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Eurex | Eurex Clearing
Eurex, Europe's leading derivatives exchange, recorded a total of 2,080.5 million contracts in 2024, which corresponds to an increase of 9 percent compared to the previous year. Interest rate derivatives saw the largest growth with an increase of 26 percent, followed by equity derivatives with an increase of 16 percent for the full year. On a monthly basis, the Eurex volume in December amounted to 166.1 million contracts compared with 165.8 in the same month of the previous year. Equity derivatives rose by 13 percent in December year-on-year, followed by interest rate derivatives with an increase of 10 percent.
Eurex Clearing, one of the world's leading central counterparties, once again recorded strong growth rates in its Eurex OTC Clearing business. The notional outstanding volume at the end of 2024 was EUR 33,411 billion, 12 percent higher than in the previous year. For the full year 2024, average daily cleared volumes were EUR 209 billion, up 13 percent from 2023. On a monthly basis, it amounted to EUR 169 billion in December. This is 17 percent more than in the same month of the previous year, with overnight index swaps increasing by 41 percent.
Eurex Repo, Eurex's leading electronic market for secured funding and financing, recorded an average term-adjusted volume of EUR 337.1 billion for the full year of 2024, down 6 percent on the previous record year due to the current market environment and lower interest in repo term business. Volumes in GC Pooling fell only slightly by 3 percent in 2024, while the volume in the Repo Market decreased by 8 percent compared to the previous year. On a monthly basis, the average term-adjusted volume recorded a 10 percent decrease in December compared to the previous year.
Business overview – full year 2024
Year-to-date December | Year-to-date December | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 784.6 | 871.7 | -10% |
Interest rate derivatives (million) | 972.2 | 771.4 | +26% |
Equity derivatives (million) | 312.6 | 268.7 | +16% |
Total (million)1 | 2,080.5 | 1,915.1 | +9% |
OTC Clearing² | |||
Notional outstanding volumes (billion EUR) | 33,411 | 29,943 | +12% |
- of which interest rate swaps (billion EUR) | 15,663 | 13,971 | +12% |
- of which overnight index swaps (billion EUR) | 4,237 | 3,140 | +35% |
Average daily cleared volumes (billion EUR) | 209 | 185 | +13% |
- of which interest rate swaps (billion EUR) | 25 | 19 | +29% |
- of which overnight index swaps (billion EUR) | 21 | 15 | +34% |
Compression volumes (billion EUR) | 88 | 62 | +44% |
Repo: Average daily term adjusted volume on Eurex Repo | |||
GC Pooling³ (billion EUR) | 153.9 | 158.9 | -3% |
Repo Market (billion EUR) | 183.1 | 199.9 | -8% |
Total (billion EUR) | 337.1 | 358.8 | -6% |
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.
Business overview – December 2024
December | December | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 59.9 | 71.7 | -16% |
Interest rate derivatives (million) | 76.5 | 69.5 | +10% |
Equity derivatives (million) | 27.1 | 24.1 | +13% |
Total (million)1 | 166.1 | 165.8 | +/-0% |
OTC Clearing² | |||
Notional outstanding volumes (billion EUR) | 33,411 | 29,943 | +12% |
- of which interest rate swaps (billion EUR) | 15,663 | 13,971 | +12% |
- of which overnight index swaps (billion EUR) | 4,237 | 3,140 | +35% |
Average daily cleared volumes (billion EUR) | 169 | 145 | +17% |
- of which interest rate swaps (billion EUR) | 29 | 28 | +3% |
- of which overnight index swaps (billion EUR) | 34 | 24 | +41% |
Compression volumes (billion EUR) | 257 | 199 | +29% |
Repo: Average daily term adjusted volume on Eurex Repo | |||
GC Pooling³ (billion EUR) | 133.2 | 138.3 | -4% |
Repo Market (billion EUR) | 149.7 | 176.6 | -15% |
Total (billion EUR) | 282.9 | 314.9 | -10% |
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
Market Status ⓘ
XEUR
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