June 2024 figures at Eurex
- Total traded contracts at Eurex up 14 percent in June year-on-year.
- Interest rate derivatives at Eurex grew by 27 percent year-on-year in June.
- Notional outstanding in OTC Clearing increased by 5 percent compared to June 2023.
Eurex, Europe’s leading derivatives exchange, reports a 14 percent increase in traded contracts for June compared to the previous year, up from 182.1 million to 208.1 million contracts. Interest rate derivatives continued to record the largest increase, rising by 27 percent from 72.1 million to 91.5 million contracts. Equity derivatives grew by 12 percent to 28.9 million contracts, while index derivatives increased by 4 percent to 87.4 million traded contracts.
In OTC Clearing the notional outstanding volumes experienced a 5 percent growth in June, reaching EUR 35,412 billion compared to EUR 33,623 billion in the same month in the previous year. The notional outstanding in overnight index swaps increased by 36 percent to EUR 3,773 billion, while the notional outstanding volumes in interest rate swaps rose by 7 percent, reaching EUR 15,189 billion.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, reports an increase of overall daily repo volume of 7 percent year-to-date (January to June) compared to the same period in 2023, with GC Pooling growing by 17 percent for this period. However, June 2024 compared to June 2023 experienced a 16 percent decline in the average daily term-adjusted repo volumes, amounting to EUR 321.6 billion. Daily GC Pooling volumes decreased with 7 percent to EUR 156.7 billion while the Repo Market saw a decline of 22 percent to EUR 164.9 billion.
Business overview – June 2024
|
June 2024 |
June |
Change | |
|
Financial derivatives: traded contracts Eurex Exchange |
|||
|
Index derivatives (million) |
87.4 |
83.7 |
+4% |
|
Interest rate derivatives (million) |
91.5 |
72.1 |
+27% |
|
Equity derivatives (million) |
28.9 |
25.9 |
+12% |
|
Total (million)1 |
208.1 |
182.1 |
+14% |
|
OTC Clearing2 |
|||
|
Notional outstanding volumes (billion EUR) |
35,412 |
33,623 |
+5% |
|
- of which interest rate swaps (billion EUR) |
15,189 |
14,162 |
+7% |
|
- of which overnight index swaps (billion EUR) |
3,773 |
2,775 |
+36% |
|
Average daily cleared volumes (billion EUR) |
200 |
173 |
+16% |
|
- of which interest rate swaps (billion EUR) |
35 |
20 |
+77% |
|
- of which overnight index swaps (billion EUR) |
21 |
13 |
+58% |
|
Compression volumes (billion EUR) |
0 |
0 |
N/A |
|
Repo: Average daily term adjusted volume on Eurex Repo |
|||
|
GC Pooling3(billion EUR) |
156.7 |
168.6 |
-7% |
|
Repo Market (billion EUR) |
164.9 |
212.5 |
-22% |
|
Total (billion EUR) |
321.6 |
381.2 |
-16% |
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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