Eurex Equity and Index, Americas - June 2024 Update

Noteworthy

• Eurex’s dividend segment continued to generate record volumes throughout the first half of the year, growing almost 10% in the first 6 months of 2024 with 12 million contracts trading.? This surpasses the previous record in the first half of 2020 (the peak of the dividend turmoil due to Covid and the ECB bank dividend restrictions).? Eurex’s new mid curve Euro Stoxx 50 index dividend options (launched in February) are starting to gain significant traction with more than 36,000 contracts traded in June alone. As a reminder, these mid curve index dividend options on futures are all CFTC approved .

• VSTOXX options (OVS2) set a record monthly ADV in June, with an ADV of 52,278 (180% of full year 2023 ADV). With over 1 million contracts trading in June, options volumes were the highest since March 2020, the second-highest volume month since OVS2 was listed. ?As a reminder, both VSTOXX futures and VSTOXX options on futures are CFTC approved.

• Eurex continues to see significant growth in its end of day settled daily options segment.? Daily EOD expiring Euro Stoxx 50 options (OEXP ) observed a June ADV of 31,200, generating an ADV for Q2 of 27,763 (+70% relative to Q1).? 96% of June OEXP volumes were traded in the orderbook, with the most traded expiries in June being the 0DTE and 1DTE at 42% and 18% of volumes, respectively. June ADV for DAX EOD options (ODAP ) reached 2,192. ADV for Q2 is 1,843 (+47% relative to Q1), with a new all time high volume record set on June 28th (4,685 traded contracts).

Most Liquid Equity & Index CFTC-Approved Products

Sorted by Order Book ADV; CFTC Approval as of Jul 3, 2024; Green indicates YTD ADV greater than full year 2023 ADV

Most Liquid Equity & Index SEC Relief Products

Sorted by notional OI; SEC No-Action Relief as of May 31, 2024; Green indicates YTD ADV greater than full year 2023 ADV

Monthly Volumes - EURO STOXX 50 Futures (FESX) and Options (OESX + OEXP)

Monthly Volumes – EURO STOXX 50 End of Day Options (OEXP)

Chart of the Month

Monthly volumes for VSTOXX futures and options, reflecting a record monthly ADV for VSTOXX Options (OVS2).

Relevant Eurex Circulars / Announcements:

Release date: 08 July 2024 068/2024: MiFID II/MiFIR: Regulatory Reporting Solution (RRS) Release 1.3: Information for Trading Participants outside the scope of MiFIR

Release date: 04 July 2024 067/2024: Euro Fixed Income Futures: Definition of reporting and position limits for September 2024

Release date: 03 July 2024 066/2024: Equity Index Derivatives: TecDAX? Futures: Upcoming transition from non-narrow-based to narrow-based and withdrawal of U.S. direct access tradability

Release date: 01 July 2024 Eurex Readiness Newsflash | Updates July 2024

Release date: 24 June 2024 063/2024: MiFID II/MiFIR order flagging requirements: Short Code and Algo ID solution enhancement

Release date: 21 June 2024 062/2024: Equity and Equity Index Derivatives: I. Index Total Return Futures on MSCI indices: Extension to Asian and European morning Trading sessions; II. EURO STOXX 50? Index Dividend Futures and Single Stock Dividend Futures: Introduction of additional expirations

Release date: 13 June 2024 Eurex Readiness Newsflash | MiFID II/MiFIR order flagging requirements: Enhancement of the Short Code and Algo ID Upload GUI

Release date: 13 June 2024 058/2024: Eurex T7 Functionality activations: Volatility Interruption enhancements

Release date: 10 June 2024 Eurex Readiness Newsflash | Launch of Non-Standard Options Volatility strategies (NOVS) for TES

Release date: 04 June 2024 056/2024: Fixed Income Derivatives: Tradability of Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index Futures and Sterling Liquid Corporate Bond Index Futures for Participants in the U.S.

Release date: 03 June 2024 055/2024: Euro STOXX? 50 Index Futures: Change of the price gradation for Off-Book Trading in Standardised Futures Strategies

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Relevant Links:

Eurex products available for direct access in the US under CFTC jurisdiction: https://www.eurex.com/ex-en/rules-regs/eurex-derivatives-us/direct-market-access-from-the-us

Eligible options under SEC Class No-Action Relief: https://www.eurex.com/ex-en/rules-regs/eurex-derivatives-us/eurex-options-in-the-us-for-eligible-customers

Monthly Trading Statistics: https://www.eurex.com/ex-en/data/statistics/monthly-statistics

Daily Trading Statistics: https://www.eurex.com/ex-en/data/statistics/trading-statistics

Daily Summary Snapshot: https://www.eurex.com/ex-en/data/statistics/snapshot-summary-report

Prisma Margin Estimator: https://cpme.eurex.com/

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 Frankfurt AG and Eurex Clearing AG offer services directly to members of the Eurex Exchange respectively to clearing members of Eurex Clearing AG. Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others or who desire to possess a clearing license of Eurex Clearing AG in order to participate in the clearing process provided by Eurex Clearing AG, should consider legal and regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with such products, before doing so.

Only Eurex derivatives that are CFTC-approved may be traded via direct access in the United States or by United States persons. ?A complete, up-to-date list of Eurex derivatives that are CFTC-approved is available?here .?In addition, Eurex representatives and participants may familiarise U.S. Qualified Institutional Buyers (QIBs) and broker-dealers with certain eligible Eurex equity options and equity index options pursuant to the terms of the SEC’s July 1, 2013 Class No-Action Relief. A complete, up-to-date list of Eurex options that are eligible under the SEC Class No-Action Relief is available? here . Lastly, U.S. QIBs and broker-dealers trading on behalf of QIBs may trade certain single-security futures and narrow-based security index futures subject to terms and conditions of the SEC’s Exchange Act Release No. 60,194 (June 30, 2009), 74 Fed. Reg. 32,200 (July 7, 2009) and the CFTC’s Division of Clearing and Intermediary Oversight Advisory Concerning the Offer and Sale of Foreign Security Futures Products to Customers Located in the United States (June 8, 2010).