% 19,12% 19,26% 18,30% 17,61%
2,07% 1,91% 1,82% 1,95% 1,81% 1,62% 1,66% 1,72% 1,49% 2,06% 2,37% 2,12% 2,05% 2,13% 2,44% 2,02% 1,84% 2,05% 2,12% 2,02% 1,87% 1,98% 1,99%
0,85% 1,16% 0,90% 0,99% 0,95% 0,75% 0,82% 0,81% 0,61% 0,91% 1,00% 0,96% 1,04% 1,02% 1,16% 1,25% 1,22% 1,04% 1,16% 1,32% 1,09% 1,10% 0,92%
11,24% 15,30% 19,38% 19,98% 19,92% 8,15% 8,44% 8,20% 8,07% 8,44% 9,10% 8,08% 8,99% 13,11% 14,58% 14,27% 14,27% 5,55% 5,51% 5,92% 5,32% 5,68% 5,62%
12,89% 11,60% 11,93% 11,66% 12,94% 16,81% 16,63% 14,86% 17,16% 16,75% 14,43% 15,61% 15,50% 12,27% 14,44% 15,04% 13,67% 17,76% 18,07% 17,57% 20,17% 19,77% 17,77%
12,79% 12,51% 11,48% 11,35% 11,25% 14,68% 14,37% 14,40% 13,13% 11,82% 12,74% 13,02% 12,78% 12,08% 13,03% 13,04% 13,71% 14,06% 13,99% 12,91% 12,19% 12,52% 12,84%
1,25% 1,44% 0,99% 1,06% 1,24% 1,40% 1,30% 1,24% 1,04% 0,95% 1,17% 0,91% 0,93% 0,86% 0,98% 1,10% 1,28% 1,07% 0,85% 0,84% 0,52% 0,53% 0,58%
3,15% 2,77% 2,56% 2,35% 2,04% 2,55% 2,40% 2,18% 2,65% 2,46% 2,37% 2,51% 2,07% 1,66% 1,90% 1,98% 1,87% 2,43% 2,12% 1,91% 1,93% 1,87% 1,65%
8,85% 8,54% 7,43% 6,80% 6,82% 6,54% 7,69% 6,73% 6,30% 6,71% 7,17% 6,05% 5,99% 5,73% 5,17% 5,59% 6,12% 6,38% 6,03% 6,13% 4,99% 5,28% 4,67%
2,74% 2,45% 2,30% 1,96% 2,02% 2,20% 1,80% 1,69% 2,35% 2,24% 1,77% 1,73% 1,47% 1,48% 1,28% 1,13% 1,30% 1,63% 1,46% 1,48% 0,00% 0,00% 1,51%
21,45% 21,44% 20,26% 21,92% 22,47% 24,34% 24,67% 28,73% 26,69% 26,58% 25,82% 25,05% 26,84% 29,22% 24,65% 25,33% 25,89% 27,54% 29,20% 30,77% 32,67% 32,97% 34,85%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4
Equity Options
6.4.1
Traded Contracts – Part I Eurex
Amex
ex_monthly0112.doc 14.01.2002 page 95
CBOE
Share
Share
ASX Share
Liffe Share
Euronext Paris
OM
Share
Share
Share
Total Total Total Total
42.695.173 60.958.770 64.805.177 89.237.816
18,53% 18,93% 15,59% 15,58%
91.033.731
13,34%
116.031.496 146.302.288 197.816.825 278.920.392
50,36% 45,44% 47,60% 48,71%
-
-
4.295.877 3.307.913 3.601.383 5.484.873
1,86% 1,03% 0,87% 0,96%
4.955.735 2,15% 28.953.142 8,99% 68.095.743 16,39% 89.434.383 15,62%
21.901.652 25.270.382 29.852.354 32.946.672
9,51% 7,85% 7,18% 5,75%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
32.404.122 37.076.529 30.193.986 24.624.202
13,87% 16,57% 14,93% 14,35%
51.040.724 45.874.368 31.295.468 29.755.383
21,85% 20,50% 15,48% 17,34%
68.364.200 63.347.018 50.803.959 38.203.862
29,27% 28,31% 25,13% 22,26%
0 1.290.099 3.599.173 2.359.145
0,00% 0,58% 1,78% 1,37%
2.476.436 2.063.335 2.916.532 2.688.598
1,06% 0,92% 1,44% 1,57%
34.364.923 36.933.853 48.127.303 45.518.430
14,71% 16,51% 23,80% 26,52%
10.118.029 8.558.909 8.023.156 7.892.035
4,33% 3,83% 3,97% 4,60%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
6.868.036 6.968.129 7.994.132 6.299.620 9.448.476 7.097.717 6.558.293 7.439.566 7.639.696 8.245.109 8.277.861 6.401.181 10.199.917 10.330.095 11.874.110 12.357.126 13.036.838 11.682.565 9.587.771 9.691.105 10.915.110 11.452.887 13.171.315
14,27% 15,71% 14,18% 14,84% 20,11% 14,97% 15,22% 16,86% 16,03% 14,48% 16,42% 14,33% 12,31% 14,94% 14,56% 17,01% 17,51% 15,24% 13,89% 15,22% 15,71% 12,92% 15,87%
0 0 0 0 0 0 14.607.713 14.321.949 14.832.329 17.628.387 14.603.083 15.040.270 19.397.787 14.400.575 17.242.362 17.126.566 15.622.051 13.125.751 13.766.555 12.968.323 4.560.590 16.048.501 13.706.882
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 24,79% 24,01% 22,90% 23,26% 21,67% 23,88% 23,41% 20,82% 21,14% 23,58% 20,98% 17,12% 19,94% 20,37% 6,56% 18,11% 16,52%
25.576.107 22.513.704 29.981.398 23.911.619 21.676.699 21.296.593 21.406.548 20.902.018 21.052.627 27.734.624 22.031.129 20.837.326 26.458.552 19.617.175 22.288.473 21.983.686 20.681.666 20.681.666 17.271.781 15.999.782 17.532.396 20.453.837 17.750.025
53,12% 50,75% 53,17% 56,33% 46,15% 44,93% 49,67% 47,38% 44,19% 48,70% 43,71% 46,63% 31,94% 28,37% 27,32% 30,27% 27,78% 26,98% 25,02% 25,13% 25,23% 23,08% 21,39%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.290.099 1.143.337 1.190.269 1.265.567 1.130.397 1.228.748
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% 0,00% 0,00% 0,00% 0,00% 1,68% 1,66% 1,87% 1,82% 1,28% 1,48%
375.436 420.376 433.091 359.900 508.078 434.622 428.448 391.869 485.894 574.810 608.504 463.845 807.449 894.290 774.697 708.071 588.625 766.639 924.885 939.736 1.051.911 1.529.670 1.158.928
0,78% 0,95% 0,77% 0,85% 1,08% 0,92% 0,99% 0,89% 1,02% 1,01% 1,21% 1,04% 0,97% 1,29% 0,95% 0,97% 0,79% 1,00% 1,34% 1,48% 1,51% 1,73% 1,40%
6.930.043 6.873.760 9.395.777 4.901.555 7.282.334 8.699.204 5.687.982 5.486.138 8.205.000 9.503.431 8.815.638 7.653.521 11.278.474 11.478.614 11.607.835 9.859.246 12.201.733 14.872.874 14.701.724 12.708.252 20.717.327 22.903.391 22.615.039
14,39% 15,50% 16,66% 11,55% 15,50% 18,35% 13,20% 12,44% 17,22% 16,69% 17,49% 17,13% 13,61% 16,60% 14,23% 13,57% 16,39% 19,40% 21,29% 19,96% 29,82% 25,84% 27,26%
2.497.816 2.647.636 2.923.380 2.066.269 2.804.882 2.975.910 2.457.865 3.291.106 2.901.838 3.388.197 2.589.247 2.402.526 3.723.147 3.227.515 3.167.367 3.042.185 2.791.472 2.725.252 2.690.730 2.514.856 2.817.570 3.824.173 4.067.862
5,19% 5,97% 5,18% 4,87% 5,97% 6,28% 5,70% 7,46% 6,09% 5,95% 5,14% 5,38% 4,49% 4,67% 3,88% 4,19% 3,75% 3,55% 3,90% 3,95% 4,06% 4,31% 4,90%
124.298.839 14,96%
157.965.943
19,01%
220.719.039 26,56%
7.248.417
0,87%
10.144.901
1,22%
164.944.509 19,85%
34.592.129
4,16%
1997 1998 1999 2000
2001 Total
Euronext Paris changed the contract size of Stock Options on July 1, 1998, from 100 to 10, Eurex changed the contract size on March 30, 1998, from 500 to 100 and 50 to 10, except for Allianz and Münchener Rück VNA.
50,00%
Share of Some Options and Futures Exchanges at Equity Options Turnover
45,00% 40,00% 35,00% 30,00% 25,00% 20,00% 15,00%
Eurex Euronext Paris CBOE
10,00% 5,00% 0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.2
ex_monthly0112.doc 14.01.2002 page 96
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total st
2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
IDEM/ MIF
MEFF RF/RV Share
Safex Share
Osaca SE Share
HKFE Share
MSE Share
Share
36.340.078 15,77% 52.741.082 16,38% 40.653.543 9,78% 50.345.697 8,79%
2.443.819 1.341.537 1.947.931 5.545.356
1,06% 0,42% 0,47% 0,97%
1.485.066 2.695.206 8.091.728 16.402.966
0,64% 0,84% 1,95% 2,86%
1.992.579
0,29%
222.094 363.901 683.778 103.556
0,10% 0,11% 0,16% 0,02%
4.453 3.714 5.696 4.188.702
0,00% 0,00% 0,00% 0,73%
8.658 16.580.439
0,00% 2,43%
14.578.733 13.330.788 13.778.201 11.822.336
6,24% 5,96% 6,81% 6,89%
1.209.494 3.074.477 1.834.870 1.246.325
0,52% 1,37% 0,91% 0,73%
8.079.113 5.175.907 4.539.699 2.775.203
3,46% 2,31% 2,25% 1,62%
1.542.727 790.375 1.649.689 1.360.344
0,66% 0,35% 0,82% 0,79%
14.742 12.633 5.478 4.304
0,01% 0,01% 0,00% 0,00%
1.305.991 1.042.102 874.879 588.467
0,56% 0,47% 0,43% 0,34%
8.079.113 5.175.907 4.539.699 2.775.203
3,46% 2,31% 2,25% 1,62%
4.362.574 9,06% 3.714.077 8,37% 3.602.817 6,39% 3.873.930 9,13% 3.586.400 7,64% 3.734.677 7,88% 4.581.056 10,63% 5.147.161 11,67% 4.080.214 8,56% 5.496.781 9,65% 4.927.576 9,78% 3.238.434 7,25% 5.726.985 6,91% 4.033.936 5,83% 4.817.812 5,91% 4.215.972 5,80% 4.557.408 6,12% 4.557.408 5,94% 4.587.804 6,65% 3.998.949 6,28% 5.191.448 7,47% 6.542.598 7,38% 5.279.738 6,36%
495.043 411.528 77.562 266.419 545.011 659.252 396.994 379.841 579.167 572.568 684.224 477.747 602.004 529.928 77.562 953.372 1.276.203 844.902 708.582 538.865 587.423 701.107 545.218
1,03% 0,93% 0,14% 0,63% 1,16% 1,39% 0,92% 0,86% 1,22% 1,01% 1,36% 1,07% 0,73% 0,77% 0,10% 1,31% 1,71% 1,10% 1,03% 0,85% 0,85% 0,79% 0,66%
762.581 563.574 1.772.277 550.576 908.428 2.234.725 1.142.185 595.699 2.164.917 884.315 2.071.670 2.752.019 1.638.948 2.021.710 4.418.455 1.013.623 1.521.585 2.640.699 1.422.492 1.145.077 1.972.130 1.555.414 1.219.789
1,58% 1,27% 3,14% 1,30% 1,93% 4,71% 2,65% 1,35% 4,54% 1,55% 4,11% 6,16% 1,98% 2,92% 5,42% 1,40% 2,04% 3,44% 2,06% 1,80% 2,84% 1,75% 1,47%
0 0 0 0 50.000 168.206 85.026 610.997 135.063 308.728 313.887 320.672 987.148 165.549 390.030 58.026 246.372 485.977 630.392 507.133 512.164 630.231 730.113
0,00% 0,00% 0,00% 0,00% 0,10% 0,34% 0,14% 1,02% 0,21% 0,41% 0,47% 0,51% 1,19% 0,24% 0,48% 0,08% 0,33% 0,63% 0,91% 0,80% 0,74% 0,71% 0,88%
25.181 24.051 28.339 4.783 5.773 3.209 1.829 2.390 434 1.619 2.789 3.159 5.296 7.509 1.937 6.968 3.323 2.342 2.513 1.354 1.611 1.621 2.683
0,05% 0,05% 0,05% 0,01% 0,01% 0,01% 0,00% 0,01% 0,00% 0,00% 0,01% 0,01% 0,01% 0,01% 0,00% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
251.029 221.291 177.745 213.668 206.391 265.153 436.023 480.786 536.159 553.013 392.358 455.086 385.204 423.006 497.781 293.159 401.342 347.601 178.994 316.717 379.168 311.127 277.340
0,52% 0,50% 0,32% 0,50% 0,44% 0,56% 1,01% 1,09% 1,13% 0,97% 0,78% 1,02% 0,46% 0,61% 0,61% 0,40% 0,54% 0,45% 0,26% 0,50% 0,55% 0,35% 0,33%
762.581 563.574 1.772.277 550.576 908.428 2.234.725 1.142.185 595.699 2.164.917 884.315 2.071.670 2.929.492 1.638.948 2.021.710 4.418.455 1.013.623 1.521.585 2.640.699 1.422.492 1.145.077 1.972.130 1.555.414 1.219.789
1,56% 1,25% 3,05% 1,28% 1,90% 4,49% 1,94% 1,00% 3,34% 1,17% 3,07% 4,65% 1,98% 2,92% 5,42% 1,40% 2,04% 3,44% 2,06% 1,80% 2,84% 1,75% 1,47%
6,44%
7.365.166
0,89%
20.569.922
2,47%
5.343.135
0,64%
37.157
0,00%
3.811.439
0,46%
20.569.922
2,47%
53.510.058
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.3
ex_monthly0112.doc 14.01.2002 page 97
Paid Premium (in KEuro) – Part I Eurex
1997 1998 1999 2000
Amex
CBOE Share
Share
59.258.943 17,49%
209.778.443 61,91%
Total Total Total Total
11.679.648
3,45%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
25.490.774 31.496.598 10.653.587 7.460.118
36,32% 46,74% 31,52% 29,60%
30.964.487 23.592.548 12.073.967 9.004.357
44,11% 35,01% 35,73% 35,72%
0 0 0 0
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
0 0 0 0 0 0 0 0 2.889.733 2.836.214 3.597.549 2.356.152 6.749.796 8.903.201 9.837.777 14.851.867 10.370.755 6.273.976 3.672.381 3.183.057 3.798.149 3.383.392 4.076.726
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 9,63% 6,09% 8,57% 6,16% 27,74% 41,53% 40,28% 53,00% 47,46% 35,83% 28,27% 27,94% 40,35% 25,47% 34,20%
0 0 0 0 0 0 0 9.145.243 9.295.787 14.625.946 14.230.197 11.961.769 12.265.356 8.365.861 10.333.270 9.289.507 7.547.613 6.755.428 5.513.973 4.877.721 1.682.274 4.815.048 4.189.309
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 33,59% 30,98% 31,40% 33,91% 31,26% 50,41% 39,02% 42,31% 33,15% 34,54% 38,58% 42,44% 42,82% 17,87% 36,24% 35,15%
2001 Total
75.101.077 38,20%
75.635.359 38,48%
60,00%
ASX
Share
Liffe Share
Euronext Paris Share
OM Share
Share
0
0
0
0,00%
6.902.570
2,04%
412.433
0,12%
0,00% 0,00% 0,00% 0,00%
0 768.544 2.007.357 1.423.066
0,00% 1,14% 5,94% 5,65%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
1.851.716 1.630.645 1.813.938 725.160
2,64% 2,42% 5,37% 2,88%
1.580.046 993.774 851.318 567.744
2,25% 1,47% 2,52% 2,25%
20.452.171 17.294.760 24.110.865 18.096.095 14.634.485 12.944.948 13.342.916 13.052.526 13.213.289 22.986.725 19.093.346 20.556.317 0 0 0 0 0 0 0 0 0 0 0
78,86% 76,48% 80,27% 78,99% 77,91% 76,80% 75,48% 47,94% 44,03% 49,36% 45,49% 53,72% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 768.544 643.021 664.516 699.820 613.213 809.853
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% 0,00% 0,00% 0,00% 0,00% 4,39% 4,95% 5,83% 7,44% 4,62% 6,79%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
541.287 744.154 1.091.414 421.130 768.728 620.104 403.404 383.069 455.691 521.059 559.526 393.004 660.622 652.914 538.180 504.552 535.491 590.602 513.391 413.811 886.737 725.160 0
2,09% 3,29% 3,63% 1,84% 4,09% 3,68% 2,28% 1,41% 1,52% 1,12% 1,33% 1,03% 2,72% 3,05% 2,20% 1,80% 2,45% 3,37% 3,95% 3,63% 9,42% 5,46% 0,00%
0 0 0 0 0 0 0 0 0 0 0 412.433 516.767 585.119 478.160 422.806 279.611 291.358 277.111 277.802 296.404 269.649 298.094
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 1,08% 2,12% 2,73% 1,96% 1,51% 1,28% 1,66% 2,13% 2,44% 3,15% 2,03% 2,50%
0
0,00%
4.198.968
2,14%
0
0,00%
6.021.459
3,06%
3.992.882
2,03%
Aug
Sep
Share of Some Options and Futures Exchanges at Equity Options Paid Premium
50,00% 40,00% 30,00% Eurex
20,00%
Euronext Paris Amex
10,00% 0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.4
ex_monthly0112.doc 14.01.2002 page 98
Paid Premium (in KEuro) – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total st
46.836.583 13,82%
IDEM/ MIF
MEFF RF/RV Share
Safex Share
Osaca SE Share
HKFE Share
MSE Share
Share
3.772.400
1,11%
0
0,00%
0
0,00%
215.438
0,06%
0
0,00%
0
0,00%
2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter
9.413.880 7.357.310 5.895.000 5.689.000
13,41% 10,92% 17,44% 22,57%
884.700 1.536.200 497.700 333.800
1,26% 2,28% 1,47% 1,32%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
7.623 6.359 3.695 1.719
0,01% 0,01% 0,01% 0,01%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
4.485.823 4.239.500 4.464.300 3.827.500 3.024.300 2.886.800 3.716.200 4.459.320 3.893.570 5.308.800 4.159.050 2.371.420 3.905.080 2.516.600 2.992.200 2.505.640 2.425.670 2.426.000 2.201.000 1.847.000 1.847.000 3.287.000 2.402.000
17,30% 18,75% 14,86% 16,71% 16,10% 17,13% 21,02% 16,38% 12,97% 11,40% 9,91% 6,20% 16,05% 11,74% 12,25% 8,94% 11,10% 13,86% 16,94% 16,21% 19,62% 24,74% 20,15%
285.300 315.100 359.100 562.200 353.300 400.800 213.100 185.600 260.000 294.200 329.000 214.700 229.900 411.800 243.000 445.900 689.000 401.300 169.800 127.700 200.200 191.800 142.000
1,10% 1,39% 1,20% 2,45% 1,88% 2,38% 1,21% 0,68% 0,87% 0,63% 0,78% 0,56% 0,94% 1,92% 0,99% 1,59% 3,15% 2,29% 1,31% 1,12% 2,13% 1,44% 1,19%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
169.584 19.195 12.669 2.354 2.240 1.909 1.302 1.678 492 1.265 1.775 975 3.528 2.840 1.255 2.753 2.153 1.454 1.479 858 1.358 581 1.139
0,65% 0,08% 0,04% 0,01% 0,01% 0,01% 0,01% 0,01% 0,00% 0,00% 0,00% 0,00% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,00% 0,01%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
28.355.190 14,42%
3.252.400
1,65%
0
0,00%
0
0,00%
19.396
0,01%
0
0,00%
0
0,00%
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.5
Money Market Products
6.5.1
Traded Contracts – Part I Eurex
BM&F Share
1997 1998 1999 2000
Total Total Total Total
ex_monthly0112.doc 14.01.2002 page 99
CBOE Share
1.131.032 831.328 3.104.457 1.227.113
0,37% 0,26% 1,29% 0,38%
63.346 0,03% 43.795.597 13,71%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
235.789 168.290 132.198 93.320
0,20% 0,13% 0,10% 0,09%
15.831.398 16.111.511 16.314.081 13.071.687
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
181.765 147.821 138.519 86.008 124.785 106.231 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612
0,74% 0,55% 0,51% 0,33% 0,41% 0,36% 0,30% 0,36% 0,29% 0,29% 0,24% 0,23% 0,21% 0,17% 0,20% 0,15% 0,12% 0,13% 0,11% 0,10% 0,09% 0,10% 0,08%
2.230.015 2.635.599 2.216.443 3.458.061 3.988.620 3.533.074 3.863.372 4.861.604 3.979.938 5.210.907 4.641.622 3.176.342 3.877.452 4.910.547 7.043.399 5.678.516 5.685.649 4.747.346 4.967.609 6.435.367 4.911.105 6.660.935 6.410.752
2001 Total
629.597
0,13%
CME Share
Liffe Share
OM
Euronext Paris Share
Share
Share
3.378 2.872 516 426
0,00% 0,00% 0,00% 0,00%
149.613.663 144.856.964 120.180.904 138.717.448
48,40% 45,42% 49,84% 43,44%
93.470.175 127.816.901 85.962.832 97.960.974
30,24% 40,08% 35,65% 30,67%
17.205.436 5.789.835 3.061.135 195.169
5,57% 1,82% 1,27% 0,06%
11.718.104 6.887.576 5.890.821 4.317.525
3,79% 2,16% 2,44% 1,35%
13,11% 12,90% 12,16% 12,13%
521 62 193 21
0,00% 0,00% 0,00% 0,00%
61.497.930 64.967.198 70.556.520 56.120.180
50,94% 52,03% 52,58% 52,09%
36.302.623 39.204.769 42.344.836 35.523.036
30,07% 31,40% 31,56% 32,97%
1.452 1.013 30 370
0,00% 0,00% 0,00% 0,00%
1.184.307 1.608.134 1.450.995 1.039.238
0,98% 1,29% 1,08% 0,96%
9,11% 9,79% 8,22% 13,34% 12,98% 11,96% 16,85% 19,15% 14,72% 19,15% 18,34% 11,79% 9,08% 14,04% 16,35% 13,69% 13,45% 11,54% 13,42% 14,09% 9,54% 14,20% 10,54%
8 12 68 95 110 20 2 4 7 2 13 85 196 322 3 22 40 0 25 51 117 6 15
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
10.991.187 12.008.220 12.692.259 12.695.906 13.549.153 12.309.658 9.763.361 9.105.666 10.365.641 11.624.234 10.049.818 13.562.345 22.692.730 17.758.066 21.047.134 21.165.934 22.539.728 21.261.536 19.670.040 23.364.952 27.521.528 23.508.430 32.611.750
44,90% 44,61% 47,08% 48,98% 44,09% 41,68% 42,59% 35,86% 38,33% 42,71% 39,71% 50,34% 53,16% 50,77% 48,86% 51,04% 53,33% 51,69% 53,13% 51,17% 53,45% 50,10% 53,62%
7.459.227 8.249.127 8.473.134 6.764.179 9.779.771 9.767.386 6.796.646 7.806.840 9.714.983 7.851.998 7.931.332 7.366.351 13.026.398 10.369.453 12.906.772 13.186.681 12.613.440 13.404.648 11.162.387 14.011.984 17.170.465 15.458.505 20.064.531
30,47% 30,64% 31,43% 26,10% 31,83% 33,08% 29,65% 30,74% 35,92% 28,85% 31,34% 27,34% 30,52% 29,65% 29,97% 31,80% 29,84% 32,59% 30,15% 30,69% 33,34% 32,95% 32,99%
49.498 61.579 44.630 10.465 6.915 5.805 6.941 590 2.776 585 670 4.715 657 780 15 693 250 70 30 0 0 200 170
0,20% 0,23% 0,17% 0,04% 0,02% 0,02% 0,03% 0,00% 0,01% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
296.741 427.956 658.067 238.573 477.280 264.729 172.948 378.950 316.930 357.745 400.163 327.443 560.180 298.895 325.232 433.401 449.566 725.167 322.005 515.919 613.071 390.185 649.053
1,21% 1,59% 2,44% 0,92% 1,55% 0,90% 0,75% 1,49% 1,17% 1,31% 1,58% 1,22% 1,31% 0,85% 0,76% 1,05% 1,06% 1,76% 0,87% 1,13% 1,19% 0,83% 1,07%
61.328.677 12,58%
797
0,00%
153.375.264 31,46%
2.865
0,00%
5.282.674
1,08%
Oct
Nov
253.141.828 51,92%
Share Some Options and Futures Exchanges at Money Market Products Turnover 80,00%
60,00%
40,00%
20,00%
Eurex CME Liffe
0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.5.2
14.01.2002 page 100
Traded Contracts – Part II MSE
Nzfoe Share
1997 1998 1999 2000
Meff rf/rv Share
Tiffe Share
SGX-DT Share
HKFE Share
SFE Share
Share 6.902.810 9,59% 8.505.460 12,99% 7.637.496 16,69% 8.028.022 12,11%
Total Total Total Total
5.242.933
7,91%
629.177
0,95%
2.943.759 2.069.505 25.051 247
4,09% 3,16% 0,05% 0,00%
26.059.478 21.662.014 14.901.221 17.196.604
36,20% 33,08% 32,56% 25,94%
1.714.393
2,59%
87.819 507.387 318.372 337.230
0,12% 0,77% 0,70% 0,51%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.284.454 1.099.989 1.042.373 665.237
1,06% 0,88% 0,78% 0,62%
278.903 256.446 242.288 125.210
0,23% 0,21% 0,18% 0,12%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
3.137.864 1.205.751 1.750.115 972.019
2,60% 0,97% 1,30% 0,90%
28.793 28.543 40.781 17.912
0,02% 0,02% 0,03% 0,02%
182.659 141.474 191.787 92.867
0,15% 0,11% 0,14% 0,09%
767.385 76.661 111.569 22.195
0,64% 0,06% 0,08% 0,02%
581.370 604.595 521.451 433.626 490.539 463.464 312.483 353.537 373.753 373.834 453.761 280.520 388.564 340.457 555.433 387.831 352.952 359.206 266.828 379.790 395.755 316.984 348.253
2,37% 2,25% 1,93% 1,67% 1,60% 1,57% 1,36% 1,39% 1,38% 1,37% 1,79% 1,04% 0,91% 0,97% 1,29% 0,94% 0,84% 0,87% 0,72% 0,83% 0,77% 0,68% 0,57%
0 0 0 33.096 76.925 79.863 65.595 100.763 87.425 47.333 50.667 87.510 73.964 83.863 121.076 63.646 103.078 89.722 58.199 74.998 109.091 49.481 75.729
0,00% 0,00% 0,00% 0,13% 0,25% 0,27% 0,29% 0,40% 0,32% 0,17% 0,20% 0,32% 0,17% 0,24% 0,28% 0,15% 0,24% 0,22% 0,16% 0,16% 0,21% 0,11% 0,12%
125 0 80 0 0 3 0 0 39 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
1.338.728 1.153.651 1.439.398 1.602.229 1.407.696 2.302.423 1.268.273 1.955.706 1.382.730 885.277 1.053.724 1.406.769 1.182.824 1.075.290 879.750 416.244 367.954 421.553 435.819 699.814 614.482 423.900 548.119
5,47% 4,29% 5,34% 6,18% 4,58% 7,80% 5,53% 7,70% 5,11% 3,25% 4,16% 5,22% 2,77% 3,07% 2,04% 1,00% 0,87% 1,02% 1,18% 1,53% 1,19% 0,90% 0,90%
835.114 822.207 1.000 1.672 1.244 1.253 1.040 6.967 12.229 14.573 11.054 6.040 8.523 10.961 9.309 11.097 9.912 7.534 18.123 10.144 12.514 11.229 6.683
3,41% 3,05% 0,00% 0,01% 0,00% 0,00% 0,00% 0,03% 0,05% 0,05% 0,04% 0,02% 0,02% 0,03% 0,02% 0,03% 0,02% 0,02% 0,05% 0,02% 0,02% 0,02% 0,01%
21.800 10.140 22.506 18.178 20.609 27.466 29.349 50.764 29.498 56.895 22.970 27.055 69.608 45.626 67.425 45.580 55.304 40.590 62.326 71.696 57.765 43.446 49.421
0,09% 0,04% 0,08% 0,07% 0,07% 0,09% 0,13% 0,20% 0,11% 0,21% 0,09% 0,10% 0,16% 0,13% 0,16% 0,11% 0,13% 0,10% 0,17% 0,16% 0,11% 0,09% 0,08%
494.581 799.204 751.561 577.809 804.608 669.104 576.134 680.495 700.074 714.067 628.444 631.941 713.255 25.337 28.793 16.926 34.470 25.265 20.402 50.911 40.256 10.075 12.120
2,02% 2,97% 2,79% 2,23% 2,62% 2,27% 2,51% 2,68% 2,59% 2,62% 2,48% 2,35% 1,67% 0,07% 0,07% 0,04% 0,08% 0,06% 0,06% 0,11% 0,08% 0,02% 0,02%
4.092.053
0,84%
902.847
0,19%
0
0,00%
7.065.749
1,45%
116.029
0,02%
608.787
0,12%
977.810
0,20%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
6.5.3
ex_monthly0112.doc
Three-Month Euribor Futures – Traded Contracts Eurex
Liffe
Euronext Paris
Eurex Share
3.033.636 1.224.877
35.657.690 58.016.852
3.023.195 195.169
7,27% 2,06%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
235.789 168.290 132.198 93.320
21.954.182 22.278.986 22.430.025 19.183.244
1.452 1.013 30 370
1,06% 0,75% 0,59% 0,48%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May
181.610 146.490 138.199 86.008 124.785 106.131 69.756 91.289 78.422 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840
4.267.853 4.692.471 5.216.618 4.022.742 5.710.498 6.198.878 3.954.437 4.626.363 5.917.061 4.819.084 4.241.203 4.349.644 7.812.327 6.358.426 7.783.429 7.790.571 7.264.160 7.224.255
49.498 61.579 44.630 10.465 6.915 5.805 6.941 590 2.776 585 670 4.715 657 780 15 693 250 70
4,04% 2,99% 2,56% 2,09% 2,14% 1,68% 1,73% 1,93% 1,31% 1,60% 1,43% 1,41% 1,14% 0,90% 1,12% 0,79% 0,71% 0,74%
40.976 43.865 47.357 46.708 46.612
6.114.320 7.142.497 9.173.208 8.078.432 11.104.812
30 0 0 200 170
0,67% 0,61% 0,51% 0,57% 0,42%
629.597
85.846.437
2.865
0,73%
1999 Total 2000 Total
Jun Jul Aug Sep Oct Nov 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6
Capital Market Products
6.6.1
Traded Contracts – Part I Eurex
CBOT Share
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 101
CBOE Share
MSE Share
Liffe
Euronext Paris Share
Share
96.130.695 22,38% 47.290.514 10,00% 10.692.729 2,24% 5.748.254 1,06%
44.686.994 10,40% 29.570.958 6,25% 6.386.379 1,34% 43.328.691 8,01%
Total Total Total Total
63.450.369 140.962.300 245.630.053 287.812.314
14,77% 29,79% 51,56% 53,24%
177.617.386 216.623.010 190.101.028 169.083.176
41,35% 45,79% 39,90% 31,28%
72.139 73.891 42.040 41.669
0,02% 0,02% 0,01% 0,01%
1.510.363
0,28%
st
104.718.191 95.430.133 98.673.374 85.195.227
60,79% 58,97% 64,32% 64,75%
47.408.789 47.441.805 43.810.326 39.520.551
27,52% 29,31% 28,56% 30,04%
14.497 5.476 7.507 6.620
0,01% 0,00% 0,00% 0,01%
465.667 430.775 453.113 380.535
0,27% 0,27% 0,30% 0,29%
1.606.951 2.729.282 2.967.110 2.104.747
0,93% 1,69% 1,93% 1,60%
9.618.869 7.168.446 1.004.454 157.217
26.500.285 25.959.568 26.812.149 19.826.053 29.644.030 26.531.835 20.208.585 21.058.675 26.487.962 21.926.635 21.448.670 21.407.867 36.611.544 31.415.986 36.690.661 32.257.267 32.268.652 30.904.214 28.725.918 31.346.259 38.601.197 37.000.762 48.194.465
53,41% 47,99% 53,48% 46,15% 53,68% 56,06% 57,81% 51,87% 58,49% 54,65% 51,50% 55,39% 62,62% 58,24% 61,29% 60,13% 56,35% 60,68% 65,97% 60,55% 66,44% 66,87% 63,21%
17.493.783 19.766.045 14.460.040 14.063.220 16.626.836 12.669.308 8.960.917 13.908.070 12.166.104 12.928.678 14.552.214 11.487.961 15.807.258 16.094.083 15.507.448 14.768.679 18.816.374 13.856.752 11.857.770 16.805.257 15.147.299 15.408.998 24.111.553
35,26% 36,54% 28,84% 32,73% 30,11% 26,77% 25,63% 34,25% 26,86% 32,22% 34,94% 29,73% 27,04% 29,83% 25,91% 27,53% 32,86% 27,21% 27,23% 32,46% 26,07% 27,85% 31,62%
10.379 8.569 7.358 2.609 2.731 2.076 1.134 1.499 1.151 989 611 2.563 2.049 3.686 8.762 3.348 1.292 836 3.701 1.611 2.195 3.139 3.481
0,02% 0,02% 0,01% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,01% 0,00% 0,01% 0,01% 0,01% 0,00% 0,00% 0,01% 0,00% 0,00% 0,01% 0,00%
79.602 167.154 115.394 84.549 169.601 128.008 77.510 209.078 71.223 106.833 207.056 94.355 123.096 225.450 117.121 124.722 191.166 114.887 93.960 223.399 135.754 118.886 261.649
0,16% 0,31% 0,23% 0,20% 0,31% 0,27% 0,22% 0,51% 0,16% 0,27% 0,50% 0,24% 0,21% 0,42% 0,20% 0,23% 0,33% 0,23% 0,22% 0,43% 0,23% 0,21% 0,34%
460.445 594.601 505.594 310.665 618.507 454.160 359.496 501.251 523.496 436.653 626.467 356.919 542.773 505.088 559.090 583.873 1.107.107 1.038.302 864.721 1.091.272 1.011.117 980.836 1.123.911
0,93% 1,10% 1,01% 0,72% 1,12% 0,96% 1,03% 1,23% 1,16% 1,09% 1,50% 0,92% 0,93% 0,94% 0,93% 1,09% 1,93% 2,04% 1,99% 2,11% 1,74% 1,77% 1,47%
178.181.471 28,78%
34.100
0,01%
1.730.090
0,28%
9.408.090
1,52%
2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
384.016.925 62,03%
80,00%
OM
Share
Share 3.189.021 3.141.345 2.124.888 1.068.220
0,74% 0,66% 0,45% 0,20%
5,58% 4,43% 0,65% 0,12%
238.160 403.649 419.089 222.062
0,14% 0,25% 0,27% 0,17%
2.935.127 5,92% 4.175.406 7,72% 4.021.132 8,02% 6.461.576 15,04% 5.531.517 10,02% 4.348.927 9,19% 3.243.422 9,28% 2.343.622 5,77% 2.975.973 6,57% 2.432.419 6,06% 2.476.759 5,95% 2.382.811 6,17% 3.081.560 5,27% 3.328.789 6,17% 3.208.520 5,36% 3.121.888 5,82% 2.360.903 4,12% 1.685.655 3,31% 374.515 0,86% 377.656 0,73% 252.283 0,43% 110.683 0,20% 46.534 0,06%
62.946 75.004 215.333 91.173 96.997 134.594 33.339 49.415 127.536 52.674 38.145 91.064 87.533 57.732 92.895 64.841 115.384 223.424 78.336 96.811 243.942 118.117 103.945
0,13% 0,14% 0,43% 0,21% 0,18% 0,28% 0,10% 0,12% 0,28% 0,13% 0,09% 0,24% 0,15% 0,11% 0,16% 0,12% 0,20% 0,44% 0,18% 0,19% 0,42% 0,21% 0,14%
2,90%
1.282.960
0,21%
17.948.986
Share of European Options and Futures Exchanges at Capital Market Products Turnover Eurex CBOT
60,00%
Liffe
40,00%
20,00%
0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6.2
ex_monthly0112.doc 14.01.2002 page 102
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total
Nybot
Meff rf/rv Share
TSE Share
SGX-DT Share
Nzfoe Share
SFE Share
Share
292.860 215.700 134.539 43.987
0,07% 0,05% 0,03% 0,01%
323.294
0,06%
23.688.599 16.839.457 3.618.103 1.094.675
5,52% 3,56% 0,76% 0,20%
11.236.272
2,08%
1.045.501
0,19%
11.605
0,00%
17.354.831 17.077.491 17.674.913 18.277.688
4,04% 3,61% 3,71% 3,38%
3.629 3.196 1.619 2.340
0,00% 0,00% 0,00% 0,00%
28.220 81.928 54.398 0
0,02% 0,05% 0,04% 0,00%
143.145 78.318 28.634 14.042
0,08% 0,05% 0,02% 0,01%
2.366.962 2.149.338 0 0
1,37% 1,33% 0,00% 0,00%
342.972 216.837 213.583 137.471
0,20% 0,13% 0,14% 0,10%
23.729 35.063 20.541 10.516
0,01% 0,02% 0,01% 0,01%
5.292.789 5.665.370 5.757.405 3.823.463
3,07% 3,50% 3,75% 2,91%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
1.740 3.041 8.066 1.618 11.134 7.358 6.031 1.291 667 1.174 797 1.070 1.509 605 1.515 1.533 1.107 556 801 491 327 1.871 469
0,00% 0,01% 0,02% 0,00% 0,02% 0,02% 0,02% 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% 0,00% 0,00% 0,00%
0 0 17.427 57.572 64.842 40.369 25.406 41.723 25.998 18.988 19.411 11.558 6.230 9.195 12.795 22.305 55.881 3.742 369 33.636 20.393 0 0
0,00% 0,00% 0,03% 0,13% 0,12% 0,09% 0,07% 0,10% 0,06% 0,05% 0,05% 0,03% 0,01% 0,02% 0,02% 0,04% 0,10% 0,01% 0,00% 0,06% 0,04% 0,00% 0,00%
157.005 146.981 132.615 65.692 106.997 113.531 55.321 54.164 91.122 47.331 47.429 76.487 37.740 41.102 64.303 29.184 16.407 32.727 9.915 6.926 11.793 7.918 6.124
0,32% 0,27% 0,26% 0,15% 0,19% 0,24% 0,16% 0,13% 0,20% 0,12% 0,11% 0,20% 0,06% 0,08% 0,11% 0,05% 0,03% 0,06% 0,02% 0,01% 0,02% 0,01% 0,01%
849.662 1.358.812 1.037.847 787.483 937.880 1.062.132 694.909 1.049.288 854.830 671.330 957.539 974.560 766.089 777.404 823.469 778.432 673.919 696.987 0 0 0 0 0
1,71% 2,51% 2,07% 1,83% 1,70% 2,24% 1,99% 2,58% 1,89% 1,67% 2,30% 2,52% 1,31% 1,44% 1,38% 1,45% 1,18% 1,37% 0,00% 0,00% 0,00% 0,00% 0,00%
22.848 59.945 126.585 90.883 60.599 137.611 71.862 89.498 149.659 55.426 50.283 130.302 74.596 86.825 181.551 64.295 49.041 103.501 48.781 75.482 89.320 42.885 94.586
0,05% 0,11% 0,25% 0,21% 0,11% 0,29% 0,21% 0,22% 0,33% 0,14% 0,12% 0,34% 0,13% 0,16% 0,30% 0,12% 0,09% 0,20% 0,11% 0,15% 0,15% 0,08% 0,12%
0 0 0 2.330 2.361 1.450 723 1.512 1.045 390 504 1.290 156 4.924 18.649 16.013 9.385 9.665 5.901 5.342 9.298 4.411 6.105
0,00% 0,00% 0,00% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,01% 0,03% 0,03% 0,02% 0,02% 0,01% 0,01% 0,02% 0,01% 0,01%
1.045.255 1.777.017 2.676.118 1.117.057 1.349.446 1.693.085 1.218.528 1.293.585 1.813.207 1.445.959 1.219.998 1.628.433 1.324.085 1.393.463 2.575.241 1.805.847 1.599.144 2.260.379 1.480.340 1.704.294 2.572.771 1.531.421 2.292.042
2,11% 3,29% 5,34% 2,60% 2,44% 3,58% 3,49% 3,19% 4,00% 3,60% 2,93% 4,21% 2,26% 2,58% 4,30% 3,37% 2,79% 4,44% 3,40% 3,29% 4,43% 2,77% 3,01%
2001 Total
10.784
0,00%
164.546
0,03%
264.139
0,04%
4.516.300
0,73%
910.863
0,15%
89.849
0,01%
20.539.027
3,32%
st
2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6.3
ex_monthly0112.doc 14.01.2002 page 103
Ten Year Capital Market Futures – Traded Contracts Euro-Bund Future
US T-Bond
Long Gilt
Euro Notional Future Bono Nocional 10 Anos Euronext Paris Meffrf
Eurex
CBoT
Liffe
31.337.633 89.877.840 144.158.040 151.326.295
99.827.659 112.224.081 90.042.282 62.750.843
19.653.565 16.185.316 8.421.533 5.350.705
33.752.483 23.284.475 6.130.969 43.317.155
23.657.790 15.662.560 3.614.750 1.094.548
15,05% 34,94% 57,12% 57,36%
st 2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter
48.367.269 42.534.125 42.259.702 34.630.982
15.865.239 14.839.381 12.643.692 11.344.973
1.574.984 1.657.792 1.723.882 1.340.928
9.618.869 7.002.379 661.955 47.400
143.145 78.318 28.634 14.042
64,00% 64,34% 73,73% 73,09%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
14.516.161 13.826.139 14.441.505 10.881.368 16.259.360 13.450.106 11.261.895 11.099.745 13.453.985 10.783.679 10.864.857 10.487.495 16.949.346 15.219.972 16.197.951 13.805.975 14.610.113 14.118.037 13.428.585 13.365.746 15.465.371 15.753.516 18.877.466
7.966.403 8.157.436 5.378.565 5.282.336 5.972.896 4.458.561 3.080.009 4.709.907 4.529.244 4.460.446 5.072.770 3.682.270 5.123.006 5.545.941 5.196.292 4.583.990 6.022.154 4.233.237 3.347.047 4.965.647 4.330.998 4.598.609 6.746.364
402.039 526.704 473.644 283.792 562.970 417.575 334.867 462.700 498.418 426.903 613.389 347.704 534.311 495.714 544.959 437.167 658.921 561.704 488.652 662.472 572.758 569.745 771.183
2.932.527 4.173.256 4.021.132 6.457.676 5.529.127 4.348.551 3.243.422 2.343.622 2.975.853 2.432.419 2.476.759 2.382.811 3.081.560 3.328.789 3.208.520 3.121.887 2.310.127 1.570.365 294.183 174.992 192.780 28.954 18.446
157.005 146.981 132.615 65.692 106.997 113.404 55.321 54.164 91.122 47.331 47.429 76.487 37.740 41.102 64.303 29.184 16.407 32.727 9.915 6.926 11.793 7.918 6.124
55,89% 51,53% 59,07% 47,37% 57,19% 59,02% 62,65% 59,45% 62,44% 59,41% 56,96% 61,78% 65,88% 61,79% 64,25% 62,82% 61,86% 68,81% 76,44% 69,70% 75,17% 75,16% 71,45%
167.792.078
54.693.285
6.297.586
17.330.603
264.139
68,10%
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 Total
Eurex-Share in %
Capital Market Futures - Total 2001 180 160 140 120 100 80 60 40 20 0 Euro-Bund Future in million contracts
US T-Bond
Long Gilt
Euro Notional Future
Bono Nocional 10 Anos
Derivatives Market December 2001
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 2
Table of Contents
1
EUREX – KEY FIGURES
4
1.1
Monthly Press Release
4
1.2
Eurex Participants
6
1.3
Turnover of Eurex Participants by Country
8
1.4
Eurex Total
9
1.5
Eurex Summary
13
2
EUREX - INDEX PRODUCTS
15
2.1
Dow Jones Euro-STOXX 50 Options
15
2.2
Dow Jones Euro STOXX 50 Futures
17
2.3
Dow Jones STOXX 50 Options
18
2.4
Dow Jones STOXX 50 Futures
20
2.5
VDAX Volatility Index
22
2.6
DAX Options
23
2.7
DAX Futures
25
2.8
NEMAX 50 Option
27
2.9
NEMAX 50 Future
29
2.10
SMI Options
30
2.11
SMI Futures
32
2.12
FOX Options
34
2.13
FOX Futures
35
3
EUREX – EQUITY PRODUCTS
37
3.1
Options on DAX Component Equities
37
3.2
Options on DAX Component Equities – Breakdown by Individual Securities
39
3.3
Options on SMI Component Equities
41
3.4
Options on SMI Component Equities – Breakdown by Individual Securities
43
3.5
Options on DJ Euro-STOXX 50 Component Equities
45
3.6
Options on DJ Euro-STOXX 50 Component Equities – Breakdown by Individual Securities
47
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 3
3.7
Options on Neuer Markt Component Equities
48
3.8
Options on Neuer Markt Component Equities – Breakdown by Individual Securities
50
3.9
Options on Nordic Equities
51
3.10
Options on Nordic Equities – Breakdown by Individual Securities
52
4
EUREX - MONEY MARKET PRODUCTS
53
4.1
One-Month-Euribor Futures
53
4.2
Three-Month Euribor Futures
55
4.3
Options on Three-Month-Euribor Futures
57
5
EUREX - CAPITAL MARKET PRODUCTS
58
5.1
Euro-Schatz Futures
58
5.2
Options on Euro-Schatz Futures
60
5.3
Euro-Bobl Futures
61
5.4
Options on Euro-Bobl Futures
63
5.5
Euro-Bund Futures
65
5.6
Options on Euro-Bund Futures
67
5.7
CONF Futures
69
5.8
Deliverable Bonds for Eurex Futures
71
5.9
Delivered Bonds for Eurex Futures
73
6
INTERNATIONAL OPTIONS AND FUTURES EXCHANGES
74
6.1
Total Turnover
74
6.2
Index Products
76
6.3
International Index Derivatives
78
6.4
Equity Options
95
6.5
Money Market Products
99
6.6
Capital Market Products
101
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1
Eurex – Key Figures
1.1
Monthly Press Release
ex_monthly0112.doc
Eurex Turns Over Some 44 Million Contracts in December 2001 Total of 674 million contracts for 2001, up 48 percent from previous year's figure Position as world's leading derivatives exchange further expanded Index products are top products for the month and year as a whole The international derivatives exchange Eurex closed out the year 2001 with a record volume of more than 674 million contracts traded. Eurex thus topped the previous year's total by 48 percent and further expanded its position as the world's leading derivatives exchange. The December turnover figures reflect the rising volumes for the year as a whole: Some 44 million contracts were traded and cleared at Eurex during the last month of the year, representing an increase of 25 percent against the December 2000 figure (35 million contracts). The capital market products were the highest-turnover segment at Eurex and the world's most successful exchange-traded derivatives family in December with 25 million contracts traded, up 16 percent from the December 2000 figure. The Bund future was the highestvolume product in December, and at the same high level as the year before, with more than 10 million contracts traded, followed by the Schatz future with 6.5 million contracts, an increase of 76 percent against the December 2000 volume (3.7 million contracts), as well as the Bobl future with some 5.9 million contracts traded, a 15 percent increase over the December 2000 figure (5.1 million contracts). The strongest growth rates against December 2000 were achieved in the equity-based products segment, where some 19 million contracts changed hands. The highest increases in volume here were posted in the index products with 10.6 million contracts traded, up 48 percent from the volume of 7.2 million contracts traded in December 2000. In the options and futures on the Dow Jones Euro-STOXX 50, Eurex exceeded the December 2000 volume by more than 90 percent with some 5.2 million contracts traded. The volumes traded in equity options, which ranked second, were slightly lower than in the index products: 8.2 million contracts were traded in the options on international equities from 17 different sectors in December 2001, 29 percent more than the number traded in the same month of the previous year (6.4 million contracts). The index products at Eurex also showed the strongest growth rates on a year-to-year comparison: A total of some 132 million contracts were traded in 2001, as compared with 76 million in the year 2000 (a 74 percent increase), followed by the equity options, which also posted volume of 132 million contracts traded, a growth rate of 48 percent over the previous year's figure (89 million contracts). The highest-turnover segment at Eurex, the capital market products, showed 42 percent growth in volume against the previous year, with a total of 409 million contracts traded, compared with 288 million the year before.
14.01.2002 page 4
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 5
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.2
Eurex Participants
1.2.1
Number of Eurex Participants
ex_monthly0112.doc 14.01.2002 page 6
Austria
Belgium
Denmark
Finland
France
Germany
Gibraltar
Greece
Ireland
Italy
Netherlands
Portugal
Spain
Sweden
Switzerland
United Kingdom
USA
Total
Eurex Participants (*)
Total Total Total Total Total
1 2 3 2 3
1 3 3 4
1 3 3
5 16 14
11 15 26 34 30
94 114 121 141 136
2 2
-
1 1 2 5 6
2 11 11
7 8 11 20 26
1 2
1 7 19 19
1 4 7
6 6 43 45 44
14 25 66 70 72
2 6 20 38 50
135 177 313 414 429
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
3 4 4 4
4 4 4 4
3 3 3 2
14 14 13 12
31 31 30 30
136 137 136 135
2 2 2 2
1 1 1 1
5 5 5 6
12 12 12 12
26 26 27 28
2 1 1 1
19 19 18 17
6 6 6 6
43 42 43 42
70 69 68 68
53 53 58 57
430 429 431 427
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2 2 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 4 4 4 4 4 4 4
3 3 3 3 3 4 4 5 5 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 2
16 16 16 16 16 15 13 15 14 14 14 14 14 14 14 14 14 14 14 13 13 13 13 12
33 33 32 32 32 31 30 30 30 30 30 30 31 31 31 32 32 31 29 30 30 30 30 30
137 137 138 141 142 142 138 140 140 138 139 136 135 136 136 135 135 137 137 137 136 135 138 135
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
1 1 1 1 1 1 1 1 1 1 1 1
5 5 5 6 6 6 5 5 5 5 5 6 6 6 5 5 5 5 5 5 5 6 6 6
10 10 9 9 10 10 10 10 10 10 10 11 12 12 12 12 12 12 12 12 12 12 12 12
23 25 26 25 24 24 24 24 26 26 27 26 26 26 26 27 26 26 27 27 27 27 27 28
1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1
19 19 18 18 19 19 20 20 20 20 19 19 19 19 19 19 19 19 18 18 18 18 18 17
4 4 4 4 5 5 5 5 5 5 5 7 7 7 6 6 6 6 5 5 6 6 6 6
45 45 45 45 45 45 46 46 46 44 44 44 44 43 43 43 42 42 43 43 43 43 43 42
73 73 72 72 72 72 73 73 76 77 73 72 70 70 70 69 69 69 68 67 68 68 68 68
41 45 45 47 50 49 52 55 53 52 50 50 52 52 53 53 56 53 58 57 58 57 56 57
417 423 422 427 433 431 429 437 440 435 430 429 431 431 430 429 430 429 431 429 431 430 432 427
2001 Total
4
4
2
12
30
135
2
1
6
12
28
1
17
6
42
68
57
427
1996 1997 1998 1999 2000
(*) Exchange Participants before September 28, 1998, only at Eurex Deutschland (former DTB).
Number of Eurex Participants 500 450 400 350 300 250 200 150 100 50 0 1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.2.2
ex_monthly0112.doc 14.01.2002 page 7
New and resigned Participants at Eurex Eurex Participants ID
Eurex Participants
Clearingtype
Country
2K Trading Ltd BNP Paribas Securities Services Binck Brokers N.V. Merrill Lynch, Pierce, Fenner & Smith Inc. Peregrine Financial Group Inc.
NCM GCM NCM NCM NCM
United Kingdom Germany Netherlands USA USA
BMP Wertpapiere und Optionen GmbH BSCH Bolsa S.A. Cantrade Privatbank AG Evli Options Ltd. Foerstner, Beiler & Co. Kling Jelko Wertpapierhandelsbank AG Linninger Manfred Merrill Lynch Futures Inc. Nordea Unibank A/S SLK Global Markets Limited
NCM NCM DCM NCM NCM NCM NCM NCM NCM NCM
Germany Spain Switzerland Finland Germany Germany Germany USA Denmark United Kingdom
New Participants TKTLO PARFR BICAM MLYCH PFGCH Resigned Participants BMPFR BSVMD CANZH EVOHE FOBMU JELFR LIMMU MLFCH UNICO SPLLO
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 8
Turnover of Eurex Participants by Country Austria
Belgium
Denmark
Finland
France
Germany
Gibraltar
Greece
Ireland
Italy
Netherlands
Portugal
Spain
Sweden
Switzerland
United Kingdom
USA
Turnover of Eurex Participants by Country based on the contracts traded
1999 Total 2000 Total
0,07% 0,13%
0,56% 0,35%
0,18% 0,19%
0,27% 0,38%
7,99% 8,93%
40,83% 32,39%
0,02% 0,07%
-
2,63% 3,43%
0,21% 0,54%
0,68% 1,31%
0,00% 0,02%
1,13% 1,13%
0,06% 0,16%
13,99% 13,20%
24,93% 29,98%
6,43% 7,80%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
0,14% 0,14% 0,10% 0,09%
0,30% 0,27% 0,23% 0,21%
0,08% 0,07% 0,11% 0,12%
0,46% 0,42% 0,43% 0,51%
8,80% 9,03% 9,47% 9,59%
31,88% 32,63% 29,95% 29,28%
0,07% 0,06% 0,09% 0,09%
0,01% 0,02% 0,02%
7,67% 4,57% 2,94% 0,51%
0,57% 0,52% 0,42% 0,47%
1,35% 1,50% 1,51% 1,51%
0,02% 0,02% 0,02%
1,22% 1,16% 0,95% 1,02%
0,30% 0,42% 0,45% 0,43%
9,00% 8,87% 9,73% 7,86%
28,95% 29,83% 34,11% 38,20%
9,15% 10,44% 9,38% 10,01%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0,11% 0,10% 0,14% 0,14% 0,12% 0,13% 0,09% 0,13% 0,13% 0,12% 0,17% 0,11% 0,15% 0,14% 0,12% 0,13% 0,14% 0,11% 0,09% 0,08% 0,13% 0,07% 0,09% 0,10%
0,39% 0,50% 0,42% 0,36% 0,35% 0,31% 0,33% 0,37% 0,36% 0,24% 0,25% 0,28% 0,29% 0,33% 0,29% 0,32% 0,27% 0,23% 0,25% 0,21% 0,24% 0,23% 0,18% 0,22%
0,27% 0,23% 0,23% 0,19% 0,17% 0,18% 0,16% 0,17% 0,18% 0,14% 0,16% 0,19% 0,09% 0,09% 0,06% 0,07% 0,07% 0,07% 0,11% 0,13% 0,10% 0,10% 0,13% 0,13%
0,34% 0,36% 0,41% 0,41% 0,33% 0,26% 0,25% 0,34% 0,37% 0,53% 0,49% 0,53% 0,49% 0,35% 0,51% 0,40% 0,41% 0,44% 0,30% 0,39% 0,56% 0,62% 0,38% 0,54%
8,66% 8,66% 9,07% 9,50% 8,59% 8,91% 7,92% 8,33% 9,01% 9,18% 9,43% 9,86% 8,59% 8,35% 9,35% 8,82% 8,53% 9,76% 9,08% 8,93% 10,15% 10,26% 9,08% 9,48%
35,31% 33,44% 33,93% 31,58% 32,53% 31,82% 32,02% 31,24% 31,77% 31,47% 31,08% 31,75% 30,98% 31,90% 32,62% 34,06% 32,93% 30,90% 29,78% 31,26% 29,07% 28,63% 29,03% 30,65%
0,04% 0,09% 0,07% 0,05% 0,08% 0,06% 0,03% 0,06% 0,10% 0,03% 0,07% 0,10% 0,01% 0,10% 0,09% 0,01% 0,09% 0,08% 0,04% 0,16% 0,07% 0,05% 0,11% 0,11%
0,01% 0,00% 0,01% 0,02% 0,02% 0,02% 0,02% 0,02% 0,02% 0,03%
2,88% 2,74% 1,69% 2,77% 2,64% 2,22% 2,33% 2,01% 5,75% 4,30% 7,46% 4,23% 7,69% 8,98% 6,62% 5,38% 3,96% 4,39% 8,45% 0,63% 0,85% 0,68% 0,54% 0,23%
0,49% 0,63% 0,50% 0,46% 0,50% 0,56% 0,53% 0,51% 0,58% 0,56% 0,43% 0,73% 0,59% 0,57% 0,57% 0,54% 0,55% 0,46% 0,37% 0,44% 0,44% 0,47% 0,45% 0,50%
1,23% 1,31% 1,36% 1,44% 1,22% 1,05% 1,29% 1,16% 1,32% 1,56% 1,60% 1,27% 1,24% 1,52% 1,30% 1,44% 1,59% 1,46% 1,45% 1,53% 1,54% 1,68% 1,31% 1,62%
0,03% 0,02% 0,03% 0,03% 0,02% 0,02% 0,02% 0,03% 0,04% 0,02% 0,02% 0,02% 0,01% 0,02% 0,02% 0,03% 0,02% 0,02% 0,02% 0,03% 0,02% 0,03% 0,03%
0,93% 1,00% 1,16% 1,20% 1,29% 1,50% 1,18% 0,97% 1,19% 1,07% 0,95% 1,08% 1,32% 1,16% 1,19% 1,20% 1,10% 1,20% 0,98% 0,85% 1,01% 1,00% 1,03% 1,03%
0,10% 0,14% 0,15% 0,12% 0,14% 0,11% 0,09% 0,11% 0,20% 0,15% 0,23% 0,39% 0,23% 0,38% 0,31% 0,40% 0,46% 0,40% 0,49% 0,38% 0,47% 0,45% 0,48% 0,32%
14,20% 13,99% 14,58% 13,26% 13,39% 12,18% 14,42% 16,78% 10,91% 11,43% 10,97% 12,81% 8,12% 8,37% 10,26% 7,91% 8,62% 10,07% 9,39% 9,05% 10,49% 7,57% 6,76% 10,15%
28,41% 29,44% 29,47% 29,56% 30,05% 31,85% 28,99% 29,43% 30,34% 31,49% 30,25% 30,19% 29,53% 29,11% 28,44% 28,29% 30,78% 30,57% 28,88% 36,31% 36,25% 37,85% 40,10% 35,75%
6,62% 7,35% 6,79% 8,93% 8,58% 8,84% 10,35% 8,36% 7,76% 7,71% 6,45% 6,45% 10,67% 8,64% 8,24% 11,02% 10,46% 9,83% 10,29% 9,60% 8,58% 10,32% 10,27% 9,11%
2001 Total
0,11%
0,25%
0,10%
0,45%
9,24%
30,87%
0,08%
0,02%
3,81%
0,49%
1,47%
0,02%
1,09%
0,40%
8,84%
33,01%
9,75%
Exchange Participants before September 28, 1998, only at Eurex Deutschland (former DTB).
Market Share of Eurex Participants - Country of Origin 35,00% 30,00% 25,00%
Market Share in 2000
20,00%
Market Share in 2001
15,00% 10,00% 5,00%
SA U
ng do m Ki
er la nd Sw i tz
te d U ni
Sw ed en
ai n Sp
Po r tu ga l
er la nd s
Ne th
Ita ly
Ire la nd
Gr ee ce
br al ta r Gi
an y rm Ge
Fr an ce
an d Fi nl
ar k De nm
Be lg
iu m
0,00% Au str ia
1.3
ex_monthly0112.doc
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4
Eurex Total
1.4.1
Eurex Total – Volume in EUR million Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Change YoY
ex_monthly0112.doc 14.01.2002 page 9
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
2.270.843 3.093.409 3.396.874 4.759.859
36,22% 9,81% 40,12%
299.482 447.499 402.617 558.660
49,42% -10,03% 38,76%
723.924 650.795 3.135.750 1.179.316
-10,10% 381,83% -62,39%
8.328.626 19.575.729 28.040.011 29.961.474
135,04% 43,24% 6,85%
11.633.841 23.768.082 34.975.252 36.459.308
104,30% 47,15% 4,24%
1.390.663 1.338.621 1.628.446 1.502.665
-1,13% 26,00% 54,57% 21,44%
210.651 215.617 137.521 146.984
37,00% 45,05% 7,24% 14,82%
225.487 162.587 127.101 123.629
-50,57% -46,43% -44,17% -35,61%
11.196.977 10.089.937 10.524.455 11.915.819
36,66% 27,43% 49,45% 75,02%
13.023.777 11.806.762 12.417.523 13.689.097
27,56% 25,17% 46,92% 63,64%
433.720 418.629 554.144 301.643 355.472 405.308 272.248 305.214 476.074 410.403 410.263 416.740 358.714 396.424 635.526 402.664 413.802 522.155 441.943 491.021 695.483 575.370 500.166 427.129
67,59% 83,20% 74,77% 37,15% 69,09% 28,42% 2,57% 17,99% 32,66% 54,11% 26,42% 11,75% -17,29% -5,30% 14,69% 33,49% 16,41% 28,83% 62,33% 60,88% 46,09% 40,20% 21,91% 2,49%
50.367 49.553 53.840 43.263 62.056 43.329 40.890 42.225 45.127 45.527 47.423 35.060 69.254 69.323 72.073 83.135 75.438 57.044 47.615 44.018 45.888 49.151 59.514 38.319
47,36% 49,04% 47,60% 35,28% 69,13% 38,38% 22,35% 48,76% 49,95% 55,56% 24,64% -11,27% 37,50% 39,90% 33,87% 92,16% 21,56% 31,65% 16,45% 4,25% 1,69% 7,96% 25,50% 9,30%
177.070 145.261 133.837 82.574 119.410 101.497 66.331 86.725 74.606 74.270 58.480 59.254 85.777 55.523 84.187 59.357 51.619 51.612 39.241 42.108 45.751 45.186 45.157 33.286
-56,45% -58,72% -63,29% -64,03% -44,56% -62,47% -71,71% -58,88% -74,45% -68,64% -72,22% -47,39% -51,56% -61,78% -37,10% -28,12% -56,77% -49,15% -40,84% -51,45% -38,68% -39,16% -22,78% -43,83%
2.725.738 2.680.587 2.787.023 2.076.147 3.067.767 2.773.823 2.101.230 2.192.406 2.748.646 2.287.518 2.248.737 2.271.852 3.904.777 3.357.418 3.934.781 3.425.660 3.398.340 3.265.937 3.042.447 3.353.566 4.128.441 4.009.522 5.236.775 2.669.521
40,45% 7,71% 1,31% 11,78% 44,83% -7,42% -22,10% -4,63% 11,90% -4,64% -10,72% 49,71% 43,26% 25,25% 41,18% 65,00% 10,78% 17,74% 44,79% 52,96% 50,20% 75,28% 132,88% 17,50%
3.386.895 3.294.030 3.528.843 2.503.627 3.604.706 3.323.957 2.480.700 2.626.571 3.344.453 2.817.718 2.764.903 2.782.906 4.418.522 3.878.689 4.726.566 3.970.815 3.939.199 3.896.748 3.571.247 3.930.714 4.915.562 4.679.230 5.841.612 3.168.255
28,28% 6,18% 1,72% 7,05% 39,69% -8,02% -23,22% -6,09% 6,60% -3,87% -10,58% 36,25% 30,46% 17,75% 33,94% 58,60% 9,28% 17,23% 43,96% 49,65% 46,98% 66,06% 111,28% 13,85%
5.860.396
23,12%
710.773
27,23%
638.804
-45,83%
43.727.187
45,94%
50.937.159
39,71%
Volume (bars) and Open Interest (lines) in EUR million 7.000.000
1.200.000
6.000.000
1.000.000
5.000.000
Volume
4.000.000 600.000
3.000.000 400.000 2.000.000 200.000
1.000.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
800.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 10
Eurex Total – Traded Contracts Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
44.455.743 45.455.822 65.608.952 75.794.263
26,83% 44,34% 15,52%
42.695.173 60.958.770 64.805.177 89.237.816
42,78% 6,31% 37,70%
1.131.032 831.328 3.104.457 1.227.113
-26,50% 273,43% -60,47%
63.450.369 140.962.300 245.630.053 287.812.314
122,16% 74,25% 17,17%
151.983.100 248.222.487 379.148.639 454.071.506
63,32% 52,75% 19,76%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
26.377.025 27.567.818 39.670.989 38.372.594
32,12% 66,06% 131,30% 73,81%
32.404.122 37.076.529 30.193.986 32.868.878
48,44% 62,29% 39,54% 43,38%
235.789 168.290 132.198 127.703
-49,63% -46,92% -44,87% -36,84%
104.718.191 95.430.133 98.673.374 110.140.244
32,10% 25,56% 45,63% 70,01%
163.735.127 160.242.770 168.670.547 181.509.739
34,72% 38,42% 57,96% 65,03%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
6.728.291 6.008.246 7.227.518 4.768.267 5.762.257 6.070.766 4.378.083 5.090.964 7.682.044 7.500.716 7.396.051 7.181.060 6.681.984 7.113.469 12.581.572 8.566.541 8.423.075 10.578.202 9.510.617 11.218.657 18.941.715 15.225.361 12.503.596 10.643.637
32,03% 36,85% 19,56% 9,37% 35,35% 3,67% -16,96% -3,65% 12,94% 41,06% 15,21% 10,31% -0,69% 18,40% 74,08% 79,66% 46,18% 74,25% 117,23% 120,36% 146,57% 102,99% 69,06% 48,22%
6.868.036 6.968.129 7.994.132 6.299.620 9.448.476 7.097.717 6.558.293 7.439.566 7.639.696 8.245.109 8.277.861 6.401.181 10.199.917 10.330.095 11.874.110 12.357.126 13.036.838 11.682.565 9.587.771 9.691.105 10.915.110 11.452.887 13.171.315 8.244.676
43,01% 62,78% 42,34% 12,76% 68,55% 40,13% 27,71% 46,59% 37,98% 50,83% 32,03% 0,57% 48,51% 48,25% 48,54% 96,16% 37,98% 64,60% 46,19% 30,26% 42,87% 38,91% 59,11% 28,80%
181.765 147.821 138.519 86.008 124.785 106.231 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612 34.383
-54,25% -58,31% -60,75% -60,10% -42,62% -61,44% -70,36% -57,66% -71,84% -66,63% -70,77% -45,94% -50,64% -60,87% -36,31% -27,74% -58,08% -49,32% -41,26% -51,95% -39,87% -40,34% -24,35% -44,79%
26.500.285 25.959.568 26.812.149 19.826.053 29.644.030 26.531.835 20.208.585 21.058.675 26.487.962 21.926.635 21.448.670 21.407.867 36.611.544 31.415.986 36.690.661 32.257.267 32.268.652 30.904.214 28.725.918 31.346.259 38.601.197 37.000.762 48.194.465 24.945.017
99,25% 50,03% 23,00% 21,40% 58,05% -2,49% -18,97% -1,90% 13,88% -4,92% -9,88% 48,64% 38,16% 21,02% 36,84% 62,70% 8,85% 16,48% 42,15% 48,85% 45,73% 68,75% 124,70% 16,52%
40.278.377 39.083.764 42.172.318 30.979.948 44.979.548 39.806.549 31.214.717 33.680.494 41.888.454 37.750.754 37.184.200 35.052.383 53.583.168 48.917.399 61.234.560 53.243.080 53.780.869 53.218.821 47.865.282 52.299.886 68.505.379 63.725.718 73.915.988 43.867.713
70,70% 48,45% 24,72% 16,94% 55,98% 3,65% -12,28% 5,12% 16,75% 10,77% 1,32% 27,96% 33,03% 25,16% 45,20% 71,86% 19,57% 33,69% 53,34% 55,28% 63,54% 68,81% 98,78% 25,15%
131.988.426
74,14%
132.543.515
48,53%
663.980
-45,89%
408.961.942
42,09%
674.157.863
48,47%
2001 Total
Traded Contracts (bars) and Open Interest (lines) in Contracts 80.000.000
45.000.000
70.000.000
40.000.000 35.000.000
60.000.000
30.000.000
Traded Contracts
50.000.000
Open Interest
1.4.2
ex_monthly0112.doc
25.000.000
40.000.000
20.000.000
30.000.000
15.000.000
20.000.000
10.000.000
10.000.000
5.000.000
0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4.3
14.01.2002 page 11
Eurex Total – Value of Open Interest in EUR million Index Products
Equity Products Change YoY
1997 1998 1999 2000
1.4.4
ex_monthly0112.doc
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
53.744 67.556 137.814 196.686
25,70% 104,00% 42,72%
30.733 24.295 41.930 58.402
-20,89% 72,58% 39,28%
31.940 65.370 93.020 27.977
104,66% 42,30% -69,92%
72.772 105.244 173.602 267.815
44,62% 64,95% 54,27%
240.504 262.465 446.366 550.881
38,53% 70,07% 23,41%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
271.649 262.070 322.732 282.658
28,48% 51,22% 51,96% 43,71%
95.489 74.352 86.189 78.102
58,64% 45,57% 27,06% 33,73%
28.093 21.719 20.195 22.540
-58,38% -47,71% -37,12% -19,44%
316.854 269.638 384.620 313.514
20,93% 12,03% 36,44% 17,06%
712.084 627.780 813.737 696.813
18,46% 23,92% 36,94% 26,49%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
162.451 209.742 211.425 226.322 250.536 173.306 196.826 230.595 212.374 239.419 260.899 196.686 226.450 274.063 271.649 297.981 324.893 262.070 291.472 324.319 322.732 362.442 396.915 282.658
90,11% 101,58% 121,83% 94,97% 105,18% 84,82% 86,74% 102,48% 92,39% 88,52% 73,18% 42,72% 39,40% 30,67% 28,48% 31,66% 29,68% 51,22% 48,09% 40,64% 51,96% 51,38% 52,13% 43,71%
56.514 66.005 60.193 63.470 71.513 51.077 57.620 67.898 67.833 76.846 85.565 58.402 85.359 94.924 95.489 77.318 98.838 74.352 84.082 97.250 86.189 99.719 111.255 78.102
94,23% 108,46% 94,26% 65,17% 76,55% 50,07% 57,72% 64,89% 65,42% 61,76% 57,49% 39,28% 51,04% 43,81% 58,64% 21,82% 38,21% 45,57% 45,93% 43,23% 27,06% 29,76% 30,02% 33,73%
102.282 109.092 67.504 68.504 73.907 41.540 52.395 52.080 32.116 35.994 44.660 27.977 39.341 39.067 28.093 33.464 37.064 21.719 23.355 24.756 20.195 22.312 25.422 22.540
-38,44% -39,93% -57,54% -59,39% -57,53% -71,96% -69,22% -68,16% -77,99% -72,92% -62,34% -69,92% -61,54% -64,19% -58,38% -51,15% -49,85% -47,71% -55,43% -52,47% -37,12% -38,01% -43,08% -19,44%
271.408 248.186 262.020 287.415 249.241 240.674 230.520 228.947 281.896 275.870 291.418 267.815 344.232 332.260 316.854 355.861 299.215 269.638 331.458 364.485 384.620 499.225 389.144 313.514
38,98% 29,28% 36,48% 31,29% 33,02% -1,56% -7,23% 9,34% 28,10% 0,40% 22,08% 54,27% 26,83% 33,88% 20,93% 23,81% 20,05% 12,03% 43,79% 59,20% 36,44% 80,96% 33,53% 17,06%
592.654 633.024 601.142 645.711 645.197 506.597 537.360 579.520 594.219 628.130 682.541 550.881 695.383 740.314 712.084 764.625 760.010 627.780 730.368 810.810 813.737 983.698 922.736 696.813
24,51% 24,29% 25,96% 19,11% 23,13% -2,66% -4,15% 9,76% 14,86% 7,89% 21,39% 23,41% 17,33% 16,95% 18,46% 18,42% 17,80% 23,92% 35,92% 39,91% 36,94% 56,61% 35,19% 26,49%
2001 Total
282.658
43,71%
78.102
33,73%
22.540
-19,44%
313.514
17,06%
696.813
26,49%
Eurex Total – Open Interest Index Products
Equity Products Change YoY
1997 1998 1999 2000
Total Total Total Total
Change YoY
Money Market Products Change YoY
Capital Market Products Change YoY
Total Change YoY
1.916.582 1.777.293 3.327.406 4.296.448
24,14% 87,22% 29,12%
3.187.776 4.547.852 7.694.031 10.681.036
43,64% 69,18% 38,82%
54.935 70.041 97.449 29.396
27,50% 39,13% -69,83%
554.766 734.812 1.666.919 2.533.159
32,45% 126,85% 51,97%
5.720.552 7.129.998 12.785.805 17.540.039
36,75% 79,32% 37,18%
6.283.237 6.745.822 9.655.664 8.478.306
61,08% 92,35% 115,42% 97,33%
16.484.039 15.646.835 18.088.704 17.201.593
63,95% 67,41% 46,89% 61,05%
29.317 22.686 20.920 23.336
-58,52% -48,53% -38,52% -20,62%
2.957.649 2.562.098 3.605.977 2.938.212
17,40% 10,83% 32,70% 15,99%
25.754.242 24.977.441 31.371.265 28.641.747
55,66% 64,23% 60,48% 63,29%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
3.733.995 4.288.938 3.900.713 4.127.429 4.622.713 3.507.006 3.943.056 4.687.863 4.482.254 5.096.584 5.710.574 4.296.448 4.984.147 6.007.605 6.283.237 6.897.805 7.662.746 6.745.822 7.676.566 8.874.058 9.655.664 10.892.343 11.955.165 8.478.306
31,52% 36,92% 44,58% 35,33% 41,95% 30,86% 33,60% 49,59% 40,93% 43,36% 43,70% 29,12% 33,48% 40,07% 61,08% 67,12% 65,76% 92,35% 94,69% 89,30% 115,42% 113,72% 109,35% 97,33%
9.256.666 10.742.115 10.054.590 10.786.838 12.205.160 9.346.476 10.740.302 12.539.416 12.314.469 13.906.642 15.624.824 10.681.036 14.004.228 16.627.998 16.484.039 19.212.348 19.556.392 15.646.835 17.198.406 19.436.279 18.088.704 21.365.957 23.920.520 17.201.593
60,74% 67,76% 64,77% 44,91% 57,21% 43,31% 50,23% 52,47% 53,25% 49,58% 55,36% 38,82% 51,29% 54,79% 63,95% 78,11% 60,23% 67,41% 60,13% 55,00% 46,89% 53,64% 53,09% 61,05%
107.733 115.043 70.685 72.200 78.404 44.078 55.549 55.250 34.030 38.142 47.156 29.396 41.246 40.994 29.317 35.105 38.768 22.686 24.369 25.825 20.920 23.048 26.284 23.336
-35,77% -38,25% -54,89% -56,35% -54,95% -70,31% -67,52% -66,80% -74,82% -69,97% -61,17% -69,83% -61,71% -64,37% -58,52% -51,38% -50,55% -48,53% -56,13% -53,26% -38,52% -39,57% -44,26% -20,62%
2.634.641 2.411.623 2.519.317 2.760.701 2.400.894 2.311.659 2.214.707 2.208.945 2.717.296 2.650.605 2.769.466 2.533.159 3.245.756 3.117.679 2.957.649 3.368.051 2.848.814 2.562.098 3.127.531 3.423.183 3.605.977 4.621.856 3.602.832 2.938.212
91,84% 61,39% 47,54% 42,69% 43,40% 3,68% -3,59% 12,37% 30,13% 1,15% 21,93% 51,97% 23,20% 29,28% 17,40% 22,00% 18,66% 10,83% 41,22% 54,97% 32,70% 74,37% 30,09% 15,99%
15.733.035 17.557.719 16.545.305 17.747.168 19.307.171 15.209.219 16.953.614 19.491.474 19.548.049 21.691.973 24.152.020 17.540.039 22.275.377 25.794.276 25.754.242 29.513.309 30.106.720 24.977.441 28.026.872 31.759.345 31.371.265 36.903.204 39.504.801 28.641.747
55,17% 56,54% 55,14% 40,92% 50,03% 31,34% 34,88% 44,49% 45,45% 39,05% 47,05% 37,18% 41,58% 46,91% 55,66% 66,30% 55,94% 64,23% 65,32% 62,94% 60,48% 70,12% 63,57% 63,29%
2001 Total
8.478.306
97,33%
17.201.593
61,05%
23.336
-20,62%
2.938.212
15,99%
28.641.747
63,29%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.4.5
ex_monthly0112.doc 14.01.2002 page 12
Eurex Total – Paid Premiums, Market Share per Account Group and Trades Trades
1997 1998 1999 2000
Total Total Total Total
Market Share per Account Group Agent Principal
Market Maker
Paid Premiums in EUR Calls
Puts
Total
Change YoY
6.270.766 10.481.417 17.329.128 20.415.123
35,66% 41,56% 44,55% 42,06%
24,90% 22,56% 22,39% 25,45%
39,44% 35,87% 33,06% 32,49%
19.818.803.670 26.436.879.060 27.871.080.199 43.601.361.853
11.864.999.670 21.829.972.259 22.489.503.139 42.765.677.518
31.680.730.537 48.261.217.070 50.349.387.211 86.360.107.069
52,34% 4,33% 71,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
6.767.299 6.788.546 8.306.351 8.873.962
46,90% 46,36% 47,76% 47,13%
28,80% 26,48% 23,75% 23,56%
24,31% 27,15% 28,48% 29,31%
10.405.820.316 13.079.371.767 12.749.428.122 16.339.594.193
27.734.772.958 30.596.431.640 19.096.241.582 13.177.399.788
38.138.857.321 43.674.855.560 31.845.669.704 29.516.993.981
50,79% 73,36% 99,24% 48,40%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.998.172 1.859.636 1.890.168 1.486.093 1.890.894 1.657.797 1.460.114 1.476.474 1.739.782 1.778.966 1.680.645 1.496.382 2.226.498 1.885.306 2.655.495 2.312.326 2.259.811 2.216.409 2.212.294 2.556.811 3.537.246 3.407.265 3.308.772 2.157.925
41,30% 42,40% 44,02% 41,56% 40,99% 43,14% 39,39% 39,04% 43,11% 41,06% 41,21% 46,82% 45,12% 46,90% 48,44% 46,36% 45,52% 47,22% 47,68% 46,04% 49,13% 46,54% 48,41% 45,83%
24,61% 23,83% 23,97% 23,62% 27,11% 26,85% 26,47% 25,31% 26,76% 26,35% 24,37% 25,77% 31,67% 28,49% 26,53% 27,52% 26,66% 25,27% 24,65% 24,55% 22,51% 24,29% 23,65% 22,34%
34,09% 33,77% 32,01% 34,82% 31,90% 30,02% 34,15% 35,65% 30,13% 32,59% 34,42% 27,41% 23,20% 24,60% 25,03% 26,12% 27,82% 27,51% 27,67% 29,40% 28,35% 29,17% 27,94% 31,82%
4.399.675.029 5.468.506.324 4.020.527.644 2.669.095.992 3.898.131.572 4.736.270.191 2.671.967.386 2.992.786.003 2.875.010.083 3.314.254.958 3.741.322.068 2.813.814.603 3.888.467.513 2.809.643.761 3.707.709.042 3.951.873.669 4.832.594.175 4.294.903.924 4.159.178.114 4.174.654.166 4.415.595.842 6.584.496.346 6.380.753.805 3.374.344.042
3.651.654.167 3.316.688.562 4.436.637.156 4.638.516.185 6.663.667.190 2.589.862.201 2.134.158.687 1.810.878.618 3.500.838.892 3.927.292.094 3.654.206.633 2.441.277.133 6.621.448.650 9.207.565.439 11.905.758.869 15.003.416.353 9.436.782.225 6.156.233.062 4.861.936.248 4.911.934.682 9.322.370.652 5.529.299.229 4.623.585.830 3.024.514.729
8.050.710.036 8.784.629.458 8.456.545.131 7.307.126.671 10.561.205.381 7.325.538.746 4.805.559.205 4.803.043.899 6.375.282.156 7.240.953.109 7.394.934.487 5.254.578.790 10.509.322.409 12.016.669.619 15.612.865.293 18.954.760.758 14.268.957.815 10.451.136.986 9.021.114.362 9.086.588.848 13.737.966.493 12.113.795.575 11.004.339.635 6.398.858.772
90,08% 179,38% 132,14% 114,72% 155,48% 110,67% 30,07% 33,26% 60,07% 89,67% 41,98% -34,35% 30,54% 36,79% 84,62% 159,40% 35,11% 42,67% 87,72% 89,18% 115,49% 67,30% 48,81% 21,78%
30.736.158
47,05%
25,57%
27,37%
52.574.214.398
90.604.845.968
143.176.376.566
65,79%
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
1.5
Eurex Summary
1.5.1
Volume in EUR and Traded Contracts Traded Contracts Dez 01
ex_monthly0112.doc 14.01.2002 page 13
Nov 01
Dez 00
Y-T-D
Chg YoY
Volume in EUR millions Dez 01
1.122.423 1.016 0 0 2.574.313 99.817 242.502 44 4.048.810
2.097.994 4.985 0 0 4.156.537 136.459 318.546 340 6.735.568
580.834 3.954 2.456.809 68.494 189.989 2.184 3.302.264
19.046.893 44.400 19.836 104 44.102.502 1.726.251 3.179.143 6.053 68.154.584
93,24% -74,30% 4,78% 45,73% 27,64% -97,99% 22,61%
4.043.144 73.198 65.512 11.853 364 1.029.263 807.410 552.651 11.432 6.594.827
3.621.185 33.616 25.158 3.147 36 1.236.334 462.830 381.333 4.389 5.768.028
2.086.077 56.473 1.006.023 232.638 481.818 15.767 3.878.796
37.828.500 452.830 246.165 35.279 871 14.686.359 5.409.482 5.099.537 74.819 63.833.842
10.643.637
12.503.596
7.181.060
DAX Components SMI Components DJ Euro STOXX 50 Components Neuer Markt Equities Nordic Equities U.S. Equities Other German Equities
5.346.732 1.721.740 81.378 31.885 1.051.960 6.965 4.016
8.338.711 2.925.780 107.923 45.328 1.735.302 11.477 6.794
All Equity Options
8.244.676
One-Month-Euribor Future Three-Month-Euribor Future Opt. on Three-Month-Euribor Fut. All Money Market Products
Nov 01
Dez 00
Y-T-D
Chg YoY
41.387 36 0 0 66.175 150 10.021 1 117.944
77.454 176 0 0 102.197 192 13.270 5 193.779
28.572 192 81.224 280 10.142 53 120.213
761.194 1.720 312 3 1.221.252 3.504 147.890 114 2.133.949
44,85% -81,19% -18,53% -46,43% -1,19% -98,77% -1,89%
93,82% 29,62% 2,31% 247,07% 14,70% -27,49% 70,02%
149.565 2.651 1.275 229 11 130.763 979 23.530 182 309.185
133.576 1.225 473 59 1 153.871 564 16.422 69 306.386
101.959 2.688 165.238 750 26.144 392 296.527
1.452.948 16.774 4.546 664 27 2.013.756 7.727 232.269 1.222 3.726.447
46,69% -1,36% -20,86% 30,64% -10,00% -53,47% 4,27%
131.988.426
48,22%
427.129
500.166
416.740
5.860.396
2,49%
2.990.352 2.728.077 30.426 50.840 598.037 3.449
79.875.125 35.239.133 984.468 479.470 15.686.205 38.196 240.918
78,80% -36,89% 167,46% -37,28% 75,90% 16,44%
25.861 9.194 264 41 2.898 44 17
38.903 15.665 314 53 4.482 69 27
20.046 11.537 156 168 3.138 15
503.155 157.854 3.979 724 43.795 238 1.026
29,00% -20,30% 69,58% -75,72% -7,63% 14,21%
13.171.315
6.401.181
132.543.515
28,80%
38.319
59.514
35.060
710.773
9,30%
0 34.383 0
0 46.612 0
0 62.275 0
0 663.980 0
-44,79% -
0 33.286 0
0 45.157 0
0 59.254 0
0 638.804 0
-43,83% -
34.383
46.612
62.275
663.980
-44,79%
33.286
45.157
59.254
638.804
-43,83%
6.536.802 5.892.135 10.219.226 0 40.653 22.688.816
11.725.786 12.079.574 18.877.466 0 32.782 42.715.608
3.712.964 5.113.681 10.487.495 0 54.956 19.369.096
92.637.630 99.578.068 178.011.304 0 416.883 370.643.885
76,05% 15,22% -2,56% -26,03% 17,14%
680.031 632.094 1.111.598 0 3.333 2.427.055
1.225.909 1.314.870 2.096.093 0 2.752 4.639.646
379.633 537.998 1.131.244 0 4.403 2.053.170
9.583.943 10.643.807 19.349.181 0 34.451 39.610.820
79,13% 17,49% -1,74% -24,32% 18,21%
Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Capital Market Fut.
793.586 243.707 1.218.908 2.256.201
1.809.597 933.268 2.735.992 5.478.857
200.223 259.854 1.578.694 2.038.771
10.075.031 6.188.962 22.054.064 38.318.057
296,35% -6,21% -22,79% 10,66%
82.959 26.176 133.331 242.466
189.680 101.618 305.832 597.129
20.531 27.332 170.819 218.682
1.046.786 663.927 2.405.655 4.116.367
304,07% -4,23% -21,95% 10,88%
All Capital Market Products
24.945.017
48.194.465
21.407.867
408.961.942
16,52%
2.669.521
5.236.775
2.271.852
43.727.187
17,50%
All Eurex Products
43.867.713
73.915.988
35.052.383
674.157.863
25,15%
3.168.255
5.841.612
2.782.906
50.937.159
13,85%
Index Products Index Options DJ Euro STOXX 50 Option DJ STOXX 50 Option DJ Euro STOXX Sector Indexes Dow Jones Global Titans 50 DAX Option NEMAX 50 Option SMI Option HEX25 Option Index Options
Index Futures DJ Euro STOXX 50 DJ STOXX 50 DJ Euro STOXX Sector Indexes DJ STOXX 600 Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Futures All Index Products
Equity Options
Money Market Products
Capital Market Products Capital Market Futures Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Euro-Buxl Future CONF Future Capital Market Futures
Options on Capital Market Futures Opt. on Opt. on Opt. on Opt. on
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 14
Eurex Summary 1.5.2
Open Interest, Value of Open Interest and Paid Premiums Open Interest in Contracts Dez 01 Dez 00
Chg YoY
Open Interest in EUR millions Dez 01 Dez 00
Chg YoY
Paid Premiums in EUR millions Dez 01 Nov 01
Dez 00
Y-T-D
Chg YoY
Index Products Index Options 3.221.231 10.601 0 0 3.131.598 288.628 412.477 44 7.095.418
1.235.617 8.682 1.794.506 127.506 279.828 2.310 3.448.449
160,70% 22,10% 74,51% 126,36% 47,40% -98,10% 105,76%
125.197 410 0 0 83.670 555 17.964 1 228.382
62.874 426 61.736 643 14.819 57 140.191
99,12% -3,78% 35,53% -13,76% 21,22% -98,85% 62,91%
1.456 1 0 1.979 10 230 0 3.690
3.232 6 0 3.334 18 303 0 6.928
795 6 1.834 18.702.169 247 4 2.900
29.138 72 0 32.425 308 3.473 6 65.441
83,02% -77,11% 7,89% -100,00% -7,00% -99,77% 27,22%
DJ Euro STOXX 50 DJ STOXX 50 DJ (Euro) STOXX Sector Indexes DJ STOXX 600 Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Futures
820.256 23.565 24.061 4.142 76 123.748 267.196 114.822 5.022 1.382.888
470.624 20.614 160.198 69.968 119.945 6.650 847.999
74,29% 14,32% -22,75% 281,88% -4,27% -24,48% 63,08%
31.422 878 463 83 2 16.058 309 4.981 80 54.276
22.647 946 26.051 203 6.656 155 56.496
38,75% -7,24% -38,36% 51,78% -25,17% -48,48% -3,93%
-
-
-
-
-
-
-
-
-
-
All Index Products
8.478.306
4.296.448
97,33%
282.658
196.686
43,71%
3.690
6.928
2.900
65.441
27,22%
9.897.629 4.649.417 194.696 54.725 2.376.748 11.579 16.799
5.029.415 4.651.860 108.161 96.697 786.457 8.446
96,79% -0,05% 80,01% -43,41% 202,21% 98,90%
46.184 24.698 633 72 6.369 70 75
33.060 20.446 459 454 3.955 27
39,70% 20,80% 37,87% -84,07% 61,03% 182,57%
2.081 329 15 6 274 2 1
2.888 722 18 7 437 3 2
1.413 605 7 37 291 1
65.298 7.685 216 115 4.317 11 94
47,31% -45,60% 102,65% -83,54% -5,64% -1,40%
17.201.593
10.681.036
61,05%
78.102
58.402
33,73%
2.709
4.077
2.354
77.735
15,07%
One-Month-Euribor Future Three-Month-Euribor Future Opt. on Three-Month-Euribor Fut.
0 23.336 0
0 29.396 0
-20,62% -
0 22.540 0
0 27.977 0
-19,44% -
-
-
-
-
-
All Money Market Products
23.336
29.396
-20,62%
22.540
27.977
-19,44%
-
-
-
-
-
461.182 377.504 518.409 0 8.224 1.365.319
383.998 385.084 618.804 0 17.362 1.405.248
20,10% -1,97% -16,22% -52,63% -2,84%
47.900 40.131 55.357 0 662 144.050
39.461 40.838 67.106 0 1.424 148.794
21,38% -1,73% -17,51% -53,51% -3,19%
-
-
-
-
-
733.340 173.071 666.482 1.572.893
149.077 136.688 842.146 1.127.911
391,92% 26,62% -20,86% 39,45%
76.901 18.694 73.869 169.464
15.236 14.340 89.445 119.021
404,71% 30,37% -17,41% 42,38%
-
-
-
-
-
DJ Euro STOXX 50 DJ STOXX 50 DJ (Euro) STOXX Sector Indexes Dow Jones Global Titans 50 DAX NEMAX 50 SMI HEX25 Index Options
Index Futures
Equity Options DAX Components SMI Components DJ Euro STOXX 50 Components Neuer Markt Equities Nordic Equities U.S. Equities Other German Equities All Equity Options
Money Market Products
Capital Market Products Capital Market Futures Euro-Schatz Future Euro-Bobl Future Euro-Bund Future Euro-Buxl Future CONF Future Capital Market Futures
Options on Capital Market Futures Opt. Opt. Opt. Opt.
on Euro-Schatz Future on Euro-Bobl Future on Euro-Bund Future on Capital Market Fut.
All Capital Market Products All Eurex Products
2.938.212
2.533.159
15,99%
313.514
267.815
17,06%
-
-
-
-
-
28.641.447
17.540.039
63,29%
696.813
550.881
26,49%
6.399
11.004
5.255
143.176
21,78%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2
Eurex - Index Products
2.1
Dow Jones Euro-STOXX 50 Options
2.1.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 15
Traded Contracts Calls
Puts
Total
Volume in EUR million Calls
Puts
Total
Change YoY
2983,94% 116,21%
2.603 73.619 227.981
1.212 71.130 189.588
3.815 144.750 417.568
3694,11% 188,48%
3.344.665 3.881.510 6.054.446 5.766.272
84,93% 105,83% 201,89% 130,83%
86.170 100.771 124.727 118.261
66.960 70.155 104.920 89.229
153.131 170.927 229.647 207.490
68,81% 72,74% 119,88% 68,06%
331.758 301.049 279.695 210.360 332.751 315.994 246.406 311.404 421.918 557.950 466.526 284.701 428.994 554.945 597.604 593.028 497.368 657.335 892.781 874.811 1.253.717 1.116.510 1.000.754 591.296
691.978 579.276 537.329 409.149 776.995 699.660 571.949 671.350 762.202 990.155 927.122 580.834 973.606 1.060.970 1.310.089 1.207.925 1.143.419 1.530.166 1.960.372 1.823.488 2.270.586 2.545.855 2.097.994 1.122.423
1344,30% 498,76% 613,57% 157,69% 220,30% 172,75% 61,70% 96,50% 44,56% 89,09% 38,85% 16,19% 40,70% 83,15% 143,82% 195,23% 47,16% 118,70% 242,75% 171,62% 197,90% 157,12% 126,29% 93,24%
18.542 15.286 15.189 11.231 24.760 22.144 18.397 20.339 18.823 22.914 24.968 15.387 28.646 25.037 32.487 28.295 30.700 41.775 47.424 40.692 36.611 53.803 43.442 21.016
14.266 13.694 13.736 10.034 15.731 15.049 11.969 14.702 20.214 25.185 21.824 13.185 19.468 23.704 23.788 23.463 20.502 26.190 34.031 31.899 38.990 34.845 34.012 20.371
32.807 28.980 28.925 21.265 40.491 37.193 30.366 35.042 39.037 48.100 46.792 28.572 48.114 48.741 56.275 51.758 51.202 67.966 81.456 72.590 75.601 88.648 77.454 41.387
1871,41% 752,78% 996,53% 271,60% 368,58% 294,60% 130,68% 179,84% 102,49% 149,80% 72,58% 30,30% 46,66% 68,19% 94,56% 143,40% 26,45% 82,74% 168,25% 107,15% 93,67% 84,30% 65,53% 44,85%
9.059.143
19.046.893
132,34%
429.930
331.264
761.194
82,29%
1998 Total 1999 Total 2000 Total
1.266 37.703 68.424
81.907 1.797.774 4.137.487
41.044 1.993.964 4.060.512
122.951 3.791.738 8.197.999
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
29.640 32.811 56.984 46.707
1.763.122 2.133.779 3.033.137 3.057.712
1.581.543 1.747.731 3.021.309 2.708.560
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
5.352 4.079 4.366 4.186 5.679 4.616 3.983 4.602 6.354 8.334 9.280 7.593 7.883 9.625 12.132 11.571 9.263 11.977 15.759 17.980 23.245 20.474 15.124 11.109
360.220 278.227 257.634 198.789 444.244 383.666 325.543 359.946 340.284 432.205 460.596 296.133 544.612 506.025 712.485 614.897 646.051 872.831 1.067.591 948.677 1.016.869 1.429.345 1.097.240 531.127
2001 Total
166.142
9.987.750
Change YoY
Volume (columns) and Open Interest (lines) in EUR million 180.000
90.000
160.000
80.000
140.000
70.000
120.000
60.000
Open Interest
100.000
Volume
100.000
50.000
80.000
40.000
60.000
30.000 20.000
40.000
10.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 16
Dow Jones Euro STOXX 50 Options 2.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
2.1.3
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
44,64% 55,58% 56,36%
10,59% 4,74% 8,54%
44,78% 39,68% 35,10%
37.162 431.639 698.725
12.385 490.696 536.892
49.547 922.335 1.235.617
1761,54% 33,97%
1.171 18.881 38.796
355 17.777 24.078
1.526 36.657 62.874
2302,75% 71,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
59,27% 61,72% 58,52% 61,11%
9,67% 7,30% 8,18% 7,15%
31,05% 30,98% 33,31% 31,75%
1.078.861 1.267.679 1.854.726 1.740.363
826.340 949.191 1.573.426 1.480.868
1.905.201 2.216.870 3.428.152 3.221.231
54,25% 82,84% 155,16% 160,70%
54.926 62.914 82.711 74.324
34.381 38.844 56.275 50.873
89.306 101.758 138.986 125.197
55,87% 69,55% 102,94% 99,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
60,04% 63,90% 64,16% 61,06% 58,59% 60,27% 53,24% 50,51% 52,52% 52,38% 54,21% 51,17% 58,47% 54,34% 63,83% 55,44% 62,48% 66,11% 62,54% 57,54% 55,83% 60,40% 63,52% 58,19%
6,91% 10,19% 8,72% 8,34% 6,06% 7,14% 9,88% 10,45% 11,03% 7,21% 7,80% 10,43% 10,63% 12,29% 6,86% 9,50% 6,98% 5,81% 7,28% 8,09% 9,02% 7,40% 6,94% 6,95%
33,05% 25,91% 27,12% 30,60% 35,35% 32,58% 36,88% 39,03% 36,45% 40,41% 37,99% 38,40% 30,90% 33,37% 29,31% 35,06% 30,54% 28,09% 30,18% 34,37% 35,14% 32,20% 29,54% 34,86%
498.397 591.556 591.284 636.507 724.900 642.972 730.360 841.290 721.722 842.262 931.498 698.725 813.249 1.001.748 1.078.861 1.181.910 1.284.131 1.267.679 1.537.250 1.720.365 1.854.726 2.242.010 2.339.385 1.740.363
579.998 690.658 643.867 659.646 703.205 569.521 637.691 726.941 621.816 753.003 837.164 536.892 650.736 792.464 826.340 908.476 971.023 949.191 1.154.122 1.315.584 1.573.426 1.862.073 1.980.238 1.480.868
1.078.395 1.282.214 1.235.151 1.296.153 1.428.105 1.212.493 1.368.051 1.568.231 1.343.538 1.595.265 1.768.662 1.235.617 1.463.985 1.794.212 1.905.201 2.090.386 2.255.154 2.216.870 2.691.372 3.035.949 3.428.152 4.104.083 4.319.623 3.221.231
1306,98% 827,17% 861,56% 581,55% 418,13% 288,18% 230,54% 204,99% 114,85% 105,12% 81,72% 33,97% 35,76% 39,93% 54,25% 61,28% 57,91% 82,84% 96,73% 93,59% 155,16% 157,27% 144,23% 160,70%
23.064 28.522 30.243 32.918 37.811 34.873 39.889 46.243 40.302 46.767 51.710 38.796 44.788 53.793 54.926 59.724 65.007 62.914 74.234 81.840 82.711 97.160 101.189 74.324
22.110 27.441 27.051 27.686 29.415 25.142 28.347 32.443 28.184 33.765 37.432 24.078 29.039 34.619 34.381 37.606 40.273 38.844 46.208 51.213 56.275 64.958 69.298 50.873
45.174 55.963 57.294 60.604 67.226 60.015 68.236 78.687 68.486 80.531 89.142 62.874 73.827 88.412 89.306 97.330 105.280 101.758 120.442 133.053 138.986 162.118 170.486 125.197
1712,13% 1094,91% 1191,06% 807,82% 600,14% 440,74% 357,50% 322,91% 204,20% 188,74% 144,51% 71,52% 63,43% 57,98% 55,87% 60,60% 56,61% 69,55% 76,51% 69,09% 102,94% 101,31% 91,25% 99,12%
2001 Total
60,09%
7,95%
31,96%
1.740.363
1.480.868
3.221.231
160,70%
74.324
50.873
125.197
99,12%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
2.433 1.871 1.883
1.582 1.255 1.437
2.149 1.547 1.662
199.307.567 3.364.520.318 7.789.999.059
64.944.596 2.502.692.062 5.833.698.337
264.252.153 5.867.212.380 13.623.697.396
2120,31% 132,20%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.518 1.491 1.634 1.698
1.545 1.107 1.670 1.368
1.531 1.318 1.652 1.543
2.676.533.006 3.181.772.176 4.957.260.884 5.193.351.578
2.444.242.322 1.933.979.815 5.046.958.416 3.704.074.436
5.120.775.328 5.115.751.991 10.004.219.300 8.897.426.014
36,22% 62,08% 229,40% 142,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.143 2.475 2.409 1.970 1.775 2.009 1.930 1.610 1.712 1.787 1.597 1.552 1.606 1.224 1.659 1.574 1.473 1.447 1.832 1.615 1.446 1.751 1.759 1.432
1.773 1.740 2.023 1.539 1.413 1.303 1.256 990 1.490 1.374 1.289 1.179 1.967 1.374 1.402 1.083 987 1.218 1.436 1.410 2.020 1.529 1.301 1.175
1.966 2.093 2.208 1.748 1.620 1.690 1.640 1.323 1.589 1.554 1.442 1.369 1.765 1.302 1.542 1.333 1.261 1.349 1.651 1.516 1.763 1.654 1.540 1.297
772.114.129 688.530.657 620.576.424 391.612.734 788.464.572 770.658.909 628.373.206 579.549.308 582.674.697 772.150.432 735.572.218 459.721.773 874.758.801 619.587.508 1.182.186.697 967.542.536 951.415.788 1.262.813.852 1.955.481.767 1.531.777.746 1.470.001.371 2.502.857.675 1.929.685.930 760.807.973
588.364.566 523.871.808 565.836.641 323.713.661 470.051.720 411.836.455 309.427.143 308.442.469 628.662.966 766.395.229 601.509.132 335.586.547 844.042.606 762.300.552 837.899.164 642.317.303 490.904.751 800.757.761 1.281.846.540 1.233.194.671 2.531.917.205 1.707.157.186 1.302.116.224 694.801.026
1.360.478.695 1.212.402.465 1.186.413.065 715.326.395 1.258.516.292 1.182.495.364 937.800.349 887.991.777 1.211.337.663 1.538.545.661 1.337.081.350 795.308.320 1.718.801.407 1.381.888.060 2.020.085.861 1.609.859.839 1.442.320.539 2.063.571.613 3.237.328.307 2.764.972.417 4.001.918.576 4.210.014.861 3.231.802.154 1.455.608.999
993,97% 639,10% 994,08% 234,42% 235,26% 206,31% 76,33% 53,69% 58,06% 137,42% 35,43% -19,15% 26,34% 13,98% 70,27% 125,05% 14,60% 74,51% 245,20% 211,37% 230,37% 173,64% 141,71% 83,02%
2001 Total
1.603
1.449
1.530
16.008.917.644
13.129.254.989
29.138.172.633
113,88%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.2
Dow Jones Euro STOXX 50 Futures
2.2.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 17
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
1998 Total 1999 Total 2000 Total
18.834 340.799 2.213.643
366.435 5.341.864 14.315.518
1357,79% 167,99%
11.231 208.872 729.342
1759,78% 249,18%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.277.434 1.393.959 2.172.479 2.369.239
6.353.819 6.814.926 12.106.289 12.553.466
118,01% 111,52% 261,75% 159,77%
279.190 295.819 425.678 452.261
88,12% 75,31% 143,91% 90,29%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
98.461 100.211 122.002 133.439 164.235 158.197 139.840 162.830 223.804 297.086 323.024 290.514 367.434 336.008 573.992 499.004 443.739 451.216 491.548 620.753 1.060.178 1.040.529 810.328 518.382
751.259 737.668 1.425.519 788.420 886.895 1.546.547 669.558 940.738 1.736.308 1.344.965 1.401.564 2.086.077 1.397.602 1.592.822 3.363.395 1.926.561 1.734.788 3.153.577 2.253.441 2.770.211 7.082.637 4.889.137 3.621.185 4.043.144
319,45% 305,56% 219,05% 287,45% 221,10% 149,02% 122,40% 162,29% 119,89% 243,62% 123,32% 116,18% 86,03% 115,93% 135,94% 144,36% 95,60% 103,91% 236,56% 194,47% 307,91% 263,51% 158,37% 93,82%
35.536 37.635 75.241 40.529 45.868 82.345 35.201 48.568 90.752 66.107 69.602 101.959 66.550 71.697 140.944 82.165 77.529 136.125 91.201 107.443 227.034 169.120 133.576 149.565
458,51% 500,41% 374,39% 443,38% 355,12% 252,57% 205,56% 265,90% 202,98% 348,98% 164,75% 133,17% 87,27% 90,51% 87,32% 102,73% 69,03% 65,31% 159,09% 121,22% 150,17% 155,83% 91,91% 46,69%
2001 Total
7.213.111
37.828.500
164,25%
1.452.948
99,21%
250.000
Volume (columns) and Open Interest (lines) in EUR million
45.000 40.000
200.000
35.000
Open Interest
30.000 150.000
Volume
25.000 20.000
100.000
15.000 10.000
50.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.2.2
ex_monthly0112.doc 14.01.2002 page 18
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
1998 Total 1999 Total 2000 Total
73,64% 70,85% 50,47%
7,53% 14,32% 27,71%
18,83% 14,83% 21,82%
59.626 302.933 470.624
408,06% 55,36%
2.022 15.020 22.647
642,65% 50,78%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
51,83% 51,66% 47,82% 48,30%
25,43% 25,34% 23,14% 24,94%
22,73% 23,00% 29,04% 26,76%
582.759 631.774 876.743 820.256
73,26% 54,43% 80,10% 74,29%
24.101 27.115 29.129 31.422
36,80% 27,51% 20,40% 38,75%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
54,29% 54,39% 60,76% 48,53% 48,34% 56,83% 45,46% 42,37% 54,57% 39,69% 37,54% 55,04% 45,55% 49,98% 55,32% 45,43% 46,67% 58,21% 46,15% 43,43% 50,08% 44,51% 44,04% 56,70%
25,39% 25,22% 26,25% 28,05% 26,54% 26,94% 27,75% 31,96% 24,00% 32,48% 32,47% 26,30% 29,32% 26,18% 23,46% 26,81% 28,27% 22,83% 26,27% 25,51% 21,22% 27,63% 26,47% 20,30%
20,32% 20,39% 12,99% 23,42% 25,12% 16,22% 26,78% 25,67% 21,44% 27,83% 29,99% 18,66% 25,13% 23,83% 21,22% 27,76% 25,06% 18,96% 27,58% 31,06% 28,71% 27,86% 29,49% 23,00%
333.212 379.518 336.356 392.889 444.694 409.092 448.415 577.904 486.821 500.304 512.136 470.624 545.628 691.828 582.759 630.876 667.970 631.774 724.281 819.843 876.743 942.570 1.072.797 820.256
163,40% 163,70% 105,86% 105,50% 109,15% 95,40% 98,98% 154,22% 120,34% 107,22% 75,11% 55,36% 63,75% 82,29% 73,26% 60,57% 50,21% 54,43% 61,52% 41,86% 80,10% 88,40% 109,48% 74,29%
15.618 19.783 17.617 20.875 23.169 21.265 23.190 29.973 24.193 25.592 24.640 22.647 26.246 29.807 24.101 28.510 29.529 27.115 29.764 30.763 29.129 32.839 39.336 31.422
244,46% 293,08% 203,89% 191,81% 200,28% 167,04% 183,02% 249,62% 197,82% 169,11% 93,68% 50,78% 68,04% 50,67% 36,80% 36,58% 27,45% 27,51% 28,35% 2,64% 20,40% 28,32% 59,64% 38,75%
2001 Total
49,35%
24,52%
26,14%
820.256
74,29%
31.422
38,75%
2.3
Dow Jones STOXX 50 Options
2.3.1
Traded Contracts Trades
Traded Contracts Calls
Puts
Total
1.916 2.354 1.697
34.021 30.432 24.957
39.758 49.822 36.573
73.779 80.254 61.530
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
249 200 417 344
4.592 3.656 9.103 4.519
3.608 2.614 8.048 8.260
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
345 180 161 89 88 80 78 82 204 158 135 97 72 80 97 41 54 105 151 95 171 156 132 56
5.227 1.247 995 238 919 682 455 2.450 5.117 3.451 2.122 2.054 1.238 2.716 638 488 1.002 2.166 3.845 406 4.852 2.816 1.350 353
1.210
21.870
1998 Total 1999 Total 2000 Total
2001 Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
8,78% -23,33%
1.088 1.154 1.262
1.205 1.800 1.557
2.293 2.954 2.820
28,83% -4,54%
8.200 6.270 17.151 12.779
-72,19% 42,76% 27,62% -10,06%
212 157 356 164
153 106 294 277
366 263 651 440
-70,45% 23,88% -3,05% -36,98%
15.105 2.704 4.213 677 1.336 540 983 653 3.781 3.058 1.623 1.900 548 2.017 1.043 248 812 1.554 1.644 2.596 3.808 3.962 3.635 663
20.332 3.951 5.208 915 2.255 1.222 1.438 3.103 8.898 6.509 3.745 3.954 1.786 4.733 1.681 736 1.814 3.720 5.489 3.002 8.660 6.778 4.985 1.016
138,47% 55,80% -14,36% -84,35% -52,48% -87,48% -82,29% -52,11% 3,47% -1,35% -52,01% -23,42% -91,22% 19,79% -67,72% -19,56% -19,56% 204,42% 281,71% -3,25% -2,67% 4,13% 33,11% -74,30%
256 63 53 12 48 34 23 128 260 176 107 102 59 125 28 22 44 92 160 16 180 100 51 13
595 111 159 31 62 26 45 32 183 145 79 91 24 89 40 10 33 62 64 98 132 128 126 24
851 174 212 42 110 60 68 160 444 321 186 192 84 214 68 32 77 154 224 115 312 228 176 36
188,85% 106,43% -0,88% -80,04% -35,08% -83,13% -77,92% -30,50% 42,67% 33,68% -40,71% -12,41% -90,19% 22,93% -68,03% -24,55% -29,84% 155,59% 228,50% -28,18% -29,56% -28,85% -5,25% -81,19%
22.530
44.400
-27,84%
889
831
1.720
-39,01%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.3.2
14.01.2002 page 19
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
2.3.3
ex_monthly0112.doc
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
8,76% 15,88% 24,80%
3,07% 1,70% 11,98%
88,18% 82,43% 63,23%
6.225 3.508 4.645
6.036 9.209 4.037
12.261 12.717 8.682
3,72% -31,73%
202 145 236
177 345 191
379 490 426
29,35% -13,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
13,30% 42,58% 31,01% 28,79%
37,02% 4,05% 23,65% 17,79%
49,68% 53,37% 45,34% 53,41%
3.245 4.669 6.529 6.079
2.554 1.749 4.502 4.522
5.799 6.418 11.031 10.601
-67,29% -55,74% -40,41% 22,10%
150 207 270 253
108 70 162 158
258 277 433 410
-64,70% -55,56% -48,72% -3,78%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
40,25% 25,09% 30,16% 21,04% 7,65% 22,75% 10,78% 4,90% 22,70% 6,15% 3,20% 23,67% 17,36% 3,80% 35,72% 15,49% 33,35% 52,43% 21,31% 28,61% 37,99% 39,07% 18,98% 8,37%
7,89% 0,04% 7,85% 11,43% 22,77% 4,05% 5,15% 10,55% 26,98% 11,50% 20,59% 9,83% 12,82% 56,21% 8,69% 7,20% 5,54% 2,70% 21,07% 3,33% 32,33% 15,87% 21,23% 13,78%
51,86% 74,87% 61,99% 67,53% 69,58% 73,20% 84,08% 84,55% 50,31% 82,35% 76,21% 66,50% 69,82% 39,99% 55,59% 77,31% 61,11% 44,87% 57,62% 68,05% 29,68% 45,06% 59,79% 77,85%
5.567 5.505 4.987 5.028 5.559 4.114 4.311 6.085 7.791 8.357 8.611 4.645 4.521 6.792 3.245 3.571 3.961 4.669 6.151 6.168 6.529 7.565 8.172 6.079
15.515 15.718 12.741 12.781 13.382 10.388 10.613 10.853 10.720 11.410 11.258 4.037 4.069 4.797 2.554 2.597 3.106 1.749 2.660 2.475 4.502 6.323 7.363 4.522
21.082 21.223 17.728 17.809 18.941 14.502 14.924 16.938 18.511 19.767 19.869 8.682 8.590 11.589 5.799 6.168 7.067 6.418 8.811 8.643 11.031 13.888 15.535 10.601
106,83% 165,79% 169,05% 88,22% 71,75% 32,89% 31,08% 39,13% 53,03% 50,84% 17,28% -31,73% -59,25% -45,39% -67,29% -65,37% -62,69% -55,74% -40,96% -48,97% -40,41% -29,74% -21,81% 22,10%
258 256 241 243 271 208 218 310 395 425 436 236 227 331 150 165 182 207 268 268 270 310 333 253
578 587 490 492 520 415 424 436 448 479 472 191 191 223 108 110 131 70 104 97 162 221 258 158
836 844 731 735 791 623 642 746 844 904 909 426 419 554 258 274 313 277 372 365 433 531 591 410
156,94% 234,88% 227,84% 122,92% 106,19% 59,95% 57,78% 74,12% 97,39% 95,12% 45,29% -13,00% -49,92% -34,29% -64,70% -62,68% -60,38% -55,56% -42,00% -51,01% -48,72% -41,27% -34,97% -3,78%
2001 Total
28,73%
21,67%
49,60%
6.079
4.522
10.601
22,10%
253
158
410
-3,78%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1998 Total 1999 Total 2000 Total
1.301 1.451 1.726
1.076 1.382 1.494
1.180 1.408 1.588
44.266.706 44.154.965 43.081.752
42.782.544 68.829.597 54.629.627
87.049.240 112.984.562 97.711.379
29,79% -13,52%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
2.506 1.164 1.018 1.632
1.907 1.426 2.393 1.159
2.243 1.273 1.663 1.326
11.508.586 4.255.849 9.264.909 7.376.609
6.882.131 3.726.982 19.257.914 9.569.711
18.390.717 7.982.831 28.522.823 16.946.320
-61,18% 0,41% 34,28% -19,86%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.634 2.419 3.634 2.590 2.147 3.451 1.548 1.918 1.669 1.414 998 986 533 3.869 534 1.285 1.150 1.143 1.532 818 627 1.742 1.294 2.053
1.557 1.380 1.175 1.205 1.225 1.026 1.168 902 1.470 1.740 1.488 2.309 1.299 2.093 1.869 2.251 786 1.629 1.764 1.651 3.170 1.123 1.204 1.121
1.577 1.708 1.645 1.565 1.601 2.380 1.288 1.704 1.585 1.567 1.210 1.622 768 3.112 1.362 1.610 987 1.346 1.601 1.538 1.745 1.380 1.228 1.445
8.538.884 3.016.036 3.615.677 616.469 1.973.492 2.353.869 704.266 4.699.676 8.542.666 4.878.571 2.116.830 2.025.316 660.086 10.507.924 340.576 626.838 1.152.298 2.476.713 5.889.897 332.002 3.043.010 4.904.699 1.747.083 724.827
23.520.286 3.732.701 4.951.128 815.603 1.636.656 553.896 1.147.929 588.680 5.558.226 5.321.015 2.415.569 4.387.938 711.588 4.221.642 1.948.901 558.358 637.874 2.530.750 2.899.830 4.285.325 12.072.759 4.450.808 4.375.772 743.131
32.059.170 6.748.737 8.566.805 1.432.072 3.610.148 2.907.765 1.852.195 5.288.356 14.100.892 10.199.586 4.532.399 6.413.254 1.371.674 14.729.566 2.289.477 1.185.196 1.790.172 5.007.463 8.789.727 4.617.327 15.115.769 9.355.507 6.122.855 1.467.958
114,15% 105,45% 22,75% -82,84% -31,06% -69,47% -83,77% -27,60% 22,49% 11,27% -62,93% -50,76% -95,72% 118,26% -73,28% -17,24% -50,41% 72,21% 374,56% -12,69% 7,20% -8,28% 35,09% -77,11%
2001 Total
1.482
1.750
1.618
32.405.953
39.436.738
71.842.691
-26,47%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.4
Dow Jones STOXX 50 Futures
2.4.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 20
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
1998 Total 1999 Total 2000 Total
5.933 19.087 31.305
94.771 326.136 355.801
244,13% 9,10%
2.930 12.482 17.465
326,07% 39,92%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
6.014 8.202 13.226 14.373
74.761 84.413 145.948 147.708
-29,86% 2,33% 89,91% 64,35%
3.099 3.510 4.882 5.284
-40,24% -14,78% 26,57% 22,78%
2.397 3.255 4.163 2.366 2.642 2.408 1.845 1.725 3.069 3.246 1.565 2.624 1.387 1.635 2.992 1.843 1.910 4.449 3.136 3.574 6.516 5.677 5.118 3.578
25.828 22.929 57.826 17.238 21.839 43.417 13.266 14.984 48.602 22.095 11.304 56.473 10.683 12.812 51.266 12.674 12.663 59.076 16.600 25.373 103.975 40.894 33.616 73.198
26,74% 14,82% 60,95% -13,27% 36,68% 23,83% -13,51% 8,67% 0,14% 13,58% -57,58% 2,34% -58,64% -44,12% -11,34% -26,48% -42,02% 36,07% 25,13% 69,33% 113,93% 85,08% 197,38% 29,62%
1.186 1.095 2.905 849 1.078 2.191 665 748 2.444 1.071 544 2.688 483 552 2.064 518 540 2.451 646 945 3.290 1.408 1.225 2.651
67,66% 60,98% 128,40% 16,60% 86,66% 65,67% 13,78% 49,70% 35,35% 47,65% -51,37% 9,29% -59,24% -49,59% -28,95% -38,98% -49,86% 11,86% -2,85% 26,37% 34,63% 31,38% 125,11% -1,36%
41.815
452.830
27,27%
16.774
-3,95%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.4.2
ex_monthly0112.doc 14.01.2002 page 21
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
1998 Total 1999 Total 2000 Total
48,59% 55,84% 39,37%
12,11% 25,64% 32,95%
39,30% 18,52% 27,68%
13.113 20.302 20.614
54,82% 1,54%
439 969 946
120,62% -2,39%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
31,55% 31,40% 42,07% 35,65%
44,69% 41,33% 25,76% 33,00%
23,75% 27,27% 32,17% 31,35%
19.155 19.731 32.399 23.565
-3,70% 30,36% 65,94% 14,32%
764 805 1.083 878
-24,07% 9,16% 14,65% -7,24%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
34,64% 43,09% 43,87% 31,24% 29,23% 35,29% 33,08% 35,17% 43,78% 35,52% 35,30% 46,08% 29,16% 26,49% 33,32% 33,71% 32,32% 30,71% 33,37% 37,58% 44,56% 33,80% 36,27% 36,39%
37,13% 26,04% 38,19% 19,76% 19,77% 46,14% 35,35% 24,02% 36,08% 15,85% 23,03% 35,23% 38,19% 38,38% 47,63% 26,36% 25,74% 47,89% 17,10% 15,36% 29,69% 25,38% 25,95% 40,45%
28,24% 30,87% 17,94% 49,00% 51,00% 18,57% 31,58% 40,81% 20,14% 48,62% 41,67% 18,69% 32,65% 35,13% 19,05% 39,93% 41,94% 21,40% 49,53% 47,06% 25,76% 40,82% 37,79% 23,17%
26.291 25.842 19.891 20.588 21.157 15.136 16.488 20.106 19.525 23.110 22.907 20.614 20.757 21.770 19.155 20.376 22.024 19.731 20.574 25.293 32.399 36.653 37.292 23.565
44,10% 64,31% 45,05% 15,00% -13,75% -35,18% -40,96% -28,62% -28,89% -17,37% -12,52% 1,54% -21,05% -15,76% -3,70% -1,03% 4,10% 30,36% 24,78% 25,80% 65,94% 58,60% 62,80% 14,32%
1.189 1.265 1.007 1.053 1.047 738 807 1.012 945 1.157 1.060 946 947 891 764 876 936 805 811 919 1.083 1.275 1.332 878
88,47% 131,79% 105,85% 56,53% 17,98% -16,26% -20,37% -3,37% -5,87% 5,39% -6,56% -2,39% -20,34% -29,53% -24,07% -16,80% -10,58% 9,16% 0,44% -9,11% 14,65% 10,18% 25,70% -7,24%
2001 Total
36,25%
34,15%
29,60%
23.565
14,32%
878
-7,24%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
14.01.2002 page 22
VDAX Volatility Index High
Date
Low
Date
Average
1996 Total
17,09
13.12.
10,10
20.09.
12,51
15,19
1997 Total
43,40
30.10.
14,57
17.01.
23,46
27,54 33,42
Ultimo
1998 Total
56,31
02.10.
19,79
10.03.
26,01
1999 Total
42,78
14.01.
21,79
30.11.
26,01
28,94
2000 Total
32,34
15.02.
17,34
01.09.
23,48
23,37
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
31,40 32,34 29,16 28,82 26,50 22,84 21,06 20,62 22,65 27,77 24,05 24,25 25,09 21,42 29,64 28,57 21,07 22,56 23,65 25,15 46,85 38,11 36,26 28,35
31.01. 15.02. 14.03. 05.04. 10.05. 01.06. 06.07. 03.08. 21.09. 12.10. 30.11. 21.12. 03.01. 23.02. 22.03. 03.04. 09.05. 18.06. 25.07. 30.08. 21.09. 19.10. 02.11. 20.12.
25,09 27,29 24,65 23,70 23,44 20,05 19,03 17,94 17,34 20,34 20,29 20,81 18,23 17,09 17,91 19,37 18,12 17,62 18,22 19,60 25,08 33,24 25,74 25,21
14.01. 03.02. 24.03. 28.04. 30.05. 16.06. 20.07. 25.08. 01.09. 05.10. 36.833 15.12. 26.01. 15.02. 07.03. 30.04. 25.05. 05.06. 02.07. 01.08. 04.09. 26.10. 23.11. 5.12.
27,47 29,08 26,23 26,54 24,95 21,21 19,96 19,14 19,23 23,33 21,94 22,71 21,13 18,46 22,97 23,24 19,62 19,77 21,42 22,15 36,55 35,76 30,32 27,03
31,40 28,54 26,84 23,70 23,67 21,01 20,03 18,03 20,60 20,60 24,05 23,37 19,22 20,18 24,87 19,37 19,72 18,73 19,71 24,48 35,87 36,49 26,78 26,07
Values in percent p.a. The Index is calculated by taking bid and ask prices of a basket of Eurex-DAX® Options.
VDAX Volatility Index 50,00 45,00 40,00 35,00 30,00 25,00 20,00 15,00 20 00 20 -12 00 -0 20 -12 1 00 -1 20 -12 4 01 -2 20 -01 9 01 -1 20 -01 2 01 -2 20 -02 5 01 -0 20 -02 7 01 -2 20 -03 0 01 -0 20 -03 5 01 -1 20 -03 6 01 -2 20 -04 9 01 -1 20 -04 1 01 -2 20 -05 6 01 -1 20 -05 0 01 -2 20 -06 3 01 -0 20 -06 5 01 -1 20 -06 8 01 -2 20 -07 9 01 -1 20 -07 2 01 -2 20 -08 5 01 -0 20 -08 7 01 -2 20 -08 0 01 -3 20 -09 1 01 -1 3 10 -09 .1 -2 0 23 .2 6 .1 00 20 0.2 1 01 00 20 -11 1 01 -0 20 -11 5 01 -1 6 12 -11 .1 -2 9 2 28 .2 .1 00 2. 1 20 01
2.5
ex_monthly0112.doc
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.6
DAX Options
2.6.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 23
Traded Contracts Calls
Puts
Total
Change YoY
588.707 761.990 861.372 980.446 1.006.609
12.353.846 14.849.339 14.033.023 16.155.035 14.091.488
13.688.617 16.671.947 15.915.480 16.458.748 17.850.074
26.042.463 31.521.286 29.948.503 32.613.783 31.941.562
21,04% -4,99% 8,90% -2,06%
246.232 212.430 306.035 223.431
4.429.157 4.936.357 6.308.525 5.928.906
5.197.657 4.855.315 6.672.296 5.774.289
9.626.814 9.791.672 12.980.821 11.703.195
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
103.376 91.641 91.885 75.361 89.445 70.179 70.966 77.166 91.049 92.335 85.291 67.915 65.775 67.138 113.319 81.146 66.198 65.086 73.934 103.022 129.079 95.397 75.670 52.364
1.422.675 1.244.748 1.115.174 871.995 1.133.314 928.870 903.226 988.786 1.288.152 1.449.662 1.549.887 1.194.999 1.313.670 1.236.911 1.878.576 1.653.787 1.832.773 1.449.797 1.532.887 2.180.739 2.594.899 2.554.503 2.017.685 1.356.718
1.807.477 1.573.559 1.457.682 1.336.071 1.446.080 1.113.069 1.043.559 1.209.140 1.803.423 1.974.687 1.823.517 1.261.810 1.271.281 1.404.778 2.521.598 1.742.606 1.611.241 1.501.468 1.749.031 2.127.604 2.795.661 2.417.842 2.138.852 1.217.595
2001 Total
988.128
21.602.945
22.499.557
Total Total Total Total Total Quarter Quarter Quarter Quarter
Puts
Total
Change YoY
288.163 374.353 450.397 526.072
299.442 380.929 410.283 594.096
339.870 587.605 755.282 860.680 1.120.168
72,89% 28,54% 13,95% 30,15%
11,66% 43,38% 79,39% 26,46%
148.100 158.576 176.946 153.722
154.091 137.843 163.297 128.678
302.191 296.419 340.242 282.399
-1,87% 21,45% 32,47% -9,29%
3.230.152 2.818.307 2.572.856 2.208.066 2.579.394 2.041.939 1.946.785 2.197.926 3.091.575 3.424.349 3.373.404 2.456.809 2.584.951 2.641.689 4.400.174 3.396.393 3.444.014 2.951.265 3.281.918 4.308.343 5.390.560 4.972.345 4.156.537 2.574.313
36,28% 23,13% -14,31% -9,04% 19,08% -21,06% -31,29% -21,98% 3,30% 27,68% -0,31% -19,78% -19,97% -6,27% 71,02% 53,82% 33,52% 44,53% 68,58% 96,02% 74,36% 45,21% 23,21% 4,78%
50.972 48.027 44.864 33.705 42.964 35.402 34.314 37.768 48.224 51.642 56.601 41.590 45.901 42.581 59.618 51.792 60.135 46.648 48.164 64.426 64.357 63.086 53.599 37.036
57.559 54.306 52.222 45.886 48.626 37.475 35.315 40.965 60.251 62.997 58.860 39.633 39.582 43.295 71.214 48.580 46.510 42.753 47.909 55.479 59.909 50.942 48.597 29.139
108.531 102.334 97.087 79.590 91.590 72.877 69.629 78.733 108.475 114.639 115.461 81.224 85.483 85.876 130.832 100.373 106.645 89.401 96.072 119.905 124.265 114.028 102.197 66.175
79,47% 79,03% 32,25% 29,11% 64,01% 7,99% -9,27% 8,46% 38,28% 65,31% 21,45% -12,16% -21,24% -16,08% 34,76% 26,11% 16,44% 22,67% 37,98% 52,29% 14,56% -0,53% -11,49% -18,53%
44.102.502
38,07%
637.344
583.908
1.221.252
9,02%
Volume (columns) and Open Interest (lines) in EUR million 140.000
140.000
120.000
120.000
100.000
100.000
80.000
80.000
60.000
60.000
40.000
40.000
20.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
2001 1. 2. 3. 4.
Volume
1996 1997 1998 1999 2000
Volume in EUR million Calls
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 24
DAX Options 2.6.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
29,75% 32,99% 30,89% 30,18% 27,27%
5,12% 4,39% 4,19% 5,79% 6,62%
65,12% 62,62% 64,92% 64,03% 66,11%
508.675 471.030 505.874 651.570 919.845
669.514 466.717 451.410 861.162 874.661
1.178.189 937.747 957.284 1.512.732 1.794.506
-20,41% 2,08% 58,02% 18,63%
9.949 13.973 20.081 34.195
8.651 10.344 23.252 27.540
18.600 24.317 43.333 61.736
30,74% 78,20% 42,47%
25,86% 26,21% 27,07% 25,94%
9,53% 5,87% 4,85% 6,60%
64,61% 67,91% 68,08% 67,46%
1.260.000 1.426.736 2.249.135 1.653.071
1.239.002 1.326.096 1.836.858 1.478.527
2.499.002 2.752.832 4.085.993 3.131.598
70,71% 118,33% 118,13% 74,51%
44.483 49.491 67.605 49.110
36.307 37.637 44.976 34.560
80.789 87.127 112.581 83.670
64,80% 97,11% 71,45% 35,53%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
29,14% 30,47% 30,72% 26,90% 27,63% 28,42% 28,44% 25,97% 27,34% 24,94% 23,28% 25,45% 25,68% 22,84% 27,77% 26,26% 26,96% 25,28% 23,12% 24,94% 31,17% 25,55% 26,52% 25,77%
7,77% 8,04% 6,63% 6,67% 6,02% 4,76% 5,35% 5,57% 5,18% 7,95% 6,97% 6,98% 9,83% 11,86% 7,95% 7,44% 5,49% 4,52% 5,06% 5,04% 4,56% 6,28% 5,94% 8,30%
63,08% 61,49% 62,65% 66,43% 66,35% 66,82% 66,22% 68,46% 67,49% 67,11% 69,75% 67,57% 64,49% 65,30% 64,28% 66,30% 67,55% 70,20% 71,82% 70,02% 64,27% 68,17% 67,54% 65,94%
705.282 753.838 608.527 645.968 760.864 560.964 619.685 748.969 847.690 994.962 1.193.585 919.845 1.043.659 1.153.867 1.260.000 1.392.197 1.629.926 1.426.736 1.543.056 1.978.063 2.249.135 2.312.082 2.533.814 1.653.071
944.154 1.045.269 855.338 872.657 962.804 699.905 787.583 965.563 1.025.519 1.109.197 1.198.109 874.661 964.718 1.125.974 1.239.002 1.332.193 1.505.558 1.326.096 1.470.220 1.657.214 1.836.858 2.010.478 2.227.252 1.478.527
1.649.436 1.799.107 1.463.865 1.518.625 1.723.668 1.260.869 1.407.268 1.714.532 1.873.209 2.104.159 2.391.694 1.794.506 2.008.377 2.279.841 2.499.002 2.724.390 3.135.484 2.752.832 3.013.276 3.635.277 4.085.993 4.322.560 4.761.066 3.131.598
32,20% 32,16% 9,55% 0,46% 13,81% -6,41% -9,66% 8,55% 16,02% 20,01% 30,91% 18,63% 21,76% 26,72% 70,71% 79,40% 81,91% 118,33% 114,12% 112,03% 118,13% 105,43% 99,07% 74,51%
23.133 25.808 21.977 23.338 27.628 21.400 23.915 29.076 32.477 37.694 45.156 34.195 38.985 42.823 44.483 48.723 57.246 49.491 53.200 65.372 67.605 69.587 76.518 49.110
26.949 31.169 27.044 27.196 29.955 22.802 25.810 31.606 33.189 35.353 38.036 27.540 30.282 35.015 36.307 38.681 43.613 37.637 40.923 45.058 44.976 48.370 53.578 34.560
50.083 56.977 49.022 50.534 57.583 44.202 49.724 60.682 65.666 73.047 83.192 61.736 69.267 77.838 80.789 87.404 100.860 87.127 94.123 110.429 112.581 117.958 130.096 83.670
58,44% 65,91% 48,03% 32,45% 50,72% 28,07% 23,06% 49,65% 57,90% 61,84% 72,84% 42,47% 38,31% 36,61% 64,80% 72,96% 75,16% 97,11% 89,29% 81,98% 71,45% 61,48% 56,38% 35,53%
2001 Total
26,31%
6,56%
67,12%
1.653.071
1.478.527
3.131.598
74,51%
49.110
34.560
83.670
35,53%
2001 1. 2. 3. 4.
2.6.3
Open Interest in Contracts Calls
Quarter Quarter Quarter Quarter
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
207 479 753 731 823
126 332 671 487 625
164 401 709 608 712
2.555.736.593 7.112.164.352 10.561.443.348 11.808.374.759 11.599.887.934
1.725.640.321 5.540.509.743 10.676.848.844 8.009.914.482 11.150.202.090
4.281.376.914 12.652.674.095 21.238.292.193 19.818.289.241 22.750.090.024
195,53% 67,86% -6,69% 14,79%
614 682 577 848
741 581 984 767
682 632 786 808
2.719.161.838 3.368.897.052 3.638.159.757 5.027.702.171
3.849.756.092 2.822.939.507 6.567.736.508 4.430.645.486
6.568.917.930 6.191.836.559 10.205.896.265 9.458.347.657
-15,14% 44,81% 146,09% 43,62%
1.165 1.326 1.238 643 721 637 587 667 553 715 757 695 766 536 559 699 681 665 546 574 598 825 927 774
593 659 648 650 580 539 447 482 663 762 568 796 627 600 876 623 557 560 617 778 1.371 843 684 763
845 953 903 647 642 583 512 565 617 742 655 747 698 570 741 660 623 612 584 675 999 834 802 769
1.657.735.571 1.650.671.711 1.380.185.051 561.005.625 816.918.785 591.306.355 530.391.994 659.551.099 712.851.266 1.035.896.889 1.173.436.515 829.937.073 1.006.660.195 662.955.250 1.049.546.393 1.156.607.702 1.247.551.299 964.738.051 836.610.587 1.251.060.431 1.550.488.739 2.106.255.320 1.870.889.871 1.050.556.980
1.072.541.907 1.036.191.818 943.904.019 868.206.961 838.434.617 600.080.886 466.453.941 582.655.338 1.195.333.722 1.505.599.202 1.036.330.790 1.004.468.889 797.238.841 842.702.834 2.209.814.417 1.085.000.446 897.789.041 840.150.020 1.078.740.439 1.655.891.747 3.833.104.322 2.038.507.563 1.463.482.293 928.655.630
2.730.277.478 2.686.863.529 2.324.089.070 1.429.212.586 1.655.353.402 1.191.387.241 996.845.935 1.242.206.437 1.908.184.988 2.541.496.091 2.209.767.305 1.834.405.962 1.803.899.036 1.505.658.084 3.259.360.810 2.241.608.148 2.145.340.340 1.804.888.071 1.915.351.026 2.906.952.178 5.383.593.061 4.144.762.883 3.334.372.164 1.979.212.610
54,11% 91,97% 45,96% 10,34% 58,30% -7,03% -32,68% -16,93% 38,12% 95,52% 19,25% -53,22% -33,93% -43,96% 40,24% 56,84% 29,60% 51,49% 92,14% 134,02% 182,13% 63,08% 50,89% 7,89%
683
785
735
14.753.920.818
17.671.077.593
32.424.998.411
42,53%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.7
DAX Futures
2.7.1
Traded Contracts Trades
1996 1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 25
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
Total Total Total Total Total
1.369.625 2.023.490 2.916.959 4.355.313 5.170.702
5.452.505 6.623.287 6.937.139 12.876.982 11.524.330
21,47% 4,74% 85,62% -10,50%
718.455 1.241.785 1.773.058 1.718.257 2.067.437
72,84% 41,03% -3,09% 20,32%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.687.575 1.697.424 2.259.530 2.111.297
3.562.164 3.133.179 4.232.052 3.758.964
-10,59% 28,26% 82,96% 35,00%
554.633 474.731 527.843 456.549
-25,28% 6,90% 27,38% -2,18%
546.731 486.234 482.144 358.511 424.231 349.794 349.669 355.488 430.798 495.120 500.331 391.651 482.594 466.803 738.178 575.240 559.523 562.661 609.245 703.878 946.407 888.274 741.712 481.311
1.276.544 1.158.482 1.548.922 701.950 794.365 946.595 600.311 623.552 1.089.200 894.111 884.275 1.006.023 810.758 1.038.170 1.713.236 965.515 969.542 1.198.122 1.019.878 1.200.668 2.011.506 1.493.367 1.236.334 1.029.263
15,08% 11,65% 4,93% -21,08% 2,44% -24,11% -35,52% -35,75% -20,31% -9,17% -9,18% -9,81% -36,49% -10,39% 10,61% 37,55% 22,05% 26,57% 69,89% 92,55% 84,68% 67,02% 39,81% 2,31%
221.730 218.446 302.066 129.412 142.659 172.023 108.963 112.847 192.590 150.893 150.571 165.238 133.686 167.341 253.605 143.539 149.437 181.755 149.591 163.416 214.836 171.916 153.871 130.763
55,45% 69,54% 66,87% 11,98% 40,97% 3,65% -14,11% -10,48% 5,73% 14,93% 6,50% -5,73% -39,71% -23,39% -16,04% 10,92% 4,75% 5,66% 37,29% 44,81% 11,55% 13,93% 2,19% -20,86%
7.755.826
14.686.359
27,44%
2.013.756
-2,60%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
300.000
Volume (columns) and Open Interest (lines) in EUR million
70.000 60.000
250.000
50.000
Open Interest
200.000
Volume
40.000
150.000
30.000
100.000
20.000
50.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 26
DAX Futures 2.7.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
40,04% 44,64% 48,07% 47,18% 40,57%
23,71% 23,30% 21,57% 26,33% 29,61%
36,25% 32,06% 30,36% 26,49% 29,82%
95.492 72.632 55.492 134.707 160.198
-23,94% -23,60% 142,75% 18,92%
15.900 14.372 23.680 26.051
-9,62% 64,77% 10,01%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
40,30% 42,07% 39,69% 39,94%
29,95% 23,94% 23,81% 23,50%
29,75% 33,98% 36,49% 36,57%
355.872 129.762 143.971 123.748
3,14% -10,62% -7,52% -22,75%
51.835 19.852 15.527 16.058
-20,99% -21,31% -41,99% -38,36%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
38,42% 40,97% 47,71% 40,37% 36,42% 46,54% 38,61% 37,42% 41,38% 35,05% 34,90% 41,83% 38,33% 39,16% 41,91% 38,73% 40,12% 46,34% 41,54% 39,32% 38,98% 37,88% 39,47% 43,49%
28,56% 28,20% 30,88% 26,17% 30,08% 29,37% 27,62% 29,22% 31,26% 31,34% 30,88% 29,86% 31,18% 32,11% 28,07% 24,66% 23,74% 23,53% 21,96% 22,20% 25,72% 22,94% 23,87% 23,85%
33,03% 30,83% 21,42% 33,46% 33,50% 24,09% 33,78% 33,36% 27,36% 33,61% 34,22% 28,31% 30,49% 28,73% 30,02% 36,62% 36,13% 30,12% 36,50% 38,48% 35,30% 39,18% 36,66% 32,66%
184.013 284.606 345.033 381.909 427.837 145.180 161.501 172.900 155.675 171.480 196.984 160.198 194.627 329.833 355.872 368.134 383.075 129.762 139.815 161.377 143.971 164.637 176.099 123.748
-17,65% -14,28% 17,49% 11,75% 19,36% -3,31% -10,86% -9,73% 9,45% 5,04% 4,74% 18,92% 5,77% 15,89% 3,14% -3,61% -10,46% -10,62% -13,43% -6,66% -7,52% -3,99% -10,60% -22,75%
31.583 54.820 65.601 71.238 76.266 25.227 29.367 31.393 26.764 30.579 31.583 26.051 33.126 51.390 51.835 57.823 58.977 19.852 20.601 20.995 15.527 18.858 21.966 16.058
8,65% 34,35% 83,63% 54,56% 67,88% 24,70% 26,61% 23,89% 45,91% 35,20% 13,85% 10,01% 4,89% -6,26% -20,99% -18,83% -22,67% -21,31% -29,85% -33,12% -41,99% -38,33% -30,45% -38,36%
2001 Total
40,41%
25,25%
34,34%
123.748
-22,75%
16.058
-38,36%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.8
NEMAX 50 Option
2.8.1
Traded Contracts Trades
2.8.2
ex_monthly0112.doc 14.01.2002 page 27
Traded Contracts Calls
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
2000 Total
14.315
287.612
185.685
473.297
1.479
890
2.369
2001 1. 2. 3. 4.
11.141 10.268 8.742 4.699
329.635 314.871 262.951 220.409
141.223 163.899 159.009 134.254
470.858 478.770 421.960 354.663
23426,78% 174,92% 11,61%
1.090 690 403 323
335 287 213 162
1.425 977 616 486
7435,76% -32,19% -66,43%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
111 631 1.525 2.233 3.253 3.833 2.729 3.932 3.488 3.721 2.951 3.365 3.952 4.391 2.124 2.227 1.718 1.838 1.143
1.133 11.578 29.295 34.731 67.864 95.509 47.502 129.564 93.217 106.854 110.210 86.330 118.331 122.798 77.852 62.301 72.447 80.714 67.248
902 9.345 29.439 39.099 40.756 45.152 20.992 40.076 46.538 54.609 44.766 53.178 65.955 56.950 54.395 47.664 45.940 55.745 32.569
2.035 20.923 58.734 73.830 108.620 140.661 68.494 169.640 139.755 161.463 154.976 139.508 184.286 179.748 132.247 109.965 118.387 136.459 99.817
8955,82% 759,09% 125,16% 48,94% 8,99% -2,99% 45,73%
7 76 177 214 352 444 210 506 336 248 215 197 277 208 124 72 93 121 109
6 56 166 220 192 180 70 112 116 107 79 99 109 71 65 77 51 71 41
13 132 343 434 544 624 280 618 452 354 294 296 387 279 189 149 144 192 150
2880,56% 111,77% -45,09% -65,65% -73,46% -69,29% -46,43%
2001 Total
34.850
1.127.866
598.385
1.726.251
264,73%
2.506
998
3.504
47,89%
Quarter Quarter Quarter Quarter
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
2000 Total
20,27%
17,34%
62,39%
107.317
20.189
127.506
561
83
643
2001 1. 2. 3. 4.
23,38% 17,22% 17,90% 16,82%
15,51% 11,85% 7,55% 6,90%
61,11% 70,93% 74,55% 76,28%
243.290 207.428 247.500 214.150
54.906 60.616 84.826 74.478
298.196 268.044 332.326 288.628
13709,58% 381,39% 126,36%
1.013 655 649 421
145 127 156 134
1.158 782 805 555
6231,50% 97,31% -13,76%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
23,71% 24,15% 20,72% 24,35% 16,85% 18,65% 22,92% 29,02% 23,91% 16,98% 16,75% 19,83% 15,66% 19,64% 17,54% 15,47% 22,09% 11,63% 17,67%
11,57% 7,76% 14,76% 16,34% 22,42% 19,71% 10,82% 16,09% 15,55% 14,87% 8,72% 15,67% 11,58% 9,60% 7,33% 4,47% 5,39% 8,14% 6,99%
64,72% 68,10% 64,52% 59,30% 60,74% 61,64% 66,26% 54,89% 60,54% 68,15% 74,53% 64,51% 72,76% 70,76% 75,13% 80,07% 72,52% 80,23% 75,34%
1.039 6.744 24.699 41.304 69.508 116.338 107.317 177.494 215.051 243.290 284.664 311.535 207.428 253.802 270.056 247.500 288.234 319.263 214.150
902 6.708 19.473 27.730 30.898 34.760 20.189 35.867 51.896 54.906 63.160 74.655 60.616 73.982 96.253 84.826 104.976 123.301 74.478
1.941 13.452 44.172 69.034 100.406 151.098 127.506 213.361 266.947 298.196 347.824 386.190 268.044 327.784 366.309 332.326 393.210 442.564 288.628
13709,58% 2336,69% 729,28% 381,39% 291,62% 192,90% 126,36%
7 44 151 251 389 609 561 846 984 1.013 1.093 1.160 655 726 740 649 705 760 421
6 40 113 157 155 157 83 123 160 145 160 182 127 141 166 156 182 209 134
12 84 264 408 545 767 643 970 1.144 1.158 1.253 1.342 782 867 907 805 887 969 555
6231,50% 933,47% 242,97% 97,31% 62,83% 26,39% -13,76%
2001 Total
18,99%
10,78%
70,23%
214.150
74.478
288.628
126,36%
421
134
555
-13,76%
Quarter Quarter Quarter Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.8.3
ex_monthly0112.doc 14.01.2002 page 28
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
2000 Total
327
395
354
93.952.174
73.363.849
167.316.023
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
153 134 72 87
389 257 352 183
224 176 178 123
50.279.143 42.287.795 19.015.630 19.138.390
54.971.715 42.140.068 56.023.814 24.559.081
105.250.858 84.427.863 75.039.444 43.697.471
8094,29% 37,27% -60,85%
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
459 338 577 341 356 294 179 194 132 120 148 171 95 78 79 53 74 112 71
566 285 312 260 508 442 485 475 353 358 318 220 246 165 186 767 219 164 164
506 314 444 298 413 342 273 261 206 200 197 190 149 106 123 362 130 133 101
519.924 3.912.961 16.902.167 11.838.744 24.151.851 28.113.813 8.512.714 25.163.041 12.341.280 12.774.822 16.265.479 14.769.251 11.253.065 9.606.444 6.132.888 3.276.298 5.367.846 9.013.711 4.756.833
510.402 2.666.842 9.188.626 10.154.752 20.687.352 19.966.420 10.189.455 19.030.730 16.409.463 19.531.522 14.241.727 11.701.815 16.196.526 9.383.328 10.096.063 36.544.423 10.056.754 9.163.636 5.338.691
1.030.326 6.579.803 26.090.793 21.993.496 44.839.203 48.080.233 18.702.169 44.193.771 28.750.743 32.306.344 30.507.206 26.471.066 27.449.591 18.989.772 16.228.951 39.820.721 15.424.600 18.177.347 10.095.524
2564,17% 188,61% -37,80% 81,06% -65,60% -62,19% -46,02%
2001 Total
116
297
179
130.720.958
177.694.678
308.415.636
84,33%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.9
NEMAX 50 Future
2.9.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 29
Traded Contracts
Volume in EUR million Total
2000 Total
49.478
702.873
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
54.048 44.235 32.482 42.473
1.003.093 1.407.318 1.323.632 1.675.439
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.078 2.844 3.371 5.993 10.685 12.800 12.707 19.369 13.057 21.622 15.130 15.186 13.919 10.242 10.119 12.121 12.616 17.201 12.656 173.238
2001 Total
2.9.2
Change YoY
Total
Change YoY
2.964
14378,58% 887,15% 199,68%
2.142 2.340 1.301 1.944
3766,83% 63,06% -7,68%
9.720 23.500 34.886 75.700 157.027 169.402 232.638 292.710 205.777 504.606 392.500 417.720 597.098 300.191 359.589 663.852 405.199 462.830 807.410
6042,98% 1177,41% 930,75% 776,95% 158,04% 173,21% 247,07%
61 145 202 451 720 636 750 772 479 892 628 769 943 363 404 534 400 564 979
1458,81% 150,54% 100,27% 18,32% -44,36% -11,32% 30,64%
5.409.482
669,62%
7.727
160,71%
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
2000 Total
24,05%
35,62%
40,33%
69.968
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
33,11% 36,59% 36,59% 32,85%
38,65% 41,10% 39,34% 35,61%
28,24% 22,32% 24,07% 31,54%
135.091 220.688 193.552 267.196
2000 Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
16,57% 19,00% 19,30% 18,29% 22,46% 26,02% 27,11% 32,95% 30,63% 34,22% 41,12% 38,43% 32,32% 38,85% 34,01% 36,96% 35,67% 28,07% 34,17%
21,90% 26,02% 25,80% 33,20% 36,28% 33,46% 40,54% 37,79% 36,00% 40,22% 35,14% 38,40% 46,90% 37,07% 39,60% 40,24% 30,54% 35,65% 38,14%
61,53% 54,99% 54,89% 48,51% 41,26% 40,51% 32,35% 29,26% 33,37% 25,55% 23,74% 23,17% 20,78% 24,08% 26,39% 22,80% 33,79% 36,28% 27,70%
2001 Total
34,79%
38,51%
26,70%
Change YoY
Open Interest in EUR million Total
Change YoY
203
10923,38% 1061,08% 281,88%
208 323 154 309
2585,38% 75,47% 51,78%
2.002 7.221 13.816 16.670 48.062 69.782 69.968 113.649 137.163 135.091 205.562 249.231 220.688 236.706 238.541 193.552 259.801 367.165 267.196
10923,38% 3178,02% 1626,56% 1061,08% 440,55% 426,16% 281,88%
12 43 85 88 228 222 203 321 272 208 390 439 323 302 244 154 272 456 309
2585,38% 607,29% 187,23% 75,47% 18,90% 105,81% 51,78%
267.196
281,88%
309
51,78%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.10
SMI Options
2.10.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 30
Traded Contracts Calls
Puts
Total
Change YoY
50.320 99.021 76.228
1.869.924 1.583.376 1.800.811 1.671.478
2.446.460 1.810.722 1.868.575 1.802.891
4.316.384 3.394.098 3.669.386 3.474.369
-21,37% 8,11% -5,31%
18.645 18.198 21.280 22.564
358.707 380.851 339.448 337.277
465.162 397.048 403.317 497.333
823.869 777.899 742.765 834.610
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
7.461 5.987 7.411 6.447 7.779 4.996 5.509 6.689 6.141 7.812 5.833 4.163 4.491 4.524 9.630 5.875 6.171 6.152 5.219 5.972 10.089 8.565 8.263 5.736
148.296 147.955 183.937 153.421 175.679 139.045 135.663 145.910 128.766 126.366 103.566 82.874 106.319 87.983 164.405 108.199 138.788 133.864 92.351 105.708 141.389 121.910 130.985 84.382
177.137 136.813 172.008 144.302 176.017 137.512 134.035 156.041 156.620 171.949 133.342 107.115 102.848 123.875 238.439 121.105 139.351 136.592 103.745 119.422 180.150 151.652 187.561 158.120
2001 Total
80.687
1.416.283
1.762.860
Total Total Total Total Quarter Quarter Quarter Quarter
Puts
Total
Change YoY
93.853 109.631 130.225 131.547
218.149 122.671 123.125 133.260
218.149 232.302 253.350 264.808
6,49% 9,06% 4,52%
-14,73% -15,99% -13,33% 15,08%
28.573 29.126 23.189 22.168
34.090 28.042 25.454 28.665
62.663 57.168 48.643 50.832
-9,51% -18,02% -29,00% -11,31%
325.433 284.768 355.945 297.723 351.696 276.557 269.698 301.951 285.386 298.315 236.908 189.989 209.167 211.858 402.844 229.304 278.139 270.456 196.096 225.130 321.539 273.562 318.546 242.502
-5,48% 17,47% 25,94% 19,27% 6,41% -19,42% -17,25% 1,05% -18,89% 6,16% -29,71% -32,65% -35,73% -25,60% 13,18% -22,98% -20,91% -2,21% -27,29% -25,44% 12,67% -8,30% 34,46% 27,64%
11.329 10.822 13.596 11.726 13.667 11.175 10.914 12.154 10.606 10.200 8.649 6.711 8.860 7.240 12.472 7.993 10.756 10.377 6.714 7.483 8.992 7.792 8.777 5.598
12.415 9.368 11.721 10.142 12.817 10.206 10.455 12.180 12.204 12.941 10.483 8.328 7.909 9.420 16.761 8.385 9.998 9.659 7.026 7.850 10.578 8.503 10.900 9.261
23.744 20.189 25.318 21.867 26.484 21.381 21.368 24.334 22.810 23.141 19.132 15.039 16.769 16.660 29.234 16.379 20.753 20.036 13.740 15.333 19.570 16.295 19.677 14.860
5,17% 23,51% 30,25% 25,10% 17,97% -8,42% -4,78% 18,48% -6,99% 18,62% -20,90% -26,69% -29,38% -17,48% 15,47% -25,10% -21,64% -6,29% -35,70% -36,99% -14,21% -29,58% 2,85% -1,19%
3.179.143
-8,50%
103.056
116.250
219.306
-17,18%
Volume (columns) and Open Interest (lines) in EUR million 35.000
40.000
30.000
35.000 30.000
25.000
25.000 20.000 20.000 15.000
15.000
10.000
10.000
5.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
2001 1. 2. 3. 4.
Volume
1997 1998 1999 2000
Volume in CHF million Calls
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 31
SMI Options 2.10.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
2.10.3
Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in CHF million Calls Puts
Total
Change YoY
28,39% 24,14% 22,92%
2,34% 4,00% 6,32%
69,27% 71,85% 70,76%
196.941 125.077 133.579
261.232 144.260 146.249
394.937 458.173 269.337 279.828
16,01% -41,21% 3,90%
19.105 9.095 9.313 10.867
30.384 10.764 9.595 11.107
49.490 19.859 18.908 21.975
-19,75% -4,78% 16,22%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
28,81% 27,96% 29,98% 20,72%
8,39% 9,52% 7,90% 14,93%
62,80% 62,52% 62,12% 64,36%
173.211 170.217 202.200 172.384
173.358 167.533 188.296 240.093
346.569 337.750 390.496 412.477
14,38% 6,09% 5,94% 47,40%
13.666 13.406 14.703 12.200
12.517 11.926 12.175 14.439
26.183 25.331 26.878 26.638
22,85% 7,60% -4,90% 21,22%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
22,41% 22,68% 24,90% 20,38% 22,63% 18,03% 23,89% 26,00% 23,84% 23,43% 24,71% 21,38% 29,61% 28,99% 28,30% 28,63% 29,06% 26,28% 32,49% 32,07% 27,02% 21,61% 21,14% 19,14%
5,08% 4,46% 4,62% 3,87% 12,83% 8,65% 5,84% 5,01% 7,46% 4,91% 6,79% 5,40% 11,10% 6,70% 7,88% 9,44% 10,12% 8,97% 6,43% 7,42% 9,12% 12,36% 16,64% 15,57%
72,51% 72,87% 70,48% 75,75% 64,53% 73,32% 70,26% 68,99% 68,70% 71,66% 68,50% 73,22% 59,29% 64,31% 63,82% 61,93% 60,82% 64,75% 61,08% 60,51% 63,86% 66,03% 62,22% 65,28%
126.950 142.087 154.819 159.998 175.304 162.167 173.444 197.912 175.426 179.989 186.793 133.579 136.982 155.911 173.211 171.936 187.306 170.217 175.090 204.337 202.200 220.568 249.238 172.384
137.222 148.809 148.180 162.899 188.211 156.183 174.534 208.864 193.162 205.939 222.402 146.249 139.649 165.075 173.358 174.896 191.395 167.533 167.224 187.847 188.296 225.455 280.719 240.093
264.172 290.896 302.999 322.897 363.515 318.350 347.978 406.776 368.588 385.928 409.195 279.828 276.631 320.986 346.569 346.832 378.701 337.750 342.314 392.184 390.496 446.023 529.957 412.477
-9,47% -8,14% 0,47% -1,97% -4,08% -14,72% 31,37% 41,72% 25,45% 23,23% 11,30% 3,90% 4,72% 10,34% 14,38% 7,41% 4,18% 6,09% -1,63% -3,59% 5,94% 15,57% 29,51% 47,40%
9.552 10.559 11.533 12.025 13.317 12.505 13.550 15.715 14.084 14.438 15.090 10.867 11.275 12.786 13.666 13.523 14.859 13.406 13.666 15.699 14.703 15.910 17.910 12.200
9.085 9.789 9.780 10.831 12.768 11.037 12.485 15.252 14.178 15.031 16.322 11.107 10.582 12.437 12.517 12.548 13.770 11.926 11.788 13.080 12.175 14.133 17.282 14.439
18.637 20.348 21.313 22.856 26.085 23.542 26.035 30.967 28.262 29.469 31.412 21.975 21.857 25.222 26.183 26.071 28.629 25.331 25.454 28.779 26.878 30.043 35.192 26.638
11,60% 13,20% 25,41% 20,37% 17,80% 8,67% 42,64% 57,47% 40,15% 37,08% 23,25% 16,22% 17,28% 23,96% 22,85% 14,07% 9,75% 7,60% -2,23% -7,07% -4,90% 1,95% 12,04% 21,22%
2001 Total
26,75%
10,26%
62,98%
172.384
240.093
412.477
47,40%
12.200
14.439
26.638
21,22%
Paid Premiums Paid Premiums - Ø Contract in CHF Calls Puts 1997 1998 1999 2000
Total Total Total Total
Total
Paid Premiums in CHF Calls
Puts
Total
Change YoY
1.756 2.493 1.600 1.971
1.248 2.367 1.475 1.317
1.468 2.426 1.536 1.632
3.283.365.074 3.947.162.626 2.880.879.093 3.294.474.569
3.052.430.816 4.286.139.766 2.756.787.211 2.375.288.230
6.335.795.890 8.233.302.392 5.637.666.304 5.669.762.799
29,95% -31,53% 0,57%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
1.378 1.741 1.356 1.700
1.735 1.411 2.216 1.404
1.580 1.572 1.823 1.524
494.308.263 662.990.144 460.155.646 573.233.831
807.020.353 560.172.069 893.726.391 698.459.990
1.301.328.616 1.223.162.213 1.353.882.037 1.271.693.821
-17,39% -22,35% -6,89% 19,39%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1.667 1.540 1.736 1.879 2.293 2.702 2.426 2.109 2.103 1.334 1.394 2.568 1.500 1.302 1.340 1.390 1.969 1.788 1.103 1.282 1.576 1.911 1.813 1.217
1.592 1.701 1.548 1.064 945 1.372 1.248 951 1.474 1.347 1.154 1.437 1.368 1.372 2.081 1.627 1.233 1.400 1.653 1.666 2.905 1.639 1.128 1.508
1.626 1.617 1.645 1.484 1.618 2.040 1.840 1.510 1.758 1.341 1.259 1.930 1.435 1.343 1.779 1.515 1.600 1.592 1.394 1.486 2.320 1.760 1.410 1.406
247.177.353 227.787.671 319.383.605 288.316.819 402.803.084 375.681.953 329.053.057 307.702.591 270.826.587 168.522.685 144.390.789 212.828.375 159.482.202 114.595.722 220.230.339 150.434.186 273.261.848 239.294.110 101.831.837 135.525.619 222.798.190 233.030.201 237.531.962 102.671.668
281.951.831 232.659.104 266.263.701 153.501.271 166.356.733 188.613.507 167.273.153 148.370.901 230.864.532 231.649.128 153.876.355 153.908.014 140.740.306 169.980.269 496.299.778 197.042.594 171.873.047 191.256.428 171.458.705 198.941.425 523.326.261 248.490.138 211.581.466 238.388.386
529.129.184 460.446.775 585.647.306 441.818.090 569.159.817 564.295.460 496.326.210 456.073.492 501.691.119 400.171.813 298.267.144 366.736.389 300.222.508 284.575.991 716.530.117 347.476.780 445.134.895 430.550.538 273.290.542 334.467.044 746.124.451 481.520.339 449.113.428 341.060.054
-30,78% 13,10% 30,89% 24,63% 37,08% 27,65% 9,34% 8,12% 6,25% -4,81% -44,13% -27,34% -43,26% -38,20% 22,35% -21,35% -21,79% -23,70% -44,94% -26,66% 48,72% 20,33% 50,57% -7,00%
2001 Total
1.547
1.679
1.620
2.190.687.884
2.959.378.803
5.150.066.687
-9,17%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.11
SMI Futures
2.11.1
Traded Contracts Trades
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 32
Traded Contracts
Volume in CHF million Total
Change YoY
Total
Change YoY
Total Total Total Total
154.947 747.664 505.653
1.810.698 4.445.396 6.515.036 4.586.219
145,51% 46,56% -29,61%
471.849 653.479 464.382 350.732
38,49% -28,94% -24,47%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
109.518 125.665 201.631 204.737
1.080.815 1.138.646 1.522.642 1.357.434
-27,11% -0,88% 54,17% 40,37%
81.151 83.966 94.377 84.938
-23,05% -4,61% 18,19% 9,75%
52.867 54.357 61.648 44.068 51.330 36.254 29.953 36.329 40.498 37.653 32.342 28.354 30.669 24.178 54.671 38.805 38.235 48.625 46.723 56.591 98.317 79.876 71.862 52.999
400.773 383.871 698.220 330.689 336.367 481.664 253.877 239.033 494.709 243.466 241.732 481.818 226.814 200.345 653.656 268.564 271.124 598.958 270.895 350.763 900.984 423.450 381.333 552.651
-43,39% -21,97% 2,65% -16,69% -24,41% -35,79% -49,55% -49,87% -30,85% -43,19% -38,83% -7,97% -43,41% -47,81% -6,38% -18,79% -19,40% 24,35% 6,70% 46,74% 82,12% 73,93% 57,75% 14,70%
29.216 27.003 49.245 24.515 25.820 37.689 20.236 19.774 39.841 19.038 19.587 38.769 18.156 15.681 47.314 19.150 20.413 44.404 18.876 23.590 51.911 25.694 24.352 34.892
-43,51% -22,29% 1,41% -14,39% -17,25% -29,05% -42,86% -40,22% -21,03% -36,13% -32,57% 0,42% -37,86% -41,93% -3,92% -21,89% -20,94% 17,82% -6,72% 19,30% 30,29% 34,96% 24,33% -10,00%
641.551
5.099.537
11,19%
344.431
-1,80%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
60.000
Volume (columns) and Open Interest (lines) in EUR million
14.000 12.000
50.000
10.000
Open Interest
40.000
Volume
8.000
30.000
6.000
20.000
4.000
10.000
2.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 33
SMI Futures 2.11.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Intererst in CHF million Total
Change YoY
Total Total Total Total
18,46% 44,41% 42,66% 40,04%
28,97% 14,92% 21,80% 23,86%
52,57% 40,68% 35,54% 36,10%
18.969 113.650 123.273 119.945
499,14% 8,47% -2,70%
5.943 8.148 9.396 9.871
37,11% 15,32% 5,06%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
37,30% 35,00% 33,83% 33,57%
24,48% 20,62% 25,36% 27,19%
38,22% 44,39% 40,82% 39,24%
126.327 149.139 135.265 114.822
-4,55% 28,08% 11,43% -4,27%
9.025 10.890 8.083 7.386
-7,72% 19,71% -15,74% -25,17%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
32,46% 33,79% 49,01% 33,49% 31,46% 51,20% 32,93% 33,11% 47,93% 30,75% 32,36% 45,28% 29,61% 32,61% 41,40% 27,78% 27,04% 41,83% 30,32% 28,08% 37,12% 29,81% 27,96% 40,31%
31,10% 29,33% 22,20% 25,93% 29,29% 21,78% 22,24% 23,13% 19,70% 23,90% 23,32% 18,51% 27,86% 23,48% 23,62% 20,27% 21,54% 20,36% 28,19% 28,96% 23,10% 31,29% 32,88% 20,14%
36,44% 36,88% 28,79% 40,58% 39,26% 27,02% 44,83% 43,75% 32,37% 45,35% 44,32% 36,22% 42,53% 43,92% 34,98% 51,95% 51,41% 37,82% 41,48% 42,96% 39,78% 38,90% 39,17% 39,55%
144.882 158.819 132.343 130.071 146.553 116.444 147.090 141.836 121.392 136.313 155.336 119.945 129.841 144.103 126.327 144.197 164.276 149.139 152.899 167.282 135.265 152.883 146.054 114.822
11,54% 6,97% 26,04% 18,04% 10,15% -1,48% 9,85% -10,71% -7,80% -10,75% -8,51% -2,70% -10,38% -9,27% -4,55% 10,86% 12,09% 28,08% 3,95% 17,94% 11,43% 12,16% -5,98% -4,27%
10.070 10.997 9.780 9.654 11.374 9.097 11.860 11.690 9.593 10.952 12.452 9.871 10.474 11.124 9.025 10.573 12.332 10.890 10.551 11.020 8.083 9.327 9.132 7.386
7,29% 4,73% 31,49% 19,65% 24,41% 11,13% 29,15% 4,64% 5,06% -0,05% -1,17% 5,06% 4,01% 1,15% -7,72% 9,52% 8,42% 19,71% -11,04% -5,73% -15,74% -14,83% -26,67% -25,17%
2001 Total
34,75%
24,60%
40,64%
114.822
-4,27%
7.386
-25,17%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.12
FOX Options
2.12.1
Traded Contracts Trades
14.01.2002 page 34
Traded Contracts Calls
Puts
Total
Change YoY
27 1.313
32 23.406
620 27.520
652 50.926
7710,74%
172 12 28 34
2.209 40 542 354
1.976 108 264 560
4.185 148 806 914
-78,86% -99,20% -82,65% -88,63%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
70 128 171 183 173 151 60 34 75 149 51 68 59 74 39 5 4 3 0 22 6 23 8 3
976 3.645 2.044 3.731 2.218 3.278 1.633 538 648 2.299 753 1.643 653 1.006 550 20 0 20 0 372 170 230 120 4
3.330 5.468 4.336 3.722 3.001 2.491 368 606 852 2.471 334 541 707 922 347 39 43 26 0 258 6 300 220 40
4.306 9.113 6.380 7.453 5.219 5.769 2.001 1.144 1.500 4.770 1.087 2.184 1.360 1.928 897 59 43 46 0 630 176 530 340 44
2001 Total
246
3.145
2.908
6.053
1999 Total 2000 Total 2001 1. 2. 3. 4.
2.12.2
ex_monthly0112.doc
Quarter Quarter Quarter Quarter
Volume in EUR million Calls
Puts
Total
Change YoY
1 697
15 812
16 1.509
9271,56%
43 1 8 5
42 2 4 9
86 3 12 14
-86,08% -99,50% -90,74% -92,94%
649,66% 359,79% -68,42% -78,84% -85,94% -99,21% -99,18% -99,20% -100,00% -44,93% -88,27% -88,89% -68,72% -97,99%
32 120 70 116 70 98 48 13 17 56 17 39 15 19 10 0 0 0 0 6 2 3 2 0
92 166 134 110 107 73 11 17 22 59 7 14 16 20 6 1 1 0 0 4 0 5 3 1
124 287 204 226 177 171 59 29 40 115 25 53 31 38 16 1 1 1 0 9 3 8 5 1
-88,11%
57
57
114
4587,50%
6321,40% 660,15% 336,56% -75,16% -86,58% -92,05% -99,51% -99,47% -99,51% -100,00% -68,29% -93,62% -92,86% -80,75% -98,77% -92,45%
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
456,63%
0 32
11 25
11 57
433,27%
-98,91% -97,65% -56,05% -98,10%
0 0 8 0
3 1 3 1
4 1 11 1
-99,07% -98,50% -75,54% -98,85%
3.789 11.229 12.318 11.718 12.617 2.809 2.812 2.062 1.670 3.003 2.903 2.310 1.932 2.501 134 173 150 66 46 656 734 400 720 44
15081,82% 27200,00% 1760,90% 456,63% -49,01% -77,73% -98,91% -98,52% -98,81% -97,65% -98,36% -68,19% -56,05% -86,68% -75,20% -98,10%
27 124 152 171 188 55 60 36 23 38 36 32 18 25 0 1 1 0 0 6 8 1 3 0
82 219 233 194 205 30 23 22 21 34 35 25 28 30 3 4 3 1 1 4 3 4 7 1
110 343 385 366 394 84 82 59 44 73 70 57 47 55 4 4 4 1 1 10 11 5 10 1
20876,76% 34521,22% 1924,36% 433,27% -57,54% -84,08% -99,07% -98,83% -99,02% -98,50% -98,86% -82,99% -75,54% -93,08% -86,41% -98,85%
44
-98,10%
0
1
1
-98,85%
1999 Total 2000 Total
4,22% 37,55%
0,00% 3,00%
95,78% 59,45%
0 1.279
415 1.031
415 2.310
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
34,42% 50,00% 13,77% 18,09%
0,00% 0,00% 0,00% 0,00%
65,58% 50,00% 86,23% 81,91%
10 20 522 4
124 46 212 40
134 66 734 44
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
11,61% 45,31% 43,69% 40,79% 36,36% 31,93% 37,22% 43,40% 25,33% 43,40% 28,84% 41,76% 39,04% 35,58% 24,92% 50,00% 50,00% 50,00%
23,22% 1,37% 0,69% 0,40% 0,38% 0,55% 5,82% 9,27% 1,00% 0,57% 0,00% 1,60% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
65,16% 53,32% 55,62% 58,80% 63,27% 67,52% 56,96% 47,33% 73,67% 56,03% 71,16% 56,64% 60,96% 64,42% 75,08% 50,00% 50,00% 50,00%
3,65% 50,00% 13,08% 29,41% 4,55%
0,00% 0,00% 0,00% 0,00% 0,00%
96,35% 50,00% 86,92% 70,59% 95,45%
836 3.770 4.609 5.247 5.793 1.824 2.035 1.272 873 1.578 1.467 1.279 768 1.187 10 30 30 20 20 392 522 80 200 4
2.953 7.459 7.709 6.471 6.824 985 777 790 797 1.425 1.436 1.031 1.164 1.314 124 143 120 46 26 264 212 320 520 40
2001 Total
29,36%
0,00%
70,64%
4
40
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.12.3
ex_monthly0112.doc 14.01.2002 page 35
Paid Premiums Paid Premiums - Ø Contract in CHF Calls Puts 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
2.13
FOX Futures
2.13.1
Traded Contracts
Total
Paid Premiums in CHF Calls
Puts
Total
Change YoY
322 1.450
400 1.412
397 1.430
10.312 33.939.877
248.210 38.862.551
258.522 72.802.428
28061,02%
603 485 452 470
1.911 2.833 359 197
1.221 2.198 422 303
1.332.640 19.400 245.206 166.420
3.776.545 305.960 94.832 110.400
5.109.185 325.360 340.038 276.820
-82,06% -98,78% -94,61% -97,57%
1.461 1.980 2.110 1.657 1.147 1.081 913 3.227 1.041 770 748 1.510 1.043 456 351 410 560
594 1.345 1.430 2.192 1.376 826 1.177 2.122 809 1.869 642 3.229 1.401 2.660 961 2.971 2.858 2.584
790 1.599 1.648 1.924 1.279 971 962 2.642 909 1.339 716 1.936 1.229 1.510 587 2.103 2.858 1.704
525 294 547 319 580
347 905 248 129 190
452 315 378 196 225
1.425.960 7.215.865 4.312.234 6.182.140 2.543.580 3.543.438 1.491.745 1.736.105 674.640 1.770.450 563.415 2.480.305 681.130 458.510 193.000 8.200 0 11.200 0 195.146 50.060 125.840 38.260 2.320
1.977.620 7.352.015 6.201.070 8.157.886 4.129.210 2.057.595 433.215 1.286.170 689.110 4.617.220 214.540 1.746.900 990.370 2.452.750 333.425 115.880 122.900 67.180 0 89.402 5.430 74.380 28.440 7.580
3.403.580 14.567.880 10.513.304 14.340.026 6.672.790 5.601.033 1.924.960 3.022.275 1.363.750 6.387.670 777.955 4.227.205 1.671.500 2.911.260 526.425 124.080 122.900 78.380 0 284.548 55.490 200.220 66.700 9.900
561
1.474
1.000
1.763.666
4.287.737
6.051.403
Trades
Traded Contracts
13124,88% 1704,58% 1961,05% -50,89% -80,02% -94,99% -99,13% -98,16% -98,60% -100,00% -90,58% -95,93% -96,87% -91,43% -99,77% -91,69%
Volume in EUR million Total
Change YoY
Total
Change YoY
82 5.730
741 109.822
14720,78%
21 3.153
15242,64%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
934 675 588 556
19.060 18.340 18.663 18.756
-38,25% -37,90% -16,95% -30,40%
351 331 249 291
-65,48% -62,38% -59,14% -55,14%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
159 381 993 567 576 593 366 289 609 409 296 492 258 260 416 155 132 388 123 144 321 159 155 242
1.675 9.879 19.313 6.661 7.232 15.641 4.777 3.563 14.133 6.334 4.847 15.767 2.907 2.610 13.543 2.374 1.959 14.007 2.735 2.543 13.385 2.935 4.389 11.432
128381,82% 158250,00% 2424,48% 2852,62% 73,55% -73,58% -29,88% -64,36% -72,91% -10,45% -42,75% -28,63% -5,29% -53,66% -9,45% -27,49%
58 319 639 197 218 463 139 93 378 144 113 392 65 49 236 41 38 252 43 38 168 40 69 182
179468,71% 187132,15% 2405,79% 2387,53% 12,72% -84,52% -63,08% -79,32% -82,56% -45,68% -69,08% -59,25% -55,46% -72,11% -39,36% -53,47%
2.753
74.819
-31,87%
1.222
-61,26%
1999 Total 2000 Total
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
2.13.2
ex_monthly0112.doc 14.01.2002 page 36
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Total
Change YoY
Open Intererst in CHF million Total
Change YoY
1999 Total 2000 Total
4,52% 49,68%
0,40% 2,22%
95,07% 48,11%
238 6.650
2694,12%
8 155
1878,25%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
62,08% 58,19% 56,90% 52,75%
0,31% 1,61% 1,44% 6,53%
37,60% 40,20% 41,66% 40,72%
5.154 6.026 5.304 5.022
-22,05% -5,55% -8,76% -24,48%
82 102 67 80
-60,32% -43,10% -53,35% -48,48%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
11,56% 44,03% 47,44% 39,81% 38,23% 51,44% 45,46% 57,87% 53,99% 60,63% 56,13% 57,30% 63,12% 67,66% 60,78% 61,29% 65,80% 56,60% 57,22% 68,36% 54,65% 64,31% 49,74% 50,95%
0,54% 0,95% 3,74% 4,01% 3,39% 2,69% 1,26% 4,11% 1,03% 1,60% 0,69% 1,24% 1,26% 0,31% 0,11% 2,44% 0,00% 1,70% 0,91% 4,52% 0,96% 7,02% 9,65% 5,19%
87,90% 55,02% 48,82% 56,17% 58,38% 45,88% 53,29% 38,02% 44,98% 37,76% 43,18% 41,46% 35,62% 32,03% 39,11% 36,27% 34,20% 41,70% 41,86% 27,11% 44,39% 28,67% 40,60% 43,86%
306 7.067 6.612 6.356 7.212 6.380 6.048 6.782 5.813 6.979 8.200 6.650 6.769 6.832 5.154 6.449 6.747 6.026 6.244 5.528 5.304 6.532 7.004 5.022
96783,33% 87137,50% 12138,81% 2694,12% 2112,09% -3,33% -22,05% 1,46% -6,45% -5,55% 3,24% -18,49% -8,76% -6,40% -14,59% -24,48%
10 229 208 201 207 179 163 180 144 170 187 155 148 120 82 124 128 102 100 79 67 96 110 80
126439,71% 104201,41% 11212,27% 1878,25% 1386,29% -47,87% -60,32% -38,19% -38,13% -43,10% -39,00% -56,33% -53,35% -43,94% -41,33% -48,48%
2001 Total
57,49%
2,47%
40,03%
5.022
-24,48%
80
-48,48%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3
Eurex – Equity Products
3.1
Options on DAX Component Equities
3.1.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
ex_monthly0112.doc 14.01.2002 page 37
Traded Contracts Calls
Puts
Total
Change YoY
739.767 934.721 1.037.799 932.291 1.023.720
6.084.694 6.303.327 19.234.980 20.824.415 28.015.187
3.933.436 3.329.362 11.340.880 15.298.902 20.733.100
10.018.130 9.632.689 30.575.860 36.123.317 48.748.287
-3,85% 217,42% 18,14% 34,95%
315.678 279.826 322.597 316.226
9.740.562 12.847.821 8.905.584 11.980.164
8.819.233 10.818.077 8.277.322 8.486.362
18.559.795 23.665.898 17.182.906 20.466.526
95.045 93.350 103.513 66.594 85.543 76.299 82.338 81.388 84.174 84.072 89.109 82.295 113.699 90.450 111.529 94.711 90.276 94.839 93.595 107.663 121.339 114.119 114.019 88.088
2.217.089 2.383.906 2.425.083 2.207.200 3.567.425 2.535.926 1.943.190 2.178.405 2.266.810 2.276.029 2.445.233 1.568.891 3.020.109 3.156.306 3.564.147 4.680.620 4.564.527 3.602.674 2.542.495 3.145.809 3.217.280 4.056.498 4.842.970 3.080.696
1.633.952 1.552.986 1.853.294 1.667.040 2.371.942 1.559.655 1.620.639 1.468.117 1.703.812 1.825.790 2.054.412 1.421.461 2.518.682 2.971.595 3.328.956 3.805.114 3.833.790 3.179.173 2.562.893 2.879.923 2.834.506 2.724.585 3.495.741 2.266.036
1.234.327
43.474.131
36.400.994
Volume in EUR million Calls
Puts
Total
Change YoY
124.814 195.737 157.062 218.090
62.499 104.734 110.180 156.973
152.627 187.314 308.145 267.242 375.063
30,67% 64,51% -13,27% 40,35%
53,82% 70,15% 53,68% 76,56%
82.288 86.464 46.946 58.219
72.433 79.351 40.612 36.841
154.721 165.815 87.558 95.061
45,36% 52,43% 8,36% 20,26%
3.851.041 3.936.892 4.278.377 3.874.240 5.939.367 4.095.581 3.563.829 3.646.522 3.970.622 4.101.819 4.499.645 2.990.352 5.538.791 6.127.901 6.893.103 8.485.734 8.398.317 6.781.847 5.105.388 6.025.732 6.051.786 6.781.083 8.338.711 5.346.732
55,11% 59,98% 38,31% 24,70% 66,76% 43,90% 29,54% 38,49% 29,60% 37,82% 28,98% -18,28% 43,83% 55,65% 61,11% 119,03% 41,40% 65,59% 43,26% 65,25% 52,41% 65,32% 85,32% 78,80%
20.128 20.992 20.653 17.520 27.739 18.783 15.717 15.225 16.520 16.204 17.333 11.275 27.776 27.598 26.915 35.676 30.305 20.483 16.116 15.805 15.026 19.065 24.100 15.053
14.937 14.388 15.339 13.889 19.228 11.623 12.257 9.520 11.560 11.618 13.842 8.771 21.531 25.868 25.034 33.091 27.175 19.085 16.119 12.819 11.673 11.232 14.802 10.807
35.065 35.380 35.992 31.409 46.967 30.406 27.974 24.745 28.081 27.823 31.176 20.046 49.306 53.466 51.949 68.767 57.480 39.568 32.236 28.624 26.699 30.297 38.903 25.861
53,19% 41,55% 45,55% 51,01% 74,98% 52,57% 30,93% 40,48% 55,30% 43,24% 25,02% -21,81% 40,61% 51,12% 44,33% 118,94% 22,38% 30,13% 15,23% 15,67% -4,92% 8,90% 24,78% 29,00%
79.875.125
63,85%
273.917
229.237
503.155
34,15%
On March 30, 1998, the number of underlying shares have been reduced from 500 to 100 and from 50 to 10, accept of Allianz and Münchener Rück VNA still having 50 underlying shares.
Volume (bars) and Open Interest (lines) in EUR million
70.000
70.000
60.000
60.000
50.000
Volume
50.000 40.000 40.000 30.000 30.000 20.000
20.000
10.000
10.000 0
0 Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
80.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 38
Options on DAX Component Equities 3.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
3.1.3
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
26,01% 28,48% 24,91% 22,94% 24,94%
13,10% 11,72% 13,99% 17,62% 16,46%
60,89% 59,80% 61,10% 59,44% 58,60%
277.576 268.590 1.228.506 2.089.313 2.872.901
194.173 147.871 812.996 1.751.394 2.156.514
471.749 416.461 2.041.502 3.840.707 5.029.415
-11,72% 390,20% 88,13% 30,95%
23.162 6.782 14.366 20.371
11.927 3.846 10.495 12.690
35.089 10.627 24.861 33.060
-36,97% 133,93% 32,98%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
30,01% 32,15% 20,47% 17,17%
20,19% 18,83% 17,01% 11,55%
49,80% 49,02% 62,53% 71,28%
4.809.166 4.110.701 5.627.568 5.684.180
4.273.539 3.116.984 3.948.774 4.213.449
9.082.705 7.227.685 9.576.342 9.897.629
77,86% 73,17% 77,09% 96,79%
35.830 25.650 30.266 28.578
29.530 17.755 17.066 17.606
65.360 43.405 47.332 46.184
74,47% 47,64% 27,07% 39,70%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
25,41% 25,15% 28,69% 31,48% 28,05% 20,94% 23,66% 21,67% 24,30% 21,67% 23,60% 22,31% 26,77% 29,69% 32,89% 36,30% 32,77% 26,20% 20,72% 20,91% 19,80% 17,27% 16,68% 17,80%
14,46% 15,85% 15,95% 15,14% 18,29% 14,13% 15,06% 15,61% 18,08% 17,98% 17,92% 18,11% 20,41% 20,38% 19,85% 21,19% 19,08% 15,57% 18,66% 18,35% 14,28% 13,43% 11,10% 9,85%
60,13% 59,00% 55,35% 53,38% 53,66% 64,93% 61,28% 62,72% 57,62% 60,35% 58,48% 59,59% 52,83% 49,93% 47,26% 42,51% 48,15% 58,23% 60,61% 60,74% 65,92% 69,30% 72,22% 72,35%
2.568.055 2.919.445 2.769.624 3.038.433 3.555.659 2.417.309 2.787.677 3.267.785 3.146.604 3.669.923 4.269.810 2.872.901 3.844.218 4.897.072 4.809.166 6.186.488 5.810.107 4.110.701 4.478.637 5.673.236 5.627.568 6.673.309 7.606.232 5.684.180
2.193.957 2.507.097 2.336.900 2.561.449 2.708.977 1.756.322 2.033.356 2.289.565 2.261.155 2.675.189 2.900.813 2.156.514 3.007.204 3.436.597 4.273.539 4.918.791 4.124.682 3.116.984 3.440.963 3.898.517 3.948.774 4.733.459 5.429.897 4.213.449
4.762.012 5.426.542 5.106.524 5.599.882 6.264.636 4.173.631 4.821.033 5.557.350 5.407.759 6.345.112 7.170.623 5.029.415 6.851.422 8.333.669 9.082.705 11.105.279 9.934.789 7.227.685 7.919.600 9.571.753 9.576.342 11.406.768 13.036.129 9.897.629
54,79% 61,46% 68,76% 42,38% 62,68% 42,11% 34,89% 35,09% 31,84% 30,57% 33,29% 30,95% 43,88% 53,57% 77,86% 98,31% 58,59% 73,17% 64,27% 72,24% 77,09% 79,77% 81,80% 96,79%
20.061 22.974 20.951 22.926 29.029 17.723 19.572 22.808 23.025 26.741 31.123 20.371 30.855 40.343 35.830 29.331 39.803 25.650 27.597 32.664 30.266 35.151 40.217 28.578
15.702 18.795 16.511 17.551 18.128 11.677 12.727 14.133 14.223 16.715 17.448 12.690 23.640 20.499 29.530 16.261 22.706 17.755 17.810 18.795 17.066 19.669 22.507 17.606
35.762 41.769 37.462 40.477 47.157 29.400 32.299 36.941 37.248 43.456 48.571 33.060 54.496 60.842 65.360 45.593 62.509 43.405 45.408 51.459 47.332 54.821 62.724 46.184
118,13% 140,65% 128,38% 86,44% 116,01% 79,63% 58,42% 61,25% 60,81% 52,19% 44,88% 32,98% 52,38% 45,66% 74,47% 12,64% 32,56% 47,64% 40,58% 39,30% 27,07% 26,15% 29,14% 39,70%
2001 Total
25,30%
16,89%
57,81%
5.684.180
4.213.449
9.897.629
96,79%
28.578
17.606
46.184
39,70%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
413 912 382 318 563
455 801 442 496 973
429 874 404 394 737
2.510.993.611 5.748.784.808 7.350.683.369 6.631.469.653 15.774.257.055
1.791.241.004 2.667.335.249 5.011.951.704 7.589.710.070 20.169.755.939
4.302.234.614 8.416.120.057 12.362.635.022 14.221.179.623 35.944.012.994
95,62% 46,89% 15,03% 152,75%
323 341 286 329
2.155 2.224 592 391
1.193 1.202 434 355
3.142.783.316 4.384.913.585 2.547.371.799 3.944.302.965
19.003.922.742 24.054.479.028 4.903.221.652 3.316.986.329
22.146.706.058 28.439.392.613 7.450.593.451 7.261.289.294
115,68% 94,42% 42,94% 24,44%
625 1.089 528 523 416 1.073 442 420 342 383 401 476 434 338 215 259 392 384 330 297 241 283 349 359
888 799 1.249 1.856 2.095 771 626 343 672 560 753 468 1.738 2.339 2.305 3.333 1.962 1.211 730 489 573 421 342 430
736 975 840 1.097 1.087 958 526 389 483 462 562 472 1.027 1.308 1.225 1.637 1.109 771 531 389 397 338 346 389
1.385.044.040 2.596.701.198 1.281.503.508 1.155.134.599 1.485.110.575 2.721.316.616 858.839.863 915.713.977 774.925.337 871.430.961 981.274.214 747.262.167 1.309.262.198 1.066.692.930 766.828.188 1.210.702.219 1.791.333.281 1.382.878.085 838.770.869 933.539.665 775.061.265 1.146.520.117 1.691.274.048 1.106.508.800
1.450.517.030 1.240.267.192 2.314.457.589 3.093.948.242 4.969.445.711 1.202.803.501 1.014.338.189 503.842.542 1.144.710.974 1.023.126.301 1.546.786.020 665.512.648 4.378.443.736 6.950.836.417 7.674.642.589 12.683.796.139 7.521.489.319 3.849.193.570 1.870.264.230 1.407.790.079 1.625.167.343 1.145.780.444 1.196.547.270 974.658.615
2.835.561.070 3.836.968.390 3.595.961.097 4.249.082.841 6.454.556.286 3.924.120.117 1.873.178.052 1.419.556.519 1.919.636.311 1.894.557.262 2.528.060.234 1.412.774.815 5.687.705.934 8.017.529.347 8.441.470.777 13.894.498.358 9.312.822.600 5.232.071.655 2.709.035.099 2.341.329.744 2.400.228.608 2.292.300.561 2.887.821.318 2.081.167.415
169,53% 337,81% 234,05% 294,48% 226,75% 363,20% 131,15% 78,54% 88,58% 63,56% 74,08% -32,16% 100,58% 108,95% 134,75% 227,00% 44,28% 33,33% 44,62% 64,93% 25,04% 20,99% 14,23% 47,31%
322
1.409
818
14.019.371.665
51.278.609.751
65.297.981.416
81,67%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 39
3.2
Options on DAX Component Equities – Breakdown by Individual Securities
3.2.1
Traded Contracts - December 2001 Trades
adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
Traded Contracts Calls
Puts
Total
Change YoY
8.228 56.944 54.516 58.068 29.486 87.862 464.889 2.937 332.766 11.916 922.832 39.339 15.457 7.543 2.735 38.036 165.948 2.434 60.038 4.239 12.208 1.277 13.097 4.638 33.593 88.543 6.415 426.566 51.373 76.773
3.913 53.212 68.763 58.440 29.451 77.231 330.184 2.203 294.993 9.659 547.891 43.614 15.310 3.162 1.325 33.235 115.019 2.412 27.332 3.167 22.913 1.696 20.503 5.973 23.832 67.317 3.171 284.819 25.036 90.260
12.141 110.156 123.279 116.508 58.937 165.093 795.073 5.140 627.759 21.575 1.470.723 82.953 30.767 10.705 4.060 71.271 280.967 4.846 87.370 7.406 35.121 2.973 33.600 10.611 57.425 155.860 9.586 711.385 76.409 167.033
40,33% 47,17% 23,06% -4,68% 193,06% 88,81% 154,55% -27,48% 92,63% 676,92% 88,36% -20,30% 3,62% 441,48% -24,55% 113,09% 203,54% -39,10% 152,04% -46,90% 32,46% 342,41% 10,08% -60,56% -5,83% 208,90% -5,22% 156,60% -6,28% 4,54%
708 4.350 2.887 3.568 1.072 2.958 10.188 313 6.878 679 9.908 1.697 1.555 389 174 1.388 5.018 294 1.745 287 693 298 1.066 466 1.127 7.727 473 14.208 2.120 3.854
Volume in EUR million Calls 67 812 229 211 112 185 2.262 9 2.597 19 2.005 231 86 57 19 141 438 12 94 10 51 11 203 14 148 1.367 39 3.139 86 402
Puts
Total
Change YoY
31 704 279 212 99 136 1.470 6 2.053 15 1.067 230 84 22 8 111 271 11 41 8 87 14 295 17 96 941 18 2.000 38 441
98 1.515 508 422 211 321 3.732 15 4.649 34 3.072 461 170 79 27 252 709 23 135 18 138 25 499 31 244 2.308 57 5.139 124 844
69,59% 5,02% 11,00% -32,65% 200,32% 15,66% 137,70% -37,11% 60,51% 436,64% -5,57% -26,46% -42,80% 357,46% -23,34% 27,07% 47,39% -42,29% 60,75% -59,53% 7,27% 195,31% -10,03% -71,51% -14,83% 175,83% -7,26% 24,84% -10,78% -3,08%
Total
Change YoY
112 3.711 799 1.176 300 477 6.707 20 8.651 60 8.009 596 161 115 40 350 1.094 52 144 42 172 37 777 87 527 3.742 124 6.429 165 1.508
120,10% 56,50% 4,85% 10,97% 78,90% -12,39% 70,92% -22,38% 100,42% 210,37% 7,97% -14,42% -44,92% 699,49% -5,78% 75,53% 35,66% 13,56% -0,95% -1,50% -7,33% 417,70% 28,42% -55,00% 89,00% 160,12% 53,87% 24,51% -46,59% 19,69%
(*) The company has not accepted the take over code.
3.2.2
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
17,39% 15,41% 11,46% 18,12% 18,83% 24,77% 16,60% 32,74% 11,84% 22,36% 16,28% 15,53% 18,44% 15,59% 12,48% 27,66% 21,04% 22,44% 28,40% 24,93% 17,15% 22,57% 24,53% 31,32% 22,88% 23,92% 25,69% 20,58% 23,88% 17,96%
24,08% 16,30% 7,91% 11,87% 19,06% 9,46% 7,11% 7,25% 7,07% 28,68% 5,81% 14,73% 13,28% 23,71% 29,40% 25,41% 17,00% 16,02% 22,21% 1,82% 38,02% 7,10% 23,91% 20,08% 15,76% 17,33% 16,11% 11,00% 11,42% 4,87%
58,54% 68,29% 80,63% 70,00% 62,11% 65,77% 76,29% 60,01% 81,08% 48,96% 77,92% 69,73% 68,28% 60,71% 58,13% 46,93% 61,96% 61,54% 49,39% 73,25% 44,83% 70,32% 51,55% 48,60% 61,36% 58,75% 58,20% 68,42% 64,70% 77,17%
Open Interest in Contracts Calls 7.478 144.052 99.758 159.657 42.979 121.225 806.357 4.375 675.175 17.270 2.045.833 60.006 14.184 9.784 4.604 53.692 256.327 7.515 60.244 6.981 17.416 2.196 22.552 13.512 66.692 156.599 11.800 549.390 63.139 183.388
Puts
Total
Change YoY
8.107 104.703 92.771 143.353 42.264 91.272 633.860 2.461 462.870 19.859 1.506.730 42.966 14.438 5.296 1.280 27.286 159.774 2.743 27.764 9.581 23.945 2.613 27.992 14.324 52.403 80.290 9.421 440.464 46.111 116.508
15.585 248.755 192.529 303.010 85.243 212.497 1.440.217 6.836 1.138.045 37.129 3.552.563 102.972 28.622 15.080 5.884 80.978 416.101 10.258 88.008 16.562 41.361 4.809 50.544 27.836 119.095 236.889 21.221 989.854 109.250 299.896
88,54% 99,88% 11,55% 33,03% 84,74% 35,57% 121,26% -11,57% 134,51% 369,81% 123,67% -13,67% -2,56% 866,67% -7,44% 149,47% 203,30% 11,77% 43,66% 19,56% 4,84% 785,64% 52,73% -42,81% 90,11% 233,51% 68,50% 198,31% -36,62% 26,52%
Open Interest in EUR million Calls Puts 59 2.277 439 652 158 291 3.925 13 5.531 30 5.003 368 87 78 32 249 725 40 101 17 80 21 379 46 313 2.713 74 3.812 100 967
53 1.433 360 525 142 186 2.782 7 3.120 31 3.006 228 74 37 8 100 369 12 42 24 92 16 398 41 215 1.029 50 2.617 65 541
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 40
Options on DAX Component Equities – Breakdown by Individual Securities 3.2.3
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts adidas-Salomon Allianz BASF Bayer BMW (*) Commerzbank DaimlerChrysler Degussa Deutsche Bank Deutsche Post Deutsche Telekom E.ON Epcos Fresenius Medical Care Henkel Pr. Hypo-Vereinsbank Infineon Technologies Linde Lufthansa VNA MAN Metro MLP Münchener Rück VNA Preussag RWE SAP Schering Siemens Thyssen Krupp Volkswagen (*)
396 559 251 280 239 99 379 193 583 92 139 201 602 432 143 183 336 92 118 103 86 494 407 103 186 1.326 147 651 118 247
1.549 1.325 154 354 130 165 420 190 401 137 233 156 431 363 268 159 323 239 115 337 160 2.016 1.278 266 217 1.129 153 909 51 278
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
768 929 197 317 185 130 396 192 497 112 174 178 517 412 184 172 330 165 117 203 134 1.362 938 195 198 1.241 149 754 96 264
3.259.255 31.854.072 13.694.146 16.256.886 7.040.136 8.703.479 176.293.684 567.681 193.960.098 1.101.137 127.830.922 7.913.829 9.300.842 3.259.609 390.737 6.956.518 55.676.494 223.047 7.055.627 438.544 1.051.257 631.205 5.327.905 477.203 6.234.002 117.446.423 941.477 277.570.819 6.063.266 18.988.500
6.060.820 70.506.804 10.592.842 20.679.040 3.837.126 12.775.992 138.837.311 417.633 118.340.634 1.325.570 127.562.962 6.813.022 6.598.167 1.148.657 355.253 5.295.925 37.109.720 576.207 3.146.120 1.066.586 3.663.489 3.419.473 26.198.998 1.591.028 5.161.155 76.006.574 484.025 258.772.881 1.266.625 25.047.976
9.320.075 102.360.876 24.286.988 36.935.926 10.877.262 21.479.471 315.130.995 985.314 312.300.732 2.426.707 255.393.884 14.726.851 15.899.009 4.408.266 745.990 12.252.443 92.786.214 799.254 10.201.747 1.505.130 4.714.746 4.050.678 31.526.903 2.068.231 11.395.157 193.452.997 1.425.502 536.343.700 7.329.891 44.036.476
241,05% 38,45% -3,29% -9,18% 125,34% 20,22% 183,10% -39,04% 96,98% 334,96% -5,73% -51,28% -6,79% 266,06% -65,58% 43,73% 46,24% -60,00% 86,05% -55,93% -25,42% 541,04% 53,26% -77,12% -30,07% 27,80% -58,49% 91,02% -3,99% -20,81%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.3
Options on SMI Component Equities
3.3.1
Traded Contracts Trades
1997 1998 1999 2000
Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
ex_monthly0112.doc 14.01.2002 page 41
Traded Contracts Calls
Puts
Total
Change YoY
300.862 549.148 535.714
21.099.449 17.128.777 16.782.505 18.765.040
11.928.476 12.976.211 11.788.023 16.883.481
33.027.925 30.104.988 28.570.528 35.648.521
-8,85% -5,10% 24,77%
134.833 106.528 122.147 109.764
5.148.991 5.004.975 4.141.617 4.177.813
4.985.538 4.227.272 4.273.949 3.278.978
10.134.529 9.232.247 8.415.566 7.456.791
48.765 44.850 63.123 42.971 47.334 41.919 38.519 46.353 44.252 48.205 35.134 34.289 41.787 39.049 53.997 36.114 34.341 36.073 33.666 35.328 53.153 41.632 38.633 29.499
1.575.403 1.607.206 2.014.644 1.202.493 1.865.542 1.426.749 1.352.107 1.849.463 1.452.103 1.659.807 1.375.744 1.383.779 2.077.232 1.348.298 1.723.461 1.362.865 1.904.177 1.737.933 1.457.995 1.223.318 1.460.304 1.550.409 1.699.845 927.559
1.380.093 1.337.887 1.573.537 1.081.477 1.366.016 1.314.580 1.250.779 1.457.728 1.557.713 1.625.838 1.593.535 1.344.298 1.462.059 1.584.013 1.939.466 1.184.370 1.286.741 1.756.161 1.464.529 1.154.944 1.654.476 1.258.862 1.225.935 794.181
473.272
18.473.396
16.765.737
Volume in EUR million Calls
Puts
Total
Change YoY
68.041 75.824 79.232 84.274
43.547 62.144 55.130 72.168
111.588 137.924 134.362 156.443
23,60% -2,58% 16,43%
6,81% 11,81% -5,65% -16,99%
21.394 21.048 20.123 23.029
21.525 14.897 19.415 16.424
42.919 35.945 39.538 39.452
-2,53% 0,68% 1,11% 4,91%
2.955.496 2.945.093 3.588.181 2.283.970 3.231.558 2.741.329 2.602.886 3.307.191 3.009.816 3.285.645 2.969.279 2.728.077 3.539.291 2.932.311 3.662.927 2.547.235 3.190.918 3.494.094 2.922.524 2.378.262 3.114.780 2.809.271 2.925.780 1.721.740
27,41% 61,83% 42,22% -7,91% 58,09% 23,54% 9,18% 35,44% 22,00% 33,57% 7,90% 2,56% 19,75% -0,43% 2,08% 11,53% -1,26% 27,46% 12,28% -28,09% 3,49% -14,50% -1,46% -36,89%
7.773 7.125 9.149 6.178 8.175 6.058 5.600 8.215 6.936 7.128 6.174 5.765 8.249 5.425 7.719 6.155 7.616 7.276 6.041 6.602 7.480 8.312 9.406 5.311
6.750 5.970 7.267 4.724 5.268 5.300 4.996 6.713 6.643 6.585 6.181 5.772 6.914 6.223 8.389 3.972 5.031 5.894 5.388 5.890 8.137 6.281 6.259 3.884
14.523 13.094 16.415 10.903 13.443 11.358 10.595 14.927 13.580 13.713 12.355 11.537 15.163 11.648 16.108 10.127 12.647 13.171 11.429 12.492 15.617 14.592 15.665 9.194
28,63% 58,66% 39,70% -2,49% 36,48% -0,23% -12,11% 38,60% 13,37% 42,23% -4,02% -13,50% 4,41% -11,04% -1,87% -7,11% -5,92% 15,96% 7,87% -16,32% 15,00% 6,41% 26,79% -20,30%
35.239.133
-1,15%
85.594
72.261
157.854
0,90%
Volume (bars) and Open Interest (lines) in EUR million 45.000
16.000
40.000
14.000
35.000
12.000
30.000
10.000
25.000
8.000
20.000
6.000
15.000
4.000
10.000
2.000
5.000
Volume
Open Interest
18.000
0
0 Dec
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 42
Options on SMI Component Equities 3.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
3.3.3
Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
32,39% 28,14% 24,81%
3,80% 6,46% 9,25%
63,80% 65,40% 65,93%
1.330.079 1.473.977 1.935.839 2.357.902
1.880.293 1.032.373 1.866.449 2.293.958
3.210.372 2.506.350 3.802.288 4.651.860
-8,74% 51,71% 22,34%
8.416 8.630 8.873 10.924
5.402 5.038 7.697 9.523
13.818 13.668 16.570 20.446
-1,08% 21,23% 23,39%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
28,67% 26,58% 28,23% 20,12%
11,04% 10,84% 8,94% 13,38%
60,29% 62,58% 62,83% 66,49%
2.738.525 3.287.335 3.218.124 2.554.392
2.693.570 2.751.554 2.448.749 2.095.025
5.432.095 6.038.889 5.666.873 4.649.417
13,51% 26,57% -5,76% -0,05%
11.948 13.159 18.282 14.220
11.012 9.588 12.710 10.479
22.960 22.748 30.992 24.698
10,01% 17,51% 19,74% 20,80%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
22,65% 20,12% 25,19% 23,52% 26,44% 25,07% 28,68% 26,39% 22,24% 24,28% 26,56% 26,62% 27,50% 28,90% 29,63% 30,56% 25,61% 24,57% 30,88% 27,38% 26,40% 20,60% 18,10% 22,79%
8,00% 5,83% 7,23% 6,62% 10,89% 8,50% 8,78% 9,16% 13,89% 9,67% 11,60% 10,33% 12,80% 9,80% 10,31% 9,88% 10,81% 11,57% 8,54% 10,37% 8,23% 12,56% 14,02% 13,64%
69,35% 74,05% 67,58% 69,86% 62,66% 66,43% 62,54% 64,46% 63,87% 66,05% 61,83% 63,05% 59,70% 61,30% 60,05% 59,56% 63,58% 63,86% 60,58% 62,25% 65,37% 66,85% 67,87% 63,57%
2.229.029 2.692.219 2.547.443 2.619.826 2.893.068 2.478.519 2.720.806 3.241.896 3.011.808 3.226.438 3.489.256 2.357.902 3.009.296 3.311.306 2.738.525 3.067.072 3.880.115 3.287.335 3.494.947 3.701.230 3.218.124 3.742.836 4.161.716 2.554.392
2.183.013 2.496.699 2.238.186 2.347.493 2.684.898 2.292.820 2.604.616 2.915.455 3.001.380 3.234.925 3.651.101 2.293.958 2.739.288 3.146.381 2.693.570 2.767.509 3.180.779 2.751.554 2.975.803 3.010.180 2.448.749 2.812.702 3.026.052 2.095.025
4.412.042 5.188.918 4.785.629 4.967.319 5.577.966 4.771.339 5.325.422 6.157.351 6.013.188 6.461.363 7.140.357 4.651.860 5.748.584 6.457.687 5.432.095 5.834.581 7.060.894 6.038.889 6.470.750 6.711.410 5.666.873 6.555.538 7.187.768 4.649.417
64,48% 70,57% 55,56% 41,48% 42,56% 33,09% 48,94% 49,81% 53,08% 46,44% 53,83% 22,34% 30,29% 24,45% 13,51% 17,46% 26,59% 26,57% 21,51% 9,00% -5,76% 1,46% 0,66% -0,05%
10.540 12.357 11.667 12.195 12.501 10.982 12.136 14.780 13.875 15.009 16.224 10.924 13.052 14.101 11.948 13.111 15.480 13.159 16.953 20.793 18.282 21.137 23.068 14.220
9.292 10.417 9.204 9.489 9.773 8.377 9.790 11.752 12.008 12.874 14.286 9.523 11.401 12.578 11.012 10.393 11.384 9.588 12.693 15.387 12.710 14.698 15.519 10.479
19.832 22.774 20.871 21.684 22.274 19.359 21.926 26.532 25.883 27.883 30.510 20.446 24.453 26.679 22.960 23.504 26.864 22.748 29.646 36.180 30.992 35.835 38.587 24.698
56,14% 59,18% 43,11% 29,70% 19,27% 9,57% 35,81% 45,22% 45,32% 48,40% 48,64% 23,39% 23,30% 17,15% 10,01% 8,39% 20,61% 17,51% 35,21% 36,37% 19,74% 28,52% 26,47% 20,80%
2001 Total
26,21%
10,98%
62,81%
2.554.392
2.095.025
4.649.417
-0,05%
14.220
10.479
24.698
20,80%
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1997 1998 1999 2000
Total Total Total Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
373 340 247 241
235 260 217 179
323 306 234 212
4.902.553.129 5.825.180.933 4.137.860.587 4.525.201.594
1.745.729.099 3.378.040.060 2.559.002.744 3.026.484.737
6.648.282.227 9.203.220.987 6.696.863.325 7.551.686.330
40,55% -27,23% 12,76%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
179 192 200 228
232 180 303 247
205 186 252 236
923.301.053 960.313.964 830.225.890 951.943.632
1.156.430.379 760.033.779 1.292.877.653 809.711.669
2.079.731.431 1.720.347.742 2.123.103.543 1.761.655.301
-1,56% 4,34% 14,75% -9,19%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
228 175 219 240 241 206 207 264 310 176 374 281 174 156 203 200 180 199 188 204 210 264 217 188
226 249 245 188 153 155 133 145 163 189 139 161 202 172 303 212 178 160 192 270 423 239 289 195
227 208 231 215 204 181 171 212 234 182 248 222 186 165 256 205 179 179 190 236 324 253 247 191
359.852.588 280.587.734 440.822.283 288.339.442 450.221.904 293.953.584 279.306.449 487.875.019 449.826.826 291.945.372 514.086.677 388.383.717 362.219.088 210.683.540 350.398.425 272.505.120 342.074.828 345.734.016 274.066.190 249.067.702 307.091.998 409.101.386 368.297.245 174.545.001
312.493.500 332.685.681 386.254.407 203.474.941 209.258.764 203.530.395 166.791.391 211.956.453 254.512.221 306.607.232 221.983.971 216.935.780 295.733.642 273.220.320 587.476.417 250.649.558 228.902.159 280.482.062 280.651.933 311.611.971 700.613.748 301.225.605 353.740.582 154.745.482
672.346.089 613.273.415 827.076.690 491.814.383 659.480.668 497.483.979 446.097.839 699.831.471 704.339.047 598.552.605 736.070.648 605.319.497 657.952.730 483.903.860 937.874.842 523.154.678 570.976.987 626.216.077 554.718.124 560.679.673 1.007.705.746 710.326.991 722.037.827 329.290.483
-14,90% 37,81% 43,42% -16,42% 39,95% -26,52% -22,54% 50,44% 38,99% 41,86% 33,35% -3,39% -2,14% -21,09% 13,40% 6,37% -13,42% 25,88% 24,35% -19,88% 43,07% 18,67% -1,91% -45,60%
2001 Total
198
240
218
3.665.784.539
4.019.053.479
7.684.838.018
1,76%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 43
3.4
Options on SMI Component Equities – Breakdown by Individual Securities
3.4.1
Traded Contracts - December 2001 Trades
ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
3.4.2
Traded Contracts Calls
Puts
Total
Change YoY
40.978 9.261 0 20.067 6.775 249.103 3.729 10.709 1.340 5.778 3.007 36.892 168.734 2.795 0 86.462 0 4.605 0 2.309 7.537 40.326 16.430 7.976 109.072 1.524 92.150
45.664 6.156 0 21.025 4.305 210.545 4.105 10.140 803 5.662 3.539 25.021 175.741 4.059 47 48.015 361 6.340 64 1.340 5.359 11.810 10.977 7.668 106.745 1.374 77.316
86.642 15.417 0 41.092 11.080 459.648 7.834 20.849 2.143 11.440 6.546 61.913 344.475 6.854 47 134.477 361 10.945 64 3.649 12.896 52.136 27.407 15.644 215.817 2.898 169.466
-61,78% 60,90% -100,00% -41,71% -73,45% -60,55% 113,40% 334,08% 35,38% 352,53% 5,70% -10,86% 345,86% 97814,29% -99,74% -36,65% -97,67% 1132,55% -98,78% -79,36% -27,27% 79,94% -53,24% 76,91% -57,90% 3,17% 13,19%
1.221 643 0 434 346 3.578 165 450 102 984 220 2.245 4.096 172 5 3.639 12 806 7 161 480 982 863 172 3.648 84 3.984
Volume in CHF million Calls
Puts
Total
Change YoY
74 88
71 54
145 142
-61,61% 90,49%
22 21 1.755 18 38 8 63 32 1.300 1.107 9 0 1.071 0 66 0 7 60 694 79 7 926 3 427
22 13 1.437 20 35 5 57 35 825 1.041 13 1 568 0 83 0 4 40 192 51 6 860 2 322
43 34 3.193 38 73 12 121 66 2.125 2.148 23 1 1.639 0 149 0 12 100 887 130 13 1.787 5 749
-40,25% -79,92% -12,46% 214,34% -21,19% -5,58% 140,37% 19,79% -15,05% -0,81% 7095,41% -99,73% -53,74% -99,34% 993,43% -99,34% -82,37% -50,53% -16,51% -52,01% 79,47% 35,61% -50,00% -46,48%
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
31,92% 19,08%
9,92% 25,58%
58,16% 55,35%
36,16% 28,70% 20,00% 25,27% 32,28% 49,30% 39,25% 10,27% 15,15% 19,82% 29,63% 7,45% 17,49% 50,00% 34,26% 50,00% 35,59% 31,85% 13,64% 30,66% 22,56% 23,88% 39,10% 31,02%
10,03% 18,48% 15,76% 16,34% 11,96% 9,89% 13,40% 15,77% 13,46% 12,14% 16,38% 0,00% 9,05% 0,00% 11,04% 0,00% 0,00% 15,22% 29,36% 6,33% 5,11% 11,19% 6,52% 16,73%
53,82% 52,82% 64,24% 58,39% 55,76% 40,81% 47,36% 73,96% 71,39% 68,04% 54,00% 92,55% 73,47% 50,00% 54,70% 50,00% 64,41% 52,93% 57,01% 63,01% 72,33% 64,94% 54,38% 52,25%
Open Interest in Contracts Calls 223.214 8.670 0 78.065 16.457 704.883 9.813 22.012 3.477 6.434 8.234 72.575 272.675 4.109 0 272.878 10.624 6.720 0 6.619 24.932 61.846 81.281 32.387 359.252 7.690 259.545
Puts
Total
Change YoY
132.274 8.411 0 78.800 25.370 598.885 9.330 28.710 2.215 7.153 8.731 68.645 319.593 4.972 0 168.957 3.742 9.697 0 4.019 13.139 39.334 54.695 24.608 312.426 10.146 161.173
355.488 17.081 0 156.865 41.827 1.303.768 19.143 50.722 5.692 13.587 16.965 141.220 592.268 9.081 0 441.835 14.366 16.417 0 10.638 38.071 101.180 135.976 56.995 671.678 17.836 420.718
-30,26% -20,71% -100,00% -42,24% -51,69% -19,12% 18,57% 291,83% 735,83% 765,41% 48,00% 5,26% 267,81% 33533,33% -100,00% 46,80% -41,03% 2324,96% -100,00% -38,67% 18,10% 61,04% -22,58% 436,68% -18,13% 366,91% 75,93%
Open Interest in CHF million Calls Puts 369 77 0 85 57 5.241 50 78 20 75 88 2.683 1.857 16 0 3.882 12 100 0 21 212 1.067 381 27 3.128 14 1.545
202 66 0 81 87 4.117 45 93 12 73 81 2.290 1.896 18 0 2.102 3 133 0 13 101 634 240 19 2.441 18 775
Total
Change YoY
570 143 0 166 144 9.358 95 172 32 148 169 4.973 3.754 34 0 5.983 15 233 0 34 313 1.701 621 46 5.569 31 2.320
-36,18% -46,84% -100,00% -44,64% -73,51% 83,10% 26,97% -33,12% 467,27% 381,41% 66,36% 8,10% -8,79% 2199,29% -100,00% 20,32% -76,82% 2091,32% -100,00% -57,25% -27,87% -19,30% -30,70% 432,19% 183,32% 115,11% 9,54%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.4.3
ex_monthly0112.doc 14.01.2002 page 44
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts ABB Asea Brown Boveri B Adecco N Alusuisse-Lonza Holding R Ciba Speciality Chemicals R Clariant R Credit Suisse Group R Givaudan Holderbank B Julius Bär Kudelski Lonza Group Nestlé R Novartis R Richemont Roche Holding Roche NES SAir Group R Serono Sulzer R Swatch Group R Swiss Life R Swiss Re R Swisscom N Syngenta UBS R Unaxis Zurich Allied
Total
140 474
140 403
140 445
31 276 190 300 124 339 912 729 1.078 197 110
57 242 153 114 141 288 1.079 390 1.045 290 276 5.724 647 733 630 2.511 322 425 433 435 59 217 129 338
44 263 173 203 132 320 995 546 1.065 244 208 5.724 426 733 579 2.511 259 467 584 233 52 243 133 305
303 508 223 497 629 98 44 269 136 277
Paid Premiums in CHF Calls 5.719.777 4.386.283 0 616.945 1.872.626 47.378.227 1.118.394 1.330.557 454.647 5.269.074 2.193.442 39.758.771 33.171.783 308.049 0 26.213.137 0 2.338.173 0 514.948 3.749.050 25.350.519 1.612.981 354.903 29.357.501 206.985 25.556.010
Puts
Total
Change YoY
6.381.084 2.479.973 0 1.197.202 1.043.329 32.183.144 469.100 1.427.490 231.126 6.111.586 1.380.600 26.154.954 51.009.571 1.120.332 269.047 31.068.514 264.655 3.995.744 160.690 431.871 2.277.683 5.115.933 4.778.040 454.383 23.121.611 177.886 26.166.527
12.100.861 6.866.256 0 1.814.147 2.915.955 79.561.371 1.587.494 2.758.047 685.773 11.380.660 3.574.042 65.913.725 84.181.354 1.428.381 269.047 57.281.651 264.655 6.333.917 160.690 946.819 6.026.733 30.466.452 6.391.021 809.286 52.479.112 384.871 51.722.537
-67,56% -77,62% -100,00% -75,87% -96,19% -63,99% -66,26% 1,08% 81,13% 253,96% -28,73% -28,14% -2,33% 12020,33% -96,46% -45,05% -86,49% 754,00% -95,54% -91,63% -87,09% -12,44% -76,04% 64,48% 2,58% -34,26% -18,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 45
3.5
Options on DJ Euro-STOXX 50 Component Equities
3.5.1
Traded Contracts Trades
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
939
571
1.511
5441,43% 57,27% 262,09% 187,05%
804 417 613 634
461 382 352 317
1.265 799 965 951
3524,63% 44,40% 153,72% 75,38%
15 55 116 59 38 59 37 67 64 61 152 187 122 140 130 112 98 105 149 102 108 107
35 92 324 138 108 179 93 221 165 156 408 429 427 298 250 251 330 284 351 373 314 264
1124,98% 224,54% -22,79% 81,97% 204,52% 59,12% 275,75% 68,58% 89,95% 69,58%
1.512
3.979
163,41%
Total
Change YoY
2000 Total
5.441
180.255
114.662
294.917
2001 1. 2. 3. 4.
6.425 5.328 8.682 8.085
145.513 83.236 147.869 203.049
102.355 98.808 108.415 95.223
247.868 182.044 256.284 298.272
118 290 560 373 469 599 298 697 768 1.269 2.428 1.849 2.148 1.751 1.626 1.951 2.233 2.760 3.689 2.577 2.873 2.635
3.075 9.500 42.153 15.955 12.434 24.787 8.824 25.301 20.667 17.559 45.849 39.204 60.460 32.726 22.499 28.011 48.673 43.071 56.125 77.308 77.804 47.937
1.398 11.984 22.342 13.819 8.303 10.569 5.863 12.766 14.751 12.867 28.909 46.977 26.469 35.513 33.532 29.763 28.275 33.927 46.213 31.663 30.119 33.441
4.473 21.484 64.495 29.774 20.737 35.356 14.687 38.067 35.418 30.426 74.758 86.181 86.929 68.239 56.031 57.774 76.948 76.998 102.338 108.971 107.923 81.378
1843,42% 217,63% -13,12% 94,04% 271,07% 117,78% 596,79% 186,26% 204,71% 167,46%
20 37 207 79 70 119 56 154 101 95 256 242 305 158 120 139 232 179 202 271 206 157
28.520
579.667
404.801
984.468
233,81%
2.468
Quarter Quarter Quarter Quarter
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
3.5.2
Traded Contracts Calls
Change YoY
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
2000 Total
27,18%
14,46%
58,37%
69.135
39.026
108.161
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
37,88% 35,10% 22,94% 33,79%
17,50% 20,06% 12,56% 13,78%
44,62% 44,85% 64,50% 52,43%
85.340 83.260 110.464 115.673
67.312 68.589 91.399 79.023
152.652 151.849 201.863 194.696
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
6,95% 42,04% 30,57% 14,83% 23,68% 34,97% 30,91% 35,13% 20,71% 13,59% 32,19% 43,22% 37,49% 39,91% 35,88% 28,61% 29,30% 21,48% 19,26% 38,79% 35,05% 25,42%
28,08% 24,58% 22,63% 20,55% 16,72% 8,84% 25,21% 2,36% 8,67% 3,77% 10,84% 22,06% 18,72% 19,47% 21,47% 19,39% 22,04% 8,76% 8,27% 12,99% 16,02% 11,85%
64,97% 33,38% 46,80% 64,63% 59,61% 56,19% 43,89% 62,51% 70,62% 82,64% 56,97% 34,72% 43,79% 40,62% 42,65% 52,00% 48,66% 69,77% 72,47% 48,22% 48,93% 62,72%
2.685 10.614 46.757 56.289 57.670 66.198 63.013 58.707 67.972 69.135 77.281 83.054 85.340 80.076 76.403 83.260 83.424 95.370 110.464 115.713 120.890 115.673
1.343 11.873 28.953 34.197 34.394 38.632 37.008 32.382 37.857 39.026 39.456 61.036 67.312 63.138 55.168 68.589 67.979 84.632 91.399 69.908 72.681 79.023
2001 Total
32,24%
15,56%
52,20%
115.673
79.023
Change YoY
Open Interest in EUR million Calls Puts 296
163
459
3689,77% 67,81% 101,82% 80,01%
417 370 396 386
290 264 292 247
708 634 688 633
2117,89% 55,61% 54,07% 37,87%
4.028 22.487 75.710 90.486 92.064 104.830 100.021 91.089 105.829 108.161 116.737 144.090 152.652 143.214 131.571 151.849 151.403 180.002 201.863 185.621 193.571 194.696
3689,77% 536,87% 73,78% 67,81% 64,45% 71,71% 101,82% 103,78% 82,91% 80,01%
17 39 209 257 263 293 277 252 288 296 382 407 417 379 347 370 322 371 396 394 409 386
15 46 133 151 150 176 170 139 159 163 199 270 290 257 225 264 252 296 292 220 241 247
32 85 342 407 413 469 447 392 447 459 580 677 708 637 573 634 574 667 688 615 650 633
2117,89% 651,56% 67,40% 55,61% 38,81% 42,18% 54,07% 57,01% 45,20% 37,87%
194.696
80,01%
386
247
633
37,87%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.5.3
ex_monthly0112.doc 14.01.2002 page 46
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
2000 Total
388
258
338
69.930.375
29.623.246
99.553.621
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
240 201 174 165
289 236 256 258
260 220 209 194
34.890.279 16.720.990 25.768.009 33.432.815
29.561.534 23.320.412 27.711.359 24.578.682
64.451.813 40.041.402 53.479.368 58.011.497
2383,56% 0,53% 109,04% 83,91%
2000 Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
415 258 423 337 312 525 434 457 313 241 252 186 266 217 193 188 178 148 191 195 153 134
943 327 315 232 214 179 204 231 216 243 220 280 380 240 222 247 219 209 312 312 207 254
580 297 386 288 272 422 342 382 272 242 240 237 300 229 210 218 193 175 245 229 168 184
1.276.874 2.451.472 17.847.700 5.368.981 3.875.669 13.018.206 3.825.533 11.568.074 6.461.143 4.236.723 11.533.224 7.285.812 16.071.243 7.106.356 4.346.056 5.268.578 8.679.671 6.383.460 10.704.878 15.074.166 11.915.688 6.442.961
1.318.261 3.922.798 7.038.374 3.202.005 1.774.052 1.896.901 1.193.423 2.954.917 3.190.128 3.132.387 6.372.090 13.139.832 10.049.612 8.532.949 7.439.092 7.348.371 6.192.854 7.103.428 14.415.077 9.866.655 6.221.673 8.490.354
2.595.135 6.374.270 24.886.074 8.570.986 5.649.721 14.915.107 5.018.956 14.522.991 9.651.271 7.369.110 17.905.314 20.425.644 26.120.855 15.639.305 11.785.148 12.616.949 14.872.525 13.486.888 25.119.955 24.940.821 18.137.361 14.933.315
906,53% 145,35% -52,64% 47,21% 163,24% -9,58% 400,50% 71,73% 87,93% 102,65%
2001 Total
191
260
219
110.812.093
105.171.987
215.984.080
116,95%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 47
3.6
Options on DJ Euro-STOXX 50 Component Equities – Breakdown by Individual Securities
3.6.1
Traded Contracts - December 2001 Trades
ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
3.6.2
Traded Contracts Calls
Puts
Total
Change YoY
2.957 1.218 1.081 662 1.116 394 121 35 146 0 8.731 13.393 167 0 7.813 8.029 48 180 983 863
4.213 804 1.936 522 1.066 121 20 26 78 0 2.882 6.424 479 0 6.077 6.296 2 169 2.014 312
7.170 2.022 3.017 1.184 2.182 515 141 61 224 0 11.613 19.817 646 0 13.890 14.325 50 349 2.997 1.175
80,70% -42,98% 169,13% 251,34% 109000,00% 12775,00% 78,48% -65,34% 1217,65% -100,00% 237,98% 1032,40% 797,22%
223 133 130 103 39 23 6 3 14 0 476 154 36 0 483 553 4 34 135 86
6 4 4 5 3 4 1 0 1 0 27 9 1 0 28 49 0 3 7 5
77,71% 200,57% -82,01% -20,68% 61,65% 436,53%
Puts
Total
Change YoY
10 2 5 4 3 1 0 0 0 0 8 4 4 0 16 34 0 2 12 2
16 6 9 9 5 5 1 0 1 0 34 13 5 0 45 83 0 5 18 7
59,47% -62,01% 130,31% 224,71% 17234,00% 13602,60% 75,85% -32,78% 398,53% -100,00% 24,23% 335,39% 688,26% 40,84% 151,36% -84,94% -23,83% 49,11% 370,92%
Open Interest and Market Share per Account Group - December 2001 Market Share per Account Group Agent Principal Market Maker ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
3.6.3
Volume in EUR million Calls
1,55% 12,19% 6,75% 28,04% 70,85% 50,00% 50,00% 50,00% 27,23%
10,67% 4,33% 1,41% 13,51% 8,91% 0,00% 0,00% 0,00% 33,93%
87,78% 83,48% 91,85% 58,45% 20,23% 50,00% 50,00% 50,00% 38,84%
10,36% 51,31% 79,41%
2,33% 25,55% 1,55%
87,31% 23,14% 19,04%
22,69% 12,05% 48,00% 46,42% 12,05% 44,47%
15,17% 4,07% 2,00% 3,58% 2,72% 16,38%
62,14% 83,87% 50,00% 50,00% 85,24% 39,15%
Open Interest in Contracts Calls 21.694 6.755 3.342 495 1.055 204 148 185 667 6 27.585 17.116 360 0 15.564 16.767 48 349 2.945 388
Puts
Total
Change YoY
10.664 3.342 5.370 511 1.106 156 10 24 220 0 7.851 9.625 459 0 21.990 12.373 0 107 4.909 306
32.358 10.097 8.712 1.006 2.161 360 158 209 887 6 35.436 26.741 819 0 37.554 29.140 48 456 7.854 694
-19,81% 151,67% 721,11% 429,47% 107950,00% 8900,00% 95,06% -96,20% 88600,00% -99,82% 201,87% 559,78% 1037,50% 253,18% 44,08% -85,92% 168,24% 28,86% 178,71%
Open Interest in EUR million Calls Puts 52 22 11 4 3 2 1 1 3 0 87 10 3 0 51 106 0 6 20 3
21 10 15 4 3 1 0 0 1 0 24 5 3 0 61 67 0 2 27 2
Total
Change YoY
73 32 27 8 5 4 1 1 4 0 111 15 7 0 113 174 0 7 47 4
-23,69% 71,26% 597,30% 376,40% 17503,33% 9329,87% 91,31% -89,90% 31380,00% -99,81% 34,94% 107,45% 951,58% 143,91% 31,49% -88,55% 161,39% 26,43% 143,50%
Paid Premiums - December 2001 Paid Premiums - Ø Contract in EUR Calls Puts ABN Amro Aegon Ahold Aventis AXA-UAP BNP Paribas Carrefour ENI France Telecom Generali ING KPN L'Oréal Orange Philips St. Royal Dutch Telecom Italia Total Fina Unilever Vivendi Universal
Total
117 105 109 167 141 83 250 130 45
632 205 108 348 185 100 513 110 144
419 145 108 246 162 87 287 121 80
102 49 322
183 88 216
123 62 243
263 190 103 294 194 88
226 323 1.150 469 117 387
247 248 145 378 142 167
Paid Premiums in EUR Calls
Puts
Total
Change YoY
346.276 128.346 117.545 110.342 156.843 32.756 30.250 4.550 6.637 0 894.575 656.010 53.716 0 2.057.147 1.523.693 4.960 52.834 190.656 75.825
2.660.558 164.460 209.700 181.467 197.376 12.145 10.250 2.860 11.248 0 528.428 565.437 103.309 0 1.373.871 2.030.709 2.300 79.215 236.154 120.867
3.006.834 292.806 327.245 291.809 354.219 44.901 40.500 7.410 17.885 0 1.423.003 1.221.447 157.025 0 3.431.018 3.554.402 7.260 132.049 426.810 196.692
308,51% -65,19% 59,15% 392,62% 84237,86% 2873,58% 77,63% -76,89% 66,53% -100,00% 29,07% 473,20% 403,03% 47,74% 275,15% -91,64% -50,90% 37,59% 139,94%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 48
3.7
Options on Neuer Markt Component Equities
3.7.1
Traded Contracts Trades
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
1999 Total 2000 Total
5.012 50.813
34.841 337.625
22.839 278.459
57.680 616.084
968,11%
235 2.530
120 1.678
355 4.208
1085,13%
2001 1. 2. 3. 4.
10.996 6.319 5.582 5.926
89.501 52.882 56.300 65.231
65.013 51.181 51.388 47.974
154.514 104.063 107.688 113.205
107,82% 17,05% -49,05% -53,12%
204 77 57 75
125 69 59 56
329 147 117 131
-56,34% -82,69% -92,31% -87,92%
1.533 1.770 2.043 2.393 3.589 3.902 4.683 6.404 5.894 7.336 6.498 4.768 5.299 3.147 2.550 2.146 2.208 1.965 2.123 2.160 1.299 2.004 2.388 1.534
14.369 14.985 13.027 11.408 16.004 13.877 25.572 43.928 39.097 72.063 47.605 25.690 42.069 26.057 21.375 16.421 19.413 17.048 23.672 20.764 11.864 23.703 25.660 15.868
8.883 12.914 10.171 10.074 17.700 19.838 21.937 36.479 44.328 35.270 35.715 25.150 29.160 17.383 18.470 14.123 15.403 21.655 15.572 24.890 10.926 12.289 19.668 16.017
23.252 27.899 23.198 21.482 33.704 33.715 47.509 80.407 83.425 107.333 83.320 50.840 71.229 43.440 39.845 30.544 34.816 38.703 39.244 45.654 22.790 35.992 45.328 31.885
1641,29% 707,20% 416,68% 116,65% 206,33% 55,70% 71,76% 42,18% 3,30% 14,79% -17,40% -43,22% -72,68% -66,47% -45,60% -37,28%
122 158 175 130 204 145 254 343 279 398 226 96 116 53 36 24 35 19 20 26 12 23 32 21
69 119 111 93 142 136 163 235 242 163 133 72 61 36 28 19 22 28 16 30 13 14 22 20
191 277 286 223 345 281 417 578 521 561 359 168 177 89 64 43 57 47 36 56 25 37 53 41
2025,55% 756,47% 304,50% -4,59% -7,42% -68,06% -77,62% -80,62% -83,53% -83,31% -91,39% -90,36% -95,20% -93,37% -85,13% -75,72%
28.823
263.914
215.556
479.470
-22,17%
414
310
724
-82,79%
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
3.7.2
Traded Contracts Calls
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
283,86%
132 312
39 143
172 454
164,57%
122,79% 17,20% -45,63% -43,41%
206 90 45 34
70 46 41 38
277 136 86 72
-29,43% -74,69% -88,43% -84,07%
34.054 42.860 41.495 45.932 59.032 62.660 80.245 115.758 111.166 133.178 158.754 96.697 128.118 132.291 92.448 92.528 95.298 73.438 88.410 95.927 60.446 73.821 86.871 54.725
2570,33% 1125,30% 993,65% 283,86% 276,22% 208,66% 122,79% 101,45% 61,43% 17,20% 10,18% -17,13% -45,63% -44,57% -45,28% -43,41%
183 236 252 275 347 339 434 537 453 546 606 312 364 370 206 208 211 90 98 105 45 55 65 34
69 119 140 143 182 199 246 288 290 271 278 143 151 128 70 66 65 46 49 56 41 47 54 38
252 355 392 418 529 538 680 824 744 818 884 454 515 498 277 275 275 136 147 161 86 102 119 72
3423,63% 1442,13% 1043,16% 164,57% 104,52% 40,23% -29,43% -34,19% -47,94% -74,69% -78,35% -80,51% -88,43% -87,50% -86,60% -84,07%
54.725
-43,41%
34
38
72
-84,07%
1999 Total 2000 Total
24,40% 21,26%
13,24% 31,62%
62,36% 47,12%
18.118 57.153
7.073 39.544
25.191 96.697
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
32,43% 37,92% 33,35% 28,45%
22,91% 14,63% 14,70% 13,41%
44,67% 47,45% 51,95% 58,14%
60.799 41.218 30.691 24.349
31.649 32.220 29.755 30.376
92.448 73.438 60.446 54.725
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
19,56% 21,85% 19,88% 22,79% 22,57% 24,72% 19,08% 20,39% 19,09% 19,01% 22,68% 28,00% 29,23% 32,29% 38,28% 41,77% 35,67% 36,90% 38,66% 28,34% 34,24% 28,35% 30,24% 26,02%
16,77% 15,06% 13,83% 29,15% 32,53% 29,18% 28,86% 34,52% 37,71% 35,47% 33,98% 33,82% 25,13% 21,17% 20,83% 10,36% 15,50% 17,21% 12,44% 17,12% 13,72% 16,87% 12,36% 11,00%
63,67% 63,10% 66,29% 48,06% 44,91% 46,11% 52,06% 45,09% 43,20% 45,52% 43,35% 38,18% 45,65% 46,53% 40,88% 47,87% 48,83% 45,89% 48,90% 54,54% 52,04% 54,78% 57,40% 62,99%
23.536 27.598 25.875 28.497 33.953 33.025 43.220 64.484 56.241 77.350 93.289 57.153 77.611 83.702 60.799 59.681 62.831 41.218 51.898 53.511 30.691 38.943 45.723 24.349
10.518 15.262 15.620 17.435 25.079 29.635 37.025 51.274 54.925 55.828 65.465 39.544 50.507 48.589 31.649 32.847 32.467 32.220 36.512 42.416 29.755 34.878 41.148 30.376
2001 Total
32,89%
17,03%
50,09%
24.349
30.376
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.7.3
ex_monthly0112.doc 14.01.2002 page 49
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1999 Total 2000 Total
706 679
367 775
572 722
24.612.916 229.160.612
8.374.536 215.782.076
32.987.452 444.942.688
1248,82%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
182 99 96 144
562 290 356 192
342 193 220 164
16.266.746 5.255.307 5.416.723 9.369.705
36.520.703 14.826.390 18.290.164 9.217.201
52.787.449 20.081.697 23.706.887 18.586.906
-44,10% -78,15% -78,51% -87,46%
1.001 1.936 2.128 1.251 1.576 877 542 519 507 379 318 291 214 194 103 121 93 86 92 113 76 115 142 189
550 711 910 943 1.061 604 615 613 406 875 1.062 1.175 577 574 526 298 269 299 266 407 369 252 154 193
828 1.369 1.594 1.107 1.305 716 576 562 453 542 637 728 363 346 299 203 171 205 161 273 217 162 147 191
14.377.399 29.013.908 27.715.510 14.276.426 25.220.264 12.176.067 13.863.224 22.796.274 19.807.996 27.305.981 15.139.376 7.468.187 8.997.768 5.059.020 2.209.958 1.983.327 1.799.809 1.472.171 2.167.350 2.342.698 906.675 2.728.293 3.635.458 3.005.954
4.884.827 9.187.926 9.257.694 9.501.103 18.772.368 11.978.886 13.494.099 22.377.110 17.977.739 30.875.225 37.926.927 29.548.172 16.830.577 9.975.149 9.714.977 4.213.542 4.147.884 6.464.964 4.135.671 10.120.822 4.033.671 3.095.647 3.034.172 3.087.382
19.262.226 38.201.834 36.973.204 23.777.529 43.992.632 24.154.953 27.357.323 45.173.384 37.785.735 58.181.206 53.066.303 37.016.359 25.828.345 15.034.169 11.924.935 6.196.869 5.947.693 7.937.135 6.303.021 12.463.520 4.940.346 5.823.940 6.669.630 6.093.336
1734,16% 671,78% 680,08% 123,18% 34,09% -60,65% -67,75% -73,94% -86,48% -67,14% -76,96% -72,41% -86,93% -89,99% -87,43% -83,54%
138
366
240
36.308.481
78.854.458
115.162.939
-74,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 50
3.8
Options on Neuer Markt Component Equities – Breakdown by Individual Securities
3.8.1
Traded Contracts – December 2001 Trades
Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
3.8.2
Traded Contracts Calls
Puts
Total
Change YoY
1.650 1.194 2.235 1.721 1.360 816 1.131 5.761
1.319 257 936 1.317 2.124 1.361 615 8.088
2.969 1.451 3.171 3.038 3.484 2.177 1.746 13.849
6,91% -86,62% -56,26% -59,26%
154 75 160 135 131 142 180 557
5 0 3 0 0 2 3 7
16,71%
Puts
Total
Change YoY
3 0 1 0 0 3 1 10
8 1 4 1 1 5 4 17
-84,82% -98,74% -97,72% -82,09% -26,39%
Open Interest and Market Share per Account Group – December 2001 Market Share per Account Group Agent Principal Market Maker Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
3.8.3
Volume in EUR million Calls
27,40% 25,02% 26,88% 24,03% 26,95% 27,31% 33,25% 24,71%
6,26% 19,47% 10,25% 25,28% 12,82% 8,11% 6,50% 8,72%
Open Interest in Contracts Calls
66,34% 55,51% 62,87% 50,69% 60,23% 64,58% 60,25% 66,56%
3.752 1.610 3.236 2.392 2.814 1.629 1.645 7.271
Puts
Total
4.575 363 2.268 1.499 3.378 903 911 16.479
8.327 1.973 5.504 3.891 6.192 2.532 2.556 23.750
Change YoY
-2,39% -87,47% -45,69% -77,68% -36,24%
Open Interest in EUR million Calls Puts 11 1 5 1 1 4 4 9
11 0 3 0 1 2 2 20
Total
Change YoY
22 1 8 1 2 5 5 28
-85,23% -99,23% -97,50% -94,87% -72,50%
Paid Premiums – December 2001 Paid Premiums - Ø Contract in EUR Calls Puts Aixtron Broadvision Consors Discount-Broker EM.TV & Merchandising Intershop Mobilcom Qiagen T-Online
345 71 116 25 42 382 265 240
212 69 333 147 83 152 162 223
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
286 70 180 78 67 238 228 230
569.978 84.403 259.200 43.231 56.717 311.323 299.262 1.381.840
279.697 17.666 312.035 193.029 176.923 207.162 99.508 1.801.362
849.675 102.069 571.235 236.260 233.640 518.485 398.770 3.183.202
-74,47% -98,22% -95,92% -94,36% -51,94%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.9
Options on Nordic Equities
3.9.1
Traded Contracts Trades
14.01.2002 page 51
Traded Contracts Calls
Puts
Total
Change YoY
Volume in EUR million Calls
Puts
Total
Change YoY
1999 Total 2000 Total
1.442 59.836
30.164 2.538.570
23.488 1.381.532
53.652 3.920.102
7206,53%
399 14.474
259 6.928
658 21.402
3150,98%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
36.708 31.973 33.399 33.458
1.875.058 2.132.112 2.168.457 2.848.667
1.391.084 1.689.437 1.948.114 1.633.276
3.266.142 3.821.549 4.116.571 4.481.943
1563,05% 704,34% 228,13% 124,77%
6.942 7.622 5.000 7.525
4.367 4.953 3.792 3.595
11.309 12.575 8.792 11.120
352,06% 355,51% 36,46% 14,68%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
961 1.032 1.739 2.076 3.682 3.218 5.899 7.300 7.123 11.069 7.434 8.303 14.181 10.909 11.618 11.391 10.087 10.495 12.508 9.586 11.305 12.598 12.239 8.621
20.560 37.664 52.914 59.685 87.726 120.219 213.134 221.440 362.849 461.557 462.868 437.954 600.440 553.153 721.465 621.851 795.910 714.351 739.004 562.184 867.269 1.092.713 1.079.317 676.637
17.687 20.581 46.989 38.759 91.626 77.099 110.198 148.650 198.297 250.688 220.875 160.083 368.166 553.517 469.401 602.043 550.486 536.908 630.722 583.109 734.283 601.968 655.985 375.323
38.247 58.245 99.903 98.444 179.352 197.318 323.332 370.090 561.146 712.245 683.743 598.037 968.606 1.106.670 1.190.866 1.223.894 1.346.396 1.251.259 1.369.726 1.145.293 1.601.552 1.694.681 1.735.302 1.051.960
42998,77% 4076,66% 5172,13% 2578,42% 2432,50% 1800,03% 1092,02% 1143,24% 650,70% 534,13% 323,63% 209,46% 185,41% 137,94% 153,79% 75,90%
318 553 621 403 520 754 1.244 1.142 1.937 2.200 2.392 2.391 2.752 1.949 2.241 2.176 3.194 2.252 1.871 1.322 1.807 2.566 3.011 1.947
271 248 490 234 458 392 551 654 916 1.009 958 747 1.430 1.658 1.279 1.715 1.762 1.475 1.351 1.162 1.279 1.173 1.471 951
589 801 1.112 637 978 1.146 1.795 1.795 2.852 3.209 3.350 3.138 4.182 3.608 3.520 3.891 4.956 3.727 3.222 2.484 3.086 3.739 4.482 2.898
25969,02% 2258,14% 2120,26% 770,57% 610,07% 350,29% 216,64% 511,05% 406,74% 225,34% 79,45% 38,36% 8,20% 16,52% 33,80% -7,63%
135.538
9.024.294
6.661.911
15.686.205
300,15%
27.089
16.707
43.795
104,63%
2001 Total
3.9.2
ex_monthly0112.doc
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Change YoY Puts
Total
Open Interest in EUR million Calls Puts
Change YoY Total
1999 Total 2000 Total
41,13% 43,80%
5,83% 14,38%
53,04% 41,82%
13.767 514.436
12.078 272.021
25.845 786.457
2942,98%
183 2.723
144 1.232
327 3.955
1109,60%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
40,03% 34,25% 34,12% 32,06%
14,59% 12,49% 11,85% 9,33%
45,38% 53,26% 54,03% 58,61%
1.052.745 1.233.482 1.552.223 1.424.450
670.937 874.658 963.185 952.298
1.723.682 2.108.140 2.515.408 2.376.748
1374,32% 748,82% 268,65% 202,21%
4.036 4.569 4.671 4.255
2.143 2.637 2.092 2.114
6.180 7.206 6.763 6.369
330,30% 424,77% 92,63% 61,03%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
36,62% 53,92% 44,38% 45,71% 43,00% 49,72% 44,51% 45,91% 49,72% 37,33% 43,32% 42,14% 40,30% 40,05% 39,80% 34,61% 32,24% 36,06% 36,34% 33,70% 32,51% 31,05% 32,75% 32,54%
10,59% 8,43% 5,01% 7,39% 4,57% 11,52% 18,06% 21,03% 17,09% 14,99% 13,47% 13,51% 13,02% 14,78% 15,69% 14,77% 12,69% 10,04% 11,40% 16,06% 9,23% 10,80% 9,32% 7,00%
52,80% 37,66% 50,61% 46,90% 52,43% 38,75% 37,43% 33,06% 33,20% 47,68% 43,21% 44,35% 46,68% 45,18% 44,51% 50,62% 55,07% 53,89% 52,26% 50,23% 58,26% 58,16% 57,93% 60,46%
26.962 51.984 66.138 86.042 123.804 143.342 262.869 377.551 440.031 557.391 662.731 514.436 710.153 919.124 1.052.745 1.195.608 1.400.203 1.233.482 1.430.898 1.660.571 1.552.223 1.932.908 2.030.657 1.424.450
21.596 31.811 50.776 65.176 104.012 105.018 158.669 226.576 242.304 318.509 380.380 272.021 435.293 605.667 670.937 835.426 919.531 874.658 974.963 1.056.264 963.185 1.138.401 1.308.689 952.298
48.558 83.795 116.914 151.218 227.816 248.360 421.538 604.127 682.335 875.900 1.043.111 786.457 1.145.446 1.524.791 1.723.682 2.031.034 2.319.734 2.108.140 2.405.861 2.716.835 2.515.408 3.071.309 3.339.346 2.376.748
53374,53% 6025,60% 4772,76% 2942,98% 2258,92% 1719,67% 1374,32% 1243,12% 918,25% 748,82% 470,73% 349,71% 268,65% 250,65% 220,13% 202,21%
378 738 877 506 720 862 1.534 2.098 2.398 2.918 3.484 2.723 3.487 4.047 4.036 4.670 5.630 4.569 4.963 5.464 4.671 5.578 5.962 4.255
290 369 559 301 492 511 767 1.034 1.113 1.380 1.651 1.232 1.790 2.090 2.143 2.614 2.925 2.637 2.622 2.603 2.092 2.433 2.849 2.114
668 1.107 1.436 807 1.212 1.373 2.301 3.132 3.511 4.298 5.135 3.955 5.277 6.137 6.180 7.284 8.554 7.206 7.585 8.068 6.763 8.011 8.811 6.369
32627,35% 3824,51% 2449,27% 1109,60% 690,12% 454,49% 330,30% 802,41% 605,85% 424,77% 229,61% 157,62% 92,63% 86,39% 71,59% 61,03%
2001 Total
34,79%
11,86%
53,35%
1.424.450
952.298
2.376.748
202,21%
4.255
2.114
6.369
61,03%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
3.9.3
ex_monthly0112.doc 14.01.2002 page 52
Paid Premiums Paid Premiums - Ø Contract in EUR Calls Puts 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Total
Paid Premiums in EUR Calls
Puts
Total
Change YoY
1.634 522
856 468
1.294 503
49.298.072 1.324.571.862
20.108.350 646.158.376
69.406.422 1.970.730.238
2739,41%
268 318 184 253
445 319 269 204
343 318 224 235
502.565.222 678.239.884 398.888.339 721.074.546
619.067.327 538.399.476 524.669.088 333.746.284
1.121.632.549 1.216.639.360 923.557.427 1.054.820.830
341,49% 289,90% 60,53% 27,19%
2.273 1.879 1.124 1.100 607 779 649 416 365 351 404 509 306 247 252 354 374 224 210 185 161 200 290 280
1.239 893 783 743 423 415 447 489 457 432 368 422 460 399 487 308 283 367 285 235 283 207 189 225
1.795 1.531 964 960 513 637 580 445 397 380 392 486 364 323 345 331 337 286 245 210 217 203 252 261
46.740.789 70.774.421 59.466.311 65.662.991 53.216.425 93.660.194 138.303.060 92.167.228 132.388.750 161.989.218 187.103.585 223.098.890 183.719.678 136.837.114 182.008.430 220.084.038 298.061.242 160.094.604 155.109.870 103.896.517 139.881.952 218.629.143 312.789.735 189.655.668
21.908.354 18.374.201 36.790.321 28.798.077 38.744.516 31.957.826 49.262.931 72.635.503 90.564.149 108.410.687 81.184.747 67.527.064 169.294.411 220.967.840 228.805.076 185.457.228 155.674.501 197.267.747 179.986.826 136.986.745 207.695.517 124.897.621 124.260.299 84.588.364
68.649.143 89.148.622 96.256.632 94.461.068 91.960.941 125.618.020 187.565.991 164.802.731 222.952.899 270.399.905 268.288.332 290.625.954 353.014.089 357.804.954 410.813.506 405.541.266 453.735.743 357.362.351 335.096.696 240.883.262 347.577.469 343.526.764 437.050.034 274.244.032
16779,46% 2398,75% 2221,70% 535,82% 414,23% 301,36% 326,79% 329,32% 393,40% 184,48% 78,66% 46,16% 55,90% 27,04% 62,90% -5,64%
255
303
275
2.300.767.991
2.015.882.175
4.316.650.166
119,04%
3.10
Options on Nordic Equities – Breakdown by Individual Securities
3.10.1
Traded Contracts – December 2001 Trades
Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
3.10.2
Traded Contracts Calls
Puts
Total
Change YoY
Puts
Total
Change YoY
53 0 0 645.895 11.597 352 140 18.600
0 0 0 363.071 5.235 295 4 6.718
53 0 0 1.008.966 16.832 647 144 25.318
-94,11%
0
0
0
-96,69%
-100,00% 79,84% -35,26% -30,43% -97,20% 540,48%
1.873 7 3 0 64
921 3 2 0 26
2.794 10 5 0 90
-7,65% -86,60% -15,61% -97,48% 581,99%
1 0 0 8.474 96 7 7 36
Open Interest and Market Share per Account Group – December 2001 Market Share per Account Group Agent Principal Market Maker Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
3.10.3
Volume in EUR million Calls
50,00%
0,00%
50,00%
31,89% 43,85% 50,00% 43,06% 50,35%
7,01% 4,02% 19,32% 8,33% 8,48%
61,10% 52,14% 30,68% 48,61% 41,18%
Open Interest in Contracts Calls 385 0 0 1.360.754 37.117 2.236 2.360 21.598
Puts
Total
Change YoY
120 0 0 923.175 14.728 697 1.724 11.854
505 0 0 2.283.929 51.845 2.933 4.084 33.452
-88,32% -100,00% -100,00% 214,83% 12,82% 8,55% 61,36% 522,13%
Open Interest in EUR million Calls Puts 1 0 0 4.126 27 19 6 77
0 0 0 2.054 9 4 5 42
Total 1 0 0 6.179 35 23 11 119
Paid Premiums – December 2001 Paid Premiums - Ø Contract in EUR Calls Puts Elisa Communications Fortum Corporation Metsä-Serla Oyj B Nokia Oyj A Sonera-Yhtymä Oyj Stora-Enso Oyj R Tieto Enator Corporation UPM-Kymmene Oyj
1
281 55 203 32 392
Total 1
225 63 120 164 398
261 57 165 36 393
Paid Premiums in EUR Calls
Puts
Total
Change YoY
53 0 0 181.657.807 634.998 71.400 4.540 7.286.870
0 0 0 81.545.079 331.844 35.500 656 2.675.285
53 0 0 263.202.886 966.842 106.900 5.196 9.962.155
-100,00% -2,40% -93,55% -84,59% -99,87% 1068,18%
-99,99%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4
Eurex - Money Market Products
4.1
One-Month-Euribor Futures
4.1.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 53
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
466 826 26
47.229 64.019 1.896
-71,71% 35,55% -97,04%
84.690 187.410 5.493
-65,80% 121,29% -97,07%
0 0 0 0
0 0 0 0
-100,00% -100,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
5 18 2 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
155 1.331 310 0 0 100 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-98,68% -74,11% -97,31% -100,00% -100,00% -92,28% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
450 3.859 897 0 0 287
-98,68% -74,18% -97,32% -100,00% -100,00% -92,43%
2001 Total
0
0
1998 Total 1999 Total 2000 Total 2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
-100,00%
-100,00%
The Contract Size is 3 million EUR nominal. Before September 18, 1998, only One-Month Euromark Future. The contract size of the One-Month Euromark Future was 3 million DM. The One-Month EURIBOR Future was introduced on September 18, 1998.
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4.1.2
ex_monthly0112.doc 14.01.2002 page 54
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1998 Total 1999 Total 2000 Total
48,64% 51,13% 26,56%
23,71% 17,05% 73,44%
27,65% 31,82% 0,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
94,19% 26,86% 0,00%
5,81% 73,14% 100,00%
0,00% 0,00% 0,00%
0,00%
100,00%
0,00%
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
3.321 411 0
-33,96% -87,62% -100,00%
9.648 1.194 0
29,79% -87,62% -100,00%
0 0 0 0
-100,00%
0 0 0 0
-100,00%
155 50 310 140 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-97,47% -98,94% -94,82% -97,82% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
449 145 895 403 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-97,48% -98,95% -94,87% -97,85% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
0
0
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
4.2
Three-Month Euribor Futures
4.2.1
Traded Contracts Trades
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 55
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
Total Total Total Total
12.219 12.040 56.124 26.559
964.096 778.588 3.037.374 1.225.207
-19,24% 290,11% -59,66%
476.262 562.776 2.945.460 1.173.813
18,17% 423,38% -60,15%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
5.050 4.232 3.453 3.411
235.789 168.290 132.198 127.703
-49,43% -46,90% -44,87% -36,84%
225.487 162.587 127.101 123.629
-50,00% -46,38% -44,17% -35,61%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
4.166 3.619 3.128 1.943 2.461 2.185 1.331 1.750 1.618 1.685 1.483 1.190 1.648 1.295 2.107 1.514 1.300 1.418 1.088 1.203 1.162 1.329 1.248 834
181.610 146.490 138.199 86.008 124.785 106.131 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612 34.383
-52,84% -57,98% -59,41% -58,06% -41,99% -61,29% -69,98% -57,49% -70,72% -65,98% -70,33% -45,83% -50,60% -60,51% -36,17% -27,74% -58,08% -49,27% -41,26% -51,95% -39,87% -40,34% -24,35% -44,79%
176.619 141.402 132.930 82.574 119.410 101.210 66.331 86.725 74.606 74.270 58.480 59.254 85.777 55.523 84.187 59.357 51.619 51.612 39.241 42.108 45.751 45.186 45.157 33.286
-52,53% -57,94% -59,75% -58,66% -43,00% -62,04% -70,61% -58,37% -71,40% -66,69% -70,96% -47,07% -51,43% -60,73% -36,67% -28,12% -56,77% -49,01% -40,84% -51,45% -38,68% -39,16% -22,78% -43,83%
16.146
663.980
-45,81%
638.804
-45,58%
2001 Total
The Contract Size is 1 million EUR nominal. Before September 1998, only Three-Month Euromark Future. The contract size of the Three-Month Euromark Future was 1 million DM. The Three-Month EURIBOR Future was introduced on September 18, 1998.
40.000
80.000
35.000
70.000
30.000
Volume
45.000
90.000
60.000
25.000
50.000
20.000
40.000
15.000
30.000 20.000
10.000
10.000
5.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume (columns) and Open Interest (lines) in EUR million 100.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 56
Three-Month-Euribor Futures 4.2.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total
8,46% 23,88% 27,51% 15,55%
21,24% 24,71% 34,47% 43,23%
70,29% 51,41% 38,02% 41,23%
49.906 66.320 96.448 29.396
32,89% 45,43% -69,52%
24.507 55.430 91.253 27.977
126,18% 64,63% -69,34%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
14,82% 12,63% 9,00% 4,04%
44,89% 37,16% 24,95% 31,74%
40,29% 50,21% 66,05% 64,22%
29.317 22.686 20.920 23.336
-58,34% -48,52% -38,52% -20,62%
28.093 21.719 20.195 22.540
-57,82% -47,70% -37,12% -19,44%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
21,76% 20,55% 20,61% 17,59% 14,26% 11,50% 12,06% 12,36% 12,66% 8,91% 7,93% 9,01% 16,46% 8,56% 17,28% 15,40% 12,79% 9,29% 7,31% 3,44% 15,59% 3,72% 3,67% 4,95%
31,83% 33,55% 34,86% 36,49% 44,33% 50,60% 54,33% 57,44% 49,30% 51,45% 53,72% 50,89% 44,21% 48,24% 43,36% 38,76% 40,74% 31,72% 23,99% 27,29% 23,63% 31,89% 30,66% 33,01%
46,41% 45,90% 44,53% 45,92% 41,41% 37,89% 33,62% 30,20% 38,04% 39,64% 38,35% 40,09% 39,33% 43,20% 39,36% 45,83% 46,47% 58,99% 68,70% 69,27% 60,78% 64,39% 65,67% 62,04%
106.988 114.403 70.365 72.050 78.394 44.068 55.539 55.240 34.030 38.142 47.156 29.396 41.246 40.994 29.317 35.105 38.768 22.686 24.369 25.825 20.920 23.048 26.284 23.336
-33,43% -36,39% -52,62% -53,97% -52,84% -69,30% -66,52% -65,97% -72,87% -68,14% -60,30% -69,52% -61,45% -64,17% -58,34% -51,28% -50,55% -48,52% -56,12% -53,25% -38,52% -39,57% -44,26% -20,62%
101.259 108.374 66.600 68.091 73.898 41.530 52.385 52.070 32.116 35.994 44.660 27.977 39.341 39.067 28.093 33.464 37.064 21.719 23.355 24.756 20.195 22.312 25.422 22.540
-31,37% -34,82% -52,22% -53,86% -52,91% -69,44% -66,70% -66,15% -72,95% -68,13% -60,14% -69,34% -61,15% -63,95% -57,82% -50,85% -49,84% -47,70% -55,42% -52,46% -37,12% -38,01% -43,08% -19,44%
2001 Total
11,04%
36,44%
52,52%
23.336
-20,62%
22.540
-19,44%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 57
4.3
Options on Three-Month-Euribor Futures
4.3.1
Traded Contracts Trades
Traded Contracts Calls
Puts
Total
Change YoY
27 25 1
3.300 876 0
1.810 2.090 10
5.110 2.966 10
-41,96% -99,66%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
-100,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0 0 1 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 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-100,00% -100,00% -98,88% -100,00% -100,00%
2001 Total
0
0
0
0
-100,00%
1998 Total 1999 Total 2000 Total
Volume in EUR million Calls
Puts
Total
Change YoY
1.815 851 0
1.127 2.028 10
2.942 2.879 10
-2,14% -99,67%
0 0 0 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0
0 0 10 0 0 0 0 0 0
-100,00% -100,00% -98,89% -100,00% -100,00%
-100,00%
-100,00%
Before October 1998 only Options on the Three-Month Euromark Future. The Option on the Three-Month EURIBOR Future was introduced on September 22, 1998.
4.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1998 Total 1999 Total 2000 Total
2,94% 20,50% 0,00%
21,58% 26,97% 50,00%
75,49% 52,53% 50,00%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
0,00%
50,00%
50,00%
Open Interest in Contracts Calls
Puts
Total
200 550 0
0 40 0
200 590 0
0 0 0 0
0 0 0 0
0 0 0 0
550 550 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
40 40 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
590 590 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0
0
0
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
98 535 0
0 38 0
98 573 0
483,49% -100,00%
-100,00% -100,00%
0 0 0 0
0 0 0 0
0 0 0 0
-100,00% -100,00%
-15,71% -61,18% -99,50% -99,56% -99,64% -99,01% -99,01% -99,01% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
535 535 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
38 38 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
573 573 10 10 10 10 10 10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
-1,73% -58,43% -99,51% -99,56% -99,64% -99,02% -99,02% -99,02% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00% -100,00%
0
0
0
195,00% -100,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5
Eurex - Capital Market Products
5.1
Euro-Schatz Futures
5.1.1
Traded Contracts Trades
1997 1998 1999 2000
Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc 14.01.2002 page 58
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
92.529 177.885 410.755 935.867
187.142 490.628 799.374 1.118.682
4.805.755 10.043.087 19.647.339 42.822.290
108,98% 95,63% 117,95%
634.109 1.332.163 2.118.678 4.364.072
110,08% 59,04% 105,98%
334.733 351.797 337.520 434.375
630.485 685.354 732.882 706.130
21.594.869 21.992.239 22.621.993 26.428.529
123,62% 97,23% 105,90% 139,65%
2.220.168 2.262.005 2.341.964 2.759.805
124,28% 98,86% 110,29% 145,75%
83.427 85.219 80.114 71.885 114.219 99.560 65.669 65.944 84.236 75.301 54.381 55.912 127.271 92.101 115.361 127.374 119.939 104.484 88.016 99.518 149.986 134.055 186.433 113.887
67.097 70.513 108.578 81.453 100.728 78.285 56.125 58.328 116.435 122.902 127.468 130.770 204.817 155.074 270.594 158.320 268.343 258.691 147.633 266.892 318.357 182.858 316.461 206.811
2.863.251 3.357.551 3.435.972 2.443.933 4.367.564 4.339.317 2.767.840 3.351.808 4.867.171 3.973.922 3.340.997 3.712.964 7.805.065 5.854.164 7.935.640 7.581.496 7.467.331 6.943.412 5.965.400 6.768.420 9.888.173 8.165.941 11.725.786 6.536.802
290,11% 263,89% 162,03% 182,14% 308,86% 125,70% 29,36% 66,46% 99,16% 53,77% 50,26% 161,95% 172,59% 74,36% 130,96% 210,22% 70,97% 60,01% 115,53% 101,93% 103,16% 105,49% 250,97% 76,05%
293.772 344.249 351.890 250.454 444.607 442.435 280.593 339.576 493.494 403.551 339.816 379.633 801.978 600.775 817.416 779.630 767.589 714.786 614.268 699.537 1.028.159 853.865 1.225.909 680.031
201,09% 175,53% 118,90% 173,83% 294,14% 119,33% 25,52% 61,81% 94,44% 51,56% 47,80% 159,93% 172,99% 74,52% 132,29% 211,29% 72,64% 61,56% 118,92% 106,00% 108,34% 111,59% 260,76% 79,13%
1.458.425
2.754.851
92.637.630
116,33%
9.583.943
119,61%
Before January 1999 only SCHATZ Future which was delisted on March 8, 1999. The successive product is the Euro-SCHATZ Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 100.000
1.400.000
90.000 80.000
1.000.000
70.000
800.000
60.000 50.000
600.000
40.000
400.000
30.000 20.000
200.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume
1.200.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 59
Euro-Schatz Futures 5.1.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total
52,04% 54,23% 46,02% 42,31%
25,98% 28,97% 36,74% 43,24%
21,98% 16,80% 17,24% 14,45%
117.492 72.431 178.681 383.998
-38,35% 146,69% 114,91%
15.461 9.715 18.351 39.461
-37,17% 88,89% 115,04%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
47,39% 49,31% 53,81% 52,36%
45,43% 42,13% 37,09% 36,36%
7,18% 8,56% 9,11% 11,28%
514.936 547.211 693.913 461.182
81,22% 90,86% 56,49% 20,10%
53.187 56.330 72.336 47.900
82,64% 93,47% 60,70% 21,38%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
40,26% 44,34% 46,05% 40,95% 39,80% 41,07% 38,30% 39,74% 42,14% 41,42% 43,09% 49,67% 46,32% 47,31% 48,51% 47,08% 48,92% 52,15% 50,67% 51,35% 57,38% 51,47% 52,56% 53,09%
41,90% 38,74% 35,98% 41,07% 46,83% 45,38% 47,02% 44,00% 44,46% 46,05% 42,85% 42,04% 47,59% 46,35% 42,62% 45,07% 41,70% 39,39% 41,05% 37,62% 34,33% 40,35% 36,31% 31,47%
17,84% 16,92% 17,97% 17,98% 13,37% 13,55% 14,68% 16,25% 13,40% 12,52% 14,06% 8,29% 6,08% 6,34% 8,87% 7,84% 9,39% 8,46% 8,29% 11,02% 8,29% 8,17% 11,12% 15,44%
309.140 407.597 284.144 292.007 326.590 286.713 244.198 330.698 443.428 342.531 422.693 383.998 521.607 553.556 514.936 569.327 650.052 547.211 636.436 673.260 693.913 891.751 732.886 461.182
117,81% 211,78% 158,07% 92,56% 112,05% 96,61% 40,05% 71,86% 111,43% 18,26% 85,61% 114,91% 68,73% 35,81% 81,22% 94,97% 99,04% 90,86% 160,62% 103,59% 56,49% 160,34% 73,38% 20,10%
31.678 41.761 29.122 29.844 33.206 29.116 24.749 33.483 45.012 34.767 43.108 39.461 53.599 56.888 53.187 58.258 66.797 56.330 65.682 69.717 72.336 93.575 76.516 47.900
69,85% 151,19% 150,99% 86,35% 104,44% 90,82% 36,21% 67,21% 107,22% 16,26% 83,32% 115,04% 69,20% 36,22% 82,64% 95,21% 101,16% 93,47% 165,39% 108,22% 60,70% 169,15% 77,50% 21,38%
2001 Total
50,83%
40,02%
9,15%
461.182
20,10%
47.900
21,38%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.2
Options on Euro-Schatz Futures
5.2.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 60
Traded Contracts Calls
Puts
Total
Change YoY
1.213 2.233 4.627
209.945 271.101 1.128.740
168.503 215.281 825.443
378.448 486.382 1.954.183
28,52% 301,78%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
622 792 636 985
860.700 1.286.988 2.025.335 2.843.947
361.211 588.772 864.064 1.244.014
1.221.911 1.875.760 2.889.399 4.087.961
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
281 356 383 362 714 609 310 375 327 634 141 135 330 162 130 178 382 232 275 135 226 371 462 152
33.803 65.745 61.506 53.617 152.632 110.310 63.375 108.193 129.992 131.898 74.152 143.517 361.624 174.502 324.574 375.016 400.114 511.858 381.735 665.167 978.433 1.143.202 1.105.020 595.725
34.210 44.233 51.907 36.142 114.852 121.527 62.093 75.837 101.072 81.979 44.885 56.706 123.489 101.601 136.121 213.039 209.559 166.174 213.453 346.404 304.207 341.576 704.577 197.861
3.035
7.016.970
3.058.061
1998 Total 1999 Total 2000 Total
2001 Total
Volume in EUR million Calls
Puts
Total
Change YoY
27.964 29.064 115.821
22.301 23.010 84.114
50.266 52.073 199.935
3,60% 283,95%
319,32% 218,42% 434,52% 666,77%
88.850 132.661 210.428 298.396
37.052 60.441 89.198 129.760
125.902 193.102 299.626 428.156
319,12% 218,87% 445,21% 687,32%
68.013 109.978 113.413 89.759 267.484 231.837 125.468 184.030 231.064 213.877 119.037 200.223 485.113 276.103 460.695 588.055 609.673 678.032 595.188 1.011.571 1.282.640 1.484.778 1.809.597 793.586
225,95% 394,51% 182,42% 153,96% 2888,65% 569,08% 160,12% 302,13% 528,90% 101,88% 118,78% 505,25% 613,27% 151,05% 306,21% 555,15% 127,93% 192,46% 374,37% 449,68% 455,10% 594,22% 1420,20% 296,35%
3.501 6.732 6.296 5.501 15.555 11.721 6.586 10.968 13.225 13.440 7.545 14.752 37.346 17.959 33.546 38.663 41.181 52.816 39.406 68.924 102.098 119.920 116.047 62.429
3.549 4.618 5.345 3.694 11.662 12.426 6.282 7.674 10.221 8.310 4.555 5.779 12.646 10.403 14.003 21.873 21.495 17.074 21.947 35.716 31.534 35.597 73.633 20.530
7.049 11.349 11.641 9.195 27.217 24.147 12.868 18.641 23.446 21.750 12.100 20.531 49.991 28.362 47.549 60.536 62.676 69.890 61.353 104.640 133.632 155.517 189.680 82.959
152,10% 307,59% 175,46% 146,73% 2785,02% 564,08% 154,92% 275,65% 515,57% 95,92% 114,74% 502,97% 609,18% 149,91% 308,45% 558,36% 130,28% 189,44% 376,78% 461,33% 469,95% 615,02% 1467,58% 304,07%
10.075.031
415,56%
730.336
316.450
1.046.786
423,56%
Before January 1999, only the option on the SCHATZ Future which was delisted on March 8, 1999. The successive product is the option on the Euro-SCHATZ Future.
5.2.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker
Open Interest in Contracts Calls
Puts
Total
Open Interest in EUR million Calls Puts
Total
Change YoY
81,41% 749,30%
796 1.081 10.120
503 727 5.116
1.299 1.808 15.236
39,22% 742,55%
240.222 314.967 604.374 733.340
229,06% 154,09% 343,64% 391,92%
16.794 22.604 44.529 63.453
7.990 9.854 18.475 13.448
24.784 32.457 63.004 76.901
232,49% 157,80% 356,17% 404,71%
23.147 22.677 41.337 35.292 41.786 66.191 54.526 28.966 54.379 53.213 26.062 50.260 70.704 51.646 77.758 120.941 99.187 96.067 133.138 128.738 178.335 246.552 141.516 129.477
41.875 54.469 73.002 75.093 94.286 123.959 106.751 64.446 136.230 129.804 59.492 149.077 253.195 155.536 240.222 375.395 233.253 314.967 332.344 458.690 604.374 823.272 580.988 733.340
107,18% 777,12% 180,99% 165,66% 2748,52% 407,82% 300,42% 207,47% 299,75% 143,81% 204,01% 749,30% 504,64% 185,55% 229,06% 399,91% 147,39% 154,09% 211,33% 611,74% 343,64% 534,24% 876,58% 391,92%
1.924 3.251 3.242 4.080 5.355 5.890 5.323 3.593 8.315 7.786 3.404 10.120 18.769 10.711 16.794 26.244 13.811 22.604 20.575 34.216 44.529 60.453 46.217 63.453
2.368 2.309 4.212 3.598 4.229 6.700 5.512 2.925 5.497 5.383 2.645 5.116 7.219 5.292 7.990 12.406 10.160 9.854 13.671 13.274 18.475 25.636 14.739 13.448
4.292 5.560 7.454 7.678 9.584 12.590 10.835 6.517 13.812 13.169 6.049 15.236 25.988 16.003 24.784 38.650 23.971 32.457 34.246 47.489 63.004 86.088 60.956 76.901
58,00% 746,48% 172,38% 157,85% 2647,55% 391,47% 287,58% 199,89% 291,43% 139,60% 199,19% 742,55% 505,49% 187,83% 232,49% 403,38% 150,13% 157,80% 216,08% 628,66% 356,17% 553,71% 907,70% 404,71%
129.477
733.340
391,92%
63.453
13.448
76.901
404,71%
1998 Total 1999 Total 2000 Total
57,80% 76,44% 74,58%
8,47% 9,36% 7,90%
33,73% 14,20% 17,52%
5.926 10.473 98.817
3.750 7.080 50.260
9.676 17.553 149.077
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
82,54% 81,65% 90,02% 89,47%
4,29% 5,38% 3,26% 2,62%
13,17% 12,97% 6,72% 7,92%
162.464 218.900 426.039 603.863
77.758 96.067 178.335 129.477
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
65,98% 75,03% 72,13% 75,61% 76,42% 78,95% 64,52% 70,10% 75,41% 73,58% 76,68% 79,93% 83,49% 73,47% 86,97% 83,72% 78,88% 82,35% 87,77% 88,26% 92,45% 87,87% 89,52% 92,32%
15,89% 7,67% 13,19% 10,48% 6,83% 7,26% 11,75% 6,70% 5,90% 9,56% 4,76% 4,34% 4,83% 5,16% 3,21% 1,94% 4,13% 9,49% 3,60% 3,77% 2,70% 2,38% 3,24% 1,63%
18,13% 17,30% 14,68% 13,90% 16,75% 13,79% 23,73% 23,20% 18,69% 16,86% 18,56% 15,73% 11,68% 21,37% 9,82% 14,34% 16,99% 8,16% 8,63% 7,98% 4,84% 9,74% 7,24% 6,05%
18.728 31.792 31.665 39.801 52.500 57.768 52.225 35.480 81.851 76.591 33.430 98.817 182.491 103.890 162.464 254.454 134.066 218.900 199.206 329.952 426.039 576.720 439.472 603.863
2001 Total
87,33%
3,52%
9,15%
603.863
Change YoY
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.3
Euro-Bobl Futures
5.3.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
14.01.2002 page 61
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
772.841 866.197 1.093.532 1.950.731 2.302.623
198.608 1.094.855 1.630.466 2.049.413 2.235.556
18.269.169 24.299.906 31.683.256 51.955.163 62.502.582
33,01% 30,38% 63,98% 20,30%
2.410.314 3.244.151 4.313.488 5.797.199 6.462.993
34,59% 32,96% 34,40% 11,48%
786.474 758.011 817.780 1.001.054
1.222.830 1.115.804 1.128.661 1.193.730
26.571.206 22.684.952 23.614.356 26.707.554
47,48% 46,32% 64,52% 82,57%
2.821.637 2.398.164 2.526.678 2.897.329
51,79% 49,91% 70,94% 89,85%
258.949 225.173 219.486 169.860 224.233 222.538 173.683 161.255 195.941 165.863 142.541 143.101 293.641 223.327 269.506 256.431 255.452 246.128 222.464 259.066 336.250 328.564 426.385 246.105
176.398 233.694 203.589 104.101 228.599 219.478 120.735 172.520 200.509 174.866 256.348 144.719 333.711 391.344 497.775 390.770 412.432 312.602 296.567 436.303 395.791 379.808 541.546 272.376
6.295.215 5.827.549 5.893.996 3.660.679 5.884.870 5.958.331 4.172.073 4.368.750 5.812.822 4.569.857 4.944.759 5.113.681 8.980.058 8.064.096 9.527.052 7.769.144 7.585.277 7.330.531 6.864.133 7.593.165 9.157.058 8.735.845 12.079.574 5.892.135
145,30% 92,93% 45,76% 19,89% 66,43% 1,50% -23,47% -12,04% 3,24% -13,75% -6,16% 57,43% 42,65% 38,38% 61,64% 112,23% 28,89% 23,03% 64,53% 73,81% 57,53% 91,16% 144,29% 15,22%
648.413 601.114 609.437 379.561 603.915 616.305 429.288 449.733 599.082 473.766 514.382 537.998 951.572 853.940 1.016.125 823.149 799.043 775.972 727.671 812.783 986.223 950.364 1.314.870 632.094
80,51% 42,01% 17,33% 13,43% 56,09% -2,66% -26,17% -14,56% 1,19% -13,83% -6,82% 58,74% 46,75% 42,06% 66,73% 116,87% 32,31% 25,91% 69,51% 80,73% 64,62% 100,60% 155,62% 17,49%
3.363.319
4.661.025
99.578.068
59,32%
10.643.807
64,69%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc
Before January 1999, only BOBL Future which was delisted on March 8, 1999. The successive product is the Euro-BOBL Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 90.000
1.400.000
80.000
1.200.000
Volume
60.000
800.000
50.000
600.000
40.000 30.000
400.000
20.000
200.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
70.000 1.000.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 62
Euro-Bobl Futures 5.3.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
47,18% 45,68% 45,19% 41,58% 41,62%
36,51% 34,29% 34,26% 37,26% 40,91%
16,31% 20,03% 20,55% 21,16% 17,46%
222.638 188.525 165.118 288.017 385.084
-15,32% -12,42% 74,43% 33,70%
25.088 22.951 29.756 40.838
-8,52% 29,65% 37,25%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
50,54% 48,25% 50,33% 49,94%
41,36% 40,99% 38,42% 37,26%
8,10% 10,76% 11,26% 12,80%
471.233 401.227 517.365 377.504
53,09% 39,27% 17,85% -1,97%
50.408 42.441 55.883 40.131
57,92% 42,72% 23,14% -1,73%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
36,02% 41,03% 39,31% 34,79% 39,55% 44,79% 39,35% 39,25% 44,92% 43,93% 44,52% 50,72% 47,12% 52,47% 52,13% 48,15% 47,27% 49,36% 51,09% 48,57% 51,22% 46,89% 52,32% 49,57%
42,02% 38,37% 40,76% 47,45% 43,60% 41,09% 42,49% 40,34% 39,28% 43,15% 36,98% 37,52% 45,52% 39,03% 39,40% 41,55% 41,38% 40,00% 38,91% 39,58% 37,08% 40,89% 35,85% 34,77%
21,95% 20,61% 19,93% 17,76% 16,85% 14,12% 18,16% 20,41% 15,80% 12,92% 18,50% 11,77% 7,36% 8,50% 8,47% 10,30% 11,35% 10,64% 10,00% 11,86% 11,70% 12,22% 11,83% 15,66%
433.632 454.816 307.824 326.141 365.699 288.100 291.077 342.735 439.002 356.729 428.079 385.084 479.820 747.039 471.233 513.340 486.276 401.227 515.614 549.649 517.365 598.859 507.245 377.504
134,09% 113,91% 33,44% 28,39% 33,83% -16,59% -23,17% -11,40% 29,29% 0,61% 27,15% 33,70% 10,65% 64,25% 53,09% 57,40% 32,97% 39,27% 77,14% 60,37% 17,85% 67,88% 18,49% -1,97%
44.609 46.924 31.921 33.680 37.671 29.738 29.998 35.181 45.384 36.949 44.865 40.838 50.840 79.349 50.408 53.824 51.120 42.441 55.014 59.024 55.883 65.725 54.979 40.131
71,94% 62,39% 26,88% 20,96% 26,39% -19,68% -25,31% -13,95% 27,50% -0,14% 27,55% 37,25% 13,97% 69,10% 57,92% 59,81% 35,70% 42,72% 83,39% 67,77% 23,14% 77,88% 22,54% -1,73%
2001 Total
49,81%
39,48%
10,72%
377.504
-1,97%
40.131
-1,73%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.4
Options on Euro-Bobl Futures
5.4.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 63
Traded Contracts Calls
Puts
Total
Change YoY
5.274 9.287 6.406 8.999 6.616
320.260 760.154 624.652 893.981 1.349.451
343.242 945.080 618.106 988.497 1.087.040
663.502 1.705.234 1.242.758 1.882.478 2.436.491
157,01% -27,12% 51,48% 29,43%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
744 695 628 864
829.454 1.088.212 922.725 1.168.648
478.235 406.075 535.741 759.872
1.307.689 1.494.287 1.458.466 1.928.520
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
869 832 616 509 821 638 426 436 413 568 258 230 311 216 217 196 305 194 165 234 229 239 432 193
96.158 104.194 64.223 50.324 103.067 108.150 133.015 134.643 137.197 144.704 132.452 141.324 292.167 245.340 291.947 563.852 302.706 221.654 214.770 216.036 491.919 514.113 522.893 131.642
90.313 92.342 63.162 61.335 120.783 137.889 62.050 87.718 80.329 96.294 76.295 118.530 177.539 114.096 186.600 154.173 140.453 111.449 149.289 189.077 197.375 237.432 410.375 112.065
2.931
4.009.039
2.179.923
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 Total
Volume in EUR million Calls
Puts
Total
Change YoY
101.568 85.079 96.464 140.253
125.501 83.422 106.486 111.979
87.364 227.069 168.501 202.951 252.232
159,91% -25,79% 20,44% 24,28%
156,21% 156,95% 129,70% 171,78%
88.491 115.889 99.438 127.809
50.512 42.794 57.078 81.916
139.003 158.683 156.516 209.725
163,83% 164,40% 139,01% 183,24%
186.471 196.536 127.385 111.659 223.850 246.039 195.065 222.361 217.526 240.998 208.747 259.854 469.706 359.436 478.547 718.025 443.159 333.103 364.059 405.113 689.294 751.545 933.268 243.707
212,29% 250,72% 132,06% 100,26% 68,08% 50,88% 17,50% -17,15% -4,66% -17,77% -11,91% 55,38% 151,89% 82,89% 275,67% 543,05% 97,97% 35,39% 86,63% 82,19% 216,88% 211,85% 347,08% -6,21%
9.972 10.842 6.644 5.263 10.603 11.276 13.765 13.905 14.197 15.051 13.806 14.928 31.095 26.092 31.304 60.182 32.102 23.605 22.900 23.182 53.356 56.328 57.251 14.230
9.273 9.469 6.487 6.336 12.348 14.189 6.350 9.022 8.246 9.953 7.903 12.404 18.705 12.007 19.799 16.289 14.767 11.738 15.736 20.230 21.113 25.603 44.367 11.946
19.245 20.311 13.131 11.599 22.952 25.465 20.115 22.927 22.443 25.004 21.709 27.332 49.801 38.099 51.103 76.471 46.869 35.343 38.636 43.412 74.469 81.931 101.618 26.176
131,46% 181,87% 120,32% 90,04% 57,83% 44,53% 13,54% -19,13% -6,40% -18,02% -12,36% 52,78% 158,78% 87,58% 289,19% 559,28% 104,21% 38,79% 92,07% 89,35% 231,82% 227,68% 368,09% -4,23%
6.188.962
154,01%
431.627
232.300
663.927
163,22%
Before January 1999, only the Option on the BOBL Future which was delisted on March 8, 1999. The successive product is the Option on the Euro-BOBL Future.
60.000
100.000
50.000
80.000
40.000
60.000
30.000
40.000
20.000
20.000
10.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume
Volume (columns) and Open Interest (lines) in EUR million 120.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.4.2
ex_monthly0112.doc 14.01.2002 page 64
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
31,00% 39,26% 56,05% 87,62% 87,83%
31,33% 20,90% 11,87% 3,67% 2,52%
37,68% 39,85% 32,08% 8,71% 9,65%
18.331 33.797 9.177 42.522 76.102
14.367 25.018 4.671 56.953 60.586
32.698 58.815 13.848 99.475 136.688
79,87% -76,45% 618,33% 37,41%
4.483 1.281 4.448 8.016
3.295 645 5.876 6.324
7.778 1.927 10.324 14.340
-75,23% 435,90% 38,89%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
88,99% 91,69% 92,19% 87,87%
1,92% 1,55% 1,30% 1,11%
9,09% 6,76% 6,51% 11,02%
143.193 116.655 244.107 93.043
89.475 69.552 126.736 80.028
232.668 186.207 370.843 173.071
271,88% 64,21% 265,10% 26,62%
15.352 12.425 26.460 10.117
9.470 7.313 13.515 8.577
24.822 19.738 39.975 18.694
286,08% 68,35% 281,59% 30,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
87,20% 79,58% 87,67% 86,03% 87,73% 92,22% 93,35% 88,14% 88,49% 86,67% 87,66% 87,57% 88,65% 88,66% 89,56% 92,83% 89,84% 91,72% 93,47% 87,97% 93,99% 89,55% 86,89% 86,45%
4,10% 7,52% 4,68% 4,39% 2,69% 1,48% 1,47% 1,16% 1,63% 1,98% 1,20% 0,83% 2,53% 1,57% 1,60% 0,79% 1,59% 3,11% 1,03% 1,39% 1,40% 0,79% 1,21% 1,70%
8,69% 12,90% 7,65% 9,58% 9,58% 6,31% 5,17% 10,70% 9,88% 11,35% 11,15% 11,60% 8,82% 9,77% 8,84% 6,38% 8,57% 5,17% 5,50% 10,64% 4,61% 9,66% 11,90% 11,86%
46.120 28.200 29.085 37.637 34.959 69.598 78.968 44.331 62.925 85.337 57.123 76.102 154.344 102.138 143.193 274.829 94.972 116.655 128.388 127.783 244.107 340.792 130.239 93.043
52.113 30.907 33.480 38.843 42.487 43.797 51.659 36.914 38.647 66.262 47.203 60.586 99.226 60.968 89.475 91.346 52.530 69.552 101.517 92.536 126.736 162.866 111.851 80.028
98.233 59.107 62.565 76.480 77.446 113.395 130.627 81.245 101.572 151.599 104.326 136.688 253.570 163.106 232.668 366.175 147.502 186.207 229.905 220.319 370.843 503.658 242.090 173.071
228,53% 280,43% 109,24% 57,05% 20,77% 3,97% -1,94% 1,90% -15,03% 2,43% 29,08% 37,41% 158,13% 175,95% 271,88% 378,79% 90,46% 64,21% 76,00% 171,18% 265,10% 232,23% 132,05% 26,62%
4.785 2.901 2.998 3.895 3.600 7.224 8.181 4.574 6.517 8.866 5.954 8.016 16.397 10.871 15.352 29.328 10.091 12.425 13.688 13.710 26.460 37.211 14.224 10.117
5.360 3.150 3.431 3.995 4.340 4.500 5.290 3.786 3.959 6.814 4.880 6.324 10.406 6.421 9.470 9.644 5.528 7.313 10.670 9.823 13.515 17.498 12.021 8.577
10.145 6.052 6.429 7.890 7.941 11.725 13.470 8.360 10.476 15.679 10.833 14.340 26.803 17.292 24.822 38.972 15.619 19.738 24.359 23.532 39.975 54.709 26.245 18.694
143,07% 257,89% 98,13% 48,60% 13,52% -0,70% -6,05% -0,22% -16,16% 1,77% 29,19% 38,89% 164,20% 185,73% 286,08% 393,92% 96,69% 68,35% 80,83% 181,48% 281,59% 248,92% 142,25% 30,37%
2001 Total
90,05%
1,43%
8,52%
93.043
80.028
173.071
26,62%
10.117
8.577
18.694
30,37%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.5
Euro-Bund Futures
5.5.1
Traded Contracts Trades
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 1. 2. 3. 4.
Quarter Quarter Quarter Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Total
Basis Trades in Contracts
ex_monthly0112.doc 14.01.2002 page 65
Traded Contracts
Volume in EUR million Total
Change YoY
Total
Change YoY
988.047 1.536.385 3.754.764 6.587.027 6.143.723
6.154 198.091 2.354.590 4.200.714 4.946.735
16.496.809 31.337.633 89.877.842 144.158.040 151.326.295
89,96% 186,80% 60,39% 4,97%
2.069.084 4.092.225 12.661.897 16.825.466 15.886.098
97,78% 209,41% 32,88% -5,58%
1.667.234 1.673.764 1.552.258 1.889.948
2.045.010 1.466.691 1.400.839 1.679.522
48.367.269 42.534.125 42.259.702 44.850.208
13,05% 4,79% 17,99% 39,56%
5.275.491 4.559.400 4.570.908 4.943.382
18,97% 6,87% 21,43% 44,49%
668.448 638.113 622.028 484.357 642.449 562.406 468.889 442.535 492.933 415.081 358.240 348.244 633.299 487.357 546.578 539.710 592.364 541.690 486.409 505.901 559.948 606.978 764.216 518.754
408.049 352.862 416.435 279.377 599.717 391.582 301.364 275.863 428.803 541.232 473.100 478.351 671.409 690.874 682.727 468.592 589.212 408.887 355.966 471.077 573.796 554.068 678.067 447.387
14.516.161 13.826.139 14.441.505 10.881.368 16.259.360 13.450.106 11.261.895 11.099.745 13.453.985 10.783.679 10.864.857 10.487.495 16.949.346 15.219.972 16.197.951 13.805.975 14.610.113 14.118.037 13.428.585 13.365.746 15.465.371 15.753.516 18.877.466 10.219.226
65,46% 21,77% 3,28% 3,94% 36,64% -18,30% -20,72% -7,09% 5,01% -10,12% -14,33% 38,50% 16,76% 10,08% 12,16% 26,88% -10,14% 4,97% 19,24% 20,41% 14,95% 46,09% 73,75% -2,56%
1.492.776 1.431.704 1.509.965 1.148.026 1.695.255 1.423.057 1.182.092 1.169.935 1.412.117 1.137.568 1.152.358 1.131.244 1.843.015 1.658.002 1.774.474 1.492.103 1.556.903 1.510.393 1.439.297 1.454.472 1.677.140 1.735.691 2.096.093 1.111.598
13,71% -14,84% -16,75% -5,09% 24,34% -22,45% -23,79% -9,40% 3,79% -9,06% -14,78% 40,73% 23,46% 15,81% 17,52% 29,97% -8,16% 6,14% 21,76% 24,32% 18,77% 52,58% 81,90% -1,74%
6.783.204
6.592.062
178.011.304
17,63%
19.349.181
21,80%
Before January 1999, only BUND Future which was delisted on March 8, 1999. The successive product is the Euro-BUND Future with a contract size of 100,000 EUR.
Volume (columns) and Open Interest (lines) in EUR million 120.000
2.500.000
80.000 Volume
1.500.000 60.000
1.000.000
40.000
500.000
20.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
100.000
2.000.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 66
Euro-Bund Futures 5.5.2
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Open Interest In Contracts Total
Change YoY
Open Interest in EUR million Total
Change YoY
Total Total Total Total Total
25,83% 29,54% 47,17% 50,55% 47,72%
49,05% 42,56% 28,58% 26,48% 29,23%
25,12% 27,90% 24,26% 22,97% 23,05%
145.834 145.606 261.459 460.971 618.804
-0,16% 79,57% 76,31% 34,24%
19.418 38.694 47.993 67.106
99,27% 24,03% 39,83%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
54,80% 54,89% 58,44% 58,12%
31,88% 30,54% 28,02% 27,58%
13,32% 14,57% 13,54% 14,30%
670.636 532.921 650.884 518.409
1,07% -0,68% -10,75% -16,22%
73.476 56.759 70.715 55.357
5,06% 0,69% -7,92% -17,51%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
47,76% 47,55% 48,18% 45,54% 45,29% 46,50% 42,74% 44,11% 49,73% 50,96% 50,40% 55,34% 51,58% 55,79% 57,24% 53,68% 54,38% 56,59% 59,99% 56,03% 59,18% 59,74% 59,68% 52,75%
27,14% 26,79% 27,15% 26,32% 30,49% 31,00% 31,42% 29,87% 30,44% 32,02% 28,61% 30,24% 34,86% 31,10% 29,50% 30,59% 30,80% 30,22% 28,06% 29,36% 26,82% 28,14% 26,95% 27,87%
25,10% 25,65% 24,67% 28,15% 24,22% 22,49% 25,84% 26,02% 19,83% 17,02% 20,99% 14,42% 13,56% 13,11% 13,26% 15,73% 14,82% 13,18% 11,95% 14,61% 14,00% 12,11% 13,37% 19,38%
710.558 702.137 663.551 709.949 734.639 536.594 565.313 697.662 729.306 637.755 805.649 618.804 705.277 798.195 670.636 741.901 725.802 532.921 651.122 747.820 650.884 867.405 724.961 518.409
72,42% 24,81% 19,84% 14,91% 24,20% -22,84% -23,78% 2,37% 17,04% -9,38% 30,94% 34,24% -0,74% 13,68% 1,07% 4,50% -1,20% -0,68% 15,18% 7,19% -10,75% 36,01% -10,02% -16,22%
73.169 72.714 69.934 74.546 77.462 56.373 59.576 73.120 76.797 67.259 86.553 67.106 76.754 87.084 73.476 79.334 76.947 56.759 70.561 81.528 70.715 97.143 79.984 55.357
20,30% -8,03% 10,79% 4,62% 14,88% -26,55% -25,82% -0,24% 16,46% -9,72% 32,63% 39,83% 4,90% 19,76% 5,06% 6,42% -0,66% 0,69% 18,44% 11,50% -7,92% 44,43% -7,59% -17,51%
2001 Total
56,52%
29,56%
13,92%
518.409
-16,22%
55.357
-17,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.6
Options on Euro-Bund Futures
5.6.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 67
Traded Contracts Calls
Puts
Total
Change YoY
8.059 7.792 57.003 180.552 142.691
89.568 256.592 3.541.590 13.260.545 14.480.884
115.952 381.267 3.290.613 13.479.185 11.810.239
205.520 637.859 6.832.203 26.739.730 26.291.123
210,36% 971,11% 291,38% -1,68%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
19.250 16.158 15.155 16.806
3.463.996 2.648.219 3.480.806 3.585.898
2.084.635 2.100.583 2.235.312 2.454.615
5.548.631 4.748.802 5.716.118 6.040.513
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
16.052 16.067 15.836 14.878 17.087 12.659 9.905 9.535 8.317 9.781 7.611 4.963 6.651 6.531 6.068 6.083 5.419 4.656 4.422 5.682 5.051 5.385 7.569 3.852
1.317.928 1.378.650 1.565.669 1.390.102 1.248.923 1.260.980 891.903 923.951 974.748 1.318.992 1.239.926 969.112 1.078.606 966.444 1.418.946 989.465 818.198 840.556 871.288 1.348.077 1.261.441 1.348.860 1.535.277 701.761
1.224.686 1.229.936 1.173.425 1.210.923 1.361.826 997.563 761.222 867.776 873.311 794.600 705.389 609.582 817.526 653.147 613.962 772.773 707.561 620.249 608.101 822.760 804.451 736.753 1.200.715 517.147
2001 Total
67.369
13.178.919
8.875.145
1996 1997 1998 1999 2000
Total Total Total Total Total
Volume in EUR million Calls
Puts
Total
Change YoY
33.612 506.542 1.502.127 1.536.086
49.411 463.295 1.496.138 1.223.944
25.706 83.024 969.837 2.998.264 2.760.030
222,97% 1068,15% 209,15% -7,95%
-29,68% -36,43% 8,00% 7,15%
381.303 287.090 380.741 400.829
224.945 223.507 238.746 268.494
606.248 510.597 619.487 669.323
-25,91% -34,95% 11,41% 11,41%
2.542.614 2.608.586 2.739.094 2.601.025 2.610.749 2.258.543 1.653.125 1.791.727 1.848.059 2.113.592 1.945.315 1.578.694 1.896.132 1.619.591 2.032.908 1.762.238 1.525.759 1.460.805 1.479.389 2.170.837 2.065.892 2.085.613 2.735.992 1.218.908
131,20% 40,54% 29,43% 44,42% 26,61% -16,28% -42,85% -18,10% -9,75% -23,23% -41,12% -17,86% -25,43% -37,91% -25,78% -32,25% -41,56% -35,32% -10,51% 21,16% 11,79% -1,32% 40,65% -22,79%
137.704 144.108 165.660 148.427 131.185 134.873 94.740 98.121 103.255 140.470 132.413 105.130 118.447 106.052 156.804 108.282 88.193 90.615 94.527 147.869 138.344 149.948 173.350 77.531
124.665 125.289 120.811 126.089 140.433 103.981 79.040 90.445 90.429 83.052 74.022 65.689 87.892 70.397 66.655 82.916 74.881 65.710 64.342 88.307 86.097 80.212 132.482 55.800
262.369 269.396 286.471 274.517 271.618 238.853 173.780 188.566 193.683 223.523 206.434 170.819 206.339 176.449 223.460 191.198 163.075 156.325 158.870 236.176 224.441 230.160 305.832 133.331
67,69% 10,06% 19,16% 32,11% 15,21% -20,51% -44,97% -19,82% -10,91% -22,43% -41,34% -16,35% -21,36% -34,50% -22,00% -30,35% -39,96% -34,55% -8,58% 25,25% 15,88% 2,97% 48,15% -21,95%
22.054.064
-16,12%
1.449.963
955.692
2.405.655
-12,84%
Before December 1998, only the Option on the BUND Future which was delisted on March 8, 1999. The successive product is the Option on the Euro-BUND Future.
120.000
300.000
100.000
Volume
250.000
80.000
200.000 60.000 150.000 40.000
100.000
20.000
50.000
0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Open Interest
Volume (columns) and Open Interest (lines) in EUR million 350.000
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.6.2
ex_monthly0112.doc 14.01.2002 page 68
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1996 1997 1998 1999 2000
Total Total Total Total Total
Open Interest in Contracts Calls
Puts
Total
Change YoY
Open Interest in EUR million Calls Puts
Total
Change YoY
34,36% 26,21% 54,78% 74,54% 73,60%
21,22% 45,00% 24,24% 9,38% 8,74%
44,42% 28,79% 20,98% 16,08% 17,66%
6.822 13.283 100.125 321.917 440.655
8.461 16.587 101.074 289.424 401.491
15.283 29.870 201.199 611.341 842.146
95,45% 573,58% 203,85% 37,75%
1.767 14.772 34.677 47.613
2.177 14.560 29.881 41.832
3.944 29.332 64.558 89.445
643,63% 120,09% 38,55%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
73,89% 75,73% 77,43% 78,68%
9,75% 7,49% 6,34% 6,60%
16,37% 16,78% 16,23% 14,72%
501.005 307.640 395.092 413.461
312.061 259.900 360.204 253.021
813.066 567.540 755.296 666.482
-26,80% -40,38% -11,24% -20,86%
55.471 33.558 43.490 46.574
33.504 27.392 38.111 27.295
88.975 60.950 81.600 73.869
-23,23% -39,24% -8,46% -17,41%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
74,10% 72,70% 75,31% 74,66% 71,62% 76,00% 71,98% 70,57% 73,30% 73,21% 72,34% 76,95% 73,18% 69,98% 77,66% 74,44% 76,41% 76,56% 73,12% 78,12% 79,79% 79,90% 78,77% 76,41%
9,20% 9,79% 9,03% 8,14% 9,14% 7,57% 9,14% 8,38% 8,51% 9,42% 8,98% 6,79% 10,26% 11,81% 7,62% 7,50% 8,06% 6,89% 8,12% 6,03% 5,40% 6,49% 6,25% 7,56%
16,70% 17,52% 15,66% 17,20% 19,24% 16,43% 18,88% 21,06% 18,19% 17,37% 18,68% 16,26% 16,56% 18,22% 14,71% 18,06% 15,53% 16,54% 18,76% 15,85% 14,81% 13,61% 14,98% 16,03%
528.035 384.575 624.654 696.228 412.811 554.710 495.376 356.016 403.627 539.936 548.230 440.655 544.924 412.845 501.005 475.133 347.583 307.640 415.053 427.713 395.092 464.614 504.013 413.461
497.942 335.297 486.122 571.120 374.652 397.184 367.564 317.677 447.323 474.754 381.018 401.491 473.366 272.692 312.061 314.132 247.250 259.900 333.840 328.909 360.204 457.192 298.736 253.021
1.025.977 719.872 1.110.776 1.267.348 787.463 951.894 862.940 673.693 850.950 1.014.690 929.248 842.146 1.018.290 685.537 813.066 789.265 594.833 567.540 748.893 756.622 755.296 921.806 802.749 666.482
79,87% 30,88% 49,91% 55,26% 37,75% 6,60% 4,51% 14,61% 14,13% -3,74% -4,69% 37,75% -0,75% -4,77% -26,80% -37,72% -24,46% -40,38% -13,22% 12,31% -11,24% -9,15% -13,61% -20,86%
55.791 40.324 66.235 74.102 43.913 59.451 53.095 38.077 43.114 57.738 58.743 47.613 59.402 45.431 55.471 52.367 37.802 33.558 45.382 47.044 43.490 51.650 57.047 46.574
50.600 33.849 49.664 58.670 38.388 40.865 37.763 32.820 46.027 48.974 39.707 41.832 49.731 29.050 33.504 33.462 26.077 27.392 35.144 34.789 38.111 49.040 32.419 27.295
106.391 74.173 115.900 132.773 82.301 100.316 90.857 70.897 89.142 106.712 98.451 89.445 109.133 74.480 88.975 85.829 63.879 60.950 80.525 81.833 81.600 100.689 89.466 73.869
30,66% 17,02% 36,63% 41,14% 26,16% 0,51% -0,62% 11,89% 12,10% -4,03% -4,54% 38,55% 2,58% 0,41% -23,23% -35,36% -22,38% -39,24% -11,37% 15,43% -8,46% -5,64% -9,13% -17,41%
2001 Total
76,52%
7,51%
15,97%
413.461
253.021
666.482
-20,86%
46.574
27.295
73.869
-17,41%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.7
CONF Futures
5.7.1
Traded Contracts Trades
ex_monthly0112.doc 14.01.2002 page 69
Traded Contracts
Volume in CHF million Total
Change YoY
Total
Change YoY
8.081 42.430 31.281
180.668 722.066 577.030 479.350
13,06% -20,09% -16,93%
75.854 90.377 72.387 56.175
18,37% -19,91% -22,40%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
5.640 6.046 5.799 5.337
106.616 99.968 113.340 96.959
-13,02% -13,41% -13,29% -12,35%
13.051 12.197 13.888 11.952
-10,02% -8,98% -8,87% -8,28%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.448 2.783 3.094 2.757 2.024 3.033 2.249 2.470 3.428 2.434 1.996 2.565 1.689 1.447 2.504 1.962 1.588 2.496 1.655 1.774 2.370 1.321 1.990 2.026
28.560 33.229 60.784 37.630 30.153 47.662 33.119 40.254 57.335 30.710 24.958 54.956 26.124 22.624 57.868 32.334 27.340 40.294 29.164 31.407 52.769 23.524 32.782 40.653
-35,47% -40,48% -26,08% -24,93% -37,45% -19,08% -9,59% 8,21% -6,54% 5,41% -19,58% 30,42% -8,53% -31,91% -4,80% -14,07% -9,33% -15,46% -11,94% -21,98% -7,96% -23,40% 31,35% -26,03%
3.402 3.961 7.141 4.391 3.462 5.548 3.859 4.693 6.687 3.582 2.918 6.530 3.184 2.762 7.105 3.955 3.324 4.918 3.556 3.863 6.470 2.929 4.081 4.942
-40,38% -45,04% -32,65% -32,22% -43,85% -25,06% -15,09% 2,15% -10,51% 4,48% -21,50% 28,89% -6,42% -30,27% -0,50% -9,92% -3,99% -11,36% -7,86% -17,70% -3,25% -18,25% 39,85% -24,32%
2001 Total
22.822
416.883
-13,03%
51.088
-9,06%
1997 1998 1999 2000
Total Total Total Total
Volume (columns) and Open Interest (lines) in EUR million 2.500
8.000 7.000
2.000 Open Interest
6.000 5.000 Volume
1.500
4.000
1.000
3.000 2.000
500
1.000 0
0 Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.7.2
ex_monthly0112.doc 14.01.2002 page 70
Open Interest and Market Share per Account Group Market Share per Account Group Agent Principal Market Maker 1997 1998 1999 2000
Open Interest in Contracts Total
Change YoY
Open Interest in CHF million Total
Change YoY
Total Total Total Total
48,85% 47,55% 46,27%
31,27% 32,53% 27,90%
19,88% 19,91% 25,83%
14.378 10.577 10.881 17.362
-26,44% 2,87% 59,56%
1.730 1.353 1.304 2.111
-21,79% -3,60% 61,89%
2001 1. Quarter 2. Quarter 3. Quarter 4. Quarter
42,40% 45,76% 40,42% 45,98%
24,71% 21,36% 26,11% 27,85%
32,89% 32,88% 33,46% 26,17%
14.888 12.025 13.302 8.224
-14,71% 9,28% -20,86% -52,63%
1.835 1.467 1.634 982
-8,45% 15,20% -16,02% -53,51%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
37,30% 36,09% 49,99% 42,23% 45,81% 55,30% 35,39% 42,59% 50,12% 45,24% 45,20% 54,43% 36,12% 40,38% 46,02% 40,30% 43,24% 51,84% 31,90% 37,31% 46,98% 40,10% 41,89% 52,69%
34,52% 40,79% 30,44% 40,17% 36,40% 27,75% 26,61% 18,43% 21,50% 29,39% 23,60% 16,44% 31,39% 29,56% 19,81% 23,62% 18,96% 21,18% 32,85% 27,99% 21,28% 33,90% 36,04% 17,74%
28,18% 23,12% 19,57% 17,60% 17,79% 16,95% 38,01% 38,98% 28,38% 25,36% 31,21% 29,13% 32,50% 30,06% 34,17% 36,08% 37,79% 26,98% 35,24% 34,70% 31,74% 26,01% 22,07% 29,57%
15.226 13.625 17.455 13.683 14.771 11.004 13.801 18.466 16.808 17.497 19.979 17.362 13.997 14.710 14.888 12.648 11.096 12.025 13.217 16.823 13.302 15.105 11.913 8.224
24,38% -16,14% 8,91% -23,37% -9,97% -33,65% -17,24% 11,45% 1,30% 1,57% 21,87% 59,56% -8,07% 7,96% -14,71% -7,56% -24,88% 9,28% -4,23% -8,90% -20,86% -13,67% -40,37% -52,63%
1.809 1.611 2.005 1.576 1.692 1.273 1.600 2.155 1.946 2.031 2.348 2.111 1.707 1.794 1.835 1.529 1.343 1.467 1.619 2.065 1.634 1.903 1.469 982
13,87% -23,63% -2,13% -31,76% -19,15% -38,16% -22,72% 5,86% -2,39% -0,72% 20,47% 61,89% -5,66% 11,31% -8,45% -2,97% -20,64% 15,20% 1,20% -4,17% -16,02% -6,29% -37,42% -53,51%
2001 Total
43,50%
25,02%
31,48%
8.224
-52,63%
982
-53,51%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.8
ex_monthly0112.doc 14.01.2002 page 71
Deliverable Bonds for Eurex Futures Product
Expiry Year
Expiry Month
Bond ISIN
Bond Name
Conversion Factor
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 6 6 6 6 9 9 9 9 9
DE0001090066 DE0001090074 DE0001134914 DE0001136950 DE0001141299 DE0001141307 DE0001090074 DE0001090082 DE0001136968 DE0001141307 DE0001090082 DE0001090090 DE0001134930 DE0001141323 DE0001090090 DE0001134930 DE0001134955 DE0001141323 DE0001141331
6,00 % TREUHAND ANLEIHE 93/03 6,25 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 3,75 % BUND SCHATZANW. 01/03 3,50 % BUNDESOBL. V.98/03 S129 3,25 % BUNDESOBL.S.130 V.99/04 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 3,50 % BUND SCHATZANW. 01/03 3,25 % BUNDESOBL.S.130 V.99/04 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 4,125% BUNDESOBL.S.132 V.99/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 7,50 % BUND ANL. 94/04 4,125% BUNDESOBL.S.132 V.99/04 4,25 % BUNDESOBL. V. 1999/2004
0,999877 1,004753 0,999687 0,963324 0,955812 0,944967 1,004508 1,014581 0,959285 0,950964 1,013114 1,030299 1,014198 0,961979 1,027459 1,012476 1,029382 0,966202 0,964537
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2001 2001 2002 2002 2002 2002 2002 2002
12 12 3 3 6 6 9 9
DE0001135028 DE0001141380 DE0001135028 DE0001135036 DE0001135028 DE0001135036 DE0001135036 DE0001135051
6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANLEIHE V. 97/07 5,25 % BUND ANL. 98/08
0,999888 0,939069 0,999743 0,999621 0,999572 0,999892 0,999737 0,966361
Product
Expiry Year
Expiry Month
Bond ISIN
Bond Name
Conversion Factor
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 6 6 6 6 9 9 9 9 9
DE0001090066 DE0001090074 DE0001134914 DE0001136950 DE0001141299 DE0001141307 DE0001090074 DE0001090082 DE0001136968 DE0001141307 DE0001090082 DE0001090090 DE0001134930 DE0001141323 DE0001090090 DE0001134930 DE0001134955 DE0001141323 DE0001141331
6,00 % TREUHAND ANLEIHE 93/03 6,25 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 3,75 % BUND SCHATZANW. 01/03 3,50 % BUNDESOBL. V.98/03 S129 3,25 % BUNDESOBL.S.130 V.99/04 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 3,50 % BUND SCHATZANW. 01/03 3,25 % BUNDESOBL.S.130 V.99/04 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 4,125% BUNDESOBL.S.132 V.99/04 7,50 % TREUHAND ANLEIHE 94/04 6,75 % BUND ANLEIHE 94/04 7,50 % BUND ANL. 94/04 4,125% BUNDESOBL.S.132 V.99/04 4,25 % BUNDESOBL. V. 1999/2004
0,999877 1,004753 0,999687 0,963324 0,955812 0,944967 1,004508 1,014581 0,959285 0,950964 1,013114 1,030299 1,014198 0,961979 1,027459 1,012476 1,029382 0,966202 0,964537
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2001 2001 2002 2002 2002 2002 2002 2002
12 12 3 3 6 6 9 9
DE0001135028 DE0001141380 DE0001135028 DE0001135036 DE0001135028 DE0001135036 DE0001135036 DE0001135051
6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANL. 97/07 6,00 % BUND ANLEIHE V. 97/07 6,00 % BUND ANLEIHE V. 97/07 5,25 % BUND ANL. 98/08
0,999888 0,939069 0,999743 0,999621 0,999572 0,999892 0,999737 0,966361
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
Product
Expiry Year
Expiry Month
Bond ISIN
ex_monthly0112.doc 14.01.2002 page 72
Bond Name
Conversion Factor
FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL
2001 2001 2001 2002 2002 2002 2002 2002
12 12 12 3 3 6 6 9
DE0001135150 DE0001135168 DE0001135184 DE0001135168 DE0001135184 DE0001135168 DE0001135184 DE0001135184
5,25 5,25 5,00 5,25 5,00 5,25 5,00 5,00
% BUND ANL. V.00/10 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.00/11 % BUND ANL. V.01/11 % BUND ANL. V.01/11
0,950514 0,948551 0,928257 0,949546 0,929773 0,950491 0,931495 0,932840
CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF CONF
2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 3 3 3 3 3 6 6 6 6 6 6 9 9 9 9 9
CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0001480083 CH0006809906 CH0008055649 CH0010379300 CH0010840897 CH0012385586 CH0001480083 CH0008055649 CH0010379300 CH0010840897 CH0012385586
4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 4.25% EIDG. 14 3,50 % EIDG. ANLEIHE 97/10 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 3,750% EIDG. ANLEIHE 01/15 4.25% EIDG. 14 2,75 % EIDG. 12 4,00 % EIDG. ANLEIHE 00/13 4,00 % EIDG. ANLEIHE 00/11 3,750% EIDG. ANLEIHE 01/15
0,853283 0,835771 0,751912 0,840403 0,858010 0,855179 0,839499 0,757762 0,843029 0,861896 0,857258 0,843410 0,760797 0,845448 0,863966 0,800815 0,859524 0,765086 0,848050 0,866644 0,803191
FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX FGBX
2001 2001 2001 2001 2001 2001 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002 2002
12 12 12 12 12 12 3 3 3 3 3 3 6 6 6 6 6 6 9 9 9 9 9 9
DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176 DE0001134922 DE0001135044 DE0001135069 DE0001135085 DE0001135143 DE0001135176
6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31 6,25 % BUND ANL.V.94/2024 6,50 % BUNDESANL.V. 97/27 5,625% BUNDESANL.V.98/28 4,75 % BUNDESANL. V. 98/28 6,25 % BUND ANL. V.00/30 5,50 % BUND ANL. V.00/31
1,030033 1,064080 0,951078 0,835639 1,033431 0,931841 1,029713 1,063860 0,951142 0,836328 1,033161 0,931973 1,029365 1,063874 0,951186 0,837200 1,032863 0,932045 1,029239 1,063420 0,951439 0,837752 1,032789 0,932321
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
5.9
ex_monthly0112.doc 14.01.2002 page 73
Delivered Bonds for Eurex Futures Product
Bond ISIN
Bond Name
FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS FGBS
Expiry Year 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001 2001 2001 2001
Expiry Month 3 3 6 9 12 12 3 3 6 6 6 9 9 12
Delivery Date 08.03.2000 08.03.2000 08.06.2000 07.09.2000 07.12.2000 07.12.2000 08.03.2001 08.03.2001 07.06.2001 07.06.2001 07.06.2001 06.09.2001 06.09.2001 06.12.2001
DE0001030039 DE0001136885 DE0001136893 DE0001134864 DE0001090009 DE0001136919 DE0001134880 DE0001136927 DE0001090033 DE0001134898 DE0001136935 DE0001090041 DE0001136943 DE0001134914
8,00 % BUND ANL.92/2002 F.D.E. 4,00 % BUNDESSCHATZ.V.99/01 4,50 % BUND SCHATZANW. 00/02 8,00 % BUND ANL.V.92/2002 7,75 % TREUHAND ANL.V.92/2002 5,00 % BUND ANL.V.00/02 7,125% BUND ANL.V.92/2002 4,75 % BUND ANL. V. 00/02 6,50 % TREUHAND ANL.V.93/2003 6,75 % BUND ANL.V.93/2003 4,25 % BUND ANL.V.01/03 6,875% TREUHAND ANLEIHE 93/03 4,25% BUND SCHATZANW. 01/03 6,00 % BUND ANL.V.93/2003
Settlement Price 102,49 102,49 102,00 101,22 102,11 102,11 102,66 102,66 102,87 102,87 102,87 103,32 103,32 103,95
Conversion Factor 1,034076 0,967260 0,975442 1,033964 1,028774 0,983521 1,018067 0,979482 1,008366 1,012628 0,971403 1,013770 0,971403 0,999687
Delivered Contracts 34.480 202 19.279 9.376 16.640 6.930 31.885 83 1.150 640 53.546 175 7.728 17.877
FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM FGBM
2000 2000 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001 2001 2001 2001 2001
3 3 3 3 6 6 9 12 3 3 3 3 6 9 9 12 12
08.03.2000 08.03.2000 08.03.2000 08.03.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 08.03.2001 08.03.2001 08.03.2001 07.06.2001 06.09.2001 06.09.2001 06.12.2001 06.12.2001
DE0001090066 DE0001090082 DE0001090090 DE0001134914 DE0001090074 DE0001090082 DE0001134971 DE0001134989 DE0001134989 DE0001134997 DE0001135002 DE0001141372 DE0001134997 DE0001135010 DE0001135028 DE0001135028 DE0001141380
6,00 % TREUHAND ANLEIHE 93/03 6,75 % TREUHAND ANLEIHE 94/04 7,50 % TREUHAND ANLEIHE 94/04 6,00 % BUND ANL.V.93/2003 6,25 % TREUHAND ANLEIHE 94/04 6,75 % TREUHAND ANLEIHE 94/04 6,875% BUND ANL. 95/05 6,50 % BUND ANL. 95/05 6,50 % BUND ANL. 95/05 6,00 % BUND ANL. 96/06 6,00 % BUND ANL. II 96/06 5,00 % BUND ANL. S.137 00/06 6,00 % BUND ANL. 96/06 6,25 % BUND ANL. 96/06 6,00 % BUND ANL. 97/07 6,00 % BUND ANL. 97/07 4,50 % BUNDESOBL.S.138 01/06
103,58 103,58 103,58 103,58 103,51 103,51 102,64 105,36 106,61 106,61 106,61 106,61 105,67 106,60 106,60 107,68 107,68
0,999618 1,026706 1,057116 0,999564 1,007771 1,025366 1,034271 1,020231 1,019106 0,999743 0,999894 0,956906 0,999572 1,009417 0,999620 0,999888 0,939069
12.239 332 6.440 7.029 8.282 5.172 22.778 25.434 82.021 39.911 5.729 1.165 18.850 31.324 560 1.726 16.118
FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL FGBL
2000 2000 2000 2000 2000 2000 2000 2000 2001 2001 2001 2001 2001
3 3 3 6 6 6 9 12 3 6 9 12 12
08.03.2000 08.03.2000 08.03.2000 08.06.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 07.06.2001 06.09.2001 06.12.2001 06.12.2001
DE0001135101 DE0001135119 DE0001135127 DE0001135101 DE0001135127 DE0001135135 DE0001135127 DE0001135127 DE0001135135 DE0001135135 DE0001135150 DE0001135150 DE0001135184
3,75 % BUND ANL. V.99/09 4,00 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 3,75 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 5,375% BUND ANL. V.99/10 4,50 % BUND ANL. V.99/09 4,50 % BUND ANL. V.99/09 5,375% BUND ANL. V.99/10 5,375% BUND ANL. V.99/10 5,25 % BUND ANL. V.00/10 5,25 % BUND ANL. V.00/10 5,00 % BUND ANL. V.01/11
104,10 104,10 104,10 106,13 106,13 106,13 104,96 107,49 109,33 106,66 108,26 109,00 109,00
0,849146 0,859902 0,894982 0,852420 0,897383 0,954764 0,899414 0,901481 0,957919 0,958680 0,949564 0,950514 0,928257
1.076 50 13.662 43.292 100 52 21.277 54.108 96.418 36.139 33.344 16.072 101
CONF CONF CONF CONF CONF CONF CONF CONF CONF
2000 2000 2000 2000 2000 2001 2001 2001 2001
3 6 6 9 12 3 6 9 12
08.03.2000 08.06.2000 08.06.2000 07.09.2000 07.12.2000 08.03.2001 07.06.2001 06.09.2001 06.12.2001
CH0008435551 CH0008435551 CH0010379300 CH0008435551 CH0008435551 CH0006809906 CH0006809906 CH0006809906 CH0006809906
3.25 % EIDG. 09 3.25 % EIDG. 09 4,00 % EIDG. ANLEIHE 00/13 3.25 % EIDG. 09 3.25 % EIDG. 09 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10 3,50 % EIDG. ANLEIHE 97/10
118,53 116,38 116,38 116,62 117,10 122,98 121,82 122,41 121,81
0,814202 0,819391 0,826504 0,822103 0,826319 0,824986 0,828685 0,832224 0,835771
1.272 3.288 5 3.609 2.465 2.370 1.907 4.231 2.448
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
ex_monthly0112.doc 14.01.2002 page 74
6
International Options and Futures Exchanges
6.1
Total Turnover
6.1.1
Traded Contracts – Part I Eurex
1997 1998 1999 2000
CBOT
CBOE
Share
Share 242.718.939 18,79% 281.189.378 17,07% 254.561.215 13,99% 233.528.558 9,99%
CME
Liffe
Euronext Paris
OM
Share
Share
Share
Share
187.243.741 214.662.909 254.083.746 326.274.971
14,50% 13,03% 13,97% 13,96%
200.714.428 15,54% 226.618.831 13,76% 200.737.123 11,03% 231.114.296 9,89%
209.427.578 16,21% 186.569.532 11,33% 119.908.119 6,59% 131.054.816 5,61%
78.514.548 6,08% 89.438.514 5,43% 185.571.802 10,20% 236.500.026 10,12%
42.542.133 49.552.384 56.810.013 58.160.664
3,29% 3,01% 3,12% 2,49%
Share
17.392.654 16.313.170 15.111.471 13.269.412
2,17% 1,93% 1,98% 2,15%
Total Total Total Total
151.983.100 248.222.487 379.148.639 454.071.506
11,77% 15,07% 20,84% 19,42%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
163.735.127 160.242.770 168.670.547 137.641.706
20,40% 18,91% 22,06% 22,27%
62.558.083 64.093.123 62.596.001 52.257.480
7,79% 7,56% 8,19% 8,45%
84.059.060 84.887.876 76.792.999 56.768.633
10,47% 10,02% 10,04% 9,18%
92.713.617 98.423.346 104.326.052 83.423.263
11,55% 11,62% 13,64% 13,49%
47.423.591 51.179.921 57.357.556 46.413.746
5,91% 6,04% 7,50% 7,51%
70.976.644 8,84% 74.803.702 8,83% 85.438.947 11,17% 73.839.697 11,94%
40.278.377 39.083.764 42.172.318 30.979.948 44.979.548 39.806.549 31.214.717 33.680.494 41.888.454 37.750.754 37.184.200 35.052.383 53.583.168 48.917.399 61.234.560 53.243.080 53.780.869 53.218.821 47.865.282 52.299.886 68.505.379 63.725.718 73.915.988
22,85% 21,32% 21,09% 18,38% 22,78% 20,81% 18,28% 17,63% 19,96% 16,75% 17,20% 16,89% 20,10% 20,02% 20,99% 19,24% 18,99% 18,51% 17,27% 16,38% 18,69% 18,13% 16,71%
22.820.812 25.369.025 20.518.778 19.155.133 23.221.303 19.572.384 13.859.085 18.690.470 16.632.375 18.028.573 20.126.787 15.533.833 20.934.920 20.853.886 20.769.277 20.119.402 23.868.201 20.105.520 19.595.822 22.996.924 20.003.255 21.888.941 30.368.539
12,95% 13,84% 10,26% 11,36% 11,76% 10,23% 8,12% 9,79% 7,93% 8,00% 9,31% 7,49% 7,85% 8,53% 7,12% 7,27% 8,43% 6,99% 7,07% 7,20% 5,46% 6,23% 6,87%
30.026.976 27.108.192 35.176.764 28.413.006 25.732.520 24.412.825 23.990.023 23.885.331 24.499.014 32.435.243 25.993.195 24.601.882 30.163.174 23.740.372 30.155.514 29.454.146 27.100.162 28.333.568 25.126.375 24.427.633 27.238.991 30.865.778 25.902.855
17,04% 14,79% 17,59% 16,86% 13,03% 12,76% 14,05% 12,51% 11,68% 14,39% 12,02% 11,85% 11,32% 9,71% 10,34% 10,65% 9,57% 9,85% 9,06% 7,65% 7,43% 8,78% 5,86%
18.067.659 18.879.519 22.365.677 19.427.407 20.896.915 20.517.983 15.535.145 15.597.147 19.155.564 19.958.642 17.950.283 22.762.355 31.748.038 26.660.227 34.305.352 31.785.505 33.310.355 33.327.486 29.594.491 34.400.390 40.331.171 38.158.474 45.264.789
10,25% 10,30% 11,18% 11,53% 10,58% 10,73% 9,10% 8,17% 9,13% 8,85% 8,30% 10,97% 11,91% 10,91% 11,76% 11,49% 11,76% 11,59% 10,68% 10,78% 11,00% 10,86% 10,23%
9.828.971 11.372.167 11.701.629 8.845.962 12.577.181 12.858.834 9.059.178 10.165.468 13.099.289 10.622.672 10.893.409 10.030.056 16.335.132 13.715.516 17.372.943 16.404.312 16.391.612 18.383.997 15.317.595 18.553.852 23.486.109 21.333.033 25.080.713
5,58% 6,20% 5,85% 5,25% 6,37% 6,72% 5,31% 5,32% 6,24% 4,71% 5,04% 4,83% 6,13% 5,61% 5,96% 5,93% 5,79% 6,39% 5,53% 5,81% 6,41% 6,07% 5,67%
19.037.272 21.976.595 22.029.437 20.455.055 22.379.444 21.307.565 14.773.192 14.102.602 21.873.129 21.424.783 19.992.079 17.148.873 21.604.543 22.031.996 27.340.105 22.375.556 25.131.542 27.296.604 26.038.924 22.864.034 36.535.989 37.735.748 36.103.949
10,80% 11,99% 11,01% 12,13% 11,33% 11,14% 8,65% 7,38% 10,42% 9,50% 9,24% 8,26% 8,11% 9,02% 9,37% 8,09% 8,87% 9,49% 9,39% 7,16% 9,97% 10,74% 8,16%
4.563.200 4.827.683 5.526.212 4.069.900 5.074.508 4.804.212 3.910.929 5.266.332 5.063.205 5.771.031 4.771.964 4.511.488 6.392.475 5.308.061 5.692.118 5.608.903 5.284.260 5.420.007 4.479.441 4.780.430 5.851.600 6.454.345 6.815.067
2,59% 2,63% 2,76% 2,41% 2,57% 2,51% 2,29% 2,76% 2,41% 2,56% 2,21% 2,17% 2,40% 2,17% 1,95% 2,03% 1,87% 1,89% 1,62% 1,50% 1,60% 1,84% 1,54%
630.290.150
18,50%
241.504.687
7,09%
302.508.568
8,88%
378.886.278 11,12%
202.374.814
5,94%
305.058.990
8,95%
62.086.707
1,82%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
Euronext Paris changed the contract size of stock options on July 1, 1998, from 100 to 10. In January 1999, Euronext Paris introduced the mini CAC 40 index futures contract with a lot size of 1 EUR as compared to 10 EUR in the regular version and reduced the contract size of the CAC 40 index option from 50 FF to 1 EUR. Eurex changed the contract size on March 30, 1998, from 500 to 100 and 50 to 10, except for Allianz and Münchener Rück VNA.
30,00%
Share of Some Options and Futures Exchanges at total Turnover
20,00%
10,00%
Eurex CME 0,00% Nov
CBOE Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.1.2
14.01.2002 page 75
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
IDEM/ MIF
MEFF RF/RV Share
Tiffe Share
Osaca SE Share
HKFE Share
SFE Share
Share
Total Total Total Total
48.771.157 64.626.030 49.530.755 58.045.435
3,78% 3,92% 2,72% 2,48%
11.212.732 21.578.328 9.283.628 13.332.927
0,87% 1,31% 0,51% 0,57%
35.561.816 31.912.738 17.697.725 22.430.457
2,75% 1,94% 0,97% 0,96%
26.123.233 21.708.963 14.929.902 17.200.504
2,02% 1,32% 0,82% 0,74%
14.150.971 15.328.802 16.978.415 14.527.939
1,10% 0,93% 0,93% 0,62%
8.081.880 8.413.160 6.358.400 9.260.570
0,63% 0,51% 0,35% 0,40%
28.409.539 30.154.878 30.443.201 31.266.147
2,20% 1,83% 1,67% 1,34%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
16.832.517 15.441.712 16.644.081 14.071.454
2,10% 1,82% 1,73% 1,77%
3.974.430 5.068.946 4.081.988 2.992.648
0,50% 0,60% 0,42% 0,38%
10.994.201 8.096.362 7.773.700 5.243.551
1,37% 0,96% 0,81% 0,66%
3.138.791 1.206.085 1.750.138 972.019
0,39% 0,14% 0,18% 0,12%
4.178.241 4.275.980 4.615.826 2.764.375
0,52% 0,50% 0,48% 0,35%
2.867.831 2.532.034 2.628.446 1.839.519
0,36% 0,30% 0,27% 0,23%
8.871.256 9.223.764 9.460.190 5.880.918
1,11% 1,09% 0,98% 0,74%
4.871.748 4.401.302 4.315.495 4.483.507 4.162.436 4.248.686 5.104.058 5.694.794 4.720.135 6.392.630 5.693.561 3.957.083 6.444.241 4.659.547 5.728.729 4.962.511 5.292.992 5.186.209 5.360.411 4.797.456 6.486.214 7.808.572 6.262.882
2,76% 2,40% 2,16% 2,66% 2,11% 2,22% 2,99% 2,98% 2,25% 2,84% 2,63% 1,91% 2,42% 1,91% 1,96% 1,79% 1,87% 1,80% 1,93% 1,50% 1,77% 2,22% 1,42%
1.261.253 1.124.496 1.132.269 815.142 1.235.211 1.203.302 863.426 835.121 1.225.524 1.274.670 1.336.168 1.026.345 1.170.132 1.164.924 1.639.374 1.563.073 1.945.452 1.560.421 1.338.786 1.097.743 1.645.459 1.667.055 1.325.593
0,72% 0,61% 0,57% 0,48% 0,63% 0,63% 0,51% 0,44% 0,58% 0,57% 0,62% 0,49% 0,44% 0,48% 0,56% 0,56% 0,69% 0,54% 0,48% 0,34% 0,45% 0,47% 0,30%
1.415.315 1.237.373 2.415.892 988.944 1.467.236 2.729.812 1.495.252 964.159 2.663.646 1.325.425 2.551.926 3.175.477 2.243.248 2.800.977 5.949.976 1.697.433 2.086.429 4.312.500 2.142.315 1.668.987 3.962.398 2.359.687 2.883.864
0,80% 0,67% 1,21% 0,59% 0,74% 1,43% 0,88% 0,50% 1,27% 0,59% 1,18% 1,53% 0,84% 1,15% 2,04% 0,61% 0,74% 1,50% 0,77% 0,52% 1,08% 0,67% 0,65%
1.339.264 1.154.482 1.439.996 1.602.663 1.407.930 2.302.703 1.268.376 1.955.809 1.382.823 885.345 1.054.085 1.407.028 1.183.277 1.075.484 880.030 416.399 368.001 421.685 435.820 699.815 614.503 423.900 548.119
0,76% 0,63% 0,72% 0,95% 0,71% 1,20% 0,74% 1,02% 0,66% 0,39% 0,49% 0,68% 0,44% 0,44% 0,30% 0,15% 0,13% 0,15% 0,16% 0,22% 0,17% 0,12% 0,12%
1.005.143 963.594 1.532.170 1.357.264 1.171.365 1.394.898 960.673 1.138.853 1.276.813 1.028.787 1.081.648 1.616.731 1.013.216 1.082.594 2.082.431 1.393.350 1.141.708 1.740.922 1.357.052 1.480.656 1.778.118 1.360.931 1.403.444
0,57% 0,53% 0,77% 0,81% 0,59% 0,73% 0,56% 0,60% 0,61% 0,46% 0,50% 0,78% 0,38% 0,44% 0,71% 0,50% 0,40% 0,61% 0,49% 0,46% 0,49% 0,39% 0,32%
718.776 584.712 633.871 556.019 582.739 604.409 834.451 957.766 984.596 1.047.985 886.699 868.547 848.918 875.853 1.143.060 750.272 940.480 841.282 660.055 956.208 1.012.183 927.185 912.334
0,41% 0,32% 0,32% 0,33% 0,30% 0,32% 0,49% 0,50% 0,47% 0,46% 0,41% 0,42% 0,32% 0,36% 0,39% 0,27% 0,33% 0,29% 0,24% 0,30% 0,28% 0,26% 0,21%
1.931.792 2.923.677 4.107.137 2.274.733 2.522.389 2.876.431 2.089.511 2.231.767 2.945.193 2.464.912 2.164.389 2.734.216 2.319.117 2.414.409 4.137.730 2.883.350 2.795.906 3.544.508 2.396.792 2.989.196 4.074.202 2.483.910 3.397.008
1,10% 1,59% 2,05% 1,35% 1,28% 1,50% 1,22% 1,17% 1,40% 1,09% 1,00% 1,32% 0,87% 0,99% 1,42% 1,04% 0,99% 1,23% 0,86% 0,94% 1,11% 0,71% 0,77%
62.989.764
1,85%
16.118.012
0,47%
32.107.814
0,94%
7.067.033
0,21%
15.834.422
0,46%
9.867.830
0,29%
33.436.128
0,98%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
6.1.3
ex_monthly0112.doc
Traded Contracts – Part III KSE
Amex Share
1997 1998 1999 2000
BM&F Share
Safex Share
Tase Share
SGX-DT Share
Nybot Share
Share
Total Total Total Total
50.204.404 97.137.007 213.495.588
3,05% 5,34% 9,13%
7.972.821 105.671.850
0,44% 4,52%
98.026.839 60.479.050 82.782.749
5,95% 3,32% 3,54%
18.684.011 24.226.840
1,03% 1,04%
6.253.138 9.180.494 13.233.531 30.117.221
0,48% 0,56% 0,73% 1,29%
25.866.190 27.571.963
1,42% 1,18%
17.035.468
0,73%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
96.982.792 144.325.409 256.033.848 221.950.251
12,08% 17,03% 26,59% 27,96%
62.662.132 56.163.405 37.140.244 34.506.027
7,81% 6,63% 3,86% 4,35%
24.360.617 23.383.454 23.933.075 18.813.653
3,04% 2,76% 2,49% 2,37%
8.267.285 7.576.037 8.690.149 6.926.049
1,03% 0,89% 0,90% 0,87%
7.788.747 7.955.196 7.992.283 5.502.990
0,97% 0,94% 0,83% 0,69%
7.768.982 7.358.858 7.945.968 5.724.964
0,97% 0,87% 0,83% 0,72%
5.075.031 4.828.226 3.995.871 2.920.324
0,63% 0,57% 0,41% 0,37%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
8.059.685 10.713.371 10.659.135 10.552.025 13.331.434 16.148.010 14.798.884 22.853.541 20.951.350 26.210.905 29.449.467 29.767.781 30.371.299 34.600.233 32.011.260 45.850.322 47.699.358 50.775.729 63.115.445 90.825.383 102.093.020 76.257.536 145.692.715
4,57% 5,84% 5,33% 6,26% 6,75% 8,44% 8,67% 11,97% 9,99% 11,63% 13,62% 14,34% 11,40% 14,16% 10,97% 16,57% 16,84% 17,66% 22,77% 28,45% 27,85% 21,70% 32,94%
15.807.701 15.785.721 16.381.508 20.899.933 17.767.793 19.029.194 22.830.481 18.446.381 21.385.270 21.520.023 18.532.578 16.110.804 16.225.462 16.322.645 4.592.137 18.538.329 15.967.698
9,26% 8,27% 7,81% 9,27% 8,22% 9,17% 8,57% 7,55% 7,33% 7,78% 6,54% 5,60% 5,85% 5,11% 1,25% 5,27% 3,61%
4.762.019 6.042.200 5.808.333 7.052.399 7.899.021 7.022.084 7.296.944 8.234.158 6.564.179 8.593.438 7.835.493 5.672.481 6.534.678 7.745.664 10.080.275 8.281.908 8.107.735 6.993.811 7.338.399 9.203.395 7.391.281 9.643.352 9.170.301
2,70% 3,30% 2,90% 4,18% 4,00% 3,67% 4,27% 4,31% 3,13% 3,81% 3,62% 2,73% 2,45% 3,17% 3,46% 2,99% 2,86% 2,43% 2,65% 2,88% 2,02% 2,74% 2,07%
1.534.403 1.728.466 1.580.870 1.017.474 1.721.964 2.298.536 2.016.790 2.758.771 2.135.367 2.614.724 2.385.357 2.434.118 3.797.121 2.133.633 2.336.531 1.521.037 3.051.925 3.003.075 2.714.905 2.562.040 3.413.204 3.395.024 3.531.025
0,87% 0,94% 0,79% 0,60% 0,87% 1,20% 1,18% 1,44% 1,02% 1,16% 1,10% 1,17% 1,42% 0,87% 0,80% 0,55% 1,08% 1,04% 0,98% 0,80% 0,93% 0,97% 0,80%
2.408.660 1.820.491 2.394.106 2.159.438 2.751.796 2.264.432 2.382.534 2.309.303 2.285.679 3.186.342 3.494.868 2.659.572 2.722.112 2.160.523 2.906.112 2.699.640 2.636.563 2.618.993 2.795.759 2.308.460 2.888.064 2.776.413 2.726.577
1,37% 0,99% 1,20% 1,28% 1,39% 1,18% 1,40% 1,21% 1,09% 1,41% 1,62% 1,28% 1,02% 0,88% 1,00% 0,98% 0,93% 0,91% 1,01% 0,72% 0,79% 0,79% 0,62%
2.334.573 2.016.239 2.643.809 2.477.504 2.524.376 2.647.505 1.950.176 2.292.919 2.532.623 1.950.179 1.877.994 2.324.066 2.465.832 2.293.679 3.009.471 2.512.370 2.230.905 2.615.583 2.137.498 2.460.177 3.348.293 2.366.142 3.358.822
1,32% 1,10% 1,32% 1,47% 1,28% 1,38% 1,14% 1,20% 1,21% 0,87% 0,87% 1,12% 0,93% 0,94% 1,03% 0,91% 0,79% 0,91% 0,77% 0,77% 0,91% 0,67% 0,76%
1.843.345 1.880.185 1.854.060 2.268.354 1.514.180 1.592.264 1.556.553 1.554.436 1.757.501 1.214.590 1.823.815 1.694.795 1.556.421 1.628.911 1.505.043 1.694.272 1.192.609 1.534.636 1.268.626 1.271.746 1.648.578
0,92% 1,12% 0,94% 1,19% 0,89% 0,83% 0,74% 0,69% 0,81% 0,59% 0,68% 0,69% 0,53% 0,59% 0,53% 0,59% 0,43% 0,48% 0,35% 0,36% 0,37%
2001 Total
719.292.300 21,11%
190.471.808
5,59%
90.490.799
2,66%
31.459.520
0,92%
29.239.216
0,86%
28.798.772
0,85%
16.819.452
0,49%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.2
Index Products
6.2.1
Traded Contracts – Part I Eurex
CBOT Share
1997 1998 1999 2000
Total Total Total Total
44.455.743 45.455.822 65.608.952 75.794.263
ex_monthly0112.doc 14.01.2002 page 76
CBOE
CME
Liffe
Share
Share
Share
Euronext Paris
OM
Share
Share
10.987.982 11.603.829 14.736.571 17.472.999
4,65% 3,52% 2,86% 2,49%
11.411.417 4,82% 24.871.530 7,55% 107.832.872 20,96% 103.359.576 14,75%
5.709.573 14.212.996 18.932.328 17.420.001
2,41% 4,32% 3,68% 2,49%
Share
18,80% 13,81% 12,75% 10,82%
2.106.475 4.915.724 4.957.997 4.122.380
0,89% 1,49% 0,96% 0,59%
71.136.728 30,08% 68.283.858 20,74% 56.224.365 10,93% 47.312.484 6,75%
33.292.872 14,08% 44.059.637 13,38% 48.065.981 9,34% 65.046.283 9,29%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
26.377.025 10,77% 27.567.818 9,12% 39.670.989 9,12% 27.728.957 7,79%
1.368.165 1.357.432 1.781.287 1.706.349
0,56% 0,45% 0,41% 0,48%
15.679.842 21.535.320 25.981.340 18.558.130
6,40% 7,12% 5,97% 5,21%
23.419.662 26.106.381 25.768.449 22.362.649
9,56% 8,64% 5,92% 6,28%
5.735.201 5.478.615 7.405.872 4.814.085
2,34% 1,81% 1,70% 1,35%
26.937.785 11,00% 30.648.396 10,14% 36.236.272 8,33% 28.098.543 7,89%
5.308.674 5.331.566 4.890.147 3.762.118
2,17% 1,76% 1,12% 1,06%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
6.728.291 6.008.246 7.227.518 4.768.267 5.762.257 6.070.766 4.378.083 5.090.964 7.682.044 7.500.716 7.396.051 7.181.060 6.681.984 7.113.469 12.581.572 8.566.541 8.423.075 10.578.202 9.510.617 11.218.657 18.941.715 15.225.361 12.503.596
13,54% 11,38% 12,50% 9,63% 10,60% 11,23% 9,95% 9,08% 11,88% 10,40% 10,14% 9,91% 9,32% 9,35% 12,94% 8,83% 8,57% 9,89% 8,31% 7,71% 10,81% 10,28% 6,02%
345.930 364.171 496.779 343.951 366.782 338.632 248.983 259.148 341.389 367.851 315.377 333.387 327.946 356.422 683.797 481.389 428.665 447.378 357.840 447.968 975.479 911.338 795.011
0,70% 0,69% 0,86% 0,69% 0,67% 0,63% 0,57% 0,46% 0,53% 0,51% 0,43% 0,46% 0,46% 0,47% 0,70% 0,50% 0,44% 0,42% 0,31% 0,31% 0,56% 0,62% 0,38%
4.440.482 4.585.907 5.187.940 4.498.683 4.052.980 3.114.136 2.582.339 2.981.810 3.445.229 4.699.628 3.961.442 3.761.908 3.702.377 4.119.189 7.858.276 7.467.090 6.417.164 7.651.066 7.850.868 8.426.189 9.704.283 10.408.796 8.149.334
8,93% 8,68% 8,97% 9,09% 7,45% 5,76% 5,87% 5,32% 5,33% 6,52% 5,43% 5,19% 5,17% 5,41% 8,08% 7,69% 6,53% 7,15% 6,86% 5,79% 5,54% 7,03% 3,92%
4.491.646 9,04% 4.586.009 8,68% 6.493.723 11,23% 4.875.315 9,85% 5.240.341 9,64% 5.566.410 10,29% 4.011.892 9,11% 4.481.436 8,00% 6.190.065 9,57% 6.588.337 9,13% 5.965.598 8,18% 6.555.511 9,05% 6.559.474 9,15% 6.819.261 8,96% 10.040.927 10,33% 8.614.070 8,88% 8.434.347 8,58% 9.057.964 8,47% 7.569.988 6,62% 8.474.884 5,82% 9.723.577 5,55% 12.123.453 8,18% 10.239.196 4,93%
1.189.877 1.565.462 1.924.072 1.045.659 1.331.970 1.802.582 1.104.767 1.141.071 2.060.090 1.417.962 1.382.278 1.507.209 1.569.793 1.474.438 2.690.970 1.447.926 1.564.358 2.466.331 1.827.238 2.001.092 3.577.542 2.714.344 2.099.741
2,39% 2,96% 3,33% 2,11% 2,45% 3,33% 2,51% 2,04% 3,18% 1,97% 1,90% 2,08% 2,19% 1,94% 2,77% 1,49% 1,59% 2,31% 1,60% 1,38% 2,04% 1,83% 1,01%
9.102.531 10.856.643 8.550.958 9.067.149 9.546.927 8.239.559 5.810.876 6.260.362 10.678.515 9.468.663 8.680.885 7.096.508 7.221.830 7.211.123 12.504.832 9.377.868 10.550.722 10.719.806 10.924.961 9.762.190 15.549.121 14.677.918 13.420.625
18,31% 20,56% 14,78% 18,31% 17,56% 15,24% 13,20% 11,17% 16,51% 13,13% 11,90% 9,80% 10,08% 9,48% 12,86% 9,66% 10,74% 10,02% 9,55% 6,71% 8,88% 9,91% 6,46%
1.561.465 1.525.972 1.463.356 1.449.279 1.502.696 1.180.980 1.099.958 1.325.172 1.527.227 1.764.631 1.550.076 1.469.189 1.812.782 1.547.723 1.948.169 1.920.660 1.779.748 1.631.158 1.291.276 1.545.915 2.052.956 1.942.061 1.820.057
3,14% 2,89% 2,53% 2,93% 2,76% 2,18% 2,50% 2,36% 2,36% 2,45% 2,13% 2,03% 2,53% 2,03% 2,00% 1,98% 1,81% 1,52% 1,13% 1,06% 1,17% 1,31% 0,88%
121.344.789
9,07%
6.213.233
0,46%
81.754.632
6,11%
97.657.141
7,30%
23.433.773
1,75%
121.920.996
9,11%
19.292.505
1,44%
2001 Total
Euronext Paris changed the contract size of index derivatives on July 1, 1998. In January 1999, Euronext Paris introduced the mini CAC 40 index futures contract with a lot size of 1 EUR as compared to 10 EUR in the regular version and reduced the contract size of the CAC 40 index option from 50 FF to 1 EUR.
14,00%
Share of Some Options and Futures Exchanges at Index Products Turnover
12,00% 10,00% 8,00% 6,00% 4,00% 2,00% 0,00% Nov
Eurex CBOE CME Euronext Paris Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.2.2
14.01.2002 page 77
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
6.2.3
ex_monthly0112.doc
Total Total Total Total
IDEM/ MIF
Meffrf/rv Share
KSE
Osaca SE
Share
Share
11.273.768 11.428.454 8.553.701 7.451.079
4,77% 3,47% 1,66% 1,06%
5.622.082 7.233.015 7.335.697 7.461.914
2,38% 2,20% 1,43% 1,07%
7.444.392 10.308.570 5.962.843 4.932.569
3,15% 3,13% 1,16% 0,70%
50.204.404 15,25% 97.137.007 18,88% 213.495.588 30,48%
st 2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter
2.183.909 2.061.758 2.807.761 2.215.459
0,89% 0,68% 0,65% 0,62%
2.142.279 1.994.469 2.247.118 1.746.323
0,87% 0,66% 0,52% 0,49%
1.237.517 1.172.316 1.278.583 880.051
0,51% 0,39% 0,29% 0,25%
96.982.792 144.325.409 256.033.848 221.950.251
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
503.021 676.041 682.611 587.096 542.271 492.841 509.550 531.296 610.634 874.639 745.024 696.055 692.575 606.993 884.341 731.377 715.710 614.671 758.340 782.298 1.267.123 1.247.194 968.265
1,01% 1,28% 1,18% 1,19% 1,00% 0,91% 1,16% 0,95% 0,94% 1,21% 1,02% 0,96% 0,97% 0,80% 0,91% 0,75% 0,73% 0,57% 0,66% 0,54% 0,72% 0,84% 0,47%
766.210 712.968 729.050 548.723 690.200 544.050 466.432 455.280 646.357 702.102 651.944 548.598 568.128 634.996 939.155 609.701 669.249 715.519 630.204 558.878 1.058.036 965.948 780.375
1,54% 1,35% 1,26% 1,11% 1,27% 1,01% 1,06% 0,81% 1,00% 0,97% 0,89% 0,76% 0,79% 0,83% 0,97% 0,63% 0,68% 0,67% 0,55% 0,38% 0,60% 0,65% 0,38%
495.604 526.818 510.920 372.676 451.811 381.553 297.746 314.296 407.568 393.779 432.827 346.971 414.972 356.170 466.375 382.298 384.828 405.190 442.867 346.922 488.794 463.570 416.481
1,00% 1,00% 0,88% 0,75% 0,83% 0,71% 0,68% 0,56% 0,63% 0,55% 0,59% 0,48% 0,58% 0,47% 0,48% 0,39% 0,39% 0,38% 0,39% 0,24% 0,28% 0,31% 0,20%
8.059.685 10.713.371 10.659.135 10.552.025 13.331.434 16.148.010 14.798.884 22.853.541 20.951.350 26.210.905 29.449.467 29.767.781 30.371.299 34.600.233 32.011.260 45.850.322 47.699.358 50.775.729 63.115.445 90.825.383 102.093.020 76.257.536 145.692.715
2000 Total
9.268.887
0,69%
8.130.189
0,61%
4.568.467
0,34%
HKFE Share
SFE Share
Share
13.928.877 14.964.901 16.294.637 14.424.383
5,89% 4,55% 3,17% 2,06%
7.738.382 7.886.113 6.025.290 4.728.037
3,27% 2,40% 1,17% 0,67%
4.100.606 4.525.666 5.084.410 4.925.145
1,73% 1,37% 0,99% 0,70%
39,59% 47,74% 58,84% 62,35%
4.163.499 4.263.347 4.610.348 2.760.071
1,70% 1,41% 1,06% 0,78%
1.377.630 1.346.480 1.559.280 1.153.922
0,56% 0,45% 0,36% 0,32%
1.075.732 1.096.874 1.201.346 578.381
0,44% 0,36% 0,28% 0,16%
16,21% 20,29% 18,43% 21,31% 24,52% 29,86% 33,62% 40,78% 32,39% 36,34% 40,39% 41,10% 42,38% 45,48% 32,93% 47,24% 48,53% 47,47% 55,16% 62,41% 58,27% 51,48% 70,10%
979.962 939.543 1.503.831 1.352.481 1.165.592 1.391.689 958.844 1.136.463 1.276.379 1.027.168 1.078.859 1.613.572 1.007.920 1.075.085 2.080.494 1.386.382 1.138.385 1.738.580 1.354.539 1.479.302 1.776.507 1.359.310 1.400.761
1,97% 1,78% 2,60% 2,73% 2,14% 2,57% 2,18% 2,03% 1,97% 1,42% 1,48% 2,23% 1,41% 1,41% 2,14% 1,43% 1,16% 1,63% 1,18% 1,02% 1,01% 0,92% 0,67%
444.111 352.663 433.293 323.782 355.244 311.132 368.795 425.858 418.565 437.876 470.836 385.882 393.713 406.784 577.133 411.025 482.908 452.547 418.412 567.141 573.727 570.352 583.570
0,89% 0,67% 0,75% 0,65% 0,65% 0,58% 0,84% 0,76% 0,65% 0,61% 0,65% 0,53% 0,55% 0,53% 0,59% 0,42% 0,49% 0,42% 0,37% 0,39% 0,33% 0,39% 0,28%
389.123 344.171 677.185 577.487 365.622 510.437 292.430 254.715 429.482 300.941 312.428 471.124 278.753 231.433 565.546 265.570 278.398 552.906 297.297 259.686 644.363 322.986 255.395
0,78% 0,65% 1,17% 1,17% 0,67% 0,94% 0,66% 0,45% 0,66% 0,42% 0,43% 0,65% 0,39% 0,30% 0,58% 0,27% 0,28% 0,52% 0,26% 0,18% 0,37% 0,22% 0,12%
719.292.300 53,75%
15.797.265
1,18%
5.437.312
0,41%
3.952.333
0,30%
Traded Contracts – Part III Amex
Safex Share
1997 1998 1999 2000
Tase Share
SGX-DT Share
BM&F Share
MSE Share
Share
Euronext Brussels Share
Total Total Total Total
271.373 14.543.176
0,05% 2,08%
18.582.155 22.196.118
3,61% 3,17%
5.743.306 7.593.060 10.979.673 26.973.745
2,43% 2,31% 2,13% 3,85%
9.268.566 9.170.985
1,80% 1,31%
5.622.295 7.005.700
1,09% 1,00%
161.324 1.481.723
0,03% 0,21%
1.566.551 1.677.312 6.872.039 31.212.346
0,66% 0,51% 1,34% 4,46%
st 2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter
11.559.990 10.232.621 5.805.422 4.715.409
4,72% 3,38% 1,33% 1,32%
6.366.627 6.619.312 6.947.170 5.532.593
2,60% 2,19% 1,60% 1,55%
6.506.922 6.713.941 6.332.310 4.444.871
2,66% 2,22% 1,46% 1,25%
2.387.130 2.236.180 2.368.610 1.455.148
0,97% 0,74% 0,54% 0,41%
1.559.258 1.254.957 1.026.827 1.007.422
0,64% 0,42% 0,24% 0,28%
350.320 346.107 306.427 176.031
0,14% 0,11% 0,07% 0,05%
2.233.271 607.230 877.433 308.975
0,91% 0,20% 0,20% 0,09%
1.190.214 1.456.064 1.527.693 3.245.001 3.154.550 3.969.654 3.404.298 4.034.018 4.121.674 4.382.924 2.884.292 2.965.405 2.440.540 3.337.525 27.357 2.469.301 2.246.108
2,70% 2,60% 2,36% 4,50% 4,33% 5,48% 4,75% 5,30% 4,24% 4,52% 2,93% 2,77% 2,13% 2,29% 0,02% 1,67% 1,08%
1.532.057 1.727.914 1.579.499 1.017.017 1.671.538 2.130.092 1.930.879 2.145.787 1.998.170 2.304.806 2.069.987 2.088.372 2.806.987 1.953.602 1.606.038 1.446.900 2.781.817 2.390.595 2.080.789 2.044.251 2.822.130 2.757.046 2.775.547
3,08% 3,27% 2,73% 2,05% 3,07% 3,94% 4,39% 3,83% 3,09% 3,20% 2,84% 2,88% 3,92% 2,57% 1,65% 1,49% 2,83% 2,23% 1,82% 1,40% 1,61% 1,86% 1,34%
2.189.586 1.603.998 2.169.204 1.880.308 2.380.446 1.928.964 2.193.086 2.075.555 2.119.188 2.766.427 3.227.530 2.439.453 2.290.132 1.797.302 2.419.488 2.230.527 2.284.797 2.198.617 2.348.378 1.836.956 2.146.976 2.175.443 2.269.428
4,41% 3,04% 3,75% 3,80% 4,38% 3,57% 4,98% 3,70% 3,28% 3,84% 4,43% 3,37% 3,20% 2,36% 2,49% 2,30% 2,32% 2,06% 2,05% 1,26% 1,23% 1,47% 1,09%
715.403 623.913 991.770 744.623 737.365 838.884 645.478 643.205 843.312 770.291 771.332 845.409 638.658 695.449 1.053.023 707.811 717.371 810.998 671.037 789.019 908.554 711.882 743.266
1,44% 1,18% 1,71% 1,50% 1,36% 1,55% 1,47% 1,15% 1,30% 1,07% 1,06% 1,17% 0,89% 0,91% 1,08% 0,73% 0,73% 0,76% 0,59% 0,54% 0,52% 0,48% 0,36%
578.161 728.704 572.734 601.378 587.384 519.324 493.462 661.953 497.599 755.165 519.748 490.088 463.197 486.993 609.068 489.141 400.007 365.809 300.319 378.459 348.049 545.991 461.431
1,16% 1,38% 0,99% 1,21% 1,08% 0,96% 1,12% 1,18% 0,77% 1,05% 0,71% 0,68% 0,65% 0,64% 0,63% 0,50% 0,41% 0,34% 0,26% 0,26% 0,20% 0,37% 0,22%
86.668 88.035 215.943 89.363 83.049 195.118 52.503 64.809 197.703 106.511 78.862 223.159 69.321 72.005 208.994 68.330 71.533 206.244 53.258 51.262 201.907 74.286 101.745
0,17% 0,17% 0,37% 0,18% 0,15% 0,36% 0,12% 0,12% 0,31% 0,15% 0,11% 0,31% 0,10% 0,09% 0,21% 0,07% 0,07% 0,19% 0,05% 0,04% 0,12% 0,05% 0,05%
5.105.942 10,27% 4.275.593 8,10% 5.766.999 9,97% 4.816.427 9,73% 4.204.034 7,73% 2.371.471 4,39% 585.128 1,33% 1.479.755 2,64% 835.771 1,29% 426.760 0,59% 703.695 0,97% 640.771 0,88% 387.362 0,54% 477.563 0,63% 1.368.346 1,41% 216.875 0,22% 172.802 0,18% 217.553 0,20% 175.727 0,15% 389.278 0,27% 312.428 0,18% 206.474 0,14% 102.501 0,05%
32.313.442
2,41%
25.465.702
1,90%
23.998.044
1,79%
8.447.068
0,63%
4.848.464
0,36%
1.178.885
0,09%
4.026.909
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2000 Total
0,30%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3
International Index Derivatives
6.3.1
Index Options – Volume
ex_monthly0112.doc 14.01.2002 page 78
Traded Contracts Nov 01
Nov 00
Y-T-D
Chg YoY
CBOE CME CBOE CBOT CBOE MSE
1.965.471 366.686 762.247 14.537 90.786 4.877
1.794.893 415.363 263.059 15.840 210.257 4.601
21.116.448 4.086.974 8.428.289 275.431 1.536.858 32.044
9,50% -11,72% 189,76% -8,23% -56,82% 6,00%
Eurex Euronext P Eurex Liffe Amex Liffe Liffe Liffe
2.097.994 0 4.985 0 2.355 0 0 0
927.122 2.185 3.745 0 4.026 0 0 0
19.046.893 2.814 44.400 250 15.080 0 0 0
Eurex Eurex Eurex Euronext P Euronext A Euronext B Liffe Idem MeffRV OM Futop VEX Tase
4.156.537 136.459 318.546 11.452.161 645.356 33.112 1.060.376 231.615 53.676 510.259 620 10.349 2.259.999
3.373.404 140.661 236.908 7.154.395 502.515 54.944 623.465 244.884 56.941 357.212 0 9.619 3.227.486
619.058 17.490 0 80.609 141.938.579 0 30.250 1.942.918
Volume in EUR millions Nov 01
Nov 00
Y-T-D
Chg YoY
249.839 46.611 8.377 1.598 16.165 149
270.602 62.621 3.141 1.891 60.424 180
2.799.729 540.640 94.298 31.430 305.273 1.009
-7,67% -25,57% 166,70% -15,53% -73,25% -17,09%
126,29% -100,00% 33,11% -41,51% 0,00% 0,00% 0,00%
77.454 0 176 0 66 0 0 0
46.792 105 186 0 144 0 0 0
719.807 125 1.684 8 430 0 0 0
65,53% -100,00% -5,25% 0,00% -54,44% 0,00% 0,00% 0,00%
44.102.502 1.726.251 3.179.143 99.905.429 4.408.203 709.453 11.001.225 2.552.113 557.306 4.261.718 4.279 118.897 23.963.817
23,21% -2,99% 34,46% 60,07% 28,43% -39,74% 70,08% -5,42% -5,73% 42,84% #DIV/0! 7,59% -29,98%
102.197 192 13.377 51.261 31.795 174 87.779 18.376 4.490 4.462 2 58 24.684
115.461 624 12.677 42.412 32.659 328 62.511 28.457 5.247 4.479 0 51 43.927
1.155.077 3.354 135.243 492.533 248.251 3.968 971.311 231.613 48.898 40.083 16 688 269.478
-11,49% -69,29% 5,52% 20,86% -2,65% -46,89% 40,42% -35,43% -14,43% -0,37% 100,00% 13,10% -43,81%
527.643 64.764 360 52.519 27.187.150 44.907 12.601
6.397.271 279.266 468 708.834 919.113.728 11.478 467.418
17,33% -72,99% -100,00% 53,49% 422,08% -100,00% 140,06%
59.844 1.691 0 0 995.791 0 1.470
80.228 9.847 10 47 165.706 2.189 624
711.601 32.343 10 445 5.708.441 548 21.976
-25,41% -82,83% -100,00% 500,94% -100,00% 135,47%
1.207.585
15.913.988
60,89%
18.986
13.291
180.408
42,85%
North America S&P 500 S&P 500 DJX DJIA Nasdaq 100 S&P Can 60
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 100 FTSE Euro-Stars MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 AEX BEL 20 FTSE 100 MIB 30 IBEX 35 OMX KFX ATX TA 25
Pacific Nikkei 225 Nikkei 225 Nikkei 300 Hang Seng Kospi 200 All Ords SPI 200
Osaca SE SGX-DT Osaca SE HKFE KSE SFE SFE
Africa ALSI
Safex
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.2
ex_monthly0112.doc 14.01.2002 page 79
Index Options – Open Interest Open Interest in Contracts Nov 01 Nov 00
Chg YoY
Open Interest in EUR millions Nov 01 Nov 00
Chg YoY
OI/Volume-Ratio Nov 01
Nov 00
North America S&P 500 S&P 500 DJX DJIA Nasdaq 100 S&P Can 60
CBOE CME CBOE CBOT CBOE MSE
2.093.859 221.894 886.015 21.019 54.185 7.549
1.971.071 269.683 476.215 13.483 90.385 18.128
6,23% -17,72% 86,05% 55,89% -40,05% -58,36%
266.159 28.206 9.737 2.310 9.648 231
297.163 40.658 5.686 1.610 25.975 710
-10,43% -30,63% 71,25% 43,49% -62,86% -67,43%
12,8 7,3 13,9 17,4 7,2 18,6
13,2 7,8 21,7 10,2 5,2 47,3
Eurex Euronext P Eurex Liffe Amex Liffe Liffe Liffe
4.319.623 1.652 15.535 0 7.177 0 0 0
1.768.662 13.384 19.869 1.510 5.243 0 0 0
144,23% -87,66% -21,81% -100,00% 36,89% 0,00% 0,00% 0,00%
170.486 60 591 0 200 0 0 0
89.142 641 909 54 187 0 0 0
91,25% -90,57% -34,97% -100,00% 6,61% 0,00% 0,00% 0,00%
24,7 37,4 36,6 -
22,9 73,5 63,7 15,6 -
Eurex Eurex Eurex Euronext P Euronext A Euronext B Liffe Idem MeffRV OM Futop VEX Tase
4.761.066 442.564 529.957 18.729.315 806.368 135.463 1.615.840 244.837 92.380 169.096 1.496 15.608 220.908
2.391.694 151.098 409.195 9.460.406 671.772 124.590 816.974 292.039 78.848 99.139 0 11.760 280.873
99,07% 192,90% 29,51% 97,98% 20,04% 8,73% 97,78% -16,16% 17,16% 70,56% #DIV/0! 32,72% -21,35%
130.096 969 23.924 83.834 39.727 714 133.760 19.425 7.727 1.479 5 87 2.413
83.192 767 20.815 56.082 43.660 745 81.913 33.937 7.265 1.243 0 63 3.823
56,38% 26,39% 14,94% 49,48% -9,01% -4,18% 63,29% -42,76% 6,36% 18,97% 39,52% -36,88%
13,7 38,9 20,0 19,6 15,0 49,1 18,3 12,7 20,7 4,0 29,0 18,1 1,2
8,5 12,9 20,7 15,9 16,0 27,2 15,7 14,3 16,6 3,3 14,7 1,0
Osaca SE SGX-DT Osaca SE HKFE KSE SFE SFE
195.749 49.989 72 44.825 5.117.649 0 99.600
150.330 88.407 60 15.149 1.497.332 104.043 50.890
30,21% -43,46% 20,00% 195,89% 241,78% -100,00% 95,72%
18.923 4.832 1 0 35.904 0 4.840
22.858 13.442 2 14 9.126 5.072 2.521
-17,21% -64,05% -19,61% -100,00% 293,41% -100,00% 91,97%
3,8 34,3 6,7 0,4 39,5
3,4 16,4 2,0 3,5 0,7 27,8 48,5
Safex
1.891.659
1.981.553
-4,54%
18.485
21.809
-15,24%
11,7
19,7
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 100 FTSE Euro-Stars MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 AEX BEL 20 FTSE 100 MIB 30 IBEX 35 OMX KFX ATX TA 25
Pacific Nikkei 225 Nikkei 225 Nikkei 300 Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.3
ex_monthly0112.doc 14.01.2002 page 80
Index Futures – Volume Traded Contracts Nov 01
Nov 00
Y-T-D
Chg YoY
Volume in EUR millions Nov 01
Nov 00
Y-T-D
Chg YoY
The Americas S&P 500 Mini S&P DJIA Nasdaq 100 E-mini Nasdaq S&P Can 60 Bovespa
CME CME CBOT CME CME MSE BM&F
1.691.684 4.263.384 377.209 3.342.360 45.001 88.904 425.473
1.636.021 1.843.192 267.071 400.412 1.445.733 60.465 519.748
20.353.724 36.145.783 4.572.051 11.533.068 22.703.192 1.030.068 4.734.030
3,40% 131,30% 41,24% 734,73% -96,89% 47,03% -18,14%
537.592 271.455 41.456 595.111 1.611 5.446 7.372
616.626 138.942 31.890 115.071 83.095 4.735 12.100
6.741.600 2.369.060 514.705 2.031.119 891.153 66.220 84.662
-12,82% 95,37% 30,00% 417,17% -98,06% 15,01% -39,07%
Eurex Euronext P Eurex Liffe Nymex Liffe Liffe Liffe Liffe
3.621.185 42.623 33.616 11.786 0 0 0 4.657 23.340
1.401.564 93.978 11.304 12.822 289 0 0 9.930 14.372
37.828.500 826.365 452.830 108.755 3.348 0 1.314 108.178 317.590
158,37% -54,65% 197,38% -8,08% -100,00% 0,00% 0,00% -53,10% 62,40%
133.576 1.559 1.225 656 0 0 0 98 486
69.602 4.502 544 916 9 0 0 273 378
1.303.383 34.016 14.123 6.443 93 0 30 2.458 6.853
91,91% -65,36% 125,11% -28,41% -100,00% 0,00% 0,00% -64,25% 28,58%
Eurex Eurex Eurex Euronext P Liffe Idem Euronext A MeffRV OM Futop VEX Euronext B
1.236.334 462.830 381.333 1.925.840 968.121 386.360 315.621 358.941 1.217.432 38.124 12.581 35.719
884.275 169.402 241.732 1.429.214 670.391 331.890 238.248 375.886 1.021.683 47.960 27.061 54.071
14.686.359 14.686.359 5.099.537 21.179.905 11.258.409 4.292.971 2.304.778 3.996.817 13.894.009 458.765 249.094 506.156
39,81% 173,21% 57,75% 34,75% 44,41% 16,41% 32,48% -4,51% 19,16% -20,51% -53,51% -33,94%
153.871 564 16.555 86.202 80.142 61.308 31.099 30.024 10.646 139 70 1.882
150.571 636 12.979 84.725 67.216 77.136 30.968 34.636 12.810 203 144 3.232
1.882.993 1.882.993 205.224 1.050.272 996.670 774.472 260.343 352.255 130.428 1.831 1.450 28.621
2,19% -11,32% 27,55% 1,74% 19,23% -20,52% 0,42% -13,31% -16,89% -31,58% -51,13% -41,78%
Osaca SE SGX-DT Osaca SE SGX-DT HKFE KSE SFE SFE
756.263 318.366 25.440 357.699 417.825 3.754.136 0 225.145
526.649 290.429 24.207 363.336 367.725 2.262.317 249.105 5.815
8.545.949 4.125.068 853.577 3.504.986 4.079.003 27.762.737 61.080 3.412.357
43,60% 9,62% 5,09% -1,55% 13,62% 65,94% -100,00% 3771,80%
73.108 30.776 480 4.506 0 131.689 0 10.940
80.077 44.160 681 5.742 329 68.944 12.142 288
946.089 458.244 19.238 49.223 2.639 856.721 2.926 159.938
-8,70% -30,31% -29,59% -21,53% -100,00% 91,01% -100,00% 3697,71%
678.920
518.251
6.850.981
31,00%
6.634
5.704
75.973
16,32%
Pan Europe Euro Stoxx 50 Euro Stoxx 50 Stoxx 50 Eurotop 100 Eurotop 300 FTSE Euro-Stars FTSE Eurobloc 100 MSCI Euro MSCI Pan-Euro
Europe DAX Nemax 50 SMI CAC 40 FTSE 100 MIB 30 AEX IBEX 35 OMX KFX ATX BEL 20
Pacific Nikkei 225 Nikkei 225 Nikkei 300 MSCI Taiwan Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Safex
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.4
ex_monthly0112.doc 14.01.2002 page 81
Index Futures – Open Interest Open Interest in Contracts Nov 01 Nov 00
Chg YoY
Open Interest in EUR millions Nov 01 Nov 00
Chg YoY
OI/Volume-Ratio Nov 01
Nov 00
The Americas S&P 500 Mini S&P DJIA Nasdaq 100 E-mini Nasdaq S&P Can 60 Bovespa
551.215 240.339 28.763 62.172 122.747 86.362 39.076
477.950 79.101 21.630 51.264 77.689 66.849 899.643
15,33% 203,84% 32,98% 21,28% 58,00% 29,19% -95,66%
175.168 15.303 3.161 11.070 4.394 5.290 677
180.142 5.963 2.583 14.732 4.465 5.235 20.945
-2,76% 156,64% 22,39% -24,86% -1,59% 1,05% -96,77%
3,9 0,7 0,9 0,2 32,7 11,7 1,1
3,5 0,5 1,0 1,5 0,6 13,3 20,8
1.072.797 18.144 37.292 14.003 0 0 219 5.402 22.929
512.136 47.117 22.907 14.045 833 0 219 3.206 13.278
109,48% -61,49% 62,80% -0,30% -100,00% 0,00% 0,00% 68,50% 72,68%
39.336 664 1.332 779 0 0 5 113 478
24.640 2.257 1.060 1.003 26 0 6 88 349
59,64% -70,59% 25,70% -22,35% -100,00% 0,00% -23,28% 28,46% 36,72%
3,6 5,1 13,3 14,3 13,9 11,8
4,4 6,0 24,3 13,1 34,6 3,9 11,1
176.099 367.165 146.054 556.321 401.908 18.304 47.359 51.586 244.818 10.024 14.462 1.914.261
196.984 69.782 155.336 312.574 275.927 25.359 38.277 51.259 221.167 10.109 9.201 14.956
-10,60% 426,16% -5,98% 77,98% 45,66% -27,82% 23,73% 0,64% 10,69% -0,84% 57,18% 12699,28%
21.966 456 6.208 24.901 33.270 2.904 4.666 4.315 2.141 36 81 100.836
31.583 222 8.252 18.530 27.666 5.894 4.975 4.723 2.773 43 49 894
-30,45% 105,81% -24,77% 34,39% 20,26% -50,72% -6,21% -8,64% -22,79% -14,65% 65,23% 11179,94%
1,7 9,5 4,6 3,5 5,0 0,6 1,8 1,7 2,4 3,2 13,8 643,1
2,7 4,9 7,7 2,6 4,9 0,9 1,9 1,6 2,6 2,5 4,1 3,3
Osaca SE SGX-DT Osaca SE SGX-DT HKFE KSE SFE SFE
178.952 105.677 51.786 37.330 37.909 74.351 0 148.564
188.683 101.942 90.568 32.380 35.943 41.741 142.367 6.802
-5,16% 3,66% -42,82% 15,29% 5,47% 78,12% -100,00% 2084,12%
17.299 10.216 976 470 0 2.608 0 7.219
28.689 15.500 2.549 512 32 1.272 6.940 337
-39,70% -34,09% -61,69% -8,11% -100,00% 105,03% -100,00% 2042,33%
2,8 4,0 24,4 1,3 1,1 0,2 7,9
4,3 4,2 44,9 1,1 1,2 0,2 6,9 14,0
Safex
200.000
241.645
-17,23%
1.954
2.660
-26,51%
3,5
5,6
CME CME CBOT CME CME MSE BM&F
Pan Europe EURO STOXX 50 Eurex EURO STOXX 50 Euronext P STOXX 50 Eurex Eurotop 100 Liffe Eurotop 300 Nymex FTSE EURO-STARS Liffe FTSE Eurobloc 100 Liffe MSCI Euro Liffe MSCI Pan-Euro Liffe
Europe DAX Nemax 50 SMI CAC 40 FTSE 100 MIB 30 AEX IBEX 35 OMX KFX ATX BEL 20
Eurex Eurex Eurex Euronext P Liffe Idem Euronext A MeffRV OM Futop VEX Euronext B
Pacific Nikkei 225 Nikkei 225 Nikkei 300 MSCI Taiwan Hang Seng Kospi 200 All Ords SPI 200
Africa ALSI
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.5
ex_monthly0112.doc 14.01.2002 page 82
Pan European Index Options – Volume in EUR million Volume in EUR million Euro STOXX 50 Eurex 1998 Total 1999 Total 2000 Total
3.815 144.750 417.568
24,72% 94,25% 98,59%
2.293 2.954 2.820
14,86% 1,92% 0,67%
3.135 4.958 1.951
20,31% 3,23% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 6.192 920 1.214
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
153.131 170.927 229.647 166.102
99,69% 99,80% 99,61% 99,67%
366 263 651 404
0,24% 0,15% 0,28% 0,24%
84 23 19 0
0,05% 0,01% 0,01% 0,00%
31 57 227 147
0,02% 0,03% 0,10% 0,09%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
32.807 28.980 28.925 21.265 40.491 37.193 30.366 35.042 39.037 48.100 46.792 28.572 48.114 48.741 56.275 51.758 51.202 67.966 81.456 72.590 75.601 88.648 77.454
96,31% 98,13% 98,55% 98,58% 99,19% 99,55% 98,66% 98,78% 98,44% 98,78% 99,08% 98,43% 99,67% 99,53% 99,84% 99,89% 99,85% 99,69% 99,61% 99,75% 99,48% 99,65% 99,69%
851 174 212 42 110 60 68 160 444 321 186 192 84 214 68 32 77 154 224 115 312 228 176
2,50% 0,59% 0,72% 0,20% 0,27% 0,16% 0,22% 0,45% 1,12% 0,66% 0,39% 0,66% 0,17% 0,44% 0,12% 0,06% 0,15% 0,23% 0,27% 0,16% 0,41% 0,26% 0,23%
335 211 212 265 174 95 46 126 97 213 105 74 54 7 23 22 0 0 18 0 0 0 0
0,98% 0,71% 0,72% 1,23% 0,43% 0,25% 0,15% 0,36% 0,24% 0,44% 0,22% 0,25% 0,11% 0,01% 0,04% 0,04% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00%
70 167 0 0 47 12 297 147 79 61 144 190 21 9 1 1 0 56 80 65 83 81 66
0,21% 0,57% 0,00% 0,00% 0,12% 0,03% 0,97% 0,41% 0,20% 0,13% 0,30% 0,65% 0,04% 0,02% 0,00% 0,00% 0,00% 0,08% 0,10% 0,09% 0,11% 0,09% 0,08%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
719.807
99,69%
1.684
0,23%
125
0,02%
463
0,06%
0
0,00%
0
0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
100.000
Share
STOXX 50 Eurex
Share
Euro STOXX 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
40,12% 0,60% 0,29%
0 0
0,00% 0,00%
1 0
0,00% 0,00%
Volume in EUR million
90.000 Euro STOXX 50 - Eurex 80.000 70.000 60.000 50.000 40.000 30.000 20.000 10.000 0 Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.6
14.01.2002 page 83
Pan European Index Options – Traded Contracts Traded Contracts Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 Total 1999 Total 2000 Total
122.951 3.791.738 8.197.999
37,68% 94,00% 98,40%
73.779 80.254 61.530
22,61% 1,99% 0,74%
106.457 131.049 38.356
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
3.344.665 3.881.510 6.054.446 4.643.849
99,67% 99,78% 99,58% 99,63%
8.200 6.270 17.151 11.763
0,24% 0,16% 0,28% 0,25%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
691.978 579.276 537.329 409.149 776.995 699.660 571.949 671.350 762.202 990.155 927.122 580.834 973.606 1.060.970 1.310.089 1.207.925 1.143.419 1.530.166 1.960.372 1.823.488 2.270.586 2.545.855 2.097.994
95,95% 97,88% 98,31% 98,58% 99,12% 99,52% 98,23% 98,63% 98,32% 98,77% 98,94% 98,16% 99,64% 99,51% 99,83% 99,90% 99,84% 99,64% 99,57% 99,71% 99,48% 99,62% 99,65%
20.332 3.951 5.208 915 2.255 1.222 1.438 3.103 8.898 6.509 3.745 3.954 1.786 4.733 1.681 736 1.814 3.720 5.489 3.002 8.660 6.778 4.985
17.924.470
99,65%
43.384
2001 Total
6.3.7
ex_monthly0112.doc
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
32,63% 3,25% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 23.099 30.780 33.010
7,08% 0,76% 0,40%
0 0
0,00% 0,00%
51 0
0,00% 0,00%
1.859 501 454 0
0,06% 0,01% 0,01% 0,00%
907 1.790 8.083 5.397
0,03% 0,05% 0,13% 0,12%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2,82% 0,67% 0,95% 0,22% 0,29% 0,17% 0,25% 0,46% 1,15% 0,65% 0,40% 0,67% 0,18% 0,44% 0,13% 0,06% 0,16% 0,24% 0,28% 0,16% 0,38% 0,27% 0,24%
6.840 4.062 4.033 4.993 3.352 1.844 903 2.434 1.965 4.204 2.185 1.541 1.152 168 539 491 0 10 444 10 0 0 0
0,95% 0,69% 0,74% 1,20% 0,43% 0,26% 0,16% 0,36% 0,25% 0,42% 0,23% 0,26% 0,12% 0,02% 0,04% 0,04% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00%
2.015 4.521 7 0 1.260 313 7.948 3.811 2.128 1.601 4.029 5.377 602 280 25 27 0 1.763 2.610 2.270 3.203 3.025 2.372
0,28% 0,76% 0,00% 0,00% 0,16% 0,04% 1,37% 0,56% 0,27% 0,16% 0,43% 0,91% 0,06% 0,03% 0,00% 0,00% 0,00% 0,11% 0,13% 0,12% 0,14% 0,12% 0,11%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0,24%
2.814
0,02%
16.177
0,09%
0
0,00%
0
0,00%
Pan European Index Options – Value of Open Interest in EUR million Value of Open Interest in EUR million Euro Stoxx 50 Eurex Share 1.526 36.657 62.874
70,37% 93,96% 98,32%
379 490 426
17,48% 1,26% 0,67%
117 1.648 294
5,40% 4,22% 0,46%
Eurotop 100 AEX/Amex/ Liffe/Nymex 146 219 352
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
89.306 101.758 138.986 170.486
99,37% 99,58% 99,65% 99,45%
258 277 433 591
0,29% 0,27% 0,31% 0,34%
181 94 54 60
0,20% 0,09% 0,04% 0,03%
126 57 5 286
0,14% 0,06% 0,00% 0,17%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
45.174 55.963 57.294 60.604 67.226 60.015 68.236 78.687 68.486 80.531 89.142 62.874 73.827 88.412 89.306 97.330 105.280 101.758 120.442 133.053 138.986 162.118 170.486
96,39% 94,85% 96,13% 96,12% 96,35% 97,22% 97,40% 97,43% 97,40% 97,52% 97,78% 98,32% 98,73% 98,88% 99,37% 99,36% 99,38% 99,58% 99,47% 99,53% 99,65% 99,59% 99,45%
836 844 731 735 791 623 642 746 844 904 909 426 419 554 258 274 313 277 372 365 433 531 591
1,78% 1,43% 1,23% 1,17% 1,13% 1,01% 0,92% 0,92% 1,20% 1,09% 1,00% 0,67% 0,56% 0,62% 0,29% 0,28% 0,30% 0,27% 0,31% 0,27% 0,31% 0,33% 0,34%
590 1.790 1.305 1.438 1.457 821 763 882 567 639 641 294 319 281 181 216 210 94 90 82 54 57 60
1,26% 3,03% 2,19% 2,28% 2,09% 1,33% 1,09% 1,09% 0,81% 0,77% 0,70% 0,46% 0,43% 0,31% 0,20% 0,22% 0,20% 0,09% 0,07% 0,06% 0,04% 0,04% 0,03%
268 406 269 271 302 270 418 448 419 508 475 352 209 164 126 135 133 57 179 177 5 80 286
0,57% 0,69% 0,45% 0,43% 0,43% 0,44% 0,60% 0,55% 0,60% 0,62% 0,52% 0,55% 0,28% 0,18% 0,14% 0,14% 0,13% 0,06% 0,15% 0,13% 0,00% 0,05% 0,17%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
2001 Total
170.486
99,45%
591
0,34%
60
0,03%
286
0,17%
0
0,00%
0
0,00%
1998 End 1999 End 2000 End
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
6,75% 0,56% 0,55%
0 0
0,00% 0,00%
0 0
0,00% 0,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.8
ex_monthly0112.doc 14.01.2002 page 84
Pan European Index Options – Open Interest in contracts Open Interest Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 End 1999 End 2000 End
49.547 922.335 1.235.617
70,10% 99,85% 98,03%
12.261 12.717 8.682
17,35% 1,38% 0,69%
3.497 33.615 6.165
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.905.201 2.216.870 3.428.152 4.319.623
99,26% 99,54% 99,63% 99,37%
5.799 6.418 11.031 15.535
0,30% 0,29% 0,32% 0,36%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
1.078.395 1.282.214 1.235.151 1.296.153 1.428.105 1.212.493 1.368.051 1.568.231 1.343.538 1.595.265 1.768.662 1.235.617 1.463.985 1.794.212 1.905.201 2.090.386 2.255.154 2.216.870 2.691.372 3.035.949 3.428.152 4.104.083 4.319.623
96,35% 95,05% 96,13% 96,14% 96,29% 96,98% 97,09% 97,18% 97,01% 97,21% 97,44% 98,03% 98,57% 98,73% 99,26% 99,29% 99,30% 99,54% 99,38% 99,44% 99,63% 99,55% 99,37%
21.082 21.223 17.728 17.809 18.941 14.502 14.924 16.938 18.511 19.767 19.869 8.682 8.590 11.589 5.799 6.168 7.067 6.418 8.811 8.643 11.031 13.888 15.535
2001 Total
4.319.623
99,37%
15.535
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
4,95% -1,88% 0,49%
Eurotop 100 AEX/Amex/ Liffe/Nymex 5.375 5.969 9.964
7,60% 0,65% 0,79%
0 0
0,00% 0,00%
0 0
0,00% 0,00%
4.326 2.111 1.652 1.652
0,23% 0,09% 0,05% 0,04%
4.045 1.802 191 10.288
0,21% 0,08% 0,01% 0,24%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
1,88% 1,57% 1,38% 1,32% 1,28% 1,16% 1,06% 1,05% 1,34% 1,20% 1,09% 0,69% 0,58% 0,64% 0,30% 0,29% 0,31% 0,29% 0,33% 0,28% 0,32% 0,34% 0,36%
12.023 34.536 24.864 27.106 28.021 15.958 14.892 17.044 11.540 12.637 13.384 6.165 6.749 6.511 4.326 4.763 4.763 2.111 2.204 2.194 1.652 1.652 1.652
1,07% 2,56% 1,94% 2,01% 1,89% 1,28% 1,06% 1,06% 0,83% 0,77% 0,74% 0,49% 0,45% 0,36% 0,23% 0,23% 0,21% 0,09% 0,08% 0,07% 0,05% 0,04% 0,04%
7.719 10.978 7.072 7.072 8.072 7.340 11.185 11.602 11.340 13.312 13.296 9.964 5.913 5.068 4.045 4.047 4.042 1.802 5.872 6.206 191 2.989 10.288
0,69% 0,81% 0,55% 0,52% 0,54% 0,59% 0,79% 0,72% 0,82% 0,81% 0,73% 0,79% 0,40% 0,28% 0,21% 0,19% 0,18% 0,08% 0,22% 0,20% 0,01% 0,07% 0,24%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0,36%
1.652
0,04%
10.288
0,24%
0
0,00%
0
0,00%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.9
ex_monthly0112.doc 14.01.2002 page 85
Index Options – Volume in EUR million Volume in EUR million S&P 500 Nasdaq 100 CBOE CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 Total 1999 Total 2000 Total
2.493.527 2.950.819 4.065.511
183.944 318.667 988.774
18.904 22.911 66.852
755.282 860.679 1.120.168
312.002 355.281 525.016
331.160 472.775 655.562
263.288 399.031 327.534
94.864 87.569 85.464
254.431 230.480 170.011
354.254 289.954 310.733
6.950 149.707 419.520
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.009.322 907.822 807.658 615.568
135.316 109.238 47.951 36.445
26.963 42.106 33.059 23.600
302.191 296.419 340.242 216.225
117.428 136.415 134.928 103.762
233.104 230.155 303.634 204.418
73.817 61.482 56.276 40.038
14.109 12.737 12.963 9.089
40.896 37.446 32.449 24.452
83.112 78.537 54.808 31.795
153.215 170.949 229.666 166.102
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
366.889 331.078 444.281 367.433 346.973 271.460 236.576 307.826 327.433 446.786 333.224 285.552 309.984 295.891 403.447 339.118 322.174 246.530 262.589 257.412 287.657 319.118 296.450 3.340.370
94.237 86.099 97.826 145.957 96.745 54.924 41.207 57.582 89.277 87.169 74.697 63.055 52.526 47.583 35.207 42.633 36.871 29.734 17.305 18.452 12.194 19.091 17.354 328.949
5.549 7.477 8.693 8.138 5.544 3.554 3.399 4.087 3.760 7.892 5.032 3.727 4.316 6.374 16.273 19.426 11.809 10.871 9.325 9.448 14.286 13.625 9.975 125.728
108.531 102.334 97.087 79.590 91.590 72.877 69.629 78.733 108.475 114.639 115.461 81.224 85.483 85.876 130.832 100.373 106.645 89.401 96.072 119.905 124.265 114.028 102.197 1.155.077
41.388 56.514 42.430 47.955 50.933 42.642 29.893 33.295 55.711 49.352 42.412 32.492 33.542 30.449 53.438 43.118 48.111 45.186 45.534 37.693 51.701 52.501 51.261 492.533
48.771 50.672 57.612 40.334 53.719 56.969 52.602 53.781 69.442 69.437 62.511 39.713 69.636 67.652 95.816 69.063 75.477 85.614 89.414 95.985 118.236 116.639 87.779 971.311
30.680 36.379 29.334 24.878 34.960 22.088 20.934 23.331 24.165 32.713 28.457 19.615 21.610 23.180 29.027 21.762 21.843 17.876 17.573 15.045 23.658 21.662 18.376 231.613
9.437 10.961 13.151 6.573 7.848 6.551 4.017 4.809 8.378 4.558 5.247 3.934 4.747 3.519 5.843 4.303 3.872 4.562 5.800 2.796 4.367 4.600 4.490 48.898
14.762 12.571 15.912 13.975 16.802 13.734 13.808 15.731 14.976 15.156 12.677 9.908 10.952 10.818 19.126 10.638 13.654 13.155 9.085 10.111 13.252 11.075 13.377 135.243
14.548 27.608 29.388 23.974 21.658 20.420 21.948 23.631 24.764 40.134 32.659 30.000 28.915 22.199 31.998 28.619 26.965 22.953 27.421 27.387 0 0 31.795 248.251
33.143 29.191 29.137 21.530 40.665 37.288 30.412 35.168 39.133 48.312 46.896 28.646 48.169 48.748 56.298 51.781 51.202 67.966 81.474 72.591 75.601 88.648 77.454 719.932
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
46,27% 46,07% 45,99% 46,40% 44,83% 38,89% 39,69% 38,60% 39,66% 41,93%
7,84% 7,41% 4,01% 5,83% 5,13% 4,69% 2,62% 2,77% 1,68% 2,51%
0,64% 0,99% 1,85% 2,66% 1,64% 1,72% 1,41% 1,42% 1,97% 1,79%
12,76% 13,37% 14,91% 13,73% 14,84% 14,10% 14,52% 17,98% 17,13% 14,98%
5,01% 4,74% 6,09% 5,90% 6,69% 7,13% 6,88% 5,65% 7,13% 6,90%
10,40% 10,53% 10,92% 9,45% 10,50% 13,51% 13,51% 14,39% 16,30% 15,33%
3,23% 3,61% 3,31% 2,98% 3,04% 2,82% 2,66% 2,26% 3,26% 2,85%
0,71% 0,55% 0,67% 0,59% 0,54% 0,72% 0,88% 0,42% 0,60% 0,60%
1,63% 1,68% 2,18% 1,46% 1,90% 2,08% 1,37% 1,52% 1,83% 1,46%
4,32% 3,46% 3,65% 3,92% 3,75% 3,62% 4,14% 4,11% 0,00% 0,00%
7,19% 7,59% 6,42% 7,09% 7,13% 10,72% 12,31% 10,89% 10,42% 11,65%
41,72%
2,44%
1,40%
14,38%
7,21%
12,35%
2,59%
0,63%
1,88%
4,47%
10,90%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
140.000
Volume in EUR million 120.000
100.000
80.000
60.000
40.000
20.000
0
DAX
Euro Stoxx 50
FTSE 100
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.10
ex_monthly0112.doc 14.01.2002 page 86
Index Options – Traded Contracts Traded Contracts S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
25.708.136 23.313.805 23.548.454
1.565.244 1.273.270 2.538.044
245.398 229.560 3.963.456
29.948.503 32.613.783 31.941.562
2.752.536 75.652.724 84.036.775
3.968.199 4.897.934 6.285.819
1.577.621 2.236.241 2.842.081
1.681.205 861.255 779.974
3.394.098 3.669.386 3.474.369
7.864.884 5.532.409 4.701.906
229.408 3.922.787 8.236.355
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
7.377.459 6.291.108 6.491.140 5.043.715
616.187 515.415 299.789 223.430
1.691.022 2.582.896 2.464.626 1.965.176
9.626.814 9.791.672 12.980.821 9.128.882
21.579.816 25.113.426 29.666.505 23.545.682
2.490.969 2.404.735 3.612.528 2.492.993
720.657 630.302 687.043 514.111
146.540 136.217 161.709 112.840
823.869 777.899 742.765 592.108
1.396.516 1.343.584 1.022.747 645.356
3.346.524 3.882.011 6.054.900 4.643.849
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
2.553.691 2.336.219 2.833.050 2.306.906 2.290.765 1.780.183 1.532.224 1.800.900 2.012.677 2.652.458 2.210.256 2.038.887 2.125.392 2.203.777 3.048.290 2.413.122 2.168.570 1.709.416 1.899.996 2.072.552 2.518.592 2.711.558 2.332.157
256.205 194.557 212.564 352.748 272.968 139.201 105.799 125.385 220.780 225.364 259.922 253.841 189.727 230.269 196.191 204.324 173.159 137.932 90.080 114.590 95.119 125.966 97.464
275.485 503.548 539.446 485.344 385.091 240.560 211.858 229.237 219.577 410.009 278.899 184.402 241.242 386.790 1.062.990 1.220.879 723.089 638.928 566.281 701.926 1.196.419 1.188.392 776.784
3.230.152 2.818.307 2.572.856 2.208.066 2.579.394 2.041.939 1.946.785 2.197.926 3.091.575 3.424.349 3.373.404 2.456.809 2.584.951 2.641.689 4.400.174 3.396.393 3.444.014 2.951.265 3.281.918 4.308.343 5.390.560 4.972.345 4.156.537
7.312.578 9.128.484 6.749.828 7.469.959 7.925.711 6.614.666 4.568.995 5.025.417 8.890.063 7.714.129 7.154.395 5.482.550 5.591.701 5.672.801 10.315.314 7.644.985 8.820.864 8.647.577 8.953.695 8.037.971 12.674.839 12.093.521 11.452.161
467.283 496.507 528.796 374.761 527.702 567.730 510.707 494.551 660.421 632.526 623.465 401.370 707.247 730.608 1.053.114 717.494 776.248 910.993 994.712 1.127.393 1.490.423 1.432.617 1.060.376
303.213 293.495 247.161 217.512 304.443 189.042 180.355 194.534 213.244 274.737 244.884 179.461 192.246 230.630 297.781 212.643 224.772 192.887 191.334 173.741 321.968 282.496 231.615
87.093 87.093 110.188 57.315 73.427 61.913 38.140 44.182 76.508 43.986 56.941 43.188 46.923 36.840 62.777 44.081 40.757 51.379 68.394 33.603 59.712 59.164 53.676
325.433 284.768 355.945 297.723 351.696 276.557 269.698 301.951 285.386 298.315 236.908 189.989 209.167 211.858 402.844 229.304 278.139 270.456 196.096 225.130 321.539 273.562 318.546
237.568 415.609 443.737 362.477 330.408 303.808 328.474 342.718 374.351 589.721 502.515 470.520 451.814 371.630 573.072 482.534 460.827 400.223 499.732 523.015 0 0 645.356
698.818 583.338 541.362 414.142 780.347 701.504 572.852 673.784 764.167 994.359 929.307 582.375 974.758 1.061.138 1.310.628 1.208.416 1.143.419 1.530.176 1.960.816 1.823.498 2.270.586 2.545.855 2.097.994
25.203.422
1.654.821
8.703.720
41.528.189
99.905.429
11.001.225
2.552.113
557.306
2.936.641
4.408.203
17.927.284
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
16,22% 13,63% 18,72% 15,86% 14,48% 13,78% 14,93% 15,76% 11,97% 15,37% 13,93% 16,60% 15,96% 15,99% 13,41% 13,58% 11,88% 9,80% 10,16% 10,83% 9,56% 10,56%
1,63% 1,13% 1,40% 2,42% 1,73% 1,08% 1,03% 1,10% 1,31% 1,31% 1,64% 2,07% 1,42% 1,67% 0,86% 1,15% 0,95% 0,79% 0,48% 0,60% 0,36% 0,49%
1,75% 2,94% 3,56% 3,34% 2,43% 1,86% 2,06% 2,01% 1,31% 2,38% 1,76% 1,50% 1,81% 2,81% 4,68% 6,87% 3,96% 3,66% 3,03% 3,67% 4,54% 4,63%
20,51% 16,44% 17,00% 15,18% 16,30% 15,81% 18,96% 19,23% 18,39% 19,84% 21,26% 20,00% 19,41% 19,17% 19,36% 19,11% 18,87% 16,92% 17,55% 22,51% 20,47% 19,36%
46,44% 53,25% 44,60% 51,35% 50,09% 51,21% 44,51% 43,96% 52,89% 44,69% 45,08% 44,63% 41,99% 41,17% 45,40% 43,01% 48,32% 49,58% 47,87% 41,99% 48,12% 47,08%
2,97% 2,90% 3,49% 2,58% 3,34% 4,40% 4,97% 4,33% 3,93% 3,66% 3,93% 3,27% 5,31% 5,30% 4,63% 4,04% 4,25% 5,22% 5,32% 5,89% 5,66% 5,58%
1,93% 1,71% 1,63% 1,50% 1,92% 1,46% 1,76% 1,70% 1,27% 1,59% 1,54% 1,46% 1,44% 1,67% 1,31% 1,20% 1,23% 1,11% 1,02% 0,91% 1,22% 1,10%
0,55% 0,51% 0,73% 0,39% 0,46% 0,48% 0,37% 0,39% 0,46% 0,25% 0,36% 0,35% 0,35% 0,27% 0,28% 0,25% 0,22% 0,29% 0,37% 0,18% 0,23% 0,23%
2,07% 1,66% 2,35% 2,05% 2,22% 2,14% 2,63% 2,64% 1,70% 1,73% 1,49% 1,55% 1,57% 1,54% 1,77% 1,29% 1,52% 1,55% 1,05% 1,18% 1,22% 1,07%
1,51% 2,42% 2,93% 2,49% 2,09% 2,35% 3,20% 3,00% 2,23% 3,42% 3,17% 3,83% 3,39% 2,70% 2,52% 2,71% 2,52% 2,29% 2,67% 2,73% 0,00% 0,00%
4,44% 3,40% 3,58% 2,85% 4,93% 5,43% 5,58% 5,89% 4,55% 5,76% 5,86% 4,74% 7,32% 7,70% 5,77% 6,80% 6,26% 8,77% 10,48% 9,53% 8,62% 9,91%
Nov
10,04%
0,42%
3,34%
17,90%
49,31%
4,57%
1,00%
0,23%
1,37%
2,78%
9,03%
1998 Total 1999 Total 2000 Total
2001 Total
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.11
ex_monthly0112.doc 14.01.2002 page 87
Index Options – Value of Open Interest in EUR million Value of Open Interest in EUR million S&P 500 Nasdaq 100 Dow Jones IA CBOE CBOE CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
181.510 275.624 222.418
3.191 31.674 18.600
1.079 1.776 3.555
24.317 43.333 61.736
27.641 50.194 41.619
29.921 56.590 68.858
7.081 20.139 19.694
161 8.261 4.066
19.392 11.813 14.477
28.571 42.780 45.557
1.643 38.306 63.169
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
245.861 220.471 205.181 294.365
17.627 15.684 6.286 10.660
9.898 9.529 9.369 12.047
80.789 87.127 112.581 130.096
46.755 62.578 57.505 83.834
90.435 106.188 109.274 133.760
19.557 14.697 14.091 19.425
5.958 4.572 4.440 7.727
17.130 16.632 18.202 23.924
40.976 42.953 0 39.727
89.487 101.851 139.040 170.546
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
324.346 348.930 337.178 353.313 351.144 261.283 286.330 363.533 317.879 363.801 337.822 222.418 256.917 273.667 245.861 271.371 317.266 220.471 228.136 236.721 205.181 247.512 294.365 294.365
33.802 41.141 36.788 36.131 32.199 16.551 20.881 25.684 24.005 32.062 28.598 18.600 21.666 21.043 17.627 20.909 21.013 15.684 14.308 12.580 6.286 7.553 10.660 10.660
6.888 7.239 7.675 8.139 7.640 5.961 6.390 7.629 6.282 8.147 7.296 3.555 4.378 5.800 9.898 13.387 12.689 9.529 10.061 10.604 9.369 11.052 12.047 12.047
50.083 56.977 49.022 50.534 57.583 44.202 49.724 60.682 65.666 73.047 83.192 61.736 69.267 77.838 80.789 87.404 100.860 87.127 94.123 110.429 112.581 117.958 130.096 130.096
53.790 68.698 51.289 58.093 64.411 53.144 56.787 63.802 43.015 52.805 56.082 41.619 48.631 49.822 46.755 60.237 69.584 62.578 68.718 70.186 57.505 73.458 83.834 83.834
55.039 59.632 53.635 51.720 57.365 57.264 66.267 77.561 74.007 84.011 81.913 68.858 84.581 89.822 90.435 100.765 111.199 106.188 115.076 118.081 109.274 130.522 133.760 133.760
24.086 35.453 23.359 24.384 33.396 27.034 27.347 33.230 28.172 31.244 33.937 19.694 23.265 25.514 19.557 20.898 21.073 14.697 16.164 16.925 14.091 17.593 19.425 19.425
9.092 10.561 7.712 8.025 8.404 6.209 7.151 8.559 8.345 7.364 7.265 4.066 5.666 6.356 5.958 7.002 7.267 4.572 6.216 6.443 4.440 6.340 7.727 7.727
11.586 12.670 13.395 14.606 16.548 15.122 16.824 20.019 18.556 19.300 20.815 14.477 14.274 16.378 17.130 16.933 18.836 16.632 16.830 18.979 18.202 20.420 23.924 23.924
37.264 43.202 46.900 39.420 41.084 43.283 39.857 45.400 47.629 44.273 43.660 45.557 39.509 39.048 40.976 40.625 43.180 42.953 39.020 40.585 0 0 39.727 39.727
45.763 57.753 58.599 62.041 68.683 60.836 68.999 79.569 69.053 81.171 89.783 63.169 74.146 88.693 89.487 97.546 105.491 101.851 120.532 133.135 139.040 162.175 170.546 170.546
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
49,77% 47,01% 49,18% 50,02% 47,55% 44,22% 44,29% 46,27% 45,24% 45,63% 42,74% 39,45% 40,00% 39,43% 37,00% 36,82% 38,30% 32,31% 31,29% 30,56% 30,35% 31,15%
5,19% 5,54% 5,37% 5,11% 4,36% 2,80% 3,23% 3,27% 3,42% 4,02% 3,62% 3,30% 3,37% 3,03% 2,65% 2,84% 2,54% 2,30% 1,96% 1,62% 0,93% 0,95%
1,06% 0,98% 1,12% 1,15% 1,03% 1,01% 0,99% 0,97% 0,89% 1,02% 0,92% 0,63% 0,68% 0,84% 1,49% 1,82% 1,53% 1,40% 1,38% 1,37% 1,39% 1,39%
7,68% 7,68% 7,15% 7,15% 7,80% 7,48% 7,69% 7,72% 9,35% 9,16% 10,53% 10,95% 10,78% 11,22% 12,16% 11,86% 12,17% 12,77% 12,91% 14,26% 16,65% 14,85%
8,25% 9,26% 7,48% 8,22% 8,72% 8,99% 8,78% 8,12% 6,12% 6,62% 7,10% 7,38% 7,57% 7,18% 7,04% 8,17% 8,40% 9,17% 9,42% 9,06% 8,51% 9,24%
8,44% 8,03% 7,82% 7,32% 7,77% 9,69% 10,25% 9,87% 10,53% 10,54% 10,36% 12,21% 13,17% 12,94% 13,61% 13,67% 13,42% 15,56% 15,78% 15,24% 16,17% 16,43%
3,70% 4,78% 3,41% 3,45% 4,52% 4,58% 4,23% 4,23% 4,01% 3,92% 4,29% 3,49% 3,62% 3,68% 2,94% 2,84% 2,54% 2,15% 2,22% 2,18% 2,08% 2,21%
1,39% 1,42% 1,12% 1,14% 1,14% 1,05% 1,11% 1,09% 1,19% 0,92% 0,92% 0,72% 0,88% 0,92% 0,90% 0,95% 0,88% 0,67% 0,85% 0,83% 0,66% 0,80%
1,78% 1,71% 1,95% 2,07% 2,24% 2,56% 2,60% 2,55% 2,64% 2,42% 2,63% 2,57% 2,22% 2,36% 2,58% 2,30% 2,27% 2,44% 2,31% 2,45% 2,69% 2,57%
5,72% 5,82% 6,84% 5,58% 5,56% 7,33% 6,16% 5,78% 6,78% 5,55% 5,52% 8,08% 6,15% 5,63% 6,17% 5,51% 5,21% 6,30% 5,35% 5,24% 0,00% 0,00%
7,02% 7,78% 8,55% 8,78% 9,30% 10,30% 10,67% 10,13% 9,83% 10,18% 11,36% 11,21% 11,54% 12,78% 13,47% 13,23% 12,73% 14,93% 16,53% 17,19% 20,57% 20,41%
Nov
31,78%
1,15%
1,30%
14,05%
9,05%
14,44%
2,10%
0,83%
2,58%
4,29%
18,42%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.12
ex_monthly0112.doc 14.01.2002 page 88
Index Options – Open Interest in contracts Open Interest S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
1.730.794 1.988.816 1.588.097
20.375 85.954 74.880
13.775 15.541 232.282
957.284 1.512.732 1.794.506
658.008 8.424.248 7.022.631
357.532 508.230 695.936
39.004 211.569 180.186
27.284 70.958 44.633
458.173 269.337 279.828
584.752 637.167 714.501
53.044 955.950 1.241.782
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.857.628 1.528.723 1.796.468 2.315.753
98.227 72.754 49.036 59.871
668.042 567.525 803.775 907.034
2.499.002 2.752.832 4.085.993 4.761.066
9.025.300 11.975.911 14.097.650 18.729.315
993.973 1.129.907 1.377.457 1.615.840
200.627 158.580 191.769 244.837
64.003 51.496 60.708 92.380
346.569 337.750 390.496 529.957
733.860 748.961 0 806.368
1.909.527 2.218.981 3.429.804 4.321.275
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
2.257.581 2.462.187 2.150.083 2.218.254 2.318.303 1.713.449 1.854.459 2.126.806 1.953.950 2.159.800 2.240.754 1.588.097 1.761.543 2.038.256 1.857.628 1.931.039 2.135.534 1.528.723 1.650.706 1.905.955 1.796.468 2.103.117 2.315.753 2.315.753
91.898 92.967 79.937 87.322 90.851 41.947 53.611 55.928 59.363 82.893 99.513 74.880 78.260 101.834 98.227 100.209 98.684 72.754 74.478 78.126 49.036 49.835 59.871 59.871
443.635 506.472 524.291 546.506 533.819 458.452 466.439 488.538 429.316 506.693 489.698 232.282 286.602 384.511 668.042 805.659 764.909 567.525 618.394 731.795 803.775 927.737 907.034 907.034
1.649.436 1.799.107 1.463.865 1.518.625 1.723.668 1.260.869 1.407.268 1.714.532 1.873.209 2.104.159 2.391.694 1.794.506 2.008.377 2.279.841 2.499.002 2.724.390 3.135.484 2.752.832 3.013.276 3.635.277 4.085.993 4.322.560 4.761.066 4.761.066
9.503.859 11.096.546 8.159.208 9.049.197 10.023.060 8.243.844 8.679.725 9.629.856 6.864.136 8.253.775 9.460.406 7.022.631 8.107.141 9.282.152 9.025.300 10.680.205 12.757.872 11.975.911 13.512.444 14.967.225 14.097.650 16.920.877 18.729.315 18.729.315
527.341 584.307 492.297 480.551 563.515 570.670 643.382 713.222 703.829 765.287 816.974 695.936 859.042 970.022 993.973 1.046.847 1.143.631 1.129.907 1.280.195 1.386.924 1.377.457 1.603.137 1.615.840 1.615.840
238.047 286.025 200.109 213.192 290.825 231.374 235.600 277.071 248.604 262.402 292.039 180.186 206.972 253.851 200.627 204.201 216.844 158.580 175.991 195.457 191.769 229.431 244.837 244.837
83.910 83.910 64.616 69.981 78.629 58.678 67.901 78.633 76.208 71.061 78.848 44.633 56.006 66.549 64.003 71.734 76.484 51.496 73.305 77.428 60.708 81.555 92.380 92.380
264.172 290.896 302.999 322.897 363.515 318.350 347.978 406.776 368.588 385.928 409.195 279.828 276.631 320.986 346.569 346.832 378.701 337.750 342.314 392.184 390.496 446.023 529.957 529.957
608.506 650.352 708.155 596.027 626.763 643.964 596.508 658.432 719.999 650.545 671.772 714.501 617.352 653.705 733.860 684.968 737.927 748.961 711.117 775.075 0 0 806.368 806.368
1.090.418 1.316.750 1.260.015 1.323.259 1.456.126 1.228.451 1.382.943 1.585.275 1.355.078 1.607.902 1.782.046 1.241.782 1.470.734 1.800.723 1.909.527 2.095.149 2.259.917 2.218.981 2.693.576 3.038.143 3.429.804 4.105.735 4.321.275 4.321.275
Market Share S&P 500 CBOE
Nasdaq 100 CBOE
Dow Jones IA CBoT/CBOE
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
Oct
11,78% 11,99% 13,34% 12,82% 11,96% 11,45% 11,20% 11,23% 10,10% 9,33% 9,01% 7,10% 6,84% 7,01% 6,84% 6,83%
0,34% 0,32% 0,41% 0,49% 0,53% 0,54% 0,50% 0,56% 0,53% 0,48% 0,42% 0,34% 0,31% 0,29% 0,19% 0,16%
2,96% 2,75% 2,93% 3,01% 2,61% 1,67% 1,82% 2,12% 3,63% 3,89% 3,23% 2,63% 2,56% 2,69% 3,06% 3,01%
8,94% 9,67% 12,78% 12,49% 12,77% 12,94% 12,77% 12,56% 13,58% 13,17% 13,23% 12,78% 12,48% 13,37% 15,55% 14,04%
55,16% 54,30% 46,85% 48,98% 50,50% 50,63% 51,54% 51,13% 49,06% 51,62% 53,82% 55,59% 55,96% 55,06% 53,64% 54,96%
4,09% 4,02% 4,80% 4,54% 4,36% 5,02% 5,46% 5,34% 5,40% 5,06% 4,82% 5,24% 5,30% 5,10% 5,24% 5,21%
1,50% 1,56% 1,70% 1,56% 1,56% 1,30% 1,32% 1,40% 1,09% 0,99% 0,91% 0,74% 0,73% 0,72% 0,73% 0,75%
0,43% 0,44% 0,52% 0,42% 0,42% 0,32% 0,36% 0,37% 0,35% 0,35% 0,32% 0,24% 0,30% 0,28% 0,23% 0,26%
2,21% 2,29% 2,52% 2,29% 2,18% 2,02% 1,76% 1,77% 1,88% 1,68% 1,60% 1,57% 1,42% 1,44% 1,49% 1,45%
3,79% 3,71% 4,91% 3,86% 3,59% 5,15% 3,93% 3,60% 3,99% 3,31% 3,11% 3,48% 2,95% 2,85% 0,00% 0,00%
8,79% 8,94% 9,25% 9,54% 9,51% 8,95% 9,35% 9,92% 10,38% 10,13% 9,53% 10,30% 11,16% 11,18% 13,05% 13,33%
Nov
6,74%
0,17%
2,64%
13,85%
54,47%
4,70%
0,71%
0,27%
1,54%
2,35%
12,57%
2000 Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.13
ex_monthly0112.doc 14.01.2002 page 89
Pan European Index Futures – Volume in EUR million Volume in EUR million Euro Stoxx 50 Eurex 1998 Total 1999 Total 2000 Total
11.231 208.872 729.342
42,40% 84,16% 89,40%
2.930 12.482 17.465
11,06% 5,03% 2,14%
10.042 16.719 50.498
37,91% 6,74% 6,19%
Eurotop 100 Euronext A/ Liffe/Nymex 2.288 8.605 11.753
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
279.190 295.819 425.678 302.696
93,11% 94,35% 96,29% 97,07%
3.099 3.510 4.882 2.632
1,03% 1,12% 1,10% 0,84%
12.585 10.651 6.358 4.422
4,20% 3,40% 1,44% 1,42%
2.196 1.587 1.681 1.042
0,73% 0,51% 0,38% 0,33%
949 695 653 162
0,32% 0,22% 0,15% 0,05%
1.845 1.282 2.833 893
0,62% 0,41% 0,64% 0,29%
35.536 37.635 75.241 40.529 45.868 82.345 35.201 48.568 90.752 66.107 69.602 101.959 66.550 71.697 140.944 82.165 77.529 136.125 91.201 107.443 227.034 169.120 133.576 1.303.383
90,14% 89,74% 85,68% 87,77% 89,86% 87,89% 91,36% 93,12% 89,42% 89,91% 91,32% 89,60% 92,45% 94,41% 92,76% 96,13% 94,31% 93,33% 96,56% 96,94% 95,88% 97,06% 97,08% 95,32%
1.186 1.095 2.905 849 1.078 2.191 665 748 2.444 1.071 544 2.688 483 552 2.064 518 540 2.451 646 945 3.290 1.408 1.225 14.123
3,01% 2,61% 3,31% 1,84% 2,11% 2,34% 1,73% 1,43% 2,41% 1,46% 0,71% 2,36% 0,67% 0,73% 1,36% 0,61% 0,66% 1,68% 0,68% 0,85% 1,39% 0,81% 0,89% 1,03%
2.363 2.687 7.115 4.411 3.130 6.416 1.834 1.406 5.009 5.466 4.502 6.160 3.949 2.963 5.674 2.466 3.683 4.502 2.135 1.639 2.583 2.863 1.560 34.016
5,99% 6,41% 8,10% 9,55% 6,13% 6,85% 4,76% 2,70% 4,94% 7,43% 5,91% 5,41% 5,49% 3,90% 3,73% 2,88% 4,48% 3,09% 2,26% 1,48% 1,09% 1,64% 1,13% 2,49%
290 499 1.756 307 570 1.981 557 1.120 1.819 327 916 1.611 382 292 1.522 102 200 1.284 142 228 1.312 387 656 6.506
0,74% 1,19% 2,00% 0,67% 1,12% 2,11% 1,45% 2,15% 1,79% 0,44% 1,20% 1,42% 0,53% 0,38% 1,00% 0,12% 0,24% 0,88% 0,15% 0,21% 0,55% 0,22% 0,48% 0,48%
13 5 515 18 20 530 29 10 509 42 273 261 213 117 619 76 92 527 45 87 521 65 98 2.458
0,03% 0,01% 0,59% 0,04% 0,04% 0,57% 0,08% 0,02% 0,50% 0,06% 0,36% 0,23% 0,30% 0,15% 0,41% 0,09% 0,11% 0,36% 0,05% 0,08% 0,22% 0,04% 0,07% 0,18%
37 19 282 62 377 227 244 303 957 512 378 1.115 408 318 1.118 149 166 968 282 491 2.060 406 486 6.853
0,09% 0,05% 0,32% 0,13% 0,74% 0,24% 0,63% 0,58% 0,94% 0,70% 0,50% 0,98% 0,57% 0,42% 0,74% 0,17% 0,20% 0,66% 0,30% 0,44% 0,87% 0,23% 0,35% 0,50%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
3.500
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
8,64% 3,47% 1,44%
1.000 2.224
0,40% 0,27%
507 4.514
0,20% 0,55%
Volume in EUR million
3.000
Stoxx 50
MSCI Pan-Euro
Eurotop 100
2.500 2.000 1.500 1.000 500 0 Nov
6.3.14
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Pan European Index Futures – Traded Contracts Traded Contracts Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
1998 Total 1999 Total 2000 Total
366.435 5.341.864 14.315.518
44,08% 84,67% 89,06%
94.771 326.136 355.801
11,40% 5,17% 2,21%
325.948 437.447 999.596
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
6.353.819 6.814.926 12.106.289 8.510.322
92,54% 94,05% 95,82% 96,92%
74.761 84.413 145.948 74.510
1,09% 1,16% 1,16% 0,85%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
751.259 737.668 1.425.519 788.420 886.895 1.546.547 669.558 940.738 1.736.308 1.344.965 1.401.564 2.086.077 1.397.602 1.592.822 3.363.395 1.926.561 1.734.788 3.153.577 2.253.441 2.770.211 7.082.637 4.889.137 3.621.185 33.785.356
90,36% 89,96% 85,42% 88,03% 89,51% 87,48% 90,99% 93,29% 88,39% 89,72% 90,78% 88,89% 91,92% 93,88% 92,18% 96,13% 94,07% 92,82% 96,35% 96,51% 95,38% 96,95% 96,90% 95,10%
25.828 22.929 57.826 17.238 21.839 43.417 13.266 14.984 48.602 22.095 11.304 56.473 10.683 12.812 51.266 12.674 12.663 59.076 16.600 25.373 103.975 40.894 33.616 379.632
3,11% 2,80% 3,46% 1,92% 2,20% 2,46% 1,80% 1,49% 2,47% 1,47% 0,73% 2,41% 0,70% 0,76% 1,41% 0,63% 0,69% 1,74% 0,71% 0,88% 1,40% 0,81% 0,90% 1,07%
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
39,21% 6,93% 6,22%
Eurotop 100 Euronext A/ Liffe/Nymex 44.082 139.552 159.060
5,30% 2,21% 0,99%
41.746 77.140
0,66% 0,48%
22.172 166.135
0,35% 1,03%
287.706 239.408 174.331 124.920
4,19% 3,30% 1,38% 1,42%
34.304 24.839 31.636 18.981
0,50% 0,34% 0,25% 0,22%
38.248 28.412 33.609 7.909
0,56% 0,39% 0,27% 0,09%
77.078 53.946 142.889 43.677
1,12% 0,74% 1,13% 0,50%
48.173 51.839 135.539 83.158 60.181 124.690 35.797 27.172 101.905 108.086 93.978 129.078 83.537 68.597 135.572 54.490 83.202 101.716 52.191 43.778 78.362 82.297 42.623 826.365
5,79% 6,32% 8,12% 9,29% 6,07% 7,05% 4,86% 2,69% 5,19% 7,21% 6,09% 5,50% 5,49% 4,04% 3,72% 2,72% 4,51% 2,99% 2,23% 1,53% 1,06% 1,63% 1,14% 2,33%
4.178 6.739 23.040 4.012 7.618 26.953 7.448 14.509 24.641 4.276 12.824 22.822 5.390 4.521 24.393 1.535 3.034 20.270 2.323 3.990 25.323 7.195 11.786 109.760
0,50% 0,82% 1,38% 0,45% 0,77% 1,52% 1,01% 1,44% 1,25% 0,29% 0,83% 0,97% 0,35% 0,27% 0,67% 0,08% 0,16% 0,60% 0,10% 0,14% 0,34% 0,14% 0,32% 0,31%
486 165 17.052 596 674 18.056 997 335 17.847 1.414 9.930 9.588 7.709 4.688 25.851 2.936 3.657 21.819 1.937 4.024 27.648 3.252 4.657 108.178
0,06% 0,02% 1,02% 0,07% 0,07% 1,02% 0,14% 0,03% 0,91% 0,09% 0,64% 0,41% 0,51% 0,28% 0,71% 0,15% 0,20% 0,64% 0,08% 0,14% 0,37% 0,06% 0,12% 0,30%
1.452 690 9.923 2.174 13.633 8.324 8.804 10.659 35.140 18.188 14.372 42.776 15.518 13.251 48.309 6.017 6.779 41.150 12.360 23.117 107.412 20.337 23.340 317.590
0,17% 0,08% 0,59% 0,24% 1,38% 0,47% 1,20% 1,06% 1,79% 1,21% 0,93% 1,82% 1,02% 0,78% 1,32% 0,30% 0,37% 1,21% 0,53% 0,81% 1,45% 0,40% 0,62% 0,89%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.15
14.01.2002 page 90
Pan European Index Futures – Value of Open Interest in EUR million
1999 End 2000 End
6.3.16
ex_monthly0112.doc
Value of Open Interest in EUR million Euro Stoxx 50 Share Eurex 15.020 84,21% 22.647 86,28%
Stoxx 50 Eurex 969 946
Share 5,43% 3,60%
Euro Stoxx 50 Euronext P 769 1.233
Share 4,31% 4,70%
Eurotop 100 Euronext A/ 819 864
Share 4,59% 3,29%
MSCI Euro LIFFE 226 70
Share 1,27% 0,27%
MSCI Pan-Euro Liffe 33 488
Share 0,19% 1,86%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
24.101 27.115 29.129 39.336
90,00% 91,85% 92,46% 92,11%
764 805 1.083 1.332
2,85% 2,73% 3,44% 3,12%
800 530 269 664
2,99% 1,80% 0,85% 1,55%
561 463 473 781
2,10% 1,57% 1,50% 1,83%
109 177 116 113
0,41% 0,60% 0,37% 0,26%
444 429 434 478
1,66% 1,45% 1,38% 1,12%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
15.618 19.783 17.617 20.875 23.169 21.265 23.190 29.973 24.193 25.592 24.640 22.647 26.246 29.807 24.101 28.510 29.529 27.115 29.764 30.763 29.129 32.839 39.336 39.336
83,24% 85,23% 84,80% 86,08% 84,58% 86,74% 86,66% 87,86% 86,45% 84,18% 83,80% 86,28% 86,76% 88,08% 90,00% 90,31% 89,54% 91,85% 91,94% 91,76% 92,46% 91,81% 92,11% 92,11%
1.189 1.265 1.007 1.053 1.047 738 807 1.012 945 1.157 1.060 946 947 891 764 876 936 805 811 919 1.083 1.275 1.332 1.332
6,34% 5,45% 4,85% 4,34% 3,82% 3,01% 3,02% 2,97% 3,38% 3,80% 3,60% 3,60% 3,13% 2,63% 2,85% 2,77% 2,84% 2,73% 2,50% 2,74% 3,44% 3,56% 3,12% 3,12%
882 995 1.281 1.383 1.971 1.258 1.202 1.446 1.365 1.998 2.257 1.233 1.690 1.862 800 1.035 1.203 530 675 725 269 453 664 664
4,70% 4,29% 6,17% 5,70% 7,19% 5,13% 4,49% 4,24% 4,88% 6,57% 7,68% 4,70% 5,59% 5,50% 2,99% 3,28% 3,65% 1,80% 2,09% 2,16% 0,85% 1,27% 1,55% 1,55%
804 858 567 613 884 917 1.048 1.245 1.033 1.089 1.009 864 799 717 561 613 683 463 495 494 473 666 781 781
4,28% 3,70% 2,73% 2,53% 3,23% 3,74% 3,92% 3,65% 3,69% 3,58% 3,43% 3,29% 2,64% 2,12% 2,10% 1,94% 2,07% 1,57% 1,53% 1,47% 1,50% 1,86% 1,83% 1,83%
230 255 238 238 233 241 241 249 249 256 88 70 122 161 109 107 145 177 181 122 116 114 113 113
1,23% 1,10% 1,15% 0,98% 0,85% 0,98% 0,90% 0,73% 0,89% 0,84% 0,30% 0,27% 0,40% 0,48% 0,41% 0,34% 0,44% 0,60% 0,56% 0,36% 0,37% 0,32% 0,26% 0,26%
40 57 64 89 89 99 272 190 201 310 349 488 445 402 444 429 481 429 447 501 434 423 478 478
0,21% 0,24% 0,31% 0,37% 0,33% 0,40% 1,02% 0,56% 0,72% 1,02% 1,19% 1,86% 1,47% 1,19% 1,66% 1,36% 1,46% 1,45% 1,38% 1,49% 1,38% 1,18% 1,12% 1,12%
Pan European Index Futures – Open Interest in contracts Open Interest Euro Stoxx 50 Eurex
Share
Stoxx 50 Eurex
Share
Euro Stoxx 50 Euronext P
Share
59.626 302.933 470.624
75,21% 84,31% 85,49%
13.113 20.302 20.614
16,54% 5,65% 3,74%
525 15.684 25.845
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
582.759 631.774 876.743 1.072.797
89,24% 90,74% 91,79% 91,65%
19.155 19.731 32.399 37.292
2,93% 2,83% 3,39% 3,19%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
333.212 379.518 336.356 392.889 444.694 409.092 448.415 577.904 486.821 500.304 512.136 470.624 545.628 691.828 582.759 630.876 667.970 631.774 724.281 819.843 876.743 942.570 1.072.797 1.072.797
83,57% 85,15% 84,48% 85,69% 84,47% 86,54% 86,22% 88,00% 86,39% 83,92% 83,59% 85,49% 85,97% 87,50% 89,24% 89,54% 88,74% 90,74% 90,91% 90,85% 91,79% 91,37% 91,65% 91,65%
26.291 25.842 19.891 20.588 21.157 15.136 16.488 20.106 19.525 23.110 22.907 20.614 20.757 21.770 19.155 20.376 22.024 19.731 20.574 25.293 32.399 36.653 37.292 37.292
6,59% 5,80% 5,00% 4,49% 4,02% 3,20% 3,17% 3,06% 3,46% 3,88% 3,74% 3,74% 3,27% 2,75% 2,93% 2,89% 2,93% 2,83% 2,58% 2,80% 3,39% 3,55% 3,19% 3,19%
1998 End 1999 End 2000 End
Share
MSCI Euro Liffe
Share
MSCI Pan-Euro Liffe
Share
0,66% 4,37% 4,69%
Eurotop 100 Euronext A/ Liffe/Nymex 6.011 11.162 12.110
7,58% 3,11% 2,20%
8.027 2.586
2,23% 0,47%
1.200 18.717
0,33% 3,40%
19.111 11.980 8.161 18.144
2,93% 1,72% 0,85% 1,55%
8.253 7.225 9.126 14.003
1,26% 1,04% 0,96% 1,20%
4.564 7.317 6.146 5.402
0,70% 1,05% 0,64% 0,46%
19.178 18.255 22.624 22.929
2,94% 2,62% 2,37% 1,96%
17.979 19.198 24.403 26.079 37.889 24.443 23.460 27.943 27.780 39.513 47.117 25.845 35.759 43.116 19.111 22.878 27.180 11.980 16.507 19.346 8.161 13.024 18.144 18.144
4,51% 4,31% 6,13% 5,69% 7,20% 5,17% 4,51% 4,26% 4,93% 6,63% 7,69% 4,69% 5,63% 5,45% 2,93% 3,25% 3,61% 1,72% 2,07% 2,14% 0,85% 1,26% 1,55% 1,55%
11.175 10.635 7.343 7.904 11.563 12.209 13.664 15.711 13.274 13.538 14.045 12.110 11.147 10.752 8.253 8.968 10.103 7.225 8.021 8.655 9.126 12.397 14.003 14.003
2,80% 2,39% 1,84% 1,72% 2,20% 2,58% 2,63% 2,39% 2,36% 2,27% 2,29% 2,20% 1,76% 1,36% 1,26% 1,27% 1,34% 1,04% 1,01% 0,96% 0,96% 1,20% 1,20% 1,20%
8.503 8.443 7.900 7.900 7.900 8.220 8.217 8.335 8.732 8.732 3.206 2.586 4.427 6.491 4.564 4.137 5.789 7.317 7.717 5.672 6.146 5.726 5.402 5.402
2,13% 1,89% 1,98% 1,72% 1,50% 1,74% 1,58% 1,27% 1,55% 1,46% 0,52% 0,47% 0,70% 0,82% 0,70% 0,59% 0,77% 1,05% 0,97% 0,63% 0,64% 0,56% 0,46% 0,46%
1.557 2.058 2.247 3.139 3.218 3.619 9.817 6.695 7.390 11.003 13.278 18.717 16.932 16.725 19.178 17.333 19.698 18.255 19.599 23.564 22.624 21.191 22.929 22.929
0,39% 0,46% 0,56% 0,68% 0,61% 0,77% 1,89% 1,02% 1,31% 1,85% 2,17% 3,40% 2,67% 2,12% 2,94% 2,46% 2,62% 2,62% 2,46% 2,61% 2,37% 2,05% 1,96% 1,96%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.17
ex_monthly0112.doc 14.01.2002 page 91
Index Futures – Volume in EUR million Volume in EUR million S&P 500 Nasdaq 100 CME CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 Total 1999 Total 2000 Total
9.408.247 8.481.568 8.640.846
127.697 569.787 1.955.387
274.661 386.665 414.175
1.773.056 1.718.259 2.067.438
723.861 969.548 1.139.586
813.098 839.404 1.056.276
981.994 905.842 985.464
481.511 513.897 454.305
400.905 290.683 225.189
308.648 330.735 352.423
21.273 225.591 779.840
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
2.033.435 1.961.345 1.691.057 1.055.764
319.841 324.588 190.777 1.195.912
133.688 146.657 140.410 93.950
554.632 474.731 527.843 325.787
277.827 287.291 290.345 194.809
267.969 266.520 284.822 177.360
234.711 206.471 198.978 134.312
105.300 97.035 88.634 61.286
52.994 55.021 63.190 34.018
92.171 82.524 54.549 31.099
291.775 306.470 432.036 307.118
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
687.849 679.035 1.159.076 657.579 638.006 848.522 416.449 580.510 873.937 707.994 616.626 775.264 565.886 547.398 920.151 570.639 613.946 776.761 455.985 496.028 739.044 518.172 537.592 6.741.600
128.668 162.149 265.059 208.363 163.973 168.520 115.655 142.616 180.081 189.861 115.071 115.372 117.056 86.054 116.731 103.916 103.768 116.905 71.027 59.555 60.195 600.802 595.111 2.031.119
36.278 35.766 53.970 37.792 32.289 29.606 24.445 26.729 33.306 41.324 31.890 30.780 32.064 35.241 66.384 49.684 48.747 48.226 38.486 44.796 57.128 52.494 41.456 514.705
221.730 218.446 302.066 129.412 142.659 172.023 108.963 112.847 192.590 150.893 150.571 165.238 133.686 167.341 253.605 143.539 149.437 181.755 149.591 163.416 214.836 171.916 153.871 1.882.993
97.977 103.367 103.977 96.801 99.865 96.226 78.683 79.701 105.422 105.020 84.725 87.822 92.666 78.849 106.311 94.570 89.787 102.934 97.519 78.787 114.040 108.607 86.202 1.050.272
69.226 101.768 137.989 63.762 73.649 112.371 55.198 63.303 134.302 79.687 67.216 97.803 75.185 60.807 131.977 63.676 70.125 132.719 68.669 67.713 148.440 97.218 80.142 996.670
95.693 103.939 117.307 75.752 88.586 82.897 55.359 51.641 83.414 86.110 77.136 67.631 68.168 66.002 100.541 61.966 66.302 78.203 61.700 50.937 86.341 73.005 61.308 774.472
47.645 55.343 47.827 36.165 40.444 33.822 27.341 29.401 36.251 36.249 34.636 29.181 37.232 30.500 37.568 33.013 32.689 31.332 31.571 25.919 31.144 31.261 30.024 352.255
18.163 16.814 30.950 15.667 16.380 24.209 13.076 12.783 26.158 12.468 12.979 25.541 11.857 10.182 30.954 12.437 13.430 29.154 12.481 15.556 35.153 17.463 16.555 205.224
31.322 33.067 30.626 28.938 26.926 24.893 23.431 25.553 30.589 38.094 30.968 28.013 30.400 27.756 34.015 28.919 29.400 24.205 27.939 26.610 0 0 31.099 260.343
37.898 40.321 82.356 44.940 48.998 88.761 37.035 49.974 95.761 71.573 74.104 108.120 70.498 74.659 146.618 84.631 81.211 140.627 93.336 109.082 229.617 171.983 135.135 1.337.399
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
45,83% 46,20% 47,31% 45,76% 47,27% 46,71% 41,14% 43,57% 43,07% 28,12% 30,40%
9,48% 7,26% 6,00% 8,33% 7,99% 7,03% 6,41% 5,23% 3,51% 32,60% 33,65%
2,60% 2,97% 3,41% 3,98% 3,75% 2,90% 3,47% 3,93% 3,33% 2,85% 2,34%
10,83% 14,12% 13,04% 11,51% 11,51% 10,93% 13,50% 14,35% 12,52% 9,33% 8,70%
7,51% 6,66% 5,47% 7,58% 6,91% 6,19% 8,80% 6,92% 6,65% 5,89% 4,87%
6,09% 5,13% 6,79% 5,11% 5,40% 7,98% 6,20% 5,95% 8,65% 5,28% 4,53%
5,52% 5,57% 5,17% 4,97% 5,10% 4,70% 5,57% 4,47% 5,03% 3,96% 3,47%
3,02% 2,57% 1,93% 2,65% 2,52% 1,88% 2,85% 2,28% 1,82% 1,70% 1,70%
0,96% 0,86% 1,59% 1,00% 1,03% 1,75% 1,13% 1,37% 2,05% 0,95% 0,94%
2,46% 2,34% 1,75% 2,32% 2,26% 1,46% 2,52% 2,34% 0,00% 0,00% 1,76%
5,71% 6,30% 7,54% 6,79% 6,25% 8,46% 8,42% 9,58% 13,38% 9,33% 7,64%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
300.000
Volume in EUR million DAX
250.000
200.000
150.000
100.000
50.000
0
Euro Stoxx 50
FTSE 100
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.18
ex_monthly0112.doc 14.01.2002 page 92
Index Futures – Traded Contracts
1998 Total 1999 Total 2000 Total st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Traded Contracts S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
31.430.523 27.003.387 22.467.859
1.063.328 2.360.938 5.094.042
3.567.512 3.896.086 3.572.441
6.937.139 12.876.982 11.524.330
16.443.276 20.959.158 18.249.903
6.955.096 8.704.574 10.142.828
5.896.316 5.094.312 4.259.350
8.627.365 5.101.588 4.200.346
4.445.396 6.515.036 4.586.219
3.424.558 2.926.552 2.674.824
692.383 5.779.311 15.315.114
5.963.707 5.431.630 5.505.531 3.452.856
1.489.744 1.527.665 1.209.130 7.306.529
1.175.051 1.178.973 1.319.933 898.094
3.562.164 3.133.179 4.232.052 2.729.701
5.066.006 5.292.866 6.393.467 4.427.566
2.870.846 2.794.951 3.430.415 2.162.197
1.147.274 1.065.778 1.217.525 862.394
1.090.977 1.035.190 1.109.597 761.053
1.080.815 1.138.646 1.522.642 804.783
774.437 706.047 508.673 315.621
6.641.525 7.054.334 12.280.620 8.635.242
1.915.082 1.916.615 2.956.434 1.651.429 1.684.882 2.225.780 1.078.879 1.358.481 2.148.781 1.681.275 1.636.021 2.214.200 1.551.992 1.630.794 2.780.921 1.624.237 1.653.002 2.154.391 1.319.733 1.597.503 2.588.295 1.761.172 1.691.684 20.353.724
349.813 366.408 575.942 503.570 462.654 427.099 296.944 310.549 445.334 490.863 400.412 464.454 422.811 416.445 650.488 498.026 487.334 542.305 369.731 369.845 469.554 3.964.169 3.342.360 11.533.068
321.846 340.483 472.204 321.062 287.804 270.308 215.292 211.614 276.121 319.636 267.071 269.000 275.834 310.088 589.129 411.497 377.620 389.856 320.535 410.917 588.481 520.885 377.209 4.572.051
1.276.544 1.158.482 1.548.922 701.950 794.365 946.595 600.311 623.552 1.089.200 894.111 884.275 1.006.023 810.758 1.038.170 1.713.236 965.515 969.542 1.198.122 1.019.878 1.200.668 2.011.506 1.493.367 1.236.334 13.657.096
1.731.095 1.669.650 1.654.093 1.507.864 1.554.020 1.492.683 1.202.641 1.202.956 1.682.270 1.641.538 1.429.214 1.481.879 1.544.830 1.469.021 2.052.155 1.676.769 1.646.202 1.969.895 1.917.576 1.680.123 2.795.768 2.501.726 1.925.840 21.179.905
663.275 997.173 1.266.549 592.437 723.483 1.119.847 535.911 582.118 1.277.257 725.905 670.391 988.482 763.607 656.678 1.450.561 661.532 721.199 1.412.220 763.928 795.327 1.871.160 1.194.076 968.121 11.258.409
462.472 419.277 481.314 331.155 385.718 354.745 238.467 215.291 368.037 361.595 331.890 309.389 303.218 328.344 515.712 302.736 341.132 421.910 335.891 294.121 587.513 476.034 386.360 4.292.971
439.725 439.725 400.732 315.361 378.384 319.640 259.606 270.114 331.060 349.793 375.886 320.320 368.049 319.330 403.598 338.217 344.071 352.902 372.297 311.481 425.819 402.112 358.941 3.996.817
400.773 383.871 698.220 330.689 336.367 481.664 253.877 239.033 494.709 243.466 241.732 481.818 226.814 200.345 653.656 268.564 271.124 598.958 270.895 350.763 900.984 423.450 381.333 4.546.886
255.738 248.896 231.214 218.768 205.389 185.179 175.337 185.296 231.206 279.876 238.248 219.677 237.504 232.336 304.597 243.799 251.219 211.029 254.585 254.088 0 0 315.621 2.304.778
799.432 789.507 1.561.058 871.578 947.076 1.671.237 705.355 967.910 1.838.213 1.453.051 1.495.542 2.215.155 1.481.139 1.661.419 3.498.967 1.981.051 1.817.990 3.255.293 2.305.632 2.813.989 7.160.999 4.971.434 3.663.808 34.611.721
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
22,23% 21,95% 24,96% 22,48% 21,71% 23,44% 19,40% 22,03% 21,10% 19,92% 20,53% 22,21% 19,43% 19,74% 19,03% 18,10% 18,61% 17,23% 14,27% 15,85% 13,34% 9,95% 11,55%
4,06% 4,20% 4,86% 6,86% 5,96% 4,50% 5,34% 5,04% 4,37% 5,82% 5,02% 4,66% 5,29% 5,04% 4,45% 5,55% 5,49% 4,34% 4,00% 3,67% 2,42% 22,39% 22,82%
3,74% 3,90% 3,99% 4,37% 3,71% 2,85% 3,87% 3,43% 2,71% 3,79% 3,35% 2,70% 3,45% 3,75% 4,03% 4,59% 4,25% 3,12% 3,46% 4,08% 3,03% 2,94% 2,58%
14,82% 13,27% 13,07% 9,56% 10,24% 9,97% 10,79% 10,11% 10,70% 10,59% 11,09% 10,09% 10,15% 12,56% 11,72% 10,76% 10,92% 9,58% 11,02% 11,91% 10,37% 8,43% 8,44%
20,09% 19,13% 13,96% 20,53% 20,03% 15,72% 21,62% 19,51% 16,52% 19,45% 17,93% 14,86% 19,34% 17,78% 14,04% 18,69% 18,54% 15,75% 20,73% 16,67% 14,41% 14,13% 13,15%
7,70% 11,42% 10,69% 8,06% 9,32% 11,79% 9,63% 9,44% 12,54% 8,60% 8,41% 9,91% 9,56% 7,95% 9,93% 7,37% 8,12% 11,29% 8,26% 7,89% 9,65% 6,74% 6,61%
5,37% 4,80% 4,06% 4,51% 4,97% 3,74% 4,29% 3,49% 3,61% 4,28% 4,16% 3,10% 3,80% 3,97% 3,53% 3,37% 3,84% 3,37% 3,63% 2,92% 3,03% 2,69% 2,64%
5,10% 5,04% 3,38% 4,29% 4,88% 3,37% 4,67% 4,38% 3,25% 4,14% 4,72% 3,21% 4,61% 3,86% 2,76% 3,77% 3,87% 2,82% 4,02% 3,09% 2,19% 2,27% 2,45%
4,65% 4,40% 5,89% 4,50% 4,33% 5,07% 4,56% 3,88% 4,86% 2,88% 3,03% 4,83% 2,84% 2,42% 4,47% 2,99% 3,05% 4,79% 2,93% 3,48% 4,64% 2,39% 2,60%
AEX Euro STOXX 50 Euronext A Eurex/Euronext
AEX Euro STOXX 50 Euronext A Eurex/Euronext 2,97% 2,85% 1,95% 2,98% 2,65% 1,95% 3,15% 3,00% 2,27% 3,32% 2,99% 2,20% 2,97% 2,81% 2,08% 2,72% 2,83% 1,69% 2,75% 2,52% 0,00% 0,00% 2,15%
9,28% 9,04% 13,18% 11,86% 12,20% 17,60% 12,68% 15,70% 18,05% 17,21% 18,76% 22,22% 18,55% 20,11% 23,94% 22,08% 20,47% 26,03% 24,92% 27,92% 36,91% 28,07% 25,01%
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.19
ex_monthly0112.doc 14.01.2002 page 93
Index Futures – Value of Open Interest in EUR million Value of Open Interest in EUR million S&P 500 Nasdaq 100 Dow Jones IA CME CME CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
99.382 135.047 166.105
1.132 8.629 10.452
1.229 1.317 2.185
14.372 23.680 26.051
8.216 12.881 18.337
16.285 21.361 25.528
4.344 3.916 3.930
4.278 6.513 4.522
5.086 5.830 6.503
4.158 5.070 4.384
2.040 15.789 23.881
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
164.506 172.590 148.998 175.168
10.676 10.321 6.508 11.070
3.177 2.998 2.858 3.161
51.835 19.852 15.527 21.966
18.257 21.690 22.281 24.901
28.949 30.888 26.191 33.270
4.668 4.636 2.061 2.904
4.314 5.044 3.816 4.315
5.905 7.150 5.474 6.208
3.500 4.379 0 4.666
24.901 27.645 29.398 39.999
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
133.541 137.622 146.292 152.101 150.823 142.275 149.274 175.361 160.704 180.352 180.142 166.105 176.373 172.591 164.506 174.569 187.937 172.590 170.857 161.909 148.998 156.079 175.168 175.168
12.469 15.678 14.919 15.437 13.766 11.378 12.330 16.667 11.646 16.205 14.732 10.452 12.311 11.082 10.676 10.870 10.547 10.321 10.354 8.868 6.508 8.678 11.070 11.070
1.570 2.266 1.822 2.225 2.283 1.466 1.770 2.170 1.420 2.379 2.583 2.185 2.625 2.905 3.177 3.898 4.212 2.998 3.519 3.928 2.858 3.214 3.161 3.161
31.583 54.820 65.601 71.238 76.266 25.227 29.367 31.393 26.764 30.579 31.583 26.051 33.126 51.390 51.835 57.823 58.977 19.852 20.601 20.995 15.527 18.858 21.966 21.966
11.942 13.353 13.355 14.305 17.864 19.304 20.816 20.757 20.738 21.765 18.530 18.337 20.145 16.563 18.257 21.886 20.014 21.690 23.318 22.472 22.281 24.876 24.901 24.901
21.859 23.741 22.270 23.361 24.592 26.239 28.312 33.025 26.620 26.349 27.666 25.528 27.264 28.148 28.949 32.384 35.786 30.888 31.903 29.984 26.191 29.536 33.270 33.270
4.321 6.618 4.102 4.644 6.133 5.807 5.763 6.259 4.554 4.608 5.894 3.930 4.511 4.332 4.668 5.831 6.700 4.636 3.954 3.946 2.061 2.376 2.904 2.904
5.583 6.485 5.439 5.142 4.692 4.815 4.837 4.997 5.601 5.179 4.723 4.522 4.529 3.993 4.314 4.985 4.775 5.044 4.562 4.346 3.816 4.215 4.315 4.315
6.261 6.848 6.147 6.169 7.215 5.843 7.664 7.557 6.298 7.173 8.252 6.503 6.841 7.223 5.905 6.867 8.114 7.150 6.976 7.267 5.474 6.340 6.208 6.208
5.491 6.051 5.429 4.969 5.679 5.270 4.596 4.901 6.006 6.191 4.975 4.384 4.083 4.457 3.500 3.470 4.073 4.379 4.060 4.236 0 0 4.666 4.666
16.500 20.778 18.899 22.259 25.139 22.522 24.391 31.419 25.559 27.590 26.897 23.881 27.936 31.669 24.901 29.546 30.732 27.645 30.439 31.488 29.398 33.292 39.999 39.999
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 MEFF RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
55,16% 51,62% 51,30% 49,58% 50,54% 56,18% 55,02% 54,07% 56,63% 54,30% 53,47%
3,85% 3,31% 3,33% 3,09% 2,84% 3,36% 3,33% 2,96% 2,47% 3,02% 3,38%
0,82% 0,87% 0,99% 1,11% 1,13% 0,98% 1,13% 1,31% 1,09% 1,12% 0,96%
10,36% 15,37% 16,16% 16,42% 15,86% 6,46% 6,63% 7,01% 5,90% 6,56% 6,70%
6,30% 4,95% 5,69% 6,22% 5,38% 7,06% 7,51% 7,50% 8,47% 8,65% 7,60%
8,53% 8,42% 9,03% 9,20% 9,62% 10,05% 10,27% 10,01% 9,95% 10,27% 10,15%
1,41% 1,30% 1,46% 1,66% 1,80% 1,51% 1,27% 1,32% 0,78% 0,83% 0,89%
1,42% 1,19% 1,35% 1,42% 1,28% 1,64% 1,47% 1,45% 1,45% 1,47% 1,32%
2,14% 2,16% 1,84% 1,95% 2,18% 2,33% 2,25% 2,43% 2,08% 2,21% 1,89%
1,28% 1,33% 1,09% 0,99% 1,10% 1,43% 1,31% 1,41% 0,00% 0,00% 1,42%
8,74% 9,47% 7,76% 8,39% 8,26% 9,00% 9,80% 10,52% 11,17% 11,58% 12,21%
2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
70.000
Value of Open Interest in EUR million DAX
60.000
Euro Stoxx 50
FTSE 100
50.000 40.000 30.000 20.000 10.000 0 Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.3.20
ex_monthly0112.doc 14.01.2002 page 94
Index Futures – Open Interest Open Interest S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
1998 End 1999 End 2000 End
379.062 369.941 474.405
7.224 23.416 42.077
15.688 11.523 19.094
55.492 134.707 160.198
273.387 216.191 309.416
194.586 191.839 258.013
23.927 18.216 17.979
72.363 55.949 49.640
113.650 123.273 119.945
42.547 37.757 34.379
60.151 318.617 496.469
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
497.178 478.688 521.824 551.215
59.494 47.878 50.764 62.172
28.198 24.232 29.442 28.763
355.872 129.762 143.971 176.099
352.424 415.097 546.243 556.321
318.180 328.667 330.147 401.908
23.945 25.013 14.026 18.304
46.345 56.810 52.174 51.586
126.327 149.139 135.265 146.054
31.343 38.179 0 47.359
601.870 643.754 884.904 1.090.941
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
371.800 388.445 373.144 381.983 398.302 373.206 386.719 410.372 395.128 428.282 477.950 474.405 483.718 514.179 497.178 496.883 506.006 478.688 494.503 521.444 521.824 530.483 551.215 551.215
33.900 35.428 32.417 37.308 38.841 28.837 31.658 36.292 28.799 41.896 51.264 42.077 44.466 53.631 59.494 52.095 49.531 47.878 53.896 55.070 50.764 57.256 62.172 62.172
13.930 21.571 15.940 18.903 20.349 13.385 15.590 17.181 11.769 18.405 21.630 19.094 22.580 25.559 28.198 32.288 32.627 24.232 29.309 36.030 29.442 31.888 28.763 28.763
184.013 284.606 345.033 381.909 427.837 145.180 161.501 172.900 155.675 171.480 196.984 160.198 194.627 329.833 355.872 368.134 383.075 129.762 139.815 161.377 143.971 164.637 176.099 176.099
210.999 215.691 212.461 222.834 277.977 299.449 318.164 313.297 330.923 340.207 312.574 309.416 335.833 308.587 352.424 388.045 366.940 415.097 458.520 479.214 546.243 573.004 556.321 556.321
209.438 232.625 204.408 217.058 241.578 261.487 274.877 303.687 253.169 240.022 275.927 258.013 276.908 303.981 318.180 336.433 368.046 328.667 354.910 352.174 330.147 362.775 401.908 401.908
20.511 26.695 17.569 20.303 26.705 24.849 24.826 26.092 20.095 19.352 25.359 17.979 20.064 21.550 23.945 28.486 34.471 25.013 21.525 22.783 14.026 15.490 18.304 18.304
51.528 51.528 45.574 44.840 43.897 45.504 45.933 45.905 51.152 49.979 51.259 49.640 44.775 41.801 46.345 51.069 50.256 56.810 53.803 52.226 52.174 54.223 51.586 51.586
144.882 158.819 132.343 130.071 146.553 116.444 147.090 141.836 121.392 136.313 155.336 119.945 129.841 144.103 126.327 144.197 164.276 149.139 152.899 167.282 135.265 152.883 146.054 146.054
44.836 45.549 40.984 37.564 43.320 39.200 34.395 35.540 45.399 45.482 38.277 34.379 31.896 37.309 31.343 29.257 34.799 38.179 36.997 40.449 0 0 47.359 47.359
351.191 398.716 360.759 418.968 482.583 433.535 471.875 605.847 514.601 539.817 559.253 496.469 581.387 734.944 601.870 653.754 695.150 643.754 740.788 839.189 884.904 955.594 1.090.941 1.090.941
Market Share S&P 500 CME
Nasdaq 100 CME
Dow Jones IA CBoT
DAX Eurex
CAC 40 Euronext P
FTSE 100 Liffe
MIB 30 IDEM
IBEX 35 Meff RV
SMI Eurex
AEX Euronext A
Euro Stoxx 50 Eurex/Euronext
22,71% 20,89% 20,96% 19,98% 18,54% 20,95% 20,22% 19,46% 20,49% 21,08% 22,07% 23,94% 22,33% 20,44% 20,37% 19,25% 18,84% 20,48% 19,49% 19,12% 19,26% 18,30% 17,61%
2,07% 1,91% 1,82% 1,95% 1,81% 1,62% 1,66% 1,72% 1,49% 2,06% 2,37% 2,12% 2,05% 2,13% 2,44% 2,02% 1,84% 2,05% 2,12% 2,02% 1,87% 1,98% 1,99%
0,85% 1,16% 0,90% 0,99% 0,95% 0,75% 0,82% 0,81% 0,61% 0,91% 1,00% 0,96% 1,04% 1,02% 1,16% 1,25% 1,22% 1,04% 1,16% 1,32% 1,09% 1,10% 0,92%
11,24% 15,30% 19,38% 19,98% 19,92% 8,15% 8,44% 8,20% 8,07% 8,44% 9,10% 8,08% 8,99% 13,11% 14,58% 14,27% 14,27% 5,55% 5,51% 5,92% 5,32% 5,68% 5,62%
12,89% 11,60% 11,93% 11,66% 12,94% 16,81% 16,63% 14,86% 17,16% 16,75% 14,43% 15,61% 15,50% 12,27% 14,44% 15,04% 13,67% 17,76% 18,07% 17,57% 20,17% 19,77% 17,77%
12,79% 12,51% 11,48% 11,35% 11,25% 14,68% 14,37% 14,40% 13,13% 11,82% 12,74% 13,02% 12,78% 12,08% 13,03% 13,04% 13,71% 14,06% 13,99% 12,91% 12,19% 12,52% 12,84%
1,25% 1,44% 0,99% 1,06% 1,24% 1,40% 1,30% 1,24% 1,04% 0,95% 1,17% 0,91% 0,93% 0,86% 0,98% 1,10% 1,28% 1,07% 0,85% 0,84% 0,52% 0,53% 0,58%
3,15% 2,77% 2,56% 2,35% 2,04% 2,55% 2,40% 2,18% 2,65% 2,46% 2,37% 2,51% 2,07% 1,66% 1,90% 1,98% 1,87% 2,43% 2,12% 1,91% 1,93% 1,87% 1,65%
8,85% 8,54% 7,43% 6,80% 6,82% 6,54% 7,69% 6,73% 6,30% 6,71% 7,17% 6,05% 5,99% 5,73% 5,17% 5,59% 6,12% 6,38% 6,03% 6,13% 4,99% 5,28% 4,67%
2,74% 2,45% 2,30% 1,96% 2,02% 2,20% 1,80% 1,69% 2,35% 2,24% 1,77% 1,73% 1,47% 1,48% 1,28% 1,13% 1,30% 1,63% 1,46% 1,48% 0,00% 0,00% 1,51%
21,45% 21,44% 20,26% 21,92% 22,47% 24,34% 24,67% 28,73% 26,69% 26,58% 25,82% 25,05% 26,84% 29,22% 24,65% 25,33% 25,89% 27,54% 29,20% 30,77% 32,67% 32,97% 34,85%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4
Equity Options
6.4.1
Traded Contracts – Part I Eurex
Amex
ex_monthly0112.doc 14.01.2002 page 95
CBOE
Share
Share
ASX Share
Liffe Share
Euronext Paris
OM
Share
Share
Share
Total Total Total Total
42.695.173 60.958.770 64.805.177 89.237.816
18,53% 18,93% 15,59% 15,58%
91.033.731
13,34%
116.031.496 146.302.288 197.816.825 278.920.392
50,36% 45,44% 47,60% 48,71%
-
-
4.295.877 3.307.913 3.601.383 5.484.873
1,86% 1,03% 0,87% 0,96%
4.955.735 2,15% 28.953.142 8,99% 68.095.743 16,39% 89.434.383 15,62%
21.901.652 25.270.382 29.852.354 32.946.672
9,51% 7,85% 7,18% 5,75%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
32.404.122 37.076.529 30.193.986 24.624.202
13,87% 16,57% 14,93% 14,35%
51.040.724 45.874.368 31.295.468 29.755.383
21,85% 20,50% 15,48% 17,34%
68.364.200 63.347.018 50.803.959 38.203.862
29,27% 28,31% 25,13% 22,26%
0 1.290.099 3.599.173 2.359.145
0,00% 0,58% 1,78% 1,37%
2.476.436 2.063.335 2.916.532 2.688.598
1,06% 0,92% 1,44% 1,57%
34.364.923 36.933.853 48.127.303 45.518.430
14,71% 16,51% 23,80% 26,52%
10.118.029 8.558.909 8.023.156 7.892.035
4,33% 3,83% 3,97% 4,60%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
6.868.036 6.968.129 7.994.132 6.299.620 9.448.476 7.097.717 6.558.293 7.439.566 7.639.696 8.245.109 8.277.861 6.401.181 10.199.917 10.330.095 11.874.110 12.357.126 13.036.838 11.682.565 9.587.771 9.691.105 10.915.110 11.452.887 13.171.315
14,27% 15,71% 14,18% 14,84% 20,11% 14,97% 15,22% 16,86% 16,03% 14,48% 16,42% 14,33% 12,31% 14,94% 14,56% 17,01% 17,51% 15,24% 13,89% 15,22% 15,71% 12,92% 15,87%
0 0 0 0 0 0 14.607.713 14.321.949 14.832.329 17.628.387 14.603.083 15.040.270 19.397.787 14.400.575 17.242.362 17.126.566 15.622.051 13.125.751 13.766.555 12.968.323 4.560.590 16.048.501 13.706.882
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 24,79% 24,01% 22,90% 23,26% 21,67% 23,88% 23,41% 20,82% 21,14% 23,58% 20,98% 17,12% 19,94% 20,37% 6,56% 18,11% 16,52%
25.576.107 22.513.704 29.981.398 23.911.619 21.676.699 21.296.593 21.406.548 20.902.018 21.052.627 27.734.624 22.031.129 20.837.326 26.458.552 19.617.175 22.288.473 21.983.686 20.681.666 20.681.666 17.271.781 15.999.782 17.532.396 20.453.837 17.750.025
53,12% 50,75% 53,17% 56,33% 46,15% 44,93% 49,67% 47,38% 44,19% 48,70% 43,71% 46,63% 31,94% 28,37% 27,32% 30,27% 27,78% 26,98% 25,02% 25,13% 25,23% 23,08% 21,39%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.290.099 1.143.337 1.190.269 1.265.567 1.130.397 1.228.748
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% 0,00% 0,00% 0,00% 0,00% 1,68% 1,66% 1,87% 1,82% 1,28% 1,48%
375.436 420.376 433.091 359.900 508.078 434.622 428.448 391.869 485.894 574.810 608.504 463.845 807.449 894.290 774.697 708.071 588.625 766.639 924.885 939.736 1.051.911 1.529.670 1.158.928
0,78% 0,95% 0,77% 0,85% 1,08% 0,92% 0,99% 0,89% 1,02% 1,01% 1,21% 1,04% 0,97% 1,29% 0,95% 0,97% 0,79% 1,00% 1,34% 1,48% 1,51% 1,73% 1,40%
6.930.043 6.873.760 9.395.777 4.901.555 7.282.334 8.699.204 5.687.982 5.486.138 8.205.000 9.503.431 8.815.638 7.653.521 11.278.474 11.478.614 11.607.835 9.859.246 12.201.733 14.872.874 14.701.724 12.708.252 20.717.327 22.903.391 22.615.039
14,39% 15,50% 16,66% 11,55% 15,50% 18,35% 13,20% 12,44% 17,22% 16,69% 17,49% 17,13% 13,61% 16,60% 14,23% 13,57% 16,39% 19,40% 21,29% 19,96% 29,82% 25,84% 27,26%
2.497.816 2.647.636 2.923.380 2.066.269 2.804.882 2.975.910 2.457.865 3.291.106 2.901.838 3.388.197 2.589.247 2.402.526 3.723.147 3.227.515 3.167.367 3.042.185 2.791.472 2.725.252 2.690.730 2.514.856 2.817.570 3.824.173 4.067.862
5,19% 5,97% 5,18% 4,87% 5,97% 6,28% 5,70% 7,46% 6,09% 5,95% 5,14% 5,38% 4,49% 4,67% 3,88% 4,19% 3,75% 3,55% 3,90% 3,95% 4,06% 4,31% 4,90%
124.298.839 14,96%
157.965.943
19,01%
220.719.039 26,56%
7.248.417
0,87%
10.144.901
1,22%
164.944.509 19,85%
34.592.129
4,16%
1997 1998 1999 2000
2001 Total
Euronext Paris changed the contract size of Stock Options on July 1, 1998, from 100 to 10, Eurex changed the contract size on March 30, 1998, from 500 to 100 and 50 to 10, except for Allianz and Münchener Rück VNA.
50,00%
Share of Some Options and Futures Exchanges at Equity Options Turnover
45,00% 40,00% 35,00% 30,00% 25,00% 20,00% 15,00%
Eurex Euronext Paris CBOE
10,00% 5,00% 0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.2
ex_monthly0112.doc 14.01.2002 page 96
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total st
2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
IDEM/ MIF
MEFF RF/RV Share
Safex Share
Osaca SE Share
HKFE Share
MSE Share
Share
36.340.078 15,77% 52.741.082 16,38% 40.653.543 9,78% 50.345.697 8,79%
2.443.819 1.341.537 1.947.931 5.545.356
1,06% 0,42% 0,47% 0,97%
1.485.066 2.695.206 8.091.728 16.402.966
0,64% 0,84% 1,95% 2,86%
1.992.579
0,29%
222.094 363.901 683.778 103.556
0,10% 0,11% 0,16% 0,02%
4.453 3.714 5.696 4.188.702
0,00% 0,00% 0,00% 0,73%
8.658 16.580.439
0,00% 2,43%
14.578.733 13.330.788 13.778.201 11.822.336
6,24% 5,96% 6,81% 6,89%
1.209.494 3.074.477 1.834.870 1.246.325
0,52% 1,37% 0,91% 0,73%
8.079.113 5.175.907 4.539.699 2.775.203
3,46% 2,31% 2,25% 1,62%
1.542.727 790.375 1.649.689 1.360.344
0,66% 0,35% 0,82% 0,79%
14.742 12.633 5.478 4.304
0,01% 0,01% 0,00% 0,00%
1.305.991 1.042.102 874.879 588.467
0,56% 0,47% 0,43% 0,34%
8.079.113 5.175.907 4.539.699 2.775.203
3,46% 2,31% 2,25% 1,62%
4.362.574 9,06% 3.714.077 8,37% 3.602.817 6,39% 3.873.930 9,13% 3.586.400 7,64% 3.734.677 7,88% 4.581.056 10,63% 5.147.161 11,67% 4.080.214 8,56% 5.496.781 9,65% 4.927.576 9,78% 3.238.434 7,25% 5.726.985 6,91% 4.033.936 5,83% 4.817.812 5,91% 4.215.972 5,80% 4.557.408 6,12% 4.557.408 5,94% 4.587.804 6,65% 3.998.949 6,28% 5.191.448 7,47% 6.542.598 7,38% 5.279.738 6,36%
495.043 411.528 77.562 266.419 545.011 659.252 396.994 379.841 579.167 572.568 684.224 477.747 602.004 529.928 77.562 953.372 1.276.203 844.902 708.582 538.865 587.423 701.107 545.218
1,03% 0,93% 0,14% 0,63% 1,16% 1,39% 0,92% 0,86% 1,22% 1,01% 1,36% 1,07% 0,73% 0,77% 0,10% 1,31% 1,71% 1,10% 1,03% 0,85% 0,85% 0,79% 0,66%
762.581 563.574 1.772.277 550.576 908.428 2.234.725 1.142.185 595.699 2.164.917 884.315 2.071.670 2.752.019 1.638.948 2.021.710 4.418.455 1.013.623 1.521.585 2.640.699 1.422.492 1.145.077 1.972.130 1.555.414 1.219.789
1,58% 1,27% 3,14% 1,30% 1,93% 4,71% 2,65% 1,35% 4,54% 1,55% 4,11% 6,16% 1,98% 2,92% 5,42% 1,40% 2,04% 3,44% 2,06% 1,80% 2,84% 1,75% 1,47%
0 0 0 0 50.000 168.206 85.026 610.997 135.063 308.728 313.887 320.672 987.148 165.549 390.030 58.026 246.372 485.977 630.392 507.133 512.164 630.231 730.113
0,00% 0,00% 0,00% 0,00% 0,10% 0,34% 0,14% 1,02% 0,21% 0,41% 0,47% 0,51% 1,19% 0,24% 0,48% 0,08% 0,33% 0,63% 0,91% 0,80% 0,74% 0,71% 0,88%
25.181 24.051 28.339 4.783 5.773 3.209 1.829 2.390 434 1.619 2.789 3.159 5.296 7.509 1.937 6.968 3.323 2.342 2.513 1.354 1.611 1.621 2.683
0,05% 0,05% 0,05% 0,01% 0,01% 0,01% 0,00% 0,01% 0,00% 0,00% 0,01% 0,01% 0,01% 0,01% 0,00% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
251.029 221.291 177.745 213.668 206.391 265.153 436.023 480.786 536.159 553.013 392.358 455.086 385.204 423.006 497.781 293.159 401.342 347.601 178.994 316.717 379.168 311.127 277.340
0,52% 0,50% 0,32% 0,50% 0,44% 0,56% 1,01% 1,09% 1,13% 0,97% 0,78% 1,02% 0,46% 0,61% 0,61% 0,40% 0,54% 0,45% 0,26% 0,50% 0,55% 0,35% 0,33%
762.581 563.574 1.772.277 550.576 908.428 2.234.725 1.142.185 595.699 2.164.917 884.315 2.071.670 2.929.492 1.638.948 2.021.710 4.418.455 1.013.623 1.521.585 2.640.699 1.422.492 1.145.077 1.972.130 1.555.414 1.219.789
1,56% 1,25% 3,05% 1,28% 1,90% 4,49% 1,94% 1,00% 3,34% 1,17% 3,07% 4,65% 1,98% 2,92% 5,42% 1,40% 2,04% 3,44% 2,06% 1,80% 2,84% 1,75% 1,47%
6,44%
7.365.166
0,89%
20.569.922
2,47%
5.343.135
0,64%
37.157
0,00%
3.811.439
0,46%
20.569.922
2,47%
53.510.058
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.3
ex_monthly0112.doc 14.01.2002 page 97
Paid Premium (in KEuro) – Part I Eurex
1997 1998 1999 2000
Amex
CBOE Share
Share
59.258.943 17,49%
209.778.443 61,91%
Total Total Total Total
11.679.648
3,45%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
25.490.774 31.496.598 10.653.587 7.460.118
36,32% 46,74% 31,52% 29,60%
30.964.487 23.592.548 12.073.967 9.004.357
44,11% 35,01% 35,73% 35,72%
0 0 0 0
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
0 0 0 0 0 0 0 0 2.889.733 2.836.214 3.597.549 2.356.152 6.749.796 8.903.201 9.837.777 14.851.867 10.370.755 6.273.976 3.672.381 3.183.057 3.798.149 3.383.392 4.076.726
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 9,63% 6,09% 8,57% 6,16% 27,74% 41,53% 40,28% 53,00% 47,46% 35,83% 28,27% 27,94% 40,35% 25,47% 34,20%
0 0 0 0 0 0 0 9.145.243 9.295.787 14.625.946 14.230.197 11.961.769 12.265.356 8.365.861 10.333.270 9.289.507 7.547.613 6.755.428 5.513.973 4.877.721 1.682.274 4.815.048 4.189.309
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 33,59% 30,98% 31,40% 33,91% 31,26% 50,41% 39,02% 42,31% 33,15% 34,54% 38,58% 42,44% 42,82% 17,87% 36,24% 35,15%
2001 Total
75.101.077 38,20%
75.635.359 38,48%
60,00%
ASX
Share
Liffe Share
Euronext Paris Share
OM Share
Share
0
0
0
0,00%
6.902.570
2,04%
412.433
0,12%
0,00% 0,00% 0,00% 0,00%
0 768.544 2.007.357 1.423.066
0,00% 1,14% 5,94% 5,65%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
1.851.716 1.630.645 1.813.938 725.160
2,64% 2,42% 5,37% 2,88%
1.580.046 993.774 851.318 567.744
2,25% 1,47% 2,52% 2,25%
20.452.171 17.294.760 24.110.865 18.096.095 14.634.485 12.944.948 13.342.916 13.052.526 13.213.289 22.986.725 19.093.346 20.556.317 0 0 0 0 0 0 0 0 0 0 0
78,86% 76,48% 80,27% 78,99% 77,91% 76,80% 75,48% 47,94% 44,03% 49,36% 45,49% 53,72% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 768.544 643.021 664.516 699.820 613.213 809.853
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% 0,00% 0,00% 0,00% 0,00% 4,39% 4,95% 5,83% 7,44% 4,62% 6,79%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
541.287 744.154 1.091.414 421.130 768.728 620.104 403.404 383.069 455.691 521.059 559.526 393.004 660.622 652.914 538.180 504.552 535.491 590.602 513.391 413.811 886.737 725.160 0
2,09% 3,29% 3,63% 1,84% 4,09% 3,68% 2,28% 1,41% 1,52% 1,12% 1,33% 1,03% 2,72% 3,05% 2,20% 1,80% 2,45% 3,37% 3,95% 3,63% 9,42% 5,46% 0,00%
0 0 0 0 0 0 0 0 0 0 0 412.433 516.767 585.119 478.160 422.806 279.611 291.358 277.111 277.802 296.404 269.649 298.094
0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 1,08% 2,12% 2,73% 1,96% 1,51% 1,28% 1,66% 2,13% 2,44% 3,15% 2,03% 2,50%
0
0,00%
4.198.968
2,14%
0
0,00%
6.021.459
3,06%
3.992.882
2,03%
Aug
Sep
Share of Some Options and Futures Exchanges at Equity Options Paid Premium
50,00% 40,00% 30,00% Eurex
20,00%
Euronext Paris Amex
10,00% 0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.4.4
ex_monthly0112.doc 14.01.2002 page 98
Paid Premium (in KEuro) – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total st
46.836.583 13,82%
IDEM/ MIF
MEFF RF/RV Share
Safex Share
Osaca SE Share
HKFE Share
MSE Share
Share
3.772.400
1,11%
0
0,00%
0
0,00%
215.438
0,06%
0
0,00%
0
0,00%
2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter
9.413.880 7.357.310 5.895.000 5.689.000
13,41% 10,92% 17,44% 22,57%
884.700 1.536.200 497.700 333.800
1,26% 2,28% 1,47% 1,32%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
7.623 6.359 3.695 1.719
0,01% 0,01% 0,01% 0,01%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
4.485.823 4.239.500 4.464.300 3.827.500 3.024.300 2.886.800 3.716.200 4.459.320 3.893.570 5.308.800 4.159.050 2.371.420 3.905.080 2.516.600 2.992.200 2.505.640 2.425.670 2.426.000 2.201.000 1.847.000 1.847.000 3.287.000 2.402.000
17,30% 18,75% 14,86% 16,71% 16,10% 17,13% 21,02% 16,38% 12,97% 11,40% 9,91% 6,20% 16,05% 11,74% 12,25% 8,94% 11,10% 13,86% 16,94% 16,21% 19,62% 24,74% 20,15%
285.300 315.100 359.100 562.200 353.300 400.800 213.100 185.600 260.000 294.200 329.000 214.700 229.900 411.800 243.000 445.900 689.000 401.300 169.800 127.700 200.200 191.800 142.000
1,10% 1,39% 1,20% 2,45% 1,88% 2,38% 1,21% 0,68% 0,87% 0,63% 0,78% 0,56% 0,94% 1,92% 0,99% 1,59% 3,15% 2,29% 1,31% 1,12% 2,13% 1,44% 1,19%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
169.584 19.195 12.669 2.354 2.240 1.909 1.302 1.678 492 1.265 1.775 975 3.528 2.840 1.255 2.753 2.153 1.454 1.479 858 1.358 581 1.139
0,65% 0,08% 0,04% 0,01% 0,01% 0,01% 0,01% 0,01% 0,00% 0,00% 0,00% 0,00% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,01% 0,00% 0,01%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
28.355.190 14,42%
3.252.400
1,65%
0
0,00%
0
0,00%
19.396
0,01%
0
0,00%
0
0,00%
2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.5
Money Market Products
6.5.1
Traded Contracts – Part I Eurex
BM&F Share
1997 1998 1999 2000
Total Total Total Total
ex_monthly0112.doc 14.01.2002 page 99
CBOE Share
1.131.032 831.328 3.104.457 1.227.113
0,37% 0,26% 1,29% 0,38%
63.346 0,03% 43.795.597 13,71%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
235.789 168.290 132.198 93.320
0,20% 0,13% 0,10% 0,09%
15.831.398 16.111.511 16.314.081 13.071.687
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
181.765 147.821 138.519 86.008 124.785 106.231 69.756 91.289 78.752 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840 40.976 43.865 47.357 46.708 46.612
0,74% 0,55% 0,51% 0,33% 0,41% 0,36% 0,30% 0,36% 0,29% 0,29% 0,24% 0,23% 0,21% 0,17% 0,20% 0,15% 0,12% 0,13% 0,11% 0,10% 0,09% 0,10% 0,08%
2.230.015 2.635.599 2.216.443 3.458.061 3.988.620 3.533.074 3.863.372 4.861.604 3.979.938 5.210.907 4.641.622 3.176.342 3.877.452 4.910.547 7.043.399 5.678.516 5.685.649 4.747.346 4.967.609 6.435.367 4.911.105 6.660.935 6.410.752
2001 Total
629.597
0,13%
CME Share
Liffe Share
OM
Euronext Paris Share
Share
Share
3.378 2.872 516 426
0,00% 0,00% 0,00% 0,00%
149.613.663 144.856.964 120.180.904 138.717.448
48,40% 45,42% 49,84% 43,44%
93.470.175 127.816.901 85.962.832 97.960.974
30,24% 40,08% 35,65% 30,67%
17.205.436 5.789.835 3.061.135 195.169
5,57% 1,82% 1,27% 0,06%
11.718.104 6.887.576 5.890.821 4.317.525
3,79% 2,16% 2,44% 1,35%
13,11% 12,90% 12,16% 12,13%
521 62 193 21
0,00% 0,00% 0,00% 0,00%
61.497.930 64.967.198 70.556.520 56.120.180
50,94% 52,03% 52,58% 52,09%
36.302.623 39.204.769 42.344.836 35.523.036
30,07% 31,40% 31,56% 32,97%
1.452 1.013 30 370
0,00% 0,00% 0,00% 0,00%
1.184.307 1.608.134 1.450.995 1.039.238
0,98% 1,29% 1,08% 0,96%
9,11% 9,79% 8,22% 13,34% 12,98% 11,96% 16,85% 19,15% 14,72% 19,15% 18,34% 11,79% 9,08% 14,04% 16,35% 13,69% 13,45% 11,54% 13,42% 14,09% 9,54% 14,20% 10,54%
8 12 68 95 110 20 2 4 7 2 13 85 196 322 3 22 40 0 25 51 117 6 15
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
10.991.187 12.008.220 12.692.259 12.695.906 13.549.153 12.309.658 9.763.361 9.105.666 10.365.641 11.624.234 10.049.818 13.562.345 22.692.730 17.758.066 21.047.134 21.165.934 22.539.728 21.261.536 19.670.040 23.364.952 27.521.528 23.508.430 32.611.750
44,90% 44,61% 47,08% 48,98% 44,09% 41,68% 42,59% 35,86% 38,33% 42,71% 39,71% 50,34% 53,16% 50,77% 48,86% 51,04% 53,33% 51,69% 53,13% 51,17% 53,45% 50,10% 53,62%
7.459.227 8.249.127 8.473.134 6.764.179 9.779.771 9.767.386 6.796.646 7.806.840 9.714.983 7.851.998 7.931.332 7.366.351 13.026.398 10.369.453 12.906.772 13.186.681 12.613.440 13.404.648 11.162.387 14.011.984 17.170.465 15.458.505 20.064.531
30,47% 30,64% 31,43% 26,10% 31,83% 33,08% 29,65% 30,74% 35,92% 28,85% 31,34% 27,34% 30,52% 29,65% 29,97% 31,80% 29,84% 32,59% 30,15% 30,69% 33,34% 32,95% 32,99%
49.498 61.579 44.630 10.465 6.915 5.805 6.941 590 2.776 585 670 4.715 657 780 15 693 250 70 30 0 0 200 170
0,20% 0,23% 0,17% 0,04% 0,02% 0,02% 0,03% 0,00% 0,01% 0,00% 0,00% 0,02% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
296.741 427.956 658.067 238.573 477.280 264.729 172.948 378.950 316.930 357.745 400.163 327.443 560.180 298.895 325.232 433.401 449.566 725.167 322.005 515.919 613.071 390.185 649.053
1,21% 1,59% 2,44% 0,92% 1,55% 0,90% 0,75% 1,49% 1,17% 1,31% 1,58% 1,22% 1,31% 0,85% 0,76% 1,05% 1,06% 1,76% 0,87% 1,13% 1,19% 0,83% 1,07%
61.328.677 12,58%
797
0,00%
153.375.264 31,46%
2.865
0,00%
5.282.674
1,08%
Oct
Nov
253.141.828 51,92%
Share Some Options and Futures Exchanges at Money Market Products Turnover 80,00%
60,00%
40,00%
20,00%
Eurex CME Liffe
0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.5.2
14.01.2002 page 100
Traded Contracts – Part II MSE
Nzfoe Share
1997 1998 1999 2000
Meff rf/rv Share
Tiffe Share
SGX-DT Share
HKFE Share
SFE Share
Share 6.902.810 9,59% 8.505.460 12,99% 7.637.496 16,69% 8.028.022 12,11%
Total Total Total Total
5.242.933
7,91%
629.177
0,95%
2.943.759 2.069.505 25.051 247
4,09% 3,16% 0,05% 0,00%
26.059.478 21.662.014 14.901.221 17.196.604
36,20% 33,08% 32,56% 25,94%
1.714.393
2,59%
87.819 507.387 318.372 337.230
0,12% 0,77% 0,70% 0,51%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
1.284.454 1.099.989 1.042.373 665.237
1,06% 0,88% 0,78% 0,62%
278.903 256.446 242.288 125.210
0,23% 0,21% 0,18% 0,12%
0 0 0 0
0,00% 0,00% 0,00% 0,00%
3.137.864 1.205.751 1.750.115 972.019
2,60% 0,97% 1,30% 0,90%
28.793 28.543 40.781 17.912
0,02% 0,02% 0,03% 0,02%
182.659 141.474 191.787 92.867
0,15% 0,11% 0,14% 0,09%
767.385 76.661 111.569 22.195
0,64% 0,06% 0,08% 0,02%
581.370 604.595 521.451 433.626 490.539 463.464 312.483 353.537 373.753 373.834 453.761 280.520 388.564 340.457 555.433 387.831 352.952 359.206 266.828 379.790 395.755 316.984 348.253
2,37% 2,25% 1,93% 1,67% 1,60% 1,57% 1,36% 1,39% 1,38% 1,37% 1,79% 1,04% 0,91% 0,97% 1,29% 0,94% 0,84% 0,87% 0,72% 0,83% 0,77% 0,68% 0,57%
0 0 0 33.096 76.925 79.863 65.595 100.763 87.425 47.333 50.667 87.510 73.964 83.863 121.076 63.646 103.078 89.722 58.199 74.998 109.091 49.481 75.729
0,00% 0,00% 0,00% 0,13% 0,25% 0,27% 0,29% 0,40% 0,32% 0,17% 0,20% 0,32% 0,17% 0,24% 0,28% 0,15% 0,24% 0,22% 0,16% 0,16% 0,21% 0,11% 0,12%
125 0 80 0 0 3 0 0 39 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00%
1.338.728 1.153.651 1.439.398 1.602.229 1.407.696 2.302.423 1.268.273 1.955.706 1.382.730 885.277 1.053.724 1.406.769 1.182.824 1.075.290 879.750 416.244 367.954 421.553 435.819 699.814 614.482 423.900 548.119
5,47% 4,29% 5,34% 6,18% 4,58% 7,80% 5,53% 7,70% 5,11% 3,25% 4,16% 5,22% 2,77% 3,07% 2,04% 1,00% 0,87% 1,02% 1,18% 1,53% 1,19% 0,90% 0,90%
835.114 822.207 1.000 1.672 1.244 1.253 1.040 6.967 12.229 14.573 11.054 6.040 8.523 10.961 9.309 11.097 9.912 7.534 18.123 10.144 12.514 11.229 6.683
3,41% 3,05% 0,00% 0,01% 0,00% 0,00% 0,00% 0,03% 0,05% 0,05% 0,04% 0,02% 0,02% 0,03% 0,02% 0,03% 0,02% 0,02% 0,05% 0,02% 0,02% 0,02% 0,01%
21.800 10.140 22.506 18.178 20.609 27.466 29.349 50.764 29.498 56.895 22.970 27.055 69.608 45.626 67.425 45.580 55.304 40.590 62.326 71.696 57.765 43.446 49.421
0,09% 0,04% 0,08% 0,07% 0,07% 0,09% 0,13% 0,20% 0,11% 0,21% 0,09% 0,10% 0,16% 0,13% 0,16% 0,11% 0,13% 0,10% 0,17% 0,16% 0,11% 0,09% 0,08%
494.581 799.204 751.561 577.809 804.608 669.104 576.134 680.495 700.074 714.067 628.444 631.941 713.255 25.337 28.793 16.926 34.470 25.265 20.402 50.911 40.256 10.075 12.120
2,02% 2,97% 2,79% 2,23% 2,62% 2,27% 2,51% 2,68% 2,59% 2,62% 2,48% 2,35% 1,67% 0,07% 0,07% 0,04% 0,08% 0,06% 0,06% 0,11% 0,08% 0,02% 0,02%
4.092.053
0,84%
902.847
0,19%
0
0,00%
7.065.749
1,45%
116.029
0,02%
608.787
0,12%
977.810
0,20%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
6.5.3
ex_monthly0112.doc
Three-Month Euribor Futures – Traded Contracts Eurex
Liffe
Euronext Paris
Eurex Share
3.033.636 1.224.877
35.657.690 58.016.852
3.023.195 195.169
7,27% 2,06%
st 2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
235.789 168.290 132.198 93.320
21.954.182 22.278.986 22.430.025 19.183.244
1.452 1.013 30 370
1,06% 0,75% 0,59% 0,48%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May
181.610 146.490 138.199 86.008 124.785 106.131 69.756 91.289 78.422 78.294 61.618 62.275 89.723 57.849 88.217 62.146 52.304 53.840
4.267.853 4.692.471 5.216.618 4.022.742 5.710.498 6.198.878 3.954.437 4.626.363 5.917.061 4.819.084 4.241.203 4.349.644 7.812.327 6.358.426 7.783.429 7.790.571 7.264.160 7.224.255
49.498 61.579 44.630 10.465 6.915 5.805 6.941 590 2.776 585 670 4.715 657 780 15 693 250 70
4,04% 2,99% 2,56% 2,09% 2,14% 1,68% 1,73% 1,93% 1,31% 1,60% 1,43% 1,41% 1,14% 0,90% 1,12% 0,79% 0,71% 0,74%
40.976 43.865 47.357 46.708 46.612
6.114.320 7.142.497 9.173.208 8.078.432 11.104.812
30 0 0 200 170
0,67% 0,61% 0,51% 0,57% 0,42%
629.597
85.846.437
2.865
0,73%
1999 Total 2000 Total
Jun Jul Aug Sep Oct Nov 2001 Total
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6
Capital Market Products
6.6.1
Traded Contracts – Part I Eurex
CBOT Share
1997 1998 1999 2000
ex_monthly0112.doc 14.01.2002 page 101
CBOE Share
MSE Share
Liffe
Euronext Paris Share
Share
96.130.695 22,38% 47.290.514 10,00% 10.692.729 2,24% 5.748.254 1,06%
44.686.994 10,40% 29.570.958 6,25% 6.386.379 1,34% 43.328.691 8,01%
Total Total Total Total
63.450.369 140.962.300 245.630.053 287.812.314
14,77% 29,79% 51,56% 53,24%
177.617.386 216.623.010 190.101.028 169.083.176
41,35% 45,79% 39,90% 31,28%
72.139 73.891 42.040 41.669
0,02% 0,02% 0,01% 0,01%
1.510.363
0,28%
st
104.718.191 95.430.133 98.673.374 85.195.227
60,79% 58,97% 64,32% 64,75%
47.408.789 47.441.805 43.810.326 39.520.551
27,52% 29,31% 28,56% 30,04%
14.497 5.476 7.507 6.620
0,01% 0,00% 0,00% 0,01%
465.667 430.775 453.113 380.535
0,27% 0,27% 0,30% 0,29%
1.606.951 2.729.282 2.967.110 2.104.747
0,93% 1,69% 1,93% 1,60%
9.618.869 7.168.446 1.004.454 157.217
26.500.285 25.959.568 26.812.149 19.826.053 29.644.030 26.531.835 20.208.585 21.058.675 26.487.962 21.926.635 21.448.670 21.407.867 36.611.544 31.415.986 36.690.661 32.257.267 32.268.652 30.904.214 28.725.918 31.346.259 38.601.197 37.000.762 48.194.465
53,41% 47,99% 53,48% 46,15% 53,68% 56,06% 57,81% 51,87% 58,49% 54,65% 51,50% 55,39% 62,62% 58,24% 61,29% 60,13% 56,35% 60,68% 65,97% 60,55% 66,44% 66,87% 63,21%
17.493.783 19.766.045 14.460.040 14.063.220 16.626.836 12.669.308 8.960.917 13.908.070 12.166.104 12.928.678 14.552.214 11.487.961 15.807.258 16.094.083 15.507.448 14.768.679 18.816.374 13.856.752 11.857.770 16.805.257 15.147.299 15.408.998 24.111.553
35,26% 36,54% 28,84% 32,73% 30,11% 26,77% 25,63% 34,25% 26,86% 32,22% 34,94% 29,73% 27,04% 29,83% 25,91% 27,53% 32,86% 27,21% 27,23% 32,46% 26,07% 27,85% 31,62%
10.379 8.569 7.358 2.609 2.731 2.076 1.134 1.499 1.151 989 611 2.563 2.049 3.686 8.762 3.348 1.292 836 3.701 1.611 2.195 3.139 3.481
0,02% 0,02% 0,01% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,01% 0,00% 0,01% 0,01% 0,01% 0,00% 0,00% 0,01% 0,00% 0,00% 0,01% 0,00%
79.602 167.154 115.394 84.549 169.601 128.008 77.510 209.078 71.223 106.833 207.056 94.355 123.096 225.450 117.121 124.722 191.166 114.887 93.960 223.399 135.754 118.886 261.649
0,16% 0,31% 0,23% 0,20% 0,31% 0,27% 0,22% 0,51% 0,16% 0,27% 0,50% 0,24% 0,21% 0,42% 0,20% 0,23% 0,33% 0,23% 0,22% 0,43% 0,23% 0,21% 0,34%
460.445 594.601 505.594 310.665 618.507 454.160 359.496 501.251 523.496 436.653 626.467 356.919 542.773 505.088 559.090 583.873 1.107.107 1.038.302 864.721 1.091.272 1.011.117 980.836 1.123.911
0,93% 1,10% 1,01% 0,72% 1,12% 0,96% 1,03% 1,23% 1,16% 1,09% 1,50% 0,92% 0,93% 0,94% 0,93% 1,09% 1,93% 2,04% 1,99% 2,11% 1,74% 1,77% 1,47%
178.181.471 28,78%
34.100
0,01%
1.730.090
0,28%
9.408.090
1,52%
2001 1 Quarter nd 2 Quarter rd 3 Quarter th 4 Quarter 2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 2001 Total
384.016.925 62,03%
80,00%
OM
Share
Share 3.189.021 3.141.345 2.124.888 1.068.220
0,74% 0,66% 0,45% 0,20%
5,58% 4,43% 0,65% 0,12%
238.160 403.649 419.089 222.062
0,14% 0,25% 0,27% 0,17%
2.935.127 5,92% 4.175.406 7,72% 4.021.132 8,02% 6.461.576 15,04% 5.531.517 10,02% 4.348.927 9,19% 3.243.422 9,28% 2.343.622 5,77% 2.975.973 6,57% 2.432.419 6,06% 2.476.759 5,95% 2.382.811 6,17% 3.081.560 5,27% 3.328.789 6,17% 3.208.520 5,36% 3.121.888 5,82% 2.360.903 4,12% 1.685.655 3,31% 374.515 0,86% 377.656 0,73% 252.283 0,43% 110.683 0,20% 46.534 0,06%
62.946 75.004 215.333 91.173 96.997 134.594 33.339 49.415 127.536 52.674 38.145 91.064 87.533 57.732 92.895 64.841 115.384 223.424 78.336 96.811 243.942 118.117 103.945
0,13% 0,14% 0,43% 0,21% 0,18% 0,28% 0,10% 0,12% 0,28% 0,13% 0,09% 0,24% 0,15% 0,11% 0,16% 0,12% 0,20% 0,44% 0,18% 0,19% 0,42% 0,21% 0,14%
2,90%
1.282.960
0,21%
17.948.986
Share of European Options and Futures Exchanges at Capital Market Products Turnover Eurex CBOT
60,00%
Liffe
40,00%
20,00%
0,00% Nov
Dec
Jan 2001
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6.2
ex_monthly0112.doc 14.01.2002 page 102
Traded Contracts – Part II Euronext Amsterdam Share 1997 1998 1999 2000
Total Total Total Total
Nybot
Meff rf/rv Share
TSE Share
SGX-DT Share
Nzfoe Share
SFE Share
Share
292.860 215.700 134.539 43.987
0,07% 0,05% 0,03% 0,01%
323.294
0,06%
23.688.599 16.839.457 3.618.103 1.094.675
5,52% 3,56% 0,76% 0,20%
11.236.272
2,08%
1.045.501
0,19%
11.605
0,00%
17.354.831 17.077.491 17.674.913 18.277.688
4,04% 3,61% 3,71% 3,38%
3.629 3.196 1.619 2.340
0,00% 0,00% 0,00% 0,00%
28.220 81.928 54.398 0
0,02% 0,05% 0,04% 0,00%
143.145 78.318 28.634 14.042
0,08% 0,05% 0,02% 0,01%
2.366.962 2.149.338 0 0
1,37% 1,33% 0,00% 0,00%
342.972 216.837 213.583 137.471
0,20% 0,13% 0,14% 0,10%
23.729 35.063 20.541 10.516
0,01% 0,02% 0,01% 0,01%
5.292.789 5.665.370 5.757.405 3.823.463
3,07% 3,50% 3,75% 2,91%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
1.740 3.041 8.066 1.618 11.134 7.358 6.031 1.291 667 1.174 797 1.070 1.509 605 1.515 1.533 1.107 556 801 491 327 1.871 469
0,00% 0,01% 0,02% 0,00% 0,02% 0,02% 0,02% 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% 0,00% 0,00% 0,00%
0 0 17.427 57.572 64.842 40.369 25.406 41.723 25.998 18.988 19.411 11.558 6.230 9.195 12.795 22.305 55.881 3.742 369 33.636 20.393 0 0
0,00% 0,00% 0,03% 0,13% 0,12% 0,09% 0,07% 0,10% 0,06% 0,05% 0,05% 0,03% 0,01% 0,02% 0,02% 0,04% 0,10% 0,01% 0,00% 0,06% 0,04% 0,00% 0,00%
157.005 146.981 132.615 65.692 106.997 113.531 55.321 54.164 91.122 47.331 47.429 76.487 37.740 41.102 64.303 29.184 16.407 32.727 9.915 6.926 11.793 7.918 6.124
0,32% 0,27% 0,26% 0,15% 0,19% 0,24% 0,16% 0,13% 0,20% 0,12% 0,11% 0,20% 0,06% 0,08% 0,11% 0,05% 0,03% 0,06% 0,02% 0,01% 0,02% 0,01% 0,01%
849.662 1.358.812 1.037.847 787.483 937.880 1.062.132 694.909 1.049.288 854.830 671.330 957.539 974.560 766.089 777.404 823.469 778.432 673.919 696.987 0 0 0 0 0
1,71% 2,51% 2,07% 1,83% 1,70% 2,24% 1,99% 2,58% 1,89% 1,67% 2,30% 2,52% 1,31% 1,44% 1,38% 1,45% 1,18% 1,37% 0,00% 0,00% 0,00% 0,00% 0,00%
22.848 59.945 126.585 90.883 60.599 137.611 71.862 89.498 149.659 55.426 50.283 130.302 74.596 86.825 181.551 64.295 49.041 103.501 48.781 75.482 89.320 42.885 94.586
0,05% 0,11% 0,25% 0,21% 0,11% 0,29% 0,21% 0,22% 0,33% 0,14% 0,12% 0,34% 0,13% 0,16% 0,30% 0,12% 0,09% 0,20% 0,11% 0,15% 0,15% 0,08% 0,12%
0 0 0 2.330 2.361 1.450 723 1.512 1.045 390 504 1.290 156 4.924 18.649 16.013 9.385 9.665 5.901 5.342 9.298 4.411 6.105
0,00% 0,00% 0,00% 0,01% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,00% 0,01% 0,03% 0,03% 0,02% 0,02% 0,01% 0,01% 0,02% 0,01% 0,01%
1.045.255 1.777.017 2.676.118 1.117.057 1.349.446 1.693.085 1.218.528 1.293.585 1.813.207 1.445.959 1.219.998 1.628.433 1.324.085 1.393.463 2.575.241 1.805.847 1.599.144 2.260.379 1.480.340 1.704.294 2.572.771 1.531.421 2.292.042
2,11% 3,29% 5,34% 2,60% 2,44% 3,58% 3,49% 3,19% 4,00% 3,60% 2,93% 4,21% 2,26% 2,58% 4,30% 3,37% 2,79% 4,44% 3,40% 3,29% 4,43% 2,77% 3,01%
2001 Total
10.784
0,00%
164.546
0,03%
264.139
0,04%
4.516.300
0,73%
910.863
0,15%
89.849
0,01%
20.539.027
3,32%
st
2001 1 Quarter 2nd Quarter 3rd Quarter 4th Quarter
Eurex
Eurex Monthly Statistics Derivatives Market December 2001
6.6.3
ex_monthly0112.doc 14.01.2002 page 103
Ten Year Capital Market Futures – Traded Contracts Euro-Bund Future
US T-Bond
Long Gilt
Euro Notional Future Bono Nocional 10 Anos Euronext Paris Meffrf
Eurex
CBoT
Liffe
31.337.633 89.877.840 144.158.040 151.326.295
99.827.659 112.224.081 90.042.282 62.750.843
19.653.565 16.185.316 8.421.533 5.350.705
33.752.483 23.284.475 6.130.969 43.317.155
23.657.790 15.662.560 3.614.750 1.094.548
15,05% 34,94% 57,12% 57,36%
st 2001 1 Quarter 2nd Quarter rd 3 Quarter th 4 Quarter
48.367.269 42.534.125 42.259.702 34.630.982
15.865.239 14.839.381 12.643.692 11.344.973
1.574.984 1.657.792 1.723.882 1.340.928
9.618.869 7.002.379 661.955 47.400
143.145 78.318 28.634 14.042
64,00% 64,34% 73,73% 73,09%
2000 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 2001 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
14.516.161 13.826.139 14.441.505 10.881.368 16.259.360 13.450.106 11.261.895 11.099.745 13.453.985 10.783.679 10.864.857 10.487.495 16.949.346 15.219.972 16.197.951 13.805.975 14.610.113 14.118.037 13.428.585 13.365.746 15.465.371 15.753.516 18.877.466
7.966.403 8.157.436 5.378.565 5.282.336 5.972.896 4.458.561 3.080.009 4.709.907 4.529.244 4.460.446 5.072.770 3.682.270 5.123.006 5.545.941 5.196.292 4.583.990 6.022.154 4.233.237 3.347.047 4.965.647 4.330.998 4.598.609 6.746.364
402.039 526.704 473.644 283.792 562.970 417.575 334.867 462.700 498.418 426.903 613.389 347.704 534.311 495.714 544.959 437.167 658.921 561.704 488.652 662.472 572.758 569.745 771.183
2.932.527 4.173.256 4.021.132 6.457.676 5.529.127 4.348.551 3.243.422 2.343.622 2.975.853 2.432.419 2.476.759 2.382.811 3.081.560 3.328.789 3.208.520 3.121.887 2.310.127 1.570.365 294.183 174.992 192.780 28.954 18.446
157.005 146.981 132.615 65.692 106.997 113.404 55.321 54.164 91.122 47.331 47.429 76.487 37.740 41.102 64.303 29.184 16.407 32.727 9.915 6.926 11.793 7.918 6.124
55,89% 51,53% 59,07% 47,37% 57,19% 59,02% 62,65% 59,45% 62,44% 59,41% 56,96% 61,78% 65,88% 61,79% 64,25% 62,82% 61,86% 68,81% 76,44% 69,70% 75,17% 75,16% 71,45%
167.792.078
54.693.285
6.297.586
17.330.603
264.139
68,10%
1996 1997 1998 1999 2000
Total Total Total Total Total
2001 Total
Eurex-Share in %
Capital Market Futures - Total 2001 180 160 140 120 100 80 60 40 20 0 Euro-Bund Future in million contracts
US T-Bond
Long Gilt
Euro Notional Future
Bono Nocional 10 Anos
