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. Eurex Repo average daily volume up 77 per cent YoY for April
Industry news

Eurex Repo average daily volume up 77 per cent YoY for April


05 May 2023 Germany
Reporter: SFT

Generic business image for news article
Image: zatevakhin/stock.adobe.com
Trading volumes on Eurex Repo have risen 77 per cent YoY to €359.0 billion for April, also representing a significant month-on-month increase from the €296.5 billion average daily term-adjusted volume reported for March.

This year-on-year growth was driven by a 172 per cent YoY increase in GC Pooling average daily term-adjusted volume to €149.0 billion and 41 per cent YoY growth in special repo average daily volume to €210.0 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 21 per cent YoY to €33,126 billion.

This growth has been driven by 13 per cent YoY expansion in notional outstanding for interest-rate swaps to €13,834 billion for April, of which overnight index swap clearing volumes have risen 52 per cent YoY to €2,917 billion.

Average daily cleared volumes through Eurex Clearing have contracted 32 per cent YoY for April to €159 billion.

This features a 5 per cent YoY decline in average daily cleared volume for interest rate swaps, although overnight IRS average daily cleared volume was up 88 per cent YoY for April to €15 billion.
Next industry article →

Regnology acquires Metadata Technology
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
→ Repo

Discover definitions, explanations and related news articles in our glossary

Visit our glossary →