October 2024 figures at Eurex

Release date: 07 Nov 2024

|

Eurex

  • Total volume on Eurex rises by 5 percent in October compared to October 2023.
  • Interest rate derivatives at Eurex up 33 percent this October year-on-year.
  • Notional outstanding in OTC Clearing increased by 8 percent compared to October 2023.

Eurex, Europe’s leading derivatives exchange and – with Eurex Clearing – one of the leading central counterparties globally, reported a 5 percent growth in total trading volume for October, reaching 168.5 million contracts, compared to 161.2 million contracts in the same period last year. Interest rate derivatives were the primary drivers of this growth, climbing 33 percent from 64.9 million to 86.3 million contracts. Equity derivatives also saw notable growth, increasing by 25 percent to 28 million contracts. However, index derivatives declined by 27 percent, dropping from 73.3 to 53.4 million traded contracts. 
 
In OTC Clearing, notional outstanding volumes grew by 8 percent in October, reaching EUR 35,123 billion, compared to EUR 32,497 billion in the same month last year. Notional outstanding in overnight index swaps increased by 34 percent to EUR 3,999 billion, while interest rate swaps rose by 11 percent to EUR 15,472 billion.
 
Eurex Repo, Eurex's leading electronic market for secured funding and financing, experienced a 29 percent drop in volume compared to October 2023. However, the average daily volume remained substantial at EUR 328.2 billion in October.


Business overview – October 2024

October
2024

October
2023

Change

Financial derivatives: traded contracts Eurex Exchange

Index derivatives (million)

53.4

73.3

-27%

Interest rate derivatives (million)

86.3

64.9

+33%

Equity derivatives (million)

28.0

22.4

+25%

Total (million)1

168.5

161.2

+5%

OTC Clearing²

  

Notional outstanding volumes (billion EUR)

35,123

32,497

+8%

- of which interest rate swaps (billion EUR)

15,472

13,955

+11%

- of which overnight index swaps (billion EUR)

3,999

2,974

+34%

Average daily cleared volumes (billion EUR)

234

225

+4%

- of which interest rate swaps (billion EUR)

21

17

+19%

- of which overnight index swaps (billion EUR)

17

14

+26%

Compression volumes (billion EUR)

142

0

N/A

Repo: Average daily term adjusted volume on Eurex Repo

  

GC Pooling³ (billion EUR)

137.9

212.6

-35%

Repo Market (billion EUR)

190.3

251.0

-24%

Total (billion EUR)

328.2

463.6

-29%

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