Eurex | Eurex Clearing
Eurex, Europe’s leading derivatives exchange, reported a 16 percent increase in total trading volume, reaching 154.6 million contracts in August, compared to 133.4 million contracts in the same month last year. Interest rate derivatives continued to show significant growth, rising by 24 percent from 54.9 million to 68.2 million contracts. Equity derivatives grew by 22 percent, totaling 20.8 million contracts, while index derivatives saw a 5 percent increase, from 61.4 to 64.6 million traded contracts.
In OTC Clearing, the notional outstanding volumes experienced an 11 percent growth in August, reaching EUR 36,321 billion compared to EUR 32,699 billion in the same month of the previous year. The notional outstanding in overnight index swaps increased by 42 percent to EUR 3,933 billion, while the notional outstanding volumes in interest rate swaps rose by 11 percent, reaching EUR 15,474 billion.
Eurex Repo, Eurex's leading electronic market for secured funding and financing, had to face a 36 percent decrease in volume compared to August 2023 due to the current market environment and further expected ECB rate changes. Nevertheless, the average daily volume was still at a significant level of EUR 233.7 billion in August. Comparing the daily term adjusted repo volume year to date, volume is robust with +1.8 percent compared to Jan-Aug 2023. GC Pooling volumes also demonstrated strong market engagement, achieving EUR 125.8 billion in August.
Business overview – August 2024
August 2024 | August 2023 | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 64.6 | 61.4 | +5% |
Interest rate derivatives (million) | 68.2 | 54.9 | +24% |
Equity derivatives (million) | 20.8 | 17.0 | +22% |
Total (million)1 | 154.6 | 133.4 | +16% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 36,321 | 32,699 | +11% |
| 15,474 | 13,964 | +11% |
| 3,933 | 2,766 | +42% |
Average daily cleared volumes (billion EUR) | 143 | 134 | +7% |
| 19 | 12 | +63% |
| 16 | 10 | +60% |
Compression volumes (billion EUR) | 0 | 0 | N/A |
Repo: Average daily term adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 125.8 | 201.3 | -38% |
Repo Market (billion EUR) | 107.9 | 160.9 | -33% |
Total (billion EUR) | 233.7 | 362.3 | -36% |
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
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