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

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.