07 Sep 2022

Eurex | Eurex Clearing | Eurex Repo

August 2022 figures at Eurex

  • Interest rate derivatives again show strongest growth (up 31 percent) among listed derivatives in August
  • Total Repo volumes increase by 94 percent y-o-y
  • Notional outstanding in OTC overnight index swaps up 122 percent

Total traded derivatives contracts at Eurex grew by 22 percent in August, from 101.4 million to 123.6 million compared to the same month last year. Interest rate derivatives again showed a strong year-on-year growth, up 31 percent from 37.6 million traded contracts to 49.5 million, while index derivatives grew by 25 percent, from 47.0 million traded contracts to 58.7 million. Total contracts traded in equity derivatives fell by 8 percent to 15.3 million.

Outstanding notional volumes in OTC clearing continued to grow in August, rising overall by 40 percent. Overall outstanding volume stood at EUR 28,792 billion at the end of August compared to EUR 20,612 billion the year before – with interest rate swaps and overnight index swaps posting growth of 28 percent and 122 percent respectively. Average daily cleared volumes increased by 125 percent overall, with interest rate swaps and overnight index swaps recording growth rates of +9 percent and +58 percent, respectively.

At Eurex Repo, average daily term-adjusted volume grew by 94 percent compared to August last year – up from EUR 123.4 billion to EUR 239.5 billion. The GC Pooling market was up 61 percent while the Repo Market grew by 108 percent year-on-year.

Business overview – August 2022

August 2022

August 2021

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

58.7

47.0

+25%

Interest rate derivatives (million)

49.5

37.6

+31%

Equity derivatives (million)

15.3

16.6

-8%

Total (million)1

123.6

101.4

+22%

OTC Clearing2

Notional outstanding volumes (billion EUR)

28,792

20,612

+40%

  • of which interest rate swaps (billion EUR)

12,960

10,148

+28%

  • of which overnight index swaps (billion EUR)

2,284

1,028

+122%

Average daily cleared volumes (billion EUR)

155

69

+125%

  • of which interest rate swaps (billion EUR)

19

18

+9.0%

  • of which overnight index swaps (billion EUR)

12

8

+58%

Compression volumes (billion EUR)

0

0

n/a

Repo: average daily term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

58.7

36.4

61%

Repo Market (billion EUR)

180.8

87.0

108%

Total (billion EUR)

239.5

123.4

94%

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 contact:

Torben Beckmann
+49-69-211-16599
torben.beckmann@deutsche-boerse.com


Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.