Eurex Repo reports positive month for OTC clearing
12 October 2020 Frankfurt
Image: esthermm / Adobestock.com
Eurex, the global derivatives exchange, saw a positive month in over-the-counter clearing in September with notional outstanding volumes up 45 percent – from €12,253 billion to €17,771 billion – and total average daily cleared volumes up 93 percent to €145 billion.
Average daily cleared volumes in interest rate swaps grew by 25 percent, up from €334 billion in September 2019 to €418 billion this year.
Elsewhere, Eurex Repo, the electronic marketplace for secured funding and financing, says its overall average term-adjusted year-to-date volume grew by over 15 percent since last year.
On a monthly basis, term-adjusted volume in the GC Pooling market fell by 40 percent, while it was up 71 percent – from €51.6 billion in September 2019 to €88.3 billion this year – in the repo market.
Meanwhile, traded financial derivatives contracts at Eurex fell overall by 12 percent, from 185.4 million contracts in September 2019 to 162.7 million contracts in September this year.
Average daily cleared volumes in interest rate swaps grew by 25 percent, up from €334 billion in September 2019 to €418 billion this year.
Elsewhere, Eurex Repo, the electronic marketplace for secured funding and financing, says its overall average term-adjusted year-to-date volume grew by over 15 percent since last year.
On a monthly basis, term-adjusted volume in the GC Pooling market fell by 40 percent, while it was up 71 percent – from €51.6 billion in September 2019 to €88.3 billion this year – in the repo market.
Meanwhile, traded financial derivatives contracts at Eurex fell overall by 12 percent, from 185.4 million contracts in September 2019 to 162.7 million contracts in September this year.
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