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Eurex Vols
- Thread starter doublechin
- Start date
Some time ago (beginning of this year) I was reading a discussion on this forum about 'eurex volume dry up'.
There was some speculation on market efficiency , some said that algos destroyed the space for individual traders etc.
How is the thing now ?
Is for example eurostoxx good to trade as it was 2 years ago ?
I have no access to exchange traded contracts, no access to depth of market , there was a time I could watch eurostoxx depth of market. I used to work in prop firm as market maker (I wouldn't call it trading, long story) now I'm considering some retail-price-action trades on exchange traded stoxx or dax... is the thing harder than it was 2 years ago for , lets say , a scalper- individual trader... ?
I think the similar post I've just written was not send for some reason , sorry if it doubles.
There was some speculation on market efficiency , some said that algos destroyed the space for individual traders etc.
How is the thing now ?
Is for example eurostoxx good to trade as it was 2 years ago ?
I have no access to exchange traded contracts, no access to depth of market , there was a time I could watch eurostoxx depth of market. I used to work in prop firm as market maker (I wouldn't call it trading, long story) now I'm considering some retail-price-action trades on exchange traded stoxx or dax... is the thing harder than it was 2 years ago for , lets say , a scalper- individual trader... ?
I think the similar post I've just written was not send for some reason , sorry if it doubles.
In July 2012, the international derivatives markets of Eurex Group
recorded an average daily volume of <b>8.1 million contracts (July 2011:
10.1 million).</b> Of those, 5.8 million were Eurex Exchange contracts
(July 2011: 7.2 million), and 2.3 million contracts (July 2011: 2.9
million) were traded at the U.S.-based International Securities
Exchange (ISE). In total, 127.6 million contracts were traded at
Eurex Exchange and 48.1 million at ISE.
At Eurex Exchange, the <b>equity index derivatives segment totaled 63.8
million contracts (July 2011: 72.5 million)</b>. The single largest
contract was the future on the EURO STOXX 50® Index with 25.8 million
contracts. The option on this blue chip index totaled 25.3 million
contracts. Futures on the DAX index recorded 3.1 million contracts
while the DAX options reached another 4.6 million contracts. The
Eurex KOSPI Product recorded 1.8 million contracts (July 2011: 1.7
million). Options on the RDX index achieved around 100,000 contracts
for the first time.
The equity derivatives <b>(equity options and single stock futures)
segment at Eurex Exchange grew by 23 percent year-on-year</b> (y-o-y) and
reached 29.5 million contracts (July 2011: 24.0 million). Thereof,
equity options totaled 17.9 million contracts (July 2011: 18.9
million) and single stock futures equaled 11.6 million contracts
(July 2011: 5.1 million).
Eurex Exchange's <b>interest rate derivatives segment totaled 33.2
million contracts (July 2011: 54.9 million).</b> The Euro-Bund-Future
reached 13.0 million contracts, the Euro-Bobl-Future 7.6 million
contracts and the Euro-Schatz-Future 5.7 million contracts. The Euro-
BTP-Future grew by 81 percent y-o-y and totaled around 474,000
contracts; and the Short Term Euro-BTP-Future reached approximately
86,000 contracts. The Euro-OAT-Future â launched in mid April â
recorded a new monthly record with around 431,000 contracts.
The Eurex segment <b>dividend-based derivatives recorded more than
651,000 contracts, an increase of 97 percent y-o-y. Volatility
derivatives totaled 341,000 contracts, an increase of 68 percent y-o-
y.</B>
The volume traded on the Power Derivatives Market of European Energy
Exchange (EEX) amounted to 59.7 Terawatthours (TWh) in July 2012
(July 2011: 72.9 TWh). On the EEX Spot and Derivatives Market for
natural gas the volume traded amounted to 3.8 TWh (July 2011: 2.6
TWh). In July, a volume of 21.2 million tonnes of CO2 was traded on
the Spot and Derivatives Market for Emission Allowances compared with
6.4 million tonnes of CO2 in July 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling
markets, reported in July 2012 for all Eurex Repo markets an average
outstanding volume of 239.4 billion euros (July 2011: 292.9 billion
euros). The secured money market GC Pooling recorded an average
outstanding volume of 156.3 billion euros, an increase of 48 percent
y-o-y (July 2011: 105.4 billion euros). The Euro Repo Market reached
an average outstanding volume of 195.3 billion euros in July, an
increase of 46 percent y-o-y. The Swiss Franc Repo market reached
44.1 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex's
fixed-income product range, traded 8.8 billion euros (single
counting) in July compared to 9.1 billion euros in July 2011. In June
2012, volume was 9.4 billion euros.
For further information please visit http://www.eurexchange.com
recorded an average daily volume of <b>8.1 million contracts (July 2011:
10.1 million).</b> Of those, 5.8 million were Eurex Exchange contracts
(July 2011: 7.2 million), and 2.3 million contracts (July 2011: 2.9
million) were traded at the U.S.-based International Securities
Exchange (ISE). In total, 127.6 million contracts were traded at
Eurex Exchange and 48.1 million at ISE.
At Eurex Exchange, the <b>equity index derivatives segment totaled 63.8
million contracts (July 2011: 72.5 million)</b>. The single largest
contract was the future on the EURO STOXX 50® Index with 25.8 million
contracts. The option on this blue chip index totaled 25.3 million
contracts. Futures on the DAX index recorded 3.1 million contracts
while the DAX options reached another 4.6 million contracts. The
Eurex KOSPI Product recorded 1.8 million contracts (July 2011: 1.7
million). Options on the RDX index achieved around 100,000 contracts
for the first time.
The equity derivatives <b>(equity options and single stock futures)
segment at Eurex Exchange grew by 23 percent year-on-year</b> (y-o-y) and
reached 29.5 million contracts (July 2011: 24.0 million). Thereof,
equity options totaled 17.9 million contracts (July 2011: 18.9
million) and single stock futures equaled 11.6 million contracts
(July 2011: 5.1 million).
Eurex Exchange's <b>interest rate derivatives segment totaled 33.2
million contracts (July 2011: 54.9 million).</b> The Euro-Bund-Future
reached 13.0 million contracts, the Euro-Bobl-Future 7.6 million
contracts and the Euro-Schatz-Future 5.7 million contracts. The Euro-
BTP-Future grew by 81 percent y-o-y and totaled around 474,000
contracts; and the Short Term Euro-BTP-Future reached approximately
86,000 contracts. The Euro-OAT-Future â launched in mid April â
recorded a new monthly record with around 431,000 contracts.
The Eurex segment <b>dividend-based derivatives recorded more than
651,000 contracts, an increase of 97 percent y-o-y. Volatility
derivatives totaled 341,000 contracts, an increase of 68 percent y-o-
y.</B>
The volume traded on the Power Derivatives Market of European Energy
Exchange (EEX) amounted to 59.7 Terawatthours (TWh) in July 2012
(July 2011: 72.9 TWh). On the EEX Spot and Derivatives Market for
natural gas the volume traded amounted to 3.8 TWh (July 2011: 2.6
TWh). In July, a volume of 21.2 million tonnes of CO2 was traded on
the Spot and Derivatives Market for Emission Allowances compared with
6.4 million tonnes of CO2 in July 2011.
Eurex Repo, which operates Swiss Franc Repo, Euro Repo and GC Pooling
markets, reported in July 2012 for all Eurex Repo markets an average
outstanding volume of 239.4 billion euros (July 2011: 292.9 billion
euros). The secured money market GC Pooling recorded an average
outstanding volume of 156.3 billion euros, an increase of 48 percent
y-o-y (July 2011: 105.4 billion euros). The Euro Repo Market reached
an average outstanding volume of 195.3 billion euros in July, an
increase of 46 percent y-o-y. The Swiss Franc Repo market reached
44.1 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurex's
fixed-income product range, traded 8.8 billion euros (single
counting) in July compared to 9.1 billion euros in July 2011. In June
2012, volume was 9.4 billion euros.
For further information please visit http://www.eurexchange.com
translation - a total disaster.
but dont blame hft - the liquidity market makers and providers.
but dont blame hft - the liquidity market makers and providers.
In January 2013, the international derivatives exchanges of Eurex Group recorded an average daily volume of 8.7 million contracts (January 2012: 8.2 million). Of those, 5.9 million were Eurex Exchange contracts (January 2012: 5.5 million), and 2.7 million contracts were at the U.S.-based International Securities Exchange (ISE) (January 2012: 2.7 million). In total, 188.2 million contracts were traded, thereof 129.9 million at Eurex and 58.2 million at the ISE.
<b>Eurex Exchange recorded in its equity index segment 47.9 million contracts compared with 59.8 million contracts in January 2012</b>. Futures on the EURO STOXX 50®Index stood at 16.4 million contracts while 20.4 million options were traded on this index. Futures on the DAX totaled 2.2 million contracts while the DAX options reached another 3.8 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 29.3 million contracts (January 2012: 26.3 million). Thereof, equity options totaled 20.9 million contracts and single stock futures equaled 8.4 million contracts.
<b>The interest rate derivatives segment achieved 51.0 million contracts (January 2012: 33.3 million).</B> The Euro-Bund-Future reached 18.1 million contracts in January, the Euro-Bobl-Future 12.3 million contracts and the Euro-Schatz-Future 10.4 million contracts.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded 193.4 billion euros average outstanding volume in all repo markets (January 2012: 238.2 billion euros). The Euro Repo Market totaled an average outstanding volume of 26.3 billion euros (January 2012: 35.1 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 134.3 billion euros (January 2012: 121.4 billion euros). The Swiss Franc Repo market reached 32.8 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurexâs fixed-income product range, traded 9.3 billion euros (single counting) in January (January 2012: 12.0 billion euros). January volume is 56 percent higher than in the previous month December 2012.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 124.2 Terawatthours (TWh) in January 2013 (January 2012: 105.2 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 9.8 TWh (January 2012: 7.0 TWh). In January, a volume of 56.9 million tonnes of CO2was traded on the Spot and Derivatives Market for CO2Emission Allowances compared with 7.4 million tonnes of CO2in January 2012
<b>Eurex Exchange recorded in its equity index segment 47.9 million contracts compared with 59.8 million contracts in January 2012</b>. Futures on the EURO STOXX 50®Index stood at 16.4 million contracts while 20.4 million options were traded on this index. Futures on the DAX totaled 2.2 million contracts while the DAX options reached another 3.8 million contracts.
The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 29.3 million contracts (January 2012: 26.3 million). Thereof, equity options totaled 20.9 million contracts and single stock futures equaled 8.4 million contracts.
<b>The interest rate derivatives segment achieved 51.0 million contracts (January 2012: 33.3 million).</B> The Euro-Bund-Future reached 18.1 million contracts in January, the Euro-Bobl-Future 12.3 million contracts and the Euro-Schatz-Future 10.4 million contracts.
Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded 193.4 billion euros average outstanding volume in all repo markets (January 2012: 238.2 billion euros). The Euro Repo Market totaled an average outstanding volume of 26.3 billion euros (January 2012: 35.1 billion euros). The secured money market GC Pooling recorded an average outstanding volume of 134.3 billion euros (January 2012: 121.4 billion euros). The Swiss Franc Repo market reached 32.8 billion euros.
The electronic trading platform Eurex Bonds, which rounds out Eurexâs fixed-income product range, traded 9.3 billion euros (single counting) in January (January 2012: 12.0 billion euros). January volume is 56 percent higher than in the previous month December 2012.
The volume traded on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 124.2 Terawatthours (TWh) in January 2013 (January 2012: 105.2 TWh). On the EEX Spot and Derivatives Market for natural gas the volume traded amounted to 9.8 TWh (January 2012: 7.0 TWh). In January, a volume of 56.9 million tonnes of CO2was traded on the Spot and Derivatives Market for CO2Emission Allowances compared with 7.4 million tonnes of CO2in January 2012
The exchanges are suffering from problems that plague all publicly trading companies. Its all about this quarter and no thought is given to longterm strategy.
are those volumes real though?? take right now for instance, i look at the eurex website and its telling me that FESX has traded 552k and im guessing it is delayed by about 15 minutes. I look at my charts and its telling me the volume is 444K in real time. I believe my charts. I think eurex is flat out lying. what do you believe?