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August monthly figures at Eurex and EEX

Release date: 07 Sep 2020 | Eurex Exchange, Eurex Clearing, Eurex Group

August monthly figures at Eurex and EEX


  • OTC Clearing volumes at Eurex led the way in August with continued strong growth, while the picture was mixed across other business areas

OTC Clearing at Eurex enjoyed a very positive August with notional outstanding volumes rising 50% from 12,821 billion EUR in August 2019 to 19,266 billion EUR this year. Average daily cleared volumes rose by 26% – from 57 to 72 billion EUR – across the same period, while Interest Rate Swap volumes remained stable. 

The number of traded financial derivatives contracts fell across the board, with falls of 45%, 24%, and 52% in European equity index derivatives, European interest rate derivatives, and European equity derivatives, respectively. 

At Eurex Repo, the leading electronic marketplace for secured funding and financing, GC Pooling volumes fell by 46% from 63.5 billion EUR in August 2019 to 34.2 billion EUR last month. However, Repo market volumes rose by 75% from 51 billion EUR to 89.5 billion EUR across the same period.

The Leipzig-based European Energy Exchange (EEX Group) saw traded electricity and gas volumes drop by 5% and 35%, respectively. However, emissions trading volumes saw a rise of 4% over the same period.


Business overview

August 20

August 19

Change

Financial derivatives: Traded contracts Eurex Exchange

European equity index derivatives (million)

45.4

83.0

-45%

European interest rate derivatives (million)

36.2

47.7

-24%

European equity derivatives (million)

12.2

25.5

-52%

Total (million)1

94.0

156.4

-40%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

19,266

12,821

+50%

Average daily cleared volumes (billion EUR)

72

57

+26%

  • Of which Interest Rate Swaps (billion EUR)

9

9

0

Commodities: Trading volumes EEX Group

   

Global Power (terawatt hours)

433.9

457.9

-5%

Global Gas (terawatt hours)

145.2

223.1

-35%

Emissions trading - Europe (million tons of CO2)

71.1

68.5

+4%

Repo: Average monthly term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

34.2

63.5

-46%

Repo Market (billion EUR)

89.5

51.0

+75%

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.