05 Dec 2022

Eurex | Eurex Clearing | Eurex Repo

November 2022 figures at Eurex

  • Index derivatives continued their positive trend (up 10 percent) in November
  • Total repo volumes up 27 percent y-o-y
  • Notional outstanding OTC interest rate swaps with growth over 18 percent


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

November

2022

November
2021

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

75.3

68.6

+10%

Interest rate derivatives (million)

47.4

50.3

-6%

Equity derivatives (million)

18.8

23.5

-20%

Total (million)1

141.8

142.5

-0.5%

OTC Clearing2

Notional outstanding volumes (billion EUR)

27,344

21,255

+29%

  • of which interest rate swaps (billion EUR)

12,849

10,914

+18%

  • of which overnight index swaps (billion EUR)

2,516

1,221

+106%

Average daily cleared volumes (billion EUR)

170

159

+7%

  • of which interest rate swaps (billion EUR)

21

27

-24%

  • of which overnight index swaps (billion EUR)

17

9

+99%

Compression volumes (billion EUR)

162

65

+150%

Repo: average daily term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

69.3

61.2

13%

Repo Market (billion EUR)

174.5

130.5

34%

Total (billion EUR)

243.8

191.7

27%

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 contact:

Irmgard Thiessen
+49 69 211-1 59 11
irmgard.thiessen@deutsche-boerse.com

Fabian Vichtl
+49 69 211-1 65 95
fabian.vichtel@deutsche-boerse.com

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