Eurex interest rate derivatives surge 31% YoY in July

Eurex published its trading volumes for July 2022 on Wednesday. The company saw steady growth during last month in equity index derivatives and interest rate derivatives.

The firm revealed that its traded derivatives grew by 16% on yearly basis during the aforementioned period to 128.3 million contracts.

In July, interest rate derivatives witnessed a 31% jump to 50.4 million traded contracts, comparted to 38.5 million recorded the same period the previous year.

Index derivatives came in at 61.4 million from 53.9 million during July 2021, registering 14% rise YoY. Equity derivatives, however, fell 8% to 16.4 million.

Eurex

Outstanding notional volumes in OTC clearing also witnessed strong growth with 32% YoY. The Overall outstanding volume reached €27,093 billion at the end of last month.

Eurex also registered a surge in overnight index swaps of 120%. Interest rate swaps also spiked 28% in July.

The official announcement also detailed that the average daily cleared volumes grew 43%.

Eurex Repo recorded average daily term-adjusted volume increase of 57% compared to the same period the previous year to €197.6 billion. The GC Pooling market was also up by 66% while the Repo Market rose by 54% YoY.

Earlier this year, the exchange expanded its MSCI offering with four new futures and two new option.

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