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January 2021 monthly figures at Eurex

Release date: 05 Feb 2021 | Eurex

January 2021 monthly figures at Eurex

A strong start to the year for OTC Clearing at Eurex with market share in euro clearing reaching 20%

Notional outstanding volumes at Eurex grew 20% year-on-year in January – from 17,054 billion EUR in January 2020 to 20,390 billion EUR this year – while average daily cleared volumes grew by 4% across the same period. Eurex’s euro clearing market share in notional outstanding volume now stands at 20%.

The number of traded financial derivatives contracts at Eurex shows a mixed picture in January, with volumes up for European interest rate derivatives, and down for European equity index and European equity derivatives, for a total reduction in volume of 11%. These figures, and others, are affected by the reduced number of trading days in January 2021 compared to January 2020 – 20 compared to 22.

At Eurex Repo, the leading marketplace for secured funding and financing, volumes were down in January both the GC Pooling and Repo markets.


Business overview

 

January 21

January 20

Change

Financial derivatives: Traded contracts Eurex Exchange

   

European equity index derivatives (million)

61.8

78.3

-21%

European interest rate derivatives (million)

43.6

41.4

+5%

European equity derivatives (million)

23.9

25.5

-6%

Total (million)1

129.5

145.5

-11%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

20,390

17,043

+20%

  • Of which Interest Rate Swaps (billion EUR)

8.368

6,343

+32%

Average daily cleared volumes (billion EUR)

249

240

+4%

Compression volumes

0

0

N/A

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

62.7

91.5

-32%

Repo Market (billion EUR)

60.4

67.9

-11%

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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