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1 June 28 CONTENT (Click on Title to view Article) Eurex Clearing Equity Index Derivatives Release & Technology Cooperations Market Trends Eurex Clearing Enhances OTC Service Offering Step into New Markets with Futures and Options on the MSCI Russia Index New ETS Data Interface Achieves Average Round Trip Times of Five Milliseconds Taiwan Stock Exchange and International Securities Exchange Sign MOU Deutsche Börse and Eurex Publish White Paper Reviewing Complex Event Processors for Algorithmic Trading Eurex Training Register Now: Intensive Course Capital Market Products and Portfolio Management Education Jul/Aug Key Figures May ( insert) Eurex: Trading Volumes up by 24.5 Percent in May Eurex Monthly Statistics May 28 Interest Rate Derivatives Equity Index Derivatives Equity Index Futures Equity Index Options Equity Derivatives Single Stock Futures Equity Options Credit Derivatives Volatility Index Derivatives Inflation Derivatives CO 2 Derivatives Exchange Traded Funds Derivatives Eurex

2 June 28 Eurex Clearing Enhances OTC Service Offering CONTENT Eurex Clearing, Europe s leading Clearing House, will enhance its overthecounter (OTC) clearing offering as of July 1, 28. At the same time, the fees for OTC block trades in equity options and Single Stock Futures will be reduced. In order to better position its innovative products and services, Eurex Clearing will operate under its own brand. Eurex Clearing Eurex Clearing Enhances OTC Service Offering (1) Equity Index Derivatives Step into New Markets with Futures and Options on the MSCI Russia Index (2) Release & Technology New ETS Data Interface Achieves Average Round Trip Times of Five Milliseconds (4) Cooperations Taiwan Stock Exchange and International Securities Exchange Sign MOU (5) Market Trends Deutsche Börse and Eurex Publish White Paper (6) Reviewing Complex Event Processors for Algorithmic Trading (7) Eurex Training Register Now: Intensive Course Capital Market Products and Portfolio Management (9) Education Jul/Aug (1) Key Figures May ( insert) As of July 1, 28, Eurex Clearing introduces a Multilateral Trade Registration (MTR) facility and a new dealbased pricing structure for equity options. The MTR allows brokers to enter block trades with one buyer or seller and multiple counterparties instead of entering separate bilateral block trades. Regardless of the number of partial executions, Eurex Clearing will charge only one price per deal. Additionally, to encourage volume growth from the OTC market, Eurex Clearing announced further enhancements to its fee schedule by reducing the fee caps for large OTC Block Trades. The new functionalities and pricing make it even more attractive for bilateral OTC transactions to benefit from straightthrough processing and central risk management through Eurex Clearing. The company expects the trend in the large OTC market towards central clearing to continue. Reduction of Fee Caps for Block Trades by 5 Percent and More Fee caps for block trades will be reduced to EUR 2 for customer account transactions in all equity options as of July 1, 28. This translates to a reduction of 5 percent for German, Swiss and Scandinavian equity options. In order to stimulate proprietary trading, fee caps for block trades on proprietary accounts are set even lower to EUR 1 for all equity options, giving a minimum reduction of 5 percent and up to a maximum of 75 percent depending on the underlying. 1

3 Also as of July 1, 28, fees for Single Stock Futures will be significantly reduced for onexchange order book trading and entries of OTC transactions. Fees for order book trading will be reduced for all Single Stock Futures to EUR.2 per contract. Currently, most Single Stock Futures are priced at EUR.. Additionally, fee caps for block trades will be lowered to EUR 2 for all Single Stock Futures. Largest European Clearing House for OTC Transactions Eurex Clearing is the largest Clearing House for OTC transactions in Europe with a volume of 81 million transactions cleared in the first five months of 28. According to a White Paper on the Global Derivatives Markets recently published by Deutsche Börse and Eurex, overthecounter trading accounts for 84 percent and onexchange trading only for 16 percent of the notional amount outstanding in derivatives. In order to better promote the benefits offered by Eurex Clearing to its customers, Eurex also announced on June 4, that Eurex Clearing will henceforth operate under its own brand. The new Eurex Clearing brand emphasizes the advantages of central clearing and the integrated business model of Eurex and Deutsche Börse. It will enable Eurex Clearing to better position its service offerings and innovations. It also underlines Eurex Clearing s commitment to advanced realtime risk management solutions, stateoftheart technology and competitive clearing services. For more information on Eurex Clearing, visit the new website In case of further questions, please feel free to contact John Gammer on T , John.Gammer@eurexclearing.com. EQUITY INDEX DERIVATIVES Step into New Markets with Futures and Options on the MSCI Russia Index On June 2, 28, Eurex introduced USDdenominated futures and options on the MSCI Russia Index. With this step, derivatives on one of the renowned MSCI indexes are available at Eurex for the first time. The new index derivatives offer participants the opportunity to gain exposure to the rapidly growing Russian market. On the same date, equity options based on the Russian OJSC Rosneft were launched. The MSCI Russia Index has been calculated by New Yorkbased MSCI Barra since The company is the world s leading provider of global equity benchmark indexes. The MSCI Russia Index comprises the largest Russian companies by market capitalization which also meet certain minimum requirements in terms of liquidity and free float, have their place of incorporation in Russia and a listing either in Russia, London or New York. The weighting of the individual components is not capped. At present, the index contains a total of 28 companies. Its composition is reviewed four times a year. 2

4 Composition of the MSCI Russia Index (as of June, 2, 28) Security Name Gazprom (USD) Lukoil Holding (USD) Sberbank Russia Common (RUB) Norilsk Nickel MMC (USD) Mobile Telesys ADR (USD) Vimpelcom ADR (USD) Rosneft (RUB) Tatneft Common (RUB) Uralkali Common (RUB) Mechel ADR (USD) Surgutneftegaz Common (USD) VTB Bank (RUB) Novatek GDR (USD) Severstal (RUB) Rostelecom Common (RUB) Polyus Gold (RUB) Novolipetsk Metal GDR (USD) Surgutneftegaz PREF (RUB) AFK Sistema GDR (USD) PIK Group GDR (USD) Magnitogorsk Iron & Steel (RUB) Gazprom Neft (RUB) Pharmstandard GDR (USD) Transneft PREF (USD) WimmBillDann ADR (USD) TMK GDR (USD) Comstar UTS GDR (USD) Sberbank Russia PREF (RUB) Market Capitalization Market Capitalzation (Million USD) 125,91 42,9 29,71 2,419 14,777 1,87 12,94 8,8 7,857 7,282 6,981 6,525 5,754 5,76 4,187 4,11,654,69 2,992 2,69 2,24 1,995 1,981 1,928 1,864 1,81 1, ,971 Weighting (%) Single Stock Futures Product ID* GAZF LUKF NNIG OJSF TTFF SGNF VTBF N1F RTSF RTLF PLZF N7MF KO7F SCFF TMKF C8RF Equity Options Product ID* GAZ LUK NNIA OJS1 SGN *Single Stock Futures and Equity Options on the MSCI Russia Index are traded as depository receipts (DRs) and not as shares listed at Russian exchanges. Source: MSCI Barra (based on May 8 figures) Settlement of both the index futures and options will be made in cash, with one index point being equivalent to a value of USD 25. Available contract months for the futures contracts are March, June, September and December, while the index options have a lifetime of up to 24 months.

5 Product Specifications of the Futures and Options on the MSCI Russia Index Contract Value Settlement Price Quotation Minimum Price Change Contract Months Last Trading Day Trading Hours MSCI Russia Index Futures MSCI Russia Index Options USD 25 per index point Cash settlement, payable on the first exchange trading day immediately following the Final Settlement Day Price quotation is in points, with one decimal place.5 of a point, equivalent to a value of USD 12.5 Up to 9 months.1 of a point, equivalent to a value of USD 2.5 Up to 24 months The third Friday of each maturity/expiration month, if this is an exchange trading day; otherwise the exchange trading day immediately preceding that day 8:5 17: CET, on the Last Trading Day until 15:45 CET In addition to the new index derivatives, new equity options were launched on the shares of Russian OJSC Rosneft. The new contract is based on 1 shares, has a lifetime of up to twelve months and is earmarked for physical delivery. As a result, the number of equity options on Russian underlyings that can be traded at Eurex will increase to a total of five. Furthermore, Eurex offers market participants 18 Russian Single Stock Futures for trading. For further information, please refer to > Trading > Products > Equity Index Derivatives New Equity Index Derivatives; or contact Simona Simon on T , Simona.Simon@eurexchange.com or Tobias Ehinger on T , Tobias.Ehinger@eurexchange.com. RELEASE & TECHNOLOGY New ETS Data Interface Achieves Average Round Trip Times of Five Milliseconds Algorithmic trading requires extremely short round trip times, defined as the period of time required for routing an order from proprietary systems via the network to the Eurex backend, confirming it and sending it back to the customer. With the successful rollout of its optional Enhanced Transaction Solution (ETS) interface on April 14, 28, Eurex has reduced the average round trip times of futures orders for ETS users to a mere five milliseconds. This is about half the time which was previously achieved via the traditional MISS interface. The minimum round trip time achieved by the Eurex system for single order transactions using Proximity Services is as low as around one millisecond. At present, as much as percent of the daily order volume for benchmark products such as Dow Jones EURO STOXX 5 Futures and DAX Futures are already entered via the new interface. 4

6 ETS a Key Milestone of the Technology Roadmap With ETS, Eurex has realized another important milestone on the Eurex Technology Roadmap launched at the end of 26. The new interface, which has been specifically designed for the management and maintenance of orders and quotes, is primarily aimed at customers with highfrequency or algorithmic trading strategies. ETS does not require any specific hardware and can be easily integrated into customers existing IT infrastructure. The next milestone is the announced RealTime Risk Management facility, to be introduced along with Eurex Release 11. in November of this year. The new functional feature will facilitate permanent risk monitoring for participants also during the trading day, reflecting prevailing market conditions. Transaction Limit for Customers Significantly Raised Overall, with the measures implemented to date within the scope of its Technology Roadmap, Eurex has significantly accelerated both trading speed and throughput of the Eurex system to the advantage of customers, thus enhancing realtime information distribution. At the same time, the capacity of the Eurex system was upgraded in order to accommodate increasing transaction volumes. On the back of these enhancements, effective May 19, 28, Eurex was able to make the necessary adjustments to the socalled architecture throttle. The throttle introduced to protect market integrity indicates the maximum number of transactions that can be sent by a customer to the system within one second. Instead of up to 8 transactions per second previously permissible, as many as 11 transactions per second and participant MISS or session ID can now be entered into the Eurex system. Also effective June 2, 28, Eurex raised the system transaction limits, that is the number of transactions that can be concluded by a customer during the day, by a factor of six. Further information on the Eurex Technology Roadmap is available at > Technology Eurex Technology Roadmap. For more details on the applicable transaction limits, please refer to > Technology > Transaction Limits. In case of questions, please feel free to contact your local Eurex sales representative. COOPERATIONS Taiwan Stock Exchange and International Securities Exchange Sign MOU On May 5, Taiwan Stock Exchange Corporation (TSEC) and the International Securities Exchange (ISE), a subsidiary of Eurex, signed a Memorandum of Understanding (MOU) on information sharing and cooperation. The MOU, signed by Dr. RongI Wu, Chairman of TSEC, and Gary Katz, President and CEO of ISE, marked the beginning of closer collaboration between Taiwan and U.S. stock exchanges. This cooperation on information sharing will facilitate the trading of Exchange Traded Funds (ETFs) on the 5

7 ISE Stock Exchange and listing options on those ETFs as well as certain indexes. With this MOU in place, U.S. investors will have greater access to financial instruments that track the performance of Taiwanese companies. The Taiwan Stock Exchange is one of the best performing stock markets in Asia despite the U.S. subprime crisis. Its benchmark TAIEX posted positive gains during the first quarter of 28. Taiwan is also the leading gateway to capture growth opportunities in China and other emerging economies in South East Asia. Taiwanese businesses are among the biggest overseas investors in China, Vietnam, Thailand and Malaysia. Currently, there are three ETFs based on indexes which contain leading Taiwanese industrial, technology and financial companies as constituents, listed for options trading on ISE. Several additional Taiwanrelated ETFs or indexes may be added later this year for trading on ISE s options exchange and on the ISE Stock Exchange. Both exchanges believe that the agreement will contribute to their further growth and stimulate active trading of securities that have Taiwanbased component companies. For any further information please refer to the ISE website at or feel free to contact Molly McGregor on T , MMcGregor@ise.com. MARKET TRENDS Deutsche Börse and Eurex Publish White Paper The White Paper on The Global Derivatives Market An Introduction mainly discusses the fundamentals and characteristics of the market as well as the imperatives for its wellfunctioning. Recent market turmoil has again highlighted the importance of a sound and well functioning financial market organization. Consequently, market transparency and effective risk management are key aspects of the current public debate to improve market integrity and efficiency. Given that background, Deutsche Börse and Eurex have published the White Paper The Global Derivatives Market An Introduction with the aim to contribute an objective and factbased foundation to the debate. Among the key findings are some impressive figures: the derivatives market has grown strongly by around 24 percent p.a. over the last decade into a size of EUR 457 trillion by notional amount outstanding today. Europe plays a leading role with 44 percent global market share. The market consists of two segments: overthecounter trading accounts for 84 percent and onexchange trading for 16 percent of the notional amount outstanding. As a main conclusion, structural changes in the framework under which the derivatives market operates today in a global environment are not necessary. In contrast to other financial market 6

8 segments such as structured creditlinked securities, the derivatives market has proven resilient and reliable during recent market turmoil. The major economic function of efficient risk allocation is effectively fulfilled and especially the onexchange segment strengthens financial market integrity with Central Counterparty clearing services that provide effective risk management. For the complete PDF version of the White Paper, please refer to > Documents > Publications. Reviewing Complex Event Processors for Algorithmic Trading Complex Event Processors have the potential to revolutionize the capital markets, the way they have the telecommunications and supply chain industries. The platform can manage inflows of information by aggregating, analyzing and responding quickly to high volume, high frequency and high speed threads of data. Recognizing a need in the financial industry, through extensive research, Capital Markets Consulting, a business and technology consulting firm, determined what applications would benefit most from the advent of this new technology. John Barun, Chief Executive Officer of CMC Capital Markets Consulting, sums up the results. We concluded that there are four major characteristics between applications most appropriate for Complex Event Processing systems. Realtime applications where the decision making must keep up with the rate of information input would benefit from CEPs. Also, Complex Event Processors would enhance applications that consume a high rate of data. (To put things in perspective, some CEP vendors claim that their products can infinitely scale.) Next, applications that need to correlate data from several different sources would benefit from CEPs. Finally, if you have a platform where the business rules change frequently, it would be beneficial to consider a Complex Event Processor. Definition: Complex Event Processors Complex Event Processors, or CEPs, are a technology for low latency, filtering, correlation, aggregation and computing on real world event data. According to Wikipedia, it is an event processing concept that deals with the task of processing multiple events from an event cloud with the goal of identifying the meaningful events within the event cloud. CEP employs techniques such as detection of complex patterns of many events, event correlation and abstraction, event hierarchies, relationships between events such as causality, membership and timing, as well as eventdriven processes. 7

9 Seamless Aggregation and Correlation After completing our case study, we concluded that CEP technology is appropriate for algorithmic traders. Most of these multithreaded systems were built in C or C++. These programming languages are competent in processing simultaneous orders of information but require significant development effort. Complex Event Processors have the ability to seamlessly aggregate and correlate massive volumes of data without the delay of long development phases. Therefore, the time to market is jumpstarted. Easily Adaptable Another benefit of utilizing a Complex Event Processor for algorithmic trading is the ability to add or change the business rules without a deep technical understanding. In contrast, a programming language, like C or C++, requires the user to comprehend the technical details of how everything works. With CEPs, users with business knowhow can frequently change the algorithms or parameters of the trading system. CEPs typically contain a scripting or query language to specify rules. Similar to a spreadsheet but without the limitations, an event processing engine decides how to process the rules and when to schedule the work. An added benefit of using a Complex Event Processor is that it can be leveraged for other significant enterprisewide solutions. Firms should assess what capabilities they have and further analysis of existing systems would determine where a CEP would fit in. Significant Learning Curve It is important to note that CEPs have a significant learning curve, one that doesn t just focus on familiarity with a new technology but demands a different mindset altogether. This dimension of software development requires a completely different thought process on the part of the developer. As a result, even experienced software developers may not be able to hit the ground running as they might have done in the past. The shift in thought processing is like the change from purely procedural programming to objectoriented programming. Learning the syntax is the easy part, the hard part is internalizing the approach taken by CEPs and the programming concepts they impose. Also, since Complex Event Processors are a relatively new technology, there are few resources already familiar with the platform. Conclusion After reading this, we suggest you assess your systems needs, your staff s capabilities and your strategic requirements. Complex Event Processors are a new and innovative tool that can enhance your trading operations but you have to be ready for it. Capital Markets Consulting Capital Markets Consulting has provided a great impact on executing and maximizing clients business strategies for over a decade. The company works with senior level management in the trading and financial industry to help align the best technologies with business and trading strategies and tactical initiatives. CMC s industry and technical expertise extends throughout all asset classes to bring clients strategies to life. To learn more about Capital Markets Consulting, please visit 8

10 EUREX TRAINING Register Now: Intensive Course Capital Market Products and Portfolio Management The range of exchangetraded securities and derivative products is growing ever more extensive and complex. Those who keep track of developments and, on top of that, are able to design appropriate strategies and portfolios clearly set standards. This is exactly our goal! From September 28, Deutsche Börse s Capital Markets Academy will offer the intensive course on Capital Market Products and Portfolio Management for the fourth consecutive year, in close cooperation with EBS Finanzakademie. The intensive course will impart broadbased knowledge, ranging from an overview of cash and derivates market products such as futures, options, investment and leveraged instruments to various analytical methods, along with a collection of portfolio and option strategies. Advisory concepts, along with Behavioral Finance and certain tax aspects, perfectly complement the comprehensive range of contents covered by this ninemonth course. For an overview of the entire study program, please refer to The course is aimed at interested persons who are already experienced in investment advisory services and asset management, and who wish to enhance their knowledge. After all, professional knowhow is an indispensable prerequisite for successfully dealing with derivatives in a fastdeveloping market, as well as the challenges faced by private and institutional investors alike. Would you like to know more? For detailed information on the contents and dates of the intensive course, please refer to > External Links > Capital Markets Academy. For any further information, please feel free to contact the Capital Markets Academy team on T Your feedback is important to us. Do you have any comments or suggestions on our newsletter? Please send an to: Xpand.feedback@eurexchange.com 9

11 EDUCATION Capital Markets Academy in July and August 28 Course July August 11 Paris 2 London System Training Courses Eurex System Training Trading 21 Paris 28 London 2 London Technical Member Training Eurex Repo System Training CHF Repo Market Advanced Technical Member Training Eurex Exchange Trader Examination 5 Zurich London Examinations/Tests 22 London 29 Paris 22 London 29 Paris 19 London 26 Paris 19 London 26 Paris Eurex Clearer Test The Learning Portal of Deutsche Börse AG, gives you onestop access to all Eurex training sessions and exams, T , F , academy@eurexchange.com. For Repo Training, please contact Eurex Repo Training, Selnaustrasse, 821 Zurich, T , Visit our Webinars. Get an uptodate overview at > Education. Eurex, June 28 Published by Eurex Frankfurt AG Neue Börsenstraße Frankfurt / Main Germany Eurex Zürich AG Selnaustrasse 821 Zurich Switzerland Order Number E6E668 ARBN Number Eurex Frankfurt AG ARBN Deutsche Börse AG (DBAG), Eurex Frankfurt AG, Eurex Clearing AG (Eurex Clearing) as well as Eurex Bonds GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under German law. Eurex Zürich AG is a corporate entity and is registered under Swiss law. U.S. Exchange Holdings, Inc. and International Securities Exchange Holdings, Inc. (ISE) are corporate entities and are registered under U.S. American law. Eurex Frankfurt AG (Eurex) is the administrating and operating institution of Eurex Deutschland. Eurex Deutschland and Eurex Zürich AG are in the following referred to as the Eurex Exchanges. All intellectual property, proprietary and other rights and interests in this publication and the subject matter hereof (other than certain trademarks and service marks listed below) are owned by DBAG and its affiliates and subsidiaries including, without limitation, all patent, registered design, copyright, trademark and service mark rights. While reasonable care has been taken in the preparation of this publication to provide details that are accurate and not misleading at the time of publication DBAG, Eurex, Eurex Bonds, Eurex Repo, the Eurex Exchanges and Eurex Clearing and their respective servants and agents (a) do not make any representations or warranties regarding the information contained herein, whether express or implied, including without limitation any implied warranty of merchantability or fitness for a particular purpose or any warranty with respect to the accuracy, correctness, quality, completeness or timeliness of such information, and (b) shall not be responsible or liable for any third party s use of any information contained herein under any circumstances, including, without limitation, in connection with actual trading or otherwise or for any errors or omissions contained in this publication. This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer, solicitation or recommendation to acquire or dispose of any investment or to engage in any other transaction. This publication is not intended for solicitation purposes but only for use as general information. All descriptions, examples and calculations contained in this publication are for illustrative purposes only. Eurex offers services directly to members of the Eurex exchanges. Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others, should consider legal and regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with such products, before doing so. Eurex derivatives (other than Dow Jones EURO STOXX 5 Index Futures contracts, Dow Jones STOXX 5 Index Futures contracts, Dow Jones STOXX 6 Index Futures contracts, Dow Jones STOXX Large/Mid/Small 2 Index Futures contracts, Dow Jones EURO STOXX Banks Sector Futures contracts, Dow Jones STOXX 6 Banks/Industrial Goods & Services/Insurance/Media/Personal & Household Goods/ Travel & Leisure/Utilities Sector Futures contracts, Dow Jones Global Titans 5 SM Index Futures contracts, DAX Futures contracts, MDAX Futures contracts, Eurex interest rate derivatives, and Eurex inflation derivatives) are currently not available for offer, sale or trading in the United States or by United States persons. Trademarks and Service Marks Buxl, DAX, eb.rexx, Eurex, Eurex Bonds, Eurex Repo, Euro GC Pooling, Eurex Strategy Wizard SM, FDAX, FWB, MDAX, TecDAX, VDAX, VDAXNEW, Xetra and XTF Exchange Traded Funds are registered trademarks of DBAG. RDXxt is a registered trademark of Wiener Börse AG (Vienna Stock Exchange). itraxx is a registered trademark of International Index Company Limited (IIC) and has been licensed for the use by Eurex. IIC does not approve, endorse or recommend Eurex or itraxx Europe 5year Index Futures, itraxx Europe HiVol 5year Index Futures and itraxx Europe Crossover 5year Index Futures. Eurex is solely responsible for the creation of the Eurex itraxx Credit Futures contracts, their trading and market surveillance. ISDA neither sponsors nor endorses the product s use. ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc. SLI, SMI, SMIM, SPI and VSMI are registered trademarks of SWX Swiss Exchange. STOXX, Dow Jones STOXX 6 Index, Dow Jones STOXX Large 2 Index, Dow Jones STOXX Mid 2 Index, Dow Jones STOXX Small 2 Index, Dow Jones STOXX TMI Index, VSTOXX Index, Dow Jones EURO STOXX Select Dividend Index, Dow Jones EURO STOXX /STOXX 6 Sector Indexes as well as the Dow Jones EURO STOXX 5 Index and Dow Jones STOXX 5 Index are service marks of STOXX Ltd. and/or Dow Jones & Company, Inc. Dow Jones and Dow Jones Global Titans 5 SM Index are service marks of Dow Jones & Company, Inc. The derivatives based on these indexes are not sponsored, endorsed, sold or promoted by STOXX Ltd. or Dow Jones & Company, Inc., and neither party makes any representation regarding the advisability of trading or of investing in such products. The names of other companies and third party products may be trademarks or service marks of their respective owners

12 KEY FIGURES Status as of May 1, 28 Eurex: Trading Volumes up by 24.5 Percent in May million contracts traded Average daily trading volume of 9. million contracts The international derivatives exchange Eurex reported that in May 28 trading volumes reached million contracts (May 27: 156. million), an increase of 24.5 percent yearonyear. Average daily trading volume at Eurex was 9. million contracts (May 27: 7.1 million). trading volumes on Eurex in the first five months reached million contracts, up more than 22 percent yearonyear. Open interest increased to almost 148 million contracts. Equity derivatives (equity options and Single Stock Futures) benefited from the dividend season and saw the strongest growth yearonyear. Trading volumes almost doubled to 87.9 million contracts (May 27: 45.9 million). Equity options totaled 4.4 million contracts and Single Stock Futures grew to 47.5 million contracts. In the equity index derivatives segment, 59. million contracts were traded (May 27: 51.9 million). Futures on the Dow Jones EURO STOXX 5 reached 2.2 million contracts, and options on the Dow Jones EURO STOXX 5 grew by 44 percent yearonyear and totaled 27.2 million contracts. Futures on Dow Jones STOXX Sector Indexes benefited from rising demand and for the first time surpassed 2, contracts in a single month. The interest rate derivatives segment reached 47. million contracts (May 27: 58.4 million). EuroBund Futures remained the most heavily traded product of this segment with 19.1 million contracts million contracts were traded in EuroSchatz Futures, as well as roughly 1.9 million contracts in the EuroBobl Futures. At International Securities Exchange (ISE), which has been part of Eurex since the end of December 27, U.S. options reached a daily average trading volume of.6 million contracts (May 27: million, up 19 percent). In total, volume increased by almost 14 percent to 75 million contracts (May 27: 66 million). Eurex Repo, which operates CHF and EUR repo markets, set new records in May 28: all Eurex repo markets had an average outstanding volume of EUR billion (May 27: EUR 92. billion). The Eurex Repo EUR Market hit a new record of EUR 71.5 billion. Its secured money market segment, Euro GC Pooling, rose by 22 percent to an average outstanding volume of EUR 7.8 billion (May 27: EUR 11.8 billion). The electronic trading platform Eurex Bonds, which rounds out Eurex s interest rate product range, traded volume of EUR 7.1 billion (single counting) in May, trailing the April 28 figure of EUR 7.4 billion (May 27: EUR 12.9 billion). & (in Millions): May 27 May 28 European Yield Curve Overview Most Active (25) : May May 7 Jul 7 Sep 7 Nov 7 Jan 8 Mar 8 May EURIBOR Months to maturity Euro Swap Years to maturity Source: Bloomberg DJ EURO STOXX 5 Index Options Deutsche Telekom Futures DJ EURO STOXX 5 Index Futures EuroBund Futures EuroSchatz Futures EuroBobl Futures Allianz Options DAX Options Deutsche Telekom Options Allianz Futures DAX Futures Options on EuroBund Futures Münchener Rückversicherung Futures Deutsche Bank Futures Commerzbank Options BMW Futures Deutsche Bank Options Commerzbank Futures Daimler Options SAP Options Telefónica Futures Nokia Options UBS Options BMW Options Options on EuroSchatz Futures Traded Contracts 27,26,162 2,544,75 2,25,954 19,8,46 12,714,91 1,88,979 9,429,285 7,45,58 7,254,19 5,888,15 2,744,54 2,42,429 2,144,765 2,14,98 2,86,875 1,881,8 1,727,54 1,6,15 1,525,886 1,29,594 1,192,1 1,162,98 1,14,451 1,129, 1,118,97 Open Interest 45,969,11 1,718,9 2,569,88 1,78,955 2,114,86 1,65,915 9,972,511 1,86,966 6,8,976 4,98,61 268,971 67,794 82,529 98,55 1,11,4 48,948 2,12,5 95, 5,887,296,78 126,842,59,296 1,89,26 71, 577,46 Orderbook Volume 18.6%.% 88.68% 9.8% 89.6% 9.95% 66.7%.7% 62.99%.8% 94.7% 4.94%.1%.% 77.97%.% 51.7%.1% 72.9% 41.9%.% 51.42% 75.2% 86.27% 15.4% Volatility Indexes FVDX, FVSM, FVSX (in Percent, at Day End): May 28 Eurex Liquidity Measure DJ EURO STOXX 5 Index, DAX, SMI *, EuroBund, EuroBobl, EuroSchatz Futures* Monthly Key Market Information May 2 May 5 May 9 May 12 May 16 May 19 May 2 May 26 May FVDX (VDAXNEW Futures) FVSM (VSMI Futures) FVSX (VSTOXX Futures) May 2 May 5 May 9 May 12 May 16 May 19 May 2 May 26 May FGBS FESX FDAX FGBM FSMI FGBL Interest Rates (Main Refinancing) ECB Rate Fed Fund Rate BoE Bank Rate Inflation Rate Eurozone (YoY) itraxx CDS Indexes itraxx Europe 5Y itraxx HiVol 5Y itraxx Crossover 5Y Equity Indexes Dow Jones EURO STOXX 5 Index DAX SMI CTD Bond for EuroSchatz Jun 8 EuroSchatz Sep 8 EuroSchatz Dec 8 EuroBobl Jun 8 EuroBobl Sep 8 EuroBobl Dec 8 EuroBund Jun 8 EuroBund Sep 8 EuroBund Dec 8 EuroBuxl Jun 8 EuroBuxl Sep 8 EuroBuxl Dec 8 CONF Jun 8 CONF Sep 8 CONF Dec 8 Rate (Month End) 4.% 2.% 5.% Rate (Previous Month End).% Market Price (Month End) Index (Month End), ,96,79 7, Bond (Month End) DE DE11515 DE DE DE DE11524 DE11517 DE115 DE115 DE11525 DE11525 DE11525 CH CH CH Sources: Bloomberg, Deutsche Börse and Eurostat * Liquidity Measure: The liquidity of futures contracts can be expressed using an indicator denominated in basis points. This indicator is based on the spread, market depth and on whether an order can be immediately executed. (Nominal value EUR 1 Mio.)

13 Eurex Monthly Statistics May 28 Interest Rate Derivatives Fixed Income Derivatives Fixed Income Futures CONF Futures EuroBobl Futures EuroBund Futures EuroBuxl Futures EuroSchatz Futures Fixed Income Futures Options on Fixed Income Futures Options on EuroBobl Futures Options on EuroBund Futures Options on EuroSchatz Futures Options on Fixed Income Futures CONF FGBM FGBL FGBX FGBS OGBM OGBL OGBS May 28 22,665 1,88,979 19,8,46 4,721 12,714,91 42,748,72 968,76 2,42,429 1,118,97 4,518, % 16.98% 26.61% 46.8%.49% 17.77% 7.65% 4.85% 5.94% 28.84% ,285 98,74 2,82 65,47 2,5,652 46,99 115,8 5,24 215, ,94 72,49,4 125,12,98 457,262 82,478,29 28,714,71 6,522,46 14,269,768 9,67,656 29,859, % 6.7% 9.% 2.68% 16.65% 1.1% 11.7% 27.88% 2.19% 9.47% 1.% 9.95% 9.8% 94.68% 89.6% 91.44% 11.7% 4.94% 15.4% 25.4% May 1, 28 1,225 1,65,915 1,78,955 52,12 2,114,86 4,622,267 6,585 67, ,46 1,584, % 25.71% 2.29% 9.24% 16.57% 9.49% 7.4% 8.4% 1.9% 19.25% Fixed Income Futures & (in Millions) May 7 Jul 7 Sep 7 Nov 7 Jan 8 Mar 8 May Money Market Derivatives Money Market Futures OneMonth EONIA Futures ThreeMonth EURIBOR Futures FEO1 FEU May 28 55, % 2, , % 1.% May 1, 28 5,771.6% Money Market Futures 55, % 2,646 2, % 1.% 5,771.6% Money Market Options Options on ThreeMonth EURIBOR Futures OEU Money Market Options Interest Rate Derivatives 47,22, % 2,25,47 1,876,61.1% 85.11% 6,257, %

14 Equity Index Derivatives Equity Index Futures & (in Millions) Equity Index Futures Blue Chip Equity Index Futures DAX Futures DJ EURO STOXX 5 Index Futures DJ EURO STOXX Select Dividend Index Futures DJ Global Titans 5 SM Index Futures DJ Italy Titans SM Index Futures DJ STOXX 5 Index Futures DJ STOXX 6 Index Futures DJ STOXX Large 2 Index Futures DJ STOXX Mid 2 Index Futures DJ STOXX Small 2 Index Futures DivDAX Index MDAX Futures OMXH25 Futures RDXxt USD RDX Extended Index Futures SLI Swiss Leader Index Futures SMIM Futures SMI Futures TecDAX Futures FDAX FESX FEDV FGTI F1TA FSTX F6 F2LA F2MI F2SM FDIV F2MX FFOX FRDX FSLI FSMM FSMI FTDX May 28 2,744,54 2,25,954, ,24 1, ,67 7,191 7,48 29,7,125 4,85 2,5 777,91 12, % 2.22% 44.2% 4.86% 8.7% 2.74% 22.11% 19.87% 1.% 68.78% 6.97% 51.11% 1,669 96, , , , ,495,9 156,89,981, ,665 28,872 5,11 181,98 122,412 7,589 1,894 62,776 47,798 4,5 7,8,18 187,16.82% 7.56% 85.2% 1.8% 26.76% 242.6% 9.52% 26.24% 1.% 29.8% 29.11% 1.45% 94.7% 88.68% 1.% 1.% 78.72% 1.% 1.% 98.6% 1.4%.1% 95.51% 15.1% 1.% 1.% 9.94% 1.% May 1, ,971 2,569,88, ,11 4,415 1,469 1,889 1,654 7,6 2,745 19,915,625,162 62,947 25, % 1.26% 88.67% 22.1% 8.96% 7.76% 4.67% 2,152.8% 1.% 58.% 14.5% 9.66% May 7 Jul 7 Sep 7 Nov 7 Jan 8 Mar 8 May Blue Chip Equity Index Futures 2,88,25 2.% 1,17, ,5, % 89.45%,419, % 5.5 DJ EURO STOXX Sector Index Futures DJ EURO STOXX Automobiles & Parts Futures DJ EURO STOXX Banks Futures DJ EURO STOXX Basic Resources Futures DJ EURO STOXX Chemicals Futures DJ EURO STOXX Construction & Materials Futures DJ EURO STOXX Financial Services Futures DJ EURO STOXX Food & Beverage Futures DJ EURO STOXX Healthcare Futures DJ EURO STOXX Industrial Goods & Services Futures DJ EURO STOXX Insurance Futures DJ EURO STOXX Media Futures DJ EURO STOXX Oil & Gas Futures DJ EURO STOXX Personal & Household Goods Futures DJ EURO STOXX Retail Futures DJ EURO STOXX Technology Futures DJ EURO STOXX Telecommunications Futures DJ EURO STOXX Travel & Leisure Futures DJ EURO STOXX Utilities Futures FESA FESB FESS FESC FESN FESF FESO FESH FESG FESI FESM FESE FESZ FESR FESY FEST FESV FESU 8,78 14, , ,222 1,28 1,19 14,294 1,658 6,616 1,99 2,557 2,89 9,98 2,795 2,76 6.2%.81% 16.42% 1.58% 41.21% 8.85% 19.25% 12.9% 22.12% 22.9% 6.2% 182.1% 711.% 29.% 7.48% 27.16% 59.81% 16.82% ,12 27,25 1,755 11,14 8,684 8,49 1,269 12,74 8,79 71,568 1,814 51,597 1,814 11,99 9,1 79,261 12,1 2, % 8.82% 89.59% 7.66% 4.71% 4.54% 27.88% 44.16% 9.88% 61.48%.78% 71.% 11.76% 54.68% 8.9%.66% 1.41% 11.75% 74.88% 57.48% 1.% 77.64% 1.% 1.% 7.9% 1.% 1.% 48.6% 1.% 91.69% 42.24% 8.25% 9.1% 7.12% 76.92% 1.% 7,516 2,558 1,618 2,115 2,12 1,89,12 2,591 1,24 14,64 2,45 11,584 1,96 1,95 11,162 16,491,59 4, % 15.4% 1.62% 18.4% 15.75% 2.1% 4.28% 51.96% 7.88% 47.7% 51.6% 2.68% 58.96% 27.7% 18.5% 14.6% 42.1% 9.22% DJ EURO STOXX Sector Index Futures 77, %,67 66, % 65.9% 112,829.95% Overview Most Active (15) Traded Equity Index Futures May 28 DJ STOXX 6 Sector Index Futures DJ STOXX 6 Automobiles & Parts Futures DJ STOXX 6 Banks Futures DJ STOXX 6 Basic Resources Futures DJ STOXX 6 Chemicals Futures DJ STOXX 6 Construction & Materials Futures DJ STOXX 6 Financial Services Futures DJ STOXX 6 Food & Beverage Futures DJ STOXX 6 Healthcare Futures DJ STOXX 6 Industrial Goods & Services Futures DJ STOXX 6 Insurance Futures DJ STOXX 6 Media Futures DJ STOXX 6 Oil & Gas Futures DJ STOXX 6 Personal & Household Goods Futures DJ STOXX 6 Retail Futures DJ STOXX 6 Technology Futures DJ STOXX 6 Telecommunications Futures DJ STOXX 6 Travel & Leisure Futures DJ STOXX 6 Utilities Futures FSTA FSTB FSTS FSTC FSTN FSTF FSTO FSTH FSTG FSTI FSTM FSTE FSTZ FSTR FSTY FSTT FSTV FSTU 1,149 9,719 1,774 2,982,17 2,572,944 8,729 4,247 14,94 5,76,5,746 7,195 7,86 1,521 7,895 15, % % %.11% 88.87% 86.51% 29.69% 11.2% 1.59% 16.% 679.5% 65.4% 6,471.9% % 46.29% 22.27% 54.8% % 626 1, , ,92 414,294 16,5 44,165 65,688 9,11 5,6 12,95 97,565 19,27 92,884 14,122 19,789 7,97 81,2 18,89 5,448 86, % % 21.14% 1.16% 22.18% % 122.6% 46.54% 216.5% 6.5% 1,774.9% 2.44% % 186.1% 1.1% 15.71% 2.6% 216.6% 29.2% 4.46% 61.4% 6.7% 82.4% 51.4% 87.2% 82.77% 65.2% 47.5% 81.97% 1.22% 15.48% 49.44% 16.89% 2.45% 5.81% 6.8% 19,918 4,942 16,699 7,161 2,74,49 8,17 16,498 14,62 2,47 18,51 24,44 2,9 12,28 5,569 15,59 6,75 15, % 78.71% 26.6%.74% 61.2% 6.18% % 18.12% 55.6% 6.49%,776.78%.26% 14.29% 25.67% 6.97% 18.8% 81.51% 154.8% DJ EURO STOXX 5 Index Futures DAX Futures SMI Futures DJ STOXX 5 Index Futures DJ STOXX 6 Banks Futures DJ STOXX 6 Oil & Gas Futures MDAX Futures DJ STOXX 6 Utilities Futures DJ EURO STOXX Banks Futures DJ STOXX 6 Insurance Futures DJ EURO STOXX Insurance Futures DJ STOXX 6 Basic Resources Futures DJ STOXX 6 Telecommunications Futures DJ STOXX 6 Automobiles & Parts Futures TecDAX Futures Traded Contracts 2,25,954 2,744,54 777,91 48,24 9,719,5 29,7 15,548 14,64 14,94 14,294 1,774 1,521 1,149 12,91 Open Interest 2,569,88 268,971 62,947 5,11 4,942 24,44 2,745 15,26 2,558 2,47 14,64 16,699 15,59 19,918 25,169 Orderbook Volume 88.68% 94.7% 9.94% 78.72% 4.46% 1.22% 95.51% 6.8% 57.48% 47.5% 48.6% 61.4% 2.45% 29.2% 1.% DJ STOXX 6 Sector Index Futures 21, % 9,597 1,942, % 44.15% 245, %

15 Equity Index Options & (in Millions) Equity Index Options Blue Chip Equity Index Options DAX Options DAX Options 1st Friday DAX Options 2nd Friday DAX Options 4th Friday DAX Options 5th Friday DJ EURO STOXX 5 Index Options DJ EURO STOXX 5 Index Options 1st Friday DJ EURO STOXX 5 Index Options 2nd Friday DJ EURO STOXX 5 Index Options 4th Friday DJ EURO STOXX 5 Index Options 5th Friday DJ EURO STOXX Select Dividend Index Options DJ Global Titans 5 SM Index Options DJ Italy Titans SM Index Options DJ STOXX 5 Index Options DJ STOXX 6 Index Options DJ STOXX Large 2 Index Options DJ STOXX Mid 2 Index Options DJ STOXX Small 2 Index Options DivDAX Index MDAX Options OMX Helsinki 25 Options SLI Swiss Leader Index Options SMIM Options SMI Options SMI Options 1st Friday SMI Options 2nd Friday SMI Options 4th Friday SMI Options 5th Friday TecDAX Options ODAX ODX1 ODX2 ODX4 ODX5 OESX OES1 OES2 OES4 OES5 OEDV OGTI O1TA OSTX O6 O2LA O2MI O2SM ODIV O2MX OFOX OSLI OSMM OSMI OSM1 OSM2 OSM4 OSM5 OTDX May 28 7,45,58 2,66 7,72 11,695 1,756 27,26, ,51 5,6 8,114 1,71 2,28 5,85 1,1 26,59 1,495.79% 86.56% 47.9% 24.2% 44.1% 95.72% 9.5% 96.71% 61.7% 8.65% 2.6% 45.6% % 41.1% 1.% 17.86% 54, ,296, , ,86,491 9,985 9,677 58,8 2, ,67,25 14,98 4,17 9,195 1,592,179,186 45,1 7,577 11, ,519 26,979 2,44,91 1, % 7.87% 55.8% 55.1% 47.17% 51.97% 82.18% 94.% 9.25% 4.47% 1.% 28.29% 85.82% 1.8% 8.61% 97.86% 1.2% 7.79% 1.% 1.% 1.% 1.% 18.2%.7% 1.% 1.% 1.% 1.% 18.6% 1.% 1.% 1.% 1.% 82.24% 1.%.99%.51% 47.74% 1.% 1.% 76.21% 1.% May 1, 28 1,86,966 1,7 45,969, ,86 2,7 9,66 2,79 6,1 9,55 8,991 1,184,64 8, % 75.19% 1.%.22% 9.6% 98.51% 1.% 1.% 48.98% % 42.62% 59.89% 1.% 4.4% 1.49% 1.% 1.11% May 7 Jul 7 Sep 7 Nov 7 Jan 8 Mar 8 May 8 Blue Chip Equity Index Options 4,987, % 1,666,74 194,447, % 21.77% 58,12, % DJ EURO STOXX Sector Index Options DJ EURO STOXX Automobiles & Parts Options DJ EURO STOXX Banks Options DJ EURO STOXX Basic Resources Options DJ EURO STOXX Chemicals Options DJ EURO STOXX Construction & Materials Options DJ EURO STOXX Financial Services Options DJ EURO STOXX Food & Beverage Options DJ EURO STOXX Healthcare Options DJ EURO STOXX Industrial Goods & Services Options DJ EURO STOXX Insurance Options DJ EURO STOXX Media Options DJ EURO STOXX Oil & Gas Options DJ EURO STOXX Personal & Household Goods Options DJ EURO STOXX Retail Options DJ EURO STOXX Technology Options DJ EURO STOXX Telecommunications Options DJ EURO STOXX Travel & Leisure Options DJ EURO STOXX Utilities Options DJ EURO STOXX Sector Index Options DJ STOXX 6 Sector Index Options DJ STOXX 6 Automobiles & Parts Options DJ STOXX 6 Banks Options DJ STOXX 6 Basic Resources Options DJ STOXX 6 Chemicals Options DJ STOXX 6 Construction & Materials Options DJ STOXX 6 Financial Services Options DJ STOXX 6 Food & Beverage Options DJ STOXX 6 Healthcare Options DJ STOXX 6 Industrial Goods & Services Options DJ STOXX 6 Insurance Options DJ STOXX 6 Media Options DJ STOXX 6 Oil & Gas Options DJ STOXX 6 Personal & Household Goods Options DJ STOXX 6 Retail Options DJ STOXX 6 Technology Options DJ STOXX 6 Telecommunications Options DJ STOXX 6 Travel & Leisure Options DJ STOXX 6 Utilities Options OESA OESB OESS OESC OESN OESF OESO OESH OESG OESI OESM OESE OESZ OESR OESY OEST OESV OESU OSTA OSTB OSTS OSTC OSTN OSTF OSTO OSTH OSTG OSTI OSTM OSTE OSTZ OSTR OSTY OSTT OSTV OSTU 5,17 2,862 1,6 8 8, ,68 2,698 7,54 2,6 11, ,85 4,925 8,665 2,1 4, ,97 44, % 89.44% 1.% 721.% 1.% 466.% 2,76.6% 1.% 8.2%,8.6% 2.14% % 4.8% 4.79% 15.71% % 11.% 4.78% 55.48% 84.6% , , , ,97 68,81, ,89, ,177 24, ,299 18,468 65,49 24,71 78,417 12,57 9,917 5,445,18 1,864 48,98 1,581 4,68 62,597 4,297 1,17 6,47 18, ,554 8.% 7.7% 99.24% 81.6% 1.% 12.55% 2.25% 96.71% 1.% 8.71% 1.6% 95.% 5.% 1,468.56% 272.9% % 421.1% 679.9% 1,844.64% 95.72% 9.95% % 4.% 198.8% 19.79% 22.5% 52.91% 91.51% 7.69% 18.9%.12% 1.% 14.74% 55.% 52.8% 4.6% 16.% 2.18% 8.65% 19.14% 1.% 1.% 1.% 4.7% 19.29% 9.41% 2.54% 1.% 1.% 21.66% 1.% 7.84% 11,167 24,955 2, , ,281 1,45 5,895 72,627,79 6,589 27, ,76 1,66 8,659 7,62 72,264 2,18 25, , ,287.24% 6.84% 88.94% 8.12% 8.% 82.92% 59.67% 74.99% 1.% 2.98% 1,767.% 46.55% 41.85% 2,792.1% 12.79% 2.74% 492.% 45.% 9.67% 1,44.% 26.7% 51.54% Overview Most Active (15) Traded Equity Index Options May 28 DJ EURO STOXX 5 Index Options DAX Options SMI Options DJ STOXX 6 Oil & Gas Options DJ STOXX 6 Banks Options MDAX Option DAX Options 4th Friday DJ STOXX 6 Basic Resources Options DAX Options 5th Friday DJ STOXX 6 Insurance Options DJ EURO STOXX Insurance Options DJ STOXX Mid 2 Index Options DAX Options 2nd Friday DJ STOXX 6 Automobiles & Parts Options DJ STOXX 5 Index Options Traded Contracts 27,26,162 7,45,58 26,59 4,526 2,6 2,28 11,695 11,67 1,756 8,665 8,21 8,114 7,72 7,54 5,6 Open Interest 45,969,11 1,86,966 1,184,64 25,1 6,589 6,1 27,24 72,264 15,442 9,66,79 24,86 Orderbook Volume 18.6%.7% 76.21% 2.54% 8.65% 47.74% 1.% 19.14% 1.% 9.41% 14.74%.99% 1.% 2.18% 82.24% DJ STOXX 6 Sector Index Options 112,2 6.1% 5,4 717, % 1.89% 222, % Equity Index Derivatives 59,285, % 2,82,111 8,5, % 49.14% 62,19, %

16 Equity Derivatives Single Stock Futures* Automobiles & Parts BMW BMW Vz. Continental Banks Deutsche Bank Commerzbank Fortis Basic Resources Salzgitter Voestalpine Mittal Steel Chemicals Bayer BASF Lanxess Construction & Materials Bilfinger Berger Hochtief Imerys Financial Services Hypo Real Estate Holding Deutsche Börse IVG Immobilien Food & Beverage Nestlé Unilever SABMiller Health Care Fresenius Medical Care Fresenius SanofiSynthélabo Industrial Goods & Services Fraport MAN ABB Insurance Allianz Münchener Rückversicherung Allianz Media Vivendi Uinversal Société Télévision Francaise 1 Mediaset Oil & Gas Royal Dutch Shell Technip Personal & Household Goods Adidas Beiersdorf Swatch B Retail Metro Celesio Inditex Technology United Internet Nokia Logitech International Telecommunications Deutsche Telekom Telefónica Royal KPN Travel & Leisure Lufthansa British Airways Air FranceKLM Utilities E.ON RWE Energias de Portugal S&P 5 Wachovia Bank of America Apple Russia OJSC OC Rosneft AO Tatneft Comstar United Telesystems Others Hugo Boss Vz ElringKlinger freenet BMWF BMF CONG DBKF CBKF FO4G SZGF VASF ISPF BAYF BASF LXSF GBFF HOTF NKFF HRXF DB1G IVGF NESF UNIH SABF FMEH FREG SNWF FRAF MANG ABBF ALVF MU2F ALVX VVUF FSEF MDSF TOTG R6CF THPF ADSG BEIF UHFF MEOF CLSF IXDG UTDF NOF LOGF DTEF TEFF KPNF LHAF BAIF AFRF EOAG RWEF EDPF WBFF BACF AAPF OJSF TTFF C8RF BSVF ZILF FNTF May 28,18,25 1,881,8 465,6 256,8 5,926,565 2,14,98 1,6,15 61,472 29,842 15, 7,8 6,59 1,591, ,78 624,155 12, 77,11 29, 28,2 6,692 1,4,717 68,64 17,874 46, 26,285 12,272 7,1 2, 27,845 28,619 4, 15, ,889 44, 159,7 1,98 8,964,49 5,888,15 2,144, ,768 4,41 24,566 5,66 2,24 76,191 27,89 27,8 7,61 1,56 16,647 75,7 62,45 1,78,16 1,4,992 28,6 1,69 199,978 12, 7,991 8, 21,88,66 2,544,75 1,192,1 62,46 924,187 95,16 9,44 6,2 1,61,647 1,6,14 251,224 1, ,96 19,5 17,25 2,94 2,176.76% 2,6.74% 1,815.8% % 978.1% 5.9% 145.4% % 94.% % 45.1% 58.96% 52.81% %,44.22% 9.44% 96.85% 21.52% 217.% 4,21.21% 5.44% 87.12% 88.87% 49.17% 661.4% % 9.49% 79.97% 157.8% 1,15.% 5.57% 58.74% 1,741.6% 11.4% 7.42% % % 64.% 8.71% 8.18% % 2,289.89% 2.5% 71.5% 1,92.96% 1,9.55% 4,11.% 88.48% % % 55.1% Single Stock Futures 47,547, % 2,264,187 92,61, %.5% 9,879, % * The table shows the three most actively traded futures by Dow Jones STOXX 6 Sector Indexes and Russian Single Stock Futures. Related information about all futures traded at Eurex are available in the monthly statistics at the Eurex website > Market Data > Statistics > Monthly Statistics. 14,7 89,61 22,171 12, ,217 11,666 77,625 29,7 1, ,8 8,98 29,722 4,857,681 1,81 1, ,844,84 15,17 2,19 1, ,897 9,94 1, ,28 19,252 7, ,881 28,82 12,12 19,68 1,64 1, ,628 1,28 1, ,779 7,79,65 2,974 51,41 49,714 1,62 8 9,52 4,857, ,41,95 978,21 56,767 2,974 44,9 4, ,84 5,481 11, ,447 5, ,456,71 1,95, ,2 859,878 11,19,566,78,766 1,79, ,51 12,87 18,25 14,16 69,45 4,82,9 2,414,681 2,189,567 14,22 524,2 29, 29,6 6,692 1,5,9 642,64 27,28 5, ,84 67,645 22,52 2,41 82,21 221,191 5,516 6,19 5,12,451 47,552 74,58 7,264 22,112,44 5,967,815 14,791, 429,985 17,24 5,217 7,6 8,41 978,827 49,777 4,55 15,827 1,469, ,25 162,567 65,726 1,217,288 1,49,6 59,494 17, ,5 12, 121,246 8, 2,687,825 2,99,99 2,158,915 14,972,67,177,298,162 15,445,594 4,865,187 2,54,169 1,912,49 45,8 41,46 1,1 4, 5 29, ,67 19,5 17,25 4, % 1,99.67% 2,892.4% 17.4% 1,145.27% 52.9% 1,8.8% 2,25.7% % 1,46.2% 67.% 9,826.% 27.54% 14,256.44% 45,775.% % % 1,688.87% 86.88% 94.6% 25.58% 6.77% 4,24.97% % 8.55% 27,7.1% 42.2% % 654.5% 1,128.% 84.91% 61.75% 8.2% 782.5% 65.66% 45.99% 1,51.62% % 4.1% 8,91.5% 228.6% % 622.2% 29,647.% 89.7% 4.88% 5.55% 2,864.29% 51.54% 1,94.29% 8.58% 77.71% 1,121.% 1,17.46% 1,812.1% 451.8% 1,18.78% 1,59.55% 9.16% 7.79%.%.5%.%.1%.2%.7%.62%.%.45%.1% 6.44%.82%.14% 2.61%.12%.8%.1%.1%.%.8%.%.%.2% May 1, ,12 48,948 5, 895 1,488,865 98,55 95, 28 55,796 16,192,54 16,19 65,64 18,81 5,944 22, 75,662 29, 14,2 5,19 144,72 147,54 46, 5,812 9,582 4,5 2,41 169,219 58,919 4,2 9,6 168,95 54,8,46 2,78 4,66,67 4,98,61 82,529 54,241 41,217 1,171 5,66,1 74,2 15,67 29,17 4, ,12 18, ,871 1, , , ,9 76,,98 8, 1,96,79 1,718,9 126,842 5, 52,19 24,258 1,791 6,4 1,865 57,57 6,614 1, , ,125 14,25 5, % 171.9% 55.25% 25.66% 598.7% 41.7% 47.77% 64.48% 5.87% 2.9% 71.1% 72.48% 69.16% 47.56%,69.68% 45.15% 16.85% 6.5% 77.41% 4,25.9% 22.82% 89.58% 1,668.99% % 8,92.15% 29.47% 9.76% 1,692.4% % 75.94% 6.64% 1,829.6% 1.55% 592.7% 24.6% % 9.57% 86.21% 84.19% 5,828.57% 6.71% 2,646.97% 87.76% 28.45% 1,816.45% 4,155.79% % 15.5%,975.5% 272.2% % Single Stock Futures & (in Millions) May 7 Jul 7 Sep 7 Nov 7 Jan 8 Mar 8 May 8 Single Stock Futures by Sectors Automobiles & Parts Banks Basic Resources Chemicals Construction & Materials Financial Services Food & Beverage Health Care Industrial Goods & Services Insurance Media Oil & Gas Personal & Household Goods Retail Technology Telecommunications Travel & Leisure Utilities Others Russian Products S&P 5,18,25 5,926,565 29,842 1,591,861 77,11 1,4,717 26,285 27, ,889 8,964,49 4,41 76,191 1,56 1,78,16 199,978 21,88,66 924,187 1,61,647 15, Single Stock Futures by Countries Deutsche Telekom Allianz Münchener Rückversicherung Deutsche Bank BMW Commerzbank Telefónica E.ON Metro Lufthansa Bayer Hypo Real Estate Holding BASF Fortis Banco Santander Austria Belgium Finland France Germany Great Britain Greece Ireland Italy Netherlands Portugal Russia Spain Sweden Switzerland U.S. Traded Contracts 2,544,75 5,888,15 2,144,765 2,14,98 1,881,8 1,6,15 1,192,1 1,6,14 1,4,992 95,16 817,78 68,64 624,155 61, , Percentage Overview Most Active (15) Traded Single Stock Futures May 28 Open Interest 1,718,9 4,98,61 82,529 98,55 48,948 95, 126,842 57,57 111,177 24,258 18,81 144,72 5, % 12.46%.6%.5%.16% 2.11%.6%.57% 1.29% 18.85%.7%.16%.7% 2.27%.42% 46.2% 1.94% 2.86%.28%.%.% 17,249,89 72,2 46,4 4,86,796 5,12 1,2 25,448 2, ,75 16, ,784,57 2,279 18,78 75 Orderbook Volume.%.8%.1%.%.%.1%.%.%.%.%.%.45%.%.%.1%