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Eurex, Europe’s leading derivatives exchange, reported a 30 percent increase in total trading volume, reaching 154.3 million contracts in July, compared to 118.6 million contracts in the same month last year. Interest rate derivatives continued to show significant growth, rising by 42 percent from 48 million to 68.3 million contracts. Equity derivatives grew by 43 percent, totaling 22.8 million contracts, while index derivatives saw a 16 percent increase, from 54.4 to 63 million traded contracts.
In OTC Clearing, the notional outstanding volumes experienced a 10 percent growth in July, reaching EUR 35,789 billion compared to EUR 32,492 billion in the same month of the previous year. The notional outstanding in overnight index swaps increased by 38 percent to EUR 3,763 billion, while the notional outstanding volumes in interest rate swaps rose by 10 percent, reaching EUR 15,236 billion.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, reported an 18 percent increase in average daily volume to 209.9 billion. The overall daily repo volume went up by 12 percent in July compared to July 2023, while GC Pooling volumes grew by 6 percent to 164.3 billion.
Business overview – July 2024
July 2024 | July | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 63.0 | 54.4 | +16% |
Interest rate derivatives (million) | 68.3 | 48.0 | +42% |
Equity derivatives (million) | 22.8 | 15.9 | +43% |
Total (million)1 | 154.3 | 118.6 | +30% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 35,789 | 32,492 | +10% |
| 15,236 | 13,835 | +10% |
| 3,763 | 2,722 | +38% |
Average daily cleared volumes (billion EUR) | 205 | 189 | +8% |
| 29 | 17 | +74% |
| 15 | 10 | +55% |
Compression volumes (billion EUR) | 106 | 138 | -23% |
Repo: Average daily term adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 164.3 | 155.2 | +6% |
Repo Market (billion EUR) | 209.9 | 178.4 | +18% |
Total (billion EUR) | 374.2 | 333.7 | +12% |
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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