Eurex Repo average daily volume up 20% YoY for April
10 May 2024 Europe
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Trading volumes on Eurex Repo have grown 20 per cent YoY to €435.7 billion for April, in average daily term-adjusted volume.
This year-on-year growth was driven by a 27 per cent YoY increase in GC Pooling average daily term-adjusted volume to €189.0 billion, and a 16 per cent YoY growth in special repo average daily term-adjusted volume to €246.7 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 3 per cent YoY to €34,264 billion.
This growth has been driven by a 6 per cent YoY expansion in notional outstanding for interest-rate swaps to €114,670 billion for April, of which overnight index swap clearing volumes have risen 22 per cent YoY to €3,560 billion.
Average daily cleared volumes through Eurex Clearing have increased 49 per cent YoY for April to €237 billion.
This features a 22 per cent YoY increase in average daily cleared volume for interest rate swaps to €27 billion, and a 19 per cent YoY rise in overnight index swaps average daily cleared volume to €18 billion.
This year-on-year growth was driven by a 27 per cent YoY increase in GC Pooling average daily term-adjusted volume to €189.0 billion, and a 16 per cent YoY growth in special repo average daily term-adjusted volume to €246.7 billion.
For OTC derivatives clearing, notional outstanding volumes have risen 3 per cent YoY to €34,264 billion.
This growth has been driven by a 6 per cent YoY expansion in notional outstanding for interest-rate swaps to €114,670 billion for April, of which overnight index swap clearing volumes have risen 22 per cent YoY to €3,560 billion.
Average daily cleared volumes through Eurex Clearing have increased 49 per cent YoY for April to €237 billion.
This features a 22 per cent YoY increase in average daily cleared volume for interest rate swaps to €27 billion, and a 19 per cent YoY rise in overnight index swaps average daily cleared volume to €18 billion.
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