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July Monthly Figures At Eurex And EEX

Date 07/08/2020

  • July saw a decrease in the number of traded derivatives contracts at Eurex while OTC Clearing, and the Eurex Repo Market showed strong growth.

All classes of financial derivatives at Eurex recorded declines in the number of contracts traded in July 2020 compared to July 2019, with the largest fall coming in European equity derivatives. Here, the ongoing uncertainty made dividend pricing still a challenge.

The OTC Clearing space reports mostly positive figures. Notional outstanding volumes were up 53% in July 2020 compared to the same month last year. While average daily cleared volumes declined by 13% primarily driven by reduced volumes in Forward Rate Agreements, interest rate swaps were a solid performer, with average daily cleared volumes up 27% year-on-year.

At Eurex Repo, the electronic market for secured funding and financing, the Repo Market grew 37% year-on-year in July, with 86.9 billion EUR of average term-adjusted volume compared to 63.6 billion EUR in July 2019.

EEX, the Leipzig-based commodity exchange group, posted declines across the majority of its product suite – global power trading volumes decreased by 2 % year-on-year and natural gas trading slowed down significantly in July.

Business overview

 

July 20

July 19

Change

Financial derivatives: Traded contracts Eurex Exchange

     

European equity index derivatives (million)

60.3

67,4

-10%

European interest rate derivatives (million)

33.8

40.3

-16%

European equity derivatives (million)

17.1

22.2

-23%

Total (million)1

112.8

130.0

-13%

OTC Clearing2

     

Notional outstanding volumes (billion EUR)

19,488

12,700

+53%

Average daily cleared volumes (billion EUR)

99

114

-13%

  • Of which Interest Rate Swaps (billion EUR)

13

10

+27%

Commodities: Trading volumes EEX Group

     

Global Power (terawatt hours)

498,7

509,2

-2%

Global Gas (terawatt hours)

161,1

263,2

-39%

Emissions trading - Europe (million tons of CO2)

136,0

141,0

-4%

Repo: Average monthly term-adjusted volume on Eurex Repo

     

GC Pooling3 (billion EUR)

63.4

70.5

-10%

Repo Market (billion EUR)

86.9

63.6

+37%

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.