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October monthly figures at Eurex and EEX

Release date: 10 Nov 2020 | Eurex

October monthly figures at Eurex and EEX

  • Eurex enters autumn with positive results

OTC Clearing had a positive month with notional outstanding volumes up 53 % from 12,646 billion EUR in 2019 to 19,013 billion EUR in 2020. Total average daily cleared volumes increased 21% to 124 billion EUR. Average daily cleared volumes in long-dated Interest Rate Swaps grew by 87 %.

At Eurex Repo, the leading electronic marketplace for secured funding and financing, the picture was also positive. Overall average term-adjusted YTD volume grew by 15% since last year. On a monthly basis, term-adjusted volume in the GC Pooling market fell by 25 %, while it was up 50% – from 55.5 billion EUR in October 2019 to 83.3 billion EUR this year – in the Repo market.

Total traded financial derivatives contracts at Eurex fell by 23%, from 164.3 million contracts in October 2019 to 125.9 million contracts in October this year.

At EEX Group, the Leipzig based European Energy Exchange that is part of Deutsche Börse Group, emissions trading volumes grew by 27% since last October. Total traded electricity and gas volumes each showed a drop compared to October 2019.

Business overview

October 20

October 19

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

65.9

79.6

-17%

European interest rate derivatives (million)

40.0

41.5

-4%

European equity derivatives (million)

19.7

41.1

-52%

Total (million)1

125.9

164.3

-23%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

19,013

12,646

+53%

Average daily cleared volumes (billion EUR)

124

102

+21%

  •   Of which Interest Rate Swaps (billion EUR)

26

14

+87%

Compression volumes

0

432

-100%

Commodities: Trading volumes EEX Group

   

Global Power (terawatt hours)

624.3

636.5

-2%

Global Gas (terawatt hours)

187.9

214.0

-12%

Emissions trading - Europe (million tons of CO2)

141.1

111.3

+27%

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

59.8

79.8

-25%

Repo Market (billion EUR)

83.3

55.5

+50%

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.