Eurex | Eurex Clearing | Eurex Repo
OTC Clearing and Repo volumes continued their upward trend.
Repo Market volumes nearly doubled to EUR 209.8 billion y-o-y.
Notional outstanding in OTC clearing up 21 percent.
Eurex, Europe’s leading derivatives exchange, reports 146.1 million traded contracts in February in its listed business, 12 percent less compared to February 2022. Interest rate derivatives went down by 7 percent year-on-year in February from 65.6 million to 61.4 million. Index derivatives decreased by 14 percent, from 78.8 million to 67.9 million contracts traded. Trading in equity derivatives fell by 23 percent compared to February 2022, from 21.7 million to 16.7 million contracts.
Notional outstanding volumes in OTC clearing grew by 21 percent compared to February 2022, despite another successful compression run. Overall outstanding volume stood at EUR 31,473 billion at the end of February vs. EUR 25,933 billion the year before – with interest rate swaps and overnight index swaps posting growth of 12 percent and 31 percent respectively. Average daily cleared volumes grew significantly by 56 percent.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, recorded a major increase in GC Pooling volumes in February, up 43 percent to EUR 111.9 billion, whereby average daily volume in the Repo market nearly doubled to EUR 209.8 billion. The total average daily term-adjusted volume grew by 67 percent in February.
Business overview – February 2023
Financial derivatives: traded contracts Eurex Exchange
Index derivatives (million)
Interest rate derivatives (million)
Equity derivatives (million)
Notional outstanding volumes (billion EUR)
Average daily cleared volumes (billion EUR)
Compression volumes (billion EUR)
Repo: Average daily term-adjusted volume on Eurex Repo
GC Pooling3 (billion EUR)
Repo Market (billion EUR)
Total (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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