Eurex Repo Market up 88% while GC Pooling falls by 50% in November 2020

November monthly figures at Eurex and EEX

Overall volumes of traded financial derivatives at Eurex were up 8% in November – from 138.2 million contracts to 149.5 million – compared to the same month last year. While European equity derivatives saw a fall of 27% year-on-year, European equity index derivatives and European equity interest rate derivative volumes were both up, the former by 32% compared to November 2019.

In the OTC Clearing area, a large rise in notional outstanding volumes was recorded, up 29% compared to November 2019. And the volume of long-dated interest rate swaps cleared at Eurex rose to a new record average daily volume of EUR 56.5 billion, a roughly four-fold increase over average volumes for the first nine months of 2020.

At EEX, the European Energy Exchange that is part of Deutsche Börse Group, growing volumes were seen across the board with emissions trading leading the way: up 53% in November compared to the same month last year.

Eurex Repo, the electronic marketplace for secured funding and financing, GC pooling volumes fell by 50%, while the Repo Market saw growth of 88%, from 58.5 billion EUR to 110.1 billion.

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