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  3. Eurex Repo average daily volume down 36% YoY for August
Repo news

Eurex Repo average daily volume down 36% YoY for August


04 September 2024 Europe
Reporter: Carmella Haswell

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Image: lijphoto/stock.adobe.com
Trading volumes on Eurex Repo have declined 36 per cent YoY to €233.7 billion for August, in average daily term-adjusted volume.

This was driven by a 38 per cent YoY fall in GC Pooling average daily term-adjusted volume to €125.8 billion, and a 33 per cent YoY drop in special repo average daily term-adjusted volume to €107.9 billion.

For OTC derivatives clearing, notional outstanding volumes have risen 11 per cent YoY for the month, to €36,321 billion.

Growth in this area has been attributed to YoY increases in notional outstanding for interest rate swaps (11 per cent, €15,474 billion) and overnight index swap clearing volumes (42 per cent, €3,933 billion).

Average daily cleared volumes through Eurex Clearing have risen 7 per cent YoY for August to €143 billion.

This features a 63 per cent YoY increase in average daily cleared volume for interest rate swaps to €19 billion, and a 60 per cent YoY rise in overnight index swaps average daily cleared volume to €16 billion.
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