Eurex Reports 22% Yearly Jump in August Total Traded Derivatives Contracts

Eurex, the largest European futures and options market, has posted its trading numbers for August 2022, revealing an increase in derivatives contracts on a yearly basis.

Total traded derivatives contracts at Eurex grew by 22 percent in August, from 101.4 million to 123.6 million compared to the same month last year. Interest rate derivatives again showed a strong year-on-year growth, up 31 percent from 37.6 million traded contracts to 49.5 million, while index derivatives grew by 25 percent, from 47.0 million traded contracts to 58.7 million. Total contracts traded in equity derivatives fell by 8 percent to 15.3 million.

Outstanding notional volumes in OTC clearing continued to grow in August, rising overall by 40 percent. Overall outstanding volume stood at EUR 28,792 billion at the end of August compared to EUR 20,612 billion the year before—with interest rate swaps and overnight index swaps posting growth of 28 percent and 122 percent respectively. Average daily cleared volumes increased by 125 percent overall, with interest rate swaps and overnight index swaps recording growth rates of +9 percent and +58 percent, respectively.

At Eurex Repo, average daily term-adjusted volume grew by 94 percent compared to August last year – up from EUR 123.4 billion to EUR 239.5 billion. The GC Pooling market was up 61 percent while the Repo Market grew by 108 percent year-on-year.