Eurex, Europe’s leading derivatives exchange, announced an 11 percent growth in total trading volume, reaching 196 million contracts in September, up from 176.6 million contracts in the same month last year. Interest rate derivatives led the surge, climbing 33 percent from 71.7 million to 95 million contracts. Equity derivatives expanded by 15 percent, amounting to 27.3 million contracts, while index derivatives decreased by 11 percent, from 80.8 to 71.7 million traded contracts.
In OTC Clearing, notional outstanding volumes grew by 13 percent in September, reaching EUR 34,115 billion, compared to EUR 30,069 billion in the same month last year. Notional outstanding in overnight index swaps increased by 39 percent to EUR 4,002 billion, while interest rate swaps saw a 12 percent increase, rising to EUR 15,374 billion.
Eurex Repo, Eurex's leading electronic market for secured funding and financing, had to face a 23 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 303.9 billion in September.
Business overview – September 2024
