Ten-year German government bond, or Bund, futures were the most heavily traded, with 19.9 million contracts exchanged, up 5.8% on the previous record in November last year. Index futures were also popular instruments, with 25.2 million contracts changing hands, up from the previous record of 24.5 million contracts in July. Of these, Stoxx 50 futures accounted for 50% of all index futures traded last month.
There were 35% more Bobl – five-year German government bond – futures traded in September this year compared with the same month in 2001. Bobl futures turnover hit 12.2 million contracts.
Equity options on Nokia, SAP and Allianz also saw significant rises in volumes, registering 1.9 million, 1.2 million and 1.1 million trades apiece.