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Eurex reported 59% MoM decline in April volumes



Deutsche Börse announced the trading volumes for Eurex and EEX for April 2020.The international derivatives exchange Eurex reported a drop in turnover for April of 59%, compared to March.

Eurex reported a drop of almost 64% of European equity index derivatives contracts turnover with 70.1 million for April 2020, compared to 193.2 million for the previous month. The volumes of European equity index derivatives were 21.2 million. Overall, April volumes at Eurex stood at 121.4 million compared to 296 million in March 2020.

In the OTC Clearing space, notional outstanding volumes registered over 2% growth at EUR 17,943 billion in April 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume of EUR 16 billion in April 2020 – 95.6% down from the previous month.

Eurex Repo posted double-digit growth for GC Pooling – up by 33% MoM and Repo markets increased by 6.4%

At the EEX, electricity volumes fell by 2.5% MoM for April 2020, gas was down by 22% and emissions trading declined by 27.5%.

Apr 20 Mar 20 Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 70.1 193.2 -63.7%
European interest rate derivatives (million) 26.9 68.1 -60.5%
European equity derivatives (million) 21.2 32.6 -35%
Total (million) 121.4 296.0 -59%
OTC Clearing
Notional outstanding volumes (billion EUR) 17,943 17,575 +2.1%
Average daily cleared volumes (billion EUR) 94 1,659 -94.3%
  • Of which Interest Rate Swaps (billion EUR)
16 361 -95.6%
Commodities: Trading volumes EEX
Electricity (terawatt hours) 713.6 732.3 -2.5%
Gas (terawatt hours) 215.7 277.3 -22.2%
Emissions trading (million tons of CO2) 80.2 110.7 -27.5%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 114.1 85.7 +33%
Repo Market (billion Euro) 126.0 118.4 +6.4%

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Eurex reported 59% MoM decline in April volumes

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