Eurex Repo average daily volume up 1% YoY for January
06 February 2025 Europe
Image: gonin/stock.adobe.com
Trading volumes on Eurex Repo have increased 1 per cent year-on-year (YoY) to €347.1 billion for January in average daily term-adjusted volume.
While there was a 53 per cent YoY jump in GC Pooling average daily term-adjusted volume to €197.4 billion, special repo average daily term-adjusted volume dropped 30 per cent YoY to €149.7 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 12 per cent YoY for the month, to €37,453 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (13 per cent, €16,170 billion) and overnight index swap clearing volumes (34 per cent, €4,425 billion).
Average daily cleared volumes through Eurex Clearing have climbed 37 per cent YoY for January to €386 billion.
This features a 60 per cent YoY spike in interest rate swaps to €40 billion, and a 59 per cent YoY hike in overnight index swaps to €30 billion.
While there was a 53 per cent YoY jump in GC Pooling average daily term-adjusted volume to €197.4 billion, special repo average daily term-adjusted volume dropped 30 per cent YoY to €149.7 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 12 per cent YoY for the month, to €37,453 billion.
Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (13 per cent, €16,170 billion) and overnight index swap clearing volumes (34 per cent, €4,425 billion).
Average daily cleared volumes through Eurex Clearing have climbed 37 per cent YoY for January to €386 billion.
This features a 60 per cent YoY spike in interest rate swaps to €40 billion, and a 59 per cent YoY hike in overnight index swaps to €30 billion.
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