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July 2021 monthly figures at Eurex

Datum: 05. Aug 2021 | Eurex

July 2021 monthly figures at Eurex

- Growth in OTC Clearing and European interest rate derivatives volumes at Eurex in July

Eurex’s OTC Clearing business continued its strong year with notional outstanding in interest rate swaps (IRS) growing 26 percent – from 7,815 billion EUR to 9,856 billion EUR – and average daily cleared volumes in IRS jumping 31 percent from 13 billion EUR to 17 billion EUR. The overall figures for all products show notional outstanding volumes growing by 5 percent – from 19,488 billion EUR to 20,454 billion EUR – and average daily cleared volumes up 11 percent from 99 billion EUR to 110 billion EUR.

Overall derivatives trading volumes at Eurex in July 2021 remained largely flat compared to the same month last year, with a drop of 2 percent from 112.8 million traded contracts to 110.4 million. Looking at the individual product segments, European interest rate derivatives volumes grew by 14 percent – from 33.8 million traded contracts to 38.5 million – and European equity derivatives grew by 4 percent from 17.1 million traded contracts to 17.8 million. European equity index derivatives volumes fell by 11 percent from 60.3 million contracts to 53.9 million.

At Eurex Repo, the leading electronic marketplace for secured funding and financing which recently celebrated its 20-year anniversary, Repo Market volumes remained virtually flat compared to the same month in 2020, while GC Pooling volumes fell by 41 percent from 63.4 billion EUR to 37.6 billion EUR.


Business overview

July 2021

July 2020

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

53.9

60.3

-11%

European interest rate derivatives (million)

38.5

33.8

+14%

European equity derivatives (million)

17.8

17.1

+4%

Total (million)1

110.4

112.8

-2%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

20,454

19,488

+5%

  • Of which Interest Rate Swaps (billion EUR)

9,856

7,815

+26%

Average daily cleared volumes (billion EUR)

110

99

+11%

  • Of which Interest Rate Swaps (billion EUR)

17

13

+31%

Compression volumes (billion EUR)

110

0

N/A

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

37.6

63.4

-41%

Repo Market (billion EUR)

87.5

87.4

+0%

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.

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