Eurex’s extended trading hours experience successful roll month in June
01 July 2019 Frankfurt
Image: Shutterstock
Eurex has experienced high trading activities and a successful fixed income roll in June during its extended trading hours. Volumes during June roll increased by 72 percent compared to its March 2019 roll.
Analysis of trading figures demonstrates that 30 percent of trading occurred in the second hour after the market opening,. Over 160 members traded during the roll with two-thirds of all members being active during Asian hours.
According to Eurex, the results are “proof of our commitment to provide our customers with the best price-quality and market depth during Asian trading hours”.
Furthermore, between 30 May and 5 June, Eurex saw an average daily volume (ADV) of 73,172 traded contracts during the fixed income roll, which contributed to the highest weekly volume since the extension of its trading hours.
In comparison, between 17 June and 21 June, Eurex reported a “relatively even” distribution of trading activities during Asian hours, with an ADV of approximately 35,000 traded contracts.
Analysis of trading figures demonstrates that 30 percent of trading occurred in the second hour after the market opening,. Over 160 members traded during the roll with two-thirds of all members being active during Asian hours.
According to Eurex, the results are “proof of our commitment to provide our customers with the best price-quality and market depth during Asian trading hours”.
Furthermore, between 30 May and 5 June, Eurex saw an average daily volume (ADV) of 73,172 traded contracts during the fixed income roll, which contributed to the highest weekly volume since the extension of its trading hours.
In comparison, between 17 June and 21 June, Eurex reported a “relatively even” distribution of trading activities during Asian hours, with an ADV of approximately 35,000 traded contracts.
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