Eurex OTC clearing volumes reach EUR 23,034 billion

Deutsche Börse announced the trading volumes for Eurex and EEX for April 2021. Last month, the company saw drops in different sections of the market compared to March 2021.

European equity index derivatives contracts turnover fell 45.4% MoM with 51.2 million, compared to 93.8 million for the previous month. The volumes of European equity index derivatives fell to 27.8 million. Overall, April volumes at Eurex stood at 119.7 million, down by 38.62% MoM compared to 195.0 million for the previous month.

In the OTC Clearing space, notional outstanding volumes reached EUR 23,034 billion in April, still a 2.39% MoM drop, compared to EUR 21,226 billion in March 2021. The longer-dated interest rate swaps (IRS) fell 25% MoM to EUR 25 billion in April from EUR 32 billion during the previous month.


Eurex Repo posted a 51.14% MoM rise in GC Pooling, and 14.21% MoM drop in Repo markets.

Apr-21 Mar-21 MoM Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 51.2 93.8 -45.42%
European interest rate derivatives (million) 40.7 66.1 -38.43%
European equity derivatives (million) 27.8 34.7 -19.88%
Total (million) 119.7 195.0 -38.62%
OTC Clearing
Notional outstanding volumes (billion EUR) 23034.0 21226.0 -2.39%
Average daily cleared volumes (billion EUR) 167.0 181.0 -7.73%
Of which Interest Rate Swaps (billion EUR) 25.0 32.0 -21.88%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 52.9 35.0 51.14%
Repo Market (billion Euro) 79.7 92.9 -14.21%

Eurex revealed in March it is expanding its equity index segment with 12 new factor futures as the demand for factor-based instruments increases.

The company also recently decided to expand the EURO STOXX 50 Total Return Futures as a response to strong demand from market participants.

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