Notional outstanding volumes in interest rate swaps (IRS) jumped by 31 percent in August 2021 compared to the same month last year, from 7,740 billion EUR to 10,148 billion EUR. Across all instruments, total notional outstanding grew by 7 percent across the same period, from 19,266 billion EUR to 20,612 billion EUR. With respect to average daily cleared volumes, the figure for IRS was up by 96 percent year-on-year in August – growing from 9 billion EUR to 19 billion EUR – while the overall figure showed a small drop of 4 percent, from 72 billion EUR to 69 billion EUR.
In terms of traded derivatives contracts, all segments showed growth in August 2021 compared to the same month last year, with total volumes up by 8 percent from 94 million contracts to 101.4 million contracts. European equity derivatives was the standout segment with growth of 37 percent, from 12.2 million to 16.6 million traded contracts. European equity index derivatives and European interest rate derivatives both showed a growth of 4 percent in August 2021 compared to August 2020.
At Eurex Repo, the leading electronic marketplace for secured funding and financing, volumes remained largely flat compared to August 2020, with GC Pooling seeing a rise of 6 percent – from 34.2 billion EUR to 36.4 billion EUR – and the Repo Market posting negative growth of 6 percent, from 89.5 billion EUR to 84.3 billion EUR.
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million)
European interest rate derivatives (million)
European equity derivatives (million)
Notional outstanding volumes (billion EUR)
Average daily cleared volumes (billion EUR)
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling3 (billion EUR)
Repo Market (billion EUR)
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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