Eurex traded contracts fall 13%MoM in January to 129.5 million

Deutsche Börse announced the trading volumes for Eurex and EEX for January 2021. The company saw some increases and drops in different sections of the market compared to December and November 2020.

Eurex reported an almost 21% MoM drop in European equity index derivatives contracts turnover with 61.8 million for January 2021, compared to 78 million in December 2020. The volumes of European equity index derivatives were 23.9 million. Overall, January volumes at Eurex stood at 129.5 million, down by 13% MoM compared to 148.9 million for the previous month.

In the OTC Clearing space, notional outstanding volumes registered an increase of 22.98% MoM with EUR 20,390 billion in January, compared to EUR 16,580 billion in December. The longer-dated interest rate swaps (IRS) registered an average daily volume fell 50.8% MoM to EUR 8.4 billion in January from EUR 17 billion during the previous month.


Eurex Repo posted drops 25.2% MoM rise in GC Pooling, however Repo markets fell by 45.5% MoM.

Jan-21 Dec-20 MoM Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 61.8 78.0 -20.77%
European interest rate derivatives (million) 43.6 46.6 -6.44%
European equity derivatives (million) 23.9 24.1 -0.83%
Total (million) 129.5 148.9 -13.03%
OTC Clearing
Notional outstanding volumes (billion EUR) 20,390 16,580 22.98%
Average daily cleared volumes (billion EUR) 249.0 76.0 227.63%
Of which Interest Rate Swaps (billion EUR) 8.4 17.0 -50.78%
Compression volumes 0.0 34.0 N/A
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 62.7 50.1 25.15%
Repo Market (billion Euro) 60.0 110.1 -45.50%

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