Eurex Clearing’s Post

#Eurex saw a 6 percent rise in total trading volume, reaching 177.6 million contracts in November 2024.  👉 Equity derivatives: +40 percent to 32 million contracts  👉 Interest rate derivatives: +8 percent to 83.7 million contracts  👉 OTC Clearing: Notional volumes up 10 percent to EUR 34,922 billion Eurex Repo experienced a slight dip after months of strong growth in term-adjusted volumes, reflecting a 14 percent decrease compared to November 2023. Despite this, GC Pooling demonstrated robust growth, achieving an impressive 9 percent increase, showcasing its continued positive momentum.   All detailed statistics and figures can be found here: https://bit.ly/4f1Twu8

#Eurex saw a 6 percent rise in total trading volume, reaching 177.6 million contracts in November 2024.  👉 Equity derivatives: +40 percent to 32 million contracts  👉 Interest rate derivatives: +8 percent to 83.7 million contracts  👉 OTC Clearing: Notional volumes up 10 percent to EUR 34,922 billion Eurex Repo experienced a slight dip after months of strong growth in term-adjusted volumes, reflecting a 14 percent decrease compared to November 2023. Despite this, GC Pooling demonstrated robust growth, achieving an impressive 9 percent increase, showcasing its continued positive momentum.   All detailed statistics and figures can be found here: https://bit.ly/4f1Twu8

#Eurex saw a 5 percent rise in total trading volume, reaching 168.5 million contracts in October 2024.  👉 Interest rate derivatives: +33 percent to 86.3 million contracts  👉 Equity derivatives: +25 percent to 28 million contracts  👉 OTC Clearing: Notional volumes increased by 8 percent to EUR 35,123 billion Eurex Repo experienced a 29 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 328.2 billion.    All detailed statistics and figures can be found here: https://bit.ly/4fig5LT

#Eurex saw a 5 percent rise in total trading volume, reaching 168.5 million contracts in October 2024. 👉 Interest rate derivatives: +33 percent to 86.3 million contracts 👉 Equity derivatives: +25 percent to 28 million contracts 👉 OTC Clearing: Notional volumes increased by 8 percent to EUR 35,123 billion Eurex Repo experienced a 29 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 328.2 billion. All detailed statistics and figures can be found here: https://bit.ly/4fig5LT

#Eurex saw a 16% increase in total trading volume, reaching 154.6 million contracts in August 2024. 👉 Interest rate derivatives: +24% to 68.2 million contracts  👉 Equity derivatives: +22% to 20.8 million contracts  👉 Index derivatives: +5% to 64.6 million contracts  👉 OTC Clearing: Notional volumes up 11% to EUR 36,321 billion Eurex Repo maintained a significant daily term adjusted volume of EUR 233.7 billion. #GCPooling volumes also demonstrated strong market engagement, achieving EUR 125.8 billion in August.   All detailed statistics and figures can be found here: https://bit.ly/4gcVOZ1 

In September 2024, #Eurex saw a 11 percent increase in total trading volume, reaching 196 million contracts.  👉 Interest rate derivatives: +33 percent to 95 million contracts  👉 Equity derivatives: +15 percent to 27.3 million contracts  👉 OTC Clearing: Notional volumes increases by 13 percent to EUR 34,115 billion  👉 Overnight Index Swaps: +39 percent to EUR 4,002 billion Eurex Repo had to face a 23 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 303.9 billion.    All detailed statistics and figures can be found here: https://lnkd.in/ev-CAxcu

In September 2024, #Eurex saw a 11 percent increase in total trading volume, reaching 196 million contracts. 👉 Interest rate derivatives: +33 percent to 95 million contracts 👉 Equity derivatives: +15 percent to 27.3 million contracts 👉 OTC Clearing: Notional volumes increases by 13 percent to EUR 34,115 billion 👉 Overnight Index Swaps: +39 percent to EUR 4,002 billion Eurex Repo had to face a 23 percent decrease in volume compared to September 2023. Nevertheless, the average daily volume was still at a significant level of EUR 303.9 billion. All detailed statistics and figures can be found here: https://lnkd.in/ev-CAxcu

In #OTC Clearing, the notional outstanding volumes experienced a 10 percent growth in July 2024 compared to the same month of the previous year. The notional outstanding in overnight index swaps increased by 38 percent, while the notional outstanding volumes in interest rate swaps rose by 10 percent. Eurex #Repo reported an 18 percent increase in average daily volume to 209.9 billion. The overall daily repo volume went up by 12 percent in July compared to July 2023, while #GCPooling volumes grew by 6 percent. All detailed statistics and figures can be found here: https://lnkd.in/eBTB74KQ

Cross Margin benefits for offsetting positions having different expiry dates: CIRCULAR SEBI/HO/MRD/TPD-1/P/CIR/2024/24 April 23, 2024 To All Stock Exchanges All Clearing Corporations (Except Commodity Derivatives Exchanges/Clearing Corporations) Sir/Madam, 1. Chapter 5 of SEBI Master Circular dated October 16, 2023 for Stock Exchanges and Clearing Corporations inter-alia provides stipulations for cross margin between index futures position and constituent stock futures position in derivatives segment (Clause 1.2.9) as well as cross margin in respect of offsetting positi... ... ... http://dlvr.it/T5wvZZ #TaxLaws #Circulars #TaxTMI

OTC derivative markets continued to grow in 2023 with notional outstanding increasing 8% to $667tn as at 31 December 2023. The gross market value of these derivatives decreased 9% to circa $4.1tn as interest rates stayed relatively stable in 2023 after the rapid rise in 2022. The other macro trend is that the proportion of derivatives centrally cleared is no longer increasing and for CDS is actually decreasing. Whilst maybe of limited practical use this analysis certainly gives some macro pointers and also contains a few large numbers to drop into conversations at summer drinks parties!! #derivatives #OTC #CCP