Eurex traded contracts increase 9.5%MoM in February to 142 million

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

European equity index derivatives contracts turnover fell almost 0.2% MoM with 61.7million, compared to 61.8 million for January 2021. The volumes of European equity index derivatives were 24.5 million. Overall, February volumes at Eurex stood at 142 million, up by 9.7% MoM compared to 129 million for the previous month.

In the OTC Clearing space, notional outstanding volumes dropped 2.4% MoM with EUR 19,903 billion in February, compared to EUR 20,390 billion in January. The longer-dated interest rate swaps (IRS) jumped 115.1% MoM to EUR 18 billion in February from EUR 8.4 billion during the previous month.


Eurex Repo posted a 29.8% MoM rise in GC Pooling, and 47.3% MoM increase in Repo markets.

Feb-21 Jan-21 MoM Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 61.7 61.8 -0.16%
European interest rate derivatives (million) 55.5 43.6 27.29%
European equity derivatives (million) 24.5 23.9 2.51%
Total (million) 142.0 129.5 9.65%
OTC Clearing
Notional outstanding volumes (billion EUR) 19,903 20,390 -2.39%
Average daily cleared volumes (billion EUR) 131.0 249.0 -47.39%
Of which Interest Rate Swaps (billion EUR) 18.0 8.4 115.11%
Compression volumes 32.0 0.0 N/A
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 81.4 62.7 29.82%
Repo Market (billion Euro) 88.4 60.0 47.33%

Eurex recently announced its partnership with FTSE Russell to extend its pioneering Total Return Futures (TRF) segment through a new contract on the FTSE 100 Index.

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