Eurex | Eurex Clearing
Eurex, Europe’s leading derivatives exchange, announced an 11 percent growth in total trading volume, reaching 196 million contracts in September, up from 176.6 million contracts in the same month last year. Interest rate derivatives led the surge, climbing 33 percent from 71.7 million to 95 million contracts. Equity derivatives expanded by 15 percent, amounting to 27.3 million contracts, while index derivatives decreased by 11 percent, from 80.8 to 71.7 million traded contracts.
In OTC Clearing, notional outstanding volumes grew by 13 percent in September, reaching EUR 34,115 billion, compared to EUR 30,069 billion in the same month last year. Notional outstanding in overnight index swaps increased by 39 percent to EUR 4,002 billion, while interest rate swaps saw a 12 percent increase, rising to EUR 15,374 billion.
Eurex Repo, Eurex's leading electronic market for secured funding and financing, had to face a 23 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 303.9 billion in September.
Business overview – September 2024
September 2024 | September 2023 | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 71.7 | 80.8 | -11% |
Interest rate derivatives (million) | 95.0 | 71.7 | +33% |
Equity derivatives (million) | 27.3 | 23.8 | +15% |
Total (million)1 | 196.0 | 176.6 | +11 |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 34,115 | 30,069 | +13% |
- of which interest rate swaps (billion EUR) | 15,374 | 13,754 | +12% |
- of which overnight index swaps (billion EUR) | 4,002 | 2,876 | +39% |
Average daily cleared volumes (billion EUR) | 196 | 142 | +38% |
- of which interest rate swaps (billion EUR) | 24 | 14 | +70% |
- of which overnight index swaps (billion EUR) | 21 | 19 | +15% |
Compression volumes (billion EUR) | 131 | 125 | +4% |
Repo: Average daily term adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 139.6 | 197.5 | -29% |
Repo Market (billion EUR) | 164.2 | 195.8 | -16% |
Total (billion EUR) | 303.9 | 393.3 | -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.
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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
