Eurex Repo volumes up 11 per cent YoY for February
09 March 2022 Germany
Image: AdobeStock/freshidea
Trading volumes on Eurex Repo have grown 11 per cent YoY to €190.7 billion for February.
This has been driven by a 25 per cent rise YoY in repo trading volume on the Frankfurt-based platform compared with February 2021. Average monthly term-adjusted volume for repo market trading climbed to €112.3 billion for February, while GC Pooling activity contracted by 4 per cent YoY to €78.4 billion.
Average daily OTC cleared volumes through Eurex Clearing rose by 10 per cent YoY to €144 billion for February.
This includes a 69 per cent YoY rise in average daily cleared volume for interest rate swaps (IRS) to €30 billion for February. For overnight index swaps, cleared ADV rose 148 per cent to €12 billion.
In terms of notional outstanding, IRS notional outstanding volumes grew 39 per cent YoY to €11,908 billion for February, with overnight index swaps up 162 per cent to €1,979 billion.
This has been driven by a 25 per cent rise YoY in repo trading volume on the Frankfurt-based platform compared with February 2021. Average monthly term-adjusted volume for repo market trading climbed to €112.3 billion for February, while GC Pooling activity contracted by 4 per cent YoY to €78.4 billion.
Average daily OTC cleared volumes through Eurex Clearing rose by 10 per cent YoY to €144 billion for February.
This includes a 69 per cent YoY rise in average daily cleared volume for interest rate swaps (IRS) to €30 billion for February. For overnight index swaps, cleared ADV rose 148 per cent to €12 billion.
In terms of notional outstanding, IRS notional outstanding volumes grew 39 per cent YoY to €11,908 billion for February, with overnight index swaps up 162 per cent to €1,979 billion.
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