Eurex Unveils Flat YoY Total Volume of Contracts Traded in November

Eurex, the largest European futures and options market, has posted its trading figures for November 2022, unveiling that total contracts traded at Eurex stayed nearly unchanged with 141.8 million after 142.5 million in November 2021.

Index derivatives continued their strong year-on-year growth, up 10 percent from 68.6 million traded contracts to 75.3 million. Interest rate derivatives decreased by 6 percent compared to the high level of the previous year, from 50.3 million traded contracts to 47.4 million. Equity derivatives contracts traded fell by 20 percent in November, from 23.5 million to 18.8 million compared to the same month last year.  

Notional outstanding volumes in OTC clearing grew by 29 percent compared to November 2021 despite another successful compression run. Overall outstanding volume stood at EUR 27,344 billion at the end of November vs. EUR 21,255 billion the year before – with interest rate swaps and overnight index swaps posting growth of 18 percent and 106 percent respectively. Average daily cleared volumes grew 7 percent, with overnight index swaps nearly doubling.

At Eurex Repo, average daily term-adjusted volume grew by 27 percent compared to November last year – up from EUR 191.7 billion to EUR 243.8 billion. The GC Pooling market was up 13 percent while the Repo Market grew by 34 percent year-on-year.