November 2024 figures at Eurex

Erschienen am: 05.12.2024

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Eurex

  • Total volume on Eurex rises by 6 percent in November compared to November 2023.
  • Equity derivatives at Eurex up 40 percent this November year-on-year.
  • Notional outstanding in OTC Clearing increased by 10 percent compared to November 2023.

Eurex, Europe’s leading derivatives exchange and – with Eurex Clearing – one of the leading central counterparties globally, reported a 6 percent increase in total trading volume for November, reaching 177.6 million contracts, up from 167.5 million contracts in the same month last year. The growth was primarily driven by interest rate derivatives, which rose by 8 percent from 77.4 million to 83.7 million contracts. Equity derivatives also experienced strong growth, climbing 40 percent to 32 million contracts. However, index derivatives saw an 11 percent decline, falling from 67.1 to 59.7 million traded contracts.
 
In OTC Clearing, notional outstanding volumes increased by 10 percent in November, reaching EUR 34,922 billion, up from EUR 31,663 billion in the same month last year. Notional outstanding in overnight index swaps surged by 39 percent to EUR 4,209 billion, while interest rate swaps climbed by 13 percent to EUR 15,618 billion.
 
Eurex Repo, the premier electronic marketplace of Eurex for secured funding and financing, experienced a slight dip in term-adjusted volumes, reflecting a 14 percent decrease compared to November 2023. Despite this, GC Pooling demonstrated robust growth, achieving an impressive 9 percent increase, showcasing its continued positive momentum.


Business overview – November 2024

November
2024

November
2023

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

59.7

67.1

-11%

Interest rate derivatives (million)

83.7

77.4

+8%

Equity derivatives (million)

32.0

22.8

+40%

Total (million)1

177.6

167.5

+6%

OTC Clearing²

  

Notional outstanding volumes (billion EUR)

34,922

31,663

+10%

- of which interest rate swaps (billion EUR)

15,618

13,873

+13%

- of which overnight index swaps (billion EUR)

4,209

3,021

+39%

Average daily cleared volumes (billion EUR)

175

160

+10%

- of which interest rate swaps (billion EUR)

22

24

-11%

- of which overnight index swaps (billion EUR)

27

14

+88%

Compression volumes (billion EUR)

123

163

-24%

Repo: Average daily term adjusted volume on Eurex Repo

  

GC Pooling³ (billion EUR)

195.4

179.9

+9%

Repo Market (billion EUR)

151.8

223.1

-32%

Total (billion EUR)

347.2

403

-14%

1 The total number of contracts traded includes other asset classes such as commodities.
Notional cleared volumes including post trading events such as compression.
3 Includes all currencies.


Media contacts: 
Irmgard Thiessen 
+49 69 211-1 59 11 
irmgard.thiessen@deutsche-boerse.com

Fabian Vichtl 
+49 69 211-1 65 95 
fabian.vichtl@deutsche-boerse.com