Full year and December 2022 figures at Eurex Release date: 04 Jan 2023 | Eurex Full year and December 2022 figures at Eurex
Eurex, the leading European derivatives exchange, ended the year with an 8 percent increase in traded contracts in December compared to December 2021, led by interest rate derivatives with plus 24 percent. Overall, volumes in 2022 grew by 15 percent to 1,955.7 million contracts. Over the complete year 2022, index derivatives and interest rate derivatives grew similarly, by 21 percent and 20 percent respectively.
The OTC clearing space at Eurex showed again strong growth rates. Notional outstanding volumes were up 30 percent in December to EUR 26,186 billion despite multiple successful compression runs in 2022. Average daily cleared volumes were up 52 percent to EUR 119 billion in December 2022. Across the whole of 2022, daily OTC interest rate volumes averaged EUR 169 billion, up 27 percent from 2021 – with daily cleared volumes in interest rate swaps and overnight index swaps posting growth of 13 percent and 42 percent, respectively.
Eurex Repo, Eurex’s leading electronic market for secured funding and financing, recorded a significant rise in GC Pooling volumes in December, up 153 percent to EUR 67.5 billion. In 2022 as a whole, compared to 2021, average daily term-adjusted repo volume grew by 50 percent – up from EUR 140.3 billion to EUR 210.1 billion. The GC Pooling market was up 37 percent while the Repo Market grew by 57 percent year-on-year.
Business overview – December 2022
December | December | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 79.6 | 74.8 | +6% |
Interest rate derivatives (million) | 58.1 | 46.8 | +24% |
Equity derivatives (million) | 20.4 | 24.3 | -16% |
Total (million)1 | 158.4 | 146.2 | +8% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 26,186 | 20,075 | +30% |
- of which interest rate swaps (billion EUR) | 12,927 | 11,013 | +17% |
- of which overnight index swaps (billion EUR) | 2,532 | 1,941 | +30% |
Average daily cleared volumes (billion EUR) | 119 | 78 | +52% |
- of which interest rate swaps (billion EUR) | 22 | 38 | -42% |
- of which overnight index swaps (billion EUR) | 16 | 23 | -29% |
Compression volumes (billion EUR) | 133 | 74 | +80% |
Repo: average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 67.5 | 26.7 | 153% |
Repo Market (billion EUR) | 111.9 | 79.9 | 40% |
Total (billion EUR) | 179.4 | 106.6 | 68% |
1.The total number of contracts traded includes other asset classes such as commodities.
2.Notional cleared volumes including post trading events such as compression.
3.Includes all currencies.
Business overview – full year 2022
2022 | 2021 | Change | |
Financial derivatives: traded contracts Eurex Exchange | |||
Index derivatives (million) | 956.5 | 793.1 | +21% |
Interest rate derivatives (million) | 725.7 | 603.3 | +20% |
Equity derivatives (million) | 271.1 | 304.7 | -11% |
Total (million)1 | 1,955.7 | 1,703.3 | +15% |
OTC Clearing2 | |||
Notional outstanding volumes (billion EUR) | 26,186 | 20,075 | +30% |
- of which interest rate swaps (billion EUR) | 12,927 | 11,013 | +17% |
- of which overnight index swaps (billion EUR) | 2,532 | 1,941 | +30% |
Average daily cleared volumes (billion EUR) | 169 | 133 | +27% |
- of which interest rate swaps (billion EUR) | 26 | 23 | +13% |
- of which overnight index swaps (billion EUR) | 12 | 8 | +42% |
Compression volumes (billion EUR) | 67 | 32 | 112% |
Repo: average daily term-adjusted volume on Eurex Repo | |||
GC Pooling3 (billion EUR) | 65.7 | 48.1 | +37% |
Repo Market (billion EUR) | 144.4 | 92.2 | +57% |
Total (billion EUR) | 210.1 | 140.3 | +50% |
1.The total number of contracts traded includes other asset classes such as commodities.
2.Notional cleared volumes including post trading events such as compression.
3.Includes all currencies.
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