OTC Clearing had another positive month in September with notional outstanding volumes up 45% – from 12,253 billion EUR to 17,771 billion EUR – and total average daily cleared volumes up 93% to 145 billion EUR. Average daily cleared volumes in Interest Rate Swaps grew by 25%, up from 334 billion EUR in September 2019 to 418 billion EUR this year.

At Eurex Repo, the leading electronic marketplace for secured funding and financing, the picture was also a positive one. Overall average term-adjusted YTD volume grew by over 15% since last year. On a monthly basis, term-adjusted volume in the GC Pooling market fell by 40%, while it was up 71% – from 51.6 billion EUR in September 2019 to 88.3 billion EUR this year – in the Repo Market.

Traded financial derivatives contracts at Eurex fell overall by 12%, from 185.4 million contracts in September 2019 to 162.7 million contracts in September this year.

At EEX Group, the Leipzig based European Energy Exchange that is part of Deutsche Börse Group, emissions trading volumes saw a large jump since last year: up 42%. Total traded electricity and gas volumes both showed small drops since last year.
 

Business overview

September 20

September 19

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

87.7

98.1

-11%

European interest rate derivatives (million)

53.6

58.6

-8%

European equity derivatives (million)

20.9

27.6

-25%

Total (million)1

162.7

185.4

-12%

OTC Clearing2

Notional outstanding volumes (billion EUR)

17,771

12,253

+45%

Average daily cleared volumes (billion EUR)

145

75

+93%

Of which Interest Rate Swaps (billion EUR)

418

334

+25%

Commodities: Trading volumes EEX Group

Global Power (terawatt hours)

532.5

616.8

-14%

Global Gas (terawatt hours)

160.2

195.9

-18%

Emissions trading – Europe (million tons of CO2)

139.2

97.9

+42%

Repo: Average monthly term-adjusted volume on Eurex Repo

GC Pooling3 (billion EUR)

41.0

68.3

-40%

Repo Market (billion EUR)

88.3

51.6

+71%

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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