Trade
Eurex Listed
EurexOTC Clear
About EurexOTC Clear Service Offering for PSAs EMIR 3.0 - active account CCP Switch On-boarding Compression Service Product Scope Interest Rate Swaps Inflation Swaps Settlement Prices
Eurex NDF Clearing
On-boarding
Eurex Repo
Eurex/KRX Link
Deutsche Börse Cash Market
Xetra and Börse Frankfurt
Clearing volumes
image-2023-10-23-14-12-02-899
Membership Types
Clearing Member ISA Direct Member ISA Direct Light Licence Holder Clearing Agent Client
ISA Direct
LSOC
Admission criteria and scope Infrastructure and collateral LSOC model Porting under LSOC
Partnership Program OTC IRD
Partnership Program Participants Participant views
Partnership Program Repo
Partnership Program Participants Participant views
Partnership Program STIR
Partnership Program Participants
Clearing contacts
ESG Visibility Hub
image-2023-10-23-14-12-02-899
image-2023-10-23-14-12-02-899
Initiatives & Releases
Cross-Project-Calendar C7 Releases C7 SCS Releases C7 CAS Releases EurexOTC Clear Releases Prisma Releases Member Section Releases Simulation calendar Archive
Onboarding
Technology
C7 EurexOTC Clear C7 SCS Prisma Common Report Engine ISV & Service Provider Connectivity
Clearing Activity
User ID Maintenance Clearing Hours Clearing Reports Product Specifications Clearing on behalf Delivery Management Transaction Management Collateral Management
Risk
Collateral Transparency Enabler Files Segregation Models Reports Default Fund Intraday Margin Calls OTC Clear Procedures OTC Clear Tutorials Cross Margining Support Supplementary Margins
Regulation
Compliance
Information Channels
Service Status Implementation news Circulars & Newsflashes
image-2023-10-23-14-12-02-899
Risk management
Default Waterfall Model validation Stress testing Default Management Process Client Asset Protection under EMIR Client Asset Protection under LSOC Credit, concentration & wrong way risk System-based risk controls Pioneering CCP Transparency
Risk parameters
Haircut and adjusted exchange rates Securities margin groups and classes Prices Rolling Spot Future File services Bond Clusters
Transaction management
Listed derivatives OTC derivatives Listed securities Cash management Delivery management CCP eligible instruments
Funding
Collateral management
Cash collateral Securities collateral Margin settlement Collateral valuation
Margining
Eurex Clearing Prisma Cross-product margining Margining process
Margin Calculators
Eurex Clearing Prisma Margin Calculators RBM Calculator
ESG Clearing Compass
Volume statistics
image-2023-10-23-14-12-02-899
Eurex Clearing Rules & Regulations
Regulations
CFTC DCO Filings U.S. Taxation Legal opinions Sanctions regimes
EMIR 3.0 - active account
SA-CCR
IBOR Reform
Uncleared Margin Rules
image-2023-10-23-14-12-02-899
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
Eurex Clearing Contacts
Hotlines Contact for whistleblowers
FAQs
Corporate governance
Corporate structure Executive Board Supervisory Board Eurex Clearing Committees Annual reports
About us
Company profile Regulatory standards Remuneration Pillar 3 Disclosure Report Licensing & supervision Compliance standards Business continuity planning
Production Newsboard
image-2023-10-23-14-12-02-899

Trade
image-2023-10-23-14-12-02-899

Clear

Eurex Listed

Eurex Repo

Eurex/KRX Link

Clearing volumes
image-2023-10-23-14-12-02-899

EurexOTC Clear

About EurexOTC Clear

Service Offering for PSAs

EMIR 3.0 - active account

CCP Switch

On-boarding

Compression Service

Product Scope

Interest Rate Swaps

Inflation Swaps

Settlement Prices
image-2023-10-23-14-12-02-899

Eurex NDF Clearing

On-boarding
image-2023-10-23-14-12-02-899

Deutsche Börse Cash Market

Xetra and Börse Frankfurt
image-2023-10-23-14-12-02-899

Join

ISA Direct
image-2023-10-23-14-12-02-899

Membership Types

Clearing Member

ISA Direct Member

ISA Direct Light Licence Holder

Clearing Agent

Client
image-2023-10-23-14-12-02-899

LSOC

Admission criteria and scope

Infrastructure and collateral

LSOC model

Porting under LSOC
image-2023-10-23-14-12-02-899

Partnership Program OTC IRD

Partnership Program Participants

Participant views
image-2023-10-23-14-12-02-899

Partnership Program Repo

Partnership Program Participants

Participant views
image-2023-10-23-14-12-02-899

Partnership Program STIR

Partnership Program Participants
image-2023-10-23-14-12-02-899

Clearing contacts

ESG Visibility Hub
image-2023-10-23-14-12-02-899

Support

Onboarding

Regulation

Compliance
image-2023-10-23-14-12-02-899

Initiatives & Releases

Cross-Project-Calendar

C7 Releases

C7 SCS Releases

C7 CAS Releases

EurexOTC Clear Releases

Prisma Releases

Member Section Releases

Simulation calendar

Archive
image-2023-10-23-14-12-02-899

Technology

C7

EurexOTC Clear

C7 SCS

Prisma

Common Report Engine

ISV & Service Provider

Connectivity
image-2023-10-23-14-12-02-899

Clearing Activity

User ID Maintenance

Clearing Hours

Clearing Reports

Product Specifications

Clearing on behalf

Delivery Management

Transaction Management

Collateral Management
image-2023-10-23-14-12-02-899

Risk

Collateral

Transparency Enabler Files

Segregation Models

Reports

Default Fund

Intraday Margin Calls

OTC Clear Procedures

OTC Clear Tutorials

Cross Margining Support

Supplementary Margins
image-2023-10-23-14-12-02-899

Information Channels

Service Status

Implementation news

Circulars & Newsflashes
image-2023-10-23-14-12-02-899

Services

Funding

ESG Clearing Compass

Volume statistics
image-2023-10-23-14-12-02-899

Risk management

Default Waterfall

Model validation

Stress testing

Default Management Process

Client Asset Protection under EMIR

Client Asset Protection under LSOC

Credit, concentration & wrong way risk

System-based risk controls

Pioneering CCP Transparency
image-2023-10-23-14-12-02-899

Risk parameters

Haircut and adjusted exchange rates

Securities margin groups and classes

Prices Rolling Spot Future

File services

Bond Clusters
image-2023-10-23-14-12-02-899

Transaction management

Listed derivatives

OTC derivatives

Listed securities

Cash management

Delivery management

CCP eligible instruments
image-2023-10-23-14-12-02-899

Collateral management

Cash collateral

Securities collateral

Margin settlement

Collateral valuation
image-2023-10-23-14-12-02-899

Margining

Eurex Clearing Prisma

Cross-product margining

Margining process
image-2023-10-23-14-12-02-899

Margin Calculators

Eurex Clearing Prisma Margin Calculators

RBM Calculator
image-2023-10-23-14-12-02-899

Rules & Regs

Eurex Clearing Rules & Regulations

EMIR 3.0 - active account

SA-CCR

IBOR Reform

Uncleared Margin Rules
image-2023-10-23-14-12-02-899

Regulations

CFTC DCO Filings

U.S. Taxation

Legal opinions

Sanctions regimes
image-2023-10-23-14-12-02-899

Find

Eurex Newsletter Subscription

Circulars & Newsflashes Subscription

Corporate Action Information Subscription

Circulars & Readiness Newsflashes

News

Videos

Webcasts on demand

Publications

Forms

Events

FAQs

Production Newsboard
image-2023-10-23-14-12-02-899

Eurex Clearing Contacts

Hotlines

Contact for whistleblowers
image-2023-10-23-14-12-02-899

Corporate governance

Corporate structure

Executive Board

Supervisory Board

Eurex Clearing Committees

Annual reports
image-2023-10-23-14-12-02-899

About us

Company profile

Regulatory standards

Remuneration

Pillar 3 Disclosure Report

Licensing & supervision

Compliance standards

Business continuity planning
image-2023-10-23-14-12-02-899
Clear
Eurex Listed EurexOTC Clear Eurex NDF Clearing Eurex Repo Eurex/KRX Link Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB April 29, 2024.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

8,635,060,000

Swap

14,642,410,485,305

OIS

3,563,689,293,807

FRA

15,373,014,420,077

BasisSwap

141,102,618,780

Total

33,728,851,877,970

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

8,635,060,000

Swap

14,640,215,363,354

OIS

3,286,197,109,708

FRA

15,373,014,420,077

BasisSwap

141,102,618,780

Total

33,449,164,571,920

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

177,686,724,674

181,758,106,255

FRA

0

0

BasisSwap

0

0

Total

177,686,724,674

181,758,106,255

GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

47,328,037,755

55,358,962,435

FRA

0

0

BasisSwap

0

0

Total

47,328,037,755

55,358,962,435

JPY

Notional outstanding (JPY) by product and currency

Product

JPY

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


USD

Notional outstanding (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

43,282,123,718

40,375,115,408

FRA

0

0

BasisSwap

0

0

Total

43,282,123,718

40,375,115,408


DKK

Notional outstanding (DKK) by product and currency

Product

DKK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


NOK

Notional outstanding (NOK) by product and currency

Product

NOK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


SEK

Notional outstanding (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

25,650,000,000

2,195,121,951

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,195,121,951


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

12,529,100,000

Swap

31,974,584,199,975

OIS

13,572,727,774,213

FRA

173,474,080,694,160

BasisSwap

221,879,277,668

Total

219,255,801,046,983


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

12,529,100,000

Swap

31,466,447,829,500

OIS

13,261,697,362,758

FRA

173,389,284,880,100

BasisSwap

203,854,203,622

Total

218,333,813,376,515

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,079

OIS

128,262,746,674

128,719,806,025

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

595,058,040,799

551,119,087,288


GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

110,372,521,054

128,314,734,851

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

208,129,996,597

240,579,580,888

JPY

Notional value (JPY) by product and currency

Product

JPY

EUR Equivalent

Swap

0

0

OIS

200,000,000

1,696,065

FRA

0

0

BasisSwap

0

0

Total

200,000,000

1,696,065


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

81,380,685,050 

72,608,615,581

OIS

60,048,162,318

53,994,174,514

FRA

0

0

BasisSwap

 626,400,000 

508,712,503 

Total

  142,055,247,368127,111,502,598

DKK

Notional value (DKK) by product and currency

Product

DKK

EUR Equivalent

Swap

22,000,000 

2,946,659 

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

22,000,000

2,946,659 


NOK

Notional value (NOK) by product and currency

Product

NOK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


SEK

Notional value (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

33,500,000,000 

3,172,856,969 

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

33,500,000,000 

3,172,856,969 


Notional Value (daily)

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

0

Swap

37,287,064,739

OIS

6,312,782,651

FRA

0

BasisSwap

80,000,000

Total

43,679,847,391

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

37,287,064,739

OIS

6,108,200,000

FRA

0

BasisSwap

80,000,000

Total

43,475,264,739

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

200,000,000

204,582,651

FRA

0

0

BasisSwap

0

0

Total

200,000,000

204,582,651


GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0

JPY

Notional value (JPY) by product and currency

Product

JPY

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


DKK

Notional value (DKK) by product and currency

Product

DKK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


NOK

Notional value (NOK) by product and currency

Product

NOK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


SEK

Notional value (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

 0

 0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


Explanatory notes:

  • The total notional outstanding is the aggregated double counted volume of all active trades.
  • The total notional value is the aggregated double counted volume of all cleared trades.
  • Total notional volumes expressed in euro are calculated by converting the notional volumes of swaps denominated in other currencies to euro using the same conversion methodology as used for margining and collateral.
  • The December compression cycle resulted in a reduction of 16 percent of total outstanding volume in OTC interest rate derivatives 


STIR partnership program

Market-led solution to create an alternative liquidity pool for € short-term interest rate derivatives
Read more

About us

Contacts

Follow us

News Services

Eurex Eurex Clearing Eurex Repo Market EEX 360T Xetra Börse Frankfurt Clearstream Qontigo
Disclaimer Privacy notice Imprint Eurex Clearing Rules & Regulations Sitemap