May 2021 monthly figures at Eurex

Datum: 09. Jun 2021 | Eurex

May 2021 monthly figures at Eurex

- Volume of traded derivatives contracts grows in May

Total traded derivatives contracts grew 13 percent in May compared to the same month last year – from 121.8 million to 137.4 million. This figure included strong growth in European interest rate derivatives and European equity derivatives – up 37 percent and 41 percent, respectively – and a modest fall of 8 percent in the number of European equity index derivatives contracts traded. This growth in May comes after a mixed few months in 2021 due to comparisons with the unprecedented volatility in early 2020.

Eurex’s OTC Clearing business saw IRS volumes grow in terms of both notional outstanding – up 15 percent from 18,960 billion to 21,440 billion EUR – and average daily cleared volume which grew 25 percent, from 17 billion to 21 billion EUR compared to the same month last year. Overall clearing notional outstanding grew 15 percent, while overall average daily cleared volume dropped 33 percent across the same period.

Eurex Repo saw drops in monthly term adjusted volumes; of 46 percent in GC Pooling and 12 percent in the Repo Market.

Business overview

 

May 2021

May 2020

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

60.5

66.1

-8%

European interest rate derivatives (million)

49.5

36.2

+37%

European equity derivatives (million)

27.2

19.3

+41%

Total (million)1

137.4

121.8

+13%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

21,440

18,960

+15%

  • Of which Interest Rate Swaps (billion EUR)

9,687

7,235

+34%

Average daily cleared volumes (billion EUR)

95

142

-33%

  • Of which Interest Rate Swaps (billion EUR)

21

17

+25%

Compression volumes

41

0

N/A

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

54.4

100.6

-46%

Repo Market (billion EUR)

80.8

92.2

-12%

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.

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