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Eurex | Eurex Clearing | Eurex Repo
Total Eurex volume increases by 16 percent y-o-y in October
Total repo volumes +78 percent y-o-y to EUR 460.5 billion
Almost tripling of volume in GC Pooling to EUR 212.6 billion
Notional outstanding in OTC Clearing up 15 percent
Eurex, Europe’s leading derivatives exchange, reports a 16 percent increase in total traded contracts to 161.2 million in October from 139.4 million in the same month last year. Turnover in equity derivatives increased by 43 percent year-on-year in October to 22.4 million from 15.6 million contracts. Interest rate derivatives increased by 22 percent, from 53.2 to 64.9 million contracts traded in October. Turnover in index derivatives rose by 4 percent year-on-year.
In OTC Clearing, notional outstanding volumes increased 15 percent in October year-on-year to EUR 32,497 billion from EUR 28,379 billion in October last year. Thereof, notional outstanding volumes in interest rate swaps increased 7 percent to EUR 13,955 billion and notional outstanding in overnight index swaps increased 25 percent to EUR 2,974 billion.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, again recorded a major increase in daily GC Pooling volumes in October, up 191 percent to EUR 212.6 billion, whereby total average daily term-adjusted repo volume increased 78 percent y-o-y in October to EUR 460.5 billion.
Business overview – October 2023
October | October | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 73.3 | 70.4 | +4% |
Interest rate derivatives (million) | 64.9 | 53.2 | +22% |
Equity derivatives (million) | 22.4 | 15.6 | +43% |
Total (million)1 | 161.2 | 139.4 | +16% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 32,497 | 28,379 | +15% |
| 13,955 | 13,010 | +7% |
| 2,974 | 2,381 | +25% |
Average daily cleared volumes (billion EUR) | 225 | 184 | +22% |
| 17 | 25 | -30% |
| 14 | 10 | +37% |
Compression volumes (billion EUR) | - | - | |
Repo: Average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 212.6 | 73.2 | +191% |
Repo Market (billion EUR) | 247.9 | 185.4 | +34% |
Total (billion EUR) | 460.5 | 258.6 | +78% |
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:
Irmgard Thiessen
+49 69 211-1 59 11
irmgard.thiessen@deutsche-boerse.com
Fabian Vichtl
+49 69 211-1 65 95
fabian.vichtl@deutsche-boerse.com
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