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PureBytes Links
Trading Reference Links
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The information you'd request can be found at
http://www.exchange.de/factbook/index_d.html
Of course, you need the Acrobat plug-in to be installed with your browser or
the Acrobat standalone program to read the .pdf-file.
The facts for 1997 as stated by the DTB:
Average trade Average daily Maximum daily
size volume volume
Bund future: 20.4 125,000 336,907
Bobl future: 28.1 97,590 344,942
Dax future: 3.3 26,057 89,289
So one can calculate an average daily number of trades of about 3400 for the
Bobl, 6100 for the Bund and 7900 for the DAX. The values calculated for the
maximum daily volume would be much higher, provided the average trade size
at this days would have been the same.
Things are moving, the average daily Bund volume for example has more than
doubled from 125,000 in 1997 to about 290,000 contracts/day over the last
250 trading days, so its likely that the daily number of trades has
increased too. But remember there are several other future, future-option
and stock-option contracts traded at the DTB, so the overall-load for the
system is much higher.
Regards Martin
> On the lighter side, I visited the DTB web site to get an
> idea of what the average size of a trade might be. I didn't
> locate that information but found this:
>
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