06 Jul 2021

Eurex

June 2021 monthly figures at Eurex

  • OTC Clearing at Eurex continues to grow, with a mixed picture across other segments


The OTC Clearing business at Eurex recorded a strong month in June, with total notional outstanding volumes growing 19 percent compared to the same month last year – up from 18,879 billion EUR to 22,485 billion EUR. Notional outstanding in Interest Rate Swaps grew 32 percent, to 10,062 billion EUR, crossing the 10 billion EUR threshold for the first time. While total average daily cleared volumes showed a modest drop across the same period – down 6 percent from 171 billion EUR to 161 billion EUR – average daily cleared volumes in Interest Rate Swaps grew by 60 percent, from 15 billion EUR to 24 billion EUR.

Total traded financial derivatives contracts dropped by 13 percent overall in June 2021 compared to June 2020, from 193 million contracts to 167.7 million. However, the European interest rate derivatives and the European equity derivatives segments both posted gains, up 13 percent and 10 percent, respectively, compared to the same month last year.

At Eurex Repo, the leading electronic venue for secured funding and financing, there were year-on-year drops of 23 percent in the GC Pooling market – from 156.8 billion EUR to 120 billion EUR – and of 15 percent in the Repo Market, from 87.3 billion EUR to 74 billion EUR.

Business overview

June 2021

June 2020

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

77.8

111.7

-30%

European interest rate derivatives (million)

57.8

51.3

+13%

European equity derivatives (million)

31.8

29.0

+10%

Total (million)1

167.7

193.0

-13%

OTC Clearing2

Notional outstanding volumes (billion EUR)

22,485

18,879

+19%

- Of which Interest Rate Swaps (billion EUR)

10,062

7,642

+32%

Average daily cleared volumes (billion EUR)

161

171

-6%

- Of which Interest Rate Swaps (billion EUR)

24

15

+60%

Compression volumes

0

28

N/A

Repo: Average monthly term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

120.0

156.8

-23%

Repo Market (billion EUR)

74.0

87.3

-15%

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 contacts:

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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