Eurex | Eurex Clearing | Eurex Repo
Eurex, Europe’s leading derivatives exchange, reports a 57 percent increase in traded contracts for April compared to the previous year, up from 115.7 million to 181.5 million contracts. Interest rate derivatives went up by 90 percent to 78.7 million contracts. Index derivatives grew 39 percent to 70.5 million traded contracts and Equity derivatives also grew by 36 percent compared to April 2023.
In OTC Clearing the notional outstanding volumes experienced a 3 percent growth in April, reaching EUR 34,264 billion compared to EUR 33,126 billion in the same month in the previous year. The notional outstanding volumes in interest rate swaps rose by 6 percent, reaching EUR 14,670 billion, while the notional outstanding in overnight index swaps increased by 22 percent to EUR 3,560 billion.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, maintained the positive trend of the last few months with a 27 percent increase in daily GC Pooling volumes to EUR 189 billion in April. Additionally, the overall average daily term-adjusted repo volume demonstrated a year-on-year growth of 20 percent in April, amounting to EUR 435.7 billion.
Business overview – April 2024
April 2024 | April | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 70.5 | 50.8 | +39% |
Interest rate derivatives (million) | 78.7 | 41.5 | +90% |
Equity derivatives (million) | 31.8 | 23.4 | +36% |
Total (million)1 | 181.5 | 115.7 | +57% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 34,264 | 33,126 | +3% |
| 14,670 | 13,834 | +6% |
| 3,560 | 2,917 | +22% |
Average daily cleared volumes (billion EUR) | 237 | 159 | +49% |
| 27 | 22 | +22% |
| 18 | 15 | +19% |
Compression volumes (billion EUR) | 147 | 0 | N/A |
Repo: Average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 189.0 | 149.0 | +27% |
Repo Market (billion EUR) | 246.7 | 213.4 | +16% |
Total (billion EUR) | 435.7 | 362.4 | +20% |
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:
Irmgard Thiessen
+49 69 211-1 59 11
irmgard.thiessen@deutsche-boerse.com
Fabian Vichtl
+49 69 211-1 65 95
fabian.vichtl@deutsche-boerse.com
