Eurex Repo records strong repo market expansion for April
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Eurex Repo records strong repo market expansion for April 04 May 2022Germany Reporter: Bob Currie
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Eurex Repo鈥檚 average daily term-adjusted volume has risen 47 per cent YoY for April, climbing to 鈧200.0 billion, according to the Frankfurt-based platform.
Repo transactions are up 75 per cent to 鈧145.3 billion for April 2022 compared to April 2021, with GC Polling activity rising 4 per cent to 鈧54.8 billion.
Eurex Clearing reports that outstanding notional volumes in over-the-counter (OTC) clearing continued to grow, rising 19 per cent to 鈧27,422 billion for April 2022 compared with April 2021.
Interest rate swaps (IRS) grew by 30 per cent YoY for April to 鈧12,251 billion in notional outstanding, with overnight index swaps up 134 per cent to 鈧1,920 billion.
In terms of average daily cleared volume, Eurex Clearing recorded 40 per cent growth over April 2021, with volumes rising to 鈧233 billion.
Cleared ADV for IRS fell 6 per cent YoY to 鈧23 billion for April. However, overnight index swaps were up 49 per cent YoY for April to 鈧8 billion.
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