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June monthly figures at Eurex and EEX

Release date: 08 Jul 2020 | Eurex Exchange, Eurex Clearing, Eurex Group

June monthly figures at Eurex and EEX

  • The OTC Clearing business at Eurex enjoyed a very positive June, while the picture was more mixed across derivatives trading, repo, and commodities at EEX.

Notional outstanding volumes in OTC Clearing climbed over 69% in June compared to the same month last year, while average daily cleared volumes grew over 57% across the same period. Average daily cleared volumes in just interest rate swaps grew from 13 million EUR in June 2019 to 21 million last month – a rise of over 56%.

At EEX, the Leipzig-based energy exchange that is part of the Deutsche Börse Group, monthly electricity volumes grew by 14% year-on-year, while gas volumes fell by 16% over the same period. However, the standout performer at EEX in June was freight, with a monthly record of 98,997 lots traded.

The number of traded derivatives contracts at Eurex grew by 4% in June, led by European equity index derivatives with 111.8 million traded contracts – a climb of 26% compared to June 2019. European interest rate derivatives saw a drop of 8% in the number of traded contracts, while there was a fall of 29% in European equity derivatives.

Eurex Repo enjoyed growth across both its GC Pooling and Repo markets. GC Pooling grew from 56.13 billion EUR in June 2019 to 69.44 billion EUR last month – up nearly 24% - while the Repo Market saw growth of over 5% across the same period.
 

Business overview

Jun 20

Jun 19

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

111.8

88.8

+26%

European interest rate derivatives (million)

51.3

55.5

-8%

European equity derivatives (million)

29

41

-29%

Total (million)1)

192.1

185.4

+4%

OTC Clearing2)   

Notional outstanding volumes (billion EUR)

18,879

11,162

+69%

Average daily cleared volumes (billion EUR)

199

126

+58%

  • Of which Interest Rate Swaps (billion EUR)

21

13

+57%

Commodities: Trading volumes EEX   

Electricity (terawatt hours)

550.3

482.7

+14%

Gas (terawatt hours)

183.6

219.4

-16%

Emissions trading (million tons of CO2)

112.1

90.2

+24%

Repo: Average monthly term-adjusted volume on Eurex Repo   
GC Pooling3 (billion EUR)

69.4

56.1

+24%

Repo Market (billion Euro)

86.8

82.4

+5%

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.