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2nd December 2019

ESMA Annual Statistical Report on EU Derivatives Markets 2019

ESMA published their Annual Statistical Report outlining EU Derivatives market structure and market trends in 2018.

Total outstanding notional has grown by just over 10% year to year reaching 735 trillion euro over 66 billion trades. Investment firms account for about 34% of the market notional amount, followed by CCPs (32%) and credit institutions (21%)

Majority (76%) of the outstanding notional was tied to interest rate derivatives out of which 63% was centrally cleared (2% clearing growth year to year, however we can observe over 80% of new IR contracts being cleared).

In terms of number of transactions currencies account for nearly half of the market volume.

For more information see: https://www.esma.europa.eu/document/asr-eu-derivatives-markets-2019