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Eurex traded contracts fall almost 23%MoM in October to 125.9 million



Deutsche Börse announced the trading volumes for Eurex and EEX for October 2020. The company saw drops on month-over-month basis across almost all areas.

Eurex reported an almost 25% MoM drop in European equity index derivatives contracts turnover with 65.9 million for October 2020, compared to 87.7 million in September. The volumes of European equity index derivatives were 19.7 million. Overall, October volumes at Eurex stood at 125.9 million, down by 22.6% MoM compared to 162.7 million for the previous month.

In the OTC Clearing space, notional outstanding volumes registered a small decrease of 1.14% MoM with EUR 19,013 billion in October 2020, compared to EUR 17,771 billion in September 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume fell almost double with 93.8% MoM to EUR 26 billion in October 2020 from EUR 418 billion during the previous month.

Eurex

Eurex Repo posted 45.9% MoM rise in GC Pooling, however Repo markets fell by 5.7% MoM.

At the EEX, Global Power was up 17.2% MoM for October 2020, Global Gas rose 17.3% MoM and emissions trading increased by 1.4% MoM.

Sep-20 Sep-20 MoM Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 65.9 87.7 -24.86%
European interest rate derivatives (million) 40.0 53.6 -25.37%
European equity derivatives (million) 19.7 20.9 -5.74%
Total (million) 125.9 162.7 -22.62%
OTC Clearing
Notional outstanding volumes (billion EUR) 19,013 17,771 -1.14%
Average daily cleared volumes (billion EUR) 124.0 145.0 -14.48%
Of which Interest Rate Swaps (billion EUR) 26.0 418.0 -93.78%
Commodities: Trading volumes EEX
Global Power (terawatt hours) 624.3 532.5 17.24%
Global Gas (terawatt hours) 187.9 160.2 17.29%
Emissions trading (million tons of CO2) 141.1 139.2 1.36%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 59.8 41.0 45.85%
Repo Market (billion Euro) 83.3 88.3 -5.66%

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Eurex traded contracts fall almost 23%MoM in October to 125.9 million

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