ESMA produces first overview of EU derivative markets size

On 19 October 2017, the European Securities and Markets Authority (ESMA) produced, for the first time, data on the size of the interest rate, credit, equity, commodity and foreign exchange derivatives markets in the European Union’s (EU), based on the weekly data it receives from trade repositories (TRs).

According to ESMA’s initial analysis, which was performed on the data available on 24 February 2017, the size of the EU’s derivatives markets across all asset classes was estimated as having a notional value of about €453 trillion and around 33 million transactions.

The details are included in an article - EU derivatives markets ─ a first-time overview – included in the latest version of ESMA’s Trends, Risks and Vulnerabilities.