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Eurex traded contracts for August fall almost 25% MoM to 45.4 million



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

Eurex reported a 24.7% drop of European equity index derivatives contracts turnover with 45.4 million for August 2020, compared to 60.3 million in July. The volumes of European equity index derivatives were 12.2 million. Overall, August volumes at Eurex stood at 94 million, 16.7% down MoM compared to 112.8 million for the previous month.

In the OTC Clearing space, notional outstanding volumes registered a small decrease of 1.14% MoM with EUR 19,226 billion in August 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume of EUR 9 billion in August 2020 –30.7% down from the previous month.

Eurex traded contracts for August fall almost 25% MoM to 45.4 million

Eurex Repo posted 46% MoM decline in GC Pooling, however Repo markets grew by 2.99% MoM.

At the EEX, electricity went down 12.99% MoM for August 2020, gas dropped 9.9% and emissions trading fell 47.7%.

Aug-20 Jul-20 Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 45.4 60.3 -24.71%
European interest rate derivatives (million) 36.2 33.8 7.10%
European equity derivatives (million) 12.2 17.1 -28.65%
Total (million) 94.0 112.8 -16.67%
OTC Clearing
Notional outstanding volumes (billion EUR) 19,226 19,448 -1.14%
Average daily cleared volumes (billion EUR) 72.0 99.0 -27.27%
Of which Interest Rate Swaps (billion EUR) 9.0 13.0 -30.77%
Commodities: Trading volumes EEX
Electricity (terawatt hours) 433.9 498.7 -12.99%
Gas (terawatt hours) 145.2 161.1 -9.87%
Emissions trading (million tons of CO2) 71.1 136.0 -47.72%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 34.2 63.4 -46.06%
Repo Market (billion Euro) 89.5 86.9 2.99%

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Eurex traded contracts for August fall almost 25% MoM to 45.4 million

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