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October 2022 figures at Eurex

Datum: 03. Nov 2022 | Eurex

October 2022 figures at Eurex

- Index derivatives continued their positive trend (up 24 percent) in October
- Total repo volumes up 32 percent y-o-y
- Notional outstanding OTC interest rate swaps with growth over 20 percent

Index derivatives continued their strong year-on-year growth, up 24 percent from 56.9 million traded contracts to 70.4 million. Interest rate derivatives increased by a further 2 percent compared with the high level of the previous year, from 52.2 million traded contracts to 53.2 million. Equity derivatives contracts traded fell by 31 percent in October, from 22.5 million to 15.6 million compared to the same month last year. Total contracts traded at Eurex grew by 6 percent from 131.8 to 139.4 million.

Notional outstanding volumes in OTC clearing grew by 38 percent compared to October 2021. Overall outstanding volume stood at EUR 28,379 billion at the end of October vs. EUR 20,499 billion the year before – with interest rate swaps and overnight index swaps posting growth of 21 percent and 99 percent respectively. Average daily cleared volumes more than tripled, with interest rate swaps and overnight index swaps recording growth rates of 22 percent and 10 percent, respectively.

At Eurex Repo, average daily term-adjusted volume grew by 32 percent compared to October last year – up from EUR 192.6 billion to EUR 253.3 billion. The GC Pooling market was up 22 percent while the Repo Market grew by 36 percent year-on-year.

Business overview – October 2022

October

2022

October
2021

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

70.4

56.9

+24%

Interest rate derivatives (million)

53.2

52.2

+2%

Equity derivatives (million)

15.6

22.5

-31%

Total (million)1

139.4

131.8

+6%

OTC Clearing2

   

Notional outstanding volumes (billion EUR)

28,379

20,499

+38%

of which interest rate swaps (billion EUR)

13,010

10,716

+21%

of which overnight index swaps (billion EUR)

2,381

1,197

+99%

Average daily cleared volumes (billion EUR)

184

52

+251%

of which interest rate swaps (billion EUR)

25

20

+22%

of which overnight index swaps (billion EUR)

10

9

+10%

Compression volumes (billion EUR)

-

-

-

Repo: average daily term-adjusted volume on Eurex Repo

   

GC Pooling3 (billion EUR)

73.2

59.9

22%

Repo Market (billion EUR)

180.1

132.7

36%

Total (billion EUR)

253.3

192.6

32%

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.