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Eurex reports 58% MoM growth with 192.1 million traded contracts in June



Deutsche Börse announced the trading volumes for Eurex and EEX for June 2020.

Eurex reported a growth of 66.1% of European equity index derivatives contracts turnover with 111.8 million for June 2020, compared to 66.1 million for the previous month. The volumes of European equity index derivatives were 29 million. Overall, June volumes at Eurex stood at 192.1 million, 57.7% up MoM compared to 121.8 million in May 2020.

In the OTC Clearing space, notional outstanding volumes registered a small decline of -0.4% with EUR 18,879 billion in June 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume of EUR 21 billion in June 2020 – 23.5% up from the previous month.

Eurex reports 192.1 million traded contracts in June

Eurex Repo posted 32.3% MoM decline in GC Pooling, however Repo markets grew by almost 30% MoM.

At the EEX, electricity volumes were almost the same with 0.3% growth MoM for June 2020, gas was down 4.2%, however emissions trading grew 55.5%.

Jun-20 May-20 Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 111.8 66.1 69.1%
European interest rate derivatives (million) 51.3 36.2 41.7%
European equity derivatives (million) 29 19.3 50.3%
Total (million) 192.1 121.8 57.7%
OTC Clearing
Notional outstanding volumes (billion EUR) 18,879 18,960 -0.4%
Average daily cleared volumes (billion EUR) 199 142 40.1%
Of which Interest Rate Swaps (billion EUR) 21 17 23.5%
Commodities: Trading volumes EEX
Electricity (terawatt hours) 550.3 548.6 0.3%
Gas (terawatt hours) 183.6 191.7 -4.2%
Emissions trading (million tons of CO2) 112.1 72.1 55.5%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 69.4 102.5 -32.3%
Repo Market (billion Euro) 86.8 66.8 29.9%

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Eurex reports 58% MoM growth with 192.1 million traded contracts in June

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