Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eurex Ends April On A High: Largest Month-End Open Interest Of All Time

Date 03/05/2019

Eurex, Europe’s largest derivatives exchange and part of Deutsche Börse Group, has continued its upward trend in April. The number of traded contracts reached 160.8 million compared to 148.7 million in April 2018. This is an increase of 8 percent. 

Development in European equity index derivatives was positive with an increase of 16 percent from 60.0 million in April 2018 to 69.5 million in April 2019. 

Open interest on 30 April stood at 166,180,212 contracts and was the highest month-end open interest of all time. On 17 April, open interest was 172,545,116 contracts, a daily record.

The European Energy Exchange (EEX), the leading energy exchange in Europe, also saw considerable increases in trading volumes in power and gas. In April 2019, volumes on EEX Group’s spot and derivatives markets in power increased by 44 percent to 570.1 TWh (395.7 TWh in April 2018), in gas the increase was 40 percent (207.1 TWh compared to 147.7 TWh in April 2018). 

Eurex Repo, the leading provider for international financing in the secured money market business (repo and securities lending), saw an overall increase of 30.2 percent in average outstanding volume in the Repo market in comparison to April 2018, proof of the continuing success of Eurex’s Repo Partnership Program.

Business overview

  April 19 April 18 Change
Financial derivatives: Traded contracts Eurex Exchange      
European equity index derivatives (million) 69.5 60.0 +16%
European interest rate derivatives (million) 37.3 38.9 -4%
European equity derivatives (million) 54.0 49.8 +8%
Total (million)1) 160.8 148.7 +8%
Commodities: Trading volumes EEX      
Power (terawatt hours) 570.1 395.7 +44%
Gas (terawatt hours) 207.1 147.7 +40%
Emissions trading (million tons of CO2) 86.3 232.9 -63%
Repo business: Average monthly outstanding volume on Eurex Repo      
GC Pooling2) (billion Euro) 44.1 42.2 +4.5%
Repo Market (billion Euro) 66.4 51.0 +30.2%

1) The total number of contracts traded includes other asset classes such as commodities 
2) Includes all currencies

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