07 Oct 2022

Eurex | Eurex Clearing | Eurex Repo

September 2022 figures at Eurex

  • Interest rate derivatives continued their positive trend (up 30 percent) in September
  • Total Repo volumes show significant growth (72 percent y-o-y)
  • Notional outstanding OTC overnight index swaps with growth up 108 percent

Interest rate derivatives continued their strong year-on-year growth, up 30 percent from 64.6 million traded contracts to 83.7 million, followed by index derivatives which grew by 29 percent, from 84.8 million traded contracts to 109.4 million. Equity derivatives contracts traded at Eurex fell by 31 percent in September, from 29.9 million to 20.7 million compared to the same month last year. Total contracts traded at Eurex grew by 19 percent from 179.6 to 214.2 million.

Notional outstanding volumes in OTC clearing grew by 27 percent compared to September 2021. Overall outstanding volume stood at EUR 26,286 billion at the end of September vs. EUR 20,698 billion the year before – with interest rate swaps and overnight index swaps posting growth of 21 percent and 108 percent respectively. Average daily cleared volumes remain steady with interest rate swaps and overnight index swaps recording growth rates of 12 percent and 37 percent, respectively.

At Eurex Repo, average daily term-adjusted volume grew by 72 percent compared to September last year – up from EUR 139.9 billion to EUR 240.6 billion. The GC Pooling market was up 46 percent while the Repo Market grew by 83 percent year-on-year.                                                                                     

Business overview – September 2022

September 2022

September 2021

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

109.4

84.8

+29%

Interest rate derivatives (million)

83.7

64.6

+30%

Equity derivatives (million)

20.7

29.9

-31%

Total (million)1

214.2

179.6

+19%

OTC Clearing2

Notional outstanding volumes (billion EUR)

26.286

20,698

+27%

  • of which interest rate swaps (billion EUR)

12.599

10,380

+21%

  • of which overnight index swaps (billion EUR)

2.322

1,116

+108%

Average daily cleared volumes (billion EUR)

154

155

0%

  • of which interest rate swaps (billion EUR)

23

20

+12%

  • of which overnight index swaps (billion EUR)

14

10

+37%

Compression volumes (billion EUR)

154

52

+197

Repo: average daily term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

58.5

40.1

46%

Repo Market (billion EUR)

182.1

99.8

83%

Total (billion EUR)

240.6

139.9

72%

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


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