09 Mar 2022

Eurex | Eurex Clearing | Eurex Repo

February 2022 figures at Eurex

  • Growth across OTC clearing, derivatives trading and repo at Eurex in February

Notional outstanding volumes in OTC Clearing grew strongly in February, climbing 30 percent overall compared to the same month last year – from 19,903 billion EUR to 25,933 billion EUR – with Interest Rate Swaps and Overnight Index Swaps posting growth of 39 percent and 162 percent, respectively. Average daily cleared volumes also grew by 10 percent overall, with Interest Rate Swaps (up 69 percent) and Overnight Index Swaps (up 148 percent) again beating the overall growth figure.

Total traded derivatives contracts at Eurex grew by 17 percent in February from 142 million to 166.4 million compared to the same month last year. Equity index derivatives was the standout sector with 28 percent year-on-year growth, from 61.7 million traded contracts to 78.8 million, while interest rate derivatives grew by 18 percent, from 55.5 million traded contracts to 65.6 million. Total contracts traded in equity derivatives dropped by around 12 percent.

At Eurex Repo, total monthly term-adjusted volume grew by 11 percent compared to February last year – up from 171.5 billion EUR to 190.7 billion EUR. The Repo Market grew by 25 percent, while GC Pooling showed a small contraction of 4 percent.

Business overview – February 2022

February 2022

February 2021

Change

Financial derivatives: Traded contracts Eurex Exchange

Equity index derivatives (million)

78.8

61.7

+28%

Interest rate derivatives (million)

65.6

55.5

+18%

Equity derivatives (million)

21.7

24.5

-12%

Total (million)1

166.4

142.0

+17%

OTC Clearing2

Notional outstanding volumes (billion EUR)

25,933

19,903

+30%

  • Of which Interest Rate Swaps (billion EUR)

11,908

8,578

+39%

  • Of which Overnight Index Swaps (billion EUR)

1,979

755

+162%

Average daily cleared volumes (billion EUR)

144

131

+10%

  • Of which Interest Rate Swaps (billion EUR)

30

18

+69%

  • Of which Overnight Index Swaps (billion EUR)

12

5

+148%

Compression volumes

0

32

N/A

Repo: Average monthly term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

78.4

81.4

-4%

Repo Market (billion EUR)

112.3

90.1

+25%

Total (billion EUR)

190.7

171.5

+11%

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.
Includes all currencies.


Media contact:

Peter Josse
+49-69-211-16966
peter.josse@deutsche-boerse.com

Irmgard Thiessen
+49-69-211-15911
irmgard.thiessen@deutsche-boerse.com

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