About EurexOTC Clear
Service Offering for PSAs
EMIR 3.0 - active account
CCP Switch
On-boarding
Compression Service
Product Scope
Interest Rate Swaps
Inflation Swaps
Settlement Prices
Clearing Member
ISA Direct Member
ISA Direct Light Licence Holder
Clearing Agent
Client
Jurisdictions
Multiple Clearing Relationships
Segregation Set up
Cross-Project-Calendar
Readiness for projects
C7 Releases
C7 SCS Releases
C7 CAS Releases
EurexOTC Clear Releases
Prisma Releases
Member Section Releases
Simulation calendar
Archive
User ID Maintenance
Clearing Hours
Clearing Reports
Product Specifications
Clearing on behalf
Delivery Management
Transaction Management
Collateral Management
Collateral
Transparency Enabler Files
Segregation Models
Reports
Default Fund
Intraday Margin Calls
OTC Clear Procedures
OTC Clear Tutorials
Cross Margining Support
Supplementary Margins
Default Waterfall
Model Validation
Stress testing
Default Management Process
Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
System-based risk controls
Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
Prices Rolling Spot Future
File services
Bond Clusters
Listed derivatives
OTC derivatives
Listed securities
Cash management
Delivery management
CCP eligible instruments
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
FAQs
Production Newsboard
Eurex | Eurex Clearing | Eurex Repo
Eurex began the year with an 8 percent increase in total traded volume to 144.6 million contracts in January, compared to 133.4 million in the same month last year. Interest rate derivatives again recorded the largest increase, up 21 percent year-on-year in January from 45.2 million to 54.7 million. Index derivatives increased by 5 percent, from 65.7 million to 68.7 million contracts traded. Trading in equity derivatives fell by 6 percent year-on-year in January, from 22.3 million to 20.9 million contracts.
Notional outstanding volumes in OTC clearing grew by 27 percent compared to January 2022. Overall outstanding volume stood at EUR 31,083 billion at the end of January vs. EUR 24,560 billion the year before – with interest rate swaps and overnight index swaps posting growth of 15 percent and 30 percent respectively. Average daily cleared volumes grew 21 percent.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, again recorded a significant increase in outstanding volume in GC Pooling in January, up 91 percent to EUR 62.9 billion, whereby traded volume in GC Pooling increased nearly fivefold to EUR 35.8 billion from EUR 7.6 billion. The average daily term-adjusted volume grew by 23 percent in January in both segments – in GC Pooling and in the Repo Market.
Business overview – January 2023
January 2023 | January | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 68.7 | 65.7 | +5% |
Interest rate derivatives (million) | 54.7 | 45.2 | +21% |
Equity derivatives (million) | 20.9 | 22.3 | -6% |
Total (million)1 | 144.6 | 133.4 | +8% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 31,083 | 24,560 | +27% |
- of which interest rate swaps (billion EUR) | 13,177 | 11,482 | +15% |
- of which overnight index swaps (billion EUR) | 2,504 | 1,934 | +30% |
Average daily cleared volumes (billion EUR) | 335 | 276 | +21% |
- of which interest rate swaps (billion EUR) | 21 | 28 | -24% |
- of which overnight index swaps (billion EUR) | 13 | 12 | +8% |
Compression volumes (billion EUR) | - | - | - |
Repo: average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 82.1 | 66.9 | +23% |
Repo Market (billion EUR) | 169.3 | 138.2 | +23% |
Total (billion EUR) | 251.4 | 205.1 | +23% |
1 The total number of contracts traded includes other asset classes such as commodities.
2 Notional cleared volumes including post trading events such as compression.
3 Includes all currencies.
Media contacts:
Irmgard Thiessen
+49 69 211-1 59 11
irmgard.thiessen@deutsche-boerse.com
Fabian Vichtl
+49 69 211-1 65 95
fabian.vichtl@deutsche-boerse.com
Name | Provider / Domain | Gültig bis | Beschreibung |
---|---|---|---|
CM_SESSIONID | eurex.com | Session | This cookie is neccessary for the CAE connection. |
JSESSIONID | www.eurex.com | Session | General purpose platform session cookie, used by sites written in JSP. Usually used to maintain an anonymous user session by the server. |
[abcdef0123456789]{32} | analytics.deutsche-boerse.com | Session | Necessary for the operation of the site. |
mdg2sessionid | eurex-api.factsetdigitalsolutions.com | Session | This cookie is necessary for visualization of charts. |
ApplicationGatewayAffinityCORS | analytics.deutsche-boerse.com | Session | This cookie is necessary for the backend connection with the server. |
ApplicationGatewayAffinity | eurex.com | Session | This cookie is necessary for the backend connection with the server. |
ApplicationGatewayAffinityCORS | eurex.com | Session | This cookie is necessary for the backend connection with the server. |
CookieScriptConsent | .eurex.com | 1 year | This cookie is used by Cookie-Script.com service to remember visitor cookie consent preferences. It is necessary for Cookie-Script.com cookie banner to work properly. |
Name | Provider / Domain | Gültig bis | Beschreibung |
---|---|---|---|
_pk_id.7.931a | www.eurex.com | 1 year | This cookie name is associated with the Piwik open source web analytics platform. It is used to help website owners track visitor behaviour and measure site performance. It is a pattern type cookie, where the prefix _pk_id is followed by a short series of numbers and letters, which is believed to be a reference code for the domain setting the cookie. |
_pk_ses.7.931a | www.eurex.com | 30 minutes | This cookie name is associated with the Piwik open source web analytics platform. It is used to help website owners track visitor behaviour and measure site performance. It is a pattern type cookie, where the prefix _pk_ses is followed by a short series of numbers and letters, which is believed to be a reference code for the domain setting the cookie. |
_pk_id.7.d059 | www.eurex.com | 1 year | This cookie name is associated with the Piwik open source web analytics platform. It is used to help website owners track visitor behaviour and measure site performance. It is a pattern type cookie, where the prefix _pk_id is followed by a short series of numbers and letters, which is believed to be a reference code for the domain setting the cookie. |
_pk_ses.7.d059 | www.eurex.com | 30 minutes | This cookie name is associated with the Piwik open source web analytics platform. It is used to help website owners track visitor behaviour and measure site performance. It is a pattern type cookie, where the prefix _pk_ses is followed by a short series of numbers and letters, which is believed to be a reference code for the domain setting the cookie. |
Name | Provider / Domain | Gültig bis | Beschreibung |
---|---|---|---|
CONSENT | .youtube.com | 1 year | This cookie carries out information about how the end user uses the website and any advertising that the end user may have seen before visiting the said website. |
VISITOR_INFO1_LIVE | .youtube.com | 6 months | This is a cookie that YouTube sets that measures your bandwidth to determine whether you get the new player interface or the old. |
YSC | .youtube.com | Session | This cookie is set by the YouTube video service on pages with embedded YouTube video. |