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- Interest rate derivatives again show strongest growth (up 31 percent) among listed derivatives in August
- Total Repo volumes increase by 94 percent y-o-y
- Notional outstanding in OTC overnight index swaps up 122 percent
Total traded derivatives contracts at Eurex grew by 22 percent in August, from 101.4 million to 123.6 million compared to the same month last year. Interest rate derivatives again showed a strong year-on-year growth, up 31 percent from 37.6 million traded contracts to 49.5 million, while index derivatives grew by 25 percent, from 47.0 million traded contracts to 58.7 million. Total contracts traded in equity derivatives fell by 8 percent to 15.3 million.
Outstanding notional volumes in OTC clearing continued to grow in August, rising overall by 40 percent. Overall outstanding volume stood at EUR 28,792 billion at the end of August compared to EUR 20,612 billion the year before – with interest rate swaps and overnight index swaps posting growth of 28 percent and 122 percent respectively. Average daily cleared volumes increased by 125 percent overall, with interest rate swaps and overnight index swaps recording growth rates of +9 percent and +58 percent, respectively.
At Eurex Repo, average daily term-adjusted volume grew by 94 percent compared to August last year – up from EUR 123.4 billion to EUR 239.5 billion. The GC Pooling market was up 61 percent while the Repo Market grew by 108 percent year-on-year.
Business overview – August 2022
|
August 2022 |
August 2021 |
Change |
|
|
Financial derivatives: traded contracts Eurex Exchange |
|||
|
Index derivatives (million) |
58.7 |
47.0 |
+25% |
|
Interest rate derivatives (million) |
49.5 |
37.6 |
+31% |
|
Equity derivatives (million) |
15.3 |
16.6 |
-8% |
|
Total (million)1 |
123.6 |
101.4 |
+22% |
|
OTC Clearing2 |
|||
|
Notional outstanding volumes (billion EUR) |
28,792 |
20,612 |
+40% |
|
12,960 |
10,148 |
+28% |
|
2,284 |
1,028 |
+122% |
|
Average daily cleared volumes (billion EUR) |
155 |
69 |
+125% |
|
19 |
18 |
+9.0% |
|
12 |
8 |
+58% |
|
Compression volumes (billion EUR) |
0 |
0 |
n/a |
|
Repo: average daily term-adjusted volume on Eurex Repo |
|||
|
GC Pooling3 (billion EUR) |
58.7 |
36.4 |
61% |
|
Repo Market (billion EUR) |
180.8 |
87.0 |
108% |
|
Total (billion EUR) |
239.5 |
123.4 |
94% |
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.
