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05 Sep 2023

Eurex | Eurex Clearing | Eurex Repo

August 2023 figures at Eurex

  • Total Eurex volume up 8 percent y-o-y in August
  • Strong rise in Repo volumes to EUR 358 billion
  • Strongest growth again in GC Pooling at plus 243 percent y-o-y
  • Notional outstanding in OTC Clearing up 14 percent

   

Eurex, Europe’s leading derivatives exchange, reports an 8 percent increase in total trading volume to 133.4 million contracts in August from 123.6 million contracts in the same month last year. Interest rate derivatives increased by 11 percent year-on-year in August from 49.5 million to 54.9 million traded contracts. Equity derivatives also increased by 11 percent, from 15.3 to 17 million contracts traded in August while index derivatives saw a 5 percent rise, from 58.7 million to 61.4 million contracts traded.

In OTC Clearing, notional outstanding volumes increased 14 percent in August year-on-year to EUR 32,699 billion from EUR 28,792 billion in August last year. Thereof, notional outstanding volumes in interest rate swaps increased 8 percent to EUR 13,964 billion and notional outstanding in overnight index swaps increased 21 percent to EUR 2,766 billion.

Eurex Repo, Eurex’s leading electronic market for secured funding and financing, again recorded a major increase in daily GC Pooling volumes in August, up 243 percent to EUR 201.3 billion, whereby total average daily term-adjusted repo volume grew by 49 percent in August to EUR 358.1 billion.


Business overview – August 2023

August

2023

August
2022

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

61.4

58.7

+5%

Interest rate derivatives (million)

54.9

49.5

+11%

Equity derivatives (million)

17.0

15.3

+11%

Total (million)1

133.4

123.6

+8%

OTC Clearing2

Notional outstanding volumes (billion EUR)

32,699

28,792

+14%

  • of which interest rate swaps (billion EUR)

13,964

12,960

+8%

  • of which overnight index swaps (billion EUR)

2,766

2,284

+21%

Average daily cleared volumes (billion EUR)

134

155

-13%

  • of which interest rate swaps (billion EUR)

12

19

-38%

  • of which overnight index swaps (billion EUR)

10

12

-16%

Compression volumes (billion EUR)

-

-

N/A

Repo: Average daily term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

201.3

58.7

+243%

Repo Market (billion EUR)

156.8

181.6

-14%

Total (billion EUR)

358.1

240.3

+49%


1 The total number of contracts traded includes other asset classes such as commodities.
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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