Deutsche Börse announced the trading volumes for Eurex and EEX for November 2020. The company saw growth on month-over-month basis across almost all areas.
Eurex reported an almost 29% MoM jump in European equity index derivatives contracts turnover with 84.9 million for November 2020, compared to 65.9 million in October. The volumes of European equity index derivatives were 24 million. Overall, November volumes at Eurex stood at 149.5 million, up by 19% MoM compared to 125.9 million for the previous month.
In the OTC Clearing space, notional outstanding volumes registered a small decrease of 1.14% MoM with EUR 18,535 billion in November 2020, compared to EUR 19,013 billion in October 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume increased 115.38% MoM to EUR 56 billion in November 2020 from EUR 26 billion during the previous month.
Eurex Repo posted drops 16.% MoM fall in GC Pooling, however Repo markets grew by 32.17% MoM.
At the EEX, Global Power was up 4% MoM for November 2020, Global Gas rose 6.8% MoM and emissions trading increased by 23.2% MoM.
|
Nov-20 |
Oct-20 |
MoM Change |
| Financial derivatives: Traded contracts Eurex Exchange |
|
|
|
| European equity index derivatives (million) |
84.9 |
65.9 |
28.83% |
| European interest rate derivatives (million) |
39.9 |
40.0 |
-0.25% |
| European equity derivatives (million) |
24.0 |
19.7 |
21.83% |
| Total (million) |
149.5 |
125.9 |
18.75% |
| OTC Clearing |
|
|
|
| Notional outstanding volumes (billion EUR) |
18,535 |
19,013 |
-1.14% |
| Average daily cleared volumes (billion EUR) |
144.0 |
124.0 |
16.13% |
| Of which Interest Rate Swaps (billion EUR) |
56.0 |
26.0 |
115.38% |
| Compression volumes |
30.0 |
0.0 |
N/A |
| Commodities: Trading volumes EEX |
|
|
|
| Global Power (terawatt hours) |
649.4 |
624.3 |
4.02% |
| Global Gas (terawatt hours) |
200.7 |
187.9 |
6.81% |
| Emissions trading (million tons of CO2) |
173.8 |
141.1 |
23.18% |
| Repo: Average monthly term-adjusted volume on Eurex Repo |
|
|
|
| GC Pooling (billion EUR) |
50.1 |
59.8 |
-16.22% |
| Repo Market (billion Euro) |
110.1 |
83.3 |
32.17% |
