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Eurex traded contracts for July drop 46% MoM to 60.3 million



Deutsche Börse announced the trading volumes for Eurex and EEX for July 2020. Traded derivatives contracts saw a significant decrease compared to the previous month.

Eurex reported a 46.1% drop of European equity index derivatives contracts turnover with 60.3 million for July 2020, compared to 111.8 million in June. The volumes of European equity index derivatives were 17.1 million. Overall, July volumes at Eurex stood at 112.8 million, 41.3% down MoM compared to 192.1 million for the previous month.

In the OTC Clearing space, notional outstanding volumes registered a small increase of 3.2% MoM with EUR 19,488 billion in July 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume of EUR 13 billion in July 2020 – 38% down from the previous month.

Eurex

Eurex Repo posted 8.7% MoM decline in GC Pooling, however Repo markets grew by 0.1% MoM.

At the EEX, electricity went down 9.4% MoM for July 2020, gas dropped 12.3%, however emissions trading grew 21.3%.

Jul-20 Jun-20 Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 60.3 111.8 -46.06%
European interest rate derivatives (million) 33.8 51.3 -34.11%
European equity derivatives (million) 17.1 29.0 -41.03%
Total (million) 112.8 192.1 -41.28%
OTC Clearing
Notional outstanding volumes (billion EUR) 19,448 18,879 3.01%
Average daily cleared volumes (billion EUR) 99.0 199.0 -50.25%
Of which Interest Rate Swaps (billion EUR) 13.0 21.0 -38.10%
Commodities: Trading volumes EEX
Electricity (terawatt hours) 498.7 550.3 -9.38%
Gas (terawatt hours) 161.1 183.6 -12.25%
Emissions trading (million tons of CO2) 136.0 112.1 21.32%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 63.4 69.4 -8.65%
Repo Market (billion Euro) 86.9 86.8 0.12%

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Eurex traded contracts for July drop 46% MoM to 60.3 million

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