Eurex traded contracts up 73%MoM for September with 162.7 million

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

Eurex reported an almost double increase of European equity index derivatives contracts turnover with 93.1% MoM growth of 87.7 million for September 2020, compared to 45.4 million in August. The volumes of European equity index derivatives were 20.9 million. Overall, September volumes at Eurex stood at 162.7 million, up by 73% MoM compared to 94 million for the previous month.

In the OTC Clearing space, notional outstanding volumes registered a small decrease of 1.14% MoM with EUR 17,771 billion in September 2020, compared to EUR 19,226 billion in August. The longer-dated interest rate swaps (IRS) registered an average daily volume jumped 4544% MoM to EUR 418 billion in September 2020 from EUR 9 billion during the previous month.


Eurex Repo posted 19.9% MoM rise in GC Pooling, however Repo markets dell by 1.3% MoM.

At the EEX, electricity was up 22.7% MoM for September 2020, gas rose 10.3% and emissions trading increased by 95.8%.

Sep-20 Aug-20 Change
Financial derivatives: Traded contracts Eurex Exchange
European equity index derivatives (million) 87.7 45.4 93.17%
European interest rate derivatives (million) 53.6 36.2 48.07%
European equity derivatives (million) 20.9 12.2 71.31%
Total (million) 162.7 94.0 73.09%
OTC Clearing
Notional outstanding volumes (billion EUR) 17,771 19,226 -1.14%
Average daily cleared volumes (billion EUR) 145.0 72.0 101.39%
Of which Interest Rate Swaps (billion EUR) 418.0 9.0 4544.44%
Commodities: Trading volumes EEX
Electricity (terawatt hours) 532.5 433.9 22.72%
Gas (terawatt hours) 160.2 145.2 10.33%
Emissions trading (million tons of CO2) 139.2 71.1 95.78%
Repo: Average monthly term-adjusted volume on Eurex Repo
GC Pooling (billion EUR) 41.0 34.2 19.88%
Repo Market (billion Euro) 88.3 89.5 -1.34%

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