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Eurex, Europe’s largest derivatives exchange and part of Deutsche Börse Group, could enjoy a special highlight with a monthly record in September in Total Return Futures on EURO STOXX® 50 with 433,238 traded contracts.
European equity index derivatives as well as European equity derivatives saw double-digit increases with the former up by 11 percent to 98.1 million traded contracts and the latter by 17 percent from 23.7 million traded contracts in September 2018 to 27.6 million in September 2019.
At Eurex Clearing, one of the leading central counterparties globally, notional outstanding volume in OTC Clearing stood at EUR 12,253 billion at the end of September. This represents an increase of 35 percent compared with the same month last year (EUR 9,088 billion). The cleared notional in Interest Rate Swaps (IRS) significantly increased in September 2019 to 15 billion average daily volume cleared. This represents an increase of more than 140 percent compared with the same month last year.
The European Energy Exchange (EEX), the leading energy exchange in Europe, slightly increased volumes on its power derivatives market to 380.5 TWh (September 2018: 377.1 TWh). The largest growth rate was recorded in Austrian Phelix-AT Futures where trading volumes more than tripled year-on-year to 1.7 TWh (September 2018: 0.5 TWh).
Eurex Repo, the leading provider for international financing in the secured money market business (repo and securities lending), saw an overall increase of over 27 percent in average outstanding volume in the GC Pooling market in comparison to September 2018.
Business overview
| Sep 19 | Sep 18 | Change | |
| Financial derivatives: Traded contracts Eurex Exchange | |||
| European equity index derivatives (million) | 98.1 | 88.0 | +11% |
| European interest rate derivatives (million) | 58.6 | 57.9 | +1% |
| European equity derivatives (million) | 27.6 | 23.7 | +17% |
| Total (million)1) | 185.4 | 169.8 | +9% |
| OTC Clearing | |||
| Notional outstanding volumes (average value) (billion EUR) | 12,253 | 9,088 | +35% |
| Notional Cleared volumes2) (billion EUR) | 1.573 | 1.031 | +53% |
| Commodities: Trading volumes EEX | |||
| Power (terawatt hours) | 616.8 | 544.2 | +13% |
| Gas (terawatt hours) | 195.9 | 169.4 | +16% |
| Emissions trading (million tons of CO2) | 97.9 | 317.0 | -69% |
| Repo business: Average monthly outstanding volume on Eurex Repo | |||
| GC Pooling3) (billion Euro) | 43.8 | 34.3 | +27.7% |
| Repo Market (billion Euro) | 45.0 | 57.8 | -22.1% |
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
