Eurex | Eurex Clearing | Eurex Repo
Eurex, Europe’s leading derivatives exchange, reports a 15 percent increase in equity derivatives volume to 23.8 million contracts in September from 20.7 million contracts in the same month last year. By contrast, turnover in index derivatives decreased by 26 percent year-on-year in September from 109.4 million to 80.8 million traded contracts. Turnover in interest rate derivatives decreased by 14 percent, from 83.7 to 71.7 million contracts traded in September. Total traded contracts at Eurex saw an 18 percent decrease, from 214.2 million to 176.6 million contracts traded.
In OTC Clearing, notional outstanding volumes increased 14 percent in September year-on-year to EUR 30,069 billion from EUR 26,286 billion in September last year. Thereof, notional outstanding volumes in interest rate swaps increased 9 percent to EUR 13,754 billion and notional outstanding in overnight index swaps increased 24 percent to EUR 2,876 billion.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, again recorded a major increase in daily GC Pooling volumes in September, up 238 percent to EUR 197.5 billion, whereby total average daily term-adjusted repo volume grew by 58 percent in September to EUR 385.1 billion.
Business overview –September 2023
September 2023 | September | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 80.8 | 109.4 | -26% |
Interest rate derivatives (million) | 71.7 | 83.7 | -14% |
Equity derivatives (million) | 23.8 | 20.7 | +15% |
Total (million)1 | 176.6 | 214.2 | -18% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 30,069 | 26,286 | +14% |
| 13,754 | 12,599 | +9% |
| 2,876 | 2,322 | +24% |
Average daily cleared volumes (billion EUR) | 142 | 154 | -8% |
| 14 | 23 | -38% |
| 19 | 14 | +30% |
Compression volumes (billion EUR) | 125 | 154 | |
Repo: Average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 197.5 | 58.5 | +238% |
Repo Market (billion EUR) | 187.6 | 184.8 | +2% |
Total (billion EUR) | 385.1 | 243.3 | +58% |
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.
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Irmgard Thiessen
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irmgard.thiessen@deutsche-boerse.com
Fabian Vichtl
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fabian.vichtl@deutsche-boerse.com
