Notional outstanding volumes at Eurex grew 20% year-on-year in January – from 17,054 billion EUR in January 2020 to 20,390 billion EUR this year – while average daily cleared volumes grew by 4% across the same period. Eurex’s euro clearing market share in notional outstanding volume now stands at 20%.
The number of traded financial derivatives contracts at Eurex shows a mixed picture in January, with volumes up for European interest rate derivatives, and down for European equity index and European equity derivatives, for a total reduction in volume of 11%. These figures, and others, are affected by the reduced number of trading days in January 2021 compared to January 2020 – 20 compared to 22.
At Eurex Repo, the leading marketplace for secured funding and financing, volumes were down in January both the GC Pooling and Repo markets.
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)
Of which Interest Rate Swaps (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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