Â鶹´«Ã½

Home   News   Features   Interviews   Magazine Archive   Symposium   Industry Awards  
Subscribe
Â鶹´«Ã½
Leading the Way

Global Â鶹´«Ã½ Finance News and Commentary
≔ Menu
Â鶹´«Ã½
Leading the Way

Global Â鶹´«Ã½ Finance News and Commentary
News by section
Subscribe
⨂ Close
  1. Home
  2. Industry news
  3. Repo market and GC Pooling volumes climb 23% YoY for Jan, says Eurex Repo
Industry news

Repo market and GC Pooling volumes climb 23% YoY for Jan, says Eurex Repo


06 February 2023 EU
Reporter: SFT

Generic business image for news article
Image: AdobeStock/Andrii Yalanskyi
Eurex Repo GC Pooling volumes have risen 23 per cent YoY for January, climbing to €82.1 billion in average daily term-adjusted volume.

This is paralleled by a 23 per cent YoY rise in repo market ADV to €169.3 billion, pushing total activity through Eurex Repo up by the same percentage increase to €251.4 billion.

We provide further analysis of factors driving this rise in repo market and GC Pooling volumes in SFT Issue 319, pp 18-35.

OTC cleared volume through Eurex Clearing has risen 27 per cent YoY for January to €31,083 billion in notional outstanding volume.

This rise was powered by a 15 per cent increase in interest rate swap cleared notional outstanding volume to €13,177 billion, of which overnight index swaps has grown 30 per cent to €2,504 billion.

For Eurex, derivative contracts traded on the Eurex exchange have grown 8 per cent YoY for January to 144.6 million contracts.

Breaking down this activity, Interest rate derivatives have risen 21 per cent YoY to 54.7 million contracts.

Index derivatives traded contracts rose by 5 per cent YoY for January to 68.7 million. However, trading activity in equity derivatives was down 6 per cent YoY for January to 20.9 million.
NO FEE, NO RISK
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to Â鶹´«Ã½ Finance Times
Advertisement
Subscribe today
Knowledge base

Explore our extensive directory to find all the essential contacts you need

Visit our directory →
Glossary terms in this article
→ Interest Rate Swap
→ Repo

Discover definitions, explanations and related news articles in our glossary

Visit our glossary →