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April figures at Eurex and EEX

Datum: 07. Mai 2020 | Eurex

April figures at Eurex and EEX

While total turnover on the international derivatives exchange Eurex fell by 25% year-on-year in April, the Leipzig-based European Energy Exchange (EEX) posted strong year-on-year growth.

The number of contracts traded in European equity index derivatives remained stable, with turnover rising by 1% year-on-year from 69.5 million contracts in April 2019 to 70.1 million in April 2020 – while volumes of European equity derivatives fell back to 21.2 million. Overall, April volumes at Eurex stood at 121.4 million compared to 160.8 million in April 2019. 

In the OTC Clearing space, volumes have continued to rise. Notional outstanding volumes climbed by 36% to EUR 17,943 billion in April 2020. The longer-dated interest rate swaps (IRS) recorded an average daily volume of EUR 16 billion in April 2020 – 58% up from the same month last year.

Eurex Repo posted double-digit growth across both its GC Pooling and Repo markets – up 34% and 14%, respectively.

At the EEX, electricity volumes again led the way with 25% year-on-year growth in April 2020, while gas grew by 4% and emissions trading declined by 7%. 

Business overview

 Apr 20Apr 19Change
Financial derivatives: Traded contracts Eurex Exchange   
European equity index derivatives (million)70.169.5+1%
European interest rate derivatives (million)26.937.3-20%
European equity derivatives (million)21.254.0-61%
Total (million)1)121.4160.8-25%
OTC Clearing2)   
Notional outstanding volumes (billion EUR)17,94314,262+36%
Average daily cleared volumes (billion EUR)94119-22%
  • Of which Interest Rate Swaps (billion EUR)
Commodities: Trading volumes EEX   
Electricity (terawatt hours)713.6570.2+25%
Gas (terawatt hours)215.7207.1+4%
Emissions trading (million tons of CO2)80.286.3-7%
Repo: Average monthly term-adjusted volume on Eurex Repo   
GC Pooling3 (billion EUR)114.184.9+34%
Repo Market (billion Euro)126.0110.3+14%

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.