The exchange-traded equity derivatives market volumes have surged to record highs in the first
four months of the year in Europe as hedge funds and algorithmic traders
increasingly seek new avenues for alpha generation with increasingly complex trading strategies that involve their use. Equity derivatives contracts are also now being used more by traditional
funds, such as pension and life companies, as they take advantage of European
regulations such as UCITSIII that give them more freedom to invest.
The Financial Times today reported that Equity derivative
volumes rose by 22%, with 127m contracts traded in the first four months of the
year on Euronext Liffe, the international derivatives exchange. This follows
record figures published last week by Eurex, the other leading European equity
derivatives exchange, which saw volumes rise by 52%, with 365m contracts traded
in the first four months of the year. Although the figures do not take into
account over-the-counter trading, which attracts the lion's share of business,
they point to the growing trend in their use.
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Friday, May 11
by
Sean Sprackling
on Fri 11 May 2007 14:49 BST
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