Íø±¬³Ô¹Ï

Home   News   Features   Interviews   Magazine Archive   Symposium   Industry Awards  
Subscribe
Íø±¬³Ô¹Ï
Leading the Way

Global Íø±¬³Ô¹Ï Finance News and Commentary
≔ Menu
Íø±¬³Ô¹Ï
Leading the Way

Global Íø±¬³Ô¹Ï Finance News and Commentary
News by section
Subscribe
⨂ Close
  1. Home
  2. Industry news
  3. Eurex Repo average daily volume rises 85% YoY for March
Industry news

Eurex Repo average daily volume rises 85% YoY for March


05 April 2023 Germany
Reporter: SFT

Generic business image for news article
Image: AdobeStock/peshkova
Trading volumes on Eurex Repo have grown 85 per cent YoY to €296.5 billion for March, a striking rise from the €160.7 billion in term-adjusted average daily repo volume recorded for March 2022.

GC Pooling volumes were up 125 per cent YoY for March to €114.9 billion and special repo has increased 66 per cent YoY to €181.6 billion.

For GC Pooling, this also represents a slight month-on-month increase, growing from €111.9 billion for February 2023. Special repo volumes are slightly down month-on-month from the €209.8 billion recorded for February 2023.

This year-on-year expansion has been mirrored in the OTC derivatives clearing segment, where aggregate notional outstanding for OTC clearing has risen 18 per cent YoY for March to €32,136 billion.

This includes a 10 per cent YoY rise in notional outstanding for interest rate swaps (IRS) to €13,578 billion and a 42 per cent expansion in overnight index swaps cleared through the CCP to €2,795 billion.

Average daily cleared volumes through Eurex Clearing have increased 4 per cent YoY to €171 billion.

This features 175 per cent YoY growth in overnight index swaps for March to €23 billion, although cleared ADV for IRS has contracted 38 per cent YoY to €20 billion.
NO FEE, NO RISK
100% ON RETURNS If you invest in only one securities finance news source this year, make sure it is your free subscription to Íø±¬³Ô¹Ï Finance Times
Advertisement
Subscribe today
Knowledge base

Explore our extensive directory to find all the essential contacts you need

Visit our directory →
Glossary terms in this article
→ Repo

Discover definitions, explanations and related news articles in our glossary

Visit our glossary →