September 2021 monthly figures at Eurex

Datum: 08. Okt 2021 | Eurex

September 2021 monthly figures at Eurex


Aside from European equity index derivatives that stayed virtually flat with negative growth of 3 percent, all other derivatives trading segments at Eurex showed good growth in September. European equity derivatives led the way with growth of 43 percent – from 20.9 million traded contracts in September 2020 to 29.9 million this year – while European interest rate derivates grew by 20 percent from 53.6 million to 64.6 million traded contracts.

Eurex Clearing recorded another strong month with overall notional outstanding up 16 percent to 20,698 billion EUR from 17,771 billion EUR in the same month last year. Overall average daily cleared volumes grew by 35 percent from 115 billion EUR to 155 billion EUR across the same period. In terms of specific segments, Overnight Index Swaps showed the strongest performance, with notional outstanding average daily cleared volumes up 65 percent and 106 percent, respectively.

At Eurex Repo, the leading market for secured funding and financing, the GC Pooling market showed a small contraction of 2 percent in September compared to the same month last year, while Repo Market volumes grew 7 percent, from 88.3 billion EUR in September 2020 to 94.2 billion EUR this year.


Business overview

September 2021

September 2020

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

84.8

87.7

-3%

European interest rate derivatives (million)

64.6

53.6

+20%

European equity derivatives (million)

29.9

20.9

+43%

Total (million)1

179.6

162.7

+10%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

20,698

17,771

+16%

  • Of which Interest Rate Swaps (billion EUR)

10,380

7,818

+33%

  • Of which Overnight Index Swaps (billion EUR)

1,116

675

+65%

Average daily cleared volumes (billion EUR)

155

115

+35%

  • Of which Interest Rate Swaps (billion EUR)

20

14

+43%

  • Of which Overnight Index Swaps (billion EUR)

10

5

+106%

Compression volumes

52

30

+75%

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

40.1

41.0

-2%

Repo Market (billion EUR)

94.2

88.3

+7%

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:

Peter Josse
+49-69-211-16966
peter.josse@deutsche-boerse.com

Irmgard Thiessen
+49-69-211-15911
irmgard.thiessen@deutsche-boerse.com


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