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March 2022 figures at Eurex

Datum: 06. Apr 2022 | Eurex

March 2022 figures at Eurex

- Equity index derivatives showing strongest growth among listed derivatives (up 36 percent)

- Notional outstanding in long-dated OTC interest rate swaps up 34 percent

Total traded derivatives contracts at Eurex grew by 26 percent in March, from 195.0 million to 246.2 million compared to the same month last year. Equity index derivatives was again the standout sector with 36 percent year-on-year growth, from 93.8 million traded contracts to 127.9 million, while interest rate derivatives grew by 23 percent, from 66.1 million traded contracts to 81.3 million. Total contracts traded in equity derivatives grew by 6 percent.

Notional outstanding volumes in OTC Clearing grew strongly in March, climbing 28 percent overall compared to the same month last year – from 21,226 billion EUR to 27,162 billion EUR – with Interest Rate Swaps and Overnight Index Swaps posting growth of 34 percent and 147 percent, respectively. Average daily clearing volumes fell by 9 percent overall, with Interest Rate Swaps remaining stable at their level and Overnight Index Swaps (up 39 percent) again outpacing overall growth.

At Eurex Repo, total monthly term-adjusted volume grew by 16 percent compared to March last year – up from 135.7 billion EUR to 157.5 billion EUR. The GC Pooling Market grew by 27 percent, while the Repo Market showed a plus of 11 percent.


Business overview – March 2022

March 2022

March 2021

Change

Financial derivatives: Traded contracts Eurex Exchange

Equity index derivatives (million)

127.9

93.8

+36%

Interest rate derivatives (million)

81.3

66.1

+23%

Equity derivatives (million)

36.7

34.7

+6%

Total (million)1

246.2

195.0

+26%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

27,162

21,226

+28%

  • Of which Interest Rate Swaps (billion EUR)

12,365

9,203

+34%

  • Of which Overnight Index Swaps (billion EUR)

1,965

797

+147%

Average daily cleared volumes (billion EUR)

164

181

-9%

  • Of which Interest Rate Swaps (billion EUR)

32

32

+0%

  • Of which Overnight Index Swaps (billion EUR)

8

6

+39%

Compression volumes

0

0

n/a

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

51.2

40.3

+27%

Repo Market (billion EUR)

106.3

95.4

+11%

Total (billion EUR)

157.5

135.7

+16%

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.
Includes all currencies.