Deutsche Börse announced the trading volumes for Eurex and EEX for May 2020.
Eurex reported a drop of almost 6% of European equity index derivatives contracts turnover with 66.1 million for May 2020, compared to 70.1 million for the previous month. The volumes of European equity index derivatives were 19.3 million. Overall, May volumes at Eurex stood at 121.8 million compared to 121.4 million in April 2020.
In the OTC Clearing space, notional outstanding volumes registered almost 5.7% MoM growth at EUR 18,960 billion in May 2020. The longer-dated interest rate swaps (IRS) registered an average daily volume of EUR 17 billion in May 2020 – 6% up from the previous month.
Eurex Repo posted 10% MoM decline GC Pooling and Repo markets fell by almost 47% MoM.
At the EEX, electricity volumes fell by 23% MoM for May 2020, gas was down by 11% and emissions trading declined by 10%.
|
May 20 |
Apr 20 |
Change |
| Financial derivatives: Traded contracts Eurex Exchange |
|
|
|
| European equity index derivatives (million) |
66.1 |
70.1 |
-5.71% |
| European interest rate derivatives (million) |
36.2 |
26.9 |
34.57% |
| European equity derivatives (million) |
19.3 |
21.2 |
-8.96% |
| Total (million) |
121.8 |
121.4 |
0.33% |
| OTC Clearing |
|
|
|
| Notional outstanding volumes (billion EUR) |
18,960 |
17,943 |
5.67% |
| Average daily cleared volumes (billion EUR) |
142 |
94 |
51.06% |
- Of which Interest Rate Swaps (billion EUR)
|
17 |
16 |
6.25% |
| Commodities: Trading volumes EEX |
|
|
| Electricity (terawatt hours) |
548.6 |
713.6 |
-23.12% |
| Gas (terawatt hours) |
191.7 |
215.7 |
-11.13% |
| Emissions trading (million tons of CO2) |
72.1 |
80.2 |
-10.10% |
| Repo: Average monthly term-adjusted volume on Eurex Repo |
|
|
|
| GC Pooling (billion EUR) |
102.5 |
114.1 |
-10.17% |
| Repo Market (billion Euro) |
66.8 |
126.0 |
-46.98% |
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