Eurex | Eurex Clearing | Eurex Repo
Index derivatives continued their strong year-on-year growth, up 10 percent from 68.6 million traded contracts to 75.3 million. Interest rate derivatives decreased by 6 percent compared to the high level of the previous year, from 50.3 million traded contracts to 47.4 million. Equity derivatives contracts traded fell by 20 percent in November, from 23.5 million to 18.8 million compared to the same month last year. Total contracts traded at Eurex stayed nearly unchanged with 141.8 million after 142.5 million in November 2021.
Notional outstanding volumes in OTC clearing grew by 29 percent compared to November 2021 despite another successful compression run. Overall outstanding volume stood at EUR 27,344 billion at the end of November vs. EUR 21,255 billion the year before – with interest rate swaps and overnight index swaps posting growth of 18 percent and 106 percent respectively. Average daily cleared volumes grew 7 percent, with overnight index swaps nearly doubling.
At Eurex Repo, average daily term-adjusted volume grew by 27 percent compared to November last year – up from EUR 191.7 billion to EUR 243.8 billion. The GC Pooling market was up 13 percent while the Repo Market grew by 34 percent year-on-year.
Business overview – November 2022
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.
+49 69 211-1 59 11
+49 69 211-1 65 95
Market Status ⓘ
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.