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April 2022 figures at Eurex

Datum: 04. Mai 2022 | Eurex

April 2022 figures at Eurex

- Interest rate derivatives showing strongest growth among listed derivatives (up 21 percent)

- Repo Market volumes increasing by 75 percent y-o-y

- Notional outstanding in long-dated OTC interest rate swaps up 30 percent

Total traded derivatives contracts at Eurex grew by 14 percent in April, from 119.7 million to 136.8 million compared to the same month last year. Interest rate derivatives showed the strongest year-on-year growth, up 21 percent from 40.7 million traded contracts to 49.2 million, while equity index derivatives grew by 14 percent, from 51.2 million traded contracts to 58.2 million. Total contracts traded in equity derivatives grew again by 6 percent.

Outstanding notional volumes in OTC clearing continued to grow strongly in April, rising overall by 19 percent year-on-year despite a successful compression run. Overall outstanding volume stood at EUR 27,422 billion at the end of April compared to EUR 23,034 billion the year before – with interest rate swaps and overnight index swaps posting growth of 30 percent and 134 percent, respectively. Average daily cleared volumes increased by 40 percent overall, with overnight index swaps (up 49 percent) again outpacing overall growth.

At Eurex Repo, average daily term-adjusted volume grew by 47 percent compared to April last year – up from EUR 135.7 billion to EUR 200.0 billion. The Repo Market showed a strong growth of 75 percent, while the GC Pooling Market grew by 4 percent.


Business overview – April 2022

April 2022

April 2021

Change

Financial derivatives: Traded contracts Eurex Exchange

Equity index derivatives (million)

58.2

51.2

+14%

Interest rate derivatives (million)

49.2

40.7

+21%

Equity derivatives (million)

29.3

27.8

+6%

Total (million)1

136.8

119.7

+14%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

27,422

23,034

+19%

- Of which Interest Rate Swaps (billion EUR)

12,251

9,426

+30%

- Of which Overnight Index Swaps (billion EUR)

1,920

822

+134%

Average daily cleared volumes (billion EUR)

233

167

+40%

- Of which Interest Rate Swaps (billion EUR)

23

25

-6%

- Of which Overnight Index Swaps (billion EUR)

8

6

+49%

Compression volumes

108

0

n/a

Repo: Average daily term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

54.8

52.9

4%

Repo Market (billion EUR)

145.3

82.8

75%

Total (billion EUR)

200.0

135.7

47%

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.
Includes all currencies.